package com.xcong.excoin.utils;
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import cn.hutool.core.collection.CollUtil;
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import com.alibaba.fastjson.JSONObject;
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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.common.response.Result;
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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.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.ArrayList;
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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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//卖空
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if (type == 2) {
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forcePrice = money.add(openPrice);
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if (member.getIsForce() == 1) {
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MemberSettingEntity memberSetting = memberSettingDao.selectMemberSettingByMemberId(member.getId());
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//预估强平价 = 预估强平价-预估强平价*系数
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forcePrice = forcePrice.subtract(forcePrice.multiply(memberSetting.getForceParam() == null ? BigDecimal.ZERO : memberSetting.getForceParam()));
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}
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} else {//开多
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forcePrice = openPrice.subtract(money);
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if (member.getIsForce() == 1) {
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MemberSettingEntity memberSetting = memberSettingDao.selectMemberSettingByMemberId(member.getId());
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//预估强平价 = 预估强平价-预估强平价*系数
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forcePrice = forcePrice.add(forcePrice.multiply(memberSetting.getForceParam() == null ? BigDecimal.ZERO : memberSetting.getForceParam()));
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}
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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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* 面值*(多单张数*多单开仓价-空单张数*空单开仓价)-余额-已实现盈亏 / 面值*(多单张数-空单张数)-(维持保证金率+TAKER手续费)*面值*(开多张数+开空张数)
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*/
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public static void getForceSetPriceForWhole(@NotNull String symbol, @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, CoinTypeConvert.convertContractTypeToCoin(symbol));
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List<ContractHoldOrderEntity> holdOrderEntities = holdOrderDao.selectHoldOrderListForWholeByMemberIdAndSymbol(memberId, symbol);
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if (CollUtil.isNotEmpty(holdOrderEntities)) {
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int maxCnt = 0;
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int subCnt = 0;
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BigDecimal openPrice = BigDecimal.ZERO;
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int type = 1;
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BigDecimal bondAmount = BigDecimal.ZERO;
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BigDecimal sku = BigDecimal.ZERO;
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Long id = 0L;
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int operateNo = 0;
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for (ContractHoldOrderEntity holdOrderEntity : holdOrderEntities) {
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if (holdOrderEntity.getSymbolCntSale() >= maxCnt) {
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int temp = maxCnt;
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maxCnt = holdOrderEntity.getSymbolCntSale();
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subCnt = holdOrderEntity.getSymbolCntSale() - temp;
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openPrice = holdOrderEntity.getOpeningPrice();
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type = holdOrderEntity.getOpeningType();
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id = holdOrderEntity.getId();
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operateNo = holdOrderEntity.getOperateNo() + 1;
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} else {
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subCnt = maxCnt - holdOrderEntity.getSymbolCntSale();
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}
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bondAmount = bondAmount.add(holdOrderEntity.getBondAmount().subtract(holdOrderEntity.getOpeningFeeAmount()));
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sku = holdOrderEntity.getSymbolSku();
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}
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BigDecimal forceSetPrice = BigDecimal.ZERO;
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if (subCnt != 0) {
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forceSetPrice = getForceSetPrice(walletContract.getAvailableBalance().add(bondAmount), openPrice, subCnt, sku, type, memberEntity);
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}
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log.info("强平价:{}", forceSetPrice);
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for (ContractHoldOrderEntity updateHoldOrder : holdOrderEntities) {
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updateHoldOrder.setForceClosingPrice(forceSetPrice);
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updateHoldOrder.setIsCanClosing(ContractHoldOrderEntity.ORDER_CAN_CLOSING_Y);
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updateHoldOrder.setOperateNo(operateNo);
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holdOrderDao.updateById(updateHoldOrder);
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}
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if (forceSetPrice.compareTo(BigDecimal.ZERO) > 0) {
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log.info("id:{}, type:{}, forceSetPrice:{}, symbol:{}, operateNo:{}", id, type, forceSetPrice, symbol, operateNo);
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sendOrderBombMsg(id, type, forceSetPrice, symbol, operateNo, memberEntity.getId());
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}
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}
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}
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/*
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BigDecimal totalSetPrice = BigDecimal.ZERO;
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int totalCnt = 0;
