modify force_closing_price for whole

Helius

2020-08-13 1b4be6ae8557ba25bc2fc5b97972c4ff2611a1b1

modify force_closing_price for whole

 src/main/java/com/xcong/excoin/modules/contract/entity/ContractHoldOrderEntity.java

@@ -156,4 +156,9 @@
     * 合约类型 1-普通合约 2-跟单合约
     */
    private Integer contractType;

    /**
     * 已实现盈亏
     */
    private BigDecimal rewardAmount;
}

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

@@ -162,7 +162,7 @@
            BigDecimal subBondAmount = bondAmount.subtract(wholeHoldOrder.getBondAmount());
            log.info("保证金差值:{}", subBondAmount);

            BigDecimal forceClosingPrice = CalculateUtil.getForceSetPriceForWhole(memberEntity);
            BigDecimal forceClosingPrice = CalculateUtil.getForceSetPriceForWhole(submitOrderDto.getSymbol(), memberEntity);
            log.info("新预估强平价:{}", forceClosingPrice);

            ContractOrderEntity contractOrderEntity = ContractHoldOrderEntityMapper.INSTANCE.holdOrderToOrder(wholeHoldOrder);
@@ -221,7 +221,7 @@
        }

        // 预估强平价
        BigDecimal forceClosingPrice = CalculateUtil.getForceSetPriceForWhole(memberEntity);
        BigDecimal forceClosingPrice = CalculateUtil.getForceSetPriceForWhole(submitOrderDto.getSymbol(), memberEntity);

        ContractHoldOrderEntity holdOrderEntity = new ContractHoldOrderEntity();
        holdOrderEntity.setMemberId(memberEntity.getId());

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

@@ -1,6 +1,9 @@
package com.xcong.excoin.utils;





import cn.hutool.core.collection.CollUtil;

import com.alibaba.fastjson.JSONObject;

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;

@@ -9,10 +12,17 @@
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

@@ -78,13 +88,91 @@
     *

     * @return

     */

    public static BigDecimal getForceSetPriceForWhole(MemberEntity memberEntity) {

    public static BigDecimal getForceSetPriceForWhole(@NotNull String symbol, @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, symbol);

        List<ContractHoldOrderEntity> holdOrderEntities = holdOrderDao.selectHoldOrderListByMemberIdAndSymbol(memberId, symbol, 2);

        if (CollUtil.isNotEmpty(holdOrderEntities)) {

            // 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;

            List<ContractHoldOrderEntity> updateHoldOrders = new ArrayList<>();

            for (ContractHoldOrderEntity holdOrderEntity : holdOrderEntities) {

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

                    moreOpenPrice = holdOrderEntity.getOpeningPrice();

                    moreCnt = holdOrderEntity.getSymbolCntSale();

                } else {

                    lessOpenPrice = holdOrderEntity.getOpeningPrice();

                    lessCnt = holdOrderEntity.getSymbolCntSale();

                }

                ContractHoldOrderEntity updateHoldOrder = new ContractHoldOrderEntity();

                updateHoldOrder.setOperateNo(holdOrderEntity.getOperateNo() + 1);

                updateHoldOrder.setId(holdOrderEntity.getId());

                updateHoldOrder.setOpeningType(holdOrderEntity.getOpeningType());

                updateHoldOrder.setSymbol(holdOrderEntity.getSymbol());

                updateHoldOrders.add(updateHoldOrder);



                rewardAmount = rewardAmount.add(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 : updateHoldOrders) {

                updateHoldOrder.setForceClosingPrice(forceSetPrice);

                holdOrderDao.updateById(updateHoldOrder);



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

            }



        } else {

            throw new GlobalException("强平价异常");

        }



        return null;

    }



    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

     *