From d23645e976981bc9b670eea1d469fe8a36be309c Mon Sep 17 00:00:00 2001
From: KKSU <15274802129@163.com>
Date: Wed, 17 Apr 2024 17:19:53 +0800
Subject: [PATCH] 55测试环境
---
src/main/java/com/xcong/excoin/rabbit/pricequeue/WebsocketPriceService.java | 313 ++++++++++++++++++++++++++++++++++++++++-----------
1 files changed, 245 insertions(+), 68 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 7282d61..d31f6f0 100644
--- a/src/main/java/com/xcong/excoin/rabbit/pricequeue/WebsocketPriceService.java
+++ b/src/main/java/com/xcong/excoin/rabbit/pricequeue/WebsocketPriceService.java
@@ -1,28 +1,56 @@
package com.xcong.excoin.rabbit.pricequeue;
+import cn.hutool.core.collection.CollUtil;
+import cn.hutool.core.map.MapUtil;
+import cn.hutool.core.util.StrUtil;
import com.alibaba.fastjson.JSONObject;
+import com.xcong.excoin.common.contants.AppContants;
+import com.xcong.excoin.common.enumerates.CoinTypeEnum;
+import com.xcong.excoin.modules.contract.dao.ContractHoldOrderDao;
+import com.xcong.excoin.modules.contract.entity.ContractHoldOrderEntity;
+import com.xcong.excoin.modules.member.dao.MemberDao;
+import com.xcong.excoin.modules.member.dao.MemberWalletContractDao;
+import com.xcong.excoin.modules.member.entity.MemberEntity;
+import com.xcong.excoin.modules.member.entity.MemberWalletContractEntity;
+import com.xcong.excoin.modules.platform.entity.PlatformTradeSettingEntity;
+import com.xcong.excoin.rabbit.pricequeue.whole.HoldOrderDataModel;
+import com.xcong.excoin.rabbit.pricequeue.whole.WholeDataQueue;
+import com.xcong.excoin.rabbit.pricequeue.whole.WholePriceDataModel;
import com.xcong.excoin.rabbit.producer.OrderProducer;
+import com.xcong.excoin.utils.*;
+import lombok.extern.slf4j.Slf4j;
import org.apache.commons.collections.CollectionUtils;
import org.springframework.beans.factory.annotation.Autowired;
import org.springframework.stereotype.Component;
+import org.springframework.transaction.annotation.Transactional;
-import java.util.ArrayList;
-import java.util.Date;
-import java.util.List;
-import java.util.Map;
+import javax.annotation.Resource;
+import java.math.BigDecimal;
+import java.util.*;
import java.util.concurrent.PriorityBlockingQueue;
+@Slf4j
@Component
public class WebsocketPriceService {
@Autowired
OrderProducer orderProducer;
+ @Resource
+ private RedisUtils redisUtils;
+ @Resource
+ private ContractHoldOrderDao contractHoldOrderDao;
+ @Resource
+ private MemberDao memberDao;
+ @Resource
+ private MemberWalletContractDao memberWalletContractDao;
+ @Resource
+ private CacheSettingUtils cacheSettingUtils;
/**
* @param symbol
* @param price
*/
- public void comparePriceAsc(String symbol, String price) {
+ public void comparePriceAsc(String symbol, String price) {
// 比较价格 正序的 最小元素在头部 开多止盈 开空止损等
PriorityBlockingQueue<AscBigDecimal> queue = PricePriorityQueue.getQueueAsc(symbol);
// 最小的
@@ -33,20 +61,20 @@
// 找到所有比当前价格大的 是需要操作的
if (b != null && b.compareTo(now) <= 0) {
// 可以操作
