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.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.bean.syspara.domain.Syspara;
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import com.yami.trading.common.constants.ContractRedisKeys;
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import com.yami.trading.common.util.RedisUtil;
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import com.yami.trading.common.util.ThreadUtils;
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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.apache.commons.lang3.ObjectUtils;
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import org.apache.logging.log4j.LogManager;
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import org.apache.logging.log4j.Logger;
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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 javax.annotation.Resource;
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import java.math.BigDecimal;
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import java.math.RoundingMode;
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import java.time.Duration;
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import java.time.Instant;
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import java.time.LocalDate;
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import java.time.ZoneId;
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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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@Resource
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private SysparaService sysparaService;
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private Logger logger = LogManager.getLogger(ContractOrderCalculationServiceImpl.class);
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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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private BigDecimal estimateAccruedFundingFee(ContractOrder order) {
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if (order == null || order.getCreateTime() == null) {
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return BigDecimal.ZERO;
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}
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BigDecimal borrowedAmount = defaultZero(order.getBorrowedAmount());
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if (borrowedAmount.compareTo(BigDecimal.ZERO) <= 0) {
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return BigDecimal.ZERO;
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}
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long holdHours = Duration.between(order.getCreateTime().toInstant(), Instant.now()).toHours();
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long settlementPeriods = holdHours / 4;
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if (settlementPeriods <= 0) {
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return BigDecimal.ZERO;
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}
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BigDecimal conservativeRate = new BigDecimal("0.001");
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return borrowedAmount.multiply(conservativeRate)
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.multiply(BigDecimal.valueOf(settlementPeriods))
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.setScale(8, RoundingMode.HALF_UP);
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}
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private BigDecimal calculateType1ForceClosePrice(ContractOrder order, Wallet wallet) {
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BigDecimal volume = defaultZero(order.getVolume());
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BigDecimal tradeAvgPrice = defaultZero(order.getTradeAvgPrice());
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if (volume.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 accruedFundingFee = estimateAccruedFundingFee(order);
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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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.subtract(accruedFundingFee);
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BigDecimal priceOffset = baseEquity.divide(volume, 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 volume = defaultZero(order.getVolume());
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BigDecimal tradeAvgPrice = defaultZero(order.getTradeAvgPrice());
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if (volume.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()).subtract(estimateAccruedFundingFee(order));
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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(volume, 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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@Override
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public void saveCalculation(String order_no) {
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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 = new BigDecimal(realtime.getClose());
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settle(order, "watch", close);
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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);
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}
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if (close.compareTo(subtract) <= 0) {
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settle(order, "loss", close);
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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);
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}
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if (close.compareTo(add) >= 0) {
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settle(order, "loss", close);
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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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@Override
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public BigDecimal calculateAllProfit(ContractOrder order) {
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List<Realtime> list = this.dataService.realtime(order.getSymbol());
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if (list.size() == 0) {
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log.error("{} 没有获取到实时价格", order.getSymbol());
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return BigDecimal.ZERO;
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}
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Realtime realtime = list.get(0);
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BigDecimal close = BigDecimal.valueOf(realtime.getClose());
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// 偏差点位
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BigDecimal point = close.subtract(order.getTradeAvgPrice()).abs().divide(order.getPips(), 10, RoundingMode.HALF_UP);
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// 根据偏 差点数和手数算出盈亏金额
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BigDecimal amount = order.getPipsAmount().multiply(point).multiply(order.getVolume());
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if (order.getDirection().equalsIgnoreCase(ContractOrder.DIRECTION_BUY)) {
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return amount;
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} else {
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return amount.negate();
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}
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}
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/**
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* 先按照系统时间区
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*
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* @param order
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* @return
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*/
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@Override
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public BigDecimal calculateTodayProfit(ContractOrder order, ZoneId zoneId) {
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List<Realtime> list = this.dataService.realtime(order.getSymbol());
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if (list.size() == 0) {
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log.error("{} 没有获取到实时价格", order.getSymbol());
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return BigDecimal.ZERO;
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}
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Realtime realtime = list.get(0);
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BigDecimal close = BigDecimal.valueOf(realtime.getClose());
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// 偏差点位
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BigDecimal point;
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if (isTimestampFromToday(order.getCreateTimeTs(), zoneId)) {
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point = close.subtract(order.getTradeAvgPrice()).abs().divide(order.getPips(), 10, RoundingMode.HALF_UP);
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} else {
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point = close.subtract(BigDecimal.valueOf(realtime.getOpen())).abs().divide(order.getPips(), 10, RoundingMode.HALF_UP);
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}
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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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BigDecimal amount = order.getPipsAmount().multiply(point).multiply(order.getVolume());
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if (order.getDirection().equalsIgnoreCase(ContractOrder.DIRECTION_BUY)) {
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return amount;
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} else {
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return amount.negate();
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}
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}
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public static boolean isTimestampFromToday(long timestamp, ZoneId zoneId) {
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Instant instant = Instant.ofEpochSecond(timestamp);
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LocalDate timestampDate = instant.atZone(ZoneId.systemDefault()).toLocalDate();
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LocalDate today = LocalDate.now();
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return timestampDate.isEqual(today);
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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) {
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/**
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* 偏差点位
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*/
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BigDecimal pips = order.getPips();
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if(pips.doubleValue() <= 0.00){
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pips = new BigDecimal("0.01");
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}
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/**
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* 根据价格变化百分比和保证金计算盈亏金额
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*/
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BigDecimal priceChangeRatio = currentPrice.subtract(order.getTradeAvgPrice())
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.divide(order.getTradeAvgPrice(), 6, RoundingMode.DOWN);
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BigDecimal margin = order.getTradeAvgPrice().multiply(order.getVolume()); // 这是用户当前持仓对应的投资金额
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BigDecimal profitAmount = margin.multiply(priceChangeRatio);
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if (ContractOrder.DIRECTION_BUY.equals(order.getDirection())) {
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order.setProfit(profitAmount.setScale(6,RoundingMode.DOWN));
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} else{
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order.setProfit(profitAmount.setScale(6,RoundingMode.DOWN).negate());
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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());
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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());
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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());
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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());
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return;
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}
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}
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BigDecimal profit1 = contractOrderService.getCacheProfit(order.getUuid()).getProfit();
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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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Integer decimal = itemService.getDecimal(order.getSymbol());
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BigDecimal forceClose = calculateType1ForceClosePrice(order, wallet).setScale(decimal, RoundingMode.HALF_UP);
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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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order.setForceClosePrice(forceClose.toPlainString());
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this.contractOrderService.updateByIdBuffer(order);
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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());
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}
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} else {
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Integer decimal = itemService.getDecimal(order.getSymbol());
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BigDecimal forceClose = calculateType2ForceClosePrice(order).setScale(decimal, RoundingMode.HALF_UP);
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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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order.setForceClosePrice(forceClose.toPlainString());
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this.contractOrderService.updateByIdBuffer(order);
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BigDecimal divide = order.getDeposit().divide(profit1.abs(), 10, RoundingMode.HALF_UP);
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if (profit1.compareTo(BigDecimal.ZERO) < 0 && 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());
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return;
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}
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}
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}
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@Override
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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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@Override
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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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