modify

Helius

2021-02-05 4e43b6496e163787ea7397ca422c9e081ac2857a

 src/main/java/com/xcong/excoin/modules/contract/service/impl/RabbitOrderServiceImpl.java

@@ -1,11 +1,14 @@
package com.xcong.excoin.modules.contract.service.impl;

import cn.hutool.core.collection.CollUtil;
import cn.hutool.core.util.IdUtil;
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.OrderClosingTypeEnum;
import com.xcong.excoin.common.system.service.CommonService;
import com.xcong.excoin.modules.coin.entity.MemberAccountFlowEntity;
import com.xcong.excoin.modules.contract.dao.ContractEntrustOrderDao;
import com.xcong.excoin.modules.contract.dao.ContractHoldOrderDao;
import com.xcong.excoin.modules.contract.dao.ContractOrderDao;
@@ -33,6 +36,8 @@
import com.xcong.excoin.modules.member.entity.MemberWalletContractEntity;
import com.xcong.excoin.modules.platform.entity.PlatformTradeSettingEntity;
import com.xcong.excoin.rabbit.pricequeue.OrderModel;
import com.xcong.excoin.rabbit.pricequeue.whole.HoldOrderDataModel;
import com.xcong.excoin.rabbit.pricequeue.whole.WholePriceDataModel;
import com.xcong.excoin.utils.*;
import lombok.extern.slf4j.Slf4j;
import org.springframework.stereotype.Service;
@@ -43,6 +48,7 @@
import java.util.ArrayList;
import java.util.Date;
import java.util.List;
import java.util.Map;

/**
 * @author wzy
@@ -107,7 +113,7 @@
                        }
                    }
                }
            }catch (Exception e) {
            } catch (Exception e) {
                log.error("平仓异常", e);
            }

@@ -209,7 +215,7 @@
                    followOrderOperationService.closingFollowOrders(holdOrderEntity.getOrderNo());
                } else {
                    followFollowerProfitDao.updateFollowerProfitByTradeMemberId(holdOrderEntity.getBondAmount().subtract(holdOrderEntity.getOpeningFeeAmount()), profitOrLoss, traderInfoEntity.getMemberId(), memberEntity.getId());
                    LogRecordUtils.insertFollowerNotice(memberEntity.getId(), NoticeConstant.CLOSE_ORDER_TITLE, StrUtil.format(NoticeConstant.CLOSE_ORDER_CONTENT, contractOrderEntity.getSymbol(), contractOrderEntity.getClosingPrice(), profitOrLoss, traderInfoEntity.getNickname()));
                    LogRecordUtils.insertFollowerNotice(memberEntity.getId(), NoticeConstant.CLOSE_ORDER_TITLE, StrUtil.format(NoticeConstant.CLOSE_ORDER_CONTENT, contractOrderEntity.getSymbol(), contractOrderEntity.getClosingPrice(), profitOrLoss.setScale(8, BigDecimal.ROUND_DOWN), traderInfoEntity.getNickname()));
                }
            }
        }
@@ -258,7 +264,7 @@

        MemberEntity memberEntity = memberDao.selectById(holdOrderEntity.getMemberId());

        MemberWalletContractEntity walletContract = memberWalletContractDao.findWalletContractByMemberIdAndSymbol(holdOrderEntity.getMemberId(), CoinTypeConvert.convertContractTypeToCoin(symbol));
        MemberWalletContractEntity walletContract = memberWalletContractDao.findWalletContractByMemberIdAndSymbol(holdOrderEntity.getMemberId(), CoinTypeEnum.USDT.name());
        if (walletContract != null) {
            BigDecimal lotNumber = cacheSettingUtils.getSymbolSku(symbol);
            // 盈亏
@@ -304,7 +310,8 @@
            BigDecimal fee = BigDecimal.ZERO;

