package com.yami.trading.api.controller;
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import com.yami.trading.bean.data.domain.Depth;
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import com.yami.trading.bean.data.domain.DepthEntry;
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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.common.exception.BusinessException;
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import com.yami.trading.common.util.Arith;
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import com.yami.trading.common.util.RandomUtil;
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import com.yami.trading.common.util.StringUtils;
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import com.yami.trading.common.web.ResultObject;
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import com.yami.trading.huobi.data.DataCache;
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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 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.web.bind.annotation.CrossOrigin;
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import org.springframework.web.bind.annotation.RequestMapping;
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import org.springframework.web.bind.annotation.RestController;
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import javax.servlet.http.HttpServletRequest;
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import java.math.BigDecimal;
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import java.math.RoundingMode;
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import java.text.DecimalFormat;
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import java.util.*;
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/**
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* 市场深度数据 20档深度，根据页面取5档或20档
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*
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*/
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@RestController
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@CrossOrigin
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@Slf4j
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public class DepthController {
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@Autowired
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@Qualifier("dataService")
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private DataService dataService;
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@Autowired
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private ItemService itemService;
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@RequestMapping("api/hobi!getDepth.action")
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public ResultObject getDepth(HttpServletRequest request) {
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ResultObject resultObject = new ResultObject();
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try {
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String symbol = request.getParameter("symbol");
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if (StringUtils.isNullOrEmpty(symbol)) {
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resultObject.setCode("400");
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resultObject.setMsg("[symbol]参数为空");
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return resultObject;
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}
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// 数据处理
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Depth data = this.dataService.depth(symbol);
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Realtime realtime = DataCache.getRealtime(symbol);
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resultObject.setData(depthRevise(data, symbol, realtime.getClose(), true));
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return resultObject;
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} catch (BusinessException e) {
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resultObject.setCode("402");
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resultObject.setMsg(e.getMessage());
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return resultObject;
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} catch (Throwable e) {
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resultObject.setCode("500");
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resultObject.setMsg("服务器错误(500)");
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log.error(e.getMessage() , e);
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return resultObject;
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}
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}
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/**
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* 市场深度数据 解析
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*/
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public Map<String, Object> depthRevise(Depth data, String symbol, Double close, boolean random) {
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Map<String, Object> map = new HashMap<String, Object>();
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map.put("symbol", symbol);
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Item item = this.itemService.findBySymbol(data.getSymbol());
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List<Map<String, Object>> asks_list = new ArrayList<Map<String, Object>>();
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int asksSize = data.getAsks().size();
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for (int i = 0; i < 20 - asksSize; i++) {
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DepthEntry e = new DepthEntry();
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e.setAmount(RandomUtil.randomFloat(10, 100, 0));
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e.setPrice(close);
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data.getAsks().add(e);
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}
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int bidsSize = data.getBids().size();
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for (int i = 0; i < 20 - bidsSize; i++) {
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DepthEntry e = new DepthEntry();
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e.setAmount(RandomUtil.randomFloat(10, 100, 0));
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e.setPrice(close);
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data.getBids().add(e);
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}
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Set<String> asksPrices = new HashSet<>();
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asksSize = data.getAsks().size();
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bidsSize = data.getBids().size();
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for (int i = 0; i < asksSize; i++) {
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DepthEntry depthEntry = data.getAsks().get(i);
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Map<String, Object> asks_map = new HashMap<String, Object>();
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double price;
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double amount;
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if (random) {
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double addPriceValue = getRandomValue(String.valueOf(depthEntry.getPrice()));
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double addAmountValue = getRandomValue((int) depthEntry.getAmount().doubleValue());
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price = Arith.add(depthEntry.getPrice(), addPriceValue);
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if (price < close) {
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price = Arith.add(close, addPriceValue);
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} else {
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price = Arith.add(close, addPriceValue / 10);
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}
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amount = Arith.add(depthEntry.getAmount(), addAmountValue);
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} else {
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price = depthEntry.getPrice();
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amount = depthEntry.getAmount();
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}
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if(price <=0 ){
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continue;
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}
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if (item.getDecimals() < 0) {
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asks_map.put("price", price);
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asks_map.put("amount", amount);
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} else {
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String format = "";
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if (item.getDecimals() == 0) {
