From c914a8a5537830137a9d662bcfe4696fb386f02c Mon Sep 17 00:00:00 2001
From: Helius <wangdoubleone@gmail.com>
Date: Tue, 08 Sep 2020 18:55:21 +0800
Subject: [PATCH] modify
---
src/main/java/com/xcong/excoin/utils/CalculateUtil.java | 158 ++++++++++++++++++++++++++++++++++++++++++++++++++--
1 files changed, 151 insertions(+), 7 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/utils/CalculateUtil.java b/src/main/java/com/xcong/excoin/utils/CalculateUtil.java
index a25ac4f..2a1c7b3 100644
--- a/src/main/java/com/xcong/excoin/utils/CalculateUtil.java
+++ b/src/main/java/com/xcong/excoin/utils/CalculateUtil.java
@@ -1,18 +1,28 @@
package com.xcong.excoin.utils;
+import cn.hutool.core.collection.CollUtil;
+import cn.hutool.core.util.StrUtil;
+import com.alibaba.fastjson.JSONObject;
+import com.xcong.excoin.common.enumerates.CoinTypeEnum;
+import com.xcong.excoin.common.enumerates.RabbitPriceTypeEnum;
import com.xcong.excoin.common.exception.GlobalException;
-import com.xcong.excoin.common.response.Result;
import com.xcong.excoin.modules.contract.dao.ContractHoldOrderDao;
import com.xcong.excoin.modules.contract.entity.ContractHoldOrderEntity;
import com.xcong.excoin.modules.member.dao.MemberWalletContractDao;
import com.xcong.excoin.modules.member.dao.MemberSettingDao;
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.entity.PlatformTradeSettingEntity;
+import com.xcong.excoin.rabbit.pricequeue.OrderModel;
+import com.xcong.excoin.rabbit.producer.OrderProducer;
import lombok.extern.slf4j.Slf4j;
+import javax.validation.constraints.NotNull;
import java.math.BigDecimal;
+import java.math.RoundingMode;
+import java.util.List;
/**
* @author helius
@@ -74,16 +84,125 @@
/**
* 全仓模式 -- 预估强平价
- * 面值*(多单张数*多单开仓价-空单张数*空单开仓价)-余额-已实现盈亏 / 面值*(多单张数-空单张数)-(维持保证金率+TAKER手续费)*面值*(开多张数+开空张数)
- *
- * @return
+ * 开仓价 - (权益 - 其他币种成本)/当前币种成本 * (开仓价 * 杠杆)
*/
- public static BigDecimal getForceSetPriceForWhole(MemberEntity memberEntity) {
+ public static BigDecimal getForceSetPriceForWhole(String currentSymbol, @NotNull MemberEntity memberEntity) {
ContractHoldOrderDao holdOrderDao = SpringContextHolder.getBean(ContractHoldOrderDao.class);
MemberWalletContractDao walletContractDao = SpringContextHolder.getBean(MemberWalletContractDao.class);
- CacheSettingUtils cacheSettingUtils = SpringContextHolder.getBean(CacheSettingUtils.class);
- return null;
+
+ Long memberId = memberEntity.getId();
+ MemberWalletContractEntity walletContract = walletContractDao.findWalletContractByMemberIdAndSymbol(memberId, CoinTypeEnum.USDT.name());
+ List<ContractHoldOrderEntity> holdOrderEntities = holdOrderDao.selectHoldOrderListForWholeByMemberIdAndSymbol(memberId, null);
+ List<String> symbols = holdOrderDao.selectWholeHoldOrderSymbolsByMemberId(memberId);
+
+ BigDecimal result = BigDecimal.ZERO;
+ if (CollUtil.isNotEmpty(holdOrderEntities)) {
+
+ 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;
+
+ // 开仓均价
+ BigDecimal openPrice = BigDecimal.ZERO;
+ // 总盈亏
+ BigDecimal profitOrLoss = BigDecimal.ZERO;
+ // 杠杆
+ int leverRatio = 0;
+ boolean isAloneLess = true;
+ for (ContractHoldOrderEntity holdOrderEntity : holdOrderEntities) {
+ BigDecimal bondAmount = holdOrderEntity.getBondAmount().subtract(holdOrderEntity.getOpeningFeeAmount());
+
+ if (symbol.equalsIgnoreCase(holdOrderEntity.getSymbol())) {
+ if (holdOrderEntity.getOpeningType() == ContractHoldOrderEntity.OPENING_TYPE_MORE) {
+ isAloneLess = false;
+ }
+ symbolFeeAmount = symbolFeeAmount.add(holdOrderEntity.getOpeningFeeAmount());
+ symbolBondAmount = symbolBondAmount.add(bondAmount);
+
+ if (openPrice.compareTo(BigDecimal.ZERO) == 0) {
+ openPrice = holdOrderEntity.getOpeningPrice();
+ } else {
+ openPrice = openPrice.add(holdOrderEntity.getOpeningPrice()).divide(BigDecimal.valueOf(2), 8, BigDecimal.ROUND_DOWN);