            if (holdOrderEntity.getSymbolCntSale() != 0) {
                fee = holdOrderEntity.getOpeningFeeAmount().divide(BigDecimal.valueOf(holdOrderEntity.getSymbolCnt()), 8, BigDecimal.ROUND_DOWN).multiply(BigDecimal.valueOf(closeCnt));
                BigDecimal totalFeeAmount = contractOrderDao.selectWholeFeeAmountByOrderNo(holdOrderEntity.getOrderNo());
                fee = totalFeeAmount.divide(BigDecimal.valueOf(holdOrderEntity.getSymbolCnt()), 8, BigDecimal.ROUND_DOWN).multiply(BigDecimal.valueOf(closeCnt));
            } else {
                fee = holdOrderEntity.getOpeningFeeAmount();
            }
@@ -316,16 +323,27 @@
            contractOrderEntity.setClosingType(closingType);
            contractOrderEntity.setSymbolCnt(closeCnt);
            contractOrderEntity.setRewardAmount(profitOrLoss);
            contractOrderEntity.setBondAmount(bondAmount);
            contractOrderEntity.setBondAmount(bondAmount.add(fee));
            contractOrderEntity.setClosingFeeAmount(fee);
            contractOrderEntity.setClosingTime(new Date());
            contractOrderDao.insert(contractOrderEntity);

            if (holdOrderEntity.getSymbolCntSale() != 0) {
                holdOrderEntity.setOpeningFeeAmount(holdOrderEntity.getOpeningFeeAmount().subtract(fee));
                holdOrderEntity.setBondAmount(holdOrderEntity.getBondAmount().subtract(bondAmount));
                BigDecimal rewardAmount = holdOrderEntity.getRewardAmount() == null ? BigDecimal.ZERO : holdOrderEntity.getRewardAmount();
                holdOrderEntity.setRewardAmount(rewardAmount.add(profitOrLoss));
                contractHoldOrderDao.updateById(holdOrderEntity);
            } else {
                contractHoldOrderDao.deleteById(holdOrderEntity.getId());

                // 若平掉所有张数，若存在委托平仓，则删除委托平仓记录
                List<ContractEntrustOrderEntity> entrustOrders = contractEntrustOrderDao.selectEntrustOrderByOrderNo(holdOrderEntity.getOrderNo());
                if (CollUtil.isNotEmpty(entrustOrders)) {
                    for (ContractEntrustOrderEntity entrustOrder : entrustOrders) {
                        contractEntrustOrderDao.deleteById(entrustOrder.getId());
                    }
                }
            }

            BigDecimal changeAmount = profitOrLoss.add(bondAmount);
@@ -335,6 +353,8 @@
            log.info("totalMoney : {}", total);

            memberWalletContractDao.increaseWalletContractBalanceById(changeAmount, total, null, walletContract.getId());

            ThreadPoolUtils.sendWholePrice(memberEntity.getId());

            ThreadPoolUtils.sendWholeForceClosingPrice(holdOrderEntity.getSymbol(), memberEntity);
            // 计算佣金
@@ -348,7 +368,6 @@
        if (CollUtil.isNotEmpty(list)) {
            List<Long> ids = new ArrayList<>();
            list.forEach(model -> ids.add(model.getOrderId()));
            log.info("---平仓-->{}",ids);
            List<ContractEntrustOrderEntity> contractEntrustOrderEntities = contractEntrustOrderDao.selectEntrustOrderListByIds(ids);

            if (CollUtil.isNotEmpty(contractEntrustOrderEntities)) {
@@ -363,5 +382,306 @@

    private void closeOrder(ContractEntrustOrderEntity entrustOrder) {
        log.info("执行平仓委托");

        Long memberId = entrustOrder.getMemberId();
        int orderType = entrustOrder.getEntrustType() == ContractEntrustOrderEntity.ENTRUST_TYPE_CLOSE_MORE ? ContractHoldOrderEntity.OPENING_TYPE_MORE : ContractHoldOrderEntity.OPENING_TYPE_LESS;
        String symbol = entrustOrder.getSymbol();

        MemberEntity memberEntity = memberDao.selectById(memberId);
        MemberWalletContractEntity walletContract = memberWalletContractDao.findWalletContractByMemberIdAndSymbol(memberId, CoinTypeEnum.USDT.name());

        BigDecimal lotNumber = cacheSettingUtils.getSymbolSku(symbol);

        BigDecimal newPrice = entrustOrder.getEntrustPrice();
        int closeCnt = entrustOrder.getSymbolCnt();

        ContractHoldOrderEntity holdOrderEntity = contractHoldOrderDao.selectWholeHoldOrderByOrderType(memberId, orderType, symbol);

