From d0a348c1716c19a671d21563232ebcf596f607d0 Mon Sep 17 00:00:00 2001
From: Helius <wangdoubleone@gmail.com>
Date: Wed, 28 Oct 2020 18:06:51 +0800
Subject: [PATCH] modify
---
src/main/java/com/xcong/excoin/trade/CoinTrader.java | 76 +++++++++++++++++++------------------
1 files changed, 39 insertions(+), 37 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/trade/CoinTrader.java b/src/main/java/com/xcong/excoin/trade/CoinTrader.java
index fc4a8fc..8ab6f28 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;
@@ -37,8 +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;
@@ -140,9 +137,16 @@
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;
@@ -254,7 +258,6 @@
while (iterator.hasNext()) {
OrderCoinsEntity matchOrder = iterator.next();
ExchangeTrade trade = processMatch(focusedOrder, matchOrder);
- logger.info(">>>>>" + trade);
if (trade != null) {
exchangeTrades.add(trade);
}
@@ -307,7 +310,7 @@
if (trade != null) {
exchangeTrades.add(trade);
}
- //判断匹配单是否完成 TODO
+ //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
orderIterator.remove();
@@ -327,8 +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
@@ -349,7 +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);
@@ -420,17 +426,17 @@
focusedOrder.setDealAmount(focusedOrder.getDealAmount().add(turnover));
// 判断两个单是否完成
- if(matchOrder.getEntrustAmount()!=null && matchOrder.getEntrustAmount().compareTo(matchOrder.getDealAmount())<=0){
+ 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(matchOrder.getDealCnt())<=0){
+ 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(focusedOrder.getDealAmount())<=0){
+ 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(focusedOrder.getDealCnt())<=0){
+ if(focusedOrder.getEntrustCnt()!=null &&focusedOrder.getEntrustCnt().compareTo(BigDecimal.ZERO)>0 && focusedOrder.getEntrustCnt().compareTo(focusedOrder.getDealCnt())<=0){
focusedOrder.setOrderStatus(OrderCoinsEntity.ORDERSTATUS_DONE);
}
@@ -493,7 +499,6 @@
//orderCoinService.handleOrder(trades);
// kafkaTemplate.send("exchange-trade", JSON.toJSONString(trades));
}
- // 更新最新K线 TODO
}
}
@@ -512,11 +517,11 @@
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));
}
}
}
@@ -527,7 +532,7 @@
* @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();
@@ -535,10 +540,10 @@
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);
@@ -549,10 +554,10 @@
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);
@@ -560,8 +565,7 @@
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));
}
@@ -571,7 +575,7 @@
* @param
*/
public String sendTradePlateMessage() {
- //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();
@@ -579,10 +583,10 @@
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);
@@ -593,10 +597,10 @@
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);
@@ -604,9 +608,7 @@
tradePlateModel.setSell(plate);
}
- // 盘口发生变化通知TODO
return JSON.toJSONString(tradePlateModel);
- //exchangeProducer.sendPlateMsg(JSON.toJSONString(tradePlateModel));
}
/**
--
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