modify

Helius

2021-04-09 1c6bf3e15cf135fadcac5e4e40af418d8d0ab0b7

 src/main/java/com/xcong/excoin/utils/CalculateUtil.java

@@ -4,6 +4,7 @@
import cn.hutool.core.collection.CollUtil;

import cn.hutool.core.util.StrUtil;

import com.alibaba.fastjson.JSONObject;

import com.xcong.excoin.common.contants.AppContants;

import com.xcong.excoin.common.enumerates.CoinTypeEnum;

import com.xcong.excoin.common.enumerates.RabbitPriceTypeEnum;

import com.xcong.excoin.common.exception.GlobalException;

@@ -14,6 +15,7 @@
import com.xcong.excoin.modules.member.entity.MemberEntity;

import com.xcong.excoin.modules.member.entity.MemberSettingEntity;

import com.xcong.excoin.modules.member.entity.MemberWalletContractEntity;

import com.xcong.excoin.modules.platform.dao.TradeSettingDao;

import com.xcong.excoin.modules.platform.entity.PlatformTradeSettingEntity;

import com.xcong.excoin.rabbit.pricequeue.OrderModel;

import com.xcong.excoin.rabbit.producer.OrderProducer;

@@ -45,21 +47,15 @@
        MemberSettingDao memberSettingDao = SpringContextHolder.getBean(MemberSettingDao.class);

        BigDecimal forcePrice = BigDecimal.ZERO;

        BigDecimal money = bondAmount.divide(new BigDecimal(symbolSkuNumber).multiply(lotNumber), 8, BigDecimal.ROUND_DOWN);

        if (member.getIsForce() == 1) {

            MemberSettingEntity memberSetting = memberSettingDao.selectMemberSettingByMemberId(member.getId());

            money = money.multiply(memberSetting.getForceParam().multiply(BigDecimal.valueOf(100)));

        }

        //卖空

        if (type == 2) {

            forcePrice = money.add(openPrice);

            if (member.getIsForce() == 1) {

                MemberSettingEntity memberSetting = memberSettingDao.selectMemberSettingByMemberId(member.getId());

                //预估强平价 = 预估强平价-预估强平价*系数

                forcePrice = forcePrice.subtract(forcePrice.multiply(memberSetting.getForceParam() == null ? BigDecimal.ZERO : memberSetting.getForceParam()));

            }

        } else {//开多

            forcePrice = openPrice.subtract(money);

            if (member.getIsForce() == 1) {

                MemberSettingEntity memberSetting = memberSettingDao.selectMemberSettingByMemberId(member.getId());

                //预估强平价 = 预估强平价-预估强平价*系数

                forcePrice = forcePrice.add(forcePrice.multiply(memberSetting.getForceParam() == null ? BigDecimal.ZERO : memberSetting.getForceParam()));

            }

        }

        if (forcePrice.compareTo(BigDecimal.ZERO) < 0) {

            forcePrice = BigDecimal.ZERO;

@@ -84,7 +80,7 @@


    /**

     * 全仓模式 -- 预估强平价

     * 开仓价 - (权益 - 其他币种成本)/当前币种成本 * (开仓价 * 杠杆)

     * 开仓价 - (权益 - 其他币种成本)/当前币种成本 * (开仓价 * 1/杠杆)

     */

    public static BigDecimal getForceSetPriceForWhole(String currentSymbol, @NotNull MemberEntity memberEntity) {

        ContractHoldOrderDao holdOrderDao = SpringContextHolder.getBean(ContractHoldOrderDao.class);

@@ -101,8 +97,6 @@
            for (String symbol : symbols) {

                // 其他币种成本

                BigDecimal totalBondAmount = BigDecimal.ZERO;

                // 当前币种手续费

                BigDecimal symbolFeeAmount = BigDecimal.ZERO;

                // 当前币种保证金

                BigDecimal symbolBondAmount = BigDecimal.ZERO;



