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; /** * @author helius */ @Slf4j public class CalculateUtil { /** * 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 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); } }