| | |
| | | package com.yami.trading.service.contract; |
| | | |
| | | import cn.hutool.core.collection.CollectionUtil; |
| | | import cn.hutool.core.convert.Convert; |
| | | import cn.hutool.core.date.DateUtil; |
| | | import cn.hutool.core.util.StrUtil; |
| | | import com.baomidou.mybatisplus.core.conditions.query.LambdaQueryWrapper; |
| | |
| | | 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.common.util.*; |
| | | 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.UserService; |
| | | import com.yami.trading.service.WalletService; |
| | | import com.yami.trading.service.item.ItemService; |
| | | import com.yami.trading.util.ConverterUtil; |
| | | import org.apache.commons.collections.CollectionUtils; |
| | | import org.apache.commons.lang3.ObjectUtils; |
| | | import org.jetbrains.annotations.NotNull; |
| | | import org.springframework.beans.factory.annotation.Autowired; |
| | | import org.springframework.beans.factory.annotation.Qualifier; |
| | | import org.springframework.context.annotation.Lazy; |
| | |
| | | import com.yami.trading.dao.contract.ContractOrderMapper; |
| | | import org.springframework.web.bind.annotation.RequestParam; |
| | | |
| | | import java.lang.reflect.Type; |
| | | import java.math.BigDecimal; |
| | | import java.math.RoundingMode; |
| | | import java.text.DecimalFormat; |
| | |
| | | public void saveOpen(ContractApplyOrder applyOrder, Realtime realtime) { |
| | | Item item = this.itemService.findBySymbol(applyOrder.getSymbol()); |
| | | |
| | | ContractOrder f = getOne(new LambdaQueryWrapper<>(ContractOrder.class) |
| | | .eq(ContractOrder::getPartyId, applyOrder.getPartyId()) |
| | | .eq(ContractOrder::getSymbol, applyOrder.getSymbol()) |
| | | .eq(ContractOrder::getDirection, applyOrder.getDirection()) |
| | | .eq(ContractOrder::getState,"submitted") |
| | | .last(" limit 1") |
| | | ); |
| | | |
| | | |
| | | //合并订单 |
| | | if(ObjectUtils.isNotEmpty(f)){ |
| | | //创建订单 |
| | | if(applyOrder.getOrderPriceType().equals("opponent")){//市价单,创建订单在计算和扣款 |
| | | BigDecimal price = ((realtime.getClose().add(f.getTradeAvgPrice())) |
| | | .divide(new BigDecimal(2))).multiply(BigDecimal.valueOf(item.getFaceValue())); |
| | | BigDecimal unitAmount = price.setScale(4, RoundingMode.DOWN); |
| | | |
| | | f.setUnitAmount(unitAmount); |
| | | f.setDepositOpen(f.getDepositOpen().add(applyOrder.getMoney())); |
| | | f.setDeposit(f.getDeposit().add(applyOrder.getMoney())); |
| | | f.setTradeAvgPrice((f.getTradeAvgPrice().add(realtime.getClose())).divide(new BigDecimal(2))); |
| | | |
| | | BigDecimal fee = BigDecimal.ZERO; |
| | | if (f.getLeverRate() != null) { |
| | | |
| | | fee = applyOrder.getDeposit().multiply(f.getLeverRate()).multiply(item.getUnitFee()); |
| | | fee = fee.setScale(4, RoundingMode.DOWN); // 保留两位小数 |
| | | f.setFee(f.getFee().add(fee)); |
| | | } |
| | | double number = strongLevelCalculationService.countSheets(f.getDepositOpen().doubleValue(), f.getLeverRate().intValue(), 0.01, realtime.getClose().doubleValue()); |
| | | f.setVolumeOpen(new BigDecimal(number)); |
| | | f.setVolume(new BigDecimal(number)); |
| | | |
| | | walletService.updateMoney(f.getSymbol(), f.getPartyId(), BigDecimal.ZERO.subtract(applyOrder.getDeposit()), BigDecimal.ZERO |
