From eee4a9fdb1e87d25b39d9c08a7b43b09642df5ad Mon Sep 17 00:00:00 2001
From: Helius <wangdoubleone@gmail.com>
Date: Wed, 19 Aug 2020 15:19:20 +0800
Subject: [PATCH] finish closing order
---
src/main/java/com/xcong/excoin/utils/CalculateUtil.java | 247 ++++++++++++++++++++++++++++++++++++++++--------
1 files changed, 204 insertions(+), 43 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/utils/CalculateUtil.java b/src/main/java/com/xcong/excoin/utils/CalculateUtil.java
index 0551a28..841beee 100644
--- a/src/main/java/com/xcong/excoin/utils/CalculateUtil.java
+++ b/src/main/java/com/xcong/excoin/utils/CalculateUtil.java
@@ -1,48 +1,209 @@
-package com.kebex.common;
+package com.xcong.excoin.utils;
+
+import cn.hutool.core.collection.CollUtil;
+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.ArrayList;
+import java.util.List;
-import com.kebex.app.entity.member.Member;
-import com.kebex.app.entity.trade.TradeSetting;
-import com.kebex.common.cache.TradeSettingCache;
+/**
+ * @author helius
+ */
+@Slf4j
+public class CalculateUtil {
-public class CaculateUtil {
-
- /**
- * 计算预估强平价
- *
- * @param prePrice 保证金
- * @param openPrice 开仓价
- * @param symbolSkuNumber 张数
- * @param lotNumber 规格
- * @param type 1:买多2：卖空
- * @return
- */
- public static BigDecimal getForceSetPrice(Double prePrice, Double openPrice, Long symbolSkuNumber, BigDecimal lotNumber,
- int type,Member member) {
- TradeSettingCache tradeSettingCache = WebUtil.getApplicationContext().getBean(TradeSettingCache.class);
- BigDecimal forcePrice = BigDecimal.ZERO;
- if (type == 2) {//卖空
- forcePrice = new BigDecimal(prePrice)
- .divide(new BigDecimal(symbolSkuNumber).multiply(lotNumber),8,BigDecimal.ROUND_DOWN)
- .add(new BigDecimal(openPrice));
- if(member.getIsProfit() == 1) {
- TradeSetting tradeSetting = tradeSettingCache.getTradeSetting();
- //预估强平价 = 预估强平价-预估强平价*系数
- forcePrice = forcePrice.subtract(forcePrice.multiply(new BigDecimal(tradeSetting.getForceParam())));
- }
- } else {//开多
- forcePrice = new BigDecimal(openPrice).subtract(new BigDecimal(prePrice)
- .divide(new BigDecimal(symbolSkuNumber).multiply(lotNumber),8,BigDecimal.ROUND_DOWN));
- if(member.getIsProfit() == 1) {
- TradeSetting tradeSetting = tradeSettingCache.getTradeSetting();
- //预估强平价 = 预估强平价-预估强平价*系数
- forcePrice = forcePrice.add(forcePrice.multiply(new BigDecimal(tradeSetting.getForceParam())));
- }
- }
- if(forcePrice.compareTo(BigDecimal.ZERO)<0) {
- forcePrice = BigDecimal.ZERO;
- }
- return forcePrice;
- }
+ /**
+ * 计算预估强平价
+ *
+ * @param bondAmount 保证金
+ * @param openPrice 开仓价
+ * @param symbolSkuNumber 张数
+ * @param lotNumber 规格
+ * @param type 1:买多2：卖空
+ * @return
+ */
+ public static BigDecimal getForceSetPrice(BigDecimal bondAmount, BigDecimal openPrice, int symbolSkuNumber, BigDecimal lotNumber,
+ int type, MemberEntity member) {
+ MemberSettingDao memberSettingDao = SpringContextHolder.getBean(MemberSettingDao.class);
+ BigDecimal forcePrice = BigDecimal.ZERO;
+ BigDecimal money = bondAmount.divide(new BigDecimal(symbolSkuNumber).multiply(lotNumber), 8, BigDecimal.ROUND_DOWN);
+ //卖空
+ if (type == 2) {
+ forcePrice = money.add(openPrice);
