package com.yami.trading.service.contract;
|
|
import cn.hutool.core.collection.CollectionUtil;
|
import cn.hutool.core.convert.Convert;
|
import cn.hutool.core.date.DateUtil;
|
import cn.hutool.core.util.StrUtil;
|
import com.baomidou.mybatisplus.core.conditions.query.LambdaQueryWrapper;
|
import com.baomidou.mybatisplus.core.conditions.query.QueryWrapper;
|
import com.baomidou.mybatisplus.core.metadata.IPage;
|
import com.baomidou.mybatisplus.extension.plugins.pagination.Page;
|
import com.yami.trading.bean.contract.domain.ContractApplyOrder;
|
import com.yami.trading.bean.contract.dto.ContractApplyOrderDTO;
|
import com.yami.trading.bean.contract.dto.ContractOrderDTO;
|
import com.yami.trading.bean.contract.query.ContractApplyOrderQuery;
|
import com.yami.trading.bean.contract.query.ContractOrderQuery;
|
import com.yami.trading.bean.data.domain.Realtime;
|
import com.yami.trading.bean.item.domain.Item;
|
import com.yami.trading.bean.model.MoneyLog;
|
import com.yami.trading.bean.model.User;
|
import com.yami.trading.bean.model.UserData;
|
import com.yami.trading.bean.model.Wallet;
|
import com.yami.trading.common.constants.Constants;
|
import com.yami.trading.common.constants.ContractRedisKeys;
|
import com.yami.trading.common.constants.TipConstants;
|
import com.yami.trading.common.exception.YamiShopBindException;
|
import com.yami.trading.common.util.*;
|
import com.yami.trading.service.MoneyLogService;
|
import com.yami.trading.service.StrongLevelCalculationService;
|
import com.yami.trading.service.data.DataService;
|
import com.yami.trading.service.system.TipService;
|
import com.yami.trading.service.user.UserDataService;
|
import com.yami.trading.service.user.UserService;
|
import com.yami.trading.service.WalletService;
|
import com.yami.trading.service.item.ItemService;
|
import com.yami.trading.util.ConverterUtil;
|
import org.apache.commons.collections.CollectionUtils;
|
import org.apache.commons.lang3.ObjectUtils;
|
import org.jetbrains.annotations.NotNull;
|
import org.springframework.beans.factory.annotation.Autowired;
|
import org.springframework.beans.factory.annotation.Qualifier;
|
import org.springframework.context.annotation.Lazy;
|
import org.springframework.stereotype.Service;
|
import org.springframework.transaction.annotation.Propagation;
|
import org.springframework.transaction.annotation.Transactional;
|
import com.baomidou.mybatisplus.extension.service.impl.ServiceImpl;
|
import com.yami.trading.bean.contract.domain.ContractOrder;
|
import com.yami.trading.dao.contract.ContractOrderMapper;
|
import org.springframework.web.bind.annotation.RequestParam;
|
|
import java.lang.reflect.Type;
|
import java.math.BigDecimal;
|
import java.math.RoundingMode;
|
import java.text.DecimalFormat;
|
import java.text.SimpleDateFormat;
|
import java.util.*;
|
import java.util.concurrent.*;
|
import java.util.stream.Collectors;
|
|
/**
|
* 非按金额订单Service
|
*
|
* @author lucas
|
* @version 2023-03-29
|
*/
|
@Service
|
@Transactional
|
public class ContractOrderService extends ServiceImpl<ContractOrderMapper, ContractOrder> {
|
private final ConcurrentMap<String, ContractOrder> map = new ConcurrentHashMap<>();
|
private final ScheduledExecutorService executorService = Executors.newSingleThreadScheduledExecutor();
|
|
public ContractOrderService(){
|
executorService.scheduleAtFixedRate(this::flush, 1, 1, TimeUnit.SECONDS);
|
}
|
|
public void flush() {
|
List<ContractOrder> items = new ArrayList<>(map.values());
|
if (!items.isEmpty()) {
|
getBaseMapper().batchUpdateBuffer(items);
|
}
|
}
|
@Qualifier("dataService")
|
@Autowired
|
@Lazy
|
private DataService dataService;
|
@Autowired
|
private ItemService itemService;
|
|
@Autowired
|
private WalletService walletService;
|
|
@Autowired
|
private UserService userService;
|
@Autowired
|
private TipService tipService;
|
@Autowired
|
private UserDataService userDataService;
|
|
@Autowired
|
@Lazy
|
private ContractApplyOrderService contractApplyOrderService;
|
|
@Autowired
|
private StrongLevelCalculationService strongLevelCalculationService;
|
|
@Autowired
|
MoneyLogService moneyLogService;
|
|
public IPage<ContractOrderDTO> listRecord(Page page, ContractOrderQuery query) {
|
return baseMapper.listRecord(page, query);
|
}
|
|
/**
|
* 持仓单
|
*
|
* @param partyId
|
* @param symbol
|
* @param direction
