package com.xcong.excoin.utils;
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import cn.hutool.core.collection.CollUtil;
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import cn.hutool.core.util.StrUtil;
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import com.alibaba.fastjson.JSONObject;
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import com.xcong.excoin.common.contants.AppContants;
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import com.xcong.excoin.common.enumerates.CoinTypeEnum;
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import com.xcong.excoin.common.enumerates.RabbitPriceTypeEnum;
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import com.xcong.excoin.common.exception.GlobalException;
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import com.xcong.excoin.modules.contract.dao.ContractHoldOrderDao;
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import com.xcong.excoin.modules.contract.entity.ContractHoldOrderEntity;
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import com.xcong.excoin.modules.member.dao.MemberWalletContractDao;
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import com.xcong.excoin.modules.member.dao.MemberSettingDao;
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import com.xcong.excoin.modules.member.entity.MemberEntity;
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import com.xcong.excoin.modules.member.entity.MemberSettingEntity;
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import com.xcong.excoin.modules.member.entity.MemberWalletContractEntity;
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import com.xcong.excoin.modules.platform.dao.TradeSettingDao;
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import com.xcong.excoin.modules.platform.entity.PlatformTradeSettingEntity;
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import com.xcong.excoin.rabbit.pricequeue.OrderModel;
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import com.xcong.excoin.rabbit.producer.OrderProducer;
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import lombok.extern.slf4j.Slf4j;
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import javax.validation.constraints.NotNull;
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import java.math.BigDecimal;
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import java.math.RoundingMode;
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import java.util.List;
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/**
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* @author helius
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*/
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@Slf4j
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public class CalculateUtil {
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/**
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* 计算预估强平价
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*
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* @param bondAmount 保证金
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* @param openPrice 开仓价
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* @param symbolSkuNumber 张数
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* @param lotNumber 规格
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* @param type 1:买多2：卖空
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* @return
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*/
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public static BigDecimal getForceSetPrice(BigDecimal bondAmount, BigDecimal openPrice, int symbolSkuNumber, BigDecimal lotNumber,
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int type, MemberEntity member) {
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MemberSettingDao memberSettingDao = SpringContextHolder.getBean(MemberSettingDao.class);
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BigDecimal forcePrice = BigDecimal.ZERO;
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BigDecimal money = bondAmount.divide(new BigDecimal(symbolSkuNumber).multiply(lotNumber), 8, BigDecimal.ROUND_DOWN);
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if (member.getIsForce() == 1) {
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MemberSettingEntity memberSetting = memberSettingDao.selectMemberSettingByMemberId(member.getId());
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money = money.multiply(memberSetting.getForceParam().multiply(BigDecimal.valueOf(100)));
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}
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//卖空
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if (type == 2) {
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forcePrice = money.add(openPrice);
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} else {//开多
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forcePrice = openPrice.subtract(money);
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}
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if (forcePrice.compareTo(BigDecimal.ZERO) < 0) {
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forcePrice = BigDecimal.ZERO;
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}
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return forcePrice;
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}
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/**
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* 计算保证金 -- 建仓价*规格*手数*(1/杠杆倍率)
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*
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* @param openingPrice 开仓价
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* @param lotNumber 规格
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* @param symbolCnt 张数
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* @param leverRatio 杠杆倍率
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* @return
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*/
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public static BigDecimal getBondAmount(BigDecimal openingPrice, BigDecimal lotNumber, Integer symbolCnt, Integer leverRatio) {
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return openingPrice.multiply(lotNumber).multiply(new BigDecimal(symbolCnt))
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.multiply(BigDecimal.ONE.divide(new BigDecimal(leverRatio)))
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.setScale(8, BigDecimal.ROUND_DOWN);
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}
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/**
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* 全仓模式 -- 预估强平价
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* 开仓价 - (权益 - 其他币种成本)/当前币种成本 * (开仓价 * 1/杠杆)
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*/
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public static BigDecimal getForceSetPriceForWhole(String currentSymbol, @NotNull MemberEntity memberEntity) {
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ContractHoldOrderDao holdOrderDao = SpringContextHolder.getBean(ContractHoldOrderDao.class);
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MemberWalletContractDao walletContractDao = SpringContextHolder.getBean(MemberWalletContractDao.class);
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Long memberId = memberEntity.getId();
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MemberWalletContractEntity walletContract = walletContractDao.findWalletContractByMemberIdAndSymbol(memberId, CoinTypeEnum.USDT.name());
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List<ContractHoldOrderEntity> holdOrderEntities = holdOrderDao.selectHoldOrderListForWholeByMemberIdAndSymbol(memberId, null);
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List<String> symbols = holdOrderDao.selectWholeHoldOrderSymbolsByMemberId(memberId);
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BigDecimal result = BigDecimal.ZERO;
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if (CollUtil.isNotEmpty(holdOrderEntities)) {
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for (String symbol : symbols) {
