package db.util;
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import java.math.BigDecimal;
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import java.math.RoundingMode;
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/**
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* @program: xinbi-new
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* @description:
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* @create: 2025-04-10 15:25
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**/
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public class QpUtil {
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public static double faceValue = 0.01; // 合约面值(固定面值不能调整)
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public static double maintenanceMarginRate = 0.004; // 维持保证金率(固定不变)
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/**
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* 多仓强平价格计算 多仓预估强平价 =(保证金余额-面值 *|张数|*开仓均价)/(面值*张数|*(维持保证金率+手续费率 -1));
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* @param marginBalance 保证金余额
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* @param contractQuantity 合约张数
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* @param openingPrice 开仓均价
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* @param feeRate 手续费率
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* @return
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*/
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public static double calculateLiquidationPrice(double marginBalance, double contractQuantity,
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double openingPrice, double feeRate){
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// 计算分子部分
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double numerator = marginBalance - (faceValue * contractQuantity * openingPrice);
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// 计算分母部分
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double denominator = faceValue * contractQuantity * (maintenanceMarginRate + feeRate - 1);
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// 计算强平价
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double result = numerator / denominator;
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if (result < 0) {
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return 0;
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}
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return new BigDecimal(result).setScale(2, RoundingMode.HALF_UP).doubleValue();
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}
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/**
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* 空仓强平价格计算 空仓预估强平价 =(保证金余额+面值 *|张数|*开仓均价)/(面值*|张数|*(维持金率+王续费率 +1))
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* @param marginBalance 保证金余额
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* @param contractQuantity 合约张数
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* @param openingPrice 开仓均价
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* @param feeRate 手续费率
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* @return
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*/
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public static double calculateEmptyLiquidationPrice (double marginBalance, double contractQuantity,
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double openingPrice, double feeRate){
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// 计算分子部分
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double numerator = marginBalance + (faceValue * contractQuantity * openingPrice);
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// 计算分母部分
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double denominator = faceValue * contractQuantity * (maintenanceMarginRate + feeRate + 1);
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// 计算空仓预估强平价
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double result = numerator / denominator;
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if (result < 0) {
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return 0;
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}
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return new BigDecimal(result).setScale(2, RoundingMode.HALF_UP).doubleValue();
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}
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/**
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*
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* @param earnestMoney 保证金
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* @param level 杠杆
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* @param recentQuotation 最新价格
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* @return 合约张数 张数=可用保证金*杠杆倍数/(面值*最新成交价)
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*/
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public static double countSheets(double earnestMoney, int level, double recentQuotation){
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double result = earnestMoney * level / (faceValue * recentQuotation);
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BigDecimal bd = new BigDecimal(result).setScale(2, RoundingMode.DOWN);
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return bd.doubleValue();
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}
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}
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