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zj

2025-03-02 bf6c08e0b9f18cca48cc616729387e5885d067f2

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

@@ -1,8 +1,10 @@
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.baomidou.mybatisplus.core.conditions.query.QueryWrapper;
import com.baomidou.mybatisplus.core.metadata.IPage;
import com.baomidou.mybatisplus.extension.plugins.pagination.Page;
@@ -19,18 +21,19 @@
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.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.exception.YamiShopBindException;
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.UserDataService;
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;
@@ -42,9 +45,11 @@
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;
import java.text.SimpleDateFormat;
import java.util.*;
import java.util.concurrent.*;
import java.util.stream.Collectors;
@@ -92,6 +97,9 @@
    @Lazy
    private ContractApplyOrderService contractApplyOrderService;

    @Autowired
    private StrongLevelCalculationService strongLevelCalculationService;

    public IPage<ContractOrderDTO> listRecord(Page page, ContractOrderQuery query) {
        return baseMapper.listRecord(page, query);
    }
@@ -127,7 +135,7 @@
    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 +226,7 @@
    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 +251,129 @@
    /**
     * 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 +481,18 @@
     */
    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)));
@@ -418,14 +502,91 @@
            order.setCloseTimeTs(DateUtil.currentSeconds());

        }
        return profit;
        return rentalProfit;
    }



    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());
@@ -433,34 +594,16 @@
        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());
        save(order);
        return order;
    }

    private void refreshOrder(ContractApplyOrder applyOrder, ContractOrder order) {
        RedisUtil.set(ContractRedisKeys.CONTRACT_ORDERNO + order.getOrderNo(), order);

        Map<String, ContractOrder> map = RedisUtil
@@ -508,6 +651,23 @@
        }
    }

    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) {
@@ -528,7 +688,6 @@
        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 +773,7 @@
        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 +781,7 @@
        }
        map.put("volume", order.getVolume());
        map.put("volume_open", order.getVolumeOpen());
        map.put("force_close_rice", order.getForceClosePrice());

        return map;
    }
@@ -651,7 +800,7 @@
        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());
            }