initial

trade/binance_positions.go

@@ -0,0 +1,176 @@
+package trade
+
+import (
+	"context"
+	"fmt"
+	"log"
+	"math"
+	"strings"
+
+	"git.apinb.com/bsm-sdk/core/utils"
+	"git.apinb.com/quant/strategy/internal/impl"
+	"git.apinb.com/quant/strategy/internal/models"
+	"github.com/vmihailenco/msgpack/v5"
+)
+
+var (
+	PositionsTotal int = 0
+)
+
+func GetPosSummary(PlanKeyName string) []string {
+	cacheBytes, err := impl.RedisService.Client.Get(impl.RedisService.Ctx, PlanKeyName+".PosSummary").Bytes()
+	if err != nil {
+		return nil
+	}
+
+	data := strings.Split(string(cacheBytes), ",")
+	// log.Println("GetPosSummary", PlanKeyName+".PosSummary", data)
+	if len(data) == 0 {
+		return nil
+	}
+
+	return data
+}
+
+func GetPosSymbols(PlanKeyName string) []string {
+	cacheBytes, err := impl.RedisService.Client.Get(impl.RedisService.Ctx, PlanKeyName+".PosSummary").Bytes()
+	if err != nil {
+		return nil
+	}
+
+	data := strings.Split(string(cacheBytes), ",")
+	if len(data) == 0 {
+		return nil
+	}
+	symbols := make([]string, 0)
+	for _, row := range data {
+		symbols = append(symbols, strings.Split(row, ".")[0])
+	}
+
+	return utils.ArrayRemoveRepeatString(symbols)
+}
+
+func ExistsPosition(PlanKeyName string, symbol string) PositionStatus {
+	data := GetPosSummary(PlanKeyName)
+	if len(data) == 0 {
+		return NoPositions
+	}
+
+	LongExists := utils.ArrayInString(symbol+".LONG", data)
+	ShortExists := utils.ArrayInString(symbol+".SHORT", data)
+
+	if LongExists && ShortExists {
+		return BothPositions
+	}
+
+	//log.Println("ExistsPosition", symbol, LongExists, ShortExists)
+	return GetPositionStats(LongExists, ShortExists)
+}
+
+func GetPositions(PlanKeyName string, symbol string) ([]*models.QuantOrders, error) {
+	cacheBytes, err := impl.RedisService.Client.Get(impl.RedisService.Ctx, PlanKeyName+".PosOrders").Bytes()
+	if err != nil {
+		return nil, err
+	}
+
+	var orders map[string][]*models.QuantOrders
+	err = msgpack.Unmarshal(cacheBytes, &orders)
+	if err != nil {
+		return nil, err
+	}
+
+	if _, ok := orders[symbol]; !ok {
+		return nil, fmt.Errorf("%s %s Not Found Position", PlanKeyName, symbol)
+	}
+
+	return orders[symbol], nil
+
+}
+
+func RefreshPositions(p *Spec) (map[string][]*models.QuantOrders, error) {
+	orders := make(map[string][]*models.QuantOrders, 0)
+	var summary []string
+
+	switch p.Api.Exchange {
+	case "BINANCE":
+		summary, orders = p.BinanceClient.GetPositions()
+		break
+	case "BITGET":
+		//summary, orders, _ := GetPositions_Bitget(api)
+		break
+	default:
+		return nil, fmt.Errorf("Not Found Exchange", p.Api.Exchange)
+	}
+
+	// 统地订单数量
+	PositionsTotal = len(summary)
+	if PositionsTotal == 0 {
+		impl.RedisService.Client.Del(impl.RedisService.Ctx, p.PlanKeyName+".PosSummary").Result()
+		impl.RedisService.Client.Del(impl.RedisService.Ctx, p.PlanKeyName+".PosOrders").Result()
+		return nil, nil
+	}
+
+	_, err := impl.RedisService.Client.Set(impl.RedisService.Ctx, p.PlanKeyName+".PosSummary", strings.Join(summary, ","), 0).Result()
+	if err != nil {
+		return nil, err
+	}
+
+	// 序列化为 MessagePack
+	ordersPack, _ := msgpack.Marshal(orders)
+	_, err = impl.RedisService.Client.Set(impl.RedisService.Ctx, p.PlanKeyName+".PosOrders", ordersPack, 0).Result()
+	if err != nil {
+		return nil, err
+	}
+
+	return orders, nil
+}
+
+func (bn *BinanceClient) GetPositions() ([]string, map[string][]*models.QuantOrders) {
+	data, err := bn.Futures.NewGetPositionRiskV3Service().Do(context.Background())
+
+	if err != nil {
+		log.Println("GetPositions_Binance", err)
+		return nil, nil
+	}
+
+	// jsonBytes, _ := json.Marshal(data)
+	// fmt.Println(string(jsonBytes))
+
+	positionData := make(map[string][]*models.QuantOrders, 0)
+	var PositionSummary []string
+
+	for _, row := range data {
+		amt := utils.String2Float64(row.PositionAmt)
+		if amt == 0 {
+			continue
+		}
+
+		side := strings.ToUpper(row.PositionSide)
+		PositionSummary = append(PositionSummary, row.Symbol+"."+side)
+
+		record := &models.QuantOrders{
+			Symbol:     row.Symbol,
+			Side:       side,
+			OpenPrice:  utils.String2Float64(row.BreakEvenPrice),        // 开仓成本价
+			Volume:     math.Abs(utils.String2Float64(row.PositionAmt)), // 交易币成交数量
+			MarginSize: utils.String2Float64(row.InitialMargin),         // 计价币成交数量
+			Status:     "1",                                             // 成交
+		}
+
+		/* TODO: 暂时不计算包括成本的均价
+		// 总成本 = (开仓价格 *开仓数量)+手续费
+		decOpenPrice := decimal.NewFromFloat(record.OpenPrice)
+		decVolume := decimal.NewFromFloat(record.Volume)
+		decFee := decimal.NewFromFloat(record.Fee)
+		totalCost := decOpenPrice.Mul(decVolume)
+		totalCost = totalCost.Add(decFee)
+
+		// 均价 = 总成本 / 总开仓数量
+		record.AvgPrice, _ = totalCost.Div(decVolume).Float64()
+		*/
+
+		positionData[row.Symbol] = append(positionData[row.Symbol], record)
+	}
+
+	return PositionSummary, positionData
+}