新版仿ok交易所-后端
zj
2025-02-08 75018b2f492444248d8b476d9703bb312d2befc3
trading-order-service/src/main/java/com/yami/trading/service/contract/ContractOrderService.java
@@ -3,6 +3,7 @@
import cn.hutool.core.collection.CollectionUtil;
import cn.hutool.core.date.DateUtil;
import cn.hutool.core.util.StrUtil;
import com.baomidou.mybatisplus.core.conditions.query.LambdaQueryWrapper;
import com.baomidou.mybatisplus.core.conditions.query.QueryWrapper;
import com.baomidou.mybatisplus.core.metadata.IPage;
import com.baomidou.mybatisplus.extension.plugins.pagination.Page;
@@ -19,10 +20,12 @@
import com.yami.trading.common.constants.Constants;
import com.yami.trading.common.constants.ContractRedisKeys;
import com.yami.trading.common.constants.TipConstants;
import com.yami.trading.common.exception.YamiShopBindException;
import com.yami.trading.common.util.DateUtils;
import com.yami.trading.common.util.RandomUtil;
import com.yami.trading.common.util.RedisUtil;
import com.yami.trading.common.util.StringUtils;
import com.yami.trading.service.StrongLevelCalculationService;
import com.yami.trading.service.data.DataService;
import com.yami.trading.service.system.TipService;
import com.yami.trading.service.user.UserDataService;
@@ -45,6 +48,7 @@
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.text.DecimalFormat;
import java.text.SimpleDateFormat;
import java.util.*;
import java.util.concurrent.*;
import java.util.stream.Collectors;
@@ -92,6 +96,9 @@
    @Lazy
    private ContractApplyOrderService contractApplyOrderService;
    @Autowired
    private StrongLevelCalculationService strongLevelCalculationService;
    public IPage<ContractOrderDTO> listRecord(Page page, ContractOrderQuery query) {
        return baseMapper.listRecord(page, query);
    }
@@ -127,7 +134,7 @@
    public List<ContractOrder> findSubmitted(String partyId, String symbol, String direction, String startTime, String endTime, String symbolType) {
        QueryWrapper<ContractOrder> queryWrapper = new QueryWrapper<>();
        queryWrapper.eq(StrUtil.isNotBlank(partyId), "party_id", partyId);
        queryWrapper.eq(StrUtil.isNotBlank(symbol), "symbol", symbol);
//        queryWrapper.eq(StrUtil.isNotBlank(symbol), "symbol", symbol);
        queryWrapper.eq(StrUtil.isNotBlank(direction), "direction", direction);
        queryWrapper.eq("state", "submitted");
        List<String> symbols = itemService.findByType(symbolType).stream().map(Item::getSymbol).collect(Collectors.toList());
@@ -218,7 +225,7 @@
    public List<Map<String, Object>> getPaged(int pageNo, int pageSize, String partyId, String symbol, String type, String startTime, String endTime, String symbolType) {
        QueryWrapper<ContractOrder> queryWrapper = new QueryWrapper<>();
        queryWrapper.eq(StrUtil.isNotBlank(partyId), "party_id", partyId);
        queryWrapper.eq(StrUtil.isNotBlank(symbol), "symbol", symbol);
//        queryWrapper.eq(StrUtil.isNotBlank(symbol), "symbol", symbol);
        if ("orders".equals(type)) {
            queryWrapper.eq("state", "submitted");
        } else if ("hisorders".equals(type)) {
@@ -243,61 +250,129 @@
    /**
     * 平仓,按订单进行平仓
     */
    public ContractOrder saveClose(String partyId, String orderNo) {
    private final Object lock = new Object();
    @Transactional
    public ContractOrder saveClose(String partyId, String orderNo,String describe) {
        /*
         * 平仓
         */
        ContractOrder order = this.findByOrderNo(orderNo);
        if (order == null || !ContractOrder.STATE_SUBMITTED.equals(order.getState())
                || !partyId.equals(order.getPartyId()) || order.getVolume().compareTo(BigDecimal.ZERO) <= 0) {
        synchronized (lock) {
            ContractOrder order = this.findByOrderNo(orderNo);
            if (order == null || !ContractOrder.STATE_SUBMITTED.equals(order.getState())
                    || !partyId.equals(order.getPartyId()) || order.getVolume().compareTo(BigDecimal.ZERO) <= 0) {
                /**
                 * 状态已改变,退出处理
                 */
                return null;
            }
            /**
             * 状态已改变,退出处理
             * 收益
             */
            return null;
            BigDecimal volume = order.getVolume();
            BigDecimal profit = settle(order, order.getVolume());
            Wallet wallet = walletService.findByUserId(order.getPartyId());
            if (wallet.getMoney().add(profit).compareTo(BigDecimal.ZERO) < 0) {
                // 如果结果是负数,就归零
