modify whole submit order

Helius

2020-08-11 458ff544df46a0b03e891454698a256b35610f98

modify whole submit order

 src/main/java/com/xcong/excoin/common/contants/AppContants.java

@@ -76,4 +76,6 @@

    public static final String TIME_OUT = "time_out";

    public static final String CLOSING_ORDER_PREFIX = "closing_cnt_";

}

 src/main/java/com/xcong/excoin/modules/contract/dao/ContractEntrustOrderDao.java

@@ -20,4 +20,6 @@
    public List<ContractEntrustOrderEntity> selectEntrustOrderListByIds(@Param("list") List<Long> list);

    public List<ContractEntrustOrderEntity> selectAllEntrustOrder();

    public List<ContractEntrustOrderEntity> selectMemberEntrustOrderByPositionType(@Param("positionType") Integer positionType, @Param("memberId") Long memberId);
}

 src/main/java/com/xcong/excoin/modules/contract/dao/ContractHoldOrderDao.java

@@ -4,6 +4,7 @@
import com.xcong.excoin.modules.contract.entity.ContractHoldOrderEntity;
import com.xcong.excoin.rabbit.pricequeue.OrderModel;
import org.apache.ibatis.annotations.Param;
import org.web3j.abi.datatypes.Int;

import java.util.List;

@@ -44,4 +45,8 @@

    public List<ContractHoldOrderEntity> selectAllHoldOrder();

    public List<ContractHoldOrderEntity> selectMemberHoldOrderByPositionType(@Param("positionType") Integer positionType, @Param("memberId") Long memberId);

    public ContractHoldOrderEntity selectWholeHoldOrderByOrderType(@Param("memberId") Long memberId, @Param("orderType") Integer orderType);

}

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

@@ -7,6 +7,7 @@
import com.baomidou.mybatisplus.extension.plugins.pagination.Page;
import com.baomidou.mybatisplus.extension.service.impl.ServiceImpl;
import com.xcong.excoin.common.LoginUserUtils;
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.response.Result;
@@ -86,7 +87,7 @@

    @Resource
    private MemberDao memberDao;
    

    @Resource
    private FollowTraderInfoDao followTraderInfoDao;
    @Resource
@@ -96,6 +97,21 @@
    @Override
    public Result submitOrder(SubmitOrderDto submitOrderDto) {
        MemberEntity memberEntity = LoginUserUtils.getAppLoginUser();

        // 判断当前对应的持仓/委托
        if (memberEntity.getContractPositionType() == ContractEntrustOrderEntity.POSITION_TYPE_ADD) {
            List<ContractHoldOrderEntity> holdList = contractHoldOrderDao.selectMemberHoldOrderByPositionType(ContractEntrustOrderEntity.POSITION_TYPE_ALL, memberEntity.getId());
            List<ContractEntrustOrderEntity> entrustList = contractEntrustOrderDao.selectMemberEntrustOrderByPositionType(ContractEntrustOrderEntity.POSITION_TYPE_ALL, memberEntity.getId());
            if (CollUtil.isNotEmpty(holdList) || CollUtil.isNotEmpty(entrustList)) {
                return Result.fail("存在全仓订单，无法下单");
            }
        } else {
            List<ContractHoldOrderEntity> holdList = contractHoldOrderDao.selectMemberHoldOrderByPositionType(ContractEntrustOrderEntity.POSITION_TYPE_ADD, memberEntity.getId());
            List<ContractEntrustOrderEntity> entrustList = contractEntrustOrderDao.selectMemberEntrustOrderByPositionType(ContractEntrustOrderEntity.POSITION_TYPE_ADD, memberEntity.getId());
            if (CollUtil.isNotEmpty(holdList) || CollUtil.isNotEmpty(entrustList)) {
                return Result.fail("存在逐仓订单，无法下单");
            }
        }

        // 获取最新价
        BigDecimal newPrice = new BigDecimal(redisUtils.getString(CoinTypeConvert.convertToKey(submitOrderDto.getSymbol())));
@@ -123,10 +139,10 @@
            // 市场价*(1 - (点差/10000))
            openingPrice = newPrice.multiply(BigDecimal.ONE.subtract(spread.divide(new BigDecimal(10000)))).setScale(8, BigDecimal.ROUND_DOWN);
        } else {
            return Result.fail("未知类型");
            return Result.fail(MessageSourceUtils.getString("unknown_type"));
        }

        log.info("开仓价:{}", openingPrice);

