package com.xcong.excoin.utils; 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.platform.entity.PlatformTradeSettingEntity; import lombok.extern.slf4j.Slf4j; import java.math.BigDecimal; /** * @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 BigDecimal getForceSetPriceForWhole(MemberEntity memberEntity) { ContractHoldOrderDao holdOrderDao = SpringContextHolder.getBean(ContractHoldOrderDao.class); MemberWalletContractDao walletContractDao = SpringContextHolder.getBean(MemberWalletContractDao.class); CacheSettingUtils cacheSettingUtils = SpringContextHolder.getBean(CacheSettingUtils.class); return null; } /** * 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); } }