package data
import (
"context"
"encoding/json"
"fmt"
"github.com/shopspring/decimal"
"matchmaking-system/internal/biz/structure"
"matchmaking-system/internal/data/memory"
"matchmaking-system/internal/data/socket/moneyData"
"matchmaking-system/internal/data/socket/publicData"
"matchmaking-system/internal/data/tradedeal/money"
"matchmaking-system/internal/data/tradedeal/virtual"
"matchmaking-system/internal/pkg/flags"
"matchmaking-system/internal/pkg/logging/applogger"
"matchmaking-system/internal/pkg/logging/common"
"matchmaking-system/internal/pkg/setting"
"matchmaking-system/internal/pkg/utils"
"regexp"
"strconv"
"strings"
"sync"
"time"
)
/*
综合(现货|合约|外汇)行情订阅
1、初始化订阅信息
2、接收用户下单的交易对
3、根据交易对订阅行情数据
4、写入内存中用于并发计算
5、记录在热缓存中
*/
// QuitesMoneyJsonStruct
// @Description: 现货|合约|外汇
type QuitesMoneySpots struct {
ServersID string `json:"serversId"`
Content struct {
Ch string `json:"ch"`
Ts int64 `json:"ts"`
Tick struct {
Open string `json:"open"`
High string `json:"high"`
Low string `json:"low"`
Close string `json:"close"`
Amount string `json:"amount"`
Count int `json:"count"`
Bid string `json:"bid"`
BidSize string `json:"bidSize"`
Ask string `json:"ask"`
AskSize string `json:"askSize"`
LastPrice string `json:"lastPrice"`
LastSize string `json:"lastSize"`
} `json:"Tick"`
Data any `json:"Data"`
} `json:"content"`
Symbol string `json:"symbol"`
}
type QuitesMoneyContract struct {
ServersID string `json:"serversId"`
Content struct {
Ch string `json:"ch"`
Ts int64 `json:"ts"`
Tick struct {
ID int `json:"id"`
Mrid int64 `json:"mrid"`
Open string `json:"open"`
Close string `json:"close"`
High string `json:"high"`
Low string `json:"low"`
Amount string `json:"amount"`
Vol string `json:"vol"`
TradeTurnover string `json:"trade_turnover"`
Count int `json:"count"`
Asks any `json:"asks"`
Bids any `json:"bids"`
} `json:"Tick"`
} `json:"content"`
Symbol string `json:"symbol"`
}
type MoneyContractSetUp struct {
SelfContractCode string `json:"selfContractCode"` // 合约交易对
BeginTime string `json:"BeginTime"` // 开始时间
Step int `json:"Step"` // 设置时间间隔
EndTime string `json:"EndTime"` // 结束时间
Price string `json:"Price"` // 设置价格
}
type QuitesMoneyForex struct {
Ev string `json:"ev"` // 事件类型
P string `json:"p"` // 交易对
A float64 `json:"a"` // 买价
X int `json:"x"` // 交易所标识符
B float64 `json:"b"` // 卖价
T int64 `json:"t"` // 时间
}
type MoneyForexJsonData struct {
Event string `json:"ev"` // 事件类型(实时数据)
Pair string `json:"pair"` // 货币对
Open float64 `json:"o"` // 开盘价
Close float64 `json:"c"` // 收盘价
High float64 `json:"h"` // 最高价
Low float64 `json:"l"` // 最低价
Volume int `json:"v"` // 交易量
Timestamp int64 `json:"s"` // 时间戳
}
// MoneySymbol
// @Description: 综合-(现货|合约|外汇)订阅交易簿
type MoneySymbol struct {
MoneySpotsMap chan []byte // 现货订单交易对 -- 用户现货下单通知订阅
MoneySpotsMapSymbol sync.Map // 现货订阅交易对簿
MoneyContractMap chan []byte // 合约订单交易对 -- 用户合约下单通知订阅
MoneyContractMapSymbol sync.Map // 合约订阅交易对簿
MoneyForexMap chan []byte // 外汇订单交易对 -- 用户外汇下单通知订阅
MoneyForexMapSymbol sync.Map // 外汇订阅交易对簿
}
// JsonData
// @Description: 综合-(现货|合约|外汇)用户总资产
type JsonData struct {
UserId int64 `json:"user_id"`
TotalAmount string `json:"total_amount"`
}
// 综合-(现货|合约|外汇)下单交易对订阅
func InitSubscribeQuotesMoneySpots(sp *MoneySymbol) {
for {
listSpots, err := LoadLRangeList(setting.MarketSpots)
if err != nil {
applogger.Error("%v InitSubscribeQuotesMoneySpots.LoadLRangeList:%v", common.ErrMoney, err)
return
}
for _, value := range listSpots {
_, ok := sp.MoneySpotsMapSymbol.Load(value)
if ok {
continue
}
sp.MoneySpotsMap <- []byte(value)
}
time.Sleep(10 * time.Second)
}
}
func InitSubscribeQuotesMoneyContract(ct *MoneySymbol) {
for {
listContract, err := LoadLRangeList(setting.MarketContract)
if err != nil {
applogger.Error("%v InitSubscribeQuotesMoneyContract.LoadLRangeList:%v", common.ErrMoney, err)
return
}
for _, value := range listContract {
usdtToUsd := strings.Replace(value, "USDT", "USD", -1)
_, ok := ct.MoneyContractMapSymbol.Load(usdtToUsd)
if ok {
continue
}
ct.MoneyContractMap <- []byte(usdtToUsd)
}
time.Sleep(10 * time.Second)
}
}
func InitSubscribeQuotesMoneyForex(mf *MoneySymbol) {
for {
listForex, err := LoadLRangeList(setting.MarketForex)
if err != nil {
applogger.Error("%v InitSubscribeQuotesMoneyForex.LoadLRangeList:%v", common.ErrMoney, err)
return
}
re := regexp.MustCompile(`USD$`)
for _, value := range listForex {
