1

dd

2026-05-30 030e1d50c1f643137220f1ecf1d90ce39174204a

 trading-order-service/src/main/java/com/yami/trading/service/contract/ContractOrderCalculationServiceImpl.java

@@ -1,9 +1,10 @@
package com.yami.trading.service.contract;

import com.yami.trading.bean.contract.domain.ContractOrder;
import com.yami.trading.bean.contract.domain.ContractOrderProfit;
import com.yami.trading.bean.data.domain.Realtime;
import com.yami.trading.bean.item.domain.Item;
import com.yami.trading.bean.model.Wallet;
import com.yami.trading.common.util.ThreadUtils;
import com.yami.trading.service.WalletService;
import com.yami.trading.service.data.DataService;
import com.yami.trading.service.item.ItemService;
@@ -16,7 +17,9 @@

import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.Date;
import java.util.List;
import java.util.Objects;

@Slf4j
@Service
@@ -39,6 +42,7 @@
    private DataService dataService;
    @Autowired
    private WalletService walletService;

    private SysparaService sysparaService;

    public void saveCalculation(String order_no, List<ContractOrder> partyContractOrders) {
@@ -58,6 +62,7 @@
            Realtime realtime = list.get(0);

            BigDecimal close = realtime.getClose();
            settle(order, "watch", close, partyContractOrders);

            BigDecimal add = order.getTradeAvgPrice().add(order.getPips());
            BigDecimal subtract = order.getTradeAvgPrice().subtract(order.getPips());
@@ -98,28 +103,8 @@
     * @param currentPrice 当前点位
     */
    public void settle(ContractOrder order, String profit_loss, BigDecimal currentPrice, List<ContractOrder> partyContractOrders) {
        /**
         * 偏差点位
         */
        BigDecimal point = currentPrice.subtract(order.getTradeAvgPrice()).abs().divide(order.getPips(), 10, RoundingMode.HALF_UP);
        /*
         * 根据偏 差点数和手数算出盈亏金额
         */
        BigDecimal amount = order.getPipsAmount().multiply(point).multiply(order.getVolume());

        if ("profit".equals(profit_loss)) {
            /**
             * 盈 正数
             */
            order.setProfit(amount);
        } else if ("loss".equals(profit_loss)) {
            order.setProfit(amount.negate());
        }
        /**
         * 多次平仓价格不对，后续修
         */
        order.setCloseAvgPrice(currentPrice);
        this.contractOrderService.updateByIdBuffer(order);
        applyMarkPriceToOrder(order, currentPrice);

        /**
         * 止盈价
@@ -130,7 +115,7 @@
             * 买涨
             */
            if (currentPrice.compareTo(profitStop) >= 0) {
                this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo());
                this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), null);
                return;
            }
        } else if (profitStop != null && profitStop.compareTo(BigDecimal.ZERO) > 0
@@ -139,7 +124,7 @@
             * 买跌
             */
            if (currentPrice.compareTo(profitStop) <= 0) {
                this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo());
                this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), null);
                return;
            }
        }
@@ -154,7 +139,7 @@
             * 买涨
             */
            if (currentPrice.compareTo(loss_stop) <= 0) {
                this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo());
                this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), null);
                return;

            }
@@ -164,93 +149,165 @@
             */

            if (currentPrice.compareTo(loss_stop) >= 0) {
                this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo());
                this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), null);
                return;
            }
        }
        ContractOrderProfit cp = contractOrderService.getCacheProfit(order.getUuid());
        BigDecimal profit1 = cp != null ? cp.getProfit() : defaultZero(order.getProfit());
        order.setForceClosePrice(calculateForceClosePriceForOrder(order));
        this.contractOrderService.updateByIdBuffer(order);
        if (order_close_line_type == 1) {
            /**
             * 收益
             */
            BigDecimal profit = BigDecimal.ZERO;

            List<ContractOrder> list = partyContractOrders;
            for (int i = 0; i < list.size(); i++) {
                ContractOrder close_line = list.get(i);
                profit = profit.add(close_line.getProfit()).add(close_line.getDeposit());
            }


