优化扫块速度

zainali5120

2021-03-17 cbcbaa6a1e96982b73091b0ac8927fafa27c6a39

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

@@ -2,11 +2,12 @@




import cn.hutool.core.collection.CollUtil;

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.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;

@@ -14,6 +15,7 @@
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.dao.TradeSettingDao;

import com.xcong.excoin.modules.platform.entity.PlatformTradeSettingEntity;

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

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

@@ -22,7 +24,6 @@
import javax.validation.constraints.NotNull;

import java.math.BigDecimal;

import java.math.RoundingMode;

import java.util.ArrayList;

import java.util.List;



/**

@@ -46,21 +47,15 @@
        MemberSettingDao memberSettingDao = SpringContextHolder.getBean(MemberSettingDao.class);

        BigDecimal forcePrice = BigDecimal.ZERO;

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

        if (member.getIsForce() == 1) {

            MemberSettingEntity memberSetting = memberSettingDao.selectMemberSettingByMemberId(member.getId());

            money = money.multiply(memberSetting.getForceParam().multiply(BigDecimal.valueOf(100)));

        }

        //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(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(memberSetting.getForceParam() == null ? BigDecimal.ZERO : memberSetting.getForceParam()));

            }

        }

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

            forcePrice = BigDecimal.ZERO;

@@ -85,151 +80,125 @@


    /**

     * 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)

     *

     * 开仓价 - (权益 - 其他币种成本)/当前币种成本 * (开仓价 * 1/杠杆)

     */

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

    public static BigDecimal getForceSetPriceForWhole(String currentSymbol, @NotNull MemberEntity memberEntity) {

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

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

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



        Long memberId = memberEntity.getId();

        BigDecimal lotNumber = cacheSettingUtils.getSymbolSku(symbol);

        PlatformTradeSettingEntity tradeSettingEntity = cacheSettingUtils.getTradeSetting();

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

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

        MemberWalletContractEntity walletContract = walletContractDao.findWalletContractByMemberIdAndSymbol(memberId, CoinTypeEnum.USDT.name());

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

        List<String> symbols = holdOrderDao.selectWholeHoldOrderSymbolsByMemberId(memberId);

        
        BigDecimal result = BigDecimal.ZERO;

        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;



            for (ContractHoldOrderEntity holdOrderEntity : holdOrderEntities) {

                if (maxCnt == 0) {

                    maxCnt = holdOrderEntity.getSymbolCntSale();

                    subCnt = holdOrderEntity.getSymbolCntSale();

                    type = holdOrderEntity.getOpeningType();

                    openPrice = holdOrderEntity.getOpeningPrice();

            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;

                // 总盈亏

                BigDecimal profitOrLoss = 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());

                    }

                    profitOrLoss = profitOrLoss.add(calProfitOrLoss(holdOrderEntity, memberEntity));

                }



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

                    int temp = maxCnt;

                    maxCnt = holdOrderEntity.getSymbolCntSale();

                    subCnt = holdOrderEntity.getSymbolCntSale() - temp;

                    openPrice = holdOrderEntity.getOpeningPrice();

                    type = holdOrderEntity.getOpeningType();

//                log.info("{}, {}, {}, {}, {}, {}", totalBondAmount, symbolBondAmount, symbolFeeAmount, openPrice, profitOrLoss, leverRatio);

                BigDecimal equity = walletContract.getTotalBalance().add(profitOrLoss).subtract(walletContract.getFrozenBalance());

                BigDecimal sub = equity.subtract(totalBondAmount);

//                log.info("sub -- {}", sub);

                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);

                }

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

                sku = holdOrderEntity.getSymbolSku();

            }

            BigDecimal forceSetPrice = BigDecimal.ZERO;

            if (subCnt != 0) {

                log.info("{}, {}, {}, {}, {}", openPrice, subCnt, sku, type, maxCnt);

                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);

                holdOrderDao.updateById(updateHoldOrder);

                BigDecimal divide = sub.divide(symbolBondAmount, 8, BigDecimal.ROUND_DOWN);

//                log.info("divide -- {}", divide);

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

//                log.info("divide2 -- {}", divide2);



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

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

                BigDecimal forcePrice = BigDecimal.ZERO;

                if (isAloneLess) {

                    forcePrice  = openPrice.add(divide.multiply(divide2));

                } else {

                    forcePrice  = openPrice.subtract(divide.multiply(divide2));