if !re.MatchString(value) {
continue
}
_, ok := mf.MoneyForexMapSymbol.Load(value)
if ok {
continue
}
mf.MoneyForexMap <- []byte(value)
}
time.Sleep(10 * time.Second)
}
}
// 综合-(现货|合约|外汇)交易对行情订阅
func SubscribeQuotesMoneySpots(ctx context.Context, uo *Data, ms *MoneySymbol) {
for {
select {
case symbol, _ := <-ms.MoneySpotsMap:
symbolStr := string(symbol)
// Prevent duplicate subscription to CtrIp
_, ok := ms.MoneySpotsMapSymbol.Load(symbolStr)
if ok {
time.Sleep(5 * time.Second)
continue
}
// Write to the redis list hot cache for initializing subscriptions when the program is pulled up
checkBool, err := uo.redisDB.HExists(context.Background(), setting.MarketSpots, symbolStr).Result()
if err != nil {
applogger.Error("%v SubscribeQuotesMoneySpots.MarketSpots.HExists:%v", common.ErrMoney, err)
time.Sleep(5 * time.Second)
continue
}
if !checkBool {
if err = uo.redisDB.HSet(context.Background(), setting.MarketSpots, symbolStr, symbolStr).Err(); err != nil {
applogger.Error("%v SubscribeQuotesMoneySpots.HSet:%v", common.ErrMoney, err)
time.Sleep(5 * time.Second)
continue
}
}
go func() {
topIc := fmt.Sprintf("market.%vusdt.ticker", symbolStr)
pubSub := uo.redisDB.Subscribe(ctx, topIc)
defer pubSub.Close()
if _, err = pubSub.Receive(ctx); err != nil {
applogger.Error("%v SubscribeQuotesMoneySpots.Receive:%v", common.ErrMoney, err)
return
}
ch := pubSub.Channel()
for msg := range ch {
var subMsg QuitesMoneySpots
if err = json.Unmarshal([]byte(msg.Payload), &subMsg); err != nil {
applogger.Error("%v SubscribeQuotesMoneySpots.Unmarshal:%v", common.ErrMoney, err)
close(ms.MoneySpotsMap)
return
}
// 交易类型:0最新价,1买入,2卖出 xh-symbol-0
var keyPrice string
if flags.CheckEnvironment == flags.CheckAdmin {
keyPrice = publicData.SymbolCache(flags.Xh, symbolStr, flags.TradeTypeAdminPrice)
} else {
keyPrice = publicData.SymbolCache(flags.Xh, symbolStr, flags.TradeTypePrice)
}
if err = memory.MoneySpotsCache.Set(keyPrice, []byte(subMsg.Content.Tick.Close)); err != nil {
applogger.Error("%v SubscribeQuotesMoneySpots.Set.price:%v", common.ErrMoney, err)
return
}
if !flags.CheckSetting {
applogger.Info("当前写入最新价格:%v,%v", keyPrice, subMsg.Content.Tick.Close)
}
}
}()
// Write in the map to determine whether to repeat subscription
ms.MoneySpotsMapSymbol.Store(symbolStr, symbolStr)
}
}
}
func SubscribeQuotesMoneyContract(ctx context.Context, uo *Data, ms *MoneySymbol) {
for {
select {
case symbol, _ := <-ms.MoneyContractMap:
symbolStr := string(symbol)
usdToUsdt := strings.Replace(symbolStr, "USD", "USDT", -1)
// Prevent duplicate subscription to CtrIp
_, ok := ms.MoneyContractMapSymbol.Load(symbolStr)
if ok {
time.Sleep(5 * time.Second)
continue
}
// Write to the redis list hot cache for initializing subscriptions when the program is pulled up
checkBool, err := uo.redisDB.HExists(context.Background(), setting.MarketContract, symbolStr).Result()
if err != nil {
applogger.Error("%v SubscribeQuotesMoneyContract.MarketContract.HExists:%v", common.ErrMoney, err)
time.Sleep(5 * time.Second)
continue
}
if !checkBool {
if err = uo.redisDB.HSet(context.Background(), setting.MarketContract, symbolStr, symbolStr).Err(); err != nil {
applogger.Error("%v SubscribeQuotesMoneyContract.MarketContract.HSet:%v", common.ErrMoney, err)
time.Sleep(5 * time.Second)
continue
}
}
// 订阅插针价格
go func() {
for {
var data string
data, err = uo.redisDB.Get(context.Background(), flags.ContractSystemPriceSetUp).Result()
if err != nil || data == "[]" {
time.Sleep(5 * time.Second)
continue
}
var dataList []MoneyContractSetUp
if err = json.Unmarshal([]byte(data), &dataList); err != nil {
time.Sleep(5 * time.Second)
continue
}
for _, value := range dataList {
checkStart := len(utils.StrReplace(value.BeginTime))
checkEnd := len(utils.StrReplace(value.EndTime))
if checkStart == 0 || checkEnd == 0 {
continue
}
if value.SelfContractCode == symbolStr {
// Determine if it is the current subscription type
var keyPrice string
if flags.CheckEnvironment == flags.CheckAdmin {
keyPrice = publicData.SymbolCache(flags.Hy, symbolStr, flags.TradeTypeAdminPrice)
} else {
keyPrice = publicData.SymbolCache(flags.Hy, symbolStr, flags.TradeTypePrice)
}
if !utils.CheckTimeUTC(value.BeginTime, value.EndTime) {
continue
}
if err = memory.MoneyContractPriceSetUp.Set(keyPrice, []byte(utils.DecimalsPrice(value.Price))); err != nil {