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format = "#";
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} else {
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format = "#.";
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for (int j = 0; j < item.getDecimals(); j++) {
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format = format + "#";
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}
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}
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DecimalFormat df = new DecimalFormat(format);
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df.setRoundingMode(RoundingMode.FLOOR);// 向下取整
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asks_map.put("price", df.format(price));
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if (asksPrices.contains(df.format(price))) {
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continue;
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} else {
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asksPrices.add(df.format(price));
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}
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asks_map.put("amount", df.format(amount));
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}
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asks_list.add(asks_map);
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}
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// buy
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map.put("asks", asks_list);
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Set<String> bidPriceSet = new HashSet<>();
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List<Map<String, Object>> bids_list = new ArrayList<Map<String, Object>>();
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for (int i = 0; i < bidsSize; i++) {
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DepthEntry depthEntry = data.getBids().get(i);
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String priceTemp = new BigDecimal(String.valueOf(depthEntry.getPrice())).toPlainString();
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double addPriceValue = getRandomValue(priceTemp);
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double addAmountValue = getRandomValue((int) depthEntry.getAmount().doubleValue());
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double price;
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double amount;
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if (random) {
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price = Arith.add(depthEntry.getPrice(), -addPriceValue);
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if (price >= close) {
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price = Arith.add(close, -addPriceValue);
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} else {
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price = Arith.add(close, -addPriceValue / 10);
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}
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amount = Arith.add(depthEntry.getAmount(), addAmountValue);
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} else {
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price = depthEntry.getPrice();
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amount = depthEntry.getAmount();
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}
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if(price <=0 ){
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continue;
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}
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Map<String, Object> bids_map = new HashMap<>();
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if (item.getDecimals() < 0) {
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bids_map.put("price", price);
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bids_map.put("amount", amount);
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} else {
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String format = "";
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if (item.getDecimals() == 0) {
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format = "#";
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} else {
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format = "#.";
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for (int j = 0; j < item.getDecimals(); j++) {
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format = format + "#";
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}
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}
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DecimalFormat df = new DecimalFormat(format);
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bids_map.put("price", df.format(price));
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if (bidPriceSet.contains(df.format(price))) {
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continue;
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} else {
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bidPriceSet.add(df.format(price));
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}
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bids_map.put("amount", df.format(amount));
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}
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bids_list.add(bids_map);
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}
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// sell
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map.put("bids", bids_list);
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return map;
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}
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private double getRandomValue(int value) {
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double addValue;
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if (value > 0) {
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int count = 0;
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while (value > 0) {
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value = value / 10;
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count++;
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}
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// 个
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if (count == 1) {
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addValue = RandomUtil.randomFloat(0.01, 0.1999, 4);
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return addValue;
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}
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// 十
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if (count == 2) {
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addValue = RandomUtil.randomFloat(0.1, 0.5999, 4);
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return addValue;
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}
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// 百
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if (count == 3) {
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addValue = RandomUtil.randomFloat(0.1, 2.9999, 4);
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return addValue;
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}
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// 千
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if (count == 4) {
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addValue = RandomUtil.randomFloat(1, 3.9999, 4);
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return addValue;
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}
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// 万
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if (count == 5) {
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addValue = RandomUtil.randomFloat(1, 5.9999, 4);
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return addValue;
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}
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// 十万
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else {
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addValue = RandomUtil.randomFloat(1, 5.9999, 4);
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return addValue;
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}
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} else {
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addValue = RandomUtil.randomFloat(0.01, 0.2999, 4);
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return addValue;
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}
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}
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private double getRandomValue(String value) {
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double addValue;
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double d = Double.valueOf(value);
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int val = (int) d;
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// 个位数>0
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if (val > 0) {
