优化扫块速度

zainali5120

2021-03-17 cbcbaa6a1e96982b73091b0ac8927fafa27c6a39

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

@@ -1,16 +1,32 @@
package com.xcong.excoin.rabbit.pricequeue;

import cn.hutool.core.collection.CollUtil;
import cn.hutool.core.map.MapUtil;
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.modules.contract.dao.ContractHoldOrderDao;
import com.xcong.excoin.modules.contract.entity.ContractHoldOrderEntity;
import com.xcong.excoin.modules.member.dao.MemberDao;
import com.xcong.excoin.modules.member.dao.MemberWalletContractDao;
import com.xcong.excoin.modules.member.entity.MemberEntity;
import com.xcong.excoin.modules.member.entity.MemberWalletContractEntity;
import com.xcong.excoin.modules.platform.entity.PlatformTradeSettingEntity;
import com.xcong.excoin.rabbit.pricequeue.whole.HoldOrderDataModel;
import com.xcong.excoin.rabbit.pricequeue.whole.WholeDataQueue;
import com.xcong.excoin.rabbit.pricequeue.whole.WholePriceDataModel;
import com.xcong.excoin.rabbit.producer.OrderProducer;
import com.xcong.excoin.utils.*;
import lombok.extern.slf4j.Slf4j;
import org.apache.commons.collections.CollectionUtils;
import org.springframework.beans.factory.annotation.Autowired;
import org.springframework.stereotype.Component;
import org.springframework.transaction.annotation.Transactional;

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

@Slf4j
@@ -19,7 +35,17 @@

    @Autowired
    OrderProducer orderProducer;
    @Resource
    private RedisUtils redisUtils;
    @Resource
    private ContractHoldOrderDao contractHoldOrderDao;
    @Resource
    private MemberDao memberDao;
    @Resource
    private MemberWalletContractDao memberWalletContractDao;

    @Resource
    private CacheSettingUtils cacheSettingUtils;
    /**
     * @param symbol
     * @param price
@@ -74,6 +100,19 @@

    }

    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 +125,29 @@
            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 +156,14 @@
                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 +194,9 @@
                if (CollectionUtils.isNotEmpty(wtkkList)) {
                    orderProducer.sendLimit(JSONObject.toJSONString(wtkkList));
                }
                if (CollectionUtils.isNotEmpty(wtpdList)) {
                    orderProducer.sendLimitClose(JSONObject.toJSONString(wtpdList));
                }
            }
        }
    }
@@ -157,6 +212,7 @@
            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 +223,18 @@
            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 +243,14 @@
                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);
@@ -212,10 +279,127 @@
                }
                if (CollectionUtils.isNotEmpty(wtkdList)) {
                    orderProducer.sendLimit(JSONObject.toJSONString(wtkdList));

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

    public void wholeBomb() {
        Map<String, WholePriceDataModel> dataModelMap = WholeDataQueue.MAP;
        if (CollUtil.isEmpty(dataModelMap)) {
            return;
        }

        for (Map.Entry<String, WholePriceDataModel> entry : dataModelMap.entrySet()) {
            WholePriceDataModel wholePriceData = entry.getValue();
            List<HoldOrderDataModel> list = wholePriceData.getList();

            if (CollUtil.isNotEmpty(list)) {
                BigDecimal totalProfitOrLoss = BigDecimal.ZERO;

                MemberEntity memberEntity = memberDao.selectById(Long.parseLong(entry.getKey()));
                Map<String, BigDecimal> prices = new HashMap<>();
                for (HoldOrderDataModel holdOrderData : list) {
                    String price = redisUtils.getString(CoinTypeConvert.convertToKey(holdOrderData.getSymbol()));
                    BigDecimal newPrice = new BigDecimal(price);
//                    BigDecimal newPrice = new BigDecimal("29958.46627789");

                    BigDecimal rewardRatio = null;
                    if (ContractHoldOrderEntity.OPENING_TYPE_MORE == holdOrderData.getOpeningType()) {
                        // (最新价-开仓价)*规格*张数
                        rewardRatio = newPrice.subtract(holdOrderData.getOpeningPrice()).multiply(holdOrderData.getSymbolSku()).multiply(new BigDecimal(holdOrderData.getSymbolCntSale()));
                        // 开空
                    } else {
                        // (开仓价-最新价)*规格*张数
                        rewardRatio = holdOrderData.getOpeningPrice().subtract(newPrice).multiply(holdOrderData.getSymbolSku()).multiply(new BigDecimal(holdOrderData.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()));
                        } else {
//                        rewardRatio = rewardRatio.multiply(BigDecimal.ONE.add(tradeSettingEntity.getProfitParam()));
                        }
                    }

                    holdOrderData.setRewardAmount(rewardRatio);
                    holdOrderData.setClosingPrice(newPrice);
                    totalProfitOrLoss = totalProfitOrLoss.add(rewardRatio).setScale(8, BigDecimal.ROUND_DOWN);
                    prices.put(holdOrderData.getSymbol(), newPrice);
                }

