package com.yami.trading.service.contract;
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import com.baomidou.mybatisplus.core.conditions.query.LambdaQueryWrapper;
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import com.yami.trading.bean.contract.domain.ContractOrder;
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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.common.util.ThreadUtils;
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import com.yami.trading.service.StrongLevelCalculationService;
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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.List;
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import java.util.Map;
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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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@Autowired
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private StrongLevelCalculationService strongLevelCalculationService;
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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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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 收益=（平仓均价-开仓均价）*面值*张数
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*
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* USDT保证金合约做多：收益=（平仓均价-开仓均价）*面值*张数
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* USDT保证金合约做空：收益=（开仓均价-平仓均价）*面值*张数
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* 以BTC为例，BTC一张合约面值为0.01BTC，在价格19000的时候，开了10张多单。当价格涨到20000的时候，小明的收益=（20000-19000）*0.01*10=100USDT
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* 币本位合约：
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* 做多：收益=面值*张数/开仓价-面值*张数/平仓价
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* 做空：收益=面值*张数/平仓价-面值*张数/开仓价
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* 以BTC为例，BTC一张合约面值为100美元，小明在价格20000的时候，开了5张空单。当价格下跌到19000的时候，小明的收益=100*5/19000-100*5/20000=0.
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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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Item item = itemService.findBySymbol(order.getSymbol());
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if(null != order.getProfitLossRatio()){//根据后台设置的盈亏比来
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order.setProfit(order.getDepositOpen().multiply(new BigDecimal((order.getProfitLossRatio()/100))).setScale(2, RoundingMode.DOWN));
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}else{
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/*
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* 根据偏 差点数和手数算出盈亏金额
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*/
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/**
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* 偏差点位
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*/
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BigDecimal point = currentPrice.subtract(order.getTradeAvgPrice());
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BigDecimal amount = point.multiply(new BigDecimal("0.01")).multiply(order.getVolumeOpen()).setScale(4, BigDecimal.ROUND_DOWN);;
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if (ContractOrder.DIRECTION_BUY.equals(order.getDirection())) {
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order.setProfit(amount);
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} else{
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order.setProfit(amount.negate());
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}
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}
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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 maintenanceMarginRate = 0.004; // 维持保证金率（固定不变）
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/**
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* 全仓收益加入保证金计算
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*/
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BigDecimal earnings;
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if (order.getLocationType() == 1) {
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earnings = BigDecimal.ZERO;
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// 统计非当前订单的其他收益
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List<ContractOrder> list = contractOrderService.list(new LambdaQueryWrapper<>(ContractOrder.class)
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.eq(ContractOrder::getState, ContractOrder.STATE_SUBMITTED)
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.eq(ContractOrder::getPartyId, order.getPartyId())
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.ne(ContractOrder::getOrderNo, order.getOrderNo())
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);
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// 提前计算 currentPrice 与 order.getTradeAvgPrice() 的差值，避免重复计算
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BigDecimal priceDifference = currentPrice.subtract(order.getTradeAvgPrice());
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// 计算所有订单的收益
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for (ContractOrder contractOrder : list) {
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BigDecimal profit = priceDifference
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.multiply(new BigDecimal("0.01"))
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.multiply(contractOrder.getVolumeOpen())
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.setScale(4, RoundingMode.DOWN);
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earnings = earnings.add(profit); // 累加收益
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}
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// 获取当前账户余额并加到收益中
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Map<String, Object> moneyAll = walletService.getMoneyAll(order.getPartyId());
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earnings = earnings.add(new BigDecimal(moneyAll.get("money_all_coin").toString()));
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earnings = earnings.add(order.getDepositOpen());
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} else {
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// 如果不符合条件，直接使用 order.getDepositOpen() 作为收益
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earnings = order.getDepositOpen();
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}
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if(ContractOrder.DIRECTION_BUY.equals(order.getDirection())){
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double forceClosePrice = strongLevelCalculationService.calculateLiquidationPrice(earnings.doubleValue(),
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faceValue, order.getVolumeOpen().doubleValue(), order.getTradeAvgPrice().doubleValue()
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, maintenanceMarginRate, item.getUnitFee().doubleValue());
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order.setForceClosePrice(BigDecimal.valueOf(forceClosePrice).toString());
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}else{
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double forceClosePrice = strongLevelCalculationService.calculateEmptyLiquidationPrice(earnings.doubleValue(),
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faceValue, order.getVolumeOpen().doubleValue(), order.getTradeAvgPrice().doubleValue()
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, maintenanceMarginRate, item.getUnitFee().doubleValue());
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order.setForceClosePrice(BigDecimal.valueOf(forceClosePrice).toString());
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}
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/**
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* 多次平仓价格不对，后续修
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*/
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order.setCloseAvgPrice(currentPrice);
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this.contractOrderService.updateByIdBuffer(order);
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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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/**
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* 强平计算
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*/
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//判断是全仓还是逐仓
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if (order.getLocationType() == 1) {
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// /**
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// * 收益
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// */
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// BigDecimal profit = BigDecimal.ZERO;
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//
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// List<ContractOrder> list = partyContractOrders;
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// for (int i = 0; i < list.size(); i++) {
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// ContractOrder close_line = list.get(i);
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// profit = profit.add(close_line.getProfit()).add(close_line.getDeposit());
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// }
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// Wallet wallet = this.walletService.findByUserId(order.getPartyId().toString());
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this.contractOrderService.updateByIdBuffer(order);
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// if (profit.add(wallet.getMoney()).compareTo(BigDecimal.ZERO) <= 0) {
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//判断买涨还是买跌"buy":买(多) "sell":卖(空)
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if(order.getDirection().equals("buy")){
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if (currentPrice.compareTo(new BigDecimal(order.getForceClosePrice())) <= 0) {//达到强平价
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/**
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* 触发全仓强平
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*/
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log.info("------------------currentPrice-------------："+currentPrice);
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log.info("------------------order.getForceClosePrice()-------------"+order.getForceClosePrice());
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log.info("------------------开多强平-------------");
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this.contractOrderService.allClose(order.getPartyId());
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}
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}else{
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if (currentPrice.compareTo(new BigDecimal(order.getForceClosePrice()))>= 0) {//达到强平价
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/**
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* 触发全仓强平
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*/
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log.info("------------------currentPrice-------------："+currentPrice);
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log.info("------------------order.getForceClosePrice()-------------"+order.getForceClosePrice());
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log.info("------------------开空强平-------------");
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this.contractOrderService.allClose(order.getPartyId());
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}
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}
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} else {
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if(order.getDirection().equals("buy")){
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if (currentPrice.compareTo(new BigDecimal(order.getForceClosePrice())) <= 0) {//达到强平价
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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 (currentPrice.compareTo(new BigDecimal(order.getForceClosePrice())) >= 0) {//达到强平价
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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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}
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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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}
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