- System.out.println("当前价格:" + price + "---正序---" + "队列价格:" + b.getValue().toPlainString()+" time:"+new Date());
+ System.out.println("当前价格:" + price + "---正序---" + "队列价格:" + b.getValue().toPlainString() + " time:" + new Date());
while (queue.peek() != null && queue.peek().compareTo(now) <= 0) {
// 可以发送消息操作
list.add(queue.remove());
}
}
- if(CollectionUtils.isNotEmpty(list)){
- dealAscPriceOrderAndSenMq(list,symbol);
+ if (CollectionUtils.isNotEmpty(list)) {
+ dealAscPriceOrderAndSenMq(list, symbol);
}
-
+
}
- public void comparePriceDesc(String symbol, String price) {
+ public void comparePriceDesc(String symbol, String price) {
// 比较价格 倒叙的 开多止损 开空止盈
PriorityBlockingQueue<DescBigDecimal> queue = PricePriorityQueue.getQueueDesc(symbol);
// 最大价格
@@ -58,17 +86,31 @@
// 即最大的币当前价大 那么需要开多止损
if (b != null && b.compareTo(now) <= 0) {
// 可以操作
- System.out.println("当前价格:" + price + "---倒序操作---" + "队列:" + b.getValue().toPlainString()+" time:"+new Date());
+ System.out.println("当前价格:" + price + "---倒序操作---" + "队列:" + b.getValue().toPlainString() + " time:" + new Date());
while (queue.peek() != null && queue.peek().compareTo(now) <= 0) {
// 可以发送消息操作
list.add(queue.remove());
+ log.info("#{}#", JSONObject.toJSONString(list));
}
}
- if(CollectionUtils.isNotEmpty(list)){
- dealDescPriceOrderAndSenMq(list,symbol);
+ if (CollectionUtils.isNotEmpty(list)) {
+ dealDescPriceOrderAndSenMq(list, symbol);
}
+ }
+
+ 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
@@ -82,68 +124,78 @@
// 根据价格查询到对应的订单
for (AscBigDecimal asc : list) {
String key = asc.getValue().toPlainString();
- if(orderMap.containsKey(key)){
+ assert orderMap != null;
+ log.info("----->->{}, --> {}", JSONObject.toJSONString(orderMap), key);
+ if (orderMap.containsKey(key)) {
orderModelList.addAll(orderMap.get(key));
orderMap.remove(key);
}
}
-
- if(CollectionUtils.isEmpty(orderModelList)){
+ log.info("------>{}", JSONObject.toJSONString(orderModelList));
+ if (CollectionUtils.isEmpty(orderModelList)) {
return;
}
- System.out.println("本次执行的列表ASC");
- System.out.println(JSONObject.toJSONString(orderModelList));
+ log.info("本次执行的列表ASC");
// 根据订单的类型发送消息
// 3:开空 7:爆仓平空
// 9:止盈平多 12：止损平空
for (OrderModel model : orderModelList) {
- List<OrderModel> kkzsList = null;
- List<OrderModel> kdzyList = null;
- List<OrderModel> bcList = null;
- List<OrderModel> wtkkList = null;
+ /*
+ 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
+ List<OrderModel> kdzyList = new ArrayList<OrderModel>();
+ // 爆仓平空
+ List<OrderModel> bcList = new ArrayList<OrderModel>();
+ // 开空
+ List<OrderModel> wtkkList = new ArrayList<OrderModel>();
+ // 委托平多
+ List<OrderModel> wtpdList = new ArrayList<>();
switch (model.getType()) {
case 3:
- if (wtkkList == null) {
- wtkkList = new ArrayList<OrderModel>();
- }
wtkkList.add(model);
break;
+ case 4:
+ wtpdList.add(model);
+ break;
case 7:
- if (bcList == null) {
- bcList = new ArrayList<OrderModel>();
- }
bcList.add(model);
break;