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int count = 0;
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while (val > 0) {
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val = val / 10;
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count++;
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}
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// 个
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if (count == 1) {
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addValue = RandomUtil.randomFloat(0.01, 0.1999, 4);
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return addValue;
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}
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// 十
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if (count == 2) {
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addValue = RandomUtil.randomFloat(0.1, 0.5999, 4);
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return addValue;
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}
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// 百
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if (count == 3) {
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addValue = RandomUtil.randomFloat(0.1, 2.9999, 4);
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return addValue;
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}
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// 千
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if (count == 4) {
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addValue = RandomUtil.randomFloat(1, 3.9999, 4);
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return addValue;
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}
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// 万
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if (count == 5) {
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addValue = RandomUtil.randomFloat(1, 5.9999, 4);
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return addValue;
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}
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// 十万
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else {
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addValue = RandomUtil.randomFloat(1, 5.9999, 4);
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return addValue;
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}
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}
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// 个位=0
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else {
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String[] valueSplit = value.split("\\.");
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int valueLength = valueSplit[1].length();
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if (valueLength <= 4) {
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addValue = RandomUtil.randomFloat(0.001, 0.003, 3);
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return addValue;
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}
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if (4 < valueLength && valueLength <= 6) {
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addValue = RandomUtil.randomFloat(0.00001, 0.00003, 5);
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return addValue;
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}
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if (6 < valueLength && valueLength <= 8) {
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addValue = RandomUtil.randomFloat(0.0000001, 0.0000003, 7);
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return addValue;
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}
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if (8 < valueLength && valueLength <= 10) {
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addValue = RandomUtil.randomFloat(0.0000001, 0.0000003, 9);
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return addValue;
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} else {
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addValue = RandomUtil.randomFloat(0.0000000001, 0.0000000003, 10);
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return addValue;
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}
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}
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}
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private Map<String, Object> revise(Depth data) {
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Map<String, Object> map = new HashMap<String, Object>();
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map.put("symbol", data.getSymbol());
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Item item = this.itemService.findBySymbol(data.getSymbol());
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List<Map<String, Object>> asks_list = new ArrayList<Map<String, Object>>();
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for (int i = 0; i < data.getAsks().size(); i++) {
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DepthEntry depthEntry = data.getAsks().get(i);
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Map<String, Object> asks_map = new HashMap<>();
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if (item.getDecimals() < 0) {
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asks_map.put("price", depthEntry.getPrice());
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asks_map.put("amount", depthEntry.getAmount());
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} else {
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String format = "";
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if (item.getDecimals() == 0) {
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format = "#";
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} else {
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format = "#.";
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for (int j = 0; j < item.getDecimals(); j++) {
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format = format + "#";
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}
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}
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DecimalFormat df = new DecimalFormat(format);
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// 向下取整
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// df.setRoundingMode(RoundingMode.FLOOR);
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asks_map.put("price", df.format(depthEntry.getPrice()));
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asks_map.put("amount", df.format(depthEntry.getAmount()));
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}
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asks_list.add(asks_map);
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}
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map.put("asks", asks_list);
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List<Map<String, Object>> bids_list = new ArrayList<>();
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for (int i = 0; i < data.getBids().size(); i++) {
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DepthEntry depthEntry = data.getBids().get(i);
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Map<String, Object> bids_map = new HashMap<>();
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if (item.getDecimals() < 0) {
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bids_map.put("price", depthEntry.getPrice());
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bids_map.put("amount", depthEntry.getAmount());
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} else {
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String format = "";
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if (item.getDecimals() == 0) {
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format = "#";
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} else {
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format = "#.";
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for (int j = 0; j < item.getDecimals(); j++) {
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format = format + "#";
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}
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}
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DecimalFormat df = new DecimalFormat(format);
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bids_map.put("price", df.format(depthEntry.getPrice()));
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bids_map.put("amount", df.format(depthEntry.getAmount()));
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}
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bids_list.add(bids_map);
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}
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map.put("bids", bids_list);
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return map;
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}
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}
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