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/utils/CalculateUtil.java | 170 ++++++++++++++++++++++++++++++++++++++++++++++++++++++--
1 files changed, 162 insertions(+), 8 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/utils/CalculateUtil.java b/src/main/java/com/xcong/excoin/utils/CalculateUtil.java
index 9eebe41..6ce033e 100644
--- a/src/main/java/com/xcong/excoin/utils/CalculateUtil.java
+++ b/src/main/java/com/xcong/excoin/utils/CalculateUtil.java
@@ -4,6 +4,7 @@
import cn.hutool.core.collection.CollUtil;
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.common.enumerates.RabbitPriceTypeEnum;
import com.xcong.excoin.common.exception.GlobalException;
@@ -14,6 +15,7 @@
import com.xcong.excoin.modules.member.entity.MemberEntity;
import com.xcong.excoin.modules.member.entity.MemberSettingEntity;
import com.xcong.excoin.modules.member.entity.MemberWalletContractEntity;
+import com.xcong.excoin.modules.platform.dao.TradeSettingDao;
import com.xcong.excoin.modules.platform.entity.PlatformTradeSettingEntity;
import com.xcong.excoin.rabbit.pricequeue.OrderModel;
import com.xcong.excoin.rabbit.producer.OrderProducer;
@@ -78,7 +80,7 @@
/**
* 全仓模式 -- 预估强平价
- * 开仓价 - (权益 - 其他币种成本)/当前币种成本 * (开仓价 * 杠杆)
+ * 开仓价 - (权益 - 其他币种成本)/当前币种成本 * (开仓价 * 1/杠杆)
*/
public static BigDecimal getForceSetPriceForWhole(String currentSymbol, @NotNull MemberEntity memberEntity) {
ContractHoldOrderDao holdOrderDao = SpringContextHolder.getBean(ContractHoldOrderDao.class);
@@ -95,8 +97,6 @@
for (String symbol : symbols) {
// 其他币种成本
BigDecimal totalBondAmount = BigDecimal.ZERO;
- // 当前币种手续费
- BigDecimal symbolFeeAmount = BigDecimal.ZERO;
// 当前币种保证金
BigDecimal symbolBondAmount = BigDecimal.ZERO;
@@ -114,8 +114,7 @@
if (holdOrderEntity.getOpeningType() == ContractHoldOrderEntity.OPENING_TYPE_MORE) {
isAloneLess = false;
}
- symbolFeeAmount = symbolFeeAmount.add(holdOrderEntity.getOpeningFeeAmount());
- symbolBondAmount = symbolBondAmount.add(bondAmount);
+ symbolBondAmount = symbolBondAmount.add(bondAmount.subtract(holdOrderEntity.getOpeningFeeAmount()));
if (openPrice.compareTo(BigDecimal.ZERO) == 0) {
openPrice = holdOrderEntity.getOpeningPrice();
@@ -130,8 +129,8 @@
}
// log.info("{}, {}, {}, {}, {}, {}", totalBondAmount, symbolBondAmount, symbolFeeAmount, openPrice, profitOrLoss, leverRatio);
- BigDecimal equity = walletContract.getTotalBalance().add(profitOrLoss);
- BigDecimal sub = equity.subtract(symbolFeeAmount).subtract(totalBondAmount);
+ BigDecimal equity = walletContract.getTotalBalance().add(profitOrLoss).subtract(walletContract.getFrozenBalance());
+ BigDecimal sub = equity.subtract(totalBondAmount);
// log.info("sub -- {}", sub);
if (sub.compareTo(symbolBondAmount) <= 0) {
BigDecimal multi = BigDecimal.valueOf(10);
@@ -164,7 +163,142 @@
return result;
}
- private static BigDecimal calProfitOrLoss(ContractHoldOrderEntity holdOrderEntity, MemberEntity memberEntity) {
+ /**
+ * 开仓价 +/- (权益 - 其他币种成本 - 当前币种维持保证金)/(规格*张数)
+ *
+ * @param memberEntity
+ * @param contractHoldOrderEntity
+ * @return
+ */
+ public static BigDecimal calForcePriceForWhole(MemberEntity memberEntity, ContractHoldOrderEntity contractHoldOrderEntity) {
+ ContractHoldOrderDao holdOrderDao = SpringContextHolder.getBean(ContractHoldOrderDao.class);
+ MemberWalletContractDao walletContractDao = SpringContextHolder.getBean(MemberWalletContractDao.class);
+
+ Long memberId = memberEntity.getId();
