1

zj

2026-05-21 98a5e458479e7f0034fda19e12cf7c04675f88c8

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

@@ -1,5 +1,6 @@
package com.yami.trading.service.contract;

import cn.hutool.core.bean.BeanUtil;
import cn.hutool.core.collection.CollectionUtil;
import cn.hutool.core.convert.Convert;
import cn.hutool.core.date.DateUtil;
@@ -9,6 +10,8 @@
import com.baomidou.mybatisplus.core.metadata.IPage;
import com.baomidou.mybatisplus.extension.plugins.pagination.Page;
import com.yami.trading.bean.contract.domain.ContractApplyOrder;
import com.yami.trading.bean.contract.domain.ContractOrderProfit;
import com.yami.trading.bean.syspara.domain.Syspara;
import com.yami.trading.bean.contract.dto.ContractApplyOrderDTO;
import com.yami.trading.bean.contract.dto.ContractOrderDTO;
import com.yami.trading.bean.contract.query.ContractApplyOrderQuery;
@@ -32,7 +35,9 @@
import com.yami.trading.service.user.UserService;
import com.yami.trading.service.WalletService;
import com.yami.trading.service.item.ItemService;
import com.yami.trading.service.syspara.SysparaService;
import com.yami.trading.util.ConverterUtil;
import lombok.extern.slf4j.Slf4j;
import org.apache.commons.collections.CollectionUtils;
import org.apache.commons.lang3.ObjectUtils;
import org.jetbrains.annotations.NotNull;
@@ -52,6 +57,10 @@
import java.math.RoundingMode;
import java.text.DecimalFormat;
import java.text.SimpleDateFormat;
import java.time.Instant;
import java.time.ZoneId;
import java.time.ZonedDateTime;
import java.time.temporal.ChronoUnit;
import java.util.*;
import java.util.concurrent.*;
import java.util.stream.Collectors;
@@ -62,9 +71,11 @@
 * @author lucas
 * @version 2023-03-29
 */
@Slf4j
@Service
@Transactional
public class ContractOrderService extends ServiceImpl<ContractOrderMapper, ContractOrder> {
    private static final int FUNDING_SETTLEMENT_INTERVAL_MINUTES = 240;
    private final ConcurrentMap<String, ContractOrder> map = new ConcurrentHashMap<>();
    private final ScheduledExecutorService executorService = Executors.newSingleThreadScheduledExecutor();

@@ -100,10 +111,17 @@
    private ContractApplyOrderService contractApplyOrderService;

    @Autowired
    @Lazy
    private ContractOrderCalculationService contractOrderCalculationService;

    @Autowired
    private StrongLevelCalculationService strongLevelCalculationService;

    @Autowired
    MoneyLogService moneyLogService;

    @Autowired
    private SysparaService sysparaService;

    public IPage<ContractOrderDTO> listRecord(Page page, ContractOrderQuery query) {
        return baseMapper.listRecord(page, query);
@@ -273,6 +291,8 @@
                return null;
            }

            contractOrderCalculationService.refreshMarkPriceProfit(order);

            /**
             * 收益
             */
@@ -425,7 +445,145 @@
     */
    @Transactional(propagation = Propagation.NOT_SUPPORTED)
    public void updateByIdBuffer(ContractOrder entity) {
        updateProfit(entity);
        map.put(entity.getUuid(), entity);
    }

    public void wrapProfit(ContractOrder contractOrder) {
        if (ContractOrder.STATE_SUBMITTED.equalsIgnoreCase(contractOrder.getState())) {
            ContractOrderProfit cacheProfit = getCacheProfit(contractOrder.getUuid());
            if (cacheProfit != null) {
                contractOrder.setProfit(cacheProfit.getProfit());
                contractOrder.setCloseAvgPrice(cacheProfit.getCloseAvgPrice());
                contractOrder.setForceClosePrice(cacheProfit.getForceClosePrice());
            } else {
                contractOrder.setProfit(BigDecimal.ZERO);
            }
        }
    }

    public ContractOrderProfit getCacheProfit(String uuid) {
        return RedisUtil.get(ContractRedisKeys.CONTRACT_PROFIT_V1 + uuid);
    }

    public void updateProfit(ContractOrder order) {
        if (ContractOrder.STATE_SUBMITTED.equals(order.getState())) {
            RedisUtil.set(ContractRedisKeys.CONTRACT_PROFIT_V1 + order.getUuid(), BeanUtil.copyProperties(order, ContractOrderProfit.class));
            Map<String, ContractOrder> submittedMap =
                    RedisUtil.get(ContractRedisKeys.CONTRACT_SUBMITTED_ORDER_PARTY_ID + order.getPartyId());
            if (null == submittedMap) {
                submittedMap = new ConcurrentHashMap<>();
            }