|
* @return
|
*/
|
public List<ContractOrder> findSubmitted(String partyId, String symbol, String direction) {
|
QueryWrapper<ContractOrder> queryWrapper = new QueryWrapper<>();
|
queryWrapper.eq(StrUtil.isNotBlank(partyId), "party_id", partyId);
|
queryWrapper.eq(StrUtil.isNotBlank(symbol), "symbol", symbol);
|
queryWrapper.eq(StrUtil.isNotBlank(direction), "direction", direction);
|
queryWrapper.eq("state", "submitted");
|
queryWrapper.orderByDesc("create_time");
|
return list(queryWrapper);
|
}
|
|
public List<ContractOrder> findSubmitted(String partyId, List<String> symbols) {
|
symbols.add("-1");
|
QueryWrapper<ContractOrder> queryWrapper = new QueryWrapper<>();
|
queryWrapper.eq("party_id", partyId);
|
queryWrapper.in("symbol", symbols);
|
queryWrapper.eq("state", "submitted");
|
queryWrapper.orderByDesc("create_time");
|
return list(queryWrapper);
|
}
|
|
public List<ContractOrder> findSubmitted(String partyId, String symbol, String direction, String startTime, String endTime, String symbolType) {
|
QueryWrapper<ContractOrder> queryWrapper = new QueryWrapper<>();
|
queryWrapper.eq(StrUtil.isNotBlank(partyId), "party_id", partyId);
|
// queryWrapper.eq(StrUtil.isNotBlank(symbol), "symbol", symbol);
|
queryWrapper.eq(StrUtil.isNotBlank(direction), "direction", direction);
|
queryWrapper.eq("state", "submitted");
|
List<String> symbols = itemService.findByType(symbolType).stream().map(Item::getSymbol).collect(Collectors.toList());
|
symbols.add("-1");
|
if (StringUtils.isNotEmpty(symbolType) && StringUtils.isEmptyString(symbol)) {
|
queryWrapper.in(StringUtils.isNotEmpty(symbolType), "symbol", symbols);
|
}
|
queryWrapper.ge(StringUtils.isNotEmpty(startTime), "date_format(create_time,'%Y-%m-%d')", startTime);
|
queryWrapper.le(StringUtils.isNotEmpty(endTime), "date_format(create_time,'%Y-%m-%d')", endTime);
|
|
queryWrapper.orderByDesc("create_time");
|
return list(queryWrapper);
|
}
|
|
public List<Map<String, Object>> findSubmittedRedis(String partyId, String symbol, String startTime, String endTime, String symbolType) {
|
List<ContractOrder> list = findSubmitted(partyId, symbol, null, startTime, endTime, symbolType);
|
return this.bulidData(list);
|
}
|
|
public List<Map<String, Object>> findSubmittedRedis(String partyId, String symbol) {
|
List<ContractOrder> list = findSubmitted(partyId, symbol, null);
|
return this.bulidData(list);
|
}
|
|
public List<Map<String, Object>> getPaged(int pageNo, int pageSize, String partyId, String symbol, String type, String queryDate) {
|
QueryWrapper<ContractOrder> queryWrapper = new QueryWrapper<>();
|
queryWrapper.eq(StrUtil.isNotBlank(partyId), "party_id", partyId);
|
queryWrapper.eq(StrUtil.isNotBlank(symbol), "symbol", symbol);
|
if ("orders".equals(type)) {
|
queryWrapper.eq("state", "submitted");
|
queryWrapper.eq(StringUtils.isNotEmpty(queryDate), "date_format(create_time,'%Y-%m-%d')", queryDate);
|
|
} else if ("hisorders".equals(type)) {
|
queryWrapper.eq("state", "created");
|
queryWrapper.eq(StringUtils.isNotEmpty(queryDate), "date_format(create_time,'%Y-%m-%d')", queryDate);
|
|
}
|
queryWrapper.orderByDesc("create_time");
|
|
Date date = DateUtils.addDay(new Date(), -1);
|
|
Page page = new Page(pageNo, pageSize);
|
List<ContractOrder> list = baseMapper.selectPage(page, queryWrapper).getRecords();
|
List<Map<String, Object>> data = this.bulidData(list);
|
return data;
|
}
|
|
|
public Long getOrdersCount(String type, String partyId, String symbol, String symbolType) {
|
QueryWrapper<ContractOrder> queryWrapper = new QueryWrapper<>();
|
queryWrapper.eq(StrUtil.isNotBlank(partyId), "party_id", partyId);
|
queryWrapper.eq(StrUtil.isNotBlank(symbol), "symbol", symbol);
|
if ("orders".equals(type)) {
|
queryWrapper.eq("state", "submitted");
|
} else if ("hisorders".equals(type)) {
|
queryWrapper.eq("state", "created");
|
}
|
List<String> symbols = itemService.findByType(symbolType).stream().map(Item::getSymbol).collect(Collectors.toList());
|
symbols.add("-1");
|
if (StringUtils.isNotEmpty(symbolType) && StringUtils.isEmptyString(symbol)) {
|
queryWrapper.in(StringUtils.isNotEmpty(symbolType), "symbol", symbols);
|
}
|
return count(queryWrapper);
|
}
|
|
|
public List<ContractOrder> findSubmitted() {
|
QueryWrapper<ContractOrder> queryWrapper = new QueryWrapper<>();
|
