From 030e1d50c1f643137220f1ecf1d90ce39174204a Mon Sep 17 00:00:00 2001
From: dd <gitluke@outlook.com>
Date: Sat, 30 May 2026 01:58:54 +0800
Subject: [PATCH] 1
---
trading-order-huobi/src/main/java/com.yami.trading.huobi/data/job/AbstractGetDataJob.java | 46 +
trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/RemoteDataServiceImpl.java | 162 +++-
trading-order-service/src/main/java/com/yami/trading/service/contract/ContractOrderCalculationServiceImpl.java | 343 +++++-----
trading-order-admin/src/main/java/com/yami/trading/api/controller/KlineController.java | 54
trading-order-admin/src/main/java/com/yami/trading/admin/dto/AdminMarketQuotationsUpdateDto.java | 30
trading-order-service/src/main/java/com/yami/trading/service/contract/ContractOrderCalculationService.java | 24
trading-order-bean/src/main/java/com/yami/trading/bean/contract/domain/ContractOrderProfit.java | 34 +
trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineServiceImpl.java | 201 -----
trading-order-common/src/main/java/com/yami/trading/common/constants/ContractRedisKeys.java | 49
trading-order-admin/src/main/java/com/yami/trading/admin/task/RealtimeWebsocketServer.java | 201 +++---
trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/AdjustmentValueServiceImpl.java | 14
trading-order-admin/src/main/java/com/yami/trading/admin/controller/data/AdminMarketQuotationsManageController.java | 16
trading-order-admin/src/main/java/com/yami/trading/admin/task/contract/ContractApplyOrderHandleJob.java | 23
trading-order-service/src/main/java/com/yami/trading/service/contract/ContractOrderService.java | 462 ++++++++++++-
trading-order-admin/src/main/java/com/yami/trading/api/controller/ApiContractApplyOrderController.java | 7
trading-order-admin/src/main/java/com/yami/trading/admin/facade/MarketQuotationsFacade.java | 84 ++
trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/DataDBServiceImpl.java | 138 +--
trading-order-service/src/main/java/com/yami/trading/service/contract/ContractApplyOrderService.java | 48 +
18 files changed, 1,175 insertions(+), 761 deletions(-)
diff --git a/trading-order-admin/src/main/java/com/yami/trading/admin/controller/data/AdminMarketQuotationsManageController.java b/trading-order-admin/src/main/java/com/yami/trading/admin/controller/data/AdminMarketQuotationsManageController.java
index a0819ed..41f14b1 100644
--- a/trading-order-admin/src/main/java/com/yami/trading/admin/controller/data/AdminMarketQuotationsManageController.java
+++ b/trading-order-admin/src/main/java/com/yami/trading/admin/controller/data/AdminMarketQuotationsManageController.java
@@ -30,6 +30,7 @@
import javax.validation.constraints.NotEmpty;
import javax.validation.constraints.Pattern;
+import java.util.Arrays;
import java.util.List;
import java.util.Map;
import java.util.stream.Collectors;
@@ -92,10 +93,17 @@
@ApiOperation(value = "调整值")
@PostMapping("adjust.action")
public Result<String> adjust(@RequestBody AdminMarketQuotationsUpdateDto adminMarketQuotationsUpdateDto) {
-// if(!itemService.isOpen(adminMarketQuotationsUpdateDto.getSymbol())){
-// throw new YamiShopBindException("当前休市状态");
-// }
- marketQuotationsFacade.adjust(adminMarketQuotationsUpdateDto.getSymbol(), adminMarketQuotationsUpdateDto.getSecond(), adminMarketQuotationsUpdateDto.getValue());
+ List<String> supportCoins = Arrays.asList("btcusdt", "ethusdt", "dotusdt");
+
+ if (supportCoins.contains(adminMarketQuotationsUpdateDto.getSymbol())) {
+ // 包含在列表中
+ return Result.failed("该币种不支持调整！");
+ }
+ marketQuotationsFacade.adjust(
+ adminMarketQuotationsUpdateDto.getSymbol(),
+ adminMarketQuotationsUpdateDto.getSecond(),
+ adminMarketQuotationsUpdateDto.getValue(),
+ adminMarketQuotationsUpdateDto.getType());
return Result.succeed("操作成功");
}
}
diff --git a/trading-order-admin/src/main/java/com/yami/trading/admin/dto/AdminMarketQuotationsUpdateDto.java b/trading-order-admin/src/main/java/com/yami/trading/admin/dto/AdminMarketQuotationsUpdateDto.java
index df636e6..a4b2754 100644
--- a/trading-order-admin/src/main/java/com/yami/trading/admin/dto/AdminMarketQuotationsUpdateDto.java
+++ b/trading-order-admin/src/main/java/com/yami/trading/admin/dto/AdminMarketQuotationsUpdateDto.java
@@ -1,13 +1,14 @@
package com.yami.trading.admin.dto;
+import com.fasterxml.jackson.annotation.JsonSetter;
import io.swagger.annotations.ApiModel;
import io.swagger.annotations.ApiModelProperty;
+import lombok.AccessLevel;
import lombok.Data;
+import lombok.Setter;
-import javax.validation.constraints.NotBlank;
import javax.validation.constraints.NotEmpty;
import javax.validation.constraints.NotNull;
-import javax.validation.constraints.Pattern;
import java.math.BigDecimal;