            ContractOrder orderOld = submittedMap.get(order.getOrderNo());
            if (orderOld == null) {
                return;
            }
            orderOld.setCloseAvgPrice(order.getCloseAvgPrice());
            orderOld.setProfit(order.getProfit());
            orderOld.setForceClosePrice(order.getForceClosePrice());
            submittedMap.put(order.getOrderNo(), orderOld);

            RedisUtil.set(ContractRedisKeys.CONTRACT_SUBMITTED_ORDER_PARTY_ID + order.getPartyId(), submittedMap);

            Map<String, BigDecimal> contractAssetsOrder = this.walletService.getMoneyContractByOrder(order);
            Map<String, BigDecimal> contractAssetsOrderOld = this.walletService.getMoneyContractByOrder(orderOld);

            BigDecimal contractAssets = RedisUtil.get(ContractRedisKeys.CONTRACT_ASSETS_PARTY_ID + order.getPartyId().toString());
            if (contractAssets == null) {
                contractAssets = BigDecimal.ZERO;
            }
            BigDecimal contractAssetsDeposit = RedisUtil.get(ContractRedisKeys.CONTRACT_ASSETS_DEPOSIT_PARTY_ID + order.getPartyId().toString());
            if (contractAssetsDeposit == null) {
                contractAssetsDeposit = BigDecimal.ZERO;
            }
            BigDecimal contractAssetsProfit = RedisUtil.get(ContractRedisKeys.CONTRACT_ASSETS_PROFIT_PARTY_ID + order.getPartyId().toString());
            if (contractAssetsProfit == null) {
                contractAssetsProfit = BigDecimal.ZERO;
            }

            RedisUtil.set(ContractRedisKeys.CONTRACT_ASSETS_PARTY_ID + order.getPartyId().toString(),
                    contractAssets.add(contractAssetsOrder.get("money_contract")).subtract(contractAssetsOrderOld.get("money_contract")));
            RedisUtil.set(ContractRedisKeys.CONTRACT_ASSETS_DEPOSIT_PARTY_ID + order.getPartyId().toString(),
                    contractAssetsDeposit.add(contractAssetsOrder.get("money_contract_deposit")).subtract(contractAssetsOrderOld.get("money_contract_deposit")));
            RedisUtil.set(ContractRedisKeys.CONTRACT_ASSETS_PROFIT_PARTY_ID + order.getPartyId().toString(),
                    contractAssetsProfit.add(contractAssetsOrder.get("money_contract_profit")).subtract(contractAssetsOrderOld.get("money_contract_profit")));
        }
    }

    /**
     * 累计资金费带来的盈亏（正数表示用户获利）：多仓为 -合约价值×费率×次数，空仓为 +合约价值×费率×次数。
     */
    public BigDecimal calculateAccruedFundingPnl(ContractOrder order, BigDecimal markPrice, Date asOf) {
        if (order == null || markPrice == null || asOf == null || order.getCreateTime() == null) {
            return BigDecimal.ZERO;
        }
        BigDecimal vol = defaultZero(order.getVolume());
        if (vol.compareTo(BigDecimal.ZERO) <= 0 || markPrice.compareTo(BigDecimal.ZERO) <= 0) {
            return BigDecimal.ZERO;
        }
        long periods = countFundingSettlementPoints(
                order.getCreateTime().toInstant(),
                asOf.toInstant(),
                ZoneId.systemDefault(),
                FUNDING_SETTLEMENT_INTERVAL_MINUTES);
        if (periods <= 0) {
            return BigDecimal.ZERO;
        }
        Item item = itemService.findBySymbol(order.getSymbol());
        BigDecimal faceValue = item != null && item.getFaceValue() > 0
                ? BigDecimal.valueOf(item.getFaceValue()) : new BigDecimal("0.01");
        BigDecimal notional = markPrice.multiply(vol).multiply(faceValue);
        BigDecimal rate = getContractFundingRate();
        BigDecimal signed = ContractOrder.DIRECTION_BUY.equalsIgnoreCase(order.getDirection())
                ? rate.negate() : rate;
        return notional.multiply(signed).multiply(BigDecimal.valueOf(periods)).setScale(8, RoundingMode.HALF_UP);
    }

    public BigDecimal getContractFundingRate() {
        try {
            Syspara p = sysparaService.find("funding_fee");
            if (p == null || StringUtils.isEmptyString(p.getSvalue())) {
                return BigDecimal.ZERO;
            }
            return new BigDecimal(p.getSvalue().trim());
        } catch (Exception e) {
            log.warn("parse funding_fee syspara failed", e);
            return BigDecimal.ZERO;
        }
    }

