| | |
| | | import com.alibaba.fastjson.JSON; |
| | | |
| | | import com.xcong.excoin.modules.coin.entity.OrderCoinsEntity; |
| | | import com.xcong.excoin.modules.coin.service.OrderCoinService; |
| | | import com.xcong.excoin.rabbit.producer.ExchangeProducer; |
| | | import org.apache.commons.collections.CollectionUtils; |
| | | import org.slf4j.Logger; |
| | | import org.slf4j.LoggerFactory; |
| | | |
| | |
| | | //是否暂停交易 |
| | | private boolean tradingHalt = false; |
| | | private boolean ready = false; |
| | | //交易对信息 |
| | | //private ExchangeCoinPublishType publishType; |
| | | |
| | | private String clearTime; |
| | | |
| | | private SimpleDateFormat dateTimeFormat; |
| | |
| | | return; |
| | | } |
| | | // 如果 |
| | | if (exchangeOrder.getEntrustAmount().compareTo(BigDecimal.ZERO) <= 0 || exchangeOrder.getEntrustAmount().subtract(exchangeOrder.getDealAmount()).compareTo(BigDecimal.ZERO) <= 0) { |
| | | return; |
| | | if(OrderCoinsEntity.ORDERTYPE_BUY==exchangeOrder.getOrderType()){ |
| | | if (exchangeOrder.getEntrustAmount().compareTo(BigDecimal.ZERO) <= 0 || exchangeOrder.getEntrustAmount().subtract(exchangeOrder.getDealAmount()).compareTo(BigDecimal.ZERO) <= 0) { |
| | | return; |
| | | } |
| | | }else{ |
| | | if (exchangeOrder.getEntrustCnt().compareTo(BigDecimal.ZERO) <= 0 || exchangeOrder.getEntrustCnt().subtract(exchangeOrder.getDealCnt()).compareTo(BigDecimal.ZERO) <= 0) { |
| | | return; |
| | | } |
| | | } |
| | | |
| | | |
| | | TreeMap<BigDecimal, MergeOrder> limitPriceOrderList; |
| | | LinkedList<OrderCoinsEntity> marketPriceOrderList; |
| | |
| | | while (iterator.hasNext()) { |
| | | OrderCoinsEntity matchOrder = iterator.next(); |
| | | ExchangeTrade trade = processMatch(focusedOrder, matchOrder); |
| | | logger.info(">>>>>" + trade); |
| | | if (trade != null) { |
| | | exchangeTrades.add(trade); |
| | | } |
| | |
| | | if (trade != null) { |
| | | exchangeTrades.add(trade); |
| | | } |
| | | //判断匹配单是否完成 TODO |
| | | //判断匹配单是否完成 |
| | | if (matchOrder.getOrderStatus() == OrderCoinsEntity.ORDERSTATUS_DONE) { |
| | | //当前匹配的订单完成交易,删除该订单 |
| | | orderIterator.remove(); |
| | |
| | | } |
| | | } |
| | | //如果还没有交易完,订单压入列表中,市价买单按成交量算 |
| | | if (focusedOrder.getOrderType() == OrderCoinsEntity.ORDERTYPE_SELL && focusedOrder.getDealCnt().compareTo(focusedOrder.getEntrustCnt()) < 0 |
| | | || focusedOrder.getOrderType() == OrderCoinsEntity.ORDERTYPE_BUY && focusedOrder.getDealAmount().compareTo(focusedOrder.getEntrustAmount()) < 0) { |
| | | if ((focusedOrder.getOrderType() == OrderCoinsEntity.ORDERTYPE_SELL && focusedOrder.getDealCnt().compareTo(focusedOrder.getEntrustCnt()) < 0) |
| | | || (focusedOrder.getOrderType() == OrderCoinsEntity.ORDERTYPE_BUY && focusedOrder.getDealAmount().compareTo(focusedOrder.getEntrustAmount()) < 0)) { |
| | | logger.info("市价单未交易完成:#{}"+JSON.toJSONString(focusedOrder)); |
| | | // 打印此时的限价买单 |
| | | logger.info("此时的买单:#{}"+JSON.toJSONString(lpList)); |
| | | addMarketPriceOrder(focusedOrder); |
| | | } |
| | | //每个订单的匹配批量推送 |
| | |
| | | */ |