applogger.Error("%v SubscribeQuotesMoneyContract.MoneyContractPriceSetUp.set:%v", common.ErrMoney, err)
continue
}
if !flags.CheckSetting {
applogger.Info("当前写入插针最新价格:%v,%v", keyPrice, value.Price)
}
}
}
time.Sleep(2 * time.Second)
}
}()
// 订阅实时价格
go func() {
topIc := fmt.Sprintf("market.%v.detail", usdToUsdt)
pubSub := uo.redisDB.Subscribe(ctx, topIc)
defer pubSub.Close()
if _, err = pubSub.Receive(ctx); err != nil {
applogger.Error("%v SubscribeQuotesMoneyContract.Receive:%v", common.ErrMoney, err)
return
}
chp := pubSub.Channel()
for msg := range chp {
var subMsg QuitesMoneyContract
if err = json.Unmarshal([]byte(msg.Payload), &subMsg); err != nil {
applogger.Error("%v SubscribeQuotesMoneyContract.QuitesMoneyContract.Unmarshal:%v", common.ErrMoney, err)
close(ms.MoneyContractMap)
return
}
// 交易类型:0最新价,1买入,2卖出
var keyPrice string
if flags.CheckEnvironment == flags.CheckAdmin {
keyPrice = publicData.SymbolCache(flags.Hy, symbolStr, flags.TradeTypeAdminPrice)
} else {
keyPrice = publicData.SymbolCache(flags.Hy, symbolStr, flags.TradeTypePrice)
}
if err = memory.MoneyContractCache.Set(keyPrice, []byte(subMsg.Content.Tick.Close)); err != nil {
applogger.Error("%v SubscribeQuotesMoneyContract.Set:%v", common.ErrMoney, err)
continue
}
if !flags.CheckSetting {
applogger.Info("当前写入最新价格:%v,%v", keyPrice, subMsg.Content.Tick.Close)
}
}
}()
// Write in the map to determine whether to repeat subscription
ms.MoneyContractMapSymbol.Store(symbolStr, symbolStr)
}
}
}
func SubscribeQuotesMoneyForex(ctx context.Context, uo *Data, ms *MoneySymbol) {
for {
select {
case symbol, _ := <-ms.MoneyForexMap:
symbolStr := string(symbol)
// Prevent duplicate subscription to CtrIp
_, ok := ms.MoneyForexMapSymbol.Load(symbolStr)
if ok {
time.Sleep(5 * time.Second)
continue
}
// Write to the redis list hot cache for initializing subscriptions when the program is pulled up
checkBool, err := uo.redisDB.HExists(context.Background(), setting.MarketForex, symbolStr).Result()
if err != nil {
applogger.Error("%v SubscribeQuotesMoney.MarketMoney.HExists:%v", common.ErrMoney, err)
time.Sleep(5 * time.Second)
continue
}
if !checkBool {
if err = uo.redisDB.HSet(context.Background(), setting.MarketForex, symbolStr, symbolStr).Err(); err != nil {
applogger.Error("%v SubscribeQuotesMoney.MarketMoney.HSet:%v", common.ErrMoney, err)
time.Sleep(5 * time.Second)
continue
}
}
// 订阅实时报价
go func() {
topIc := fmt.Sprintf("%v.Forex", symbolStr)
pubSub := uo.redisDB.Subscribe(ctx, topIc)
defer pubSub.Close()
if _, err = pubSub.Receive(ctx); err != nil {
applogger.Error("%v SubscribeQuotesMoney.Receive:%v", common.ErrMoney, err)
return
}
chp := pubSub.Channel()
for msg := range chp {
var subMsg MoneyForexJsonData
if err = json.Unmarshal([]byte(msg.Payload), &subMsg); err != nil {
applogger.Error("%v SubscribeQuotesMoney.QuitesMoney.Unmarshal:%v", common.ErrMoney, err)
close(ms.MoneyForexMap)
return
}
// 交易类型:0最新价,1买入,2卖出
var keyPrice string
if flags.CheckEnvironment == flags.CheckAdmin {
keyPrice = publicData.SymbolCache(flags.Wh, symbolStr, flags.TradeTypeAdminPrice)
} else {
keyPrice = publicData.SymbolCache(flags.Wh, symbolStr, flags.TradeTypePrice)
}
price := strconv.FormatFloat(subMsg.Close, 'g', -1, 64)
if err = memory.MoneyForexImmediateCache.Set(keyPrice, []byte(price)); err != nil {
applogger.Error("%v priceKey Set:%v", common.ErrMoney, err)
continue
}
if !flags.CheckSetting {
applogger.Info("当前写入外汇即时最新报价:%v,%v,%v", symbolStr, keyPrice, price)
}
}
}()
// Write in the map to determine whether to repeat subscription
ms.MoneyForexMapSymbol.Store(symbolStr, symbolStr)
}
}
}
// OrderSubAdminMoneySubscribeBySum
//
// @Description: 综合-(现货|合约|外汇)持仓订单浮动盈亏计算
// @param ctx
// @param uo
func OrderSubAdminMoneySubscribeBySum(uo *Data) {
for {
topIc := setting.AdminMoneySubscribe
hashMap, err := uo.redisDB.HGetAll(context.Background(), topIc).Result()
if err != nil {
applogger.Error("orderSubAdminMoneySubscribe.HGetAll:%v", err)
time.Sleep(5 * time.Second)
continue
}
var hashList []money.MoneyTallyCache
for _, value := range hashMap {
var msg money.MoneyTallyCache
if err = json.Unmarshal([]byte(value), &msg); err != nil {
time.Sleep(5 * time.Second)
continue
}
switch msg.Status {
case flags.Entrust: // 挂单
case flags.Position: // 持仓
hashList = append(hashList, msg)
default: // 平仓|撤单
err = uo.redisDB.HDel(context.Background(), topIc, msg.OrderId).Err()