    private static ZonedDateTime nextFundingSettlementStrictlyAfter(ZonedDateTime t, int intervalMinutes) {
        int step = intervalMinutes <= 0 ? 240 : intervalMinutes;
        ZonedDateTime tTrunc = t.withSecond(0).withNano(0);
        ZonedDateTime dayStart = tTrunc.toLocalDate().atStartOfDay(tTrunc.getZone());
        long minutesFromDayStart = ChronoUnit.MINUTES.between(dayStart, tTrunc);
        long slotIndex = minutesFromDayStart / step;
        ZonedDateTime slotStart = dayStart.plusMinutes(slotIndex * step);
        ZonedDateTime next = slotStart;
        while (!next.isAfter(t)) {
            next = next.plusMinutes(step);
        }
        return next;
    }

    private static long countFundingSettlementPoints(Instant open, Instant end, ZoneId zone, int intervalMinutes) {
        if (open == null || end == null || !end.isAfter(open)) {
            return 0;
        }
        int step = intervalMinutes <= 0 ? 240 : intervalMinutes;
        ZonedDateTime zEnd = end.atZone(zone);
        ZonedDateTime cursor = nextFundingSettlementStrictlyAfter(open.atZone(zone), step);
        long cnt = 0;
        while (!cursor.isAfter(zEnd)) {
            cnt++;
            cursor = cursor.plusMinutes(step);
        }
        return cnt;
    }

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

    public void update(ContractOrder order) {
@@ -515,49 +673,58 @@


    /**
     * 价差盈亏（与持仓定时计算一致）：(平仓价 - 开仓价) × 平仓张数 × 面值，空仓取反
     */
    private BigDecimal calculatePricePnl(ContractOrder order, BigDecimal closePrice, BigDecimal sheets) {
        BigDecimal tradeAvgPrice = order.getTradeAvgPrice() == null ? BigDecimal.ZERO : order.getTradeAvgPrice();
        if (tradeAvgPrice.compareTo(BigDecimal.ZERO) <= 0 || sheets == null || sheets.compareTo(BigDecimal.ZERO) <= 0) {
            return BigDecimal.ZERO;
        }
        Item item = itemService.findBySymbol(order.getSymbol());
        BigDecimal faceValue = item != null && item.getFaceValue() > 0
                ? BigDecimal.valueOf(item.getFaceValue()) : new BigDecimal("0.01");
        BigDecimal point = closePrice.subtract(tradeAvgPrice);
        BigDecimal pnl = point.multiply(faceValue).multiply(sheets).setScale(4, RoundingMode.DOWN);
        if (!ContractOrder.DIRECTION_BUY.equals(order.getDirection())) {
            pnl = pnl.negate();
        }
        return pnl;
    }

    /**
     * 收益结算，平仓时计算
     *
     * @param closevolume 平仓的张数
     * @param volume 平仓的张数
     */
    public BigDecimal settle(ContractOrder order, BigDecimal volume) {
        /**
         * 偏差点位
         */
        List<Realtime> list = this.dataService.realtime(order.getSymbol());
        if (list.size() == 0) {
            order.getProfit();
        ContractOrderProfit cacheProfit = getCacheProfit(order.getUuid());
        BigDecimal currentVolume = order.getVolume() == null ? BigDecimal.ZERO : order.getVolume();
        if (currentVolume.compareTo(BigDecimal.ZERO) <= 0) {
            return BigDecimal.ZERO;
        }
        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);;
        if (order.getForceClosePrice() != null && !order.getForceClosePrice().isEmpty()) {  //达到强平价
            if ((ContractOrder.DIRECTION_BUY.equals(order.getDirection()) && close.compareTo(new BigDecimal(order.getForceClosePrice())) <= 0)
                || (ContractOrder.DIRECTION_SELL.equals(order.getDirection()) && close.compareTo(new BigDecimal(order.getForceClosePrice())) >= 0)) {
                point = new BigDecimal(order.getForceClosePrice()).subtract(order.getTradeAvgPrice());
                profit = point.multiply(new BigDecimal("0.01")).multiply(order.getVolumeOpen()).setScale(4, BigDecimal.ROUND_DOWN);;
                System.out.println("------------------point-------------："+point);
                System.out.println("------------------profit------------："+profit);
                profit = order.getDepositOpen().add(order.getAddDepositOpen()).negate();
                System.out.println("------------------扣除保证金------------："+profit);
                if (order.getLocationType() == 1) {
                    Wallet wallet = this.walletService.findByUserId(order.getPartyId());
                    System.out.println("------------------扣除余额------------："+wallet.getMoney());
                    profit = profit.subtract(wallet.getMoney());
                }