queryWrapper.eq("state", ContractOrder.STATE_SUBMITTED);
|
return list(queryWrapper);
|
}
|
|
public ContractOrder findByOrderNoRedis(String orderNo) {
|
return RedisUtil.get(ContractRedisKeys.CONTRACT_ORDERNO + orderNo);
|
|
}
|
public ContractOrder findByOrderNo(String orderNo) {
|
QueryWrapper<ContractOrder> queryWrapper = new QueryWrapper<>();
|
queryWrapper.eq("order_no", orderNo);
|
queryWrapper.last("limit 1");
|
List<ContractOrder> list = list(queryWrapper);
|
if (CollectionUtil.isEmpty(list)) {
|
return null;
|
}
|
return list.get(0);
|
}
|
|
public List<Map<String, Object>> getPaged(int pageNo, int pageSize, String partyId, String symbol, String type, String startTime, String endTime, String symbolType) {
|
QueryWrapper<ContractOrder> queryWrapper = new QueryWrapper<>();
|
queryWrapper.eq(StrUtil.isNotBlank(partyId), "party_id", partyId);
|
// queryWrapper.eq(StrUtil.isNotBlank(symbol), "symbol", symbol);
|
if ("orders".equals(type)) {
|
queryWrapper.eq("state", "submitted");
|
} else if ("hisorders".equals(type)) {
|
queryWrapper.eq("state", "created");
|
}
|
List<String> symbols = itemService.findByType(symbolType).stream().map(Item::getSymbol).collect(Collectors.toList());
|
symbols.add("-1");
|
if (StringUtils.isNotEmpty(symbolType) && StringUtils.isEmptyString(symbol)) {
|
queryWrapper.in(StringUtils.isNotEmpty(symbolType), "symbol", symbols);
|
}
|
queryWrapper.ge(StrUtil.isNotBlank(startTime), "create_time", startTime + " 00:00:00");
|
queryWrapper.le(StrUtil.isNotBlank(endTime), "create_time", endTime + " 23:59:59");
|
queryWrapper.orderByDesc("create_time");
|
|
Page page = new Page(pageNo, pageSize);
|
List<ContractOrder> list = baseMapper.selectPage(page, queryWrapper).getRecords();
|
List<Map<String, Object>> data = this.bulidData(list);
|
return data;
|
}
|
|
|
/**
|
* 平仓，按订单进行平仓
|
*/
|
private final Object lock = new Object();
|
|
@Transactional
|
public ContractOrder saveClose(String partyId, String orderNo,String describe) {
|
/*
|
* 平仓
|
*/
|
synchronized (lock) {
|
ContractOrder order = this.findByOrderNo(orderNo);
|
if (order == null || !ContractOrder.STATE_SUBMITTED.equals(order.getState())
|
|| !partyId.equals(order.getPartyId()) || order.getVolume().compareTo(BigDecimal.ZERO) <= 0) {
|
/**
|
* 状态已改变，退出处理
|
*/
|
return null;
|
}
|
|
/**
|
* 收益
|
*/
|
BigDecimal volume = order.getVolume();
|
BigDecimal profit = settle(order, order.getVolume());
|
|
Wallet wallet = walletService.findByUserId(order.getPartyId());
|
if (wallet.getMoney().add(profit).compareTo(BigDecimal.ZERO) < 0) {
|
// 如果结果是负数，就归零
|
if (wallet.getMoney().compareTo(BigDecimal.ZERO) < 0) {
|
profit = BigDecimal.ZERO;
|
}
|
}
|
|
walletService.updateMoney(order.getSymbol(), partyId, profit, BigDecimal.ZERO,
|
Constants.MONEYLOG_CATEGORY_CONTRACT, Constants.WALLET_USDT, Constants.MONEYLOG_CONTENT_CONTRACT_CLOSE, describe+"平仓，平仓合约数[" + volume + "],订单号[" + order.getOrderNo() + "]");
|
order.setState(ContractOrder.STATE_CREATED);
|
order.setVolume(BigDecimal.ZERO);
|
order.setDeposit(BigDecimal.ZERO);
|
order.setCloseTime(DateUtil.currentSeconds());
|
order.setCloseTimeTs(DateUtil.currentSeconds());
|
update(order);
|
|
/**
|
* 合约产品平仓后添加当前流水setWithdraw_limit_now_amount
|
*/
|
User party = userService.getById(order.getPartyId());
|
party.setWithdrawLimitNowAmount(party.getWithdrawLimitNowAmount().add(order.getDepositOpen()));
|
userService.updateById(party);
|
if (ObjectUtils.isEmpty(order.getCloseAvgPrice())) {
|
order.setCloseAvgPrice(BigDecimal.ZERO);
|
}
|
return order;
|
}
|
}
|
|
|
/**
|
* 全仓强平
|
*/
|
private final Object allCloseLock = new Object();
|
|
@Transactional
|
public void allClose(String partyId) {
|
synchronized (allCloseLock) {
|
/*
|
* 平仓
|
*/
|
//所有订单
|
List<ContractOrder> list = list(new LambdaQueryWrapper<>(ContractOrder.class)
|
.eq(ContractOrder::getState, ContractOrder.STATE_SUBMITTED)
|
.eq(ContractOrder::getPartyId, partyId)
|
);
|
//计算所有亏损
|
BigDecimal finalProfit = BigDecimal.ZERO; // 初始化为 0
|
String symbol = null;
|
String orderNo = null;
|
String volume = null;
|
for (ContractOrder order : list) {
|
/**
|
* 计算收益
|
*/
|
BigDecimal earnings = settle(order, order.getVolume());
|
finalProfit = finalProfit.add(earnings);
|
|
|
order.setState(ContractOrder.STATE_CREATED);
|
order.setVolume(BigDecimal.ZERO);
|
order.setDeposit(BigDecimal.ZERO);
|