+ if (member.getIsForce() == 1) {
+ MemberSettingEntity memberSetting = memberSettingDao.selectMemberSettingByMemberId(member.getId());
+ //预估强平价 = 预估强平价-预估强平价*系数
+ forcePrice = forcePrice.subtract(forcePrice.multiply(memberSetting.getForceParam() == null ? BigDecimal.ZERO : memberSetting.getForceParam()));
+ }
+ } else {//开多
+ forcePrice = openPrice.subtract(money);
+ if (member.getIsForce() == 1) {
+ MemberSettingEntity memberSetting = memberSettingDao.selectMemberSettingByMemberId(member.getId());
+ //预估强平价 = 预估强平价-预估强平价*系数
+ forcePrice = forcePrice.add(forcePrice.multiply(memberSetting.getForceParam() == null ? BigDecimal.ZERO : memberSetting.getForceParam()));
+ }
+ }
+ if (forcePrice.compareTo(BigDecimal.ZERO) < 0) {
+ forcePrice = BigDecimal.ZERO;
+ }
+ return forcePrice;
+ }
+
+ /**
+ * 计算保证金 -- 建仓价*规格*手数*(1/杠杆倍率)
+ *
+ * @param openingPrice 开仓价
+ * @param lotNumber 规格
+ * @param symbolCnt 张数
+ * @param leverRatio 杠杆倍率
+ * @return
+ */
+ public static BigDecimal getBondAmount(BigDecimal openingPrice, BigDecimal lotNumber, Integer symbolCnt, Integer leverRatio) {
+ return openingPrice.multiply(lotNumber).multiply(new BigDecimal(symbolCnt))
+ .multiply(BigDecimal.ONE.divide(new BigDecimal(leverRatio)))
+ .setScale(8, BigDecimal.ROUND_DOWN);
+ }
+
+ /**
+ * 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
+ */
+ public static void getForceSetPriceForWhole(@NotNull String symbol, @NotNull MemberEntity memberEntity) {
+ ContractHoldOrderDao holdOrderDao = SpringContextHolder.getBean(ContractHoldOrderDao.class);
+ MemberWalletContractDao walletContractDao = SpringContextHolder.getBean(MemberWalletContractDao.class);
+ CacheSettingUtils cacheSettingUtils = SpringContextHolder.getBean(CacheSettingUtils.class);
+
+ Long memberId = memberEntity.getId();
+ BigDecimal lotNumber = cacheSettingUtils.getSymbolSku(symbol);
+ PlatformTradeSettingEntity tradeSettingEntity = cacheSettingUtils.getTradeSetting();
+ MemberWalletContractEntity walletContract = walletContractDao.findWalletContractByMemberIdAndSymbol(memberId, CoinTypeEnum.USDT.name());
+ List<ContractHoldOrderEntity> holdOrderEntities = holdOrderDao.selectHoldOrderListForWholeByMemberIdAndSymbol(memberId, symbol);
+ if (CollUtil.isNotEmpty(holdOrderEntities)) {
+ // 多单开仓价
+ BigDecimal moreOpenPrice = BigDecimal.ZERO;
+ // 多单张数
+ int moreCnt = 0;
+ // 空单开仓价
+ BigDecimal lessOpenPrice = BigDecimal.ZERO;
+ // 空单张数
+ int lessCnt = 0;
+ // 已实现盈亏
+ BigDecimal rewardAmount = BigDecimal.ZERO;
+ for (ContractHoldOrderEntity holdOrderEntity : holdOrderEntities) {
+ if (holdOrderEntity.getOpeningType() == ContractHoldOrderEntity.OPENING_TYPE_MORE) {
+ moreOpenPrice = holdOrderEntity.getOpeningPrice();
+ moreCnt = holdOrderEntity.getSymbolCntSale();
+ } else {
+ lessOpenPrice = holdOrderEntity.getOpeningPrice();
+ lessCnt = holdOrderEntity.getSymbolCntSale();
+ }
+
+ rewardAmount = rewardAmount.add(holdOrderEntity.getRewardAmount() == null ? BigDecimal.ZERO : holdOrderEntity.getRewardAmount());
+ log.info("rewardAmount : {}", rewardAmount);
+ }
+
+ // 多单张数*多单开仓价-空单张数*空单开仓价
+ BigDecimal allOrderPrice = moreOpenPrice.multiply(BigDecimal.valueOf(moreCnt)).subtract(lessOpenPrice.multiply(BigDecimal.valueOf(lessCnt)));