        // 开仓手续费 建仓价*规格*手数*手续费率
        BigDecimal openFeePrice = openingPrice.multiply(lotNumber)
                .multiply(new BigDecimal(submitOrderDto.getSymbolCnt()))
@@ -135,9 +151,7 @@
        log.info("开仓手续费:{}", openFeePrice);

        // 保证金 建仓价*规格*手数*(1/杠杆倍率)
        BigDecimal bondAmount = openingPrice.multiply(lotNumber).multiply(new BigDecimal(submitOrderDto.getSymbolCnt()))
                .multiply(BigDecimal.ONE.divide(new BigDecimal(submitOrderDto.getLeverRatio())))
                .setScale(8, BigDecimal.ROUND_DOWN);
        BigDecimal bondAmount = CalculateUtil.getBondAmount(openingPrice, lotNumber, submitOrderDto.getSymbolCnt(), submitOrderDto.getLeverRatio());
        log.info("保证金:{}", bondAmount);

        // 预付款为 --> 保证金+开仓手续费+平仓手续费 (开仓平仓手续费相同)
@@ -145,30 +159,40 @@
        log.info("预付款:{}", prePaymentAmount);

        if (prePaymentAmount.compareTo(walletContract.getAvailableBalance()) > -1) {
            return Result.fail("可用金额不足");
            // 可用余额不足
            return Result.fail(MessageSourceUtils.getString("member_service_0085"));
        }

        boolean isOpenFollow = false;
        FollowTraderInfoEntity tradeInfo = null;
        if (memberEntity.getContractPositionType() == ContractEntrustOrderEntity.POSITION_TYPE_ALL) {
            ContractHoldOrderEntity wholeHoldOrder = contractHoldOrderDao.selectWholeHoldOrderByOrderType(memberEntity.getId(), submitOrderDto.getOrderType());
            // 判断当前是否存在全仓订单，若存在则直接合并，若不存在则创建订单
            if (wholeHoldOrder != null) {
                return mergeWholeHoldOrder(openingPrice, openFeePrice, newPrice, submitOrderDto, wholeHoldOrder, memberEntity);
            }
        } else {
            // 仅在逐仓模式中启用带单，判断是否开启了带单
            if (MemberEntity.IS_TRADER_Y.equals(memberEntity.getIsTrader())) {
                tradeInfo = followTraderInfoDao.selectTraderInfoByMemberId(memberEntity.getId());
                if (tradeInfo.getIsOpen().equals(FollowTraderInfoEntity.ISOPEN_Y)) {
                    isOpenFollow = true;
                }
            }
        }

        // 预估强平价
        BigDecimal forceClosingPrice = CalculateUtil.getForceSetPrice(bondAmount, openingPrice, submitOrderDto.getSymbolCnt(), lotNumber, submitOrderDto.getOrderType(), memberEntity);
        log.info("强平价:{}", forceClosingPrice);

        // 判断是否开启了带单
        boolean isOpenFollow = false;
        FollowTraderInfoEntity tradeInfo = null;
        if (MemberEntity.IS_TRADER_Y.equals(memberEntity.getIsTrader())) {
            tradeInfo = followTraderInfoDao.selectTraderInfoByMemberId(memberEntity.getId());
            if (tradeInfo.getIsOpen().equals(FollowTraderInfoEntity.ISOPEN_Y)) {
                isOpenFollow = true;
            }
        }

        ContractHoldOrderEntity holdOrderEntity = new ContractHoldOrderEntity();
        holdOrderEntity.setMemberId(memberEntity.getId());
        holdOrderEntity.setOrderNo(commonService.generateOrderNo(memberEntity.getId()));
        holdOrderEntity.setPositionType(ContractEntrustOrderEntity.POSITION_TYPE_ADD);
        holdOrderEntity.setPositionType(memberEntity.getContractPositionType());
        holdOrderEntity.setTradeType(ContractHoldOrderEntity.TRADE_TYPE_MARK);
        holdOrderEntity.setSymbol(submitOrderDto.getSymbol());
        holdOrderEntity.setSymbolCnt(submitOrderDto.getSymbolCnt());
        holdOrderEntity.setSymbolCntSale(submitOrderDto.getSymbolCnt());
        holdOrderEntity.setSymbolSku(lotNumber);
        holdOrderEntity.setLeverRatio(submitOrderDto.getLeverRatio());
        holdOrderEntity.setForceClosingPrice(forceClosingPrice);
@@ -218,9 +242,46 @@