@@ -120,8 +114,7 @@
                        if (holdOrderEntity.getOpeningType() == ContractHoldOrderEntity.OPENING_TYPE_MORE) {

                            isAloneLess = false;

                        }

                        symbolFeeAmount = symbolFeeAmount.add(holdOrderEntity.getOpeningFeeAmount());

                        symbolBondAmount = symbolBondAmount.add(bondAmount);

                        symbolBondAmount = symbolBondAmount.add(bondAmount.subtract(holdOrderEntity.getOpeningFeeAmount()));



                        if (openPrice.compareTo(BigDecimal.ZERO) == 0) {

                            openPrice = holdOrderEntity.getOpeningPrice();

@@ -136,8 +129,8 @@
                }



//                log.info("{}, {}, {}, {}, {}, {}", totalBondAmount, symbolBondAmount, symbolFeeAmount, openPrice, profitOrLoss, leverRatio);

                BigDecimal equity = walletContract.getTotalBalance().add(profitOrLoss);

                BigDecimal sub = equity.subtract(symbolFeeAmount).subtract(totalBondAmount);

                BigDecimal equity = walletContract.getTotalBalance().add(profitOrLoss).subtract(walletContract.getFrozenBalance());

                BigDecimal sub = equity.subtract(totalBondAmount);

//                log.info("sub -- {}", sub);

                if (sub.compareTo(symbolBondAmount) <= 0) {

                    BigDecimal multi = BigDecimal.valueOf(10);

@@ -170,7 +163,139 @@
        return result;

    }



    private static BigDecimal calProfitOrLoss(ContractHoldOrderEntity holdOrderEntity, MemberEntity memberEntity) {

    /**

     * 开仓价 +/- (权益 - 其他币种成本 - 当前币种维持保证金)/(规格*张数)

     *

     * @param memberEntity

     * @param contractHoldOrderEntity

     * @return

     */

    public static BigDecimal calForcePriceForWhole(MemberEntity memberEntity, ContractHoldOrderEntity contractHoldOrderEntity) {

        ContractHoldOrderDao holdOrderDao = SpringContextHolder.getBean(ContractHoldOrderDao.class);

        MemberWalletContractDao walletContractDao = SpringContextHolder.getBean(MemberWalletContractDao.class);



        Long memberId = memberEntity.getId();

        MemberWalletContractEntity walletContract = walletContractDao.findWalletContractByMemberIdAndSymbol(memberId, CoinTypeEnum.USDT.name());

        List<ContractHoldOrderEntity> holdOrderEntities = holdOrderDao.selectHoldOrderListForWholeByMemberIdAndSymbol(memberId, null);

        BigDecimal forcePrice = BigDecimal.ZERO;

        if (CollUtil.isNotEmpty(holdOrderEntities)) {

            BigDecimal totalBondAmount = BigDecimal.ZERO;

            BigDecimal totalProfitOrLoss = BigDecimal.ZERO;

            for (ContractHoldOrderEntity holdOrderEntity : holdOrderEntities) {

                if (holdOrderEntity.getId().equals(contractHoldOrderEntity.getId())) {

//                    totalBondAmount = totalBondAmount.add(holdOrderEntity.getHoldBond());

                } else {

                    totalBondAmount = totalBondAmount.add(holdOrderEntity.getBondAmount());

                }

                totalProfitOrLoss =  totalProfitOrLoss.add(calProfitOrLoss(holdOrderEntity, memberEntity));

            }



            BigDecimal divideChild = walletContract.getTotalBalance().subtract(totalBondAmount).add(totalProfitOrLoss);

            BigDecimal divideParent = contractHoldOrderEntity.getSymbolSku().multiply(new BigDecimal(contractHoldOrderEntity.getSymbolCntSale()));



            BigDecimal divide = divideChild.divide(divideParent, 8, BigDecimal.ROUND_DOWN);



            if (ContractHoldOrderEntity.OPENING_TYPE_MORE == contractHoldOrderEntity.getOpeningType()) {

                forcePrice = contractHoldOrderEntity.getOpeningPrice().subtract(divide);