+ log.info("allOrderPrice : {}", allOrderPrice);
+ // 除数 -- 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
+ BigDecimal divisor = lotNumber.multiply(allOrderPrice).subtract(walletContract.getAvailableBalance()).subtract(rewardAmount);
+ log.info("divisor : {}", divisor);
+
+ // 面值*(多单张数-空单张数)
+ BigDecimal dividendOne = lotNumber.multiply(BigDecimal.valueOf(moreCnt + lessCnt));
+ log.info("dividendOne : {}", dividendOne);
+ // (维持保证金率+TAKER手续费)*面值*(开多张数+开空张数)
+ BigDecimal dividendTwo = tradeSettingEntity.getFeeRatio().multiply(lotNumber).multiply(BigDecimal.valueOf(moreCnt + lessCnt));
+ log.info("dividendTwo : {}", dividendTwo);
+
+ BigDecimal forceSetPrice = divisor.divide(dividendOne.subtract(dividendTwo), 8, BigDecimal.ROUND_DOWN);
+ log.info("forceSetPrice : {}", forceSetPrice);
+
+ for (ContractHoldOrderEntity updateHoldOrder : holdOrderEntities) {
+ updateHoldOrder.setForceClosingPrice(forceSetPrice);
+ updateHoldOrder.setIsCanClosing(ContractHoldOrderEntity.ORDER_CAN_CLOSING_Y);
+ holdOrderDao.updateById(updateHoldOrder);
+
+ if (forceSetPrice.compareTo(BigDecimal.ZERO) >= 0) {
+ sendOrderBombMsg(updateHoldOrder.getId(), updateHoldOrder.getOpeningType(), forceSetPrice, updateHoldOrder.getSymbol(), updateHoldOrder.getOperateNo());
+ }
+ }
+ } else {
+ throw new GlobalException("强平价异常");
+ }
+ }
+
+ private static void sendOrderBombMsg(Long id, int type, BigDecimal forceClosingPrice, String symbol, int operateNo) {
+ 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);
+ // 开空
+ } else {
+ model = new OrderModel(id, RabbitPriceTypeEnum.CLOSE_LESS_BOMB.getValue(), forceClosingPrice.setScale(8, RoundingMode.HALF_UP).toPlainString(), symbol, operateNo);
+ }
+ SpringContextHolder.getBean(OrderProducer.class).sendPriceOperate(JSONObject.toJSONString(model));
+ }
+
+
+ /**
+ * 计算开仓价
+ *
+ * @param orderType 订单类型
+ * @param newPrice 当前价
+ * @param spread 划点
+ * @return
+ */
+ public static BigDecimal getOpeningPrice(int orderType, BigDecimal newPrice, BigDecimal spread) {
+ BigDecimal openingPrice = BigDecimal.ZERO;
+ if (orderType == ContractHoldOrderEntity.OPENING_TYPE_MORE) {
+ // 市场价*(1 + (点差/10000))
+ openingPrice = newPrice.multiply(BigDecimal.ONE.add(spread.divide(new BigDecimal(10000)))).setScale(8, BigDecimal.ROUND_DOWN);
+
+ // 开空
+ } else if (orderType == ContractHoldOrderEntity.OPENING_TYPE_LESS) {
+ // 市场价*(1 - (点差/10000))
+ openingPrice = newPrice.multiply(BigDecimal.ONE.subtract(spread.divide(new BigDecimal(10000)))).setScale(8, BigDecimal.ROUND_DOWN);
+ } else {
+ throw new GlobalException(MessageSourceUtils.getString("unknown_type"));
+ }
+ return openingPrice;
+ }
+
+ /**
+ * 计算开仓手续费
+ *
+ * @param openingPrice 开仓价
+ * @param lotNumber 规格
+ * @param count 张数
+ * @param feeRatio 手续费率
+ * @return
+ */
+ public static BigDecimal getOpenFeePrice(BigDecimal openingPrice, BigDecimal lotNumber, int count, BigDecimal feeRatio) {
+ return openingPrice.multiply(lotNumber)
+ .multiply(new BigDecimal(count))
+ .multiply(feeRatio.divide(new BigDecimal(100)))
+ .setScale(8, BigDecimal.ROUND_DOWN);
+ }
}
--
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