case 9:
- if (kdzyList == null) {
- kdzyList = new ArrayList<OrderModel>();
- }
kdzyList.add(model);
break;
case 12:
- if (kkzsList == null) {
- kkzsList = new ArrayList<OrderModel>();
- }
kkzsList.add(model);
+ break;
+ default:
+ log.info("#price-service unknown type#");
break;
}
// 发送消息
- if(CollectionUtils.isNotEmpty(kkzsList)){
- String kkzs= JSONObject.toJSONString(kkzsList);
+ if (CollectionUtils.isNotEmpty(kkzsList)) {
+ String kkzs = JSONObject.toJSONString(kkzsList);
orderProducer.sendLessLoss(kkzs);
}
- if(CollectionUtils.isNotEmpty(kdzyList)){
- String kdzy = JSONObject.toJSONString(kdzyList);
+ if (CollectionUtils.isNotEmpty(kdzyList)) {
+ String kdzy = JSONObject.toJSONString(kdzyList);
orderProducer.sendMorePro(kdzy);
}
- if(CollectionUtils.isNotEmpty(bcList)){
+ if (CollectionUtils.isNotEmpty(bcList)) {
orderProducer.sendCoinout(JSONObject.toJSONString(bcList));
}
- if(CollectionUtils.isNotEmpty(wtkkList)){
+ if (CollectionUtils.isNotEmpty(wtkkList)) {
orderProducer.sendLimit(JSONObject.toJSONString(wtkkList));
-
+ }
+ if (CollectionUtils.isNotEmpty(wtpdList)) {
+ orderProducer.sendLimitClose(JSONObject.toJSONString(wtpdList));
}
}
}
@@ -159,71 +211,196 @@
// 根据价格查询到对应的订单
for (DescBigDecimal desc : list) {
String key = desc.getValue().toPlainString();
- if(orderMap.containsKey(key)){
+ assert orderMap != null;
+ log.info("----->->{}, --> {}", JSONObject.toJSONString(orderMap), key);
+ if (orderMap.containsKey(key)) {
orderModelList.addAll(orderMap.get(key));
orderMap.remove(key);
}
}
- if(CollectionUtils.isEmpty(orderModelList)){
+ if (CollectionUtils.isEmpty(orderModelList)) {
return;
}
- System.out.println("本次执行的列表Desc");
- System.out.println(JSONObject.toJSONString(orderModelList));
+ log.info("本次执行的列表Desc");
// 根据订单的类型发送消息
// 2：开多6:爆仓平多
// 10：止盈平空11：止损平多
for (OrderModel model : orderModelList) {
- List<OrderModel> kkzyList = null;
- List<OrderModel> kdzsList = null;
- List<OrderModel> bcList = null;
- List<OrderModel> wtkdList = null;
+ /*
+ 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
+ List<OrderModel> kdzsList = new ArrayList<OrderModel>();
+ // 爆仓
+ List<OrderModel> bcList = new ArrayList<OrderModel>();
+ // 开多委托
+ List<OrderModel> wtkdList = new ArrayList<OrderModel>();
+ // 委托平空
+ List<OrderModel> wtpkList = new ArrayList<>();
switch (model.getType()) {
case 2:
- if (wtkdList == null) {
- wtkdList = new ArrayList<OrderModel>();
- }
wtkdList.add(model);
break;
+ case 5:
+ wtpkList.add(model);
+ break;
case 6:
- if (bcList == null) {
- bcList = new ArrayList<OrderModel>();
- }
bcList.add(model);
break;
case 10:
- if (kkzyList == null) {
- kkzyList = new ArrayList<OrderModel>();
- }
kkzyList.add(model);
break;
case 11:
- if (kdzsList == null) {
- kdzsList = new ArrayList<OrderModel>();
- }
kdzsList.add(model);
+ break;
+ default:
break;
}
// 发送消息
- if(CollectionUtils.isNotEmpty(kkzyList)){
- String kkzy= JSONObject.toJSONString(kkzyList);
