强制平仓

zj

2024-04-24 39135376545d5523f13960d922ac89071ea3e864

 src/main/java/com/nq/service/impl/UserPositionServiceImpl.java

@@ -119,7 +119,7 @@
        SiteProduct siteProduct = iSiteProductService.getProductSetting();

        User user = this.iUserService.getCurrentRefreshUser(request);
        if (siteProduct.getRealNameDisplay() && (StringUtils.isBlank(user.getRealName()) || StringUtils.isBlank(user.getIdCard()))) {
        if (siteProduct.getRealNameDisplay() && user.getIsActive() != 2) {
            return ServerResponse.createByErrorMsg("订单失败，请先实名认证", request);
        }
        // 手续费率
@@ -170,7 +170,7 @@
            return ServerResponse.createByErrorMsg("报价0，请稍后再试", request);
        }

        BigDecimal buyAmt = nowPrice.multiply(new BigDecimal(buyNum));
        BigDecimal buyAmt = nowPrice.multiply(new BigDecimal(buyNum)).divide(new BigDecimal(lever));
        BigDecimal orderFree = siteSettingBuyFee.multiply(buyAmt);

        UserAssets userAssets = iUserAssetsServices.assetsByTypeAndUserId(stock.getStockType(), user.getId());
@@ -315,7 +315,9 @@
    @Transactional
    public ServerResponse sell(String positionSn, int doType, HttpServletRequest request) {
        UserPosition userPosition = this.userPositionMapper.findPositionBySn(positionSn);
        BigDecimal siitteBuyFee = iSiteSettingService.getSiteSetting().getBuyFee();
        // 手续费率
        BigDecimal siitteBuyFee = new BigDecimal(iStockConfigServices.queryByKey(EConfigKey.BUY_HANDLING_CHARGE.getCode()).getCValue()) ;

        Boolean b = tradingHourService.timeCheck(userPosition.getStockCode());
        if (!b) {
            return ServerResponse.createByErrorMsg("订单失败,不在交易时间之内", request);
@@ -358,6 +360,7 @@

        PositionProfitVO profitVO = UserPointUtil.getPositionProfitVO(userPosition,
                priceServices.getNowPrice(userPosition.getStockCode()));

        userAssetsServices.availablebalanceChange(stock.getStockType(),
                userPosition.getUserId(), EUserAssets.CLOSE_POSITION,
                profitVO.getAllProfitAndLose(), "", "");
@@ -1599,6 +1602,137 @@

    }

    @Override
    @Transactional
    public void stockConstraint(List<UserPosition> list) {
        SiteSetting siteSetting = iSiteSettingService.getSiteSetting();
        BigDecimal siteBuyFee = siteSetting.getBuyFee();

        for (UserPosition position : list) {
            //平仓检查
            Result result = getResult(position);
            if (result == null) continue;

            //利润为0不需要进行强制平仓
            if(result.signum == 0){
                continue;
            }
            boolean liquidation = false;
            liquidation = isLiquidation(position, result.signum, result.profit, liquidation);
            if(liquidation){
                extracted(position, result.nowPrice, result.stock);
            }
        }
    }

    private Result getResult(UserPosition position) {
        // 检查订单是否存在
        if (position == null) {
            log.info("订单不存在，订单id: {}", position.getId());
            return null;
        }

        // 检查用户是否存在
        User user = this.userMapper.selectById(position.getUserId());
        if (user == null) {
            log.info("用户不存在，订单id: {}", position.getId());
            return null;
        }

        // 检查是否在交易时间内
        if (!tradingHourService.timeCheck(position.getStockCode())) {
            log.info("不在交易时间之内，订单id: {}", position.getId());
            return null;
        }

        //判断订单
        if (1 == position.getIsLock().intValue()) {
            log.info("订单已终止，订单id: {}", position.getId());
            return null;
        }

        // 检查股票是否垫停
        Stock stock = stockMapper.selectOne(new QueryWrapper<Stock>().eq("stock_code", position.getStockCode()));
        if (!priceServices.isLimitDownSell(stock.getStockCode())) {
            log.info("股票垫停，无法平仓，订单id: {}", position.getId());
            return null;
        }

        //最新报价
        BigDecimal nowPrice = priceServices.getNowPrice(position.getStockCode());
        if (nowPrice.compareTo(BigDecimal.ZERO) <= 0) {
            log.info("报价0，平仓失败，订单id: {}", position.getId());
            return null;
        }

        //判断订单是否已到强制平仓价格
        BigDecimal purchaseAmount = position.getBuyOrderPrice().multiply(new BigDecimal(position.getOrderNum()));// 买入价总额
        BigDecimal nowPriceAmount = nowPrice.multiply(new BigDecimal(position.getOrderNum())); // 现价总额

        BigDecimal profit = nowPriceAmount.subtract(purchaseAmount);//利润
        int signum = profit.signum();  // -1, 0, 1，分别表示 负数、零、正数
        Result result = new Result(stock, nowPrice, profit, signum);
        return result;
    }

    private static class Result {
        public final Stock stock;//股票
        public final BigDecimal nowPrice;//现价
        public final BigDecimal profit;//利润
        public final int signum;// -1, 0, 1，分别表示 负数、零、正数

        public Result(Stock stock, BigDecimal nowPrice, BigDecimal profit, int signum) {
            this.stock = stock;
            this.nowPrice = nowPrice;
            this.profit = profit;
            this.signum = signum;
        }
    }

    //判断平仓
    private static boolean isLiquidation(UserPosition position, int signum, BigDecimal profit, boolean liquidation) {
        if(position.getOrderDirection().equals("买涨")){
            //如果买涨 signum 为-1则表示亏损
            if(signum == -1){
                //判断亏损金额是否达到保证金金额
                BigDecimal negate = profit.negate();
                if (negate.compareTo(position.getOrderTotalPrice()) >= 0){
                    //强制平仓
                    liquidation = true;
                }
            }
        }else{
            //买跌 signum
            if(signum == 1){
                //判断亏损金额是否达到保证金金额
                if (profit.compareTo(position.getOrderTotalPrice()) >= 0){
                    //强制平仓
                    liquidation = true;
                }
            }
        }
        return liquidation;
    }

    //平仓
    private void extracted(UserPosition position, BigDecimal nowPrice, Stock stock) {
        // 更新订单信息
        position.setSellOrderId(GeneratePosition.getPositionId());
        position.setSellOrderPrice(nowPrice);
        position.setSellOrderTime(new Date());
        userPositionMapper.updateById(position);

        // 计算手续费等
        BigDecimal handlingFee = BigDecimal.ZERO;

        //更新用户资产
        userAssetsServices.availablebalanceChange(stock.getStockType(),
                position.getUserId(),
                EUserAssets.CONSTRAINT_CLOSE_POSITION,
                position.getOrderTotalPrice(), "", "");
        log.info("强制平仓成功，订单id: {}", position.getId());
    }

}