            Wallet wallet = this.walletService.findByUserId(order.getPartyId().toString());
            // 计算所有除自己以外的profit
            BigDecimal profitExptThis = profit.subtract(order.getProfit()).subtract(order.getDeposit());
            /**
             * profitAll+wallet<=0
             * profitAll<=wallet 强平
             * p1 +E (p2~pn) <=wallet
             * (currentPrice-tradavg)*pipAmount*volume/pips + depost1 <=wallet-E(p2~pn)
             */
            BigDecimal left = wallet.getMoney().negate().subtract(profitExptThis).subtract(order.getDeposit());
            BigDecimal overLine = (left.multiply(order.getPips()).divide(order.getPipsAmount(), 10, RoundingMode.HALF_UP)
                    .divide(order.getVolume(), 10, RoundingMode.HALF_UP));
            Integer decimal = itemService.getDecimal(order.getSymbol());
            BigDecimal forceClose = BigDecimal.ZERO;
            // 买多，从买价跌多少
            if (order.getDirection().equalsIgnoreCase(ContractOrder.DIRECTION_BUY)) {
                forceClose = order.getTradeAvgPrice().add(overLine).setScale(decimal, RoundingMode.HALF_UP);
                //买跌，涨到多少
            } else {
                forceClose = order.getTradeAvgPrice().subtract(overLine).setScale(decimal, RoundingMode.HALF_UP);
            List<ContractOrder> list = contractOrderService.findSubmitted(order.getPartyId(), null, null, null, null, null);
            BigDecimal totalEquity = defaultZero(wallet.getMoney());
            for (ContractOrder contractOrder : list) {
                if (ContractOrder.STATE_SUBMITTED.equals(contractOrder.getState())) {
                    contractOrderService.wrapProfit(contractOrder);
                }
                totalEquity = totalEquity.add(defaultZero(contractOrder.getProfit()).add(defaultZero(contractOrder.getDeposit())));
            }
            if (forceClose.compareTo(BigDecimal.ZERO) < 0) {
                forceClose = BigDecimal.ZERO;
            }
            order.setForceClosePrice(forceClose.toPlainString());
            this.contractOrderService.updateByIdBuffer(order);

            if (profit.add(wallet.getMoney()).compareTo(BigDecimal.ZERO) <= 0) {
            if (totalEquity.compareTo(BigDecimal.ZERO) <= 0) {
                /**
                 * 触发全仓强平
                 */
                this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo());
                ThreadUtils.sleep(100);
                for (int i = 0; i < list.size(); i++) {
                    ContractOrder close_line = list.get(i);
                    if (!order.getOrderNo().equals(close_line.getOrderNo())) {
                        try {
                            if (ContractLock.add(close_line.getOrderNo())) {
                                this.contractOrderService.saveClose(close_line.getPartyId().toString(),
                                        close_line.getOrderNo());
                            }
                        } catch (Exception e) {
                            log.error("error:", e);
                        } finally {
                            ContractLock.remove(close_line.getOrderNo());
                        }

                    }
                }
                this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), "强平");

            }
        } else {
            BigDecimal divide = order.getDeposit().divide(order.getProfit().abs(), 10, RoundingMode.HALF_UP);
            if (order.getProfit().compareTo(BigDecimal.ZERO) < 0 && divide.compareTo(order_close_line.divide(new BigDecimal(100), 10, RoundingMode.HALF_UP)) <= 0) {
            if (profit1.compareTo(BigDecimal.ZERO) >= 0 || profit1.abs().compareTo(new BigDecimal("0.000001")) < 0) {
                return;
            }
            BigDecimal divide = order.getDeposit().divide(profit1.abs(), 10, RoundingMode.HALF_UP);
            if (divide.compareTo(order_close_line.divide(new BigDecimal(100), 10, RoundingMode.HALF_UP)) <= 0) {
                /**
                 * 低于系统默认平仓线，进行强平
                 */
                this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo());
                return;
                this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), "强平");
            }
        }

    }

//   @Override
//   public void afterPropertiesSet() throws Exception {
//      order_close_line = this.sysparaService.find("order_close_line").getDouble();
//      order_close_line_type = this.sysparaService.find("order_close_line_type").getInteger();
//
//   }
    @Override
    public String calculateForceClosePriceForOrder(ContractOrder order) {
        if (order == null || defaultZero(order.getVolume()).compareTo(BigDecimal.ZERO) <= 0) {
            return BigDecimal.ZERO.toPlainString();
        }
        BigDecimal forceClose;
        if (order_close_line_type == 1) {
            Wallet wallet = this.walletService.findByUserId(order.getPartyId().toString());
            if (wallet == null) {
                forceClose = calculateType2ForceClosePrice(order);
            } else {
                forceClose = calculateType1ForceClosePrice(order, wallet);
            }
        } else {
            forceClose = calculateType2ForceClosePrice(order);
        }
        if (forceClose.compareTo(BigDecimal.ZERO) < 0) {
            forceClose = BigDecimal.ZERO;
        }
        Integer decimal = itemService.getDecimal(order.getSymbol());
        return forceClose.setScale(decimal, RoundingMode.HALF_UP).toPlainString();
    }

    private BigDecimal defaultZero(BigDecimal value) {
        return value == null ? BigDecimal.ZERO : value;
    }

    /**
     * 合约张数对应标的数量系数（每张面值，与 countSheets 一致，默认 0.01）
     */
    private BigDecimal getContractFaceValue(ContractOrder order) {
        Item item = itemService.findBySymbol(order.getSymbol());
        if (item != null && item.getFaceValue() > 0) {
            return BigDecimal.valueOf(item.getFaceValue());
        }
        return new BigDecimal("0.01");
    }