        List<Object> types = redisUtils.lGet(AppContants.RABBIT_TYPE + holdOrderEntity.getId(), 0, -1);
        if (types.contains(9) || types.contains(10) || types.contains(11) || types.contains(12)) {
            log.info("存在止盈/止损 orderId : {}, types : {}", holdOrderEntity.getId(), JSONObject.toJSONString(types));
            return;
        }

        BigDecimal profitOrLoss;
        int closingType;
        // 平多
        if (entrustOrder.getEntrustType() == ContractEntrustOrderEntity.ENTRUST_TYPE_CLOSE_MORE) {
            profitOrLoss = newPrice.subtract(holdOrderEntity.getOpeningPrice()).multiply(lotNumber).multiply(new BigDecimal(closeCnt));
            closingType = OrderClosingTypeEnum.CLOSE_MORE.getValue();

            // 平空
        } else {
            profitOrLoss = newPrice.subtract(holdOrderEntity.getOpeningPrice()).multiply(lotNumber).multiply(new BigDecimal(closeCnt));
            closingType = OrderClosingTypeEnum.CLOSE_LESS.getValue();
        }

        if (memberEntity.getIsProfit() == MemberEntity.IS_PROFIT_Y) {
            PlatformTradeSettingEntity tradeSettingEntity = cacheSettingUtils.getTradeSetting();
            if (profitOrLoss.compareTo(BigDecimal.ZERO) > -1) {
                profitOrLoss = profitOrLoss.multiply(BigDecimal.ONE.subtract(tradeSettingEntity.getProfitParam()));
            } else {
                profitOrLoss = profitOrLoss.multiply(BigDecimal.ONE.add(tradeSettingEntity.getProfitParam()));
            }
        }
        log.info("profitOrLoss:{}", profitOrLoss);

        // 保证金
        BigDecimal bondAmount = CalculateUtil.getBondAmount(holdOrderEntity.getOpeningPrice(), lotNumber, closeCnt, holdOrderEntity.getLeverRatio());

        log.info("bondAmount:{}", bondAmount);
        // 平仓手续费  TODO 可能需要修复手续费
        BigDecimal fee = BigDecimal.ZERO;

        if (holdOrderEntity.getSymbolCntSale() != 0) {
            fee = holdOrderEntity.getOpeningFeeAmount().divide(BigDecimal.valueOf(holdOrderEntity.getSymbolCnt()), 8, BigDecimal.ROUND_DOWN).multiply(BigDecimal.valueOf(closeCnt));
        } else {
            fee = holdOrderEntity.getOpeningFeeAmount();
        }

        log.info("fee:{}", fee);
        ContractOrderEntity contractOrderEntity = ContractHoldOrderEntityMapper.INSTANCE.holdOrderToOrder(holdOrderEntity);
        contractOrderEntity.setId(null);
        contractOrderEntity.setEntrustOpeningPrice(newPrice);
        contractOrderEntity.setEntrustTime(new Date());
        contractOrderEntity.setClosingPrice(newPrice);
        contractOrderEntity.setOrderType(orderType);
        contractOrderEntity.setClosingType(closingType);
        contractOrderEntity.setSymbolCnt(closeCnt);
        contractOrderEntity.setRewardAmount(profitOrLoss);
        contractOrderEntity.setBondAmount(bondAmount);
        contractOrderEntity.setClosingFeeAmount(fee);
        contractOrderDao.insert(contractOrderEntity);

        if (holdOrderEntity.getSymbolCntSale() - closeCnt != 0) {
            holdOrderEntity.setSymbolCntSale(holdOrderEntity.getSymbolCntSale() - closeCnt);
            holdOrderEntity.setOpeningFeeAmount(holdOrderEntity.getOpeningFeeAmount().subtract(fee));
            holdOrderEntity.setBondAmount(holdOrderEntity.getBondAmount().subtract(bondAmount));
            contractHoldOrderDao.updateById(holdOrderEntity);
        } else {
            contractHoldOrderDao.deleteById(holdOrderEntity.getId());
        }

        BigDecimal changeAmount = profitOrLoss.add(bondAmount);
        log.info("changeAmount : {}", changeAmount);

