From 193f1047438a18f7d9be59eece3bfd5ec0bfe07a Mon Sep 17 00:00:00 2001 From: Helius <wangdoubleone@gmail.com> Date: Fri, 14 Aug 2020 18:19:55 +0800 Subject: [PATCH] add whole close order --- src/main/java/com/xcong/excoin/modules/contract/service/impl/RabbitOrderServiceImpl.java | 58 +++++++++++++++++++ src/test/java/com/xcong/excoin/WholeTest.java | 32 ++++++++++ src/main/resources/mapper/contract/ContractHoldOrderDao.xml | 10 +++ src/main/resources/mapper/contract/ContractOrderDao.xml | 6 ++ src/main/java/com/xcong/excoin/modules/contract/dao/ContractHoldOrderDao.java | 2 src/main/java/com/xcong/excoin/modules/contract/dao/ContractOrderDao.java | 2 src/main/java/com/xcong/excoin/utils/CalculateUtil.java | 21 ++---- 7 files changed, 116 insertions(+), 15 deletions(-) diff --git a/src/main/java/com/xcong/excoin/modules/contract/dao/ContractHoldOrderDao.java b/src/main/java/com/xcong/excoin/modules/contract/dao/ContractHoldOrderDao.java index f4b4748..0739581 100644 --- a/src/main/java/com/xcong/excoin/modules/contract/dao/ContractHoldOrderDao.java +++ b/src/main/java/com/xcong/excoin/modules/contract/dao/ContractHoldOrderDao.java @@ -49,4 +49,6 @@ public ContractHoldOrderEntity selectWholeHoldOrderByOrderType(@Param("memberId") Long memberId, @Param("orderType") Integer orderType); + public List<ContractHoldOrderEntity> selectHoldOrderListForWholeByMemberIdAndSymbol(@Param("memberId") Long memberId, @Param("symbol") String symbol); + } diff --git a/src/main/java/com/xcong/excoin/modules/contract/dao/ContractOrderDao.java b/src/main/java/com/xcong/excoin/modules/contract/dao/ContractOrderDao.java index b79b3f4..93477b3 100644 --- a/src/main/java/com/xcong/excoin/modules/contract/dao/ContractOrderDao.java +++ b/src/main/java/com/xcong/excoin/modules/contract/dao/ContractOrderDao.java @@ -25,4 +25,6 @@ BigDecimal selectFollowOrderTotalProfitByMemberId(@Param("memberId") Long memberId); Integer selectFollowOrderCntForWinRate(@Param("memberId") Long memberId, @Param("type") Integer type); + + List<ContractOrderEntity> selectWholeOpenOrderByOrderNo(@Param("orderNo") String orderNo); } diff --git a/src/main/java/com/xcong/excoin/modules/contract/service/impl/RabbitOrderServiceImpl.java b/src/main/java/com/xcong/excoin/modules/contract/service/impl/RabbitOrderServiceImpl.java index f9bbbc7..e7e6a55 100644 --- a/src/main/java/com/xcong/excoin/modules/contract/service/impl/RabbitOrderServiceImpl.java +++ b/src/main/java/com/xcong/excoin/modules/contract/service/impl/RabbitOrderServiceImpl.java @@ -2,6 +2,7 @@ import cn.hutool.core.collection.CollUtil; import cn.hutool.core.util.StrUtil; +import com.xcong.excoin.common.contants.AppContants; import com.xcong.excoin.common.enumerates.CoinTypeEnum; import com.xcong.excoin.common.enumerates.OrderClosingTypeEnum; import com.xcong.excoin.common.system.service.CommonService; @@ -252,7 +253,62 @@ /** * 全仓模式平仓逻辑 */ - public void closingWholeOrder(ContractHoldOrderEntity contractHoldOrderEntity) { + public void closingWholeOrder(ContractHoldOrderEntity holdOrderEntity) { + String symbol = holdOrderEntity.getSymbol(); + // 获取最新价 + BigDecimal newPrice = new BigDecimal(redisUtils.getString(CoinTypeConvert.convertToKey(symbol))); + + MemberEntity memberEntity = memberDao.selectById(holdOrderEntity.getMemberId()); + + MemberWalletContractEntity walletContract = memberWalletContractDao.findWalletContractByMemberIdAndSymbol(holdOrderEntity.getMemberId(), CoinTypeEnum.USDT.name()); + if (walletContract != null) { + BigDecimal lotNumber = cacheSettingUtils.getSymbolSku(symbol); + // 盈亏 + BigDecimal profitOrLoss = BigDecimal.ZERO; + Integer orderType = null; + Integer closingType = null; + + // 获取平仓张数 + Integer closeCnt = (Integer) redisUtils.get(AppContants.CLOSING_ORDER_PREFIX + holdOrderEntity.getId()); + + MemberSettingEntity memberSettingEntity = memberSettingDao.selectMemberSettingByMemberId(memberEntity.getId()); + // 开多 + if (ContractHoldOrderEntity.OPENING_TYPE_MORE == holdOrderEntity.getOpeningType()) { + newPrice = newPrice.multiply(BigDecimal.ONE.subtract(memberSettingEntity.getClosingSpread().divide(BigDecimal.valueOf(10000), 4, BigDecimal.ROUND_DOWN))); + // (最新价-开仓价)*规格*张数 + profitOrLoss = newPrice.subtract(holdOrderEntity.getOpeningPrice()).multiply(lotNumber).multiply(new BigDecimal(closeCnt)); + orderType = ContractOrderEntity.ORDER_TYPE_CLOSE_MORE; + closingType = OrderClosingTypeEnum.CLOSE_MORE.getValue(); + // 开空 + } else { + newPrice = newPrice.multiply(BigDecimal.ONE.add(memberSettingEntity.getClosingSpread().divide(BigDecimal.valueOf(10000), 4, BigDecimal.ROUND_DOWN))); + // (开仓价-最新价)*规格*张数 + profitOrLoss = holdOrderEntity.getOpeningPrice().subtract(newPrice).multiply(lotNumber).multiply(new BigDecimal(closeCnt)); + orderType = ContractOrderEntity.ORDER_TYPE_CLOSE_LESS; + closingType = OrderClosingTypeEnum.CLOSE_LESS.getValue(); + } + + if (memberEntity.getIsProfit() == MemberEntity.IS_PROFIT_Y) { + PlatformTradeSettingEntity tradeSettingEntity = cacheSettingUtils.getTradeSetting(); + if (profitOrLoss.compareTo(BigDecimal.ZERO) > -1) { + profitOrLoss = profitOrLoss.multiply(BigDecimal.ONE.subtract(tradeSettingEntity.getProfitParam())); + } else { + profitOrLoss = profitOrLoss.multiply(BigDecimal.ONE.add(tradeSettingEntity.getProfitParam())); + } + } + + ContractOrderEntity contractOrderEntity = ContractHoldOrderEntityMapper.INSTANCE.holdOrderToOrder(holdOrderEntity); + contractOrderEntity.setId(null); + contractOrderEntity.setClosingPrice(newPrice); + contractOrderEntity.setOrderType(orderType); + contractOrderEntity.setClosingType(closingType); + contractOrderEntity.setSymbolCnt(closeCnt); + contractOrderEntity.setRewardAmount(profitOrLoss); + contractOrderDao.insert(contractOrderEntity); + + holdOrderEntity.setSymbolCntSale(holdOrderEntity.getSymbolCntSale() - closeCnt); + contractHoldOrderDao.updateById(holdOrderEntity); + } } } diff --git a/src/main/java/com/xcong/excoin/utils/CalculateUtil.java b/src/main/java/com/xcong/excoin/utils/CalculateUtil.java index 1a4500d..53e5705 100644 --- a/src/main/java/com/xcong/excoin/utils/CalculateUtil.java +++ b/src/main/java/com/xcong/excoin/utils/CalculateUtil.java @@ -3,6 +3,7 @@ import cn.hutool.core.collection.CollUtil; 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; @@ -96,8 +97,8 @@ 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); + MemberWalletContractEntity walletContract = walletContractDao.findWalletContractByMemberIdAndSymbol(memberId, CoinTypeEnum.USDT.name()); + List<ContractHoldOrderEntity> holdOrderEntities = holdOrderDao.selectHoldOrderListForWholeByMemberIdAndSymbol(memberId, symbol); if (CollUtil.isNotEmpty(holdOrderEntities)) { // 多单开仓价 BigDecimal moreOpenPrice = BigDecimal.ZERO; @@ -109,7 +110,6 @@ 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(); @@ -118,14 +118,8 @@ lessOpenPrice = holdOrderEntity.getOpeningPrice(); lessCnt = holdOrderEntity.getSymbolCntSale(); } - ContractHoldOrderEntity updateHoldOrder = new ContractHoldOrderEntity(); - updateHoldOrder.setOperateNo(holdOrderEntity.getOperateNo()); - updateHoldOrder.setId(holdOrderEntity.getId()); - updateHoldOrder.setOpeningType(holdOrderEntity.getOpeningType()); - updateHoldOrder.setSymbol(holdOrderEntity.getSymbol()); - updateHoldOrders.add(updateHoldOrder); - rewardAmount = rewardAmount.add(holdOrderEntity.getRewardAmount()); + rewardAmount = rewardAmount.add(holdOrderEntity.getRewardAmount() == null ? BigDecimal.ZERO : holdOrderEntity.getRewardAmount()); log.info("rewardAmount : {}", rewardAmount); } @@ -146,13 +140,14 @@ BigDecimal forceSetPrice = divisor.divide(dividendOne.subtract(dividendTwo), 8, BigDecimal.ROUND_DOWN); log.info("forceSetPrice : {}", forceSetPrice); - for (ContractHoldOrderEntity updateHoldOrder : updateHoldOrders) { + for (ContractHoldOrderEntity updateHoldOrder : holdOrderEntities) { updateHoldOrder.setForceClosingPrice(forceSetPrice); holdOrderDao.updateById(updateHoldOrder); - sendOrderBombMsg(updateHoldOrder.getId(), updateHoldOrder.getOpeningType(), forceSetPrice, updateHoldOrder.getSymbol(), updateHoldOrder.getOperateNo()); + if (forceSetPrice.compareTo(BigDecimal.ZERO) >= 0) { + sendOrderBombMsg(updateHoldOrder.getId(), updateHoldOrder.getOpeningType(), forceSetPrice, updateHoldOrder.getSymbol(), updateHoldOrder.getOperateNo()); + } } - } else { throw new GlobalException("强平价异常"); } diff --git a/src/main/resources/mapper/contract/ContractHoldOrderDao.xml b/src/main/resources/mapper/contract/ContractHoldOrderDao.xml index 4096e92..f9e5987 100644 --- a/src/main/resources/mapper/contract/ContractHoldOrderDao.xml +++ b/src/main/resources/mapper/contract/ContractHoldOrderDao.xml @@ -56,6 +56,14 @@ <select id="selectWholeHoldOrderByOrderType" resultType="com.xcong.excoin.modules.contract.entity.ContractHoldOrderEntity"> select * from contract_hold_order - where member_id=#{memberId} and order_type=#{OrderType} + where member_id=#{memberId} and opening_type=#{orderType} + </select> + + <select id="selectHoldOrderListForWholeByMemberIdAndSymbol" resultType="com.xcong.excoin.modules.contract.entity.ContractHoldOrderEntity"> + select * from contract_hold_order where member_id=#{memberId} + and symbol=#{symbol} + and position_type=2 + and is_can_closing=1 + order by create_time desc </select> </mapper> \ No newline at end of file diff --git a/src/main/resources/mapper/contract/ContractOrderDao.xml b/src/main/resources/mapper/contract/ContractOrderDao.xml index 33c0a73..6cc08c7 100644 --- a/src/main/resources/mapper/contract/ContractOrderDao.xml +++ b/src/main/resources/mapper/contract/ContractOrderDao.xml @@ -77,4 +77,10 @@ and 0 > reward_amount </if> </select> + + <select id="selectWholeOpenOrderByOrderNo" resultType="com.xcong.excoin.modules.contract.entity.ContractOrderEntity"> + select * from contract_order + where order_no=#{orderNo} + and order_type in (1,2) and order_status=1 + </select> </mapper> \ No newline at end of file diff --git a/src/test/java/com/xcong/excoin/WholeTest.java b/src/test/java/com/xcong/excoin/WholeTest.java new file mode 100644 index 0000000..2297944 --- /dev/null +++ b/src/test/java/com/xcong/excoin/WholeTest.java @@ -0,0 +1,32 @@ +package com.xcong.excoin; + +import com.xcong.excoin.modules.member.dao.MemberDao; +import com.xcong.excoin.modules.member.entity.MemberEntity; +import com.xcong.excoin.utils.CalculateUtil; +import com.xcong.excoin.utils.ThreadPoolUtils; +import org.junit.jupiter.api.Test; +import org.springframework.boot.test.context.SpringBootTest; + +import javax.annotation.Resource; + +/** + * @author wzy + * @date 2020-08-14 + **/ +@SpringBootTest +public class WholeTest { + + @Resource + private MemberDao memberDao; + + @Test + public void forceClosePriceTest() { + MemberEntity memberEntity = memberDao.selectById(5L); + try { + CalculateUtil.getForceSetPriceForWhole("BTC/USDT", memberEntity); + } catch (Exception e) { + e.printStackTrace(); + } + } + +} -- Gitblit v1.9.1