                if (wallet.getMoney().compareTo(BigDecimal.ZERO) < 0) {
                    profit = BigDecimal.ZERO;
                }
            }
            walletService.updateMoney(order.getSymbol(), partyId, profit, BigDecimal.ZERO,
                    Constants.MONEYLOG_CATEGORY_CONTRACT, Constants.WALLET_USDT, Constants.MONEYLOG_CONTENT_CONTRACT_CLOSE, describe+"平仓,平仓合约数[" + volume + "],订单号[" + order.getOrderNo() + "]");
            order.setState(ContractOrder.STATE_CREATED);
            order.setVolume(BigDecimal.ZERO);
            order.setDeposit(BigDecimal.ZERO);
            order.setCloseTime(DateUtil.currentSeconds());
            order.setCloseTimeTs(DateUtil.currentSeconds());
            update(order);
            /**
             * 合约产品平仓后添加当前流水setWithdraw_limit_now_amount
             */
            User party = userService.getById(order.getPartyId());
            party.setWithdrawLimitNowAmount(party.getWithdrawLimitNowAmount().add(order.getDepositOpen()));
            userService.updateById(party);
            if (ObjectUtils.isEmpty(order.getCloseAvgPrice())) {
                order.setCloseAvgPrice(BigDecimal.ZERO);
            }
            return order;
        }
    }
        /**
         * 收益
         */
        BigDecimal volume = order.getVolume();
        BigDecimal profit = settle(order, order.getVolume());
//      if (profit > 0) {
        Wallet wallet = walletService.findByUserId(order.getPartyId());
        BigDecimal amount_before = wallet.getMoney();
    /**
     * 全仓强平
     */
    private final Object allCloseLock = new Object();
//      wallet.setMoney(Arith.add(wallet.getMoney(), profit));
        if (wallet.getMoney().add(profit).compareTo(BigDecimal.ZERO) < 0) {
            profit = wallet.getMoney().negate();
    @Transactional
    public void allClose(String partyId) {
        synchronized (allCloseLock) {
            /*
             * 平仓
             */
            //所有订单
            List<ContractOrder> list = list(new LambdaQueryWrapper<>(ContractOrder.class)
                    .eq(ContractOrder::getState, ContractOrder.STATE_SUBMITTED)
                    .eq(ContractOrder::getPartyId, partyId)
            );
            //计算所有亏损
            BigDecimal finalProfit = BigDecimal.ZERO;  // 初始化为 0
            String symbol = null;
            String orderNo = null;
            String volume = null;
            for (ContractOrder order : list) {
                /**
                 * 计算收益
                 */
                BigDecimal earnings = settle(order, order.getVolume());
                finalProfit = finalProfit.add(earnings);
                order.setState(ContractOrder.STATE_CREATED);
                order.setVolume(BigDecimal.ZERO);
                order.setDeposit(BigDecimal.ZERO);
                order.setCloseTime(DateUtil.currentSeconds());
                order.setCloseTimeTs(DateUtil.currentSeconds());
                update(order);
                /**
                 * 合约产品平仓后添加当前流水setWithdraw_limit_now_amount
                 */
                User party = userService.getById(order.getPartyId());
                party.setWithdrawLimitNowAmount(party.getWithdrawLimitNowAmount().add(order.getDepositOpen()));
                userService.updateById(party);
                if (ObjectUtils.isEmpty(order.getCloseAvgPrice())) {
                    order.setCloseAvgPrice(BigDecimal.ZERO);
                }
                if (StringUtils.isNotEmpty(symbol)) {
                    symbol += "," + order.getSymbol();
                } else {
                    symbol = order.getSymbol();
                }
                if (StringUtils.isNotEmpty(orderNo)) {
                    orderNo += "," + order.getOrderNo();
                } else {
                    orderNo = order.getOrderNo();
                }
                if (StringUtils.isNotEmpty(volume)) {
                    volume += "," + "订单号:" + order.getOrderNo() + "数量:" + order.getVolumeOpen();
                } else {
                    volume = "订单号:" + order.getOrderNo() + "数量:" + order.getVolumeOpen();
                }
            }
            walletService.updateMoney(symbol, partyId, finalProfit, BigDecimal.ZERO,
                    Constants.MONEYLOG_CATEGORY_CONTRACT, Constants.WALLET_USDT, Constants.MONEYLOG_CONTENT_CONTRACT_CLOSE, "强制平仓,平仓合约数" + list.size() + "[" + volume + "],订单号[" + orderNo + "]");
        }
        walletService.updateMoney(order.getSymbol(), partyId, profit, BigDecimal.ZERO,