order.setCloseTime(DateUtil.currentSeconds());
|
order.setCloseTimeTs(DateUtil.currentSeconds());
|
update(order);
|
|
/**
|
* 合约产品平仓后添加当前流水setWithdraw_limit_now_amount
|
*/
|
User party = userService.getById(order.getPartyId());
|
party.setWithdrawLimitNowAmount(party.getWithdrawLimitNowAmount().add(order.getDepositOpen()));
|
userService.updateById(party);
|
if (ObjectUtils.isEmpty(order.getCloseAvgPrice())) {
|
order.setCloseAvgPrice(BigDecimal.ZERO);
|
}
|
|
if (StringUtils.isNotEmpty(symbol)) {
|
symbol += "," + order.getSymbol();
|
} else {
|
symbol = order.getSymbol();
|
}
|
|
if (StringUtils.isNotEmpty(orderNo)) {
|
orderNo += "," + order.getOrderNo();
|
} else {
|
orderNo = order.getOrderNo();
|
}
|
|
if (StringUtils.isNotEmpty(volume)) {
|
volume += "," + "订单号:" + order.getOrderNo() + "数量:" + order.getVolumeOpen();
|
} else {
|
volume = "订单号:" + order.getOrderNo() + "数量:" + order.getVolumeOpen();
|
}
|
|
}
|
updateMoney(symbol, partyId, finalProfit, BigDecimal.ZERO,
|
Constants.MONEYLOG_CATEGORY_CONTRACT, Constants.WALLET_USDT, Constants.MANDATORY_LIQUIDATION_CONTRACT_CLOSE, "强制平仓，平仓合约数" + list.size() + "[" + volume + "],订单号[" + orderNo + "]");
|
}
|
}
|
|
@Transactional
|
public void updateMoney(String symbol, String userId, BigDecimal money, BigDecimal amountFee,
|
String category, String walletType, String contentType, String log) {
|
|
Date now = new Date();
|
Wallet wallet = walletService.findByUserId(userId);
|
BigDecimal amountBefore = wallet.getMoney();
|
wallet.setMoney(BigDecimal.ZERO);
|
if(wallet.getMoney().compareTo(BigDecimal.ZERO) < 0){
|
wallet.setMoney(BigDecimal.ZERO);
|
}
|
wallet.setUpdateTime(now);
|
walletService.updateById(wallet);
|
// 账变日志
|
MoneyLog moneyLog = new MoneyLog();
|
moneyLog.setCreateTime(now);
|
moneyLog.setSymbol(symbol);
|
moneyLog.setCategory(category);
|
moneyLog.setAmountBefore(amountBefore);
|
moneyLog.setAmount(money);
|
moneyLog.setAmountAfter(wallet.getMoney());
|
moneyLog.setUserId(userId);
|
moneyLog.setWalletType(walletType);
|
moneyLog.setContentType(contentType);
|
moneyLog.setLog(log);
|
moneyLogService.save(moneyLog);
|
|
|
}
|
|
/**
|
* 前台发起的，直接不缓存
|
* updateByIdBuffer 只是更新利润强平价格的，不要处理state状态更新
|
*
|
* @param entity
|
* @return
|
*/
|
@Transactional(propagation = Propagation.NOT_SUPPORTED)
|
public void updateByIdBuffer(ContractOrder entity) {
|
map.put(entity.getUuid(), entity);
|
}
|
|
public void update(ContractOrder order) {
|
// 强制刷新
|
updateById(order);
|
// this.getHibernateTemplate().merge(order);
|
RedisUtil.set(ContractRedisKeys.CONTRACT_ORDERNO + order.getOrderNo(), order);
|
if (ContractOrder.STATE_SUBMITTED.equals(order.getState())) {
|
|
Map<String, ContractOrder> map =
|
RedisUtil.get(ContractRedisKeys.CONTRACT_SUBMITTED_ORDER_PARTY_ID + order.getPartyId());
|
if (null == map) {
|
map = new ConcurrentHashMap<>();
|
}
|
|
ContractOrder orderOld = map.get(order.getOrderNo());
|
map.put(order.getOrderNo(), order);
|
RedisUtil.set(ContractRedisKeys.CONTRACT_SUBMITTED_ORDER_PARTY_ID + order.getPartyId(), map);
|
|
// 获取单个订单的合约总资产、总保证金、总未实现盈利
|
Map<String, BigDecimal> contractAssetsOrder = this.walletService.getMoneyContractByOrder(order);
|
Map<String, BigDecimal> contractAssetsOrderOld = this.walletService.getMoneyContractByOrder(orderOld);
|
|
BigDecimal contractAssets = RedisUtil.get(ContractRedisKeys.CONTRACT_ASSETS_PARTY_ID + order.getPartyId().toString());
|
if (contractAssets == null) {
|
contractAssets = BigDecimal.ZERO;
|
}
|
BigDecimal contractAssetsDeposit = RedisUtil.get(ContractRedisKeys.CONTRACT_ASSETS_DEPOSIT_PARTY_ID + order.getPartyId().toString());
|
if (contractAssetsDeposit == null) {
|
contractAssetsDeposit = BigDecimal.ZERO;
|
}
|
BigDecimal contractAssetsProfit = RedisUtil.get(ContractRedisKeys.CONTRACT_ASSETS_PROFIT_PARTY_ID + order.getPartyId().toString());
|
if (contractAssetsProfit == null) {
|
contractAssetsProfit = BigDecimal.ZERO;
|
}
|
|
RedisUtil.set(ContractRedisKeys.CONTRACT_ASSETS_PARTY_ID + order.getPartyId().toString(),
|
contractAssets.add(contractAssetsOrder.get("money_contract")).subtract(contractAssetsOrderOld.get("money_contract")));
|
RedisUtil.set(ContractRedisKeys.CONTRACT_ASSETS_DEPOSIT_PARTY_ID + order.getPartyId().toString(),
|
contractAssetsDeposit.add(contractAssetsOrder.get("money_contract_deposit")).subtract(contractAssetsOrderOld.get("money_contract_deposit")));