+ MemberWalletContractEntity walletContract = walletContractDao.findWalletContractByMemberIdAndSymbol(memberId, CoinTypeEnum.USDT.name());
+ List<ContractHoldOrderEntity> holdOrderEntities = holdOrderDao.selectHoldOrderListForWholeByMemberIdAndSymbol(memberId, null);
+ BigDecimal forcePrice = BigDecimal.ZERO;
+ if (CollUtil.isNotEmpty(holdOrderEntities)) {
+ BigDecimal totalBondAmount = BigDecimal.ZERO;
+ BigDecimal totalProfitOrLoss = BigDecimal.ZERO;
+ for (ContractHoldOrderEntity holdOrderEntity : holdOrderEntities) {
+ if (holdOrderEntity.getId().equals(contractHoldOrderEntity.getId())) {
+// totalBondAmount = totalBondAmount.add(holdOrderEntity.getHoldBond());
+ } else {
+ totalBondAmount = totalBondAmount.add(holdOrderEntity.getBondAmount());
+ }
+ totalProfitOrLoss = totalProfitOrLoss.add(calProfitOrLoss(holdOrderEntity, memberEntity));
+ }
+
+ BigDecimal divideChild = walletContract.getTotalBalance().subtract(totalBondAmount).add(totalProfitOrLoss);
+ BigDecimal divideParent = contractHoldOrderEntity.getSymbolSku().multiply(new BigDecimal(contractHoldOrderEntity.getSymbolCntSale()));
+
+ BigDecimal divide = divideChild.divide(divideParent, 8, BigDecimal.ROUND_DOWN);
+
+ if (ContractHoldOrderEntity.OPENING_TYPE_MORE == contractHoldOrderEntity.getOpeningType()) {
+ forcePrice = contractHoldOrderEntity.getOpeningPrice().subtract(divide);
+ } else {
+ forcePrice = contractHoldOrderEntity.getOpeningPrice().add(divide);
+ }
+ }
+ return forcePrice;
+ }
+
+ /**
+ * 多:
+ * (开仓价*数量*规格 - 其他币种保证金 - (总账户金额-维持保证金) - (权益 - 维持保证金)) / 数量*规格
+ * 空:
+ * (开仓价*数量*规格 - 其他币种保证金 + (总账户金额-维持保证金) + (权益 - 维持保证金)) / 数量*规格
+ *
+ * @param memberEntity
+ * @param contractHoldOrderEntity
+ * @return
+ */
+ public static BigDecimal calWholePriceTwo(MemberEntity memberEntity, ContractHoldOrderEntity contractHoldOrderEntity, int type) {
+ ContractHoldOrderDao holdOrderDao = SpringContextHolder.getBean(ContractHoldOrderDao.class);
+ MemberWalletContractDao walletContractDao = SpringContextHolder.getBean(MemberWalletContractDao.class);
+ CacheSettingUtils cacheSettingUtils = SpringContextHolder.getBean(CacheSettingUtils.class);
+ RedisUtils redisUtils = SpringContextHolder.getBean(RedisUtils.class);
+
+ Long memberId = memberEntity.getId();
+ MemberWalletContractEntity walletContract = walletContractDao.findWalletContractByMemberIdAndSymbol(memberId, CoinTypeEnum.USDT.name());
+ List<ContractHoldOrderEntity> holdOrderEntities = holdOrderDao.selectHoldOrderListForWholeByMemberIdAndSymbol(memberId, null);
+ BigDecimal forcePrice = BigDecimal.ZERO;
+ if (CollUtil.isNotEmpty(holdOrderEntities)) {
+ BigDecimal totalBondAmount = BigDecimal.ZERO;
+ BigDecimal totalProfitOrLoss = BigDecimal.ZERO;
+ for (ContractHoldOrderEntity holdOrderEntity : holdOrderEntities) {
+ if (holdOrderEntity.getId().equals(contractHoldOrderEntity.getId())) {
+// totalBondAmount = totalBondAmount.add(holdOrderEntity.getHoldBond());
+ } else {
+ totalBondAmount = totalBondAmount.add(holdOrderEntity.getBondAmount());
+ }
+
+
+ BigDecimal newPrice = new BigDecimal(redisUtils.getString(CoinTypeConvert.convertToKey(holdOrderEntity.getSymbol())));
+ if (type == 2) {
+ log.info("newPrice : {}", newPrice);
+ }
+ // 盈亏
+ BigDecimal rewardRatio = BigDecimal.ZERO;
+ // 开多
+ if (ContractHoldOrderEntity.OPENING_TYPE_MORE == holdOrderEntity.getOpeningType()) {
+ // (最新价-开仓价)*规格*张数
+ rewardRatio = newPrice.subtract(holdOrderEntity.getOpeningPrice()).multiply(holdOrderEntity.getSymbolSku()).multiply(new BigDecimal(holdOrderEntity.getSymbolCntSale()));
+ // 开空
