From 1498b23be871aec99314da998569a94c9ab53607 Mon Sep 17 00:00:00 2001
From: Helius <wangdoubleone@gmail.com>
Date: Thu, 29 Oct 2020 17:56:37 +0800
Subject: [PATCH] modify
---
src/main/java/com/xcong/excoin/rabbit/pricequeue/WebsocketPriceService.java | 188 ++++++++++++++++++++++++++++++-----------------
1 files changed, 120 insertions(+), 68 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 7282d61..6b0000bc 100644
--- a/src/main/java/com/xcong/excoin/rabbit/pricequeue/WebsocketPriceService.java
+++ b/src/main/java/com/xcong/excoin/rabbit/pricequeue/WebsocketPriceService.java
@@ -1,28 +1,33 @@
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
@Component
public class WebsocketPriceService {
@Autowired
OrderProducer orderProducer;
+ @Resource
+ private RedisUtils redisUtils;
/**
* @param symbol
* @param price
*/
- public void comparePriceAsc(String symbol, String price) {
+ public void comparePriceAsc(String symbol, String price) {
// 比较价格 正序的 最小元素在头部 开多止盈 开空止损等
PriorityBlockingQueue<AscBigDecimal> queue = PricePriorityQueue.getQueueAsc(symbol);
// 最小的
@@ -33,20 +38,20 @@
// 找到所有比当前价格大的 是需要操作的
if (b != null && b.compareTo(now) <= 0) {
// 可以操作
- System.out.println("当前价格:" + price + "---正序---" + "队列价格:" + b.getValue().toPlainString()+" time:"+new Date());
+ System.out.println("当前价格:" + price + "---正序---" + "队列价格:" + b.getValue().toPlainString() + " time:" + new Date());
while (queue.peek() != null && queue.peek().compareTo(now) <= 0) {
// 可以发送消息操作
list.add(queue.remove());
}
}
- if(CollectionUtils.isNotEmpty(list)){
- dealAscPriceOrderAndSenMq(list,symbol);
+ if (CollectionUtils.isNotEmpty(list)) {
+ dealAscPriceOrderAndSenMq(list, symbol);
}
-
+
}
- public void comparePriceDesc(String symbol, String price) {
+ public void comparePriceDesc(String symbol, String price) {
// 比较价格 倒叙的 开多止损 开空止盈
PriorityBlockingQueue<DescBigDecimal> queue = PricePriorityQueue.getQueueDesc(symbol);
// 最大价格
@@ -58,17 +63,39 @@
// 即最大的币当前价大 那么需要开多止损
if (b != null && b.compareTo(now) <= 0) {
// 可以操作
- System.out.println("当前价格:" + price + "---倒序操作---" + "队列:" + b.getValue().toPlainString()+" time:"+new Date());
+ System.out.println("当前价格:" + price + "---倒序操作---" + "队列:" + b.getValue().toPlainString() + " time:" + new Date());
while (queue.peek() != null && queue.peek().compareTo(now) <= 0) {
// 可以发送消息操作
list.add(queue.remove());
+ log.info("#{}#", JSONObject.toJSONString(list));
}
}
- if(CollectionUtils.isNotEmpty(list)){
- dealDescPriceOrderAndSenMq(list,symbol);
+ if (CollectionUtils.isNotEmpty(list)) {
+ dealDescPriceOrderAndSenMq(list, symbol);
}
+ }
+
+ private boolean 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());
+// }
+
+ if (CollUtil.isNotEmpty(orderTypes)) {
+ log.info("存在止盈/止损/爆仓:{} -- {}",JSONObject.toJSONString(model), orderTypes);
+ return false;
+ }
+
+ 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);
+ return true;
}
// 处理消息 正序的 包括
@@ -82,68 +109,81 @@
// 根据价格查询到对应的订单
for (AscBigDecimal asc : list) {
String key = asc.getValue().toPlainString();
- if(orderMap.containsKey(key)){
+ assert orderMap != null;
+ log.info("----->->{}, --> {}", JSONObject.toJSONString(orderMap), key);
+ if (orderMap.containsKey(key)) {
orderModelList.addAll(orderMap.get(key));
orderMap.remove(key);
}
}
-
- if(CollectionUtils.isEmpty(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) {
- List<OrderModel> kkzsList = null;
- List<OrderModel> kdzyList = null;
- List<OrderModel> bcList = null;
- List<OrderModel> wtkkList = null;
+ /*
+ 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
+ */
+ boolean b = addExecType(model);
+ if (!b) {
+ continue;
+ }
+
+ // 止损平空
+ List<OrderModel> kkzsList = new ArrayList<OrderModel>();
+ // 止盈平多
+ List<OrderModel> kdzyList = new ArrayList<OrderModel>();
+ // 爆仓平空