|
RedisUtil.set(ContractRedisKeys.CONTRACT_ASSETS_PROFIT_PARTY_ID + order.getPartyId().toString(),
|
contractAssetsProfit.add(contractAssetsOrder.get("money_contract_profit")).subtract(contractAssetsOrderOld.get("money_contract_profit")));
|
|
} else if (ContractOrder.STATE_CREATED.equals(order.getState())) {
|
// 平仓后，移除持仓列表
|
|
Map<String, ContractOrder> map = RedisUtil.get(ContractRedisKeys.CONTRACT_SUBMITTED_ORDER_PARTY_ID + order.getPartyId().toString());
|
ContractOrder orderOld = null;
|
if (map != null && !map.isEmpty()) {
|
orderOld = map.get(order.getOrderNo());
|
map.remove(order.getOrderNo());
|
}
|
RedisUtil.set(ContractRedisKeys.CONTRACT_SUBMITTED_ORDER_PARTY_ID + order.getPartyId().toString(), map);
|
|
// 获取单个订单的合约总资产、总保证金、总未实现盈利
|
Map<String, BigDecimal> contractAssetsOrderOld = walletService.getMoneyContractByOrder(orderOld);
|
|
BigDecimal contractAssets = RedisUtil.get(ContractRedisKeys.CONTRACT_ASSETS_PARTY_ID + order.getPartyId().toString());
|
if (contractAssets == null) {
|
contractAssets = BigDecimal.ZERO;
|
}
|
BigDecimal contractAssetsDeposit = RedisUtil.get(ContractRedisKeys.CONTRACT_ASSETS_DEPOSIT_PARTY_ID + order.getPartyId().toString());
|
if (contractAssetsDeposit == null) {
|
contractAssetsDeposit = BigDecimal.ZERO;
|
}
|
BigDecimal contractAssetsProfit = RedisUtil.get(ContractRedisKeys.CONTRACT_ASSETS_PROFIT_PARTY_ID + order.getPartyId().toString());
|
if (contractAssetsProfit == null) {
|
contractAssetsProfit = BigDecimal.ZERO;
|
}
|
|
RedisUtil.set(ContractRedisKeys.CONTRACT_ASSETS_PARTY_ID + order.getPartyId().toString(),
|
contractAssets.subtract(contractAssetsOrderOld.get("money_contract")));
|
RedisUtil.set(ContractRedisKeys.CONTRACT_ASSETS_DEPOSIT_PARTY_ID + order.getPartyId().toString(),
|
contractAssetsDeposit.subtract(contractAssetsOrderOld.get("money_contract_deposit")));
|
RedisUtil.set(ContractRedisKeys.CONTRACT_ASSETS_PROFIT_PARTY_ID + order.getPartyId().toString(),
|
contractAssetsProfit.subtract(contractAssetsOrderOld.get("money_contract_profit")));
|
|
// 平仓则纪录数据（委托平仓，订单直接平仓）
|
this.userDataService.saveClose(order);
|
User party = userService.getById(order.getPartyId());
|
|
if (Constants.SECURITY_ROLE_MEMBER.equals(party.getRoleName())) {
|
tipService.deleteTip(order.getUuid().toString());
|
}
|
}
|
}
|
|
|
/**
|
* 收益结算，平仓时计算
|
*
|
* @param closevolume 平仓的张数
|
*/
|
public BigDecimal settle(ContractOrder order, BigDecimal volume) {
|
/**
|
* 偏差点位
|
*/
|
List<Realtime> list = this.dataService.realtime(order.getSymbol());
|
if (list.size() == 0) {
|
order.getProfit();
|
}
|
Realtime realtime = list.get(0);
|
BigDecimal close = realtime.getClose();
|
BigDecimal point = close.subtract(order.getTradeAvgPrice());
|
BigDecimal profit = point.multiply(new BigDecimal("0.01")).multiply(order.getVolumeOpen()).setScale(4, BigDecimal.ROUND_DOWN);;
|
if(null != order.getProfitLossRatio() || order.getProfitLossRatio() > 0){
|
profit = order.getDepositOpen().multiply(new BigDecimal((order.getProfitLossRatio()/100))).setScale(2, RoundingMode.DOWN);
|
}
|
BigDecimal rentalProfit = order.getDeposit().add(profit);
|
BigDecimal rate = volume.divide(order.getVolumeOpen(), 2, RoundingMode.HALF_UP);
|
order.setAmountClose(order.getAmountClose().add(profit));
|
order.setVolume(order.getVolume().subtract(volume));
|
order.setDeposit(order.getDeposit().subtract(order.getDepositOpen().multiply(rate)));
|
if (order.getVolume().compareTo(BigDecimal.ZERO) <= 0) {
|
order.setState(ContractOrder.STATE_CREATED);
|
order.setCloseTime(DateUtil.currentSeconds());
|
order.setCloseTimeTs(DateUtil.currentSeconds());
|
|
}
|
return rentalProfit;
|
}
|
public void saveOpen(ContractApplyOrder applyOrder, Realtime realtime) {
|
Item item = this.itemService.findBySymbol(applyOrder.getSymbol());
|
|
ContractOrder f = getOne(new LambdaQueryWrapper<>(ContractOrder.class)
|
.eq(ContractOrder::getPartyId, applyOrder.getPartyId())
|
.eq(ContractOrder::getSymbol, applyOrder.getSymbol())
|
.eq(ContractOrder::getDirection, applyOrder.getDirection())
|
.eq(ContractOrder::getState,"submitted")
|
.last(" limit 1")
|
);
|
|
|
//合并订单
|
if(ObjectUtils.isNotEmpty(f)){
|
//创建订单
|
if(applyOrder.getOrderPriceType().equals("opponent")){//市价单，创建订单在计算和扣款
|
BigDecimal price = ((realtime.getClose().add(f.getTradeAvgPrice()))
|
