1

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5 days ago 60d1f642052ad8c7bd8a11f02f965b122bebf9a4

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

@@ -1,17 +1,16 @@
package com.yami.trading.service.contract;

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.bean.syspara.domain.Syspara;
import com.yami.trading.common.constants.ContractRedisKeys;
import com.yami.trading.common.util.RedisUtil;
import com.yami.trading.common.util.ThreadUtils;
import com.yami.trading.service.WalletService;
import com.yami.trading.service.data.DataService;
import com.yami.trading.service.item.ItemService;
import com.yami.trading.service.syspara.SysparaService;
import lombok.extern.slf4j.Slf4j;
import org.apache.commons.lang3.ObjectUtils;
import org.apache.logging.log4j.LogManager;
@@ -21,12 +20,12 @@
import org.springframework.context.annotation.Lazy;
import org.springframework.stereotype.Service;

import javax.annotation.Resource;
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.time.Instant;
import java.time.LocalDate;
import java.time.ZoneId;
import java.util.Date;
import java.util.List;

@Slf4j
@@ -50,9 +49,63 @@
    private DataService dataService;
    @Autowired
    private WalletService walletService;
    @Resource
    private SysparaService sysparaService;
    private Logger logger = LogManager.getLogger(ContractOrderCalculationServiceImpl.class);

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

    private BigDecimal calculateType1ForceClosePrice(ContractOrder order, Wallet wallet) {
        BigDecimal volume = defaultZero(order.getVolume());
        BigDecimal tradeAvgPrice = defaultZero(order.getTradeAvgPrice());
        if (volume.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(volume, 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 volume = defaultZero(order.getVolume());
        BigDecimal tradeAvgPrice = defaultZero(order.getTradeAvgPrice());
        if (volume.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(volume, 10, RoundingMode.HALF_UP);
        if (ContractOrder.DIRECTION_BUY.equalsIgnoreCase(order.getDirection())) {
            return tradeAvgPrice.subtract(priceOffset);
        }
        return tradeAvgPrice.add(priceOffset);
    }

    @Override
    public void saveCalculation(String order_no) {
        try {
@@ -70,6 +123,7 @@
            Realtime realtime = list.get(0);

            BigDecimal close = new BigDecimal(realtime.getClose());
            settle(order, "watch", close);

            BigDecimal add = order.getTradeAvgPrice().add(order.getPips());
            BigDecimal subtract = order.getTradeAvgPrice().subtract(order.getPips());
@@ -116,11 +170,10 @@
        BigDecimal point = close.subtract(order.getTradeAvgPrice()).abs().divide(order.getPips(), 10, RoundingMode.HALF_UP);
        // 根据偏 差点数和手数算出盈亏金额
        BigDecimal amount = order.getPipsAmount().multiply(point).multiply(order.getVolume());
        if (order.getDirection().equalsIgnoreCase(ContractOrder.DIRECTION_BUY)) {
            return amount;
        } else {
            return amount.negate();
        }
        BigDecimal pricePnl = order.getDirection().equalsIgnoreCase(ContractOrder.DIRECTION_BUY)
                ? amount : amount.negate();
        BigDecimal funding = contractOrderService.calculateAccruedFundingPnl(order, close, new Date());
        return pricePnl.add(funding);

    }

@@ -151,11 +204,10 @@
         * 根据偏 差点数和手数算出盈亏金额
         */
        BigDecimal amount = order.getPipsAmount().multiply(point).multiply(order.getVolume());
        if (order.getDirection().equalsIgnoreCase(ContractOrder.DIRECTION_BUY)) {
            return amount;
        } else {
            return amount.negate();
        }
        BigDecimal pricePnl = order.getDirection().equalsIgnoreCase(ContractOrder.DIRECTION_BUY)
                ? amount : amount.negate();
        BigDecimal funding = contractOrderService.calculateAccruedFundingPnl(order, close, new Date());
        return pricePnl.add(funding);

    }

@@ -183,29 +235,7 @@
            pips = new BigDecimal("0.01");
        }

        /**
         * 根据价格变化百分比和保证金计算盈亏金额
         */

            BigDecimal priceChangeRatio = currentPrice.subtract(order.getTradeAvgPrice())
                .divide(order.getTradeAvgPrice(), 6, RoundingMode.DOWN);

        BigDecimal margin = order.getUnitAmount().multiply(order.getVolumeOpen()); // 这是用户实际的投资金额

        BigDecimal profitAmount = margin.multiply(priceChangeRatio);

        if (ContractOrder.DIRECTION_BUY.equals(order.getDirection())) {
            order.setProfit(profitAmount.setScale(6,RoundingMode.DOWN));
        } else{
            order.setProfit(profitAmount.setScale(6,RoundingMode.DOWN).negate());
        }


        /**
         * 多次平仓价格不对，后续修
         */
        order.setCloseAvgPrice(currentPrice);
        this.contractOrderService.updateByIdBuffer(order);
        applyMarkPriceToOrder(order, currentPrice);

