1

zj

2 days ago befbf57e4112d07003bff18102f556a1e5a154de

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

@@ -16,10 +16,10 @@
import com.yami.trading.bean.contract.domain.ContractOrder;
import com.yami.trading.bean.contract.domain.ContractOrderProfit;
import com.yami.trading.bean.contract.dto.ContractOrderDTO;
import com.yami.trading.bean.contract.dto.TraderOwnClosedAggDTO;
import com.yami.trading.bean.contract.query.ContractOrderQuery;
import com.yami.trading.bean.data.domain.Realtime;
import com.yami.trading.bean.item.domain.Item;
import com.yami.trading.bean.model.FollowWallet;
import com.yami.trading.bean.model.User;
import com.yami.trading.bean.model.Wallet;
import com.yami.trading.bean.syspara.domain.Syspara;
@@ -31,12 +31,12 @@
import com.yami.trading.common.constants.ContractRedisKeys;
import com.yami.trading.common.constants.RedisKeys;
import com.yami.trading.common.constants.TipConstants;
import com.yami.trading.common.util.Arith;
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.dao.contract.ContractOrderMapper;
import com.yami.trading.service.FollowWalletService;
import com.yami.trading.service.WalletService;
import com.yami.trading.service.item.ItemService;
import com.yami.trading.service.syspara.SysparaService;
@@ -63,9 +63,13 @@
import java.math.RoundingMode;
import java.text.ParseException;
import java.text.SimpleDateFormat;
import java.time.Duration;
import java.time.Instant;
import java.time.ZoneId;
import java.time.ZonedDateTime;
import java.time.temporal.ChronoUnit;
import java.util.ArrayList;
import java.util.Calendar;
import java.util.Collections;
import java.util.Date;
import java.util.HashMap;
import java.util.List;
@@ -74,7 +78,6 @@
import java.util.concurrent.ConcurrentMap;
import java.util.concurrent.Executors;
import java.util.concurrent.ScheduledExecutorService;
import java.util.concurrent.ThreadLocalRandom;
import java.util.concurrent.TimeUnit;
import java.util.stream.Collectors;

@@ -88,6 +91,12 @@
@Transactional
@Slf4j
public class ContractOrderService extends ServiceImpl<ContractOrderMapper, ContractOrder> {

    /**
     * 资金费结算间隔（分钟）：从当地日界 0:00 起每 N 分钟为一个结算点。
     * 240 即每 4 小时一档（0、4、8、12、16、20 点）。
     */
    private static final int FUNDING_SETTLEMENT_INTERVAL_MINUTES = 240;

    private Logger logger = LogManager.getLogger(ContractOrderService.class);

@@ -136,10 +145,6 @@
    private WalletService walletService;

    @Autowired
    private FollowWalletService followWalletService;


    @Autowired
    private UserService userService;
    @Autowired
    private TipService tipService;
@@ -163,6 +168,10 @@
    private ContractApplyOrderService contractApplyOrderService;
    @Autowired
    private SysparaService sysparaService;

    @Autowired
    @Lazy
    private ContractOrderCalculationService contractOrderCalculationService;

    public IPage<ContractOrderDTO> listRecordCur(Page page, ContractOrderQuery query) {
        if (query.getStartTime() != null) {
@@ -228,6 +237,89 @@
        queryWrapper.orderByDesc("create_time");
        return list(queryWrapper);
    }

    /**
     * 仅查询交易员本人持仓（排除其作为跟单用户产生的跟单订单）。
     */
    public List<ContractOrder> findSubmittedTraderOwn(String partyId, String symbol) {
        QueryWrapper<ContractOrder> queryWrapper = new QueryWrapper<>();
        queryWrapper.eq(StrUtil.isNotBlank(partyId), "party_id", partyId);
        queryWrapper.eq(StrUtil.isNotBlank(symbol), "symbol", symbol);
        queryWrapper.eq("state", ContractOrder.STATE_SUBMITTED);
        // 交易员本人持仓：排除明确的跟单单（follow=1），并兼容历史数据 follow 为空
        queryWrapper.and(w -> w.ne("follow", ContractOrder.ORDER_FOLLOW).or().isNull("follow"));
        queryWrapper.orderByDesc("create_time");
        return list(queryWrapper);
    }