            } else {

                forcePrice = contractHoldOrderEntity.getOpeningPrice().add(divide);

            }

        }

        return forcePrice;

    }



    /**

     * 权益-维持保证金+开仓价*张数*规格-开仓价*费率-(总账户-维持保证金) / 规格*张数

     *

     * @param memberEntity

     * @param contractHoldOrderEntity

     * @return

     */

    public static BigDecimal calWholePriceTwo(MemberEntity memberEntity, ContractHoldOrderEntity contractHoldOrderEntity, int type) {

        ContractHoldOrderDao holdOrderDao = SpringContextHolder.getBean(ContractHoldOrderDao.class);

        MemberWalletContractDao walletContractDao = SpringContextHolder.getBean(MemberWalletContractDao.class);

        CacheSettingUtils cacheSettingUtils = SpringContextHolder.getBean(CacheSettingUtils.class);

        RedisUtils redisUtils = SpringContextHolder.getBean(RedisUtils.class);



        Long memberId = memberEntity.getId();

        MemberWalletContractEntity walletContract = walletContractDao.findWalletContractByMemberIdAndSymbol(memberId, CoinTypeEnum.USDT.name());

        List<ContractHoldOrderEntity> holdOrderEntities = holdOrderDao.selectHoldOrderListForWholeByMemberIdAndSymbol(memberId, null);

        BigDecimal forcePrice = BigDecimal.ZERO;

        if (CollUtil.isNotEmpty(holdOrderEntities)) {

            BigDecimal totalBondAmount = BigDecimal.ZERO;

            BigDecimal totalProfitOrLoss = BigDecimal.ZERO;

            for (ContractHoldOrderEntity holdOrderEntity : holdOrderEntities) {

                if (holdOrderEntity.getId().equals(contractHoldOrderEntity.getId())) {

//                    totalBondAmount = totalBondAmount.add(holdOrderEntity.getHoldBond());

                } else {

                    totalBondAmount = totalBondAmount.add(holdOrderEntity.getBondAmount());

                }





                BigDecimal newPrice = new BigDecimal(redisUtils.getString(CoinTypeConvert.convertToKey(contractHoldOrderEntity.getSymbol())));

                if (type == 2) {

                    log.info("newPrice : {}", newPrice);

                }

                // 盈亏

                BigDecimal rewardRatio = BigDecimal.ZERO;

                // 开多

                if (ContractHoldOrderEntity.OPENING_TYPE_MORE == holdOrderEntity.getOpeningType()) {

                    // (最新价-开仓价)*规格*张数

                    rewardRatio = newPrice.subtract(holdOrderEntity.getOpeningPrice()).multiply(contractHoldOrderEntity.getSymbolSku()).multiply(new BigDecimal(holdOrderEntity.getSymbolCntSale()));

                    // 开空

                } else {

                    // (开仓价-最新价)*规格*张数

                    rewardRatio = holdOrderEntity.getOpeningPrice().subtract(newPrice).multiply(contractHoldOrderEntity.getSymbolSku()).multiply(new BigDecimal(holdOrderEntity.getSymbolCntSale()));

                }



                if (memberEntity.getIsProfit() == MemberEntity.IS_PROFIT_Y) {

                    PlatformTradeSettingEntity tradeSettingEntity = cacheSettingUtils.getTradeSetting();

                    if (rewardRatio.compareTo(BigDecimal.ZERO) > -1) {

                        rewardRatio = rewardRatio.multiply(BigDecimal.ONE.subtract(tradeSettingEntity.getProfitParam()));

                    }

                }



                totalProfitOrLoss = totalProfitOrLoss.add(rewardRatio);

            }



            // 维持保证金

            BigDecimal holdBond = contractHoldOrderEntity.getHoldBond();

