package com.xcong.excoin.utils; import cn.hutool.core.collection.CollUtil; 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.common.enumerates.RabbitPriceTypeEnum; import com.xcong.excoin.common.exception.GlobalException; 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.dao.TradeSettingDao; 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.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); 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); } else {//开多 forcePrice = openPrice.subtract(money); } 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 * 开仓价 - (权益 - 其他币种成本)/当前币种成本 * (开仓价 * 1/杠杆) */ public static BigDecimal getForceSetPriceForWhole(String currentSymbol, @NotNull MemberEntity memberEntity) { ContractHoldOrderDao holdOrderDao = SpringContextHolder.getBean(ContractHoldOrderDao.class); MemberWalletContractDao walletContractDao = SpringContextHolder.getBean(MemberWalletContractDao.class); Long memberId = memberEntity.getId(); MemberWalletContractEntity walletContract = walletContractDao.findWalletContractByMemberIdAndSymbol(memberId, CoinTypeEnum.USDT.name()); List holdOrderEntities = holdOrderDao.selectHoldOrderListForWholeByMemberIdAndSymbol(memberId, null); List symbols = holdOrderDao.selectWholeHoldOrderSymbolsByMemberId(memberId); BigDecimal result = BigDecimal.ZERO; if (CollUtil.isNotEmpty(holdOrderEntities)) { for (String symbol : symbols) { // 其他币种成本 BigDecimal totalBondAmount = BigDecimal.ZERO; // 当前币种保证金 BigDecimal symbolBondAmount = BigDecimal.ZERO; // 开仓均价 BigDecimal openPrice = BigDecimal.ZERO; // 总盈亏 BigDecimal profitOrLoss = BigDecimal.ZERO; // 杠杆 int leverRatio = 0; boolean isAloneLess = true; for (ContractHoldOrderEntity holdOrderEntity : holdOrderEntities) { BigDecimal bondAmount = holdOrderEntity.getBondAmount().subtract(holdOrderEntity.getOpeningFeeAmount()); if (symbol.equalsIgnoreCase(holdOrderEntity.getSymbol())) { if (holdOrderEntity.getOpeningType() == ContractHoldOrderEntity.OPENING_TYPE_MORE) { isAloneLess = false; } symbolBondAmount = symbolBondAmount.add(bondAmount.subtract(holdOrderEntity.getOpeningFeeAmount())); if (openPrice.compareTo(BigDecimal.ZERO) == 0) { openPrice = holdOrderEntity.getOpeningPrice(); } else { openPrice = openPrice.add(holdOrderEntity.getOpeningPrice()).divide(BigDecimal.valueOf(2), 8, BigDecimal.ROUND_DOWN); } leverRatio = holdOrderEntity.getLeverRatio(); } else { totalBondAmount = totalBondAmount.add(holdOrderEntity.getBondAmount()); } profitOrLoss = profitOrLoss.add(calProfitOrLoss(holdOrderEntity, memberEntity)); } // log.info("{}, {}, {}, {}, {}, {}", totalBondAmount, symbolBondAmount, symbolFeeAmount, openPrice, profitOrLoss, leverRatio); BigDecimal equity = walletContract.getTotalBalance().add(profitOrLoss).subtract(walletContract.getFrozenBalance()); BigDecimal sub = equity.subtract(totalBondAmount); // log.info("sub -- {}", sub); if (sub.compareTo(symbolBondAmount) <= 0) { BigDecimal multi = BigDecimal.valueOf(10); BigDecimal divide = equity.divide(equity.add(multi), 8, BigDecimal.ROUND_DOWN); sub = symbolBondAmount.multiply(divide); } BigDecimal divide = sub.divide(symbolBondAmount, 8, BigDecimal.ROUND_DOWN); // log.info("divide -- {}", divide); BigDecimal divide2 = openPrice.divide(BigDecimal.valueOf(leverRatio), 8, BigDecimal.ROUND_DOWN); // log.info("divide2 -- {}", divide2); BigDecimal forcePrice = BigDecimal.ZERO; if (isAloneLess) { forcePrice = openPrice.add(divide.multiply(divide2)); } else { forcePrice = openPrice.subtract(divide.multiply(divide2)); } // log.info("forcePrice -- {}, {}", forcePrice, symbol); if (StrUtil.isBlank(currentSymbol)) { holdOrderDao.updateForcePriceBySymbolAndMemberId(forcePrice, memberId, symbol); } if (symbol.equalsIgnoreCase(currentSymbol)) { result = forcePrice; } } } return result; } /** * 开仓价 +/- (权益 - 其他币种成本 - 当前币种维持保证金)/(规格*张数) * * @param memberEntity * @param contractHoldOrderEntity * @return */ public static BigDecimal calForcePriceForWhole(MemberEntity memberEntity, ContractHoldOrderEntity contractHoldOrderEntity) { ContractHoldOrderDao holdOrderDao = SpringContextHolder.getBean(ContractHoldOrderDao.class); MemberWalletContractDao walletContractDao = SpringContextHolder.getBean(MemberWalletContractDao.class); Long memberId = memberEntity.getId(); MemberWalletContractEntity walletContract = walletContractDao.findWalletContractByMemberIdAndSymbol(memberId, CoinTypeEnum.USDT.name()); List holdOrderEntities = holdOrderDao.selectHoldOrderListForWholeByMemberIdAndSymbol(memberId, null); BigDecimal forcePrice = BigDecimal.ZERO; if (CollUtil.isNotEmpty(holdOrderEntities)) { BigDecimal totalBondAmount = BigDecimal.ZERO; BigDecimal totalProfitOrLoss = BigDecimal.ZERO; for (ContractHoldOrderEntity holdOrderEntity : holdOrderEntities) { if (holdOrderEntity.getId().equals(contractHoldOrderEntity.getId())) { // totalBondAmount = totalBondAmount.add(holdOrderEntity.getHoldBond()); } else { totalBondAmount = totalBondAmount.add(holdOrderEntity.getBondAmount()); } totalProfitOrLoss = totalProfitOrLoss.add(calProfitOrLoss(holdOrderEntity, memberEntity)); } BigDecimal divideChild = walletContract.getTotalBalance().subtract(totalBondAmount).add(totalProfitOrLoss); BigDecimal divideParent = contractHoldOrderEntity.getSymbolSku().multiply(new BigDecimal(contractHoldOrderEntity.getSymbolCntSale())); BigDecimal divide = divideChild.divide(divideParent, 8, BigDecimal.ROUND_DOWN); if (ContractHoldOrderEntity.OPENING_TYPE_MORE == contractHoldOrderEntity.getOpeningType()) { forcePrice = contractHoldOrderEntity.getOpeningPrice().subtract(divide); } else { forcePrice = contractHoldOrderEntity.getOpeningPrice().add(divide); } } return forcePrice; } /** * 多: * (开仓价*数量*规格 - 其他币种保证金 - (总账户金额-维持保证金) - (权益 - 维持保证金)) / 数量*规格 * 空: * (开仓价*数量*规格 - 其他币种保证金 + (总账户金额-维持保证金) + (权益 - 维持保证金)) / 数量*规格 * * @param memberEntity * @param contractHoldOrderEntity * @return */ public static BigDecimal calWholePriceTwo(MemberEntity memberEntity, ContractHoldOrderEntity contractHoldOrderEntity, int type) { ContractHoldOrderDao holdOrderDao = SpringContextHolder.getBean(ContractHoldOrderDao.class); MemberWalletContractDao walletContractDao = SpringContextHolder.getBean(MemberWalletContractDao.class); CacheSettingUtils cacheSettingUtils = SpringContextHolder.getBean(CacheSettingUtils.class); RedisUtils redisUtils = SpringContextHolder.getBean(RedisUtils.class); Long memberId = memberEntity.getId(); MemberWalletContractEntity walletContract = walletContractDao.findWalletContractByMemberIdAndSymbol(memberId, CoinTypeEnum.USDT.name()); List holdOrderEntities = holdOrderDao.selectHoldOrderListForWholeByMemberIdAndSymbol(memberId, null); BigDecimal forcePrice = BigDecimal.ZERO; if (CollUtil.isNotEmpty(holdOrderEntities)) { BigDecimal totalBondAmount = BigDecimal.ZERO; BigDecimal totalProfitOrLoss = BigDecimal.ZERO; for (ContractHoldOrderEntity holdOrderEntity : holdOrderEntities) { if (holdOrderEntity.getId().equals(contractHoldOrderEntity.getId())) { // totalBondAmount = totalBondAmount.add(holdOrderEntity.getHoldBond()); } else { totalBondAmount = totalBondAmount.add(holdOrderEntity.getBondAmount()); } BigDecimal newPrice = new BigDecimal(redisUtils.getString(CoinTypeConvert.convertToKey(holdOrderEntity.getSymbol()))); if (type == 2) { log.info("newPrice : {}", newPrice); } // 盈亏 BigDecimal rewardRatio = BigDecimal.ZERO; // 开多 if (ContractHoldOrderEntity.OPENING_TYPE_MORE == holdOrderEntity.getOpeningType()) { // (最新价-开仓价)*规格*张数 rewardRatio = newPrice.subtract(holdOrderEntity.getOpeningPrice()).multiply(contractHoldOrderEntity.getSymbolSku()).multiply(new BigDecimal(holdOrderEntity.getSymbolCntSale())); // 开空 } else { // (开仓价-最新价)*规格*张数 rewardRatio = holdOrderEntity.getOpeningPrice().subtract(newPrice).multiply(contractHoldOrderEntity.getSymbolSku()).multiply(new BigDecimal(holdOrderEntity.getSymbolCntSale())); } if (memberEntity.getIsProfit() == MemberEntity.IS_PROFIT_Y) { PlatformTradeSettingEntity tradeSettingEntity = cacheSettingUtils.getTradeSetting(); if (rewardRatio.compareTo(BigDecimal.ZERO) > -1) { rewardRatio = rewardRatio.multiply(BigDecimal.ONE.subtract(tradeSettingEntity.getProfitParam())); } } totalProfitOrLoss = totalProfitOrLoss.add(rewardRatio); } // 维持保证金 BigDecimal holdBond = contractHoldOrderEntity.getHoldBond(); // 成本 数量*面值*开仓价 BigDecimal cost = contractHoldOrderEntity.getSymbolSku().multiply(contractHoldOrderEntity.getOpeningPrice()).multiply(new BigDecimal(contractHoldOrderEntity.getSymbolCntSale())); // 费率 BigDecimal ratio = contractHoldOrderEntity.getOpeningPrice().multiply(new BigDecimal("0.005")); // 总账户 - 维持保证金 BigDecimal orderProfitOrLoss = walletContract.getTotalBalance().subtract(holdBond); // 权益 - 维持保证金 BigDecimal qy = walletContract.getTotalBalance().add(totalProfitOrLoss).subtract(holdBond); // BigDecimal qy = BigDecimal.ZERO; BigDecimal prefix = cost.subtract(totalBondAmount); BigDecimal divideChild; if (ContractHoldOrderEntity.OPENING_TYPE_MORE == contractHoldOrderEntity.getOpeningType()) { divideChild = prefix.subtract(orderProfitOrLoss).subtract(qy); } else { divideChild = prefix.add(orderProfitOrLoss).add(qy); } // BigDecimal divideChild = walletContract.getTotalBalance().add(totalProfitOrLoss).subtract(holdBond).subtract(cost).add(newPrice.multiply(new BigDecimal("0.005"))); BigDecimal divideParent = contractHoldOrderEntity.getSymbolSku().multiply(new BigDecimal(contractHoldOrderEntity.getSymbolCntSale())); forcePrice = divideChild.divide(divideParent, 8, BigDecimal.ROUND_DOWN); if (type == 2) { log.info("=======全仓爆仓======="); log.info("holdBond : {}", holdBond); log.info("cost : {}", cost); log.info("ratio : {}", ratio); log.info("orderProfitOrLoss : {}", orderProfitOrLoss); log.info("total : {}", walletContract.getTotalBalance()); log.info("totalProfitOrLoss : {}", totalProfitOrLoss); log.info("qy : {}", qy); } } return forcePrice; } public static BigDecimal