                ThreadPoolUtils.sendFollowOrderTask(holdOrderEntity.getId());
            }
            return Result.ok("提交成功");
            // 提交成功
            return Result.ok(MessageSourceUtils.getString("member_service_0024"));
        }
        return Result.fail("提交失败");
        // 提交失败
        return Result.fail(MessageSourceUtils.getString("member_service_0067"));
    }

    /**
     * 全仓模式--若当前已经存在持仓，则合并当前持仓
     */
    public Result mergeWholeHoldOrder(BigDecimal openPrice, BigDecimal openFeePrice, BigDecimal newPrice, SubmitOrderDto submitOrderDto, ContractHoldOrderEntity holdOrderEntity, MemberEntity memberEntity) {
        BigDecimal totalPrice = openPrice.multiply(BigDecimal.valueOf(submitOrderDto.getSymbolCnt()));
        // (当前开仓价*张数 + 原开仓价 * 原可平张数) / (张数 + 原可平张数)
        BigDecimal newOpenPrice = totalPrice.add(holdOrderEntity.getOpeningPrice().multiply(BigDecimal.valueOf(holdOrderEntity.getSymbolCnt()))).divide(BigDecimal.valueOf(submitOrderDto.getSymbolCnt() + holdOrderEntity.getSymbolCntSale()), 8, BigDecimal.ROUND_DOWN);
        // 规格
        BigDecimal lotNumber = cacheSettingUtils.getSymbolSku(submitOrderDto.getSymbol());
        // 保证金
        BigDecimal bondAmount = CalculateUtil.getBondAmount(newOpenPrice, lotNumber, submitOrderDto.getSymbolCnt(), submitOrderDto.getLeverRatio());
        // 预估强平价
        BigDecimal forceSetPrice = CalculateUtil.getForceSetPrice(bondAmount, newOpenPrice, submitOrderDto.getSymbolCnt(), lotNumber, submitOrderDto.getOrderType(), memberEntity);

        ContractOrderEntity contractOrderEntity = ContractHoldOrderEntityMapper.INSTANCE.holdOrderToOrder(holdOrderEntity);
        contractOrderEntity.setBondAmount(bondAmount.add(openFeePrice));
        contractOrderEntity.setForceClosingPrice(forceSetPrice);
        contractOrderEntity.setOpeningPrice(openPrice);
        contractOrderEntity.setSymbolCnt(submitOrderDto.getSymbolCnt());
        contractOrderEntity.setOpeningTime(new Date());
        contractOrderEntity.setMarkPrice(newPrice);

        contractOrderDao.insert(contractOrderEntity);

        holdOrderEntity.setSymbolCntSale(submitOrderDto.getSymbolCnt() + holdOrderEntity.getSymbolCntSale());
        holdOrderEntity.setSymbolCnt(submitOrderDto.getSymbolCnt() + holdOrderEntity.getSymbolCnt());
        holdOrderEntity.setForceClosingPrice(forceSetPrice);
        holdOrderEntity.setBondAmount(bondAmount);
        holdOrderEntity.setOpeningPrice(newOpenPrice);
        holdOrderEntity.setOpeningFeeAmount(holdOrderEntity.getOpeningFeeAmount().add(openFeePrice));

        contractHoldOrderDao.updateById(holdOrderEntity);
        return Result.ok(MessageSourceUtils.getString("member_service_0024"));
    }

    @Override
@@ -350,9 +411,25 @@
            return Result.fail("可平张数不足");
        }

        holdOrderEntity.setSymbolCntSale(holdOrderEntity.getSymbolCntSale() - wholeCloseOrderDto.getCount());
        contractHoldOrderDao.updateById(holdOrderEntity);
        return null;
        // 判断当前持仓张数是否等于平仓张数，若等于则直接更新该订单为不可平状态，否则更新可平张数
        if (wholeCloseOrderDto.getCount() == holdOrderEntity.getSymbolCntSale()) {
            contractHoldOrderDao.updateHoldOrderIsCanClosingById(ContractHoldOrderEntity.ORDER_CAN_CLOSING_N, wholeCloseOrderDto.getId());
        } else {
            // 更新可平张数
            holdOrderEntity.setSymbolCntSale(holdOrderEntity.getSymbolCntSale() - wholeCloseOrderDto.getCount());
            contractHoldOrderDao.updateById(holdOrderEntity);
        }

        // 将待平张数放入缓存
        redisUtils.set(AppContants.CLOSING_ORDER_PREFIX + holdOrderEntity.getId(), wholeCloseOrderDto.getCount());

        // 发送平仓消息
        List<Long> ids = new ArrayList<>();
        ids.add(wholeCloseOrderDto.getId());
        producer.sendCloseTrade(JSONObject.toJSONString(ids));

