From f6a912c1a6a26c809568f964941fb4ad4483274e Mon Sep 17 00:00:00 2001
From: Helius <wangdoubleone@gmail.com>
Date: Mon, 31 May 2021 11:19:40 +0800
Subject: [PATCH] modify
---
src/main/java/com/xcong/excoin/utils/CalculateUtil.java | 380 ++++++++++++++++++++++++++++++++++++++++++++++++++++++
1 files changed, 379 insertions(+), 1 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/utils/CalculateUtil.java b/src/main/java/com/xcong/excoin/utils/CalculateUtil.java
index 0ef6ae6..6ce033e 100644
--- a/src/main/java/com/xcong/excoin/utils/CalculateUtil.java
+++ b/src/main/java/com/xcong/excoin/utils/CalculateUtil.java
@@ -1,13 +1,30 @@
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.contants.AppContants;
+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.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.dao.TradeSettingDao;
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
@@ -18,7 +35,7 @@
/**
* 计算预估强平价
*
- * @param bondAmount 保证金
+ * @param bondAmount 保证金
* @param openPrice 开仓价
* @param symbolSkuNumber 张数
* @param lotNumber 规格
@@ -45,4 +62,365 @@
}
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
+ * 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);
+ 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);
+ 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;
+ }
+ symbolBondAmount = symbolBondAmount.add(bondAmount.subtract(holdOrderEntity.getOpeningFeeAmount()));
+
+ 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 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);
+ BigDecimal divide = equity.divide(equity.add(multi), 8, BigDecimal.ROUND_DOWN);
+ sub = symbolBondAmount.multiply(divide);
+ }
+
+ BigDecimal divide = sub.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, symbol);
+ if (StrUtil.isBlank(currentSymbol)) {
+ holdOrderDao.updateForcePriceBySymbolAndMemberId(forcePrice, memberId, symbol);
+ }
+
+ if (symbol.equalsIgnoreCase(currentSymbol)) {
+ result = forcePrice;
+ }
+ }
+ }
+
+ return result;
+ }
+
+ /**
+ * 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());
+ 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
+ *
+ * @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);
+ }
+
+ 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;
+ }
+
+
+ /**
+ * 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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