calProfitOrLoss(ContractHoldOrderEntity holdOrderEntity, MemberEntity memberEntity) { CacheSettingUtils cacheSettingUtils = SpringContextHolder.getBean(CacheSettingUtils.class); RedisUtils redisUtils = SpringContextHolder.getBean(RedisUtils.class); BigDecimal lotNumber = cacheSettingUtils.getSymbolSku(holdOrderEntity.getSymbol()); BigDecimal newPrice = new BigDecimal(redisUtils.getString(CoinTypeConvert.convertToKey(holdOrderEntity.getSymbol()))); // 盈亏 BigDecimal rewardRatio = BigDecimal.ZERO; // 开多 if (ContractHoldOrderEntity.OPENING_TYPE_MORE == holdOrderEntity.getOpeningType()) { // (最新价-开仓价)*规格*张数 rewardRatio = newPrice.subtract(holdOrderEntity.getOpeningPrice()).multiply(lotNumber).multiply(new BigDecimal(holdOrderEntity.getSymbolCntSale())); // 开空 } else { // (开仓价-最新价)*规格*张数 rewardRatio = holdOrderEntity.getOpeningPrice().subtract(newPrice).multiply(lotNumber).multiply(new BigDecimal(holdOrderEntity.getSymbolCntSale())); } if (memberEntity.getIsProfit() == MemberEntity.IS_PROFIT_Y) { PlatformTradeSettingEntity tradeSettingEntity = cacheSettingUtils.getTradeSetting(); if (rewardRatio.compareTo(BigDecimal.ZERO) > -1) { rewardRatio = rewardRatio.multiply(BigDecimal.ONE.subtract(tradeSettingEntity.getProfitParam())); } } return rewardRatio; } 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 * * @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); } public static BigDecimal calOrderProfitOrLess(int type, BigDecimal newPrice, BigDecimal openPrice, BigDecimal lotNumber, int symbolCnt, int isProfit) { CacheSettingUtils cacheSettingUtils = SpringContextHolder.getBean(CacheSettingUtils.class); PlatformTradeSettingEntity tradeSetting = cacheSettingUtils.getTradeSetting(); // 单个订单盈利 BigDecimal profitOrLess = BigDecimal.ZERO; // 开多 if (ContractHoldOrderEntity.OPENING_TYPE_MORE == type) { profitOrLess = newPrice.subtract(openPrice).multiply(new BigDecimal(symbolCnt)).multiply(lotNumber); // 开空 } else { profitOrLess = openPrice.subtract(newPrice).multiply(new BigDecimal(symbolCnt)).multiply(lotNumber); } if (MemberEntity.IS_PROFIT_Y == isProfit) { if (profitOrLess.compareTo(BigDecimal.ZERO) > 0) { profitOrLess = profitOrLess.multiply(BigDecimal.ONE.subtract(tradeSetting.getForceParam())); } else { profitOrLess = profitOrLess.multiply(BigDecimal.ONE.add(tradeSetting.getForceParam())); } } return profitOrLess; } /** * 全仓模式下,维持保证金 * 维持保证金 = 持仓价值*维持保证金率= 面值*张数*开仓价格*维持保证金率 * @param contractHoldOrder * @return */ public static BigDecimal calMemberHoldBond(ContractHoldOrderEntity contractHoldOrder) { TradeSettingDao tradeSettingDao = SpringContextHolder.getBean(TradeSettingDao.class); RedisUtils redisUtils = SpringContextHolder.getBean(RedisUtils.class); PlatformTradeSettingEntity tradeSetting = tradeSettingDao.findTradeSetting(); BigDecimal holdBondRatio = (BigDecimal) redisUtils.get(AppContants.HOLD_BOND_RATIO); if (holdBondRatio == null) { holdBondRatio = tradeSetting.getHoldBondRatio(); redisUtils.set(AppContants.HOLD_BOND_RATIO, tradeSetting.getHoldBondRatio()); } return contractHoldOrder.getOpeningPrice().multiply(new BigDecimal(contractHoldOrder.getSymbolCntSale())).multiply(holdBondRatio.multiply(new BigDecimal(100))).multiply(contractHoldOrder.getSymbolSku()).divide(new BigDecimal(contractHoldOrder.getLeverRatio()), 8, BigDecimal.ROUND_DOWN); } }