modify

Helius

2020-08-29 5677479567a47c14ee091770170e4c7e01bbf31c

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

@@ -1,11 +1,29 @@
package com.xcong.excoin.utils;





import cn.hutool.core.collection.CollUtil;

import com.alibaba.fastjson.JSONObject;

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

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

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

import com.xcong.excoin.common.response.Result;

import com.xcong.excoin.modules.contract.dao.ContractHoldOrderDao;

import com.xcong.excoin.modules.contract.entity.ContractHoldOrderEntity;

import com.xcong.excoin.modules.member.dao.MemberWalletContractDao;

import com.xcong.excoin.modules.member.dao.MemberSettingDao;

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.entity.PlatformTradeSettingEntity;

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

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

import lombok.extern.slf4j.Slf4j;



import javax.validation.constraints.NotNull;

import java.math.BigDecimal;

import java.math.RoundingMode;

import java.util.ArrayList;

import java.util.List;



/**

 * @author helius

@@ -16,7 +34,7 @@
    /**

     * 计算预估强平价

     *

     * @param bondAmount        保证金

     * @param bondAmount      保证金

     * @param openPrice       开仓价

     * @param symbolSkuNumber 张数

     * @param lotNumber       规格

@@ -25,22 +43,23 @@
     */

    public static BigDecimal getForceSetPrice(BigDecimal bondAmount, BigDecimal openPrice, int symbolSkuNumber, BigDecimal lotNumber,

                                              int type, MemberEntity member) {

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

        PlatformTradeSettingEntity tradeSetting = cacheSettingUtils.getTradeSetting();

        MemberSettingDao memberSettingDao = SpringContextHolder.getBean(MemberSettingDao.class);

        BigDecimal forcePrice = BigDecimal.ZERO;

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

        //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(tradeSetting.getForceParam()));

                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(tradeSetting.getForceParam()));

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

            }

        }

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

@@ -48,4 +67,210 @@
        }

        return forcePrice;

    }



    /**

     * 计算保证金 -- 建仓价*规格*手数*(1/杠杆倍率)

     *

     * @param openingPrice 开仓价

     * @param lotNumber    规格

     * @param symbolCnt    张数

     * @param leverRatio   杠杆倍率

     * @return

     */

    public static BigDecimal getBondAmount(BigDecimal openingPrice, BigDecimal lotNumber, Integer symbolCnt, Integer leverRatio) {

        return openingPrice.multiply(lotNumber).multiply(new BigDecimal(symbolCnt))

                .multiply(BigDecimal.ONE.divide(new BigDecimal(leverRatio)))

                .setScale(8, BigDecimal.ROUND_DOWN);

    }



    /**

     * 全仓模式 -- 预估强平价

     * 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)

     */

    public static void getForceSetPriceForWhole(@NotNull String symbol, @NotNull MemberEntity memberEntity) {

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

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



        Long memberId = memberEntity.getId();

        MemberWalletContractEntity walletContract = walletContractDao.findWalletContractByMemberIdAndSymbol(memberId, CoinTypeConvert.convertContractTypeToCoin(symbol));

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

        if (CollUtil.isNotEmpty(holdOrderEntities)) {

            int maxCnt = 0;

            int subCnt = 0;

            BigDecimal openPrice = BigDecimal.ZERO;

            int type = 1;

            BigDecimal feeAmount = BigDecimal.ZERO;

            BigDecimal sku = BigDecimal.ZERO;



            Long id = 0L;

            int operateNo = 0;

            for (ContractHoldOrderEntity holdOrderEntity : holdOrderEntities) {

                if (holdOrderEntity.getSymbolCntSale() >= maxCnt) {

                    int temp = maxCnt;

                    maxCnt = holdOrderEntity.getSymbolCntSale();

                    subCnt = holdOrderEntity.getSymbolCntSale() - temp;

                    openPrice = holdOrderEntity.getOpeningPrice();

                    type = holdOrderEntity.getOpeningType();



                    id = holdOrderEntity.getId();

                    operateNo = holdOrderEntity.getOperateNo() + 1;

                } else {

                    subCnt = maxCnt - holdOrderEntity.getSymbolCntSale();

