modify entrsut open order when more/less/bomb/entrustClose

Helius

2020-08-31 237d0b600b55ecbf3d4f241568862ae7b498e983

 src/main/java/com/xcong/excoin/rabbit/pricequeue/WebsocketPriceService.java

@@ -1,16 +1,17 @@
package com.xcong.excoin.rabbit.pricequeue;

import cn.hutool.core.collection.CollUtil;
import com.alibaba.fastjson.JSONObject;
import com.xcong.excoin.common.contants.AppContants;
import com.xcong.excoin.rabbit.producer.OrderProducer;
import com.xcong.excoin.utils.RedisUtils;
import lombok.extern.slf4j.Slf4j;
import org.apache.commons.collections.CollectionUtils;
import org.springframework.beans.factory.annotation.Autowired;
import org.springframework.stereotype.Component;

import java.util.ArrayList;
import java.util.Date;
import java.util.List;
import java.util.Map;
import javax.annotation.Resource;
import java.util.*;
import java.util.concurrent.PriorityBlockingQueue;

@Slf4j
@@ -19,6 +20,8 @@

    @Autowired
    OrderProducer orderProducer;
    @Resource
    private RedisUtils redisUtils;

    /**
     * @param symbol
@@ -74,6 +77,19 @@

    }

    private void addExecType(OrderModel model) {
        List<Object> orderTypes = redisUtils.lGet(AppContants.RABBIT_TYPE + model.getOrderId(), 0 , -1);
        if (CollUtil.isNotEmpty(orderTypes)) {
            orderTypes.add(model.getType());
        } else {
            orderTypes = new ArrayList<>();
            orderTypes.add(model.getType());
        }

        redisUtils.lSet(AppContants.RABBIT_TYPE + model.getOrderId(), orderTypes, 10);
        redisUtils.lSet(AppContants.MEMBER_TYPE + model.getMemberId(), orderTypes, 5);
    }

    // 处理消息 正序的 包括
    // 1：买入委托2：开多3:开空4：平多5：平空6:爆仓平多7:爆仓平空8:撤单9:止盈平多10：止盈平空11：止损平多12：止损平空
    public void dealAscPriceOrderAndSenMq(List<AscBigDecimal> list, String symbol) {
@@ -86,21 +102,29 @@
            for (AscBigDecimal asc : list) {
                String key = asc.getValue().toPlainString();
                assert orderMap != null;
                log.info("----->->{}, --> {}", JSONObject.toJSONString(orderMap), key);
                if (orderMap.containsKey(key)) {
                    orderModelList.addAll(orderMap.get(key));
                    orderMap.remove(key);
                }

            }
            log.info("------>{}", JSONObject.toJSONString(orderModelList));
            if (CollectionUtils.isEmpty(orderModelList)) {
                return;
            }
            System.out.println("本次执行的列表ASC");
            System.out.println(JSONObject.toJSONString(orderModelList));
            log.info("本次执行的列表ASC");
            // 根据订单的类型发送消息
            // 3:开空  7:爆仓平空
            // 9:止盈平多 12：止损平空
            for (OrderModel model : orderModelList) {
                /*
                   问题: 1、逐仓: 当行情大时，若设置的止损点与爆仓过于接近，则可能会出现直接爆仓，而不止损的情况
                        2、全仓: 止盈价/止损价 设置的与委托平仓价相同，需优先处理止盈/止损
                   解决: 将订单ID作为Key, 该订单执行的队列类型集合作为value, 用于在执行爆仓、委托平仓时，是否存在止盈/止损，若存在则不执行该爆仓和委托平仓
                 */
                addExecType(model);

                // 止损平空
                List<OrderModel> kkzsList = new ArrayList<OrderModel>();
                // 止盈平多
@@ -109,9 +133,14 @@
                List<OrderModel> bcList = new ArrayList<OrderModel>();
                // 开空
                List<OrderModel> wtkkList = new ArrayList<OrderModel>();
                // 委托平多
                List<OrderModel> wtpdList = new ArrayList<>();
                switch (model.getType()) {
                    case 3:
                        wtkkList.add(model);
                        break;
                    case 4:
                        wtpdList.add(model);
                        break;
                    case 7:
                        bcList.add(model);
@@ -142,6 +171,9 @@
                if (CollectionUtils.isNotEmpty(wtkkList)) {
                    orderProducer.sendLimit(JSONObject.toJSONString(wtkkList));
                }
                if (CollectionUtils.isNotEmpty(wtpdList)) {
                    orderProducer.sendLimitClose(JSONObject.toJSONString(wtpdList));
                }
            }
        }
    }
@@ -157,6 +189,7 @@
            for (DescBigDecimal desc : list) {
                String key = desc.getValue().toPlainString();
                assert orderMap != null;
                log.info("----->->{}, --> {}", JSONObject.toJSONString(orderMap), key);
                if (orderMap.containsKey(key)) {
                    orderModelList.addAll(orderMap.get(key));
                    orderMap.remove(key);
@@ -167,12 +200,18 @@
            if (CollectionUtils.isEmpty(orderModelList)) {
                return;
            }
            System.out.println("本次执行的列表Desc");
            System.out.println(JSONObject.toJSONString(orderModelList));
            log.info("本次执行的列表Desc");
            // 根据订单的类型发送消息
            // 2：开多6:爆仓平多
            // 10：止盈平空11：止损平多
            for (OrderModel model : orderModelList) {
                /*
                   问题: 1、逐仓: 当行情大时，若设置的止损点与爆仓过于接近，则可能会出现直接爆仓，而不止损的情况
                        2、全仓: 止盈价/止损价 设置的与委托平仓价相同，需优先处理止盈/止损
                   解决: 将订单ID作为Key, 该订单执行的队列类型集合作为value, 用于在执行爆仓、委托平仓时，是否存在止盈/止损，若存在则不执行该爆仓和委托平仓
                 */
                addExecType(model);

                // 开空止盈
                List<OrderModel> kkzyList = new ArrayList<OrderModel>();
                // 开多止损
@@ -181,9 +220,14 @@
                List<OrderModel> bcList = new ArrayList<OrderModel>();
                // 开多委托
                List<OrderModel> wtkdList = new ArrayList<OrderModel>();
                // 委托平空
                List<OrderModel> wtpkList = new ArrayList<>();
                switch (model.getType()) {
                    case 2:
                        wtkdList.add(model);
                        break;
                    case 5:
                        wtpkList.add(model);
                        break;
                    case 6:
                        bcList.add(model);
@@ -212,7 +256,9 @@
                }
                if (CollectionUtils.isNotEmpty(wtkdList)) {
                    orderProducer.sendLimit(JSONObject.toJSONString(wtkdList));

                }
                if (CollectionUtils.isNotEmpty(wtpkList)) {
                    orderProducer.sendLimitClose(JSONObject.toJSONString(wtpkList));
                }
            }
        }