1

zj

2026-05-21 31e6203a5bb778ad9d1c599171606c89c8edd3a3

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

@@ -1,15 +1,12 @@
package com.yami.trading.service.contract;

import com.baomidou.mybatisplus.core.conditions.query.LambdaQueryWrapper;
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.StrongLevelCalculationService;
import com.yami.trading.service.WalletService;
import com.yami.trading.service.data.DataService;
import com.yami.trading.service.impl.StrongLevelCalculationServiceImpl;
import com.yami.trading.service.item.ItemService;
import com.yami.trading.service.syspara.SysparaService;
import lombok.extern.slf4j.Slf4j;
@@ -20,8 +17,8 @@

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

@Slf4j
@Service
@@ -45,9 +42,6 @@
    @Autowired
    private WalletService walletService;

    @Autowired
    private StrongLevelCalculationService strongLevelCalculationService;

    private SysparaService sysparaService;

    public void saveCalculation(String order_no, List<ContractOrder> partyContractOrders) {
@@ -67,6 +61,7 @@
            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());
@@ -101,101 +96,14 @@
    }

    /**
     * 盈亏计算   收益=（平仓均价-开仓均价）*面值*张数
     *
     * USDT保证金合约做多：收益=（平仓均价-开仓均价）*面值*张数
     * USDT保证金合约做空：收益=（开仓均价-平仓均价）*面值*张数
     * 以BTC为例，BTC一张合约面值为0.01BTC，在价格19000的时候，开了10张多单。当价格涨到20000的时候，小明的收益=（20000-19000）*0.01*10=100USDT
     * 币本位合约：
     * 做多：收益=面值*张数/开仓价-面值*张数/平仓价
     * 做空：收益=面值*张数/平仓价-面值*张数/开仓价
     * 以BTC为例，BTC一张合约面值为100美元，小明在价格20000的时候，开了5张空单。当价格下跌到19000的时候，小明的收益=100*5/19000-100*5/20000=0.
     * 盈亏计算
     *
     * @param profit_loss  profit 盈 loss亏
     * @param currentPrice 当前点位
     */
    public void settle(ContractOrder order, String profit_loss, BigDecimal currentPrice, List<ContractOrder> partyContractOrders) {

        Item item = itemService.findBySymbol(order.getSymbol());


        if(null != order.getProfitLossRatio() && order.getProfitLossRatio() > 0){//根据后台设置的盈亏比来
            order.setProfit(order.getDepositOpen().multiply(new BigDecimal((order.getProfitLossRatio()/100))).setScale(2, RoundingMode.DOWN));
        }else{
            /*
             * 根据偏 差点数和手数算出盈亏金额
             */
            /**
             * 偏差点位
             */
            BigDecimal point = currentPrice.subtract(order.getTradeAvgPrice());
            BigDecimal amount = point.multiply(new BigDecimal("0.01")).multiply(order.getVolumeOpen()).setScale(4, BigDecimal.ROUND_DOWN);
            if (ContractOrder.DIRECTION_BUY.equals(order.getDirection())) {
                order.setProfit(amount);
            } else{
                order.setProfit(amount.negate());
            }
        }

        double faceValue = 0.01; // 合约面值（固定面值不能调整）
        double maintenanceMarginRate = 0.004; // 维持保证金率（固定不变）


        /**
         * 全仓收益加入保证金计算
         */
        BigDecimal earnings;

        if (order.getLocationType() == 1) {
            earnings = BigDecimal.ZERO;

            // 统计非当前订单的其他收益
            /*List<ContractOrder> list = contractOrderService.list(new LambdaQueryWrapper<>(ContractOrder.class)
                    .eq(ContractOrder::getState, ContractOrder.STATE_SUBMITTED)
                    .eq(ContractOrder::getPartyId, order.getPartyId())
                    .ne(ContractOrder::getOrderNo, order.getOrderNo())
            );