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// 其他币种成本
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BigDecimal totalBondAmount = BigDecimal.ZERO;
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// 当前币种保证金
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BigDecimal symbolBondAmount = BigDecimal.ZERO;
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// 开仓均价
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BigDecimal openPrice = BigDecimal.ZERO;
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// 总盈亏
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BigDecimal profitOrLoss = BigDecimal.ZERO;
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// 杠杆
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int leverRatio = 0;
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boolean isAloneLess = true;
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for (ContractHoldOrderEntity holdOrderEntity : holdOrderEntities) {
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BigDecimal bondAmount = holdOrderEntity.getBondAmount().subtract(holdOrderEntity.getOpeningFeeAmount());
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if (symbol.equalsIgnoreCase(holdOrderEntity.getSymbol())) {
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if (holdOrderEntity.getOpeningType() == ContractHoldOrderEntity.OPENING_TYPE_MORE) {
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isAloneLess = false;
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}
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symbolBondAmount = symbolBondAmount.add(bondAmount.subtract(holdOrderEntity.getOpeningFeeAmount()));
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if (openPrice.compareTo(BigDecimal.ZERO) == 0) {
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openPrice = holdOrderEntity.getOpeningPrice();
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} else {
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openPrice = openPrice.add(holdOrderEntity.getOpeningPrice()).divide(BigDecimal.valueOf(2), 8, BigDecimal.ROUND_DOWN);
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}
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leverRatio = holdOrderEntity.getLeverRatio();
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} else {
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totalBondAmount = totalBondAmount.add(holdOrderEntity.getBondAmount());
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}
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profitOrLoss = profitOrLoss.add(calProfitOrLoss(holdOrderEntity, memberEntity));
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}
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// log.info("{}, {}, {}, {}, {}, {}", totalBondAmount, symbolBondAmount, symbolFeeAmount, openPrice, profitOrLoss, leverRatio);
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BigDecimal equity = walletContract.getTotalBalance().add(profitOrLoss).subtract(walletContract.getFrozenBalance());
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BigDecimal sub = equity.subtract(totalBondAmount);
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// log.info("sub -- {}", sub);
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if (sub.compareTo(symbolBondAmount) <= 0) {
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BigDecimal multi = BigDecimal.valueOf(10);
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BigDecimal divide = equity.divide(equity.add(multi), 8, BigDecimal.ROUND_DOWN);
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sub = symbolBondAmount.multiply(divide);
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}
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BigDecimal divide = sub.divide(symbolBondAmount, 8, BigDecimal.ROUND_DOWN);
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// log.info("divide -- {}", divide);
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BigDecimal divide2 = openPrice.divide(BigDecimal.valueOf(leverRatio), 8, BigDecimal.ROUND_DOWN);
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// log.info("divide2 -- {}", divide2);
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BigDecimal forcePrice = BigDecimal.ZERO;
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if (isAloneLess) {
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forcePrice = openPrice.add(divide.multiply(divide2));
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} else {
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forcePrice = openPrice.subtract(divide.multiply(divide2));
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}
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// log.info("forcePrice -- {}, {}", forcePrice, symbol);
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if (StrUtil.isBlank(currentSymbol)) {
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holdOrderDao.updateForcePriceBySymbolAndMemberId(forcePrice, memberId, symbol);
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}
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if (symbol.equalsIgnoreCase(currentSymbol)) {
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result = forcePrice;
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}
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}
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}
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return result;
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}
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public static BigDecimal calProfitOrLoss(ContractHoldOrderEntity holdOrderEntity, MemberEntity memberEntity) {
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CacheSettingUtils cacheSettingUtils = SpringContextHolder.getBean(CacheSettingUtils.class);
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RedisUtils redisUtils = SpringContextHolder.getBean(RedisUtils.class);
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BigDecimal lotNumber = cacheSettingUtils.getSymbolSku(holdOrderEntity.getSymbol());
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BigDecimal newPrice = new BigDecimal(redisUtils.getString(CoinTypeConvert.convertToKey(holdOrderEntity.getSymbol())));
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// 盈亏
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BigDecimal rewardRatio = BigDecimal.ZERO;
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// 开多
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if (ContractHoldOrderEntity.OPENING_TYPE_MORE == holdOrderEntity.getOpeningType()) {
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// (最新价-开仓价)*规格*张数
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rewardRatio = newPrice.subtract(holdOrderEntity.getOpeningPrice()).multiply(lotNumber).multiply(new BigDecimal(holdOrderEntity.getSymbolCntSale()));
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// 开空
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} else {
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// (开仓价-最新价)*规格*张数
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rewardRatio = holdOrderEntity.getOpeningPrice().subtract(newPrice).multiply(lotNumber).multiply(new BigDecimal(holdOrderEntity.getSymbolCntSale()));
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}
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if (memberEntity.getIsProfit() == MemberEntity.IS_PROFIT_Y) {
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PlatformTradeSettingEntity tradeSettingEntity = cacheSettingUtils.getTradeSetting();
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if (rewardRatio.compareTo(BigDecimal.ZERO) > -1) {
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rewardRatio = rewardRatio.multiply(BigDecimal.ONE.subtract(tradeSettingEntity.getProfitParam()));
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}
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}
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return rewardRatio;
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}
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private static void sendOrderBombMsg(Long id, int type, BigDecimal forceClosingPrice, String symbol, int operateNo, Long memberId) {
