package com.yami.trading.service.contract;
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import com.yami.trading.bean.contract.domain.ContractOrder;
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import com.yami.trading.bean.contract.domain.ContractOrderProfit;
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import com.yami.trading.bean.data.domain.Realtime;
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import com.yami.trading.bean.item.domain.Item;
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import com.yami.trading.bean.model.Wallet;
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import com.yami.trading.service.WalletService;
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import com.yami.trading.service.data.DataService;
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import com.yami.trading.service.item.ItemService;
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import com.yami.trading.service.syspara.SysparaService;
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import lombok.extern.slf4j.Slf4j;
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import org.springframework.beans.factory.annotation.Autowired;
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import org.springframework.beans.factory.annotation.Qualifier;
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import org.springframework.context.annotation.Lazy;
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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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import java.util.Date;
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import java.util.List;
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@Slf4j
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@Service
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public class ContractOrderCalculationServiceImpl implements ContractOrderCalculationService {
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@Autowired
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private ItemService itemService;
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/**
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* 平仓线 110%（订金价值 /收益=110%）
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*/
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public BigDecimal order_close_line = new BigDecimal("1.1");
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/**
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* 平仓方式 1全仓 2单个持仓
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*/
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public int order_close_line_type = 1;
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@Autowired
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private ContractOrderService contractOrderService;
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@Qualifier("dataService")
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@Autowired
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@Lazy
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private DataService dataService;
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@Autowired
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private WalletService walletService;
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private SysparaService sysparaService;
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public void saveCalculation(String order_no, List<ContractOrder> partyContractOrders) {
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try {
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ContractOrder order = contractOrderService.findByOrderNoRedis(order_no);
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if (order == null || !ContractOrder.STATE_SUBMITTED.equals(order.getState())) {
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/**
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* 状态已改变，退出处理
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*/
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return;
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}
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List<Realtime> list = this.dataService.realtime(order.getSymbol());
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if (list.size() == 0) {
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return;
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}
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Realtime realtime = list.get(0);
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BigDecimal close = realtime.getClose();
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settle(order, "watch", close, partyContractOrders);
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BigDecimal add = order.getTradeAvgPrice().add(order.getPips());
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BigDecimal subtract = order.getTradeAvgPrice().subtract(order.getPips());
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if (ContractOrder.DIRECTION_BUY.equals(order.getDirection())) {
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/*
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* 0 买涨
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*/
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if (close.compareTo(add) >= 0) {
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settle(order, "profit", close, partyContractOrders);
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}
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if (close.compareTo(subtract) <= 0) {
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settle(order, "loss", close, partyContractOrders);
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}
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} else {
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/*
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* 1 买跌
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*/
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if (close.compareTo(subtract) <= 0) {
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settle(order, "profit", close, partyContractOrders);
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}
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if (close.compareTo(add) >= 0) {
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settle(order, "loss", close, partyContractOrders);
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}
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}
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} catch (Throwable e) {
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log.error("ContractOrderCalculatio run fail", e);
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}
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}
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/**
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* 盈亏计算
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*
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* @param profit_loss profit 盈 loss亏
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* @param currentPrice 当前点位
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*/
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public void settle(ContractOrder order, String profit_loss, BigDecimal currentPrice, List<ContractOrder> partyContractOrders) {
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applyMarkPriceToOrder(order, currentPrice);
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/**
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* 止盈价
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*/
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BigDecimal profitStop = order.getStopPriceProfit();
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if (profitStop != null && profitStop.compareTo(BigDecimal.ZERO) > 0 && ContractOrder.DIRECTION_BUY.equals(order.getDirection())) {
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/*
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* 买涨
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*/
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if (currentPrice.compareTo(profitStop) >= 0) {
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this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), null);
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return;
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}
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} else if (profitStop != null && profitStop.compareTo(BigDecimal.ZERO) > 0
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&& ContractOrder.DIRECTION_SELL.equals(order.getDirection())) {
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/**
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* 买跌
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*/