if err != nil {
applogger.Error("AdminMoneySubscribe.HDel:%v", err)
continue
}
}
}
applogger.Info("综合(现货|合约|外汇)数据量统计:%v", len(hashList))
// 统计外汇总持仓订单浮动盈亏
priceSum := decimal.Zero
for _, value := range hashList {
orderModel := moneyData.MoneyOrderProcessing(topIc, value)
if orderModel != nil {
var subPrice decimal.Decimal
newPrice, err := decimal.NewFromString(orderModel.Price)
if err != nil {
continue
}
openPrice, err := decimal.NewFromString(orderModel.OpenPrice)
if err != nil {
continue
}
switch value.Order.TradeType {
case flags.TradeTypeBuy: // 买涨 = 新价格 - 开仓价
subPrice = newPrice.Sub(openPrice)
case flags.TradeTypeSell: // 卖跌 = 开仓价 - 新价格
subPrice = openPrice.Sub(newPrice)
default:
subPrice = decimal.Zero
}
orderNumber := decimal.RequireFromString(value.Order.OrderNumber)
pryNum := decimal.RequireFromString(value.Order.PryNum)
price := subPrice.Mul(orderNumber).Mul(pryNum) // 外汇浮动盈亏计算
priceSum = priceSum.Add(price) // 累加盈亏统计
}
}
// 写入缓存
if err = memory.MoneyTotalFloating.Set(flags.FloatingZh, []byte(priceSum.String())); err != nil {
applogger.Error("统计(现货|合约|外汇)持仓订单浮动盈亏错误:%v", err)
time.Sleep(5 * time.Second)
continue
}
applogger.Info("统计(现货|合约|外汇)持仓订单浮动盈亏:%v", priceSum)
time.Sleep(600 * time.Millisecond)
}
}
// MoneyTransactionEntrust
//
// @Description: 综合-(现货|合约|外汇)委托订单
// @param ctx
func MoneyTransactionEntrust(ctx context.Context) {
for {
MoneyTransactionCalculationEntrust(ctx)
time.Sleep(400 * time.Millisecond)
}
}
// MoneyTransactionCalculationEntrust
//
// @Description:
// @param ctx
func MoneyTransactionCalculationEntrust(ctx context.Context) {
var wg sync.WaitGroup
entrustList, err := Reds.HGetAll(context.Background(), setting.MarketMoneyEntrust).Result()
if err != nil {
applogger.Error("%v MoneyTransactionCalculationEntrust.HGetAll:%v", common.ErrMoney, err)
return
}
for _, value := range entrustList {
var msg = make(chan money.MoneyTallyCache, 1)
var entrust money.MoneyTallyCache
if err = json.Unmarshal([]byte(value), &entrust); err != nil {
applogger.Error("%v MoneyTransactionCalculationEntrust.Unmarshal:%v", common.ErrMoney, err)
continue
}
// 不同市场的即时价格
var newPrice decimal.Decimal
switch entrust.Order.Type {
case flags.SpotsMarketType: // 现货
newPrice, err = GetMoneySpotsPrice(entrust.Symbol)
if err != nil {
applogger.Error("%v MoneyTransactionCalculationPosition.GetMoneySpotsPrice:%v", common.ErrMoney, err)
continue
}
case flags.ContractMarketType: // 合约
newPrice, err = GetMoneyContractPrice(entrust.Symbol)
if err != nil {
applogger.Error("%v MoneyTransactionCalculationPosition.GetMoneyContractPrice:%v", common.ErrMoney, err)
continue
}
case flags.ForexMarketType: // 外汇
newPrice, err = GetMoneyForexPriceNew(entrust.Symbol)
if err != nil {
applogger.Error("%v MoneyTransactionCalculationPosition.GetMoneyForexPriceNew:%v", common.ErrMoney, err)
continue
}
default:
continue
}
wg.Add(1)
go func(value string) {
resultMsg := MoneyConcurrentComputingEntrust(&entrust, newPrice, &wg)
msg <- resultMsg
}(value)
// 处理并发结果(需要改成通过信道通知)
select {
case resultMsg, _ := <-msg:
switch resultMsg.Status {
case flags.Entrust: // 挂单中
if !flags.CheckSetting {
applogger.Info("从信道接收综合(现货|合约|外汇)挂单信息:%v", resultMsg)
}
case flags.Position: // 持仓中
if !flags.CheckSetting {
applogger.Info("从信道接收到综合(现货|合约|外汇)持仓信息:%v", resultMsg)
}
// 处理开仓逻辑
if err = MoneyLiquidationEntrust(ctx, &resultMsg); err != nil {
applogger.Error("%v MoneyTransactionCalculationEntrust.MoneyLiquidationEntrust:%v", common.ErrMoney, err)
continue
}
// 写入持仓缓存列表
data, err := json.Marshal(resultMsg)
if err != nil {
applogger.Error("%v MoneyTransactionCalculationEntrust.Marshal:%v", common.ErrMoney, err)
continue
}
// 写入外汇持仓缓存队列
if err = Reds.HSet(context.Background(), setting.MarketMoneyPosition, resultMsg.OrderId, string(data)).Err(); err != nil {
applogger.Error("%v MoneyTransactionCalculationEntrust.MarketMoneyPosition.HSet:%v", common.ErrMoney, err)
continue
}
case flags.Close: // 平仓(现货)
if !flags.CheckSetting {
applogger.Info("从信道接收到综合(现货|合约|外汇)平仓信息:%v", resultMsg)
}
_, err = MoneyOrdersClosingDB(ctx, Msql, resultMsg.UserId, resultMsg.Order, resultMsg.OrderId, resultMsg.ClosingPrice)
if err != nil {
applogger.Error("%v MoneyTransactionCalculationEntrust.MoneyClosingPosition:%v", common.ErrMoney, err)
}
}
}
}
wg.Wait()
applogger.Info("综合(现货|合约|外汇)挂单并发计算执行完毕......")
