package com.yami.trading.service.impl;
|
|
import cn.hutool.core.collection.CollectionUtil;
|
import com.yami.trading.bean.data.domain.Realtime;
|
import com.yami.trading.bean.exchangelever.ExchangeLeverOrder;
|
import com.yami.trading.bean.item.domain.Item;
|
import com.yami.trading.bean.model.MoneyLog;
|
import com.yami.trading.bean.model.Wallet;
|
import com.yami.trading.bean.model.WalletExtend;
|
import com.yami.trading.bean.purchasing.dto.ExchangeLeverLock;
|
import com.yami.trading.common.constants.Constants;
|
import com.yami.trading.common.exception.BusinessException;
|
import com.yami.trading.common.util.Arith;
|
import com.yami.trading.common.util.DateUtil;
|
import com.yami.trading.common.util.ThreadUtils;
|
import com.yami.trading.service.ExchangeLeverProfitService;
|
import com.yami.trading.service.MoneyLogService;
|
import com.yami.trading.service.WalletService;
|
import com.yami.trading.service.data.DataService;
|
import com.yami.trading.service.exchange.ExchangeLeverOrderService;
|
import com.yami.trading.service.item.ItemService;
|
import com.yami.trading.service.syspara.SysparaService;
|
import lombok.extern.slf4j.Slf4j;
|
import org.springframework.beans.factory.annotation.Autowired;
|
import org.springframework.stereotype.Service;
|
|
import java.math.BigDecimal;
|
import java.time.Duration;
|
import java.time.Instant;
|
import java.time.LocalDateTime;
|
import java.time.ZoneId;
|
import java.util.ArrayList;
|
import java.util.Date;
|
import java.util.List;
|
|
@Service
|
@Slf4j
|
public class ExchangeLeverProfitServiceImpl implements ExchangeLeverProfitService {
|
@Autowired
|
ExchangeLeverOrderService exchangeLeverOrderService;
|
@Autowired
|
SysparaService sysparaService;
|
@Autowired
|
ItemService itemService;
|
@Autowired
|
WalletService walletService;
|
@Autowired
|
MoneyLogService moneyLogService;
|
@Autowired
|
DataService dataService;
|
|
public void handleOrders() {
|
// if (!isComputeInterest())
|
// return;
|
List<ExchangeLeverOrder> list = exchangeLeverOrderService.findSubmitted();
|
List<ExchangeLeverOrder> delayList = new ArrayList<>();
|
double interestRate = sysparaService.find("exchange_lever_interest_rate").getDouble();// 利率
|
for (ExchangeLeverOrder order : list) {
|
boolean lock = false;
|
try {
|
if (!ExchangeLeverLock.add(order.getOrderNo())) {
|
delayList.add(order);
|
continue;
|
}
|
lock = true;
|
order = exchangeLeverOrderService.findByOrderNo(order.getOrderNo());
|
if (order == null || !ExchangeLeverOrder.STATE_SUBMITTED.equals(order.getState())) {
|
/**
|
* 状态已改变，退出处理
|
*/
|
continue;
|
}
|
List<Realtime> realtimes = dataService.realtime(order.getSymbol());
|
if (CollectionUtil.isEmpty(realtimes)) {
|
log.info(order.getSymbol() + "未获取到行情数据");
|
} else {
|
saveOrderProfit(order, interestRate);
|
|
}
|
// interestRate=item.getBorrowingRate()>0?item.getBorrowingRate():interestRate;
|
} catch (Throwable e) {
|
log.error("error:", e);
|
} finally {
|
if (lock) {
|
/**
|
* 每秒处理20个订单
|
*/
|
ThreadUtils.sleep(50);
|
ExchangeLeverLock.remove(order.getOrderNo());
|
}
|
}
|
}
|
while (delayList.size() > 0) {// 延迟处理的订单表
|
List<ExchangeLeverOrder> tempList = new ArrayList<ExchangeLeverOrder>(delayList);
|
for (ExchangeLeverOrder order : tempList) {
|
boolean lock = false;
|
try {
|
if (!ExchangeLeverLock.add(order.getOrderNo())) {