                Constants.MONEYLOG_CATEGORY_CONTRACT, Constants.WALLET_USDT, Constants.MONEYLOG_CONTENT_CONTRACT_CLOSE, "平仓,平仓合约数[" + volume + "],订单号[" + order.getOrderNo() + "]");
        order.setState(ContractOrder.STATE_CREATED);
        order.setVolume(BigDecimal.ZERO);
        order.setDeposit(BigDecimal.ZERO);
        order.setCloseTime(DateUtil.currentSeconds());
        order.setCloseTimeTs(DateUtil.currentSeconds());
//        List<Realtime> list = this.dataService.realtime(order.getSymbol());
//        // 平仓时候把当前价格先更新回去
//        if (list.size() != 0) {
//            Realtime realtime = list.get(0);
//            BigDecimal close = realtime.getClose();
//            order.setCloseAvgPrice(close);
//        }
        update(order);
        /**
         * 合约产品平仓后添加当前流水setWithdraw_limit_now_amount
         */
        User party = userService.getById(order.getPartyId());
        party.setWithdrawLimitNowAmount(party.getWithdrawLimitNowAmount().add(order.getDepositOpen()));
        userService.updateById(party);
        if (ObjectUtils.isEmpty(order.getCloseAvgPrice())) {
            order.setCloseAvgPrice(BigDecimal.ZERO);
        }
        return order;
    }
    /**
@@ -405,10 +480,18 @@
     */
    public BigDecimal settle(ContractOrder order, BigDecimal volume) {
        /**
         * 平仓比率
         * 偏差点位
         */
        List<Realtime> list = this.dataService.realtime(order.getSymbol());
        if (list.size() == 0) {
            order.getProfit();
        }
        Realtime realtime = list.get(0);
        BigDecimal close = realtime.getClose();
        BigDecimal point = close.subtract(order.getTradeAvgPrice());
        BigDecimal profit = point.multiply(new BigDecimal("0.01")).multiply(order.getVolumeOpen()).setScale(4, BigDecimal.ROUND_DOWN);;
        BigDecimal rentalProfit = order.getDeposit().add(profit);
        BigDecimal rate = volume.divide(order.getVolumeOpen(), 2, RoundingMode.HALF_UP);
        BigDecimal profit = order.getDeposit().add(order.getProfit()).multiply(rate);
        order.setAmountClose(order.getAmountClose().add(profit));
        order.setVolume(order.getVolume().subtract(volume));
        order.setDeposit(order.getDeposit().subtract(order.getDepositOpen().multiply(rate)));
@@ -418,11 +501,8 @@
            order.setCloseTimeTs(DateUtil.currentSeconds());
        }
        return profit;
        return rentalProfit;
    }
    public void saveOpen(ContractApplyOrder applyOrder, Realtime realtime) {
        Item item = this.itemService.findBySymbol(applyOrder.getSymbol());
@@ -433,32 +513,58 @@
        order.setOrderNo(orderNo);
        order.setDirection(applyOrder.getDirection());
        order.setLeverRate(applyOrder.getLeverRate());
        order.setVolume(applyOrder.getVolume());
        order.setVolumeOpen(applyOrder.getVolumeOpen());
        order.setOrderPriceType(applyOrder.getOrderPriceType());
        order.setUnitAmount(applyOrder.getUnitAmount());
        order.setFee(applyOrder.getFee());
        order.setDeposit(applyOrder.getDeposit());
        order.setDepositOpen(applyOrder.getDeposit());
        order.setTradeAvgPrice(realtime.getClose());
        order.setTradeAvgPrice(applyOrder.getPrice());
        order.setStopPriceProfit(applyOrder.getStopPriceProfit());
        order.setStopPriceLoss(applyOrder.getStopPriceLoss());
        order.setPips(item.getPips());
        order.setPipsAmount(item.getPipsAmount());
        // 爆仓是爆整个钱包
//        BigDecimal forceClose = BigDecimal.ZERO;
//        BigDecimal base = order.getDepositOpen().multiply(order.getPips()).divide(order.getPipsAmount(), 10, RoundingMode.HALF_UP).divide(order.getVolume(),10, RoundingMode.HALF_UP);
//        if(order.getDirection().equalsIgnoreCase(ContractOrder.DIRECTION_BUY)){
//            forceClose = order.getTradeAvgPrice().subtract(base).setScale(item.getDecimals(), RoundingMode.HALF_UP);
//        }else if(order.getDirection().equalsIgnoreCase(ContractOrder.DIRECTION_SELL)) {
//            forceClose = order.getTradeAvgPrice().add(base).setScale(item.getDecimals(), RoundingMode.HALF_UP);
//        }
//        if(forceClose.compareTo(BigDecimal.ZERO) <0 ){
//            forceClose  =  BigDecimal.ZERO;
//        }
//        order.setForceClosePrice(forceClose.toPlainString());
        if(applyOrder.getOrderPriceType().equals("opponent")){//市价单,创建订单在计算和扣款
            BigDecimal unitAmount = applyOrder.getPrice().multiply(BigDecimal.valueOf(item.getFaceValue()));