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if (currentPrice.compareTo(profitStop) <= 0) {
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this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), null);
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return;
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}
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}
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/**
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* 止亏线
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*/
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BigDecimal loss_stop = order.getStopPriceLoss();
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if (loss_stop != null && loss_stop.compareTo(BigDecimal.ZERO) > 0 && ContractOrder.DIRECTION_BUY.equals(order.getDirection())) {
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/*
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* 买涨
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*/
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if (currentPrice.compareTo(loss_stop) <= 0) {
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this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), null);
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return;
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}
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} else if (loss_stop != null && loss_stop.compareTo(BigDecimal.ZERO) > 0 && ContractOrder.DIRECTION_SELL.equals(order.getDirection())) {
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/**
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* 买跌
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*/
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if (currentPrice.compareTo(loss_stop) >= 0) {
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this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), null);
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return;
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}
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}
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ContractOrderProfit cp = contractOrderService.getCacheProfit(order.getUuid());
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BigDecimal profit1 = cp != null ? cp.getProfit() : defaultZero(order.getProfit());
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order.setForceClosePrice(calculateForceClosePriceForOrder(order));
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this.contractOrderService.updateByIdBuffer(order);
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if (order_close_line_type == 1) {
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Wallet wallet = this.walletService.findByUserId(order.getPartyId().toString());
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List<ContractOrder> list = contractOrderService.findSubmitted(order.getPartyId(), null, null, null, null, null);
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BigDecimal totalEquity = defaultZero(wallet.getMoney());
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for (ContractOrder contractOrder : list) {
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if (ContractOrder.STATE_SUBMITTED.equals(contractOrder.getState())) {
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contractOrderService.wrapProfit(contractOrder);
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}
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totalEquity = totalEquity.add(defaultZero(contractOrder.getProfit()).add(defaultZero(contractOrder.getDeposit())));
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}
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if (totalEquity.compareTo(BigDecimal.ZERO) <= 0) {
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/**
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* 触发全仓强平
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*/
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this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), "强平");
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}
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} else {
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if (profit1.compareTo(BigDecimal.ZERO) >= 0 || profit1.abs().compareTo(new BigDecimal("0.000001")) < 0) {
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return;
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}
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BigDecimal divide = order.getDeposit().divide(profit1.abs(), 10, RoundingMode.HALF_UP);
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if (divide.compareTo(order_close_line.divide(new BigDecimal(100), 10, RoundingMode.HALF_UP)) <= 0) {
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/**
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* 低于系统默认平仓线，进行强平
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*/
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this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), "强平");
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}
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}
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}
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@Override
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public String calculateForceClosePriceForOrder(ContractOrder order) {
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if (order == null || defaultZero(order.getVolume()).compareTo(BigDecimal.ZERO) <= 0) {
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return BigDecimal.ZERO.toPlainString();
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}
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BigDecimal forceClose;
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if (order_close_line_type == 1) {
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Wallet wallet = this.walletService.findByUserId(order.getPartyId().toString());
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forceClose = calculateType1ForceClosePrice(order, wallet);
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} else {
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forceClose = calculateType2ForceClosePrice(order);
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}
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if (forceClose.compareTo(BigDecimal.ZERO) < 0) {
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forceClose = BigDecimal.ZERO;
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}
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Integer decimal = itemService.getDecimal(order.getSymbol());
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return forceClose.setScale(decimal, RoundingMode.HALF_UP).toPlainString();
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}
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private BigDecimal defaultZero(BigDecimal value) {
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return value == null ? BigDecimal.ZERO : value;
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}
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/**
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* 合约张数对应标的数量系数（每张面值，与 countSheets 一致，默认 0.01）
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*/
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private BigDecimal getContractFaceValue(ContractOrder order) {
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Item item = itemService.findBySymbol(order.getSymbol());
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if (item != null && item.getFaceValue() > 0) {
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return BigDecimal.valueOf(item.getFaceValue());
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}
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return new BigDecimal("0.01");
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}
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/**
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* 每张张数对应的价格敏感度：盈亏/强平 = 价差 × volume × faceValue
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*/
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private BigDecimal getVolumePriceFactor(ContractOrder order) {
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return defaultZero(order.getVolume()).multiply(getContractFaceValue(order));
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}
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private BigDecimal calculateType1ForceClosePrice(ContractOrder order, Wallet wallet) {
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BigDecimal tradeAvgPrice = defaultZero(order.getTradeAvgPrice());
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BigDecimal volumeFactor = getVolumePriceFactor(order);
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if (volumeFactor.compareTo(BigDecimal.ZERO) <= 0 || tradeAvgPrice.compareTo(BigDecimal.ZERO) <= 0) {