|
continue;
|
}
|
lock = true;
|
order = exchangeLeverOrderService.findByOrderNo(order.getOrderNo());
|
if (order == null || !ExchangeLeverOrder.STATE_SUBMITTED.equals(order.getState())) {
|
/**
|
* 状态已改变，退出处理
|
*/
|
delayList.remove(order);
|
continue;
|
}
|
Item item = itemService.findBySymbol(order.getSymbol());
|
interestRate = item.getBorrowingRate() > 0 ? item.getBorrowingRate() : interestRate;
|
saveOrderProfit(order, interestRate);
|
delayList.remove(order);
|
} catch (Throwable e) {
|
log.error("error:", e);
|
} finally {
|
if (lock) {
|
/**
|
* 每秒处理20个订单
|
*/
|
ThreadUtils.sleep(50);
|
ExchangeLeverLock.remove(order.getOrderNo());
|
}
|
}
|
}
|
}
|
}
|
|
/**
|
* 是否计算利息
|
*
|
* @return
|
*/
|
public boolean isComputeInterest() {
|
boolean trade_time_button = sysparaService.find("trade_time_button").getBoolean();
|
if (!trade_time_button)
|
return false;// 不处于交易日时不计算利息
|
/**
|
* 周六或周日
|
*/
|
if (DateUtil.getWeek(new Date()) == 6 || DateUtil.getWeek(new Date()) == 7) {
|
return false;
|
}
|
return true;
|
}
|
|
public static long getHours(Date startDate, Date endDate) {
|
Instant startInstant = startDate.toInstant();
|
LocalDateTime startTime = LocalDateTime.ofInstant(startInstant, ZoneId.systemDefault());
|
Instant instant = endDate.toInstant();
|
LocalDateTime endTime = LocalDateTime.ofInstant(instant, ZoneId.systemDefault());
|
Duration duration = Duration.between(startTime, endTime);
|
// 获取小时数
|
long hours = duration.toHours();
|
return hours;
|
}
|
|
/**
|
*
|
* @param startDate
|
* @param endDate
|
* @param interestRate 汇率
|
* @param deposit 押金
|
* @return
|
*/
|
public static double compute(Date startDate, Date endDate,
|
double interestRate, double deposit) {
|
// 获取小时数
|
long hours = getHours(startDate, endDate);
|
// 借款金額 *5* 小時利率 * 借款小時數
|
return deposit * (hours * interestRate);
|
}
|
|
/**
|
* @param positionAssetValue 仓位总资产估值
|
* @param totalLiabilities 总负债
|
* @param unpaidInterest 未归还利息
|
* @return
|
*/
|
// 计算风险率
|
public static double calculateRiskRate(double positionAssetValue, double totalLiabilities, double unpaidInterest) {
|
if (totalLiabilities==0){
|
return 0;
|
}
|
return ((positionAssetValue) / (totalLiabilities + unpaidInterest) - 1) * 100;
|
}
|
|
/**
|
* 收取利息
|
*
|
* @param order
|
* @param interestRate 利率
|
*/
|
public void saveOrderProfit(ExchangeLeverOrder order, double interestRate) {
|
double unpaidInterest=compute(order.getCreateTime(),new Date(),interestRate,order.getDeposit()-
|
order.getDepositOpen());
|
double debt=order.getDeposit()-
|
order.getDepositOpen();
|
double riskRate= new BigDecimal(calculateRiskRate(order.getDeposit(),
|
debt,unpaidInterest)).setScale(2,BigDecimal.ROUND_UP).doubleValue();
|
//风险率<= 平仓
|
if (riskRate<=10){
|
double profit =settle(order, unpaidInterest);
|
double depositOpen=order.getDepositOpen();
|
if (profit>depositOpen){
|
profit=depositOpen;
|
}
|
else {
|
profit= profit+depositOpen;
|
}
|
exchangeLeverOrderService.updateById(order);
|
closeOrder(order,profit ,unpaidInterest);
|
}
|
}
|
|
/**
|
* 支付订单
|
*
|
* @param order
|
*/
|
public void closeOrder(ExchangeLeverOrder order, double profit, double interest) {
|
double amountBefore = 0;
|
String paySymbol = Constants.WALLET;
|
// 买涨 用U 则 对应的保证金也是U
|
if (ExchangeLeverOrder.DIRECTION_BUY.equals(order.getDirection())) {
|