.divide(new BigDecimal(2))).multiply(BigDecimal.valueOf(item.getFaceValue()));
|
BigDecimal unitAmount = price.setScale(4, RoundingMode.DOWN);
|
|
f.setUnitAmount(unitAmount);
|
f.setDepositOpen(f.getDepositOpen().add(applyOrder.getMoney()));
|
f.setDeposit(f.getDeposit().add(applyOrder.getMoney()));
|
f.setTradeAvgPrice((f.getTradeAvgPrice().add(realtime.getClose())).divide(new BigDecimal(2)).setScale(4, RoundingMode.DOWN));
|
|
BigDecimal fee = BigDecimal.ZERO;
|
// if (f.getLeverRate() != null) {
|
//
|
// fee = applyOrder.getDeposit().multiply(f.getLeverRate()).multiply(item.getUnitFee());
|
// fee = fee.setScale(4, RoundingMode.DOWN); // 保留两位小数
|
// f.setFee(f.getFee().add(fee));
|
// }
|
fee = applyOrder.getFee();
|
f.setFee(applyOrder.getFee());
|
double number = strongLevelCalculationService.countSheets(f.getDepositOpen().doubleValue(), applyOrder.getLeverRate().intValue(), 0.01, realtime.getClose().doubleValue());
|
f.setVolumeOpen(new BigDecimal(number));
|
f.setVolume(new BigDecimal(number));
|
f.setLeverRate(applyOrder.getLeverRate());
|
|
walletService.updateMoney(f.getSymbol(), f.getPartyId(), BigDecimal.ZERO.subtract(applyOrder.getDeposit()), BigDecimal.ZERO
|
, Constants.MONEYLOG_CATEGORY_CONTRACT, Constants.WALLET_USDT, Constants.MONEYLOG_CONTENT_CONTRACT_OPEN, "委托单，订单号[" + f.getOrderNo() + "]"
|
);
|
walletService.updateMoney(f.getSymbol(), f.getPartyId(), BigDecimal.ZERO.subtract(fee), BigDecimal.ZERO
|
, Constants.MONEYLOG_CATEGORY_CONTRACT, Constants.WALLET_USDT, Constants.MONEYLOG_CONTENT_FEE, "委托单，订单号[" + f.getOrderNo() + "]"
|
);
|
}
|
//计算强平价格
|
getStrongPrice(f,item);
|
update(f);
|
refreshOrder(applyOrder, f);
|
}else{
|
//创建订单
|
ContractOrder order = getContractOrder(applyOrder, item);
|
if(applyOrder.getOrderPriceType().equals("opponent")) {//市价单，创建订单在计算和扣款
|
BigDecimal price = ((realtime.getClose().add(order.getTradeAvgPrice()))
|
.divide(new BigDecimal(2))).multiply(BigDecimal.valueOf(item.getFaceValue()));
|
BigDecimal unitAmount = price.setScale(4, RoundingMode.DOWN);
|
order.setUnitAmount(unitAmount);
|
order.setDepositOpen(applyOrder.getMoney());
|
order.setDeposit(applyOrder.getMoney());
|
|
if (order.getLeverRate() != null) {
|
BigDecimal fee = order.getDeposit().multiply(order.getLeverRate()).multiply(item.getUnitFee());
|
fee = fee.setScale(4, RoundingMode.DOWN); // 保留两位小数
|
order.setFee(fee);
|
}
|
double number = strongLevelCalculationService.countSheets(order.getDepositOpen().doubleValue(), order.getLeverRate().intValue(), 0.01, applyOrder.getPrice().doubleValue());
|
order.setVolume(new BigDecimal(number));
|
order.setVolumeOpen(new BigDecimal(number));
|
|
walletService.updateMoney(order.getSymbol(), order.getPartyId(), BigDecimal.ZERO.subtract(order.getDeposit()), BigDecimal.ZERO
|
, Constants.MONEYLOG_CATEGORY_CONTRACT, Constants.WALLET_USDT, Constants.MONEYLOG_CONTENT_CONTRACT_OPEN, "委托单，订单号[" + order.getOrderNo() + "]"
|
);
|
walletService.updateMoney(order.getSymbol(), order.getPartyId(), BigDecimal.ZERO.subtract(order.getFee()), BigDecimal.ZERO
|
, Constants.MONEYLOG_CATEGORY_CONTRACT, Constants.WALLET_USDT, Constants.MONEYLOG_CONTENT_FEE, "委托单，订单号[" + order.getOrderNo() + "]"
|
);
|
}
|
//计算强平价格
|
getStrongPrice(order,item);
|
save(order);
|
refreshOrder(applyOrder, order);
|
}
|
}
|
|
@NotNull
|
private static ContractOrder getContractOrder(ContractApplyOrder applyOrder, Item item) {
|
ContractOrder order = new ContractOrder();
|
order.setPartyId(applyOrder.getPartyId());
|
order.setSymbol(applyOrder.getSymbol());
|
String orderNo = com.yami.trading.common.util.DateUtil.formatDate(new Date(), "yyMMddHHmmss") + RandomUtil.getRandomNum(8);
|
order.setOrderNo(orderNo);
|
order.setDirection(applyOrder.getDirection());
|
order.setLeverRate(applyOrder.getLeverRate());
|
order.setOrderPriceType(applyOrder.getOrderPriceType());
|
order.setTradeAvgPrice(applyOrder.getPrice());
|
order.setStopPriceProfit(applyOrder.getStopPriceProfit());
|
order.setStopPriceLoss(applyOrder.getStopPriceLoss());
|
order.setPips(item.getPips());
|
order.setPipsAmount(item.getPipsAmount());
|
order.setLocationType(applyOrder.getLocationType());
|
return order;
|
}
|
|
private void refreshOrder(ContractApplyOrder applyOrder, ContractOrder order) {
|
RedisUtil.set(ContractRedisKeys.CONTRACT_ORDERNO + order.getOrderNo(), order);
|
|