   /**
    * 交易员本人、已平仓、非跟单单：全品种已实现盈亏合计（与 T_TRADER.profit 相比以合约表为准）。
    */
   public BigDecimal sumClosedProfitTraderOwn(String partyId) {
      if (StrUtil.isBlank(partyId)) {
         return BigDecimal.ZERO;
      }
      Map<String, TraderOwnClosedAggDTO> m = mapClosedTraderOwnAggByPartyIds(Collections.singletonList(partyId));
      TraderOwnClosedAggDTO row = m.get(partyId);
      if (row == null || row.getClosedProfitSum() == null) {
         return BigDecimal.ZERO;
      }
      return row.getClosedProfitSum();
   }

   /**
    * 交易员本人、已平仓、非跟单单：全品种开仓保证金 deposit_open 合计（与当前持仓 deposit 同一口径，用于收益率分母）。
    */
   public BigDecimal sumClosedDepositOpenTraderOwn(String partyId) {
      if (StrUtil.isBlank(partyId)) {
         return BigDecimal.ZERO;
      }
      Map<String, TraderOwnClosedAggDTO> m = mapClosedTraderOwnAggByPartyIds(Collections.singletonList(partyId));
      TraderOwnClosedAggDTO row = m.get(partyId);
      if (row == null || row.getClosedMarginSum() == null) {
         return BigDecimal.ZERO;
      }
      return row.getClosedMarginSum();
   }

   public Map<String, TraderOwnClosedAggDTO> mapClosedTraderOwnAggByPartyIds(List<String> partyIds) {
      if (partyIds == null || partyIds.isEmpty()) {
         return Collections.emptyMap();
      }
      List<String> distinct = partyIds.stream().filter(StrUtil::isNotBlank).distinct().collect(Collectors.toList());
      if (distinct.isEmpty()) {
         return Collections.emptyMap();
      }
      List<TraderOwnClosedAggDTO> rows = getBaseMapper().sumClosedTraderOwnAggByPartyIds(distinct);
      if (rows == null || rows.isEmpty()) {
         return Collections.emptyMap();
      }
      return rows.stream()
            .filter(r -> r != null && StrUtil.isNotBlank(r.getPartyId()))
            .collect(Collectors.toMap(TraderOwnClosedAggDTO::getPartyId, r -> r, (a, b) -> a));
   }

   /**
    * 累计收益/收益率：历史已实现盈亏（合约表全品种）+ 偏差；历史分母优先用已平仓保证金合计（与当前持仓保证金一致），否则回退 T_TRADER.order_amount。
    */
   public double historyProfitForTraderTotalYield(Trader entity) {
      if (entity == null || StrUtil.isBlank(entity.getPartyId())) {
         return 0D;
      }
      double closed = sumClosedProfitTraderOwn(entity.getPartyId()).doubleValue();
      return Arith.add(closed, entity.getDeviationProfit());
   }

   public double historyAmountBasisForTraderTotalYield(Trader entity) {
      if (entity == null) {
         return 0D;
      }
      BigDecimal marginSum = sumClosedDepositOpenTraderOwn(entity.getPartyId());
      if (marginSum != null && marginSum.compareTo(BigDecimal.ZERO) > 0) {
         return Arith.add(marginSum.doubleValue(), entity.getDeviationOrderAmount());
      }
      return Arith.add(entity.getOrderAmount(), entity.getDeviationOrderAmount());
   }


    public List<ContractOrder> findSubmitted(String partyId, String symbol, String direction, String startTime, String endTime, String symbolType) {
@@ -375,42 +467,38 @@
            return null;
        }