Wallet wallet = walletService.saveWalletByPartyId(order.getPartyId());
|
amountBefore = wallet.getMoney().doubleValue();
|
if (Arith.add(wallet.getMoney().doubleValue(), profit) < 0) {
|
profit = Arith.sub(0, wallet.getMoney().doubleValue());
|
}
|
this.walletService.update(wallet.getUserId().toString(), profit);
|
} else {// 买跌 用指定币种 则 对应的保证金也是指定币种
|
paySymbol = order.getSymbol();
|
WalletExtend walletExtend = this.walletService.saveExtendByPara(order.getPartyId(), paySymbol);
|
amountBefore = walletExtend.getAmount();
|
if (Arith.add(walletExtend.getAmount(), profit) < 0) {
|
profit = Arith.sub(0, walletExtend.getAmount());
|
}
|
this.walletService.updateExtend(order.getPartyId().toString(), paySymbol, profit);
|
}
|
|
/*
|
* 保存资金日志
|
*/
|
MoneyLog moneylog = new MoneyLog();
|
moneylog.setCategory(Constants.MONEYLOG_CATEGORY_EXCHANGE_LEVER);
|
moneylog.setAmountBefore(new BigDecimal(amountBefore));
|
moneylog.setAmount(new BigDecimal(profit));
|
moneylog.setAmountAfter(new BigDecimal(Arith.add(amountBefore, profit)));
|
moneylog.setLog("全仓杠杆,保证金中余额不足无法支付利息,直接平仓,利息[" + interest + "],订单号["
|
+ order.getOrderNo() + "]");
|
moneylog.setUserId(order.getPartyId());
|
moneylog.setWalletType(paySymbol);
|
moneylog.setContentType(Constants.MONEYLOG_CONTENT_EXCHANGE_LEVER_CLOSE);
|
moneyLogService.save(moneylog);
|
}
|
|
/**
|
* 利息账变记录，仅在订单中扣除保证金，不扣除实际钱包
|
*
|
* @param order
|
* @param interest
|
*/
|
public void interestLog(ExchangeLeverOrder order, double interest) {
|
double amountBefore = 0;
|
String paySymbol = Constants.WALLET;
|
// 买涨 用U 则 对应的保证金也是U
|
if (ExchangeLeverOrder.DIRECTION_BUY.equals(order.getDirection())) {
|
Wallet wallet = this.walletService.saveWalletByPartyId(order.getPartyId());
|
amountBefore = wallet.getMoney().doubleValue();
|
} else {// 买跌 用指定币种 则 对应的保证金也是指定币种
|
paySymbol = order.getSymbol();
|
WalletExtend walletExtend = this.walletService.saveExtendByPara(order.getPartyId(), paySymbol);
|
amountBefore = walletExtend.getAmount();
|
}
|
MoneyLog moneylog = new MoneyLog();
|
moneylog.setCategory(Constants.MONEYLOG_CATEGORY_EXCHANGE_LEVER);
|
moneylog.setAmountBefore(new BigDecimal(amountBefore));
|
moneylog.setAmount(new BigDecimal(Arith.sub(0, interest)));
|
moneylog.setAmountAfter(new BigDecimal(amountBefore));
|
moneylog.setLog("全仓杠杆,仅在订单保证金中扣除利息,利息[" + interest + "],剩余保证金[" + order.getDeposit() + "],订单号["
|
+ order.getOrderNo() + "]");
|
moneylog.setUserId(order.getPartyId());
|
moneylog.setWalletType(paySymbol);
|
moneylog.setContentType(Constants.MONEYLOG_CONTENT_EXCHANGE_LEVER_INTEREST);
|
moneyLogService.save(moneylog);
|
}
|
|
/**
|
* 收益结算，平仓时计算
|
*
|
* @param amount 平仓的金额
|
*/
|
public double settle(ExchangeLeverOrder order, double amount) {
|
double profit = 0;
|
List<Realtime> realtimes = dataService.realtime(order.getSymbol());
|
if (CollectionUtil.isEmpty(realtimes)) {
|
throw new BusinessException(order.getSymbol()+"未获取行情数据");
|
}
|
Realtime realtime= realtimes.get(0);
|
profit= (realtime.getClose()*order.getVolumeOpen())- (order.getTradeAvgPrice() * order.getVolumeOpen());
|
order.setAmountClose(Arith.add(order.getAmountClose(), profit));
|
// 修正平仓张数
|
order.setVolume(0d);
|
// 保证金置空
|
order.setDeposit(0d);
|
order.setState(ExchangeLeverOrder.STATE_CREATED);
|
return new BigDecimal(profit).setScale(4,BigDecimal.ROUND_UP).doubleValue();
|
}
|
}
|