        BigDecimal total = profitOrLoss.subtract(fee);
        log.info("totalMoney : {}", total);

        memberWalletContractDao.increaseWalletContractBalanceById(changeAmount, total, null, walletContract.getId());

        contractEntrustOrderDao.deleteById(entrustOrder.getId());

        ThreadPoolUtils.sendWholePrice(memberEntity.getId());

        ThreadPoolUtils.sendWholeForceClosingPrice(holdOrderEntity.getSymbol(), memberEntity);
        // 计算佣金
        ThreadPoolUtils.calReturnMoney(memberEntity.getId(), fee, contractOrderEntity, AgentReturnEntity.ORDER_TYPE_CLOSE);
    }

    @Transactional(rollbackFor = Exception.class)
    @Override
    public void wholeBombOrder(WholePriceDataModel wholePriceData) {
        MemberWalletContractEntity wallet = memberWalletContractDao.findWalletContractByMemberIdAndSymbol(wholePriceData.getMemberId(), CoinTypeEnum.USDT.name());
        MemberEntity memberEntity = memberDao.selectById(wholePriceData.getMemberId());
        List<HoldOrderDataModel> list = wholePriceData.getList();
        if (CollUtil.isNotEmpty(list)) {
            String batchNo = IdUtil.randomUUID();
            for (HoldOrderDataModel holdOrderDataModel : list) {
                ContractHoldOrderEntity holdOrderEntity = contractHoldOrderDao.selectById(holdOrderDataModel.getId());
                if (holdOrderEntity == null) {
                    log.info("持仓不存在:{}", holdOrderDataModel.getId());
                    redisUtils.del(AppContants.WHOLE_BOMB_PREFIX + wholePriceData.getMemberId());
                    continue;
                }

//                holdOrderEntity.setForceClosingPrice(getForceSetPrice(wholePriceData, holdOrderEntity, holdOrderDataModel.getSymbol()));
                contractHoldOrderDao.deleteById(holdOrderDataModel.getId());

                ContractOrderEntity contractOrderEntity = ContractHoldOrderEntityMapper.INSTANCE.holdOrderToOrder(holdOrderEntity);

                if (holdOrderEntity.getOpeningType() == ContractHoldOrderEntity.OPENING_TYPE_MORE) {
                    contractOrderEntity.setClosingType(4);
                } else {
                    contractOrderEntity.setClosingType(5);
                }

                BigDecimal rewardRatio = holdOrderDataModel.getRewardAmount().divide(holdOrderEntity.getBondAmount().subtract(holdOrderEntity.getOpeningFeeAmount()), 8, BigDecimal.ROUND_DOWN);
                contractOrderEntity.setRewardRatio(rewardRatio);
                contractOrderEntity.setRewardAmount(holdOrderDataModel.getRewardAmount().add(contractOrderEntity.getHoldBond().negate()));
                contractOrderEntity.setClosingPrice(holdOrderDataModel.getClosingPrice());
                contractOrderEntity.setForceClosingPrice(holdOrderDataModel.getClosingPrice());

                // 订单状态转换
                if (ContractOrderEntity.ORDER_TYPE_OPEN_MORE == contractOrderEntity.getOrderType()) {
                    contractOrderEntity.setOrderType(ContractOrderEntity.ORDER_TYPE_CLOSE_MORE);
                } else {
                    contractOrderEntity.setOrderType(ContractOrderEntity.ORDER_TYPE_CLOSE_LESS);
                }
                contractOrderEntity.setClosingTime(new Date());
                contractOrderEntity.setBatchNo(batchNo);
                contractOrderDao.insert(contractOrderEntity);
            }

            List<ContractEntrustOrderEntity> entrustOrder = contractEntrustOrderDao.selectEntrustOrderListByMemberId(wholePriceData.getMemberId());
            BigDecimal totalAmount = BigDecimal.ZERO;
            if (CollUtil.isNotEmpty(entrustOrder)) {
                for (ContractEntrustOrderEntity contractEntrustOrderEntity : entrustOrder) {
                    totalAmount = totalAmount.add(contractEntrustOrderEntity.getEntrustAmount());
                }
            }

            memberWalletContractDao.increaseWalletContractBalanceById(wallet.getAvailableBalance().negate(), wallet.getTotalBalance().subtract(totalAmount).negate(), null, wallet.getId());

            redisUtils.del(AppContants.WHOLE_BOMB_PREFIX + wholePriceData.getMemberId());
        } else {
            log.info("参数有误:{}", memberEntity.getId());
        }
    }

