From 8d053c03d0738efabc33183c1db20e05ced5cfb0 Mon Sep 17 00:00:00 2001
From: Helius <wangdoubleone@gmail.com>
Date: Thu, 25 Nov 2021 16:01:23 +0800
Subject: [PATCH] fix
---
src/main/java/com/xcong/excoin/trade/CoinTrader.java | 154 ++++++++++++++++++++++++++++++++++++---------------
1 files changed, 108 insertions(+), 46 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/trade/CoinTrader.java b/src/main/java/com/xcong/excoin/trade/CoinTrader.java
index 46289af..20300e2 100644
--- a/src/main/java/com/xcong/excoin/trade/CoinTrader.java
+++ b/src/main/java/com/xcong/excoin/trade/CoinTrader.java
@@ -3,9 +3,7 @@
import com.alibaba.fastjson.JSON;
import com.xcong.excoin.modules.coin.entity.OrderCoinsEntity;
-import com.xcong.excoin.modules.coin.service.OrderCoinService;
import com.xcong.excoin.rabbit.producer.ExchangeProducer;
-import org.apache.commons.collections.CollectionUtils;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
@@ -17,7 +15,6 @@
public class CoinTrader {
private String symbol;
private ExchangeProducer exchangeProducer;
- private OrderCoinService orderCoinService;
//交易币种的精度
private int coinScale = 4;
//基币的精度
@@ -38,8 +35,7 @@
//是否暂停交易
private boolean tradingHalt = false;
private boolean ready = false;
- //交易对信息
- //private ExchangeCoinPublishType publishType;
+
private String clearTime;
private SimpleDateFormat dateTimeFormat;
@@ -54,7 +50,7 @@
* 初始化交易线程
*/
public void initialize() {
- logger.info("init CoinTrader for symbol {}", symbol);
+ //logger.info("init CoinTrader for symbol {}", symbol);
//买单队列价格降序排列
buyLimitPriceQueue = new TreeMap<>(Comparator.reverseOrder());
//卖单队列价格升序排列
@@ -108,7 +104,7 @@
if (exchangeOrder.getTradeType() != OrderCoinsEntity.TRADETYPE_MARKETPRICE) {
return;
}
- logger.info("addMarketPriceOrder,orderId = {}", exchangeOrder.getId());
+ //logger.info("addMarketPriceOrder,orderId = {}", exchangeOrder.getId());
LinkedList<OrderCoinsEntity> list = exchangeOrder.getOrderType() == OrderCoinsEntity.ORDERTYPE_BUY ? buyMarketQueue : sellMarketQueue;
synchronized (list) {
list.addLast(exchangeOrder);
@@ -137,13 +133,20 @@
}
//logger.info("trade order={}",exchangeOrder);
if (!symbol.equalsIgnoreCase(exchangeOrder.getSymbol())) {
- logger.info("unsupported symbol,coin={},base={}", exchangeOrder.getSymbol(), "USDT");
+ //logger.info("unsupported symbol,coin={},base={}", exchangeOrder.getSymbol(), "USDT");
return;
}
// 如果
- if (exchangeOrder.getEntrustAmount().compareTo(BigDecimal.ZERO) <= 0 || exchangeOrder.getEntrustAmount().subtract(exchangeOrder.getDealAmount()).compareTo(BigDecimal.ZERO) <= 0) {
- return;
+ if(OrderCoinsEntity.ORDERTYPE_BUY==exchangeOrder.getOrderType()){
+ if (exchangeOrder.getEntrustAmount().compareTo(BigDecimal.ZERO) <= 0 || exchangeOrder.getEntrustAmount().subtract(exchangeOrder.getDealAmount()).compareTo(BigDecimal.ZERO) <= 0) {
+ return;
+ }
+ }else{
+ if (exchangeOrder.getEntrustCnt().compareTo(BigDecimal.ZERO) <= 0 || exchangeOrder.getEntrustCnt().subtract(exchangeOrder.getDealCnt()).compareTo(BigDecimal.ZERO) <= 0) {
+ return;
+ }
}
+
TreeMap<BigDecimal, MergeOrder> limitPriceOrderList;
LinkedList<OrderCoinsEntity> marketPriceOrderList;
@@ -204,7 +207,10 @@