        /**
         * 收益
         */
        contractOrderCalculationService.refreshMarkPriceProfit(order);

        BigDecimal volume = order.getVolume();
        BigDecimal fundingFee = this.calculateFundingFee(order, volume, new Date());
        BigDecimal profit = settle(order, order.getVolume()).subtract(fundingFee);
        order.setAmountClose(order.getAmountClose().subtract(fundingFee));
        order.setFundingFee(defaultZero(order.getFundingFee()).add(fundingFee));
        if (volume.compareTo(BigDecimal.ZERO) <= 0) {
            return null;
        }

        ContractOrderProfit cache = getCacheProfit(order.getUuid());
        BigDecimal markPrice = order.getTradeAvgPrice();
        if (cache != null && cache.getCloseAvgPrice() != null
                && cache.getCloseAvgPrice().compareTo(BigDecimal.ZERO) > 0) {
            markPrice = cache.getCloseAvgPrice();
        }
        BigDecimal fundingPnlChunk = calculateAccruedFundingPnl(order, markPrice, new Date());

        String symbol = order.getSymbol();
        Item item = itemService.findBySymbol(symbol);
        BigDecimal closeFee = calculateCloseTradingFee(item, markPrice, volume);

        BigDecimal profit = settle(order, volume).subtract(closeFee);

        order.setFee(defaultZero(order.getFee()).add(closeFee));
        order.setAmountClose(order.getAmountClose().subtract(closeFee));
        order.setFundingFee(defaultZero(order.getFundingFee()).add(fundingPnlChunk));
//        Item item = itemService.findBySymbol(symbol);
//        profit = exchangeRateService.getUsdtByType(profit, item.getType());
        if (ContractOrder.ORDER_FOLLOW == order.getFollow()) { // 跟单订单
//      if (profit > 0) {
            FollowWallet wallet = followWalletService.findByUserId(order.getPartyId());
            BigDecimal amount_before = wallet.getMoney();

//      wallet.setMoney(Arith.add(wallet.getMoney(), profit));

            if (wallet.getMoney().add(profit).compareTo(BigDecimal.ZERO) < 0) {
                profit = wallet.getMoney().negate();
            }

            followWalletService.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() + "]");
        } else {
            //      if (profit > 0) {
            Wallet wallet = walletService.findByUserId(order.getPartyId());
            BigDecimal amount_before = wallet.getMoney();

//      wallet.setMoney(Arith.add(wallet.getMoney(), profit));
            if (wallet.getMoney().add(profit).compareTo(BigDecimal.ZERO) < 0) {
                profit = wallet.getMoney().negate();
            }
            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() + "]");
        Wallet wallet = walletService.findByUserId(order.getPartyId());
        if (wallet.getMoney().add(profit).compareTo(BigDecimal.ZERO) < 0) {
            profit = wallet.getMoney().negate();
        }
        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() + "]");
//        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) {
@@ -423,6 +511,10 @@
        }

        update(order);

        if (ContractOrder.STATE_CREATED.equals(order.getState())) {
            traderFollowUserOrderService.syncFollowUserOrderLinkAfterContractClose(order);
        }

        /**
         * 交易员带单,用户跟单
@@ -649,29 +741,7 @@
        BigDecimal realizedProfit = originProfit.multiply(closeRatio).setScale(8, RoundingMode.HALF_UP);
        BigDecimal profit = releasedDeposit.add(realizedProfit);