}
// MoneyConcurrentComputingEntrust
//
// @Description: 综合-(现货|合约|外汇)监控挂单缓存列表业务处理
// @param order
// @param orderOld
// @param newPrice
// @param bidPrice
// @param askPrice
// @param wg
// @return money.MoneyTallyCache
func MoneyConcurrentComputingEntrust(order *money.MoneyTallyCache, newPrice decimal.Decimal, wg *sync.WaitGroup) money.MoneyTallyCache {
var deleteCache bool
var dealPrice, closePrice string
var limitPrice = decimal.RequireFromString(order.Order.LimitPrice) // 限价-价格
var status = order.Status // 原始状态
switch order.Order.TradeType {
case flags.TradeTypeBuy: // 买涨
if !flags.CheckSetting {
applogger.Info("用户ID:%v,限价买入下单价格:%v,最新市价:%v,判定结果:%v,原始状态:%v", order.UserId, limitPrice, newPrice, limitPrice.Cmp(newPrice), order.Status)
}
// 限价买入逻辑判定 -> 挂单金额 > 当前价格
if limitPrice.Cmp(newPrice) > 0 {
deleteCache = true
dealPrice = limitPrice.String() // 开仓价格
}
case flags.TradeTypeSell: // 买跌
if !flags.CheckSetting {
applogger.Info("用户ID:%v,限价卖出下单价格:%v,最新市价:%v,判定结果:%v,原始状态:%v", order.UserId, limitPrice, newPrice, limitPrice.Cmp(newPrice), order.Status)
}
// 限价卖入逻辑判定 -> 挂单金额 < 当前价格
if limitPrice.Cmp(newPrice) < 0 {
deleteCache = true
dealPrice = limitPrice.String() // 开仓价格
}
default:
}
if deleteCache {
switch order.Order.Type {
case flags.SpotsMarketType: // 现货
order.Status = flags.Close
closePrice = dealPrice
default: // 合约|外汇
order.Status = flags.Position
closePrice = decimal.Zero.String()
}
// 删除挂单缓存列表
if err := Reds.HDel(context.Background(), setting.MarketMoneyEntrust, order.OrderId).Err(); err != nil {
applogger.Error("%v MoneyConcurrentComputingEntrust.MarketMoneyEntrust.HDel:%v", common.ErrMoney, err)
order.Status = status
dealPrice = decimal.Zero.String()
}
}
wg.Done()
return money.MoneyTallyCache{
UserId: order.UserId, // 用户Id
OrderId: order.OrderId, // 订单Id
Symbol: order.Symbol, // 下单交易对
OpenPrice: dealPrice, // 开仓价格
ClosingPrice: closePrice, // 平仓价格
Status: order.Status, // 订单状态
Order: order.Order, // 下单信息
}
}
// MoneyLiquidationEntrust
//
// @Description: 综合-(现货|合约|外汇)挂单-->开仓业务处理
// @param ctx
// @param order
// @return error
func MoneyLiquidationEntrust(ctx context.Context, order *money.MoneyTallyCache) error {
// 1、外汇开仓操作
err := MoneyOpenPosition(ctx, Msql, order.UserId, order.OrderId, order.OpenPrice, order.Order)
if err != nil {
applogger.Error("%v MoneyLiquidationEntrust.MoneyOpenPosition:%v", common.ErrMoney, err)
return err
}
// 2、开仓更新用户外汇订阅缓存订单状态
userSubKey := virtual.OrderIdListKey(setting.MoneySubscribe, order.UserId)
if err = UpdateMoneySubscribeHashStatusByOrderId(order.OrderId, userSubKey, flags.Position, order.ClosingPrice); err != nil {
applogger.Error("%v MoneyLiquidationEntrust.MoneySubscribe:%v", common.ErrMoney, err)
return err
}
// 3、开仓更新管理员外汇订阅缓存订单状态
if err = UpdateMoneySubscribeHashStatusByOrderId(order.OrderId, setting.AdminMoneySubscribe, flags.Position, order.ClosingPrice); err != nil {
applogger.Error("%v MoneyLiquidationEntrust.AdminMoneySubscribe:%v", common.ErrMoney, err)
return err
}
return nil
}
// MoneyTransactionPosition
//
// @Description: 综合-(现货|合约|外汇)持仓业务处理
// @param ctx
func MoneyTransactionPosition(ctx context.Context) {
for {
MoneyTransactionCalculationPosition(ctx)
time.Sleep(400 * time.Millisecond)
}
}
// GetUserAmountByUserId
//
// @Description: 查询：用户-资产-订单
func GetUserAmountByUserId() (map[int64]decimal.Decimal, map[int64][]money.MoneyTallyCache, error) {
var userAmountMap = make(map[int64]decimal.Decimal)
var userOrderMap = make(map[int64][]money.MoneyTallyCache)
// 分组查询用户总资产
var userMoneyList []JsonData
if err := Msql.Table(flags.BotUserMoney).
