From 44a6418f8a497f57ad59ed7915b7b79b78b9ecd0 Mon Sep 17 00:00:00 2001 From: Helius <wangdoubleone@gmail.com> Date: Wed, 02 Sep 2020 18:25:42 +0800 Subject: [PATCH] modify --- src/main/java/com/xcong/excoin/rabbit/pricequeue/WebsocketPriceService.java | 38 ++++++++++++++++++++++++++++++++++---- 1 files changed, 34 insertions(+), 4 deletions(-) diff --git a/src/main/java/com/xcong/excoin/rabbit/pricequeue/WebsocketPriceService.java b/src/main/java/com/xcong/excoin/rabbit/pricequeue/WebsocketPriceService.java index e6dd36f..e04f7e5 100644 --- a/src/main/java/com/xcong/excoin/rabbit/pricequeue/WebsocketPriceService.java +++ b/src/main/java/com/xcong/excoin/rabbit/pricequeue/WebsocketPriceService.java @@ -1,16 +1,17 @@ package com.xcong.excoin.rabbit.pricequeue; +import cn.hutool.core.collection.CollUtil; import com.alibaba.fastjson.JSONObject; +import com.xcong.excoin.common.contants.AppContants; import com.xcong.excoin.rabbit.producer.OrderProducer; +import com.xcong.excoin.utils.RedisUtils; import lombok.extern.slf4j.Slf4j; import org.apache.commons.collections.CollectionUtils; import org.springframework.beans.factory.annotation.Autowired; import org.springframework.stereotype.Component; -import java.util.ArrayList; -import java.util.Date; -import java.util.List; -import java.util.Map; +import javax.annotation.Resource; +import java.util.*; import java.util.concurrent.PriorityBlockingQueue; @Slf4j @@ -19,6 +20,8 @@ @Autowired OrderProducer orderProducer; + @Resource + private RedisUtils redisUtils; /** * @param symbol @@ -74,6 +77,19 @@ } + private void addExecType(OrderModel model) { + List<Object> orderTypes = redisUtils.lGet(AppContants.RABBIT_TYPE + model.getOrderId(), 0 , -1); + if (CollUtil.isNotEmpty(orderTypes)) { + orderTypes.add(model.getType()); + } else { + orderTypes = new ArrayList<>(); + orderTypes.add(model.getType()); + } + + redisUtils.lSet(AppContants.RABBIT_TYPE + model.getOrderId(), orderTypes, 10); + redisUtils.lSet(AppContants.MEMBER_TYPE + model.getMemberId(), orderTypes, 5); + } + // 处理消息 正序的 包括 // 1:买入委托2:开多3:开空4:平多5:平空6:爆仓平多7:爆仓平空8:撤单9:止盈平多10:止盈平空11:止损平多12:止损平空 public void dealAscPriceOrderAndSenMq(List<AscBigDecimal> list, String symbol) { @@ -102,6 +118,13 @@ // 3:开空 7:爆仓平空 // 9:止盈平多 12:止损平空 for (OrderModel model : orderModelList) { + /* + 问题: 1、逐仓: 当行情大时,若设置的止损点与爆仓过于接近,则可能会出现直接爆仓,而不止损的情况 + 2、全仓: 止盈价/止损价 设置的与委托平仓价相同,需优先处理止盈/止损 + 解决: 将订单ID作为Key, 该订单执行的队列类型集合作为value, 用于在执行爆仓、委托平仓时,是否存在止盈/止损,若存在则不执行该爆仓和委托平仓 + */ + addExecType(model); + // 止损平空 List<OrderModel> kkzsList = new ArrayList<OrderModel>(); // 止盈平多 @@ -182,6 +205,13 @@ // 2:开多6:爆仓平多 // 10:止盈平空11:止损平多 for (OrderModel model : orderModelList) { + /* + 问题: 1、逐仓: 当行情大时,若设置的止损点与爆仓过于接近,则可能会出现直接爆仓,而不止损的情况 + 2、全仓: 止盈价/止损价 设置的与委托平仓价相同,需优先处理止盈/止损 + 解决: 将订单ID作为Key, 该订单执行的队列类型集合作为value, 用于在执行爆仓、委托平仓时,是否存在止盈/止损,若存在则不执行该爆仓和委托平仓 + */ + addExecType(model); + // 开空止盈 List<OrderModel> kkzyList = new ArrayList<OrderModel>(); // 开多止损 -- Gitblit v1.9.1