+ } else {
+ // (开仓价-最新价)*规格*张数
+ rewardRatio = holdOrderEntity.getOpeningPrice().subtract(newPrice).multiply(holdOrderEntity.getSymbolSku()).multiply(new BigDecimal(holdOrderEntity.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()));
+ }
+ }
+
+ totalProfitOrLoss = totalProfitOrLoss.add(rewardRatio);
+ }
+
+ // 维持保证金
+ BigDecimal holdBond = contractHoldOrderEntity.getHoldBond();
+ // 成本 数量*面值*开仓价
+ BigDecimal cost = contractHoldOrderEntity.getSymbolSku().multiply(contractHoldOrderEntity.getOpeningPrice()).multiply(new BigDecimal(contractHoldOrderEntity.getSymbolCntSale()));
+ // 费率
+ BigDecimal ratio = contractHoldOrderEntity.getOpeningPrice().multiply(new BigDecimal("0.005"));
+ // 总账户 - 维持保证金
+ BigDecimal orderProfitOrLoss = walletContract.getTotalBalance().subtract(holdBond);
+ // 权益 - 维持保证金
+ BigDecimal qy = walletContract.getTotalBalance().add(totalProfitOrLoss).subtract(holdBond);
+// BigDecimal qy = BigDecimal.ZERO;
+
+ BigDecimal prefix = cost.subtract(totalBondAmount);
+ BigDecimal divideChild;
+ if (ContractHoldOrderEntity.OPENING_TYPE_MORE == contractHoldOrderEntity.getOpeningType()) {
+ divideChild = prefix.subtract(orderProfitOrLoss).subtract(qy);
+ } else {
+ divideChild = prefix.add(orderProfitOrLoss).add(qy);
+ }
+// BigDecimal divideChild = walletContract.getTotalBalance().add(totalProfitOrLoss).subtract(holdBond).subtract(cost).add(newPrice.multiply(new BigDecimal("0.005")));
+ BigDecimal divideParent = contractHoldOrderEntity.getSymbolSku().multiply(new BigDecimal(contractHoldOrderEntity.getSymbolCntSale()));
+
+ forcePrice = divideChild.divide(divideParent, 8, BigDecimal.ROUND_DOWN);
+ if (type == 2) {
+ log.info("=======全仓爆仓=======");
+ log.info("holdBond : {}", holdBond);
+ log.info("cost : {}", cost);
+ log.info("ratio : {}", ratio);
+ log.info("orderProfitOrLoss : {}", orderProfitOrLoss);
+ log.info("total : {}", walletContract.getTotalBalance());
+ log.info("totalProfitOrLoss : {}", totalProfitOrLoss);
+ log.info("qy : {}", qy);
+ }
+ }
+ return forcePrice;
+ }
+
+ public static BigDecimal calProfitOrLoss(ContractHoldOrderEntity holdOrderEntity, MemberEntity memberEntity) {
CacheSettingUtils cacheSettingUtils = SpringContextHolder.getBean(CacheSettingUtils.class);
RedisUtils redisUtils = SpringContextHolder.getBean(RedisUtils.class);
BigDecimal lotNumber = cacheSettingUtils.getSymbolSku(holdOrderEntity.getSymbol());
@@ -269,4 +403,24 @@
return profitOrLess;
}
+
+
+ /**
+ * 全仓模式下，维持保证金
+ * 维持保证金 = 持仓价值*维持保证金率= 面值*张数*开仓价格*维持保证金率
+ * @param contractHoldOrder
+ * @return
+ */
+ public static BigDecimal calMemberHoldBond(ContractHoldOrderEntity contractHoldOrder) {
+ TradeSettingDao tradeSettingDao = SpringContextHolder.getBean(TradeSettingDao.class);
+ RedisUtils redisUtils = SpringContextHolder.getBean(RedisUtils.class);
+ PlatformTradeSettingEntity tradeSetting = tradeSettingDao.findTradeSetting();
+ BigDecimal holdBondRatio = (BigDecimal) redisUtils.get(AppContants.HOLD_BOND_RATIO);
+ if (holdBondRatio == null) {
+ holdBondRatio = tradeSetting.getHoldBondRatio();
+ redisUtils.set(AppContants.HOLD_BOND_RATIO, tradeSetting.getHoldBondRatio());
+ }
+
+ return contractHoldOrder.getOpeningPrice().multiply(new BigDecimal(contractHoldOrder.getSymbolCntSale())).multiply(holdBondRatio.multiply(new BigDecimal(100))).multiply(contractHoldOrder.getSymbolSku()).divide(new BigDecimal(contractHoldOrder.getLeverRatio()), 8, BigDecimal.ROUND_DOWN);
+ }
}
--
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