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for (ContractHoldOrderEntity holdOrderEntity : holdOrderEntities) {
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BigDecimal forceSetPrice = getForceSetPrice(walletContract.getTotalBalance().subtract(holdOrderEntity.getOpeningFeeAmount()), holdOrderEntity.getOpeningPrice(), holdOrderEntity.getSymbolCntSale(), holdOrderEntity.getSymbolSku(), holdOrderEntity.getOpeningType(), memberEntity);
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log.info("订单强平价 : {}, 订单ID : {}, {}", forceSetPrice, holdOrderEntity.getId(), holdOrderEntity.getSymbolCntSale());
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totalSetPrice = totalSetPrice.add(forceSetPrice.multiply(BigDecimal.valueOf(holdOrderEntity.getSymbolCntSale())));
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totalCnt += holdOrderEntity.getSymbolCntSale();
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log.info("-->{}", totalCnt);
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}
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BigDecimal forceSetPrice = totalSetPrice.divide(BigDecimal.valueOf(totalCnt), 8, BigDecimal.ROUND_DOWN);
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log.info("强平价 : {}", forceSetPrice);
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for (ContractHoldOrderEntity updateHoldOrder : holdOrderEntities) {
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updateHoldOrder.setForceClosingPrice(forceSetPrice);
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updateHoldOrder.setIsCanClosing(ContractHoldOrderEntity.ORDER_CAN_CLOSING_Y);
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holdOrderDao.updateById(updateHoldOrder);
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if (forceSetPrice.compareTo(BigDecimal.ZERO) >= 0) {
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sendOrderBombMsg(updateHoldOrder.getId(), updateHoldOrder.getOpeningType(), forceSetPrice, updateHoldOrder.getSymbol(), updateHoldOrder.getOperateNo());
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}
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}
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*/
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/*
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// 多单开仓价
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BigDecimal moreOpenPrice = BigDecimal.ZERO;
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// 多单张数
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int moreCnt = 0;
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// 空单开仓价
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BigDecimal lessOpenPrice = BigDecimal.ZERO;
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// 空单张数
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int lessCnt = 0;
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// 已实现盈亏
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BigDecimal rewardAmount = BigDecimal.ZERO;
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for (ContractHoldOrderEntity holdOrderEntity : holdOrderEntities) {
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if (holdOrderEntity.getOpeningType() == ContractHoldOrderEntity.OPENING_TYPE_MORE) {
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moreOpenPrice = holdOrderEntity.getOpeningPrice();
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moreCnt = holdOrderEntity.getSymbolCntSale();
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} else {
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lessOpenPrice = holdOrderEntity.getOpeningPrice();
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lessCnt = holdOrderEntity.getSymbolCntSale();
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}
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rewardAmount = rewardAmount.add(holdOrderEntity.getRewardAmount() == null ? BigDecimal.ZERO : holdOrderEntity.getRewardAmount());
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log.info("rewardAmount : {}", rewardAmount);
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}
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// 多单张数*多单开仓价-空单张数*空单开仓价
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BigDecimal allOrderPrice = moreOpenPrice.multiply(BigDecimal.valueOf(moreCnt)).subtract(lessOpenPrice.multiply(BigDecimal.valueOf(lessCnt)));
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log.info("allOrderPrice : {}", allOrderPrice);
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// 除数 -- 面值*(多单张数*多单开仓价-空单张数*空单开仓价)-余额-已实现盈亏
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BigDecimal divisor = lotNumber.multiply(allOrderPrice).subtract(walletContract.getAvailableBalance()).subtract(rewardAmount);
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log.info("divisor : {}", divisor);
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// 面值*(多单张数-空单张数)
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BigDecimal dividendOne = lotNumber.multiply(BigDecimal.valueOf(moreCnt + lessCnt));
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log.info("dividendOne : {}", dividendOne);
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// (维持保证金率+TAKER手续费)*面值*(开多张数+开空张数)
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BigDecimal dividendTwo = tradeSettingEntity.getFeeRatio().multiply(lotNumber).multiply(BigDecimal.valueOf(moreCnt + lessCnt));
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log.info("dividendTwo : {}", dividendTwo);
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BigDecimal forceSetPrice = divisor.divide(dividendOne.subtract(dividendTwo), 8, BigDecimal.ROUND_DOWN);
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log.info("forceSetPrice : {}", forceSetPrice);
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for (ContractHoldOrderEntity updateHoldOrder : holdOrderEntities) {
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updateHoldOrder.setForceClosingPrice(forceSetPrice);
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updateHoldOrder.setIsCanClosing(ContractHoldOrderEntity.ORDER_CAN_CLOSING_Y);
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holdOrderDao.updateById(updateHoldOrder);
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if (forceSetPrice.compareTo(BigDecimal.ZERO) >= 0) {
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sendOrderBombMsg(updateHoldOrder.getId(), updateHoldOrder.getOpeningType(), forceSetPrice, updateHoldOrder.getSymbol(), updateHoldOrder.getOperateNo());
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}
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}
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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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}
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