Select("user_id,sum(usable_num+frozen_num) as total_amount").
Where("stock_id = ?", flags.MoneyUnit).
GroupBy("user_id").
Find(&userMoneyList); err != nil {
applogger.Error("GetUserAmountByUserId err:%v", common.ErrMoney, err)
return userAmountMap, userOrderMap, err
}
for _, value := range userMoneyList {
userAmountMap[value.UserId] = decimal.RequireFromString(value.TotalAmount)
}
// 查询缓存订单
entrustList, err := Reds.HGetAll(context.Background(), setting.MarketMoneyPosition).Result()
if err != nil {
applogger.Error("%v MoneyTransactionCalculationPosition.LRange:%v", common.ErrMoney, err)
return userAmountMap, userOrderMap, err
}
for _, value := range entrustList {
var entrust money.MoneyTallyCache
if err = json.Unmarshal([]byte(value), &entrust); err != nil {
continue
}
userOrderMap[entrust.UserId] = append(userOrderMap[entrust.UserId], entrust)
}
return userAmountMap, userOrderMap, err
}
// MoneyTransactionCalculationPosition
//
// @Description: 综合-(现货|合约|外汇)监控持仓缓存列表(注意:止盈止损|强行平仓)
// @param ctx
func MoneyTransactionCalculationPosition(ctx context.Context) {
userByAmount, userByOrder, err := GetUserAmountByUserId()
if err != nil {
return
}
//applogger.Debug("用户资产:%v,用户持仓订单:%v", userByAmount, userByOrder)
var wg sync.WaitGroup
for key, value := range userByAmount {
var msg = make(chan map[bool][]money.MoneyTallyCache, 1)
orderList, ok := userByOrder[key]
if ok {
wg.Add(1)
go func(value decimal.Decimal) {
var check bool // 判定是否爆仓
var floatingPLSum decimal.Decimal // 浮动盈亏
var resultListMsg []money.MoneyTallyCache // 订单信息
var resultMapMsg = make(map[bool][]money.MoneyTallyCache, 1) // 推送订单信息-状态判定(持仓|平仓)
for _, vOrder := range orderList {
var newPrice decimal.Decimal
switch vOrder.Order.Type {
case flags.ContractMarketType: // 合约
newPrice, err = GetMoneyContractPrice(vOrder.Symbol)
if err != nil {
applogger.Warn("%v MoneyTransactionCalculationPosition.GetMoneyContractPrice:%v", common.ErrMoney, err)
continue
}
case flags.ForexMarketType: // 外汇
newPrice, err = GetMoneyForexPriceNew(vOrder.Symbol)
if err != nil {
applogger.Warn("%v MoneyTransactionCalculationPosition.GetMoneyForexPriceNew:%v", common.ErrMoney, err)
continue
}
default:
continue
}
result, floatingPL := MoneyConcurrentComputingPosition(&vOrder, newPrice, value)
floatingPLSum = floatingPLSum.Add(floatingPL)
resultListMsg = append(resultListMsg, result)
}
// TODO: 判定当前用户订单总浮动盈亏是否触发爆仓
if value.Sub(floatingPLSum.Abs()).Cmp(decimal.Zero) <= 0 {
check = true
} else {
check = false
}
resultMapMsg[check] = resultListMsg
wg.Done()
// 返回处理消息
msg <- resultMapMsg
}(value)
// 处理并发结果
select {
case resultMsg, _ := <-msg:
// check为true全部平仓,反之循环判定订单是否要平仓
for check, message := range resultMsg {
if check {
for _, moneyStr := range message {
moneyStr.Status = flags.StrongParity
moneyStr.ClosingPrice = moneyStr.StrongParity
// 清理缓存订单
if err = Reds.HDel(context.Background(), setting.MarketMoneyPosition, moneyStr.OrderId).Err(); err != nil {
applogger.Error("%v MoneyConcurrentComputingPosition.MarketMoneyPosition.HDel:%v", common.ErrMoney, err)
continue
}
// 用户订单平仓
if err = MoneyLiquidationPosition(ctx, &moneyStr); err != nil {
applogger.Error("%v MoneyTransactionCalculationPosition.MoneyLiquidationPosition:%v", common.ErrMoney, err)
continue
}
}
} else {
for _, moneyStr := range message {
switch moneyStr.Status {
case flags.Position: // 持仓
if !flags.CheckSetting {
applogger.Info("从信道接收到综合(现货|合约|外汇)持仓信息:%v", resultMsg)
}
case flags.Close: // 平仓
if !flags.CheckSetting {
applogger.Info("从信道接收到综合(现货|合约|外汇)平仓信息:%v", resultMsg)
}
// 清理缓存订单
if err = Reds.HDel(context.Background(), setting.MarketMoneyPosition, moneyStr.OrderId).Err(); err != nil {
applogger.Error("%v MoneyConcurrentComputingPosition.MarketMoneyPosition.HDel:%v", common.ErrMoney, err)
continue
}
// 用户订单平仓
if err = MoneyLiquidationPosition(ctx, &moneyStr); err != nil {
applogger.Error("%v MoneyTransactionCalculationPosition.MoneyLiquidationPosition:%v", common.ErrMoney, err)
continue
}
}
}
}
}
}
}
}
wg.Wait()
applogger.Info("综合(现货|合约|外汇)持仓并发计算执行完毕......")