                BigDecimal holdBond = wholePriceData.getHoldBond();
                BigDecimal balance = wholePriceData.getBalance();
                if (balance.add(totalProfitOrLoss).compareTo(holdBond) > 0) {
                    continue;
                }

                log.info("过来过来");
                synchronized(this) {
                    log.info("爆仓啥的:{}", entry.getKey());
                    boolean b = redisUtils.setNotExist(AppContants.WHOLE_BOMB_PREFIX + entry.getKey(), 1, 5);
                    if (b) {
                        dataModelMap.remove(entry.getKey());
                        wholePriceData.setEquity(wholePriceData.getBalance().add(totalProfitOrLoss));
                        redisUtils.set(AppContants.WHOLE_BOMB_MAP, JSONObject.toJSONString(dataModelMap));
                        log.info("全仓爆仓触发:{}", JSONObject.toJSONString(wholePriceData));
                        wholePriceData.setPrices(prices);
                        contractHoldOrderDao.updateMemberAllHoldOrderClosingStatus(wholePriceData.getMemberId());
                        orderProducer.sendWholeBomb(JSONObject.toJSONString(wholePriceData));
                    }
                }
            }
        }
    }


    public void wholeBomb(String symbol, String price) {
        List<Long> memberIds = contractHoldOrderDao.selectMemberHasWholeOrder();
        CacheSettingUtils cacheSettingUtils = SpringContextHolder.getBean(CacheSettingUtils.class);

        if (CollUtil.isNotEmpty(memberIds)) {
            for (Long memberId : memberIds) {
                List<ContractHoldOrderEntity> holdOrderEntities = contractHoldOrderDao.selectHoldOrderListByMemberId(memberId);
                MemberEntity memberEntity = memberDao.selectById(memberId);

                if (CollUtil.isNotEmpty(holdOrderEntities)) {
                    BigDecimal totalProfitOrLess = BigDecimal.ZERO;
                    Map<String, Object> priceMap = new HashMap<>();
                    for (ContractHoldOrderEntity holdOrderEntity : holdOrderEntities) {
                        String currentPrice = redisUtils.getString(CoinTypeConvert.convertToKey(holdOrderEntity.getSymbol()));
                        priceMap.put(holdOrderEntity.getSymbol(), currentPrice);

                        BigDecimal lotNumber = cacheSettingUtils.getSymbolSku(holdOrderEntity.getSymbol());
                        BigDecimal profitOrLess = CalculateUtil.calOrderProfitOrLess(holdOrderEntity.getOpeningType(), new BigDecimal(currentPrice), holdOrderEntity.getOpeningPrice(), lotNumber, holdOrderEntity.getSymbolCntSale(), memberEntity.getIsProfit());
                        totalProfitOrLess = totalProfitOrLess.add(profitOrLess);
                    }
                    MemberWalletContractEntity wallet = memberWalletContractDao.findWalletContractByMemberIdAndSymbol(memberId, CoinTypeEnum.USDT.name());

                    BigDecimal sub = wallet.getTotalBalance().add(totalProfitOrLess);
                    BigDecimal target = wallet.getTotalBalance().multiply(BigDecimal.valueOf(0.01));
//                    log.info("sub : {}, target : {}", sub, target);
                    if (sub.compareTo(target) <= 0) {
                        List<OrderModel> list = new ArrayList<>();
                        OrderModel orderModel = new OrderModel(null, 0, price, symbol, memberId);
                        list.add(orderModel);
                        String content = JSONObject.toJSONString(list);

                        String key = AppContants.WHOLE_BOMB_PREFIX + memberId;
                        Map<Object, Object> value = redisUtils.hmget(key);
                        if (MapUtil.isEmpty(value)) {
                            log.info("priceMap -- {}", priceMap);
                            orderProducer.sendWholeBomb(content);
                            contractHoldOrderDao.updateMemberAllHoldOrderClosingStatus(memberId);

                            redisUtils.hmset(key, priceMap);
                        }
                    }
                }
            }
        }
    }
}