                }

//                log.info("forcePrice -- {}, {}", forcePrice, symbol);

                if (StrUtil.isBlank(currentSymbol)) {

                    holdOrderDao.updateForcePriceBySymbolAndMemberId(forcePrice, memberId, symbol);

                }



                if (symbol.equalsIgnoreCase(currentSymbol)) {

                    result = forcePrice;

                }

            }

        }



        return result;

    }



    /*

    BigDecimal totalSetPrice = BigDecimal.ZERO;

            int totalCnt = 0;

    public static BigDecimal calProfitOrLoss(ContractHoldOrderEntity holdOrderEntity, MemberEntity memberEntity) {

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

        RedisUtils redisUtils = SpringContextHolder.getBean(RedisUtils.class);

        BigDecimal lotNumber = cacheSettingUtils.getSymbolSku(holdOrderEntity.getSymbol());

        BigDecimal newPrice = new BigDecimal(redisUtils.getString(CoinTypeConvert.convertToKey(holdOrderEntity.getSymbol())));



            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);

        // 盈亏

        BigDecimal rewardRatio = BigDecimal.ZERO;

        // 开多

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

            // (最新价-开仓价)*规格*张数

            rewardRatio = newPrice.subtract(holdOrderEntity.getOpeningPrice()).multiply(lotNumber).multiply(new BigDecimal(holdOrderEntity.getSymbolCntSale()));

            // 开空

        } else {

            // (开仓价-最新价)*规格*张数

            rewardRatio = holdOrderEntity.getOpeningPrice().subtract(newPrice).multiply(lotNumber).multiply(new BigDecimal(holdOrderEntity.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()));

            }

        }



            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);

        return rewardRatio;

    }



                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) {

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

        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);

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

            // 开空

        } else {

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

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

        }

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

    }

@@ -274,4 +243,49 @@
                .multiply(feeRatio.divide(new BigDecimal(100)))

                .setScale(8, BigDecimal.ROUND_DOWN);

    }



    public static BigDecimal calOrderProfitOrLess(int type, BigDecimal newPrice, BigDecimal openPrice, BigDecimal lotNumber, int symbolCnt, int isProfit) {

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



        PlatformTradeSettingEntity tradeSetting = cacheSettingUtils.getTradeSetting();

        // 单个订单盈利

        BigDecimal profitOrLess = BigDecimal.ZERO;

        // 开多

        if (ContractHoldOrderEntity.OPENING_TYPE_MORE == type) {

            profitOrLess = newPrice.subtract(openPrice).multiply(new BigDecimal(symbolCnt)).multiply(lotNumber);

            // 开空

        } else {

            profitOrLess = openPrice.subtract(newPrice).multiply(new BigDecimal(symbolCnt)).multiply(lotNumber);

        }



        if (MemberEntity.IS_PROFIT_Y == isProfit) {

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

                profitOrLess = profitOrLess.multiply(BigDecimal.ONE.subtract(tradeSetting.getForceParam()));

            } else {

                profitOrLess = profitOrLess.multiply(BigDecimal.ONE.add(tradeSetting.getForceParam()));

            }

        }



        return profitOrLess;

    }





    /**

     * 全仓模式下，维持保证金

     * 维持保证金 = 持仓价值*维持保证金率= 面值*张数*开仓价格*维持保证金率

     * @param contractHoldOrder

     * @return

     */

    public static BigDecimal calMemberHoldBond(ContractHoldOrderEntity contractHoldOrder) {

        TradeSettingDao tradeSettingDao = SpringContextHolder.getBean(TradeSettingDao.class);

        RedisUtils redisUtils = SpringContextHolder.getBean(RedisUtils.class);

        PlatformTradeSettingEntity tradeSetting = tradeSettingDao.findTradeSetting();

        BigDecimal holdBondRatio = (BigDecimal) redisUtils.get(AppContants.HOLD_BOND_RATIO);

        if (holdBondRatio == null) {

            holdBondRatio = tradeSetting.getHoldBondRatio();

            redisUtils.set(AppContants.HOLD_BOND_RATIO, tradeSetting.getHoldBondRatio());

        }



        return contractHoldOrder.getOpeningPrice().multiply(new BigDecimal(contractHoldOrder.getSymbolCntSale())).multiply(holdBondRatio).multiply(contractHoldOrder.getSymbolSku());

    }

}