159 lines
3.8 KiB
Go
159 lines
3.8 KiB
Go
package logic
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import (
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"context"
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"errors"
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"log"
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"strconv"
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"time"
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"git.apinb.com/quant/coin/internal/impl"
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"git.apinb.com/quant/coin/internal/models"
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binance "github.com/adshao/go-binance/v2"
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"github.com/shopspring/decimal"
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)
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var (
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AddCache = make(map[string]float64)
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)
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// OpenPosition 按交易对用配置的 OrderQtyUsdt 市价买入首笔；更新内存、写入数据库并 loadPortfolio 刷新持仓缓存。
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// 若链上可用基础币名义已达「有仓」阈值则只同步数量与成本写库，不再重复下单。
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func CreateNewSpotPosition(symbol string) error {
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ctx, cancel := context.WithTimeout(context.Background(), 45*time.Second)
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defer cancel()
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if err := RefreshAccount(); err != nil {
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return err
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} else {
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account := GetAccount("USDT")
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if account <= 10 {
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return errors.New("USDT 余额不足")
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}
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}
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qty, price, err := CalculateQty(symbol)
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if err != nil {
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return err
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}
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order, err := BinanceClient.NewCreateOrderService().
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Symbol(symbol).
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Side(binance.SideTypeBuy).
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Type(binance.OrderTypeMarket).
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Quantity(qty).
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NewOrderRespType(binance.NewOrderRespTypeRESULT).
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Do(ctx)
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if err != nil {
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return err
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}
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position := &models.SpotPosition{
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Symbol: symbol,
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BuyQuantity: parseFloat(order.ExecutedQuantity),
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BuyCostPrice: decimal.NewFromFloat(price).Round(2).InexactFloat64(),
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}
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if err := impl.DBService.Create(position).Error; err != nil {
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return err
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}
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if err := loadPortfolio(); err != nil {
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log.Printf("logic: OpenPosition 刷新持仓缓存失败: %v", err)
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}
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return nil
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}
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func AddSpotPosition(pos *models.SpotPosition, pnlPct, price float64) error {
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if val, ok := AddCache[pos.Symbol]; !ok || val == 0 {
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AddCache[pos.Symbol] = pnlPct
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return nil
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}
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if pnlPct >= AddCache[pos.Symbol] {
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AddCache[pos.Symbol] = pnlPct
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return nil
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}
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if AddCache[pos.Symbol]-pnlPct < gridStartPct {
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return nil
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}
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// 加仓
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qty := CalculateQtyByPrice(pos.Symbol, price)
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if qty == "" {
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return errors.New("数量不足")
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}
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ctx := context.Background()
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order, err := BinanceClient.NewCreateOrderService().
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Symbol(pos.Symbol).
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Side(binance.SideTypeBuy).
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Type(binance.OrderTypeMarket).
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Quantity(qty).
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NewOrderRespType(binance.NewOrderRespTypeRESULT).
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Do(ctx)
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if err != nil {
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return err
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}
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// 更新数据库
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price = decimal.NewFromFloat(price).Round(2).InexactFloat64()
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pos.BuyQuantity += parseFloat(order.ExecutedQuantity)
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pos.BuyCostPrice = decimal.NewFromFloat((pos.BuyCostPrice + price) / 2).Round(2).InexactFloat64()
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pos.DipAddsDone++
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impl.DBService.Save(pos)
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// 更新缓存
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loadPortfolio()
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AddCache[pos.Symbol] = 0
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return nil
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}
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func CalculateQty(symbol string) (string, float64, error) {
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ctx, cancel := context.WithTimeout(context.Background(), 45*time.Second)
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defer cancel()
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prices, err := BinanceClient.NewListPricesService().Symbol(symbol).Do(ctx)
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if err != nil || len(prices) == 0 {
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return "", 0, err
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}
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price, err := strconv.ParseFloat(prices[0].Price, 64)
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if err != nil || price <= 0 {
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return "", 0, errors.New("现价无效")
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}
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cfg := getSymbolInfo(symbol)
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if cfg == nil {
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return "", 0, errors.New("交易对不存在")
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}
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want := InvestUsdt[cfg.Symbol] / price
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lot := cfg.LotSizeFilter()
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if lot == nil {
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return "", 0, errors.New("交易对无 LOT_SIZE 规则")
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}
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qtyStr, ok, err := formatQtyToLotStep(want, lot.StepSize)
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if err != nil {
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return "", 0, err
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}
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if !ok {
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return "", 0, errors.New("数量不足")
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}
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return qtyStr, price, nil
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}
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func CalculateQtyByPrice(symbol string, price float64) string {
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cfg := getSymbolInfo(symbol)
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if cfg == nil || price <= 0 {
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return ""
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}
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want := InvestUsdt[symbol] / price
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lot := cfg.LotSizeFilter()
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if lot == nil {
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return ""
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}
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qtyStr, ok, err := formatQtyToLotStep(want, lot.StepSize)
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if err != nil || !ok {
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return ""
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}
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return qtyStr
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}
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