}
// MoneyConcurrentComputingPosition
//
// @Description: 综合-(现货|合约|外汇)持仓缓存列表业务处理
// @param order
// @param newPrice
// @param totalAmount
// @return money.MoneyTallyCache
// @return decimal.Decimal
func MoneyConcurrentComputingPosition(order *money.MoneyTallyCache, newPrice, totalAmount decimal.Decimal) (money.MoneyTallyCache, decimal.Decimal) {
var checkBool bool // 标识是否平仓
var dealPrice string // 平仓价
var floatingPL decimal.Decimal // 浮动盈亏
var openPrice = decimal.RequireFromString(order.OpenPrice) // 限价
var orderNumber = decimal.RequireFromString(order.Order.OrderNumber) // 仓位
var pryNum = decimal.RequireFromString(order.Order.PryNum) // 杠杆
// 下单判定设置(false无设置|true止盈止损)
_, stopWinPrice, stopLossPrice, _ := MoneyVoteStopType(order.Order)
switch order.Order.TradeType {
case flags.TradeTypeBuy: // 买涨(强平)
if !flags.CheckSetting {
applogger.Info("用户ID:%v,持仓开仓价格:%v,最新市价:%v,止盈:%v,止损:%v,原始状态:%v", order.UserId, openPrice, newPrice, stopWinPrice, stopLossPrice, order.Status)
}
// 买涨挂止损止盈，止盈价必须<当前价，止损价必须>当前价;
if !stopWinPrice.IsZero() {
if stopWinPrice.Cmp(newPrice) < 0 {
checkBool = true
dealPrice = newPrice.String() // 平仓价格
}
}
if !stopLossPrice.IsZero() {
if stopLossPrice.Cmp(newPrice) > 0 {
checkBool = true
dealPrice = newPrice.String() // 平仓价格
}
}
// 强行平仓(做多)
if !checkBool {
floatingPL = newPrice.Sub(openPrice).Mul(orderNumber).Mul(order.Order.System.FaceValue).Mul(pryNum)
}
case flags.TradeTypeSell: // 买跌(存在强行平仓)
if !flags.CheckSetting {
applogger.Info("用户ID:%v,限价持仓买跌下单价格:%v,最新市价:%v,止盈:%v,止损:%v,原始状态:%v", order.UserId, openPrice, newPrice, stopWinPrice, stopLossPrice, order.Status)
}
// 买跌挂止损止盈，止盈价必须>当前价，止损价必须<当前价;
if !stopWinPrice.IsZero() {
if stopWinPrice.Cmp(newPrice) > 0 {
checkBool = true
dealPrice = newPrice.String() // 平仓价格
}
}
if !stopLossPrice.IsZero() {
if stopLossPrice.Cmp(newPrice) < 0 {
checkBool = true
dealPrice = newPrice.String() // 平仓价格
}
}
// 强行平仓(做空)
if !checkBool {
floatingPL = openPrice.Sub(newPrice).Mul(orderNumber).Mul(order.Order.System.FaceValue).Mul(pryNum)
}
default:
}
/* 强行平仓(做多|做空)
1、做多:(最新成交价-开仓成交价)*仓位
1、做空:(开仓成交价-最新成交价)*仓位
2、当浮动盈亏 >= 保证金的70%订单强行平仓
*/
if floatingPL.IsNegative() {
explosiveAssets := totalAmount.Mul(order.Order.System.CompelNum) // 保证金(order.Order.EarnestMoney) = 总资产
if !flags.CheckSetting {
applogger.Info("总资产:%v,强平资产:%v,浮动盈亏:%v,强行平仓判定:%v", totalAmount, explosiveAssets, floatingPL, floatingPL.Abs().Cmp(explosiveAssets))
}
if floatingPL.Abs().Cmp(explosiveAssets) >= 0 {
checkBool = true
dealPrice = newPrice.String()
}
}
// 判定订单状态
if checkBool {
order.Status = flags.Close
}
return money.MoneyTallyCache{
UserId: order.UserId, // 用户Id
OrderId: order.OrderId, // 订单Id
Symbol: order.Symbol, // 下单交易对
ClosingPrice: dealPrice, // 平仓价格
Status: order.Status, // 订单状态
Order: order.Order, // 下单信息
StrongParity: newPrice.String(), // 强平价格
}, floatingPL
}
// MoneyLiquidationPosition
//
// @Description: 综合-(现货|合约|外汇)平仓操作
// @param ctx
// @param order
// @return error
func MoneyLiquidationPosition(ctx context.Context, order *money.MoneyTallyCache) error {
// 1、平仓操作
status, err := strconv.Atoi(order.Status)
if err != nil {
status = 3
}
err = MoneyClosingPosition(ctx, Msql, order.OrderId, order.ClosingPrice, order.Order, status)
if err != nil {
applogger.Error("%v MoneyLiquidationPosition.MoneyClosingPosition:%v", common.ErrMoney, err)
return err
}
// 2、平仓更新用户外汇订阅订单状态
userSubKey := virtual.OrderIdListKey(setting.MoneySubscribe, order.UserId)
if err = UpdateMoneySubscribeHashStatusByOrderId(order.OrderId, userSubKey, flags.Close, order.ClosingPrice); err != nil {
applogger.Error("%v MoneyLiquidationPosition.MoneySubscribe:%v", common.ErrMoney, err)
return err
}
// 3、平仓更新管理员外汇订阅订单状态
if err = UpdateMoneySubscribeHashStatusByOrderId(order.OrderId, setting.AdminMoneySubscribe, flags.Close, order.ClosingPrice); err != nil {
applogger.Error("%v MoneyLiquidationPosition.AdminMoneySubscribe:%v", common.ErrMoney, err)
return err
}
return nil
}
// MoneyVoteStopType
//
// @Description: 设置综合-(现货|合约|外汇)止盈止损
// @param order
// @return bool