| | | , Constants.MONEYLOG_CATEGORY_CONTRACT, Constants.WALLET_USDT, Constants.MONEYLOG_CONTENT_CONTRACT_OPEN, "委托单,订单号[" + f.getOrderNo() + "]" |
| | | ); |
| | | walletService.updateMoney(f.getSymbol(), f.getPartyId(), BigDecimal.ZERO.subtract(fee), BigDecimal.ZERO |
| | | , Constants.MONEYLOG_CATEGORY_CONTRACT, Constants.WALLET_USDT, Constants.MONEYLOG_CONTENT_FEE, "委托单,订单号[" + f.getOrderNo() + "]" |
| | | ); |
| | | } |
| | | //计算强平价格 |
| | | getStrongPrice(f,item); |
| | | update(f); |
| | | refreshOrder(applyOrder, f); |
| | | }else{ |
| | | //创建订单 |
| | | ContractOrder order = getContractOrder(applyOrder, item); |
| | | if(applyOrder.getOrderPriceType().equals("opponent")) {//市价单,创建订单在计算和扣款 |
| | | BigDecimal price = ((realtime.getClose().add(order.getTradeAvgPrice())) |
| | | .divide(new BigDecimal(2))).multiply(BigDecimal.valueOf(item.getFaceValue())); |
| | | BigDecimal unitAmount = price.setScale(4, RoundingMode.DOWN); |
| | | order.setUnitAmount(unitAmount); |
| | | order.setDepositOpen(applyOrder.getMoney()); |
| | | order.setDeposit(applyOrder.getMoney()); |
| | | |
| | | if (order.getLeverRate() != null) { |
| | | 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); |
| | | } |
| | | double number = strongLevelCalculationService.countSheets(order.getDepositOpen().doubleValue(), order.getLeverRate().intValue(), 0.01, applyOrder.getPrice().doubleValue()); |
| | | order.setVolume(new BigDecimal(number)); |
| | | order.setVolumeOpen(new BigDecimal(number)); |
| | | |
| | | 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() + "]" |
| | | ); |
| | | } |
| | | //计算强平价格 |
| | | getStrongPrice(order,item); |
| | | save(order); |
| | | refreshOrder(applyOrder, order); |
| | | } |
| | | } |
| | | |
| | | @NotNull |
| | | private static ContractOrder getContractOrder(ContractApplyOrder applyOrder, Item item) { |
| | | ContractOrder order = new ContractOrder(); |
| | | order.setPartyId(applyOrder.getPartyId()); |
| | | order.setSymbol(applyOrder.getSymbol()); |
| | |
| | | order.setDirection(applyOrder.getDirection()); |
| | | order.setLeverRate(applyOrder.getLeverRate()); |
| | | order.setOrderPriceType(applyOrder.getOrderPriceType()); |
| | | |
| | | order.setTradeAvgPrice(applyOrder.getPrice()); |
| | | order.setStopPriceProfit(applyOrder.getStopPriceProfit()); |
| | | order.setStopPriceLoss(applyOrder.getStopPriceLoss()); |
| | | |
| | | order.setPips(item.getPips()); |
| | | order.setPipsAmount(item.getPipsAmount()); |
| | | 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); |
| | | return order; |
| | | } |
| | | |
| | | 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); |
| | | |
| | | private void refreshOrder(ContractApplyOrder applyOrder, ContractOrder order) { |
| | | RedisUtil.set(ContractRedisKeys.CONTRACT_ORDERNO + order.getOrderNo(), order); |
| | | |
| | | Map<String, ContractOrder> map = RedisUtil |
| | |
| | | } |
| | | } |
| | | |
| | | private void getStrongPrice(ContractOrder order, Item item) { |
| | | 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()); |
| | | } |
| | | } |
| | | |
| | | public ContractApplyOrder saveClose(ContractApplyOrder applyOrder, Realtime realtime, String order_no) { |
| | | ContractOrder order = this.findByOrderNo(order_no); |
| | | if (order == null || !ContractOrder.STATE_SUBMITTED.equals(order.getState()) || order.getVolume().compareTo(BigDecimal.ZERO) <= 0) { |