        if (ContractOrder.ORDER_FOLLOW == order.getFollow()) { // 跟单还得减去利息收益
            BigDecimal orderAmount = order.getUnitAmount().multiply(order.getTradeAvgPrice()).multiply(order.getLeverRate()); //订单总金额
            TraderFollowUserOrder traderFollowUserOrder = traderFollowUserOrderService.findByPartyIdAndOrderNo(order.getPartyId(), order.getOrderNo());
            if (null != traderFollowUserOrder) {
                TraderFollowUser traderFollowUser = traderFollowUserService.findByPartyIdAndTrader_partyId(order.getPartyId(), traderFollowUserOrder.getTraderPartyId());
                if (StringUtils.isNotEmpty(traderFollowUser.getDaysSetting())) {
                    TraderDaysSetting traderDaysSetting = traderDaysSettingService.selectById(traderFollowUser.getDaysSetting());
                    if (null != traderDaysSetting) { // 借款利率
                        int days = 0;
                        try {
                            days = daysBetween(order.getCreateTime(), new Date());
                        } catch (ParseException e) {
//                            throw new RuntimeException(e);
                            log.error(e.getMessage());
                        }
                        if (days < 0) {
                            days = 0;
                        }
                    }
                }
            }

        }
        // 跟单利息功能已下线，此处不再做历史利率扣减

        order.setAmountClose(order.getAmountClose().add(profit));
        BigDecimal remainVolume = currentVolume.subtract(volume);
@@ -696,37 +766,90 @@
        return profit;
    }

    private BigDecimal calculateFundingFee(ContractOrder order, BigDecimal closeVolume, Date closeTime) {
        if (order == null || closeVolume == null || closeTime == null) {
    /**
     * 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。
     * 费率来自 syspara funding_fee；结算锚点为系统默认时区、从当天 0:00 起每 {@link #FUNDING_SETTLEMENT_INTERVAL_MINUTES} 分钟一档。
     */
    public BigDecimal calculateAccruedFundingPnl(ContractOrder order, BigDecimal markPrice, Date asOf) {
        if (order == null || markPrice == null || asOf == null || order.getCreateTime() == null) {
            return BigDecimal.ZERO;
        }
        if (closeVolume.compareTo(BigDecimal.ZERO) <= 0
                || order.getVolumeOpen() == null
                || order.getVolumeOpen().compareTo(BigDecimal.ZERO) <= 0
                || order.getCreateTime() == null) {
        BigDecimal vol = defaultZero(order.getVolume());
        if (vol.compareTo(BigDecimal.ZERO) <= 0 || markPrice.compareTo(BigDecimal.ZERO) <= 0) {
            return BigDecimal.ZERO;
        }

        long holdHours = Duration.between(order.getCreateTime().toInstant(), closeTime.toInstant()).toHours();
        long settlementPeriods = holdHours / 4;
        if (settlementPeriods <= 0) {
        long periods = countFundingSettlementPoints(
                order.getCreateTime().toInstant(),
                asOf.toInstant(),
                ZoneId.systemDefault(),
                FUNDING_SETTLEMENT_INTERVAL_MINUTES);
        if (periods <= 0) {
            return BigDecimal.ZERO;
        }
        BigDecimal notional = markPrice.multiply(vol);
        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);
    }

        BigDecimal fundingRateTotal = BigDecimal.ZERO;
        for (int i = 0; i < settlementPeriods; i++) {
            double periodRate = ThreadLocalRandom.current().nextDouble(-0.001D, 0.0010000001D);
            fundingRateTotal = fundingRateTotal.add(BigDecimal.valueOf(periodRate));
        }

        BigDecimal currentVolume = defaultZero(order.getVolume());
        if (currentVolume.compareTo(BigDecimal.ZERO) <= 0) {
    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;
        }
    }