// @return decimal.Decimal
// @return decimal.Decimal
// @return error
func MoneyVoteStopType(order structure.MoneyOrder) (bool, decimal.Decimal, decimal.Decimal, error) {
var checkBool bool
var stopWinPrice, stopLossPrice decimal.Decimal
switch order.StopType {
case flags.StopTypeNone: // 暂无设置止盈止损
checkBool = false
case flags.StopTypeSet: // 设置止盈止损
checkBool = true
if len(order.StopWinPrice) != 0 {
stopWinPrice = decimal.RequireFromString(order.StopWinPrice)
}
if len(order.StopLossPrice) != 0 {
stopLossPrice = decimal.RequireFromString(order.StopLossPrice)
}
default:
return checkBool, stopWinPrice, stopLossPrice, flags.ErrContractThirteen
}
return checkBool, stopWinPrice, stopLossPrice, nil
}
// GetMoneyForexPrice
//
// @Description: TODO: 综合-外汇交易对卖一买一最新报价
// @param symbol
// @param tradeType
// @return decimal.Decimal
// @return error
func GetMoneyForexPrice(symbol string, tradeType int64) (decimal.Decimal, error) {
var err error
var newPrice []byte
var cacheKey string
switch tradeType {
case 1: // 外汇交易对买一最新报价
cacheKey = publicData.SymbolCache(flags.Wh, symbol, flags.TradeTypeBuy)
newPrice, err = memory.GetMoneyForexCache(cacheKey)
case 2: // 外汇交易对卖一最新报价
cacheKey = publicData.SymbolCache(flags.Wh, symbol, flags.TradeTypeSell)
newPrice, err = memory.GetMoneyForexCache(cacheKey)
}
if err != nil {
applogger.Error("%v GetMoneyForexPrice.Get:%v", common.ErrMoney, err)
return decimal.Decimal{}, err
}
priceList, err := decimal.NewFromString(string(newPrice))
if err != nil {
applogger.Error("%v GetMoneyForexPrice.Get:%v", common.ErrMoney, err)
return decimal.Decimal{}, err
}
applogger.Info("MoneyCode:%v,topIc:%v,MoneyPrice:%v", symbol, cacheKey, priceList)
return priceList, nil
}
// GetMoneyForexPriceNew
//
// @Description: 综合-外汇交易对即时报价
// @param symbol
// @return decimal.Decimal
// @return error
func GetMoneyForexPriceNew(symbol string) (decimal.Decimal, error) {
var keyPrice string
if flags.CheckEnvironment == flags.CheckAdmin {
keyPrice = SymbolCache(flags.Wh, symbol, flags.TradeTypeAdminPrice)
} else {
keyPrice = SymbolCache(flags.Wh, symbol, flags.TradeTypePrice)
}
priceNew, err := memory.GetMoneyForexImmediateCache(keyPrice)
if err != nil {
return decimal.Decimal{}, err
}
priceList, err := decimal.NewFromString(string(priceNew))
if err != nil {
applogger.Error("%v GetMoneyForexPriceNew.Get:%v", common.ErrMoney, err)
return decimal.Decimal{}, err
}
applogger.Info("MoneyCode:%v,topIc:%v,MoneyPrice:%v", symbol, keyPrice, priceList)
return priceList, nil
}
// GetMoneySpotsPrice
//
// @Description: 综合-现货即时报价
// @param symbol
// @return decimal.Decimal
// @return error
func GetMoneySpotsPrice(symbol string) (decimal.Decimal, error) {
var err error
var newByte []byte
var keyPrice string
if flags.CheckEnvironment == flags.CheckAdmin {
keyPrice = publicData.SymbolCache(flags.Xh, symbol, flags.TradeTypeAdminPrice)
} else {
keyPrice = publicData.SymbolCache(flags.Xh, symbol, flags.TradeTypePrice)
}
newByte, err = memory.MoneySpotsCache.Get(keyPrice)
if err != nil {
applogger.Warn("%v GetMoneySpotsPrice.Get:%v", common.ErrMoney, err)
return decimal.Decimal{}, err
}
priceNew := decimal.RequireFromString(string(newByte))
return priceNew, nil
}
// GetMoneyContractPrice
//
// @Description: 综合-合约即时报价
// @param symbol
// @return decimal.Decimal
// @return error
func GetMoneyContractPrice(symbol string) (decimal.Decimal, error) {
var newPrice decimal.Decimal
var keyPrice string
if flags.CheckEnvironment == flags.CheckAdmin {
keyPrice = publicData.SymbolCache(flags.Hy, symbol, flags.TradeTypeAdminPrice)
} else {
keyPrice = publicData.SymbolCache(flags.Hy, symbol, flags.TradeTypePrice)
}
priceByte, err := memory.GetMoneyContractCache(keyPrice)
if err != nil {
applogger.Error("%v GetMoneyContractPrice.Get:%v", common.ErrMoney, err)
return decimal.Decimal{}, err
}
newPrice, err = decimal.NewFromString(string(priceByte))
if err != nil {
return decimal.Decimal{}, err
}
applogger.Info("contractCode:%v,topIc:%v,contractPrice:%v", symbol, keyPrice, newPrice)
return newPrice, nil
}