            unitAmount = unitAmount.setScale(4, RoundingMode.DOWN);
            BigDecimal deposit = unitAmount.multiply(applyOrder.getVolumeOpen()).divide(order.getLeverRate(), 4, RoundingMode.DOWN);
            order.setUnitAmount(unitAmount);
            order.setDepositOpen(deposit);
            order.setDeposit(deposit);
            if (order.getLeverRate() != null) {
                /**
                 * 加上杠杆
                 */
                // 设置订单数量
                order.setVolume(applyOrder.getVolumeOpen());
                BigDecimal fee = order.getDeposit().multiply(order.getLeverRate()).multiply(item.getUnitFee());
                fee = fee.setScale(4, RoundingMode.DOWN);  // 保留两位小数
                order.setFee(fee);
            }
            order.setVolumeOpen(applyOrder.getVolumeOpen());
            walletService.updateMoney(order.getSymbol(), order.getPartyId(), BigDecimal.ZERO.subtract(order.getDeposit()), BigDecimal.ZERO
                    , Constants.MONEYLOG_CATEGORY_CONTRACT, Constants.WALLET_USDT, Constants.MONEYLOG_CONTENT_CONTRACT_OPEN, "委托单,订单号[" + order.getOrderNo() + "]"
            );
            walletService.updateMoney(order.getSymbol(), order.getPartyId(), BigDecimal.ZERO.subtract(order.getFee()), BigDecimal.ZERO
                    , Constants.MONEYLOG_CATEGORY_CONTRACT, Constants.WALLET_USDT, Constants.MONEYLOG_CONTENT_FEE, "委托单,订单号[" + order.getOrderNo() + "]"
            );
        }
        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)
        //"buy":买(多) "sell":卖(空)
        if(order.getDirection().equals("buy")){
            double forceClosePrice = strongLevelCalculationService.calculateLiquidationPrice(order.getDepositOpen().doubleValue(),
                    faceValue, order.getVolumeOpen().doubleValue(), order.getTradeAvgPrice().doubleValue()
                    , maintenanceMarginRate, item.getUnitFee().doubleValue());
            order.setForceClosePrice(BigDecimal.valueOf(forceClosePrice).toString());
        }else{
            double forceClosePrice = strongLevelCalculationService.calculateEmptyLiquidationPrice(order.getDepositOpen().doubleValue(),
                    faceValue, order.getVolumeOpen().doubleValue(), order.getTradeAvgPrice().doubleValue()
                    , maintenanceMarginRate, item.getUnitFee().doubleValue());
            order.setForceClosePrice(BigDecimal.valueOf(forceClosePrice).toString());
        }
        save(order);
        RedisUtil.set(ContractRedisKeys.CONTRACT_ORDERNO + order.getOrderNo(), order);
@@ -528,7 +634,6 @@
        BigDecimal profit = this.settle(order, volume);
        update(order);
        Wallet wallet = this.walletService.findByUserId(order.getPartyId());
        BigDecimal amount_before = wallet.getMoney();
        if (wallet.getMoney().add(profit).compareTo(BigDecimal.ZERO) < 0) {
            profit = wallet.getMoney().negate();
@@ -614,18 +719,7 @@
        map.put("deposit", order.getDeposit());
        map.put("deposit_open", order.getDepositOpen());
        map.put("change_ratio", order.getChangeRatio());
        /**
         * 收益
         */
//      if (ContractOrder.STATE_SUBMITTED.equals(order.getState())) {
//         map.put("profit",
//               df.format(Arith.sub(
//                     Arith.add(Arith.add(order.getAmount_close(), order.getProfit()), order.getDeposit()),
//                     order.getDeposit_open())));
//      } else {
//         map.put("profit", df.format(
//               Arith.sub(Arith.add(order.getAmount_close(), order.getDeposit()), order.getDeposit_open())));
//      }
        if(order.getProfit()!=null){
            map.put("profit", order.getProfit().setScale(4, RoundingMode.HALF_UP));
        }else{
@@ -633,6 +727,7 @@
        }
        map.put("volume", order.getVolume());
        map.put("volume_open", order.getVolumeOpen());
        map.put("force_close_rice", order.getForceClosePrice());
        return map;
    }
@@ -651,7 +746,7 @@
        if (!CollectionUtils.isEmpty(findSubmittedContractOrders)) {
            for (ContractOrder order : orders) {
                if (ContractOrder.STATE_SUBMITTED.equals(order.getState())) {
                    saveClose(order.getPartyId().toString(), order.getOrderNo());
                    saveClose(order.getPartyId().toString(), order.getOrderNo(),null);
                }
                RedisUtil.del(ContractRedisKeys.CONTRACT_ORDERNO + order.getOrderNo());
            }