From 17e24f847a2ba6268a647f9cd8af1928a4495165 Mon Sep 17 00:00:00 2001
From: Helius <wangdoubleone@gmail.com>
Date: Tue, 08 Sep 2020 18:12:31 +0800
Subject: [PATCH] modify
---
src/main/java/com/xcong/excoin/utils/CalculateUtil.java | 180 ++++++++++++++++++++++++++++++++++++++++-------------------
1 files changed, 121 insertions(+), 59 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/utils/CalculateUtil.java b/src/main/java/com/xcong/excoin/utils/CalculateUtil.java
index 841beee..2a1c7b3 100644
--- a/src/main/java/com/xcong/excoin/utils/CalculateUtil.java
+++ b/src/main/java/com/xcong/excoin/utils/CalculateUtil.java
@@ -2,11 +2,11 @@
import cn.hutool.core.collection.CollUtil;
+import cn.hutool.core.util.StrUtil;
import com.alibaba.fastjson.JSONObject;
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;
@@ -22,7 +22,6 @@
import javax.validation.constraints.NotNull;
import java.math.BigDecimal;
import java.math.RoundingMode;
-import java.util.ArrayList;
import java.util.List;
/**
@@ -85,83 +84,121 @@
/**
* 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)
- *
- * @return
+ * 开仓价 - (权益 - 其他币种成本)/当前币种成本 * (开仓价 * 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, CoinTypeEnum.USDT.name());
- List<ContractHoldOrderEntity> holdOrderEntities = holdOrderDao.selectHoldOrderListForWholeByMemberIdAndSymbol(memberId, symbol);
+ List<ContractHoldOrderEntity> holdOrderEntities = holdOrderDao.selectHoldOrderListForWholeByMemberIdAndSymbol(memberId, null);
+ List<String> symbols = holdOrderDao.selectWholeHoldOrderSymbolsByMemberId(memberId);
+
+ BigDecimal result = BigDecimal.ZERO;
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;
- for (ContractHoldOrderEntity holdOrderEntity : holdOrderEntities) {
- if (holdOrderEntity.getOpeningType() == ContractHoldOrderEntity.OPENING_TYPE_MORE) {
- moreOpenPrice = holdOrderEntity.getOpeningPrice();
- moreCnt = holdOrderEntity.getSymbolCntSale();
+
+ for (String symbol : symbols) {
+ // 其他币种成本
+ BigDecimal totalBondAmount = BigDecimal.ZERO;
+ // 当前币种手续费
+ BigDecimal symbolFeeAmount = 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;
+ }
+ symbolFeeAmount = symbolFeeAmount.add(holdOrderEntity.getOpeningFeeAmount());
+ symbolBondAmount = symbolBondAmount.add(bondAmount);
+
+ 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));
+ }
+
+// log.info("{}, {}, {}, {}, {}, {}", totalBondAmount, symbolBondAmount, symbolFeeAmount, openPrice, profitOrLoss, leverRatio);
+ BigDecimal sub = walletContract.getTotalBalance().add(profitOrLoss).subtract(symbolFeeAmount).subtract(totalBondAmount);
+// log.info("sub -- {}", sub);
+ BigDecimal divide = sub.abs().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);
+
+ BigDecimal forcePrice = BigDecimal.ZERO;
+ if (isAloneLess) {
+ forcePrice = openPrice.add(divide.multiply(divide2));
} else {
- lessOpenPrice = holdOrderEntity.getOpeningPrice();
- lessCnt = holdOrderEntity.getSymbolCntSale();
+ forcePrice = openPrice.subtract(divide.multiply(divide2));
+ }
+// log.info("forcePrice -- {}", forcePrice);
+ if (StrUtil.isBlank(currentSymbol)) {
+ holdOrderDao.updateForcePriceBySymbolAndMemberId(forcePrice, memberId, symbol);
}
- 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());
+ if (symbol.equalsIgnoreCase(currentSymbol)) {
+ result = forcePrice;
}
}
- } else {
- throw new GlobalException("强平价异常");
}
+
+ return result;
}
- private static void sendOrderBombMsg(Long id, int type, BigDecimal forceClosingPrice, String symbol, int operateNo) {
+ private 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())));
+
+ // 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()));
+ }
+ }
+
+ return rewardRatio;
+ }
+
+ 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));
}
@@ -206,4 +243,29 @@
.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;
+ }
}
--
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