| | | private BigDecimal calculateTradedAmount(OrderCoinsEntity order, BigDecimal dealPrice) { |
| | | if (order.getOrderType() == OrderCoinsEntity.ORDERTYPE_BUY && order.getTradeType() == OrderCoinsEntity.TRADETYPE_MARKETPRICE) { |
| | | //剩余成交量 TODO ? |
| | | //剩余成交量 |
| | | // 委托量-成交量=剩余量 |
| | | BigDecimal leftTurnover = order.getEntrustAmount().subtract(order.getDealAmount()); |
| | | return leftTurnover.divide(dealPrice, coinScale, BigDecimal.ROUND_DOWN); |
| | |
| | | BigDecimal leftTurnover = order.getEntrustAmount().subtract(order.getDealAmount()); |
| | | if(leftTurnover.divide(dealPrice,coinScale,BigDecimal.ROUND_DOWN) |
| | | .compareTo(BigDecimal.ZERO)==0){ |
| | | //order.setDealAmount(order.getEntrustAmount()); |
| | | order.setDealAmount(order.getEntrustAmount()); |
| | | return leftTurnover; |
| | | } |
| | | } |
| | |
| | | // 用户单成交金额 |
| | | focusedOrder.setDealAmount(focusedOrder.getDealAmount().add(turnover)); |
| | | |
| | | // 判断两个单是否完成 |
| | | if(matchOrder.getEntrustAmount()!=null && matchOrder.getEntrustAmount().compareTo(matchOrder.getDealAmount())<=0){ |
| | | matchOrder.setOrderStatus(OrderCoinsEntity.ORDERSTATUS_DONE); |
| | | } |
| | | if(matchOrder.getEntrustCnt()!=null && matchOrder.getEntrustCnt().compareTo(matchOrder.getDealCnt())<=0){ |
| | | matchOrder.setOrderStatus(OrderCoinsEntity.ORDERSTATUS_DONE); |
| | | } |
| | | |
| | | if(focusedOrder.getEntrustAmount()!=null && focusedOrder.getEntrustAmount().compareTo(focusedOrder.getDealAmount())<=0){ |
| | | focusedOrder.setOrderStatus(OrderCoinsEntity.ORDERSTATUS_DONE); |
| | | } |
| | | if(focusedOrder.getEntrustCnt()!=null && focusedOrder.getEntrustCnt().compareTo(focusedOrder.getDealCnt())<=0){ |
| | | focusedOrder.setOrderStatus(OrderCoinsEntity.ORDERSTATUS_DONE); |
| | | } |
| | | |
| | | //创建成交记录 |
| | | ExchangeTrade exchangeTrade = new ExchangeTrade(); |
| | |
| | | //校正市价单剩余成交额 |
| | | if (OrderCoinsEntity.TRADETYPE_MARKETPRICE == focusedOrder.getTradeType() && focusedOrder.getOrderType() == OrderCoinsEntity.ORDERTYPE_BUY) { |
| | | BigDecimal adjustTurnover = adjustMarketOrderTurnover(focusedOrder, dealPrice); |
| | | exchangeTrade.setBuyTurnover(turnover.add(adjustTurnover)); |
| | | } else if (OrderCoinsEntity.TRADETYPE_MARKETPRICE == matchOrder.getTradeType() && matchOrder.getOrderType() == OrderCoinsEntity.ORDERTYPE_BUY) { |
| | | //exchangeTrade.setBuyTurnover(turnover.add(adjustTurnover)); |
| | | } |
| | | if (OrderCoinsEntity.TRADETYPE_MARKETPRICE == matchOrder.getTradeType() && matchOrder.getOrderType() == OrderCoinsEntity.ORDERTYPE_BUY) { |
| | | BigDecimal adjustTurnover = adjustMarketOrderTurnover(matchOrder, dealPrice); |
| | | exchangeTrade.setBuyTurnover(turnover.add(adjustTurnover)); |
| | | //exchangeTrade.setBuyTurnover(turnover.add(adjustTurnover)); |
| | | } |
| | | // 判断两个单是否完成 |
| | | if(matchOrder.getEntrustAmount()!=null &&matchOrder.getEntrustAmount().compareTo(BigDecimal.ZERO)>0 && matchOrder.getEntrustAmount().compareTo(matchOrder.getDealAmount())<=0){ |
| | | matchOrder.setOrderStatus(OrderCoinsEntity.ORDERSTATUS_DONE); |
| | | } |
