From f5708bc8452444408cf3f94b9ed528ca4d58d628 Mon Sep 17 00:00:00 2001
From: Helius <wangdoubleone@gmail.com>
Date: Fri, 04 Sep 2020 11:46:46 +0800
Subject: [PATCH] modify
---
src/main/java/com/xcong/excoin/rabbit/pricequeue/WebsocketPriceService.java | 78 ++++++++++++++++++++++++++++-----------
1 files changed, 56 insertions(+), 22 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 a81854c..e04f7e5 100644
--- a/src/main/java/com/xcong/excoin/rabbit/pricequeue/WebsocketPriceService.java
+++ b/src/main/java/com/xcong/excoin/rabbit/pricequeue/WebsocketPriceService.java
@@ -1,16 +1,17 @@
package com.xcong.excoin.rabbit.pricequeue;
+import cn.hutool.core.collection.CollUtil;
import com.alibaba.fastjson.JSONObject;
+import com.xcong.excoin.common.contants.AppContants;
import com.xcong.excoin.rabbit.producer.OrderProducer;
+import com.xcong.excoin.utils.RedisUtils;
import lombok.extern.slf4j.Slf4j;
import org.apache.commons.collections.CollectionUtils;
import org.springframework.beans.factory.annotation.Autowired;
import org.springframework.stereotype.Component;
-import java.util.ArrayList;
-import java.util.Date;
-import java.util.List;
-import java.util.Map;
+import javax.annotation.Resource;
+import java.util.*;
import java.util.concurrent.PriorityBlockingQueue;
@Slf4j
@@ -19,6 +20,8 @@
@Autowired
OrderProducer orderProducer;
+ @Resource
+ private RedisUtils redisUtils;
/**
* @param symbol
@@ -34,10 +37,8 @@
List<AscBigDecimal> list = new ArrayList<AscBigDecimal>();
// 找到所有比当前价格大的 是需要操作的
if (b != null && b.compareTo(now) <= 0) {
- log.info("--->{}", b.getValue());
// 可以操作
System.out.println("当前价格:" + price + "---正序---" + "队列价格:" + b.getValue().toPlainString() + " time:" + new Date());
- log.info("--->>>>{}", queue.peek().getValue());
while (queue.peek() != null && queue.peek().compareTo(now) <= 0) {
// 可以发送消息操作
list.add(queue.remove());
@@ -61,11 +62,9 @@
// 找到比当前价格还大的就是需要操作的 开多止损
// 即最大的币当前价大 那么需要开多止损
if (b != null && b.compareTo(now) <= 0) {
- log.info("--->{}", b.getValue());
// 可以操作
System.out.println("当前价格:" + price + "---倒序操作---" + "队列:" + b.getValue().toPlainString() + " time:" + new Date());
- log.info("--->>>>{}", queue.peek().getValue());
while (queue.peek() != null && queue.peek().compareTo(now) <= 0) {
// 可以发送消息操作
list.add(queue.remove());
@@ -78,6 +77,19 @@
}
+ 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
// 1：买入委托2：开多3:开空4：平多5：平空6:爆仓平多7:爆仓平空8:撤单9:止盈平多10：止盈平空11：止损平多12：止损平空
public void dealAscPriceOrderAndSenMq(List<AscBigDecimal> list, String symbol) {
@@ -86,29 +98,33 @@
List<OrderModel> orderModelList = new ArrayList<OrderModel>();
// 3 正序
Map<String, List<OrderModel>> orderMap = PricePriorityQueue.getOrderMap(symbol, 3);
- log.info("--->{}", JSONObject.toJSONString(orderMap));
// 根据价格查询到对应的订单
for (AscBigDecimal asc : list) {
String key = asc.getValue().toPlainString();
- log.info("------>>>>>{}", key);
assert orderMap != null;
- log.info("======={}", orderMap.containsKey(key));
+ log.info("----->->{}, --> {}", JSONObject.toJSONString(orderMap), key);
if (orderMap.containsKey(key)) {
orderModelList.addAll(orderMap.get(key));
orderMap.remove(key);
}
}
- log.info("{}", 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) {
+ /*
+ 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
@@ -117,9 +133,14 @@
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:
wtkkList.add(model);
+ break;
+ case 4:
+ wtpdList.add(model);
break;
case 7:
bcList.add(model);
@@ -131,7 +152,7 @@
kkzsList.add(model);
break;
default:
- log.info("#price-service unknow type#");
+ log.info("#price-service unknown type#");
break;
}
@@ -150,6 +171,9 @@
if (CollectionUtils.isNotEmpty(wtkkList)) {
orderProducer.sendLimit(JSONObject.toJSONString(wtkkList));
}
+ if (CollectionUtils.isNotEmpty(wtpdList)) {
+ orderProducer.sendLimitClose(JSONObject.toJSONString(wtpdList));
+ }
}
}
}
@@ -161,13 +185,11 @@
// 根据不同类型发送不同消息 1 倒序 2 正序
List<OrderModel> orderModelList = new ArrayList<OrderModel>();
Map<String, List<OrderModel>> orderMap = PricePriorityQueue.getOrderMap(symbol, 2);
- log.info("--->{}", JSONObject.toJSONString(orderMap));
// 根据价格查询到对应的订单
for (DescBigDecimal desc : list) {
String key = desc.getValue().toPlainString();
- log.info("------>>>>>{}", key);
assert orderMap != null;
- log.info("======={}", orderMap.containsKey(key));
+ log.info("----->->{}, --> {}", JSONObject.toJSONString(orderMap), key);
if (orderMap.containsKey(key)) {
orderModelList.addAll(orderMap.get(key));
orderMap.remove(key);
@@ -175,16 +197,21 @@
}
- log.info("{}", 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) {
+ /*
+ 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
@@ -193,9 +220,14 @@
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:
wtkdList.add(model);
+ break;
+ case 5:
+ wtpkList.add(model);
break;
case 6:
bcList.add(model);
@@ -224,7 +256,9 @@
}
if (CollectionUtils.isNotEmpty(wtkdList)) {
orderProducer.sendLimit(JSONObject.toJSONString(wtkdList));
-
+ }
+ if (CollectionUtils.isNotEmpty(wtpkList)) {
+ orderProducer.sendLimitClose(JSONObject.toJSONString(wtpkList));
}
}
}
--
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