package com.yami.trading.service.impl;
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import com.yami.trading.service.StrongLevelCalculationService;
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import org.springframework.stereotype.Service;
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import java.math.BigDecimal;
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import java.math.RoundingMode;
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/**
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* @program: trading-order-master
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* @description:
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* @create: 2025-01-15 16:12
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**/
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@Service
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public class StrongLevelCalculationServiceImpl implements StrongLevelCalculationService {
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/**
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* 多仓强平价格计算 多仓预估强平价 =(保证金余额-面值 *|张数|*开仓均价)/(面值*张数|*(维持保证金率+手续费率 -1));
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* @param marginBalance 保证金余额
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* @param faceValue 合约面值
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* @param contractQuantity 合约张数
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* @param openingPrice 开仓均价
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* @param maintenanceMarginRate 维持保证金率
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* @param feeRate 手续费率
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* @return
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*/
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@Override
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public double calculateLiquidationPrice (double marginBalance, double faceValue, double contractQuantity,
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double openingPrice, double maintenanceMarginRate, double feeRate){
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// 计算分子部分
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double numerator = marginBalance - (faceValue * contractQuantity * openingPrice);
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// 计算分母部分
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double denominator = faceValue * contractQuantity * (maintenanceMarginRate + feeRate - 1);
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// 计算强平价
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double result = numerator / denominator;
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if (result < 0) {
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return 0;
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}
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return new BigDecimal(result).setScale(2, RoundingMode.HALF_UP).doubleValue();
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}
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/**
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* 空仓强平价格计算 空仓预估强平价 =(保证金余额+面值 *|张数|*开仓均价)/(面值*|张数|*(维持金率+王续费率 +1))
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* @param marginBalance 保证金余额
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* @param faceValue 合约面值
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* @param contractQuantity 合约张数
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* @param openingPrice 开仓均价
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* @param maintenanceMarginRate 维持保证金率
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* @param feeRate 手续费率
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* @return
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*/
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@Override
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public double calculateEmptyLiquidationPrice (double marginBalance, double faceValue, double contractQuantity,
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double openingPrice, double maintenanceMarginRate, double feeRate){
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// 计算分子部分
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double numerator = marginBalance + (faceValue * contractQuantity * openingPrice);
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// 计算分母部分
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double denominator = faceValue * contractQuantity * (maintenanceMarginRate + feeRate + 1);
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// 计算空仓预估强平价
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double result = numerator / denominator;
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if (result < 0) {
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return 0;
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}
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return new BigDecimal(result).setScale(2, RoundingMode.HALF_UP).doubleValue();
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}
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/**
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*
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* @param earnestMoney 保证金
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* @param level 杠杆
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* @param faceValue 面值
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* @param recentQuotation 最新价格
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* @return 合约张数 张数=可用保证金*杠杆倍数/（面值*最新成交价）
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*/
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@Override
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public double countSheets(double earnestMoney, int level, double faceValue, double recentQuotation){
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double result = earnestMoney * level / (faceValue * recentQuotation);
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BigDecimal bd = new BigDecimal(result).setScale(2, RoundingMode.DOWN);
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return bd.doubleValue();
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}
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public static void main(String[] args) {
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// 给定参数
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double marginBalance = 10; // 保证金余额
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double faceValue = 0.01; // 合约面值（固定面值不能调整）
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double contractQuantity = 0.5; // 合约张数 张数=可用保证金*杠杆倍数/（面值*最新成交价）
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double openingPrice = 97016.4; // 开仓均价
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double maintenanceMarginRate = 0.004; // 维持保证金率（固定不变）
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double feeRate = 0.0005; // 手续费率 根据实际设置
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// 计算强平价
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double liquidationPrice = demoA(marginBalance, faceValue, contractQuantity,
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openingPrice, maintenanceMarginRate, feeRate);
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// 输出结果
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System.out.println("多仓预估强平价: " + liquidationPrice);
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// 计算空仓预估强平价
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double liquidationPrice2 = demoB(marginBalance, faceValue, contractQuantity,
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openingPrice, maintenanceMarginRate, feeRate);
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// 输出结果
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System.out.println("空仓预估强平价: " + liquidationPrice2);
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}
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public static double demoA (double marginBalance, double faceValue, double contractQuantity,
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double openingPrice, double maintenanceMarginRate, double feeRate){
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// 计算分子部分
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double numerator = marginBalance - (faceValue * contractQuantity * openingPrice);
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// 计算分母部分
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double denominator = faceValue * contractQuantity * (maintenanceMarginRate + feeRate - 1);
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// 计算强平价
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double result = numerator / denominator;
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if (result < 0) {
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return 0;
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}
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return new BigDecimal(result).setScale(2, RoundingMode.HALF_UP).doubleValue();
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}
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/**
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* 空仓强平价格计算 空仓预估强平价 =(保证金余额+面值 *|张数|*开仓均价)/(面值*|张数|*(维持金率+王续费率 +1))
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* @param marginBalance 保证金余额
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* @param faceValue 合约面值
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* @param contractQuantity 合约张数
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* @param openingPrice 开仓均价
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* @param maintenanceMarginRate 维持保证金率
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* @param feeRate 手续费率
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* @return
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*/
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public static double demoB (double marginBalance, double faceValue, double contractQuantity,
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double openingPrice, double maintenanceMarginRate, double feeRate){
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// 计算分子部分
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double numerator = marginBalance + (faceValue * contractQuantity * openingPrice);
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// 计算分母部分
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double denominator = faceValue * contractQuantity * (maintenanceMarginRate + feeRate + 1);
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// 计算空仓预估强平价
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double result = numerator / denominator;
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if (result < 0) {
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return 0;
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}
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return new BigDecimal(result).setScale(2, RoundingMode.HALF_UP).doubleValue();
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}
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}
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