Map<String, ContractOrder> map = RedisUtil
|
.get(ContractRedisKeys.CONTRACT_SUBMITTED_ORDER_PARTY_ID + order.getPartyId().toString());
|
if (map == null) {
|
map = new ConcurrentHashMap<String, ContractOrder>();
|
}
|
map.put(order.getOrderNo(), order);
|
RedisUtil.set(ContractRedisKeys.CONTRACT_SUBMITTED_ORDER_PARTY_ID + order.getPartyId().toString(), map);
|
|
// 获取单个订单的合约总资产、总保证金、总未实现盈利
|
Map<String, BigDecimal> contractAssetsOrder = this.walletService.getMoneyContractByOrder(order);
|
|
BigDecimal contractAssets = RedisUtil.get(ContractRedisKeys.CONTRACT_ASSETS_PARTY_ID + order.getPartyId().toString());
|
if (contractAssets == null) {
|
contractAssets = BigDecimal.ZERO;
|
}
|
BigDecimal contractAssetsDeposit = RedisUtil.get(ContractRedisKeys.CONTRACT_ASSETS_DEPOSIT_PARTY_ID + order.getPartyId().toString());
|
if (contractAssetsDeposit == null) {
|
contractAssetsDeposit = BigDecimal.ZERO;
|
}
|
BigDecimal contractAssetsProfit = RedisUtil.get(ContractRedisKeys.CONTRACT_ASSETS_PROFIT_PARTY_ID + order.getPartyId().toString());
|
if (contractAssetsProfit == null) {
|
contractAssetsProfit = BigDecimal.ZERO;
|
}
|
RedisUtil.set(ContractRedisKeys.CONTRACT_ASSETS_PARTY_ID + order.getPartyId().toString(),
|
contractAssets.add(contractAssetsOrder.get("money_contract")));
|
RedisUtil.set(ContractRedisKeys.CONTRACT_ASSETS_DEPOSIT_PARTY_ID + order.getPartyId().toString(),
|
contractAssetsDeposit.add(contractAssetsOrder.get("money_contract_deposit")));
|
RedisUtil.set(ContractRedisKeys.CONTRACT_ASSETS_PROFIT_PARTY_ID + order.getPartyId().toString(),
|
contractAssetsProfit.add(contractAssetsOrder.get("money_contract_profit")));
|
|
/**
|
* 进入市场
|
*/
|
applyOrder.setVolume(BigDecimal.ZERO);
|
applyOrder.setState(ContractApplyOrder.STATE_CREATED);
|
|
contractApplyOrderService.updateById(applyOrder);
|
|
|
User party = this.userService.getById(order.getPartyId());
|
if (Constants.SECURITY_ROLE_MEMBER.equals(party.getRoleName())) {
|
tipService.saveTip(order.getUuid().toString(), TipConstants.CONTRACT_ORDER);
|
}
|
}
|
|
private void getStrongPrice(ContractOrder order, Item item) {
|
BigDecimal earnings = BigDecimal.ZERO;
|
if(order.getLocationType() == 1){//全仓
|
// 获取当前账户余额并加到收益中
|
Map<String, Object> moneyAll = walletService.getMoneyAll(order.getPartyId());
|
earnings = order.getDepositOpen().add(new BigDecimal(moneyAll.get("money_all_coin").toString()));
|
}else{
|
earnings = order.getDepositOpen();
|
}
|
double faceValue = 0.01; // 合约面值（固定面值不能调整）
|
double maintenanceMarginRate = 0.004; // 维持保证金率（固定不变）
|
//"buy":买(多) "sell":卖(空)
|
if(order.getDirection().equals("buy")){
|
double forceClosePrice = strongLevelCalculationService.calculateLiquidationPrice(earnings.doubleValue(),
|
faceValue, order.getVolumeOpen().doubleValue(), order.getTradeAvgPrice().doubleValue()
|
, maintenanceMarginRate, item.getUnitFee().doubleValue());
|
order.setForceClosePrice(BigDecimal.valueOf(forceClosePrice).toString());
|
}else{
|
double forceClosePrice = strongLevelCalculationService.calculateEmptyLiquidationPrice(earnings.doubleValue(),
|
faceValue, order.getVolumeOpen().doubleValue(), order.getTradeAvgPrice().doubleValue()
|
, maintenanceMarginRate, item.getUnitFee().doubleValue());
|
order.setForceClosePrice(BigDecimal.valueOf(forceClosePrice).toString());
|
}
|
}
|
|
public ContractApplyOrder saveClose(ContractApplyOrder applyOrder, Realtime realtime, String order_no) {
|
ContractOrder order = this.findByOrderNo(order_no);
|
if (order == null || !ContractOrder.STATE_SUBMITTED.equals(order.getState()) || order.getVolume().compareTo(BigDecimal.ZERO) <= 0) {
|
/**
|
* 状态已改变，退出处理
|
*/
|
return applyOrder;
|
}
|
BigDecimal volume;
|
if (applyOrder.getVolume().compareTo(order.getVolume()) > 0) {
|
volume = order.getVolume();
|
} else {
|
volume = applyOrder.getVolume();
|
}
|
/**
|
* 平仓退回的金额
|
*/
|
BigDecimal profit = this.settle(order, volume);
|
update(order);
|
Wallet wallet = this.walletService.findByUserId(order.getPartyId());
|
|
if (wallet.getMoney().add(profit).compareTo(BigDecimal.ZERO) < 0) {
|
profit = wallet.getMoney().negate();
|
}
|
|
walletService.updateMoney(order.getSymbol(), order.getPartyId(), profit, BigDecimal.ZERO,
|
Constants.MONEYLOG_CATEGORY_CONTRACT, Constants.WALLET_USDT, Constants.MONEYLOG_CONTENT_CONTRACT_CLOSE, "平仓，平仓合约数[" + volume + "],订单号[" + order.getOrderNo() + "]");