        // 平仓成功
        return Result.ok(MessageSourceUtils.getString("order_service_0044"));
    }

    @Override
@@ -709,6 +786,14 @@
    @Override
    public Result changePositionType() {
        MemberEntity member = LoginUserUtils.getAppLoginUser();

        List<ContractHoldOrderEntity> list = contractHoldOrderDao.selectHoldOrderListByMemberId(member.getId());
        List<ContractEntrustOrderEntity> entrustList = contractEntrustOrderDao.selectEntrustOrderListByMemberId(member.getId());

        if (CollUtil.isNotEmpty(list) || CollUtil.isNotEmpty(entrustList)) {
            return Result.fail("存在持仓/委托, 无法更改");
        }

        Integer positionType = member.getContractPositionType() == ContractEntrustOrderEntity.POSITION_TYPE_ADD ? ContractEntrustOrderEntity.POSITION_TYPE_ALL : ContractEntrustOrderEntity.POSITION_TYPE_ADD;
        MemberEntity updateEntity = new MemberEntity();
        updateEntity.setContractPositionType(positionType);

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

@@ -7,6 +7,7 @@
import com.xcong.excoin.common.system.service.CommonService;
import com.xcong.excoin.modules.contract.dao.ContractHoldOrderDao;
import com.xcong.excoin.modules.contract.dao.ContractOrderDao;
import com.xcong.excoin.modules.contract.entity.ContractEntrustOrderEntity;
import com.xcong.excoin.modules.contract.entity.ContractHoldOrderEntity;
import com.xcong.excoin.modules.contract.entity.ContractOrderEntity;
import com.xcong.excoin.modules.contract.mapper.ContractHoldOrderEntityMapper;
@@ -87,7 +88,14 @@
            try {
                if (ids.size() == 1) {
                    ContractHoldOrderEntity holdOrderEntity = contractHoldOrderDao.selectById(ids.get(0));
                    cancelHoldOrderMethod(holdOrderEntity);
                    // 判断仓位类型是否逐仓
                    if (holdOrderEntity.getPositionType() == ContractEntrustOrderEntity.POSITION_TYPE_ADD) {
                        // 逐仓平仓
                        cancelHoldOrderMethod(holdOrderEntity);
                    } else {
                        // 全仓模式平仓
                        closingWholeOrder(holdOrderEntity);
                    }
                } else {
                    List<ContractHoldOrderEntity> holdOrderEntities = contractHoldOrderDao.selectBatchIds(ids);
                    if (CollUtil.isNotEmpty(holdOrderEntities)) {

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

@@ -16,7 +16,7 @@
    /**

     * 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

@@ -47,4 +47,19 @@
        }

        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);

    }

}


 src/main/resources/i18n/messages_en_US.properties

@@ -246,3 +246,5 @@


submit_repeat=Do not repeat submission



unknown_type=Unknown type




 src/main/resources/i18n/messages_zh_CN.properties

@@ -245,3 +245,5 @@
cancellation_fail=撤销失败



submit_repeat=请勿重复提交



unknown_type=未知类型


 src/main/resources/mapper/contract/ContractEntrustOrderDao.xml

@@ -31,4 +31,9 @@
    <select id="selectAllEntrustOrder" resultType="com.xcong.excoin.modules.contract.entity.ContractEntrustOrderEntity">
        select * from contract_entrust_order
    </select>

    <select id="selectMemberEntrustOrderByPositionType" resultType="com.xcong.excoin.modules.contract.entity.ContractEntrustOrderEntity">
        select * from contract_entrust_order
        where position_type=#{positionType} and member_id=#{memberId}
    </select>
</mapper>

 src/main/resources/mapper/contract/ContractHoldOrderDao.xml

@@ -48,4 +48,17 @@
    <select id="selectAllHoldOrder" resultType="com.xcong.excoin.modules.contract.entity.ContractHoldOrderEntity">
        select * from contract_hold_order
    </select>

    <select id="selectMemberHoldOrderByPositionType" resultType="com.xcong.excoin.modules.contract.entity.ContractHoldOrderEntity">
        select * from contract_hold_order
        where position_type=#{positionType} and is_can_closing=1 and member_id=#{memberId}
        <if test="orderType != null">
            order_type=#{orderType}
        </if>
    </select>

    <select id="selectWholeHoldOrderByOrderType" resultType="com.xcong.excoin.modules.contract.entity.ContractHoldOrderEntity">
        select * from contract_hold_order
        where member_id=#{memberId} and order_type=#{OrderType}
    </select>
</mapper>