        BigDecimal closeRatio = closeVolume.divide(currentVolume, 10, RoundingMode.HALF_UP);
        BigDecimal borrowedBase = getCurrentBorrowedAmount(order).multiply(closeRatio);
        return borrowedBase.multiply(fundingRateTotal).setScale(8, RoundingMode.HALF_UP);
    /**
     * 平仓手续费：手续费率×平仓价×数量（与开仓计费规则一致：U 本位用 unitPercentage，否则 unitFee×价×量）。
     */
    public BigDecimal calculateCloseTradingFee(Item item, BigDecimal closePrice, BigDecimal closeVolume) {
        if (item == null || closePrice == null || closeVolume == null
                || closeVolume.compareTo(BigDecimal.ZERO) <= 0) {
            return BigDecimal.ZERO;
        }
        Syspara syspara = sysparaService.find("u_standard_contract");
        if (ObjectUtils.isNotEmpty(syspara) && "1".equals(syspara.getSvalue())) {
            return closePrice.multiply(closeVolume).multiply(BigDecimal.valueOf(item.getUnitPercentage()))
                    .setScale(8, RoundingMode.HALF_UP);
        } 
        return BigDecimal.valueOf(item.getUnitFee()).multiply(closePrice).multiply(closeVolume)
                .setScale(8, RoundingMode.HALF_UP);
    }

    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) {
@@ -932,20 +1055,34 @@
             */
            return applyOrder;
        }
        BigDecimal preVolume = order.getVolume();
        contractOrderCalculationService.refreshMarkPriceProfit(order);

        BigDecimal volume;
        if (applyOrder.getVolume().compareTo(order.getVolume()) > 0) {
            volume = order.getVolume();
        } else {
            volume = applyOrder.getVolume();
        }
        /**
         * 平仓退回的金额
         */
        BigDecimal fundingFee = this.calculateFundingFee(order, volume, new Date());
        BigDecimal profit = this.settle(order, volume);
        BigDecimal netProfit = profit.subtract(fundingFee);
        order.setAmountClose(order.getAmountClose().subtract(fundingFee));
        order.setFundingFee(defaultZero(order.getFundingFee()).add(fundingFee));
        BigDecimal markPrice = BigDecimal.valueOf(realtime.getClose());
        ContractOrderProfit cache = getCacheProfit(order.getUuid());
        if (cache != null && cache.getCloseAvgPrice() != null
                && cache.getCloseAvgPrice().compareTo(BigDecimal.ZERO) > 0) {
            markPrice = cache.getCloseAvgPrice();
        }
        BigDecimal fundingAccruedTotal = calculateAccruedFundingPnl(order, markPrice, new Date());
        BigDecimal fundingPnlChunk = fundingAccruedTotal.multiply(volume.divide(preVolume, 10, RoundingMode.HALF_UP))
                .setScale(8, RoundingMode.HALF_UP);

        Item item = itemService.findBySymbol(order.getSymbol());
        BigDecimal closeFee = calculateCloseTradingFee(item, markPrice, volume);

        BigDecimal profit = this.settle(order, volume).subtract(closeFee);
        BigDecimal netProfit = profit;

        order.setFee(defaultZero(order.getFee()).add(closeFee));
        order.setAmountClose(order.getAmountClose().subtract(closeFee));
        order.setFundingFee(defaultZero(order.getFundingFee()).add(fundingPnlChunk));
        update(order);
        Wallet wallet = this.walletService.findByUserId(order.getPartyId());
        BigDecimal amount_before = wallet.getMoney();
@@ -961,7 +1098,7 @@


        applyOrder.setVolume(applyOrder.getVolume().subtract(volume));
        applyOrder.setFundingFee(defaultZero(applyOrder.getFundingFee()).add(fundingFee));
        applyOrder.setFundingFee(defaultZero(applyOrder.getFundingFee()).add(fundingPnlChunk));
        if (applyOrder.getVolume().compareTo(BigDecimal.ZERO) <= 0) {
            applyOrder.setState(ContractApplyOrder.STATE_CREATED);
        }
@@ -999,6 +1136,10 @@
        return data;
    }

    public List<Map<String, Object>> buildDataFromOrders(List<ContractOrder> list) {
        return bulidData(list);
    }

    public Map<String, Object> bulidOne(ContractOrder order) {
        Map<String, Object> map = new HashMap<String, Object>();
        map.put("order_no", order.getOrderNo());