    @Transactional(rollbackFor = Exception.class)
    @Override
    public void wholeBombOrder(List<OrderModel> list) {
        for (OrderModel orderModel : list) {
            MemberEntity memberEntity = memberDao.selectById(orderModel.getMemberId());
            Long memberId = memberEntity.getId();
            List<ContractHoldOrderEntity> holdOrderEntities = contractHoldOrderDao.selectHoldOrderListForWholeByMemberIdAndSymbol(memberId, null);
            MemberWalletContractEntity wallet = memberWalletContractDao.findWalletContractByMemberIdAndSymbol(memberId, CoinTypeEnum.USDT.name());

            Map<Object, Object> value = redisUtils.hmget(AppContants.WHOLE_BOMB_PREFIX + memberId);
            if (CollUtil.isNotEmpty(holdOrderEntities)) {
                BigDecimal maxLess = BigDecimal.ZERO;
                ContractOrderEntity maxLessEntity = null;
                BigDecimal totalProfitOrLess = BigDecimal.ZERO;
                for (ContractHoldOrderEntity holdOrderEntity : holdOrderEntities) {
                    // 删除次仓订单
                    contractHoldOrderDao.deleteById(holdOrderEntity.getId());
                    BigDecimal lotNumber = cacheSettingUtils.getSymbolSku(holdOrderEntity.getSymbol());
                    String symbolPrice = (String) value.get(holdOrderEntity.getSymbol());
                    log.info("symbolPrice : {}, symbol : {}", symbolPrice, holdOrderEntity.getSymbol());
                    BigDecimal currentPrice = new BigDecimal(symbolPrice);

                    BigDecimal profitOrLess = CalculateUtil.calOrderProfitOrLess(holdOrderEntity.getOpeningType(), currentPrice, holdOrderEntity.getOpeningPrice(), lotNumber, holdOrderEntity.getSymbolCntSale(), memberEntity.getIsProfit());
                    log.info("profitOrLess ---> {}", profitOrLess);
                    ContractOrderEntity contractOrderEntity = ContractHoldOrderEntityMapper.INSTANCE.holdOrderToOrder(holdOrderEntity);

                    // 查询是否满足爆仓条件
                    if (holdOrderEntity.getOpeningType() == ContractHoldOrderEntity.OPENING_TYPE_MORE) {
                        contractOrderEntity.setClosingType(4);
                    } else {
                        contractOrderEntity.setClosingType(5);
                    }

                    // 盈亏比例(回报率)
                    BigDecimal rewardRatio = profitOrLess.divide(holdOrderEntity.getBondAmount().subtract(holdOrderEntity.getOpeningFeeAmount()), 8, BigDecimal.ROUND_DOWN);
                    contractOrderEntity.setId(null);
                    contractOrderEntity.setRewardRatio(rewardRatio);
                    contractOrderEntity.setRewardAmount(profitOrLess);
                    contractOrderEntity.setClosingPrice(currentPrice);
                    contractOrderEntity.setForceClosingPrice(currentPrice);

                    // 订单状态转换
                    if (ContractOrderEntity.ORDER_TYPE_OPEN_MORE == contractOrderEntity.getOrderType()) {
                        contractOrderEntity.setOrderType(ContractOrderEntity.ORDER_TYPE_CLOSE_MORE);
                    } else {
                        contractOrderEntity.setOrderType(ContractOrderEntity.ORDER_TYPE_CLOSE_LESS);
                    }
                    contractOrderEntity.setClosingTime(new Date());
                    contractOrderEntity.setClosingFeeAmount(holdOrderEntity.getOpeningFeeAmount());

                    contractOrderDao.insert(contractOrderEntity);
                }

                List<ContractEntrustOrderEntity> entrustOrder = contractEntrustOrderDao.selectEntrustOrderListByMemberId(memberId);
                BigDecimal totalAmount = BigDecimal.ZERO;
                if (CollUtil.isNotEmpty(entrustOrder)) {
                    for (ContractEntrustOrderEntity contractEntrustOrderEntity : entrustOrder) {
                        totalAmount.add(contractEntrustOrderEntity.getEntrustAmount());
                    }
                }

                memberWalletContractDao.increaseWalletContractBalanceById(wallet.getAvailableBalance().negate(), wallet.getTotalBalance().subtract(totalAmount).negate(), null, wallet.getId());

                redisUtils.del(AppContants.WHOLE_BOMB_PREFIX + memberId);
            } else {
                log.info("无当前持仓");
            }
        }
    }