+ 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:
- if (wtkkList == null) {
- wtkkList = new ArrayList<OrderModel>();
- }
wtkkList.add(model);
break;
+ case 4:
+ wtpdList.add(model);
+ break;
case 7:
- if (bcList == null) {
- bcList = new ArrayList<OrderModel>();
- }
bcList.add(model);
break;
case 9:
- if (kdzyList == null) {
- kdzyList = new ArrayList<OrderModel>();
- }
kdzyList.add(model);
break;
case 12:
- if (kkzsList == null) {
- kkzsList = new ArrayList<OrderModel>();
- }
kkzsList.add(model);
+ break;
+ default:
+ log.info("#price-service unknown type#");
break;
}
// 发送消息
- if(CollectionUtils.isNotEmpty(kkzsList)){
- String kkzs= JSONObject.toJSONString(kkzsList);
+ if (CollectionUtils.isNotEmpty(kkzsList)) {
+ String kkzs = JSONObject.toJSONString(kkzsList);
orderProducer.sendLessLoss(kkzs);
}
- if(CollectionUtils.isNotEmpty(kdzyList)){
- String kdzy = JSONObject.toJSONString(kdzyList);
+ if (CollectionUtils.isNotEmpty(kdzyList)) {
+ String kdzy = JSONObject.toJSONString(kdzyList);
orderProducer.sendMorePro(kdzy);
}
- if(CollectionUtils.isNotEmpty(bcList)){
+ if (CollectionUtils.isNotEmpty(bcList)) {
orderProducer.sendCoinout(JSONObject.toJSONString(bcList));
}
- if(CollectionUtils.isNotEmpty(wtkkList)){
+ if (CollectionUtils.isNotEmpty(wtkkList)) {
orderProducer.sendLimit(JSONObject.toJSONString(wtkkList));
-
+ }
+ if (CollectionUtils.isNotEmpty(wtpdList)) {
+ orderProducer.sendLimitClose(JSONObject.toJSONString(wtpdList));
}
}
}
@@ -159,68 +199,80 @@
// 根据价格查询到对应的订单
for (DescBigDecimal desc : list) {
String key = desc.getValue().toPlainString();
- if(orderMap.containsKey(key)){
+ assert orderMap != null;
+ log.info("----->->{}, --> {}", JSONObject.toJSONString(orderMap), key);
+ if (orderMap.containsKey(key)) {
orderModelList.addAll(orderMap.get(key));
orderMap.remove(key);
}
}
- if(CollectionUtils.isEmpty(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) {
- List<OrderModel> kkzyList = null;
- List<OrderModel> kdzsList = null;
- List<OrderModel> bcList = null;
- List<OrderModel> wtkdList = null;
+ /*
+ 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
+ */
+ boolean b = addExecType(model);
+ if (!b) {
+ continue;
+ }
+
+ // 开空止盈
+ List<OrderModel> kkzyList = new ArrayList<OrderModel>();
+ // 开多止损
+ List<OrderModel> kdzsList = new ArrayList<OrderModel>();
+ // 爆仓
+ 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:
- if (wtkdList == null) {
- wtkdList = new ArrayList<OrderModel>();
- }
wtkdList.add(model);
break;
+ case 5:
+ wtpkList.add(model);
+ break;
case 6:
- if (bcList == null) {
- bcList = new ArrayList<OrderModel>();
- }
bcList.add(model);
break;
case 10:
- if (kkzyList == null) {
- kkzyList = new ArrayList<OrderModel>();
- }
kkzyList.add(model);
break;
case 11:
- if (kdzsList == null) {
- kdzsList = new ArrayList<OrderModel>();
- }
kdzsList.add(model);
+ break;
+ default:
break;
}
// 发送消息
- if(CollectionUtils.isNotEmpty(kkzyList)){
- String kkzy= JSONObject.toJSONString(kkzyList);
+ if (CollectionUtils.isNotEmpty(kkzyList)) {
+ String kkzy = JSONObject.toJSONString(kkzyList);
orderProducer.sendLessPro(kkzy);
}
- if(CollectionUtils.isNotEmpty(kdzsList)){
- String kdzs = JSONObject.toJSONString(kdzsList);
+ if (CollectionUtils.isNotEmpty(kdzsList)) {
+ String kdzs = JSONObject.toJSONString(kdzsList);
orderProducer.sendMoreLoss(kdzs);
}
- if(CollectionUtils.isNotEmpty(bcList)){
+ if (CollectionUtils.isNotEmpty(bcList)) {
orderProducer.sendCoinout(JSONObject.toJSONString(bcList));
}
- if(CollectionUtils.isNotEmpty(wtkdList)){
+ if (CollectionUtils.isNotEmpty(wtkdList)) {
orderProducer.sendLimit(JSONObject.toJSONString(wtkdList));
-
+ }
+ if (CollectionUtils.isNotEmpty(wtpkList)) {
+ orderProducer.sendLimitClose(JSONObject.toJSONString(wtpkList));
}
}
}
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