|
|
|
applyOrder.setVolume(applyOrder.getVolume().subtract(volume));
|
if (applyOrder.getVolume().compareTo(BigDecimal.ZERO) <= 0) {
|
applyOrder.setState(ContractApplyOrder.STATE_CREATED);
|
}
|
contractApplyOrderService.updateById(applyOrder);
|
|
return applyOrder;
|
}
|
|
public boolean lock(String order_no) {
|
return ContractLock.add(order_no);
|
|
}
|
|
public void unlock(String order_no) {
|
ContractLock.remove(order_no);
|
|
}
|
|
private List<Map<String, Object>> bulidData(List<ContractOrder> list) {
|
List<Map<String, Object>> data = new ArrayList();
|
|
for (int i = 0; i < list.size(); i++) {
|
ContractOrder order = list.get(i);
|
Map<String, Object> map = bulidOne(order);
|
data.add(map);
|
}
|
return data;
|
}
|
|
public Map<String, Object> bulidOne(ContractOrder order) {
|
Map<String, Object> map = new HashMap<String, Object>();
|
map.put("order_no", order.getOrderNo());
|
Item bySymbol = itemService.findBySymbol(order.getSymbol());
|
String name = "---";
|
if(bySymbol != null){
|
name = bySymbol.getName();
|
}
|
map.put("name", name);
|
map.put("symbol", order.getSymbol());
|
map.put("create_time", order.getCreateTime());
|
map.put("create_time_ts", order.getCreateTimeTs());
|
|
if (order.getCloseTime() != null) {
|
map.put("close_time", order.getCloseTime());
|
} else {
|
map.put("close_time", "");
|
}
|
String orderPriceType = order.getOrderPriceType();
|
if (StringUtils.isEmptyString(orderPriceType)) {
|
orderPriceType = "opponent";
|
}
|
map.put("order_price_type", orderPriceType);
|
|
map.put("direction", order.getDirection());
|
map.put("lever_rate", order.getLeverRate());
|
map.put("trade_avg_price", order.getTradeAvgPrice());
|
map.put("close_avg_price", order.getCloseAvgPrice());
|
if (order.getStopPriceProfit() != null) {
|
map.put("stop_price_profit", order.getStopPriceProfit().setScale(4, RoundingMode.HALF_UP));
|
}else{
|
map.put("stop_price_profit", order.getStopPriceProfit());
|
|
}
|
if (order.getStopPriceLoss() != null) {
|
map.put("stop_price_loss", order.getStopPriceLoss().setScale(4, RoundingMode.HALF_UP));
|
}else{
|
map.put("stop_price_loss", order.getStopPriceLoss());
|
}
|
map.put("state", order.getState());
|
map.put("amount", order.getVolume().multiply(order.getUnitAmount()));
|
map.put("amount_open", order.getVolumeOpen().multiply(order.getUnitAmount()));
|
map.put("fee", order.getFee());
|
map.put("deposit", order.getDeposit());
|
map.put("deposit_open", order.getDepositOpen());
|
map.put("change_ratio", order.getChangeRatio().setScale(2, RoundingMode.HALF_UP));
|
|
if(order.getProfit()!=null){
|
map.put("profit", order.getProfit().setScale(2, RoundingMode.HALF_UP));
|
}else{
|
map.put("profit", order.getProfit());
|
}
|
map.put("volume", order.getVolume());
|
map.put("volume_open", order.getVolumeOpen());
|
map.put("force_close_rice", order.getForceClosePrice());
|
map.put("locationType", order.getLocationType());
|
|
return map;
|
}
|
|
/**
|
* 根据用户批量赎回订单
|
*
|
* @param partyId
|
*/
|
public void saveCloseRemoveAllByPartyId(String partyId) {
|
QueryWrapper<ContractOrder> queryWrapper = new QueryWrapper<>();
|
queryWrapper.eq("party_id", partyId);
|
|
List<ContractOrder> orders = list(queryWrapper);
|
List<ContractOrder> findSubmittedContractOrders = findSubmitted(partyId, null, null);
|
if (!CollectionUtils.isEmpty(findSubmittedContractOrders)) {
|
for (ContractOrder order : orders) {
|
if (ContractOrder.STATE_SUBMITTED.equals(order.getState())) {
|
saveClose(order.getPartyId().toString(), order.getOrderNo(),null);
|
}
|
RedisUtil.del(ContractRedisKeys.CONTRACT_ORDERNO + order.getOrderNo());
|
}
|
RedisUtil.del(ContractRedisKeys.CONTRACT_SUBMITTED_ORDER_PARTY_ID + partyId);
|
|
RedisUtil.del(ContractRedisKeys.CONTRACT_ASSETS_PARTY_ID + partyId);
|
RedisUtil.del(ContractRedisKeys.CONTRACT_ASSETS_DEPOSIT_PARTY_ID + partyId);
|
RedisUtil.del(ContractRedisKeys.CONTRACT_ASSETS_PROFIT_PARTY_ID + partyId);
|
}
|
}
|
|
public void updateLave(ContractOrder order, BigDecimal leverRate) {
|
double number = strongLevelCalculationService.countSheets(order.getDepositOpen().doubleValue(), leverRate.intValue(), 0.01, order.getTradeAvgPrice().doubleValue());
|
order.setVolumeOpen(new BigDecimal(number));
|
order.setVolume(new BigDecimal(number));
|
order.setLeverRate(leverRate);
|
update(order);
|
}
|
}
|
