From 1b4be6ae8557ba25bc2fc5b97972c4ff2611a1b1 Mon Sep 17 00:00:00 2001
From: Helius <wangdoubleone@gmail.com>
Date: Thu, 13 Aug 2020 18:11:34 +0800
Subject: [PATCH] modify force_closing_price for whole
---
src/main/java/com/xcong/excoin/utils/CalculateUtil.java | 90 ++++++++++++++++++++++++++++++++++++++++++++
1 files changed, 89 insertions(+), 1 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/utils/CalculateUtil.java b/src/main/java/com/xcong/excoin/utils/CalculateUtil.java
index a25ac4f..258355a 100644
--- a/src/main/java/com/xcong/excoin/utils/CalculateUtil.java
+++ b/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
*
--
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