            // 提前计算 currentPrice 与 order.getTradeAvgPrice() 的差值，避免重复计算
            BigDecimal priceDifference = currentPrice.subtract(order.getTradeAvgPrice());

            // 计算所有订单的收益
            for (ContractOrder contractOrder : list) {
                BigDecimal profit = priceDifference
                        .multiply(new BigDecimal("0.01"))
                        .multiply(contractOrder.getVolumeOpen())
                        .setScale(4, RoundingMode.DOWN);

                earnings = earnings.add(profit);  // 累加收益
            }*/

            // 获取当前账户余额并加到收益中
            //Map<String, Object> moneyAll = walletService.getMoneyAll(order.getPartyId());

            Wallet wallet = walletService.saveWalletByPartyId(order.getPartyId());
            earnings = earnings.add(wallet.getMoney());
            earnings = earnings.add(order.getDepositOpen());
        } else {
            // 如果不符合条件，直接使用 order.getDepositOpen() 作为收益
            earnings = order.getDepositOpen().add(order.getAddDepositOpen());
        }

        if(ContractOrder.DIRECTION_BUY.equals(order.getDirection())){
            double forceClosePrice = strongLevelCalculationService.calculateLiquidationPrice(earnings.doubleValue(),
                    faceValue, order.getVolumeOpen().doubleValue(), order.getTradeAvgPrice().doubleValue()
                    , maintenanceMarginRate, item.getUnitFee().doubleValue());
            order.setForceClosePrice(BigDecimal.valueOf(forceClosePrice).toString());
        }else{
            double forceClosePrice = strongLevelCalculationService.calculateEmptyLiquidationPrice(earnings.doubleValue(),
                    faceValue, order.getVolumeOpen().doubleValue(), order.getTradeAvgPrice().doubleValue()
                    , maintenanceMarginRate, item.getUnitFee().doubleValue());
            order.setForceClosePrice(BigDecimal.valueOf(forceClosePrice).toString());
        }
        /**
         * 多次平仓价格不对，后续修
         */
        order.setCloseAvgPrice(currentPrice);
        this.contractOrderService.updateByIdBuffer(order);
        applyMarkPriceToOrder(order, currentPrice);

        /**
         * 止盈价
@@ -206,7 +114,7 @@
             * 买涨
             */
            if (currentPrice.compareTo(profitStop) >= 0) {
                this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(),null);
                this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), null);
                return;
            }
        } else if (profitStop != null && profitStop.compareTo(BigDecimal.ZERO) > 0
@@ -215,7 +123,7 @@
             * 买跌
             */
            if (currentPrice.compareTo(profitStop) <= 0) {
                this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(),null);
                this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), null);
                return;
            }
        }
@@ -230,7 +138,7 @@
             * 买涨
             */
            if (currentPrice.compareTo(loss_stop) <= 0) {
                this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(),null);
                this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), null);
                return;

