224 lines
7.0 KiB
Go
224 lines
7.0 KiB
Go
package trade
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import (
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"encoding/json"
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"log"
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"strings"
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"time"
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"git.apinb.com/bsm-sdk/core/utils"
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"git.apinb.com/quant/strategy/internal/impl"
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"git.apinb.com/quant/strategy/internal/models"
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"github.com/bitget-golang/sdk-api/pkg/client/ws"
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"github.com/bitget-golang/sdk-api/types"
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"github.com/robfig/cron/v3"
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"github.com/vmihailenco/msgpack/v5"
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)
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type WebsocketPositionMessage struct {
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Action string `json:"action"`
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Arg struct {
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Channel string `json:"channel"`
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InstID string `json:"instId"`
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InstType string `json:"instType"`
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} `json:"arg"`
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Data []struct {
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AchievedProfits string `json:"achievedProfits"`
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AssetMode string `json:"assetMode"`
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AutoMargin string `json:"autoMargin"`
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Available string `json:"available"`
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BreakEvenPrice string `json:"breakEvenPrice"`
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CTime string `json:"cTime"`
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DeductedFee string `json:"deductedFee"`
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Frozen string `json:"frozen"`
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HoldSide string `json:"holdSide"`
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InstID string `json:"instId"` // symbol
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KeepMarginRate string `json:"keepMarginRate"`
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Leverage int64 `json:"leverage"`
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LiquidationPrice string `json:"liquidationPrice"`
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MarginCoin string `json:"marginCoin"`
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MarginMode string `json:"marginMode"`
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MarginRate string `json:"marginRate"`
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MarginSize string `json:"marginSize"`
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MarkPrice string `json:"markPrice"`
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OpenPriceAvg string `json:"openPriceAvg"`
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PosID string `json:"posId"`
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PosMode string `json:"posMode"`
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Total string `json:"total"`
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TotalFee string `json:"totalFee"`
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UTime string `json:"uTime"`
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UnrealizedPL string `json:"unrealizedPL"`
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UnrealizedPLR string `json:"unrealizedPLR"`
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} `json:"data"`
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Ts int64 `json:"ts"`
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}
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var PlanKeyName string
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func (bg *BitgetClient) RefreshByApi(planKeyName string) {
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PlanKeyName = planKeyName
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// 根据基本币，监控帐号可用资金变动，仓位，以及最近7天的交易情况
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c := cron.New(cron.WithSeconds())
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c.AddFunc("@every 1s", func() {
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bg.PositionsByApi(planKeyName)
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})
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c.Start()
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}
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func (bg *BitgetClient) RefreshByWebSocket(planKeyName string) {
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// 初始获取持仓
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PlanKeyName = planKeyName
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bg.PositionsByApi(planKeyName)
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// 根据WebSocket推送，实时更新持仓，添加重连机制
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go func() {
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for {
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var channels []types.SubscribeReq
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positions := types.SubscribeReq{
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InstType: "USDT-FUTURES",
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Channel: "positions",
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InstId: "default",
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}
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channels = append(channels, positions)
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wsClient := new(ws.BitgetWsClient).Init(true, receiveHandler, errorHandler)
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wsClient.SubscribeDef(channels)
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log.Println("Bitget Websocket Connect...")
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// Connect() 是阻塞调用，当连接断开时会返回
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wsClient.Connect()
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// 连接断开后，等待5秒后重连
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log.Println("Bitget Websocket disconnected, will reconnect in 5 seconds...")
