From 49b96dc04a24b93185c09de4b61d9539a5e77990 Mon Sep 17 00:00:00 2001
From: Helius <wangdoubleone@gmail.com>
Date: Thu, 29 Oct 2020 10:51:42 +0800
Subject: [PATCH] modify
---
src/main/java/com/xcong/excoin/rabbit/pricequeue/WebsocketPriceService.java | 52 ++++++++++++++++++++++++++++++++++++++++++++++++----
1 files changed, 48 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..a32cd9f 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 +77,27 @@
}
+ private boolean 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());
+// }
+
+ if (CollUtil.isNotEmpty(orderTypes)) {
+ log.info("存在止盈/止损/爆仓:{} -- {}",model, orderTypes);
+ return false;
+ }
+
+ 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);
+ return true;
+ }
+
// 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 +126,16 @@
// 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
+ */
+ boolean b = addExecType(model);
+ if (!b) {
+ continue;
+ }
+
// 止损平空
List<OrderModel> kkzsList = new ArrayList<OrderModel>();
// 止盈平多
@@ -182,6 +216,16 @@
// 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
+ */
+ boolean b = addExecType(model);
+ if (!b) {
+ continue;
+ }
+
// 开空止盈
List<OrderModel> kkzyList = new ArrayList<OrderModel>();
// 开多止损
--
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