            // 成本 数量*面值*开仓价

            BigDecimal cost = contractHoldOrderEntity.getSymbolSku().multiply(contractHoldOrderEntity.getOpeningPrice()).multiply(new BigDecimal(contractHoldOrderEntity.getSymbolCntSale()));

            // 费率

            BigDecimal ratio = contractHoldOrderEntity.getOpeningPrice().multiply(new BigDecimal("0.005"));

            // 总账户 - 维持保证金

            BigDecimal orderProfitOrLoss = walletContract.getTotalBalance().subtract(holdBond);

            // 权益 - 维持保证金

            BigDecimal qy = walletContract.getTotalBalance().add(totalProfitOrLoss).subtract(holdBond);

//            BigDecimal qy = BigDecimal.ZERO;



            BigDecimal prefix = cost.subtract(totalBondAmount);

            BigDecimal divideChild;

            if (ContractHoldOrderEntity.OPENING_TYPE_MORE == contractHoldOrderEntity.getOpeningType()) {

                divideChild = prefix.subtract(orderProfitOrLoss).subtract(qy);

            } else {

                divideChild = prefix.add(orderProfitOrLoss).add(qy);

            }

//            BigDecimal divideChild = walletContract.getTotalBalance().add(totalProfitOrLoss).subtract(holdBond).subtract(cost).add(newPrice.multiply(new BigDecimal("0.005")));

            BigDecimal divideParent = contractHoldOrderEntity.getSymbolSku().multiply(new BigDecimal(contractHoldOrderEntity.getSymbolCntSale()));



            forcePrice = divideChild.divide(divideParent, 8, BigDecimal.ROUND_DOWN);

            if (type == 2) {

                log.info("=======全仓爆仓=======");

                log.info("holdBond : {}", holdBond);

                log.info("cost : {}", cost);

                log.info("ratio : {}", ratio);

                log.info("orderProfitOrLoss : {}", orderProfitOrLoss);

                log.info("total : {}", walletContract.getTotalBalance());

                log.info("totalProfitOrLoss : {}", totalProfitOrLoss);

                log.info("qy : {}", qy);

            }

        }

        return forcePrice;

    }



    public static BigDecimal calProfitOrLoss(ContractHoldOrderEntity holdOrderEntity, MemberEntity memberEntity) {

        CacheSettingUtils cacheSettingUtils = SpringContextHolder.getBean(CacheSettingUtils.class);

        RedisUtils redisUtils = SpringContextHolder.getBean(RedisUtils.class);

        BigDecimal lotNumber = cacheSettingUtils.getSymbolSku(holdOrderEntity.getSymbol());

@@ -275,4 +400,24 @@


        return profitOrLess;

    }





    /**

     * 全仓模式下，维持保证金

     * 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

     * @param contractHoldOrder

     * @return

     */

    public static BigDecimal calMemberHoldBond(ContractHoldOrderEntity contractHoldOrder) {

        TradeSettingDao tradeSettingDao = SpringContextHolder.getBean(TradeSettingDao.class);

        RedisUtils redisUtils = SpringContextHolder.getBean(RedisUtils.class);

        PlatformTradeSettingEntity tradeSetting = tradeSettingDao.findTradeSetting();

        BigDecimal holdBondRatio = (BigDecimal) redisUtils.get(AppContants.HOLD_BOND_RATIO);

        if (holdBondRatio == null) {

            holdBondRatio = tradeSetting.getHoldBondRatio();

            redisUtils.set(AppContants.HOLD_BOND_RATIO, tradeSetting.getHoldBondRatio());

        }



        return contractHoldOrder.getOpeningPrice().multiply(new BigDecimal(contractHoldOrder.getSymbolCntSale())).multiply(holdBondRatio.multiply(new BigDecimal(100))).multiply(contractHoldOrder.getSymbolSku()).divide(new BigDecimal(contractHoldOrder.getLeverRatio()), 8, BigDecimal.ROUND_DOWN);

    }

}