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time.Sleep(5 * time.Second)
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// 重新获取持仓数据
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bg.PositionsByApi(planKeyName)
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}
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}()
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}
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func receiveHandler(message string) {
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var reply WebsocketPositionMessage
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err := json.Unmarshal([]byte(message), &reply)
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if err != nil {
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log.Println("WatchPositions JSON Unmarshal Error:", err)
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return
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}
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if len(reply.Data) == 0 {
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impl.RedisService.Client.Del(impl.RedisService.Ctx, PlanKeyName+".PosSummary").Result()
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impl.RedisService.Client.Del(impl.RedisService.Ctx, PlanKeyName+".PosOrders").Result()
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log.Println("WatchPositions:", "No Positions")
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return
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}
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orders := make(map[string][]*models.QuantOrders, 0)
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var summary []string
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for _, v := range reply.Data {
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side := strings.ToUpper(v.HoldSide)
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// 假设 v.CTime 是一个表示毫秒时间戳的字符串
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t := time.UnixMilli(utils.String2Int64(v.CTime))
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record := &models.QuantOrders{
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Exchange: "BITGET",
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Symbol: v.InstID,
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Side: side,
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Fee: utils.String2Float64(v.TotalFee),
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OpenPrice: utils.String2Float64(v.OpenPriceAvg), // 开仓均价
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Volume: utils.String2Float64(v.Total), // 交易币成交数量
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MarginSize: utils.String2Float64(v.MarginSize), // 计价币成交数量
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Leverage: int(v.Leverage),
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UnrealizedPL: utils.String2Float64(v.UnrealizedPL),
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CreatedAt: t, // 毫秒转time.Time
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}
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orders[v.InstID] = append(orders[v.InstID], record)
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log.Println("Record", record)
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summary = append(summary, v.InstID+"."+side)
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}
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_, err = impl.RedisService.Client.Set(impl.RedisService.Ctx, PlanKeyName+".PosSummary", strings.Join(summary, ","), 0).Result()
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if err != nil {
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log.Println("WatchPositions:", err)
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}
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// 序列化为 MessagePack
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ordersPack, _ := msgpack.Marshal(orders)
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_, err = impl.RedisService.Client.Set(impl.RedisService.Ctx, PlanKeyName+".PosOrders", ordersPack, 0).Result()
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if err != nil {
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log.Println("WatchPositions:", err)
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}
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}
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func errorHandler(message string) {
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log.Println("WebSocket Error:", message)
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}
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func (bg *BitgetClient) PositionsByApi(planKeyName string) {
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args := map[string]string{
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"productType": "USDT-FUTURES",
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"marginCoin": "USDT",
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}
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log.Println("===", "RefreshPositions:", planKeyName, "===")
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resp, err := bg.AccountClient.AllPosition(args)
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if err != nil {
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log.Println("WatchPositions:", err)
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return
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}
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var reply AllPositionResp
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json.Unmarshal([]byte(resp), &reply)
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if err != nil {
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log.Println("WatchPositions:", err)
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return
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}
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if reply.Code != "00000" {
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log.Println("WatchPositions:", reply.Code+" "+reply.Msg)
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return
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}
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if len(reply.Data) == 0 {
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impl.RedisService.Client.Del(impl.RedisService.Ctx, planKeyName+".PosSummary").Result()
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impl.RedisService.Client.Del(impl.RedisService.Ctx, planKeyName+".PosOrders").Result()
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log.Println("WatchPositions:", "No Positions")
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return
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}
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orders := make(map[string][]*models.QuantOrders, 0)
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var summary []string
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for _, v := range reply.Data {
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side := strings.ToUpper(v.HoldSide)
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// 假设 v.CTime 是一个表示毫秒时间戳的字符串
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t := time.UnixMilli(utils.String2Int64(v.CTime))
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record := &models.QuantOrders{
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Exchange: "BITGET",
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Symbol: v.Symbol,
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Side: side,
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Fee: utils.String2Float64(v.TotalFee),
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OpenPrice: utils.String2Float64(v.OpenPriceAvg), // 开仓均价
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Volume: utils.String2Float64(v.Total), // 交易币成交数量
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MarginSize: utils.String2Float64(v.MarginSize), // 计价币成交数量
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Leverage: utils.String2Int(v.Leverage),
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UnrealizedPL: utils.String2Float64(v.UnrealizedPL),
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CreatedAt: t, // 毫秒转time.Time
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}
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orders[v.Symbol] = append(orders[v.Symbol], record)
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log.Println("Record", record)
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summary = append(summary, v.Symbol+"."+side)
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}
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_, err = impl.RedisService.Client.Set(impl.RedisService.Ctx, planKeyName+".PosSummary", strings.Join(summary, ","), 0).Result()
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if err != nil {
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log.Println("WatchPositions:", err)
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}
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// 序列化为 MessagePack
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ordersPack, _ := msgpack.Marshal(orders)
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_, err = impl.RedisService.Client.Set(impl.RedisService.Ctx, planKeyName+".PosOrders", ordersPack, 0).Result()
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if err != nil {
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log.Println("WatchPositions:", err)
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}
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}
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