        /**
         * 止盈价
@@ -254,55 +284,27 @@
                return;
            }
        }
        BigDecimal profit1 = contractOrderService.getCacheProfit(order.getUuid()).getProfit();
        ContractOrderProfit cp = contractOrderService.getCacheProfit(order.getUuid());
        BigDecimal profit1 = cp != null ? cp.getProfit() : defaultZero(order.getProfit());
        if (order_close_line_type == 1) {
            /**
             * 收益
             */
            BigDecimal profit = BigDecimal.ZERO;

            Wallet wallet = this.walletService.findByUserId(order.getPartyId().toString());
            // 计算所有除自己以外的profit
            BigDecimal profitExptThis = profit.subtract(profit1).subtract(order.getDeposit());
            /**
             * profitAll+wallet<=0
             * profitAll<=wallet 强平
             * p1 +E (p2~pn) <=wallet
             * (currentPrice-tradavg)*pipAmount*volume/pips + depost1 <=wallet-E(p2~pn)
             */
            BigDecimal left = wallet.getMoney().negate().subtract(profitExptThis).subtract(order.getDeposit());
            BigDecimal pipsAmount = order.getPipsAmount();
            if(pipsAmount.doubleValue() <= 0.00){
                pipsAmount = new BigDecimal("0.01");
            }
            BigDecimal overLine = (left.multiply(pips).divide(pipsAmount, 10, RoundingMode.HALF_UP)
                    .divide(order.getVolume(), 10, RoundingMode.HALF_UP));
            Integer decimal = itemService.getDecimal(order.getSymbol());
            BigDecimal forceClose = BigDecimal.ZERO;
            // 买多，从买价跌多少
            if (order.getDirection().equalsIgnoreCase(ContractOrder.DIRECTION_BUY)) {
                forceClose = order.getTradeAvgPrice().add(overLine).setScale(decimal, RoundingMode.HALF_UP);
                //买跌，涨到多少
            } else {
                forceClose = order.getTradeAvgPrice().subtract(overLine).setScale(decimal, RoundingMode.HALF_UP);
            }
            BigDecimal forceClose = calculateType1ForceClosePrice(order, wallet).setScale(decimal, RoundingMode.HALF_UP);
            if (forceClose.compareTo(BigDecimal.ZERO) < 0) {
                forceClose = BigDecimal.ZERO;
            }
            order.setForceClosePrice(forceClose.toPlainString());
            this.contractOrderService.updateByIdBuffer(order);
            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);
               }
                totalEquity = totalEquity.add(defaultZero(contractOrder.getProfit()).add(defaultZero(contractOrder.getDeposit())));
            }
         for (int i = 0; i < list.size(); i++) {
            ContractOrder close_line = list.get(i);
            profit = profit.add(close_line.getProfit().add(close_line.getDeposit()));
         }

            if (profit.add(wallet.getMoney()).compareTo(BigDecimal.ZERO) <= 0) {
            if (totalEquity.compareTo(BigDecimal.ZERO) <= 0) {
                /**
                 * 触发全仓强平
                 */
@@ -310,6 +312,13 @@

            }
        } else {
            Integer decimal = itemService.getDecimal(order.getSymbol());
            BigDecimal forceClose = calculateType2ForceClosePrice(order).setScale(decimal, RoundingMode.HALF_UP);
            if (forceClose.compareTo(BigDecimal.ZERO) < 0) {
                forceClose = BigDecimal.ZERO;
            }
            order.setForceClosePrice(forceClose.toPlainString());
            this.contractOrderService.updateByIdBuffer(order);
            BigDecimal divide = order.getDeposit().divide(profit1.abs(), 10, RoundingMode.HALF_UP);
            if (profit1.compareTo(BigDecimal.ZERO) < 0 && divide.compareTo(order_close_line.divide(new BigDecimal(100), 10, RoundingMode.HALF_UP)) <= 0) {
                /**
@@ -333,4 +342,36 @@
        this.order_close_line_type = order_close_line_type;
    }

    private void applyMarkPriceToOrder(ContractOrder order, BigDecimal currentPrice) {
        BigDecimal priceChangeRatio = currentPrice.subtract(order.getTradeAvgPrice())
                .divide(order.getTradeAvgPrice(), 6, RoundingMode.DOWN);
        BigDecimal margin = order.getTradeAvgPrice().multiply(order.getVolume());
        BigDecimal profitAmount = margin.multiply(priceChangeRatio);
        BigDecimal priceProfit;
        if (ContractOrder.DIRECTION_BUY.equals(order.getDirection())) {
            priceProfit = profitAmount.setScale(6, RoundingMode.DOWN);
        } else {
            priceProfit = profitAmount.setScale(6, RoundingMode.DOWN).negate();
        }
        BigDecimal fundingPnl = contractOrderService.calculateAccruedFundingPnl(order, currentPrice, new Date());
        order.setProfit(priceProfit.add(fundingPnl));
        order.setCloseAvgPrice(currentPrice);
        this.contractOrderService.updateByIdBuffer(order);
    }

    @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, BigDecimal.valueOf(list.get(0).getClose()));
    }

}