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OrderModel model = null;
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// 开多
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if (ContractHoldOrderEntity.OPENING_TYPE_MORE == type) {
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model = new OrderModel(id, RabbitPriceTypeEnum.CLOSE_MORE_BOMB.getValue(), forceClosingPrice.setScale(8, RoundingMode.HALF_UP).toPlainString(), symbol, operateNo, memberId);
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// 开空
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} else {
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model = new OrderModel(id, RabbitPriceTypeEnum.CLOSE_LESS_BOMB.getValue(), forceClosingPrice.setScale(8, RoundingMode.HALF_UP).toPlainString(), symbol, operateNo, memberId);
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}
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SpringContextHolder.getBean(OrderProducer.class).sendPriceOperate(JSONObject.toJSONString(model));
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}
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/**
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* 计算开仓价
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*
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* @param orderType 订单类型
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* @param newPrice 当前价
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* @param spread 划点
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* @return
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*/
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public static BigDecimal getOpeningPrice(int orderType, BigDecimal newPrice, BigDecimal spread) {
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BigDecimal openingPrice = BigDecimal.ZERO;
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if (orderType == ContractHoldOrderEntity.OPENING_TYPE_MORE) {
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// 市场价*(1 + (点差/10000))
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openingPrice = newPrice.multiply(BigDecimal.ONE.add(spread.divide(new BigDecimal(10000)))).setScale(8, BigDecimal.ROUND_DOWN);
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// 开空
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} else if (orderType == ContractHoldOrderEntity.OPENING_TYPE_LESS) {
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// 市场价*(1 - (点差/10000))
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openingPrice = newPrice.multiply(BigDecimal.ONE.subtract(spread.divide(new BigDecimal(10000)))).setScale(8, BigDecimal.ROUND_DOWN);
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} else {
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throw new GlobalException(MessageSourceUtils.getString("unknown_type"));
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}
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return openingPrice;
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}
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/**
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* 计算开仓手续费
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*
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* @param openingPrice 开仓价
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* @param lotNumber 规格
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* @param count 张数
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* @param feeRatio 手续费率
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* @return
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*/
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public static BigDecimal getOpenFeePrice(BigDecimal openingPrice, BigDecimal lotNumber, int count, BigDecimal feeRatio) {
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return openingPrice.multiply(lotNumber)
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.multiply(new BigDecimal(count))
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.multiply(feeRatio.divide(new BigDecimal(100)))
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.setScale(8, BigDecimal.ROUND_DOWN);
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}
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public static BigDecimal calOrderProfitOrLess(int type, BigDecimal newPrice, BigDecimal openPrice, BigDecimal lotNumber, int symbolCnt, int isProfit) {
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CacheSettingUtils cacheSettingUtils = SpringContextHolder.getBean(CacheSettingUtils.class);
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PlatformTradeSettingEntity tradeSetting = cacheSettingUtils.getTradeSetting();
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// 单个订单盈利
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BigDecimal profitOrLess = BigDecimal.ZERO;
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// 开多
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if (ContractHoldOrderEntity.OPENING_TYPE_MORE == type) {
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profitOrLess = newPrice.subtract(openPrice).multiply(new BigDecimal(symbolCnt)).multiply(lotNumber);
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// 开空
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} else {
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profitOrLess = openPrice.subtract(newPrice).multiply(new BigDecimal(symbolCnt)).multiply(lotNumber);
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}
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if (MemberEntity.IS_PROFIT_Y == isProfit) {
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if (profitOrLess.compareTo(BigDecimal.ZERO) > 0) {
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profitOrLess = profitOrLess.multiply(BigDecimal.ONE.subtract(tradeSetting.getForceParam()));
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} else {
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profitOrLess = profitOrLess.multiply(BigDecimal.ONE.add(tradeSetting.getForceParam()));
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}
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}
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return profitOrLess;
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}
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/**
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* 全仓模式下，维持保证金
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* 维持保证金 = 持仓价值*维持保证金率= 面值*张数*开仓价格*维持保证金率
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* @param contractHoldOrder
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* @return
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*/
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public static BigDecimal calMemberHoldBond(ContractHoldOrderEntity contractHoldOrder) {
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TradeSettingDao tradeSettingDao = SpringContextHolder.getBean(TradeSettingDao.class);
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RedisUtils redisUtils = SpringContextHolder.getBean(RedisUtils.class);
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PlatformTradeSettingEntity tradeSetting = tradeSettingDao.findTradeSetting();
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BigDecimal holdBondRatio = (BigDecimal) redisUtils.get(AppContants.HOLD_BOND_RATIO);
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if (holdBondRatio == null) {
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holdBondRatio = tradeSetting.getHoldBondRatio();
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redisUtils.set(AppContants.HOLD_BOND_RATIO, tradeSetting.getHoldBondRatio());
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}
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return contractHoldOrder.getOpeningPrice().multiply(new BigDecimal(contractHoldOrder.getSymbolCntSale())).multiply(holdBondRatio).multiply(contractHoldOrder.getSymbolSku());
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}
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}
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