                }



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

                sku = holdOrderEntity.getSymbolSku();

            }

            BigDecimal forceSetPrice = BigDecimal.ZERO;

            if (subCnt != 0) {

                forceSetPrice = getForceSetPrice(walletContract.getTotalBalance().subtract(feeAmount), openPrice, subCnt, sku, type, memberEntity);

            }



            log.info("强平价:{}", forceSetPrice);

            for (ContractHoldOrderEntity updateHoldOrder : holdOrderEntities) {

                updateHoldOrder.setForceClosingPrice(forceSetPrice);

                updateHoldOrder.setIsCanClosing(ContractHoldOrderEntity.ORDER_CAN_CLOSING_Y);

                updateHoldOrder.setOperateNo(operateNo);

                holdOrderDao.updateById(updateHoldOrder);

            }





            if (forceSetPrice.compareTo(BigDecimal.ZERO) > 0) {

                log.info("id:{}, type:{}, forceSetPrice:{}, symbol:{}, operateNo:{}", id, type, forceSetPrice, symbol, operateNo);

                sendOrderBombMsg(id, type, forceSetPrice, symbol, operateNo);

            }

        }

    }



    /*

    BigDecimal totalSetPrice = BigDecimal.ZERO;

            int totalCnt = 0;



            for (ContractHoldOrderEntity holdOrderEntity : holdOrderEntities) {

                BigDecimal forceSetPrice = getForceSetPrice(walletContract.getTotalBalance().subtract(holdOrderEntity.getOpeningFeeAmount()), holdOrderEntity.getOpeningPrice(), holdOrderEntity.getSymbolCntSale(), holdOrderEntity.getSymbolSku(), holdOrderEntity.getOpeningType(), memberEntity);

                log.info("订单强平价 : {}, 订单ID : {}, {}", forceSetPrice, holdOrderEntity.getId(), holdOrderEntity.getSymbolCntSale());

                totalSetPrice = totalSetPrice.add(forceSetPrice.multiply(BigDecimal.valueOf(holdOrderEntity.getSymbolCntSale())));

                totalCnt += holdOrderEntity.getSymbolCntSale();

                log.info("-->{}", totalCnt);

            }



            BigDecimal forceSetPrice = totalSetPrice.divide(BigDecimal.valueOf(totalCnt), 8, BigDecimal.ROUND_DOWN);

            log.info("强平价 : {}", forceSetPrice);

            for (ContractHoldOrderEntity updateHoldOrder : holdOrderEntities) {

                updateHoldOrder.setForceClosingPrice(forceSetPrice);

                updateHoldOrder.setIsCanClosing(ContractHoldOrderEntity.ORDER_CAN_CLOSING_Y);

                holdOrderDao.updateById(updateHoldOrder);



                if (forceSetPrice.compareTo(BigDecimal.ZERO) >= 0) {

                    sendOrderBombMsg(updateHoldOrder.getId(), updateHoldOrder.getOpeningType(), forceSetPrice, updateHoldOrder.getSymbol(), updateHoldOrder.getOperateNo());

                }

            }

     */



    /*

// 多单开仓价

            BigDecimal moreOpenPrice = BigDecimal.ZERO;

            // 多单张数

            int moreCnt = 0;

            // 空单开仓价

            BigDecimal lessOpenPrice = BigDecimal.ZERO;

            // 空单张数

            int lessCnt = 0;

            // 已实现盈亏

            BigDecimal rewardAmount = BigDecimal.ZERO;

            for (ContractHoldOrderEntity holdOrderEntity : holdOrderEntities) {

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

                    moreOpenPrice = holdOrderEntity.getOpeningPrice();

                    moreCnt = holdOrderEntity.getSymbolCntSale();

                } else {

                    lessOpenPrice = holdOrderEntity.getOpeningPrice();

                    lessCnt = holdOrderEntity.getSymbolCntSale();

                }



                rewardAmount = rewardAmount.add(holdOrderEntity.getRewardAmount() == null ? BigDecimal.ZERO : holdOrderEntity.getRewardAmount());

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

            }



            // 多单张数*多单开仓价-空单张数*空单开仓价

            BigDecimal allOrderPrice = moreOpenPrice.multiply(BigDecimal.valueOf(moreCnt)).subtract(lessOpenPrice.multiply(BigDecimal.valueOf(lessCnt)));