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return BigDecimal.ZERO;
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}
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List<ContractOrder> list = contractOrderService.findSubmitted(order.getPartyId(), null, null, null, null, null);
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BigDecimal otherEquity = BigDecimal.ZERO;
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for (ContractOrder contractOrder : list) {
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if (ContractOrder.STATE_SUBMITTED.equals(contractOrder.getState())) {
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contractOrderService.wrapProfit(contractOrder);
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}
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if (order.getUuid().equals(contractOrder.getUuid())) {
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continue;
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}
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otherEquity = otherEquity.add(defaultZero(contractOrder.getProfit()).add(defaultZero(contractOrder.getDeposit())));
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}
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BigDecimal baseEquity = defaultZero(wallet.getMoney())
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.add(otherEquity)
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.add(defaultZero(order.getDeposit()));
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BigDecimal priceOffset = baseEquity.divide(volumeFactor, 10, RoundingMode.HALF_UP);
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if (ContractOrder.DIRECTION_BUY.equalsIgnoreCase(order.getDirection())) {
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return tradeAvgPrice.subtract(priceOffset);
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}
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return tradeAvgPrice.add(priceOffset);
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}
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private BigDecimal calculateType2ForceClosePrice(ContractOrder order) {
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BigDecimal tradeAvgPrice = defaultZero(order.getTradeAvgPrice());
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BigDecimal volumeFactor = getVolumePriceFactor(order);
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if (volumeFactor.compareTo(BigDecimal.ZERO) <= 0 || tradeAvgPrice.compareTo(BigDecimal.ZERO) <= 0) {
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return BigDecimal.ZERO;
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}
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BigDecimal thresholdRatio = order_close_line.divide(new BigDecimal(100), 10, RoundingMode.HALF_UP);
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if (thresholdRatio.compareTo(BigDecimal.ZERO) <= 0) {
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return tradeAvgPrice;
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}
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BigDecimal availableDeposit = defaultZero(order.getDeposit());
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if (availableDeposit.compareTo(BigDecimal.ZERO) <= 0) {
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return tradeAvgPrice;
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}
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BigDecimal requiredLoss = availableDeposit.divide(thresholdRatio, 10, RoundingMode.HALF_UP);
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BigDecimal priceOffset = requiredLoss.divide(volumeFactor, 10, RoundingMode.HALF_UP);
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if (ContractOrder.DIRECTION_BUY.equalsIgnoreCase(order.getDirection())) {
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return tradeAvgPrice.subtract(priceOffset);
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}
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return tradeAvgPrice.add(priceOffset);
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}
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private void applyMarkPriceToOrder(ContractOrder order, BigDecimal currentPrice) {
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BigDecimal tradeAvgPrice = defaultZero(order.getTradeAvgPrice());
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if (tradeAvgPrice.compareTo(BigDecimal.ZERO) <= 0) {
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return;
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}
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BigDecimal volumeFactor = getVolumePriceFactor(order);
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if (volumeFactor.compareTo(BigDecimal.ZERO) <= 0) {
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return;
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}
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// 与平仓结算一致：盈亏 = (现价 - 开仓价) × 张数 × 面值
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BigDecimal point = currentPrice.subtract(tradeAvgPrice);
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BigDecimal priceProfit = point.multiply(volumeFactor).setScale(6, RoundingMode.DOWN);
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if (!ContractOrder.DIRECTION_BUY.equals(order.getDirection())) {
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priceProfit = priceProfit.negate();
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}
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BigDecimal fundingPnl = contractOrderService.calculateAccruedFundingPnl(order, currentPrice, new Date());
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order.setProfit(priceProfit.add(fundingPnl));
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order.setCloseAvgPrice(currentPrice);
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this.contractOrderService.updateByIdBuffer(order);
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}
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public void setDataService(DataService dataService) {
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this.dataService = dataService;
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}
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public void setSysparaService(SysparaService sysparaService) {
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this.sysparaService = sysparaService;
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}
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public void setContractOrderService(ContractOrderService contractOrderService) {
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this.contractOrderService = contractOrderService;
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}
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public void setWalletService(WalletService walletService) {
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this.walletService = walletService;
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}
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public void setOrder_close_line(BigDecimal order_close_line) {
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this.order_close_line = order_close_line;
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}
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public void setOrder_close_line_type(int order_close_line_type) {
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this.order_close_line_type = order_close_line_type;
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}
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@Override
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public void refreshMarkPriceProfit(ContractOrder order) {
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if (order == null || !ContractOrder.STATE_SUBMITTED.equals(order.getState())) {
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return;
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}
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if (defaultZero(order.getVolume()).compareTo(BigDecimal.ZERO) <= 0) {
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return;
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}
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List<Realtime> list = this.dataService.realtime(order.getSymbol());
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if (list.isEmpty()) {
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return;
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}
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applyMarkPriceToOrder(order, list.get(0).getClose());
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}
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}
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