+ }
+ leverRatio = holdOrderEntity.getLeverRatio();
+ } else {
+ totalBondAmount = totalBondAmount.add(holdOrderEntity.getBondAmount());
+ }
+ profitOrLoss = profitOrLoss.add(calProfitOrLoss(holdOrderEntity, memberEntity));
+ }
+
+// log.info("{}, {}, {}, {}, {}, {}", totalBondAmount, symbolBondAmount, symbolFeeAmount, openPrice, profitOrLoss, leverRatio);
+ BigDecimal sub = walletContract.getTotalBalance().add(profitOrLoss).subtract(symbolFeeAmount).subtract(totalBondAmount);
+// log.info("sub -- {}", sub);
+ BigDecimal divide = sub.abs().divide(symbolBondAmount, 8, BigDecimal.ROUND_DOWN);
+// log.info("divide -- {}", divide);
+ BigDecimal divide2 = openPrice.divide(BigDecimal.valueOf(leverRatio), 8, BigDecimal.ROUND_DOWN);
+// log.info("divide2 -- {}", divide2);
+
+ BigDecimal forcePrice = BigDecimal.ZERO;
+ if (isAloneLess) {
+ forcePrice = openPrice.add(divide.multiply(divide2));
+ } else {
+ forcePrice = openPrice.subtract(divide.multiply(divide2));
+ }
+// log.info("forcePrice -- {}", forcePrice);
+ if (StrUtil.isBlank(currentSymbol)) {
+ holdOrderDao.updateForcePriceBySymbolAndMemberId(forcePrice, memberId, symbol);
+ }
+
+ if (symbol.equalsIgnoreCase(currentSymbol)) {
+ result = forcePrice;
+ }
+ }
+ }
+
+ return result;
}
+
+ private 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());
+ BigDecimal newPrice = new BigDecimal(redisUtils.getString(CoinTypeConvert.convertToKey(holdOrderEntity.getSymbol())));
+
+ // 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(lotNumber).multiply(new BigDecimal(holdOrderEntity.getSymbolCntSale()));
+ // 开空
+ } else {
+ // (开仓价-最新价)*规格*张数
+ rewardRatio = holdOrderEntity.getOpeningPrice().subtract(newPrice).multiply(lotNumber).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()));
+ }
+ }
+
+ return rewardRatio;
+ }
+
+ private static void sendOrderBombMsg(Long id, int type, BigDecimal forceClosingPrice, String symbol, int operateNo, Long memberId) {
+ OrderModel model = null;
+ // 开多
+ if (ContractHoldOrderEntity.OPENING_TYPE_MORE == type) {
+ model = new OrderModel(id, RabbitPriceTypeEnum.CLOSE_MORE_BOMB.getValue(), forceClosingPrice.setScale(8, RoundingMode.HALF_UP).toPlainString(), symbol, operateNo, memberId);
+ // 开空
+ } else {
+ model = new OrderModel(id, RabbitPriceTypeEnum.CLOSE_LESS_BOMB.getValue(), forceClosingPrice.setScale(8, RoundingMode.HALF_UP).toPlainString(), symbol, operateNo, memberId);
+ }
+ SpringContextHolder.getBean(OrderProducer.class).sendPriceOperate(JSONObject.toJSONString(model));
+ }
+
/**
* 计算开仓价
@@ -124,4 +243,29 @@
.multiply(feeRatio.divide(new BigDecimal(100)))
.setScale(8, BigDecimal.ROUND_DOWN);
}
+
+ public static BigDecimal calOrderProfitOrLess(int type, BigDecimal newPrice, BigDecimal openPrice, BigDecimal lotNumber, int symbolCnt, int isProfit) {
+ CacheSettingUtils cacheSettingUtils = SpringContextHolder.getBean(CacheSettingUtils.class);
+
+ PlatformTradeSettingEntity tradeSetting = cacheSettingUtils.getTradeSetting();
+ // 单个订单盈利
+ BigDecimal profitOrLess = BigDecimal.ZERO;
+ // 开多
+ if (ContractHoldOrderEntity.OPENING_TYPE_MORE == type) {
+ profitOrLess = newPrice.subtract(openPrice).multiply(new BigDecimal(symbolCnt)).multiply(lotNumber);
+ // 开空
+ } else {
+ profitOrLess = openPrice.subtract(newPrice).multiply(new BigDecimal(symbolCnt)).multiply(lotNumber);
+ }
+
+ if (MemberEntity.IS_PROFIT_Y == isProfit) {
+ if (profitOrLess.compareTo(BigDecimal.ZERO) > 0) {
+ profitOrLess = profitOrLess.multiply(BigDecimal.ONE.subtract(tradeSetting.getForceParam()));
+ } else {
+ profitOrLess = profitOrLess.multiply(BigDecimal.ONE.add(tradeSetting.getForceParam()));
+ }
+ }
+
+ return profitOrLess;
+ }
}
--
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