    /**
     * 1                      2                       3
     * 开仓价 - (权益 - 其他币种成本)/当前币种成本 * (开仓价 * 1/杠杆)
     *
     * @param dataModel
     * @param holdOrder
     * @return
     */
    private BigDecimal getForceSetPrice(WholePriceDataModel dataModel, ContractHoldOrderEntity holdOrder, String currentSymbol) {
        Long memberId = holdOrder.getMemberId();
        List<ContractHoldOrderEntity> holdOrderEntities = contractHoldOrderDao.selectHoldOrderListForWholeByMemberIdAndSymbol(memberId, null);
        List<String> symbols = contractHoldOrderDao.selectWholeHoldOrderSymbolsByMemberId(memberId);

        BigDecimal result = BigDecimal.ZERO;
        if (CollUtil.isNotEmpty(holdOrderEntities)) {

            for (String symbol : symbols) {
                // 其他币种成本
                BigDecimal totalBondAmount = BigDecimal.ZERO;
                // 当前币种保证金
                BigDecimal symbolBondAmount = BigDecimal.ZERO;

                // 开仓均价
                BigDecimal openPrice = BigDecimal.ZERO;
                // 杠杆
                int leverRatio = 0;
                boolean isAloneLess = true;
                for (ContractHoldOrderEntity holdOrderEntity : holdOrderEntities) {
                    BigDecimal bondAmount = holdOrderEntity.getBondAmount().subtract(holdOrderEntity.getOpeningFeeAmount());

                    if (symbol.equalsIgnoreCase(holdOrderEntity.getSymbol())) {
                        if (holdOrderEntity.getOpeningType() == ContractHoldOrderEntity.OPENING_TYPE_MORE) {
                            isAloneLess = false;
                        }
                        symbolBondAmount = symbolBondAmount.add(bondAmount.subtract(holdOrderEntity.getOpeningFeeAmount()));

                        if (openPrice.compareTo(BigDecimal.ZERO) == 0) {
                            openPrice = holdOrderEntity.getOpeningPrice();
                        } else {
                            openPrice = openPrice.add(holdOrderEntity.getOpeningPrice()).divide(BigDecimal.valueOf(2), 8, BigDecimal.ROUND_DOWN);
                        }
                        leverRatio = holdOrderEntity.getLeverRatio();
                    } else {
                        totalBondAmount = totalBondAmount.add(holdOrderEntity.getBondAmount().subtract(holdOrderEntity.getOpeningFeeAmount()));
                    }

                }

                BigDecimal equity = dataModel.getEquity();
                BigDecimal sub = equity.subtract(totalBondAmount);

                if (sub.compareTo(symbolBondAmount) <= 0) {
                    BigDecimal multi = BigDecimal.valueOf(10);
                    BigDecimal divide = equity.divide(equity.add(multi), 8, BigDecimal.ROUND_DOWN);
                    sub = symbolBondAmount.multiply(divide);
                }

                BigDecimal divide = sub.divide(symbolBondAmount, 8, BigDecimal.ROUND_DOWN);
                BigDecimal divide2 = openPrice.divide(BigDecimal.valueOf(leverRatio), 8, BigDecimal.ROUND_DOWN);

                BigDecimal forcePrice = BigDecimal.ZERO;
                if (isAloneLess) {
                    forcePrice  = openPrice.add(divide.multiply(divide2));
                } else {
                    forcePrice  = openPrice.subtract(divide.multiply(divide2));
                }

                if (symbol.equalsIgnoreCase(currentSymbol)) {
                    result = forcePrice;
                }
            }
        }

        return result;
    }
}