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

            // 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

            BigDecimal divisor = lotNumber.multiply(allOrderPrice).subtract(walletContract.getAvailableBalance()).subtract(rewardAmount);

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



            // 面值*(多单张数-空单张数)

            BigDecimal dividendOne = lotNumber.multiply(BigDecimal.valueOf(moreCnt + lessCnt));

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

            // (维持保证金率+TAKER手续费)*面值*(开多张数+开空张数)

            BigDecimal dividendTwo = tradeSettingEntity.getFeeRatio().multiply(lotNumber).multiply(BigDecimal.valueOf(moreCnt + lessCnt));

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



            BigDecimal forceSetPrice = divisor.divide(dividendOne.subtract(dividendTwo), 8, BigDecimal.ROUND_DOWN);

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



            for (ContractHoldOrderEntity updateHoldOrder : holdOrderEntities) {

                updateHoldOrder.setForceClosingPrice(forceSetPrice);

                updateHoldOrder.setIsCanClosing(ContractHoldOrderEntity.ORDER_CAN_CLOSING_Y);

                holdOrderDao.updateById(updateHoldOrder);



                if (forceSetPrice.compareTo(BigDecimal.ZERO) >= 0) {

                    sendOrderBombMsg(updateHoldOrder.getId(), updateHoldOrder.getOpeningType(), forceSetPrice, updateHoldOrder.getSymbol(), updateHoldOrder.getOperateNo());

                }

            }





     */



    private static void sendOrderBombMsg(Long id, int type, BigDecimal forceClosingPrice, String symbol, int operateNo) {

        OrderModel model = null;

        // 开多

        if (ContractHoldOrderEntity.OPENING_TYPE_MORE == type) {

            model = new OrderModel(id, RabbitPriceTypeEnum.CLOSE_MORE_BOMB.getValue(), forceClosingPrice.setScale(8, RoundingMode.HALF_UP).toPlainString(), symbol, operateNo);

            // 开空

        } else {

            model = new OrderModel(id, RabbitPriceTypeEnum.CLOSE_LESS_BOMB.getValue(), forceClosingPrice.setScale(8, RoundingMode.HALF_UP).toPlainString(), symbol, operateNo);

        }

        SpringContextHolder.getBean(OrderProducer.class).sendPriceOperate(JSONObject.toJSONString(model));

    }





    /**

     * 计算开仓价

     *

     * @param orderType 订单类型

     * @param newPrice  当前价

     * @param spread    划点

     * @return

     */

    public static BigDecimal getOpeningPrice(int orderType, BigDecimal newPrice, BigDecimal spread) {

        BigDecimal openingPrice = BigDecimal.ZERO;

        if (orderType == ContractHoldOrderEntity.OPENING_TYPE_MORE) {

            // 市场价*(1 + (点差/10000))

            openingPrice = newPrice.multiply(BigDecimal.ONE.add(spread.divide(new BigDecimal(10000)))).setScale(8, BigDecimal.ROUND_DOWN);



            // 开空

        } else if (orderType == ContractHoldOrderEntity.OPENING_TYPE_LESS) {

            // 市场价*(1 - (点差/10000))

            openingPrice = newPrice.multiply(BigDecimal.ONE.subtract(spread.divide(new BigDecimal(10000)))).setScale(8, BigDecimal.ROUND_DOWN);

        } else {

            throw new GlobalException(MessageSourceUtils.getString("unknown_type"));

        }

        return openingPrice;

    }



    /**

     * 计算开仓手续费

     *

     * @param openingPrice 开仓价

     * @param lotNumber    规格

     * @param count        张数

     * @param feeRatio     手续费率

     * @return

     */

    public static BigDecimal getOpenFeePrice(BigDecimal openingPrice, BigDecimal lotNumber, int count, BigDecimal feeRatio) {

        return openingPrice.multiply(lotNumber)

                .multiply(new BigDecimal(count))

                .multiply(feeRatio.divide(new BigDecimal(100)))

                .setScale(8, BigDecimal.ROUND_DOWN);

    }

}