+ if (CollectionUtils.isNotEmpty(kkzyList)) {
+ String kkzy = JSONObject.toJSONString(kkzyList);
orderProducer.sendLessPro(kkzy);
}
- if(CollectionUtils.isNotEmpty(kdzsList)){
- String kdzs = JSONObject.toJSONString(kdzsList);
+ if (CollectionUtils.isNotEmpty(kdzsList)) {
+ String kdzs = JSONObject.toJSONString(kdzsList);
orderProducer.sendMoreLoss(kdzs);
}
- if(CollectionUtils.isNotEmpty(bcList)){
+ if (CollectionUtils.isNotEmpty(bcList)) {
orderProducer.sendCoinout(JSONObject.toJSONString(bcList));
}
- if(CollectionUtils.isNotEmpty(wtkdList)){
+ if (CollectionUtils.isNotEmpty(wtkdList)) {
orderProducer.sendLimit(JSONObject.toJSONString(wtkdList));
-
+ }
+ if (CollectionUtils.isNotEmpty(wtpkList)) {
+ orderProducer.sendLimitClose(JSONObject.toJSONString(wtpkList));
}
}
}
}
+ public void wholeBomb() {
+ redisUtils.set("whole_bomb_execute", 1, 30);
+ Map<String, WholePriceDataModel> dataModelMap = WholeDataQueue.MAP;
+ if (CollUtil.isEmpty(dataModelMap)) {
+ return;
+ }
+
+ for (Map.Entry<String, WholePriceDataModel> entry : dataModelMap.entrySet()) {
+ WholePriceDataModel wholePriceData = entry.getValue();
+ List<HoldOrderDataModel> list = wholePriceData.getList();
+
+ if (CollUtil.isNotEmpty(list)) {
+ BigDecimal totalProfitOrLoss = BigDecimal.ZERO;
+
+ MemberEntity memberEntity = memberDao.selectById(Long.parseLong(entry.getKey()));
+ Map<String, BigDecimal> prices = new HashMap<>();
+ for (HoldOrderDataModel holdOrderData : list) {
+ String price = redisUtils.getString(CoinTypeConvert.convertToKey(holdOrderData.getSymbol()));
+ BigDecimal newPrice = new BigDecimal(price);
+// BigDecimal newPrice = new BigDecimal("29958.46627789");
+
+ BigDecimal rewardRatio = null;
+ if (ContractHoldOrderEntity.OPENING_TYPE_MORE == holdOrderData.getOpeningType()) {
+ // (最新价-开仓价)*规格*张数
+ rewardRatio = newPrice.subtract(holdOrderData.getOpeningPrice()).multiply(holdOrderData.getSymbolSku()).multiply(new BigDecimal(holdOrderData.getSymbolCntSale()));
+ // 开空
+ } else {
+ // (开仓价-最新价)*规格*张数
+ rewardRatio = holdOrderData.getOpeningPrice().subtract(newPrice).multiply(holdOrderData.getSymbolSku()).multiply(new BigDecimal(holdOrderData.getSymbolCntSale()));
+ }
+
+ if (memberEntity.getIsProfit() == MemberEntity.IS_PROFIT_Y) {
+ PlatformTradeSettingEntity tradeSettingEntity = cacheSettingUtils.getTradeSetting();
+ if (rewardRatio.compareTo(BigDecimal.ZERO) > -1) {
+ rewardRatio = rewardRatio.multiply(BigDecimal.ONE.subtract(tradeSettingEntity.getProfitParam()));
+ } else {
+// rewardRatio = rewardRatio.multiply(BigDecimal.ONE.add(tradeSettingEntity.getProfitParam()));
+ }
+ }
+
+ holdOrderData.setRewardAmount(rewardRatio);
+ holdOrderData.setClosingPrice(newPrice);
+ totalProfitOrLoss = totalProfitOrLoss.add(rewardRatio).setScale(8, BigDecimal.ROUND_DOWN);
+ prices.put(holdOrderData.getSymbol(), newPrice);
+ }
+
+ BigDecimal holdBond = wholePriceData.getHoldBond();
+ BigDecimal balance = wholePriceData.getBalance();
