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/utils/CalculateUtil.java | 174 +++++++++++++++++++++++++++++++++++++++++++++++++++++-----
1 files changed, 159 insertions(+), 15 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/utils/CalculateUtil.java b/src/main/java/com/xcong/excoin/utils/CalculateUtil.java
index a25ac4f..d4e47b5 100644
--- a/src/main/java/com/xcong/excoin/utils/CalculateUtil.java
+++ b/src/main/java/com/xcong/excoin/utils/CalculateUtil.java
@@ -1,6 +1,10 @@
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;
@@ -9,10 +13,17 @@
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;
/**
* @author helius
@@ -35,21 +46,15 @@
MemberSettingDao memberSettingDao = SpringContextHolder.getBean(MemberSettingDao.class);
BigDecimal forcePrice = BigDecimal.ZERO;
BigDecimal money = bondAmount.divide(new BigDecimal(symbolSkuNumber).multiply(lotNumber), 8, BigDecimal.ROUND_DOWN);
+ if (member.getIsForce() == 1) {
+ MemberSettingEntity memberSetting = memberSettingDao.selectMemberSettingByMemberId(member.getId());
+ money = money.multiply(memberSetting.getForceParam().multiply(BigDecimal.valueOf(100)));
+ }
//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;
@@ -75,16 +80,155 @@
/**
* 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 BigDecimal getForceSetPriceForWhole(MemberEntity memberEntity) {
+ 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);
- return null;
+
+ Long memberId = memberEntity.getId();
+ MemberWalletContractEntity walletContract = walletContractDao.findWalletContractByMemberIdAndSymbol(memberId, CoinTypeConvert.convertContractTypeToCoin(symbol));
+ List<ContractHoldOrderEntity> holdOrderEntities = holdOrderDao.selectHoldOrderListForWholeByMemberIdAndSymbol(memberId, symbol);
+ if (CollUtil.isNotEmpty(holdOrderEntities)) {
+ int maxCnt = 0;
+ int subCnt = 0;
+ BigDecimal openPrice = BigDecimal.ZERO;
+ int type = 1;
+ BigDecimal bondAmount = BigDecimal.ZERO;
+ BigDecimal sku = BigDecimal.ZERO;
+
+ Long id = 0L;
+ int operateNo = 0;
+ for (ContractHoldOrderEntity holdOrderEntity : holdOrderEntities) {
+ if (holdOrderEntity.getSymbolCntSale() >= maxCnt) {
+ int temp = maxCnt;
+ maxCnt = holdOrderEntity.getSymbolCntSale();
+ subCnt = holdOrderEntity.getSymbolCntSale() - temp;
+ openPrice = holdOrderEntity.getOpeningPrice();
+ type = holdOrderEntity.getOpeningType();
+
+ id = holdOrderEntity.getId();
+ operateNo = holdOrderEntity.getOperateNo() + 1;
+ } else {
+ subCnt = maxCnt - holdOrderEntity.getSymbolCntSale();
+ }
+
+ bondAmount = bondAmount.add(holdOrderEntity.getBondAmount().subtract(holdOrderEntity.getOpeningFeeAmount()));
+ sku = holdOrderEntity.getSymbolSku();
+ }
+ BigDecimal forceSetPrice = BigDecimal.ZERO;
+ if (subCnt != 0) {
+ log.info("---->{}, {}", walletContract.getAvailableBalance(), bondAmount);
+ forceSetPrice = getForceSetPrice(walletContract.getAvailableBalance().add(bondAmount), openPrice, subCnt, sku, type, memberEntity);
+ }
+
+ log.info("强平价:{}", forceSetPrice);
+ for (ContractHoldOrderEntity updateHoldOrder : holdOrderEntities) {
+ updateHoldOrder.setForceClosingPrice(forceSetPrice);
+ updateHoldOrder.setIsCanClosing(ContractHoldOrderEntity.ORDER_CAN_CLOSING_Y);
+ updateHoldOrder.setOperateNo(operateNo);
+ holdOrderDao.updateById(updateHoldOrder);
+ }
+
+
+ if (forceSetPrice.compareTo(BigDecimal.ZERO) > 0) {
+ log.info("id:{}, type:{}, forceSetPrice:{}, symbol:{}, operateNo:{}", id, type, forceSetPrice, symbol, operateNo);
+ sendOrderBombMsg(id, type, forceSetPrice, symbol, operateNo, memberEntity.getId());
+ }
+ }
}
+ /*
+ BigDecimal totalSetPrice = BigDecimal.ZERO;
+ int totalCnt = 0;
+
+ for (ContractHoldOrderEntity holdOrderEntity : holdOrderEntities) {
+ BigDecimal forceSetPrice = getForceSetPrice(walletContract.getTotalBalance().subtract(holdOrderEntity.getOpeningFeeAmount()), holdOrderEntity.getOpeningPrice(), holdOrderEntity.getSymbolCntSale(), holdOrderEntity.getSymbolSku(), holdOrderEntity.getOpeningType(), memberEntity);
+ log.info("订单强平价 : {}, 订单ID : {}, {}", forceSetPrice, holdOrderEntity.getId(), holdOrderEntity.getSymbolCntSale());
+ totalSetPrice = totalSetPrice.add(forceSetPrice.multiply(BigDecimal.valueOf(holdOrderEntity.getSymbolCntSale())));
+ totalCnt += holdOrderEntity.getSymbolCntSale();
+ log.info("-->{}", totalCnt);
+ }
+
+ BigDecimal forceSetPrice = totalSetPrice.divide(BigDecimal.valueOf(totalCnt), 8, BigDecimal.ROUND_DOWN);
+ log.info("强平价 : {}", 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());
+ }
+ }
+ */
+
+ /*
+// 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());
+ }
+ }
+
+
+ */
+
+ 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
*
--
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