| | | if(matchOrder.getEntrustCnt()!=null &&matchOrder.getEntrustCnt().compareTo(BigDecimal.ZERO)>0 && matchOrder.getEntrustCnt().compareTo(matchOrder.getDealCnt())<=0){ |
| | | matchOrder.setOrderStatus(OrderCoinsEntity.ORDERSTATUS_DONE); |
| | | } |
| | | |
| | | if(focusedOrder.getEntrustAmount()!=null && focusedOrder.getEntrustAmount().compareTo(BigDecimal.ZERO)>0 && focusedOrder.getEntrustAmount().compareTo(focusedOrder.getDealAmount())<=0){ |
| | | focusedOrder.setOrderStatus(OrderCoinsEntity.ORDERSTATUS_DONE); |
| | | } |
| | | if(focusedOrder.getEntrustCnt()!=null &&focusedOrder.getEntrustCnt().compareTo(BigDecimal.ZERO)>0 && focusedOrder.getEntrustCnt().compareTo(focusedOrder.getDealCnt())<=0){ |
| | | focusedOrder.setOrderStatus(OrderCoinsEntity.ORDERSTATUS_DONE); |
| | | } |
| | | |
| | | if (focusedOrder.getOrderType() == OrderCoinsEntity.ORDERTYPE_BUY) { |
| | |
| | | //orderCoinService.handleOrder(trades); |
| | | // kafkaTemplate.send("exchange-trade", JSON.toJSONString(trades)); |
| | | } |
| | | // 更新最新K线 TODO |
| | | |
| | | } |
| | | } |
| | |
| | | for (int index = 0; index < size; index += maxSize) { |
| | | int length = (size - index) > maxSize ? maxSize : size - index; |
| | | List<OrderCoinsEntity> subOrders = orders.subList(index, index + length); |
| | | // TODO 通知订单完成 |
| | | //kafkaTemplate.send("exchange-order-completed", JSON.toJSONString(subOrders)); |
| | | // 通知订单完成 |
| | | exchangeProducer.sendCompleteMsg(JSON.toJSONString(subOrders)); |
| | | } |
| | | } else { |
| | | // kafkaTemplate.send("exchange-order-completed", JSON.toJSONString(orders)); |
| | | exchangeProducer.sendCompleteMsg(JSON.toJSONString(orders)); |
| | | } |
| | | } |
| | | } |
| | |
| | | if (buyTradePlate != null && buyTradePlate.getItems() != null) { |
| | | plate = new ArrayList<>(); |
| | | LinkedList<TradePlateItem> items = buyTradePlate.getItems(); |
| | | for (TradePlateItem item : items) { |
| | | for (int i = items.size() - 1; i >= 0; i--) { |
| | | plateItem = new ArrayList<>(2); |
| | | BigDecimal price = item.getPrice(); |
| | | BigDecimal amount = item.getAmount(); |
| | | BigDecimal price = items.get(i).getPrice(); |
| | | BigDecimal amount = items.get(i).getAmount(); |
| | | plateItem.add(price); |
| | | plateItem.add(amount); |
| | | plate.add(plateItem); |
| | |
| | | if (sellTradePlate != null && sellTradePlate.getItems() != null) { |
| | | plate = new ArrayList<>(); |
| | | LinkedList<TradePlateItem> items = sellTradePlate.getItems(); |
| | | for (TradePlateItem item : items) { |
| | | for (int i = items.size() - 1; i >= 0; i--) { |
| | | plateItem = new ArrayList<>(2); |
| | | BigDecimal price = item.getPrice(); |
| | | BigDecimal amount = item.getAmount(); |
| | | BigDecimal price = items.get(i).getPrice(); |
| | | BigDecimal amount = items.get(i).getAmount(); |
| | | plateItem.add(price); |
| | | plateItem.add(amount); |
| | | plate.add(plateItem); |
| | |
| | | tradePlateModel.setSell(plate); |
| | | } |
| | | |
| | | // 盘口发生变化通知TODO |
| | | return JSON.toJSONString(tradePlateModel); |
| | | } |
| | | |