From 458ff544df46a0b03e891454698a256b35610f98 Mon Sep 17 00:00:00 2001
From: Helius <wangdoubleone@gmail.com>
Date: Tue, 11 Aug 2020 18:33:37 +0800
Subject: [PATCH] modify whole submit order
---
src/main/resources/i18n/messages_zh_CN.properties | 2
src/main/java/com/xcong/excoin/modules/contract/service/impl/RabbitOrderServiceImpl.java | 10 ++
src/main/java/com/xcong/excoin/common/contants/AppContants.java | 2
src/main/resources/mapper/contract/ContractHoldOrderDao.xml | 13 +++
src/main/java/com/xcong/excoin/modules/contract/service/impl/ContractHoldOrderServiceImpl.java | 131 +++++++++++++++++++++++++++-----
src/main/java/com/xcong/excoin/modules/contract/dao/ContractEntrustOrderDao.java | 2
src/main/java/com/xcong/excoin/modules/contract/dao/ContractHoldOrderDao.java | 5 +
src/main/resources/mapper/contract/ContractEntrustOrderDao.xml | 5 +
src/main/resources/i18n/messages_en_US.properties | 2
src/main/java/com/xcong/excoin/utils/CalculateUtil.java | 17 ++++
10 files changed, 164 insertions(+), 25 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/common/contants/AppContants.java b/src/main/java/com/xcong/excoin/common/contants/AppContants.java
index 40a7065..f5c373e 100644
--- a/src/main/java/com/xcong/excoin/common/contants/AppContants.java
+++ b/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_";
+
}
diff --git a/src/main/java/com/xcong/excoin/modules/contract/dao/ContractEntrustOrderDao.java b/src/main/java/com/xcong/excoin/modules/contract/dao/ContractEntrustOrderDao.java
index 3f07e27..b342596 100644
--- a/src/main/java/com/xcong/excoin/modules/contract/dao/ContractEntrustOrderDao.java
+++ b/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);
}
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 949062a..f4b4748 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
@@ -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);
+
}
diff --git a/src/main/java/com/xcong/excoin/modules/contract/service/impl/ContractHoldOrderServiceImpl.java b/src/main/java/com/xcong/excoin/modules/contract/service/impl/ContractHoldOrderServiceImpl.java
index 96fc875..37b45a5 100644
--- a/src/main/java/com/xcong/excoin/modules/contract/service/impl/ContractHoldOrderServiceImpl.java
+++ b/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);
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 d100e8c..55490b5 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
@@ -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)) {
diff --git a/src/main/java/com/xcong/excoin/utils/CalculateUtil.java b/src/main/java/com/xcong/excoin/utils/CalculateUtil.java
index 2e0e201..65e5cac 100644
--- a/src/main/java/com/xcong/excoin/utils/CalculateUtil.java
+++ b/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);
+ }
}
diff --git a/src/main/resources/i18n/messages_en_US.properties b/src/main/resources/i18n/messages_en_US.properties
index 1a11b2a..dc42e05 100644
--- a/src/main/resources/i18n/messages_en_US.properties
+++ b/src/main/resources/i18n/messages_en_US.properties
@@ -246,3 +246,5 @@
submit_repeat=Do not repeat submission
+unknown_type=Unknown type
+
diff --git a/src/main/resources/i18n/messages_zh_CN.properties b/src/main/resources/i18n/messages_zh_CN.properties
index bbb1439..01c4b5a 100644
--- a/src/main/resources/i18n/messages_zh_CN.properties
+++ b/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
diff --git a/src/main/resources/mapper/contract/ContractEntrustOrderDao.xml b/src/main/resources/mapper/contract/ContractEntrustOrderDao.xml
index 0ba1be1..c3b3435 100644
--- a/src/main/resources/mapper/contract/ContractEntrustOrderDao.xml
+++ b/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>
\ No newline at end of file
diff --git a/src/main/resources/mapper/contract/ContractHoldOrderDao.xml b/src/main/resources/mapper/contract/ContractHoldOrderDao.xml
index 32fbaf4..674ff11 100644
--- a/src/main/resources/mapper/contract/ContractHoldOrderDao.xml
+++ b/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>
\ No newline at end of file
--
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