    /**
     * 每张张数对应的价格敏感度：盈亏/强平 = 价差 × volume × faceValue
     */
    private BigDecimal getVolumePriceFactor(ContractOrder order) {
        return defaultZero(order.getVolume()).multiply(getContractFaceValue(order));
    }

    private BigDecimal calculateType1ForceClosePrice(ContractOrder order, Wallet wallet) {
        BigDecimal tradeAvgPrice = defaultZero(order.getTradeAvgPrice());
        BigDecimal volumeFactor = getVolumePriceFactor(order);
        if (volumeFactor.compareTo(BigDecimal.ZERO) <= 0 || tradeAvgPrice.compareTo(BigDecimal.ZERO) <= 0) {
            return BigDecimal.ZERO;
        }

        List<ContractOrder> list = contractOrderService.findSubmitted(order.getPartyId(), null, null, null, null, null);
        BigDecimal otherEquity = BigDecimal.ZERO;
        for (ContractOrder contractOrder : list) {
            if (contractOrder == null) {
                continue;
            }
            if (ContractOrder.STATE_SUBMITTED.equals(contractOrder.getState())) {
                contractOrderService.wrapProfit(contractOrder);
            }
            if (Objects.equals(order.getUuid(), contractOrder.getUuid())) {
                continue;
            }
            otherEquity = otherEquity.add(defaultZero(contractOrder.getProfit()).add(defaultZero(contractOrder.getDeposit())));
        }

        BigDecimal baseEquity = defaultZero(wallet != null ? wallet.getMoney() : null)
                .add(otherEquity)
                .add(defaultZero(order.getDeposit()));
        BigDecimal priceOffset = baseEquity.divide(volumeFactor, 10, RoundingMode.HALF_UP);
        if (ContractOrder.DIRECTION_BUY.equalsIgnoreCase(order.getDirection())) {
            return tradeAvgPrice.subtract(priceOffset);
        }
        return tradeAvgPrice.add(priceOffset);
    }

    private BigDecimal calculateType2ForceClosePrice(ContractOrder order) {
        BigDecimal tradeAvgPrice = defaultZero(order.getTradeAvgPrice());
        BigDecimal volumeFactor = getVolumePriceFactor(order);
        if (volumeFactor.compareTo(BigDecimal.ZERO) <= 0 || tradeAvgPrice.compareTo(BigDecimal.ZERO) <= 0) {
            return BigDecimal.ZERO;
        }
        BigDecimal thresholdRatio = order_close_line.divide(new BigDecimal(100), 10, RoundingMode.HALF_UP);
        if (thresholdRatio.compareTo(BigDecimal.ZERO) <= 0) {
            return tradeAvgPrice;
        }
        BigDecimal availableDeposit = defaultZero(order.getDeposit());
        if (availableDeposit.compareTo(BigDecimal.ZERO) <= 0) {
            return tradeAvgPrice;
        }
        BigDecimal requiredLoss = availableDeposit.divide(thresholdRatio, 10, RoundingMode.HALF_UP);
        BigDecimal priceOffset = requiredLoss.divide(volumeFactor, 10, RoundingMode.HALF_UP);
        if (ContractOrder.DIRECTION_BUY.equalsIgnoreCase(order.getDirection())) {
            return tradeAvgPrice.subtract(priceOffset);
        }
        return tradeAvgPrice.add(priceOffset);
    }

    private void applyMarkPriceToOrder(ContractOrder order, BigDecimal currentPrice) {
        BigDecimal tradeAvgPrice = defaultZero(order.getTradeAvgPrice());
        if (tradeAvgPrice.compareTo(BigDecimal.ZERO) <= 0) {
            return;
        }
        BigDecimal volumeFactor = getVolumePriceFactor(order);
        if (volumeFactor.compareTo(BigDecimal.ZERO) <= 0) {
            return;
        }
        // 与平仓结算一致：盈亏 = (现价 - 开仓价) × 张数 × 面值
        BigDecimal point = currentPrice.subtract(tradeAvgPrice);
        BigDecimal priceProfit = point.multiply(volumeFactor).setScale(6, RoundingMode.DOWN);
        if (!ContractOrder.DIRECTION_BUY.equals(order.getDirection())) {
            priceProfit = priceProfit.negate();
        }
        BigDecimal fundingPnl = contractOrderService.calculateAccruedFundingPnl(order, currentPrice, new Date());
        order.setProfit(priceProfit.add(fundingPnl));
        order.setCloseAvgPrice(currentPrice);
        this.contractOrderService.updateByIdBuffer(order);
    }

    public void setDataService(DataService dataService) {
        this.dataService = dataService;
@@ -276,4 +333,18 @@
        this.order_close_line_type = order_close_line_type;
    }

    @Override
    public void refreshMarkPriceProfit(ContractOrder order) {
        if (order == null || !ContractOrder.STATE_SUBMITTED.equals(order.getState())) {
            return;
        }
        if (defaultZero(order.getVolume()).compareTo(BigDecimal.ZERO) <= 0) {
            return;
        }
        List<Realtime> list = this.dataService.realtime(order.getSymbol());
        if (list.isEmpty()) {
            return;
        }
        applyMarkPriceToOrder(order, list.get(0).getClose());
    }
}