package com.xcong.excoin.rabbit.pricequeue; import cn.hutool.core.collection.CollUtil; import cn.hutool.core.map.MapUtil; 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.modules.contract.dao.ContractHoldOrderDao; import com.xcong.excoin.modules.contract.entity.ContractHoldOrderEntity; import com.xcong.excoin.modules.member.dao.MemberDao; import com.xcong.excoin.modules.member.dao.MemberWalletContractDao; import com.xcong.excoin.modules.member.entity.MemberEntity; import com.xcong.excoin.modules.member.entity.MemberWalletContractEntity; import com.xcong.excoin.rabbit.producer.OrderProducer; import com.xcong.excoin.utils.*; import lombok.extern.slf4j.Slf4j; import org.apache.commons.collections.CollectionUtils; import org.springframework.beans.factory.annotation.Autowired; import org.springframework.stereotype.Component; import javax.annotation.Resource; import java.math.BigDecimal; import java.util.*; import java.util.concurrent.PriorityBlockingQueue; @Slf4j @Component public class WebsocketPriceService { @Autowired OrderProducer orderProducer; @Resource private RedisUtils redisUtils; @Resource private ContractHoldOrderDao contractHoldOrderDao; @Resource private MemberDao memberDao; @Resource private MemberWalletContractDao memberWalletContractDao; /** * @param symbol * @param 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 queue = PricePriorityQueue.getQueueAsc(symbol); // 最小的 AscBigDecimal b = queue.peek(); // 当前价 AscBigDecimal now = new AscBigDecimal(price); List list = new ArrayList(); // 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()); 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); } } public void comparePriceDesc(String symbol, String price) { // 比较价格 倒叙的 开多止损 开空止盈 PriorityBlockingQueue queue = PricePriorityQueue.getQueueDesc(symbol); // 最大价格 DescBigDecimal b = queue.peek(); // 当前价格 DescBigDecimal now = new DescBigDecimal(price); List list = new ArrayList(); // 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) { // 可以操作 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); } } private void addExecType(OrderModel model) { List 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 list, String symbol) { if (CollectionUtils.isNotEmpty(list)) { // 根据不同类型发送不同消息 1 倒序 2 正序 List orderModelList = new ArrayList(); // 3 正序 Map> orderMap = PricePriorityQueue.getOrderMap(symbol, 3); // 根据价格查询到对应的订单 for (AscBigDecimal asc : list) { String key = asc.getValue().toPlainString(); assert orderMap != null; log.info("----->->{}, --> {}", JSONObject.toJSONString(orderMap), key); if (orderMap.containsKey(key)) { orderModelList.addAll(orderMap.get(key)); orderMap.remove(key); } } log.info("------>{}", JSONObject.toJSONString(orderModelList)); if (CollectionUtils.isEmpty(orderModelList)) { return; } 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 kkzsList = new ArrayList(); // 止盈平多 List kdzyList = new ArrayList(); // 爆仓平空 List bcList = new ArrayList(); // 开空 List wtkkList = new ArrayList(); // 委托平多 List wtpdList = new ArrayList<>(); switch (model.getType()) { case 3: wtkkList.add(model); break; case 4: wtpdList.add(model); break; case 7: bcList.add(model); break; case 9: kdzyList.add(model); break; case 12: 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); orderProducer.sendLessLoss(kkzs); } if (CollectionUtils.isNotEmpty(kdzyList)) { String kdzy = JSONObject.toJSONString(kdzyList); orderProducer.sendMorePro(kdzy); } if (CollectionUtils.isNotEmpty(bcList)) { orderProducer.sendCoinout(JSONObject.toJSONString(bcList)); } if (CollectionUtils.isNotEmpty(wtkkList)) { orderProducer.sendLimit(JSONObject.toJSONString(wtkkList)); } if (CollectionUtils.isNotEmpty(wtpdList)) { orderProducer.sendLimitClose(JSONObject.toJSONString(wtpdList)); } } } } // 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 dealDescPriceOrderAndSenMq(List list, String symbol) { if (CollectionUtils.isNotEmpty(list)) { // 根据不同类型发送不同消息 1 倒序 2 正序 List orderModelList = new ArrayList(); Map> orderMap = PricePriorityQueue.getOrderMap(symbol, 2); // 根据价格查询到对应的订单 for (DescBigDecimal desc : list) { String key = desc.getValue().toPlainString(); 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)) { return; } 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 kkzyList = new ArrayList(); // 开多止损 List kdzsList = new ArrayList(); // 爆仓 List bcList = new ArrayList(); // 开多委托 List wtkdList = new ArrayList(); // 委托平空 List wtpkList = new ArrayList<>(); switch (model.getType()) { case 2: wtkdList.add(model); break; case 5: wtpkList.add(model); break; case 6: bcList.add(model); break; case 10: kkzyList.add(model); break; case 11: kdzsList.add(model); break; default: break; } // 发送消息 if (CollectionUtils.isNotEmpty(kkzyList)) { String kkzy = JSONObject.toJSONString(kkzyList); orderProducer.sendLessPro(kkzy); } if (CollectionUtils.isNotEmpty(kdzsList)) { String kdzs = JSONObject.toJSONString(kdzsList); orderProducer.sendMoreLoss(kdzs); } if (CollectionUtils.isNotEmpty(bcList)) { orderProducer.sendCoinout(JSONObject.toJSONString(bcList)); } if (CollectionUtils.isNotEmpty(wtkdList)) { orderProducer.sendLimit(JSONObject.toJSONString(wtkdList)); } if (CollectionUtils.isNotEmpty(wtpkList)) { orderProducer.sendLimitClose(JSONObject.toJSONString(wtpkList)); } } } } public void wholeBomb(String symbol, String price) { List memberIds = contractHoldOrderDao.selectMemberHasWholeOrder(); CacheSettingUtils cacheSettingUtils = SpringContextHolder.getBean(CacheSettingUtils.class); if (CollUtil.isNotEmpty(memberIds)) { for (Long memberId : memberIds) { List holdOrderEntities = contractHoldOrderDao.selectHoldOrderListByMemberId(memberId); MemberEntity memberEntity = memberDao.selectById(memberId); if (CollUtil.isNotEmpty(holdOrderEntities)) { BigDecimal totalProfitOrLess = BigDecimal.ZERO; Map priceMap = new HashMap<>(); for (ContractHoldOrderEntity holdOrderEntity : holdOrderEntities) { String currentPrice = redisUtils.getString(CoinTypeConvert.convertToKey(holdOrderEntity.getSymbol())); priceMap.put(holdOrderEntity.getSymbol(), currentPrice); BigDecimal lotNumber = cacheSettingUtils.getSymbolSku(holdOrderEntity.getSymbol()); BigDecimal profitOrLess = CalculateUtil.calOrderProfitOrLess(holdOrderEntity.getOpeningType(), new BigDecimal(currentPrice), holdOrderEntity.getOpeningPrice(), lotNumber, holdOrderEntity.getSymbolCntSale(), memberEntity.getIsProfit()); totalProfitOrLess = totalProfitOrLess.add(profitOrLess); } MemberWalletContractEntity wallet = memberWalletContractDao.findWalletContractByMemberIdAndSymbol(memberId, CoinTypeEnum.USDT.name()); BigDecimal sub = wallet.getTotalBalance().add(totalProfitOrLess); // log.info("sub : {}, memberId : {}", sub, memberId); if (sub.compareTo(BigDecimal.ZERO) <= 0) { List list = new ArrayList<>(); OrderModel orderModel = new OrderModel(null, 0, price, symbol, memberId); list.add(orderModel); String content = JSONObject.toJSONString(list); String key = AppContants.WHOLE_BOMB_PREFIX + memberId; Map value = redisUtils.hmget(key); if (MapUtil.isEmpty(value)) { orderProducer.sendWholeBomb(content); contractHoldOrderDao.updateMemberAllHoldOrderClosingStatus(memberId); redisUtils.hmset(key, priceMap); } } } } } } }