            }
@@ -240,88 +148,157 @@
             */

            if (currentPrice.compareTo(loss_stop) >= 0) {
                this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(),null);
                this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), null);
                return;
            }
        }
        /**
         * 强平计算
         */
        //重新计算强平
        BigDecimal forceClosePrice = new BigDecimal(order.getForceClosePrice());
        //达到强平价
        if ((ContractOrder.DIRECTION_BUY.equals(order.getDirection()) && currentPrice.compareTo(new BigDecimal(order.getForceClosePrice())) <= 0)
                || (ContractOrder.DIRECTION_SELL.equals(order.getDirection()) && currentPrice.compareTo(new BigDecimal(order.getForceClosePrice())) >= 0)) {
            BigDecimal point = forceClosePrice.subtract(order.getTradeAvgPrice());
            BigDecimal amount = point.multiply(new BigDecimal("0.01")).multiply(order.getVolumeOpen()).setScale(4, BigDecimal.ROUND_DOWN);
            if (ContractOrder.DIRECTION_BUY.equals(order.getDirection())) {
                order.setProfit(amount);
            } else{
                order.setProfit(amount.negate());
            }
            //强平利润固定-100%
            order.setProfit(order.getDepositOpen().add(order.getAddDepositOpen()).negate());
            //全仓强平利润+账户余额
            if (order.getLocationType() == 1) {
                Wallet wallet = this.walletService.findByUserId(order.getPartyId());
                order.setProfit(order.getProfit().subtract(wallet.getMoney()));
            }
        }
        ContractOrderProfit cp = contractOrderService.getCacheProfit(order.getUuid());
        BigDecimal profit1 = cp != null ? cp.getProfit() : defaultZero(order.getProfit());
        order.setForceClosePrice(calculateForceClosePriceForOrder(order));
        this.contractOrderService.updateByIdBuffer(order);
        //判断是全仓还是逐仓
        if (order.getLocationType() == 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());
            //this.contractOrderService.updateByIdBuffer(order);

//            if (profit.add(wallet.getMoney()).compareTo(BigDecimal.ZERO) <= 0) {
            //判断买涨还是买跌"buy":买(多) "sell":卖(空)
            if(order.getDirection().equals("buy")){
                if (currentPrice.compareTo(new BigDecimal(order.getForceClosePrice())) <= 0) {//达到强平价
                    /**
                     * 触发全仓强平
                     */
                    log.info("------------------currentPrice-------------："+currentPrice);
                    log.info("------------------order.getForceClosePrice()-------------"+order.getForceClosePrice());
                    log.info("------------------开多强平-------------");
                    this.contractOrderService.allClose(order.getPartyId());
        if (order_close_line_type == 1) {
            Wallet wallet = this.walletService.findByUserId(order.getPartyId().toString());
            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);
                }
            }else{
                if (currentPrice.compareTo(new BigDecimal(order.getForceClosePrice()))>= 0) {//达到强平价
                    /**
                     * 触发全仓强平
                     */
                    log.info("------------------currentPrice-------------："+currentPrice);
                    log.info("------------------order.getForceClosePrice()-------------"+order.getForceClosePrice());
                    log.info("------------------开空强平-------------");
                    this.contractOrderService.allClose(order.getPartyId());
                totalEquity = totalEquity.add(defaultZero(contractOrder.getProfit()).add(defaultZero(contractOrder.getDeposit())));
            }

                }
            if (totalEquity.compareTo(BigDecimal.ZERO) <= 0) {
                /**
                 * 触发全仓强平
                 */
                this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), "强平");

            }
        } else {
            if(order.getDirection().equals("buy")){
                if (currentPrice.compareTo(new BigDecimal(order.getForceClosePrice())) <= 0) {//达到强平价
                    this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(),"强平");
                }
            }else{
                if (currentPrice.compareTo(new BigDecimal(order.getForceClosePrice())) >= 0) {//达到强平价
                    this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(),"强平");
                }
            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(), "强平");
            }
        }
    }

    @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());
            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.STATE_SUBMITTED.equals(contractOrder.getState())) {
                contractOrderService.wrapProfit(contractOrder);
            }
            if (order.getUuid().equals(contractOrder.getUuid())) {
                continue;
            }
            otherEquity = otherEquity.add(defaultZero(contractOrder.getProfit()).add(defaultZero(contractOrder.getDeposit())));
        }

        BigDecimal baseEquity = defaultZero(wallet.getMoney())
                .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) {
@@ -348,10 +325,18 @@
        this.order_close_line_type = order_close_line_type;
    }

    public static void main(String[] args) {
        StrongLevelCalculationService strongLevelCalculationService = new StrongLevelCalculationServiceImpl();
        double forceClosePrice = strongLevelCalculationService.calculateLiquidationPrice(100,
                0.01, 67704.80, 1.477
                , 0.004, 0.0005);
    @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());
    }
}