OrderCoinsEntity matchOrder = orderIterator.next();
//处理匹配
ExchangeTrade trade = processMatch(focusedOrder, matchOrder);
- exchangeTrades.add(trade);
+ if(trade!=null){
+ exchangeTrades.add(trade);
+ }
+
//判断匹配单是否完成
if (matchOrder.getOrderStatus() == OrderCoinsEntity.ORDERSTATUS_DONE) {
//当前匹配的订单完成交易，删除该订单
@@ -252,7 +258,6 @@
while (iterator.hasNext()) {
OrderCoinsEntity matchOrder = iterator.next();
ExchangeTrade trade = processMatch(focusedOrder, matchOrder);
- logger.info(">>>>>" + trade);
if (trade != null) {
exchangeTrades.add(trade);
}
@@ -325,8 +330,11 @@
}
}
//如果还没有交易完，订单压入列表中,市价买单按成交量算
- if (focusedOrder.getOrderType() == OrderCoinsEntity.ORDERTYPE_SELL && focusedOrder.getDealCnt().compareTo(focusedOrder.getEntrustCnt()) < 0
- || focusedOrder.getOrderType() == OrderCoinsEntity.ORDERTYPE_BUY && focusedOrder.getDealAmount().compareTo(focusedOrder.getEntrustAmount()) < 0) {
+ if ((focusedOrder.getOrderType() == OrderCoinsEntity.ORDERTYPE_SELL && focusedOrder.getDealCnt().compareTo(focusedOrder.getEntrustCnt()) < 0)
+ || (focusedOrder.getOrderType() == OrderCoinsEntity.ORDERTYPE_BUY && focusedOrder.getDealAmount().compareTo(focusedOrder.getEntrustAmount()) < 0)) {
+ logger.info("市价单未交易完成：#{}"+JSON.toJSONString(focusedOrder));
+ // 打印此时的限价买单
+ logger.info("此时的买单：#{}"+JSON.toJSONString(lpList));
addMarketPriceOrder(focusedOrder);
}
//每个订单的匹配批量推送
@@ -347,7 +355,7 @@
*/
private BigDecimal calculateTradedAmount(OrderCoinsEntity order, BigDecimal dealPrice) {
if (order.getOrderType() == OrderCoinsEntity.ORDERTYPE_BUY && order.getTradeType() == OrderCoinsEntity.TRADETYPE_MARKETPRICE) {
- //剩余成交量 TODO ?
+ //剩余成交量
// 委托量-成交量=剩余量
BigDecimal leftTurnover = order.getEntrustAmount().subtract(order.getDealAmount());
return leftTurnover.divide(dealPrice, coinScale, BigDecimal.ROUND_DOWN);
@@ -365,12 +373,12 @@
*/
private BigDecimal adjustMarketOrderTurnover(OrderCoinsEntity order, BigDecimal dealPrice) {
if (order.getOrderType() == OrderCoinsEntity.ORDERTYPE_BUY && order.getTradeType() == OrderCoinsEntity.TRADETYPE_MARKETPRICE) {
-// BigDecimal leftTurnover = order.getAmount().subtract(order.getTurnover());
-// if(leftTurnover.divide(dealPrice,coinScale,BigDecimal.ROUND_DOWN)
-// .compareTo(BigDecimal.ZERO)==0){
-// order.setTurnover(order.getAmount());
-// return leftTurnover;
-// }
+ BigDecimal leftTurnover = order.getEntrustAmount().subtract(order.getDealAmount());
+ if(leftTurnover.divide(dealPrice,coinScale,BigDecimal.ROUND_DOWN)
+ .compareTo(BigDecimal.ZERO)==0){
+ order.setDealAmount(order.getEntrustAmount());
+ return leftTurnover;
+ }
}
return BigDecimal.ZERO;
}
@@ -401,7 +409,7 @@
availAmount = calculateTradedAmount(matchOrder, dealPrice);
//计算成交量 取少的
BigDecimal tradedAmount = (availAmount.compareTo(needAmount) >= 0 ? needAmount : availAmount);
- logger.info("dealPrice={},amount={}", dealPrice, tradedAmount);
+ //logger.info("dealPrice={},amount={}", dealPrice, tradedAmount);
//如果成交额为0说明剩余额度无法成交，退出
if (tradedAmount.compareTo(BigDecimal.ZERO) == 0) {
return null;
@@ -417,6 +425,7 @@
// 用户单成交金额
focusedOrder.setDealAmount(focusedOrder.getDealAmount().add(turnover));
+
//创建成交记录
ExchangeTrade exchangeTrade = new ExchangeTrade();
exchangeTrade.setSymbol(symbol);
@@ -431,10 +440,25 @@
//校正市价单剩余成交额
if (OrderCoinsEntity.TRADETYPE_MARKETPRICE == focusedOrder.getTradeType() && focusedOrder.getOrderType() == OrderCoinsEntity.ORDERTYPE_BUY) {
BigDecimal adjustTurnover = adjustMarketOrderTurnover(focusedOrder, dealPrice);
- exchangeTrade.setBuyTurnover(turnover.add(adjustTurnover));
- } else if (OrderCoinsEntity.TRADETYPE_MARKETPRICE == matchOrder.getTradeType() && matchOrder.getOrderType() == OrderCoinsEntity.ORDERTYPE_BUY) {
+ //exchangeTrade.setBuyTurnover(turnover.add(adjustTurnover));
+ }
+ if (OrderCoinsEntity.TRADETYPE_MARKETPRICE == matchOrder.getTradeType() && matchOrder.getOrderType() == OrderCoinsEntity.ORDERTYPE_BUY) {
BigDecimal adjustTurnover = adjustMarketOrderTurnover(matchOrder, dealPrice);
- exchangeTrade.setBuyTurnover(turnover.add(adjustTurnover));
+ //exchangeTrade.setBuyTurnover(turnover.add(adjustTurnover));
+ }
+ // 判断两个单是否完成
+ if(matchOrder.getEntrustAmount()!=null &&matchOrder.getEntrustAmount().compareTo(BigDecimal.ZERO)>0 && matchOrder.getEntrustAmount().compareTo(matchOrder.getDealAmount())<=0){
+ matchOrder.setOrderStatus(OrderCoinsEntity.ORDERSTATUS_DONE);
+ }
+ if(matchOrder.getEntrustCnt()!=null &&matchOrder.getEntrustCnt().compareTo(BigDecimal.ZERO)>0 && matchOrder.getEntrustCnt().compareTo(matchOrder.getDealCnt())<=0){
+ matchOrder.setOrderStatus(OrderCoinsEntity.ORDERSTATUS_DONE);
+ }
+
+ if(focusedOrder.getEntrustAmount()!=null && focusedOrder.getEntrustAmount().compareTo(BigDecimal.ZERO)>0 && focusedOrder.getEntrustAmount().compareTo(focusedOrder.getDealAmount())<=0){
+ focusedOrder.setOrderStatus(OrderCoinsEntity.ORDERSTATUS_DONE);
+ }
+ if(focusedOrder.getEntrustCnt()!=null &&focusedOrder.getEntrustCnt().compareTo(BigDecimal.ZERO)>0 && focusedOrder.getEntrustCnt().compareTo(focusedOrder.getDealCnt())<=0){
+ focusedOrder.setOrderStatus(OrderCoinsEntity.ORDERSTATUS_DONE);
}
if (focusedOrder.getOrderType() == OrderCoinsEntity.ORDERTYPE_BUY) {
@@ -472,14 +496,10 @@
//orderCoinService.handleOrder(subTrades);
}
} else {
- trades.forEach(e -> {
- System.out.println(e);
- });
exchangeProducer.sendHandleTrade(JSON.toJSONString(trades));
//orderCoinService.handleOrder(trades);
// kafkaTemplate.send("exchange-trade", JSON.toJSONString(trades));
}
- // 更新最新K线 TODO
}
}
@@ -498,11 +518,11 @@
for (int index = 0; index < size; index += maxSize) {
int length = (size - index) > maxSize ? maxSize : size - index;
List<OrderCoinsEntity> subOrders = orders.subList(index, index + length);
- // TODO 通知订单完成
- //kafkaTemplate.send("exchange-order-completed", JSON.toJSONString(subOrders));
+ // 通知订单完成
+ exchangeProducer.sendCompleteMsg(JSON.toJSONString(subOrders));
}
} else {
- // kafkaTemplate.send("exchange-order-completed", JSON.toJSONString(orders));
+ exchangeProducer.sendCompleteMsg(JSON.toJSONString(orders));
}
}
}
@@ -513,7 +533,7 @@
* @param buyTradePlate sellTradePlate
*/
public void sendTradePlateMessage(TradePlate buyTradePlate, TradePlate sellTradePlate) {
- //防止并发引起数组越界，造成盘口倒挂 TODO
+ //防止并发引起数组越界，造成盘口倒挂
List<List<BigDecimal>> plate;
List<BigDecimal> plateItem;
TradePlateModel tradePlateModel = new TradePlateModel();
@@ -521,10 +541,10 @@
if (buyTradePlate != null && buyTradePlate.getItems() != null) {
plate = new ArrayList<>();
LinkedList<TradePlateItem> items = buyTradePlate.getItems();
- for (TradePlateItem item : items) {
+ for (int i = items.size() - 1; i >= 0; i--) {
plateItem = new ArrayList<>(2);
- BigDecimal price = item.getPrice();
- BigDecimal amount = item.getAmount();
+ BigDecimal price = items.get(i).getPrice();
+ BigDecimal amount = items.get(i).getAmount();
plateItem.add(price);
plateItem.add(amount);
plate.add(plateItem);
@@ -535,10 +555,10 @@
if (sellTradePlate != null && sellTradePlate.getItems() != null) {
plate = new ArrayList<>();
LinkedList<TradePlateItem> items = sellTradePlate.getItems();
- for (TradePlateItem item : items) {
+ for (int i = items.size() - 1; i >= 0; i--) {
plateItem = new ArrayList<>(2);
- BigDecimal price = item.getPrice();
- BigDecimal amount = item.getAmount();
+ BigDecimal price = items.get(i).getPrice();
+ BigDecimal amount = items.get(i).getAmount();
plateItem.add(price);
plateItem.add(amount);
plate.add(plateItem);
@@ -546,9 +566,50 @@
tradePlateModel.setSell(plate);
}
- // 盘口发生变化通知TODO
-
+ // 盘口发生变化通知
exchangeProducer.sendPlateMsg(JSON.toJSONString(tradePlateModel));
+ }
+
+ /**
+ * 发送盘口变化消息
+ *
+ * @param
+ */
+ public String sendTradePlateMessage() {
+ //防止并发引起数组越界，造成盘口倒挂
+ List<List<BigDecimal>> plate;
+ List<BigDecimal> plateItem;
+ TradePlateModel tradePlateModel = new TradePlateModel();
+ // 转换格式
+ if (buyTradePlate != null && buyTradePlate.getItems() != null) {
+ plate = new ArrayList<>();
+ LinkedList<TradePlateItem> items = buyTradePlate.getItems();
+ for (int i = items.size() - 1; i >= 0; i--) {
+ plateItem = new ArrayList<>(2);
+ BigDecimal price = items.get(i).getPrice();
+ BigDecimal amount = items.get(i).getAmount();
+ plateItem.add(price);
+ plateItem.add(amount);
+ plate.add(plateItem);
+ }
+ tradePlateModel.setBuy(plate);
+ }
+
+ if (sellTradePlate != null && sellTradePlate.getItems() != null) {
+ plate = new ArrayList<>();
+ LinkedList<TradePlateItem> items = sellTradePlate.getItems();
+ for (int i = items.size() - 1; i >= 0; i--) {
+ plateItem = new ArrayList<>(2);
+ BigDecimal price = items.get(i).getPrice();
+ BigDecimal amount = items.get(i).getAmount();
+ plateItem.add(price);
+ plateItem.add(amount);
+ plate.add(plateItem);
+ }
+ tradePlateModel.setSell(plate);
+ }
+
+ return JSON.toJSONString(tradePlateModel);
}
/**
@@ -558,7 +619,7 @@
* @return
*/
public OrderCoinsEntity cancelOrder(OrderCoinsEntity exchangeOrder) {
- logger.info("cancelOrder,orderId={}", exchangeOrder.getId());
+ //logger.info("cancelOrder,orderId={}", exchangeOrder.getId());
if (exchangeOrder.getTradeType() == OrderCoinsEntity.TRADETYPE_MARKETPRICE) {
//处理市价单
Iterator<OrderCoinsEntity> orderIterator;
@@ -752,11 +813,12 @@
return count;
}
- public OrderCoinService getOrderCoinService() {
- return orderCoinService;
+
+ public ExchangeProducer getExchangeProducer() {
+ return exchangeProducer;
}
- public void setOrderCoinService(OrderCoinService orderCoinService) {
- this.orderCoinService = orderCoinService;
+ public void setExchangeProducer(ExchangeProducer exchangeProducer) {
+ this.exchangeProducer = exchangeProducer;
}
}
--
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