        BigDecimal closeRatio = volume.divide(currentVolume, 10, RoundingMode.HALF_UP);
        BigDecimal originProfit = BigDecimal.ZERO;
        if (cacheProfit != null) {
            originProfit = cacheProfit.getProfit();
            if (cacheProfit.getCloseAvgPrice() != null) {
                order.setCloseAvgPrice(cacheProfit.getCloseAvgPrice());
            }
        } else {
            List<Realtime> list = this.dataService.realtime(order.getSymbol());
            if (!list.isEmpty()) {
                originProfit = calculatePricePnl(order, list.get(0).getClose(), currentVolume);
            }
        }

        if(null != order.getProfitLossRatio() && order.getProfitLossRatio() > 0){
            profit = order.getDepositOpen().multiply(new BigDecimal((order.getProfitLossRatio()/100))).setScale(2, RoundingMode.DOWN);
        BigDecimal profit = originProfit.multiply(closeRatio).setScale(4, RoundingMode.DOWN);

        if (null != order.getProfitLossRatio() && order.getProfitLossRatio() > 0) {
            profit = order.getDepositOpen().multiply(new BigDecimal((order.getProfitLossRatio() / 100))).setScale(2, RoundingMode.DOWN);
        }
        if (ContractOrder.DIRECTION_BUY.equals(order.getDirection())) {
            order.setProfit(profit);
        } else{
            order.setProfit(profit.negate());
        }

        order.setProfit(profit);
        BigDecimal rentalProfit = order.getDepositOpen().add(order.getProfit()).add(order.getAddDepositOpen());
        System.out.println("------------------rentalProfit------------:"+rentalProfit);
        BigDecimal rate = volume.divide(order.getVolumeOpen(), 2, RoundingMode.HALF_UP);
        order.setAmountClose(order.getAmountClose().add(profit));
        order.setVolume(order.getVolume().subtract(volume));
@@ -566,7 +733,6 @@
            order.setState(ContractOrder.STATE_CREATED);
            order.setCloseTime(DateUtil.currentSeconds());
            order.setCloseTimeTs(DateUtil.currentSeconds());

        }
        return rentalProfit;
    }
@@ -615,7 +781,7 @@
                );
            }
            //计算强平价格
            getStrongPrice(f,item);
            getStrongPrice(f);
            update(f);
            refreshOrder(applyOrder, f);
        }else{
@@ -634,9 +800,10 @@
                    fee = fee.setScale(4, RoundingMode.DOWN);  // 保留两位小数
                    order.setFee(fee);
                }
                double number = strongLevelCalculationService.countSheets(order.getDepositOpen().doubleValue(), order.getLeverRate().intValue(), 0.01, applyOrder.getPrice().doubleValue());
                double number = strongLevelCalculationService.countSheets(order.getDepositOpen().doubleValue(), order.getLeverRate().intValue(), 0.01, realtime.getClose().doubleValue());
                order.setVolume(new BigDecimal(number));
                order.setVolumeOpen(new BigDecimal(number));
                order.setTradeAvgPrice(realtime.getClose());

                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() + "]"
@@ -646,7 +813,7 @@
                );
            }
            //计算强平价格
            getStrongPrice(order,item);
            getStrongPrice(order);
            save(order);
            refreshOrder(applyOrder, order);
        }
@@ -719,31 +886,8 @@
        }
    }

    private void getStrongPrice(ContractOrder order, Item item) {
        BigDecimal earnings = BigDecimal.ZERO;
        if(order.getLocationType() == 1){//全仓
            // 获取当前账户余额并加到收益中
            //Map<String, Object> moneyAll = walletService.getMoneyAll(order.getPartyId());
            //earnings = order.getDepositOpen().add(new BigDecimal(moneyAll.get("money_wallet").toString()));
            Wallet wallet = walletService.saveWalletByPartyId(order.getPartyId());
            earnings = order.getDepositOpen().add(earnings.add(wallet.getMoney()));
        }else{
            earnings = order.getDepositOpen().add(order.getAddDepositOpen());
        }
        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(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());
        }
    private void getStrongPrice(ContractOrder order) {
        order.setForceClosePrice(contractOrderCalculationService.calculateForceClosePriceForOrder(order));
    }

    public ContractApplyOrder saveClose(ContractApplyOrder applyOrder, Realtime realtime, String order_no) {