+ if (balance.add(totalProfitOrLoss).compareTo(holdBond) > 0) {
+ continue;
+ }
+
+ log.info("过来过来");
+ synchronized(this) {
+ log.info("爆仓啥的:{}", entry.getKey());
+ boolean b = redisUtils.setNotExist(AppContants.WHOLE_BOMB_PREFIX + entry.getKey(), 1, 5);
+ if (b) {
+ dataModelMap.remove(entry.getKey());
+ wholePriceData.setEquity(wholePriceData.getBalance().add(totalProfitOrLoss));
+ redisUtils.set(AppContants.WHOLE_BOMB_MAP, JSONObject.toJSONString(dataModelMap));
+ log.info("全仓爆仓触发:{}", JSONObject.toJSONString(wholePriceData));
+ wholePriceData.setPrices(prices);
+ contractHoldOrderDao.updateMemberAllHoldOrderClosingStatus(wholePriceData.getMemberId());
+ orderProducer.sendWholeBomb(JSONObject.toJSONString(wholePriceData));
+ }
+ }
+ }
+ }
+ }
+
+
+ public void wholeBomb(String symbol, String price) {
+ List<Long> memberIds = contractHoldOrderDao.selectMemberHasWholeOrder();
+ CacheSettingUtils cacheSettingUtils = SpringContextHolder.getBean(CacheSettingUtils.class);
+
+ if (CollUtil.isNotEmpty(memberIds)) {
+ for (Long memberId : memberIds) {
+ List<ContractHoldOrderEntity> holdOrderEntities = contractHoldOrderDao.selectHoldOrderListByMemberId(memberId);
+ MemberEntity memberEntity = memberDao.selectById(memberId);
+
+ if (CollUtil.isNotEmpty(holdOrderEntities)) {
+ BigDecimal totalProfitOrLess = BigDecimal.ZERO;
+ Map<String, Object> priceMap = new HashMap<>();
+ for (ContractHoldOrderEntity holdOrderEntity : holdOrderEntities) {
+ String currentPrice = redisUtils.getString(CoinTypeConvert.convertToKey(holdOrderEntity.getSymbol()));
+ priceMap.put(holdOrderEntity.getSymbol(), currentPrice);
+
+ BigDecimal lotNumber = cacheSettingUtils.getSymbolSku(holdOrderEntity.getSymbol());
+ BigDecimal profitOrLess = CalculateUtil.calOrderProfitOrLess(holdOrderEntity.getOpeningType(), new BigDecimal(currentPrice), holdOrderEntity.getOpeningPrice(), lotNumber, holdOrderEntity.getSymbolCntSale(), memberEntity.getIsProfit());
+ totalProfitOrLess = totalProfitOrLess.add(profitOrLess);
+ }
+ MemberWalletContractEntity wallet = memberWalletContractDao.findWalletContractByMemberIdAndSymbol(memberId, CoinTypeEnum.USDT.name());
+
+ BigDecimal sub = wallet.getTotalBalance().add(totalProfitOrLess);
+ BigDecimal target = wallet.getTotalBalance().multiply(BigDecimal.valueOf(0.01));
+// log.info("sub : {}, target : {}", sub, target);
+ if (sub.compareTo(target) <= 0) {
+ List<OrderModel> list = new ArrayList<>();
+ OrderModel orderModel = new OrderModel(null, 0, price, symbol, memberId);
+ list.add(orderModel);
+ String content = JSONObject.toJSONString(list);
+
+ String key = AppContants.WHOLE_BOMB_PREFIX + memberId;
+ Map<Object, Object> value = redisUtils.hmget(key);
+ if (MapUtil.isEmpty(value)) {
+ log.info("priceMap -- {}", priceMap);
+ orderProducer.sendWholeBomb(content);
+ contractHoldOrderDao.updateMemberAllHoldOrderClosingStatus(memberId);
+
+ redisUtils.hmset(key, priceMap);
+ }
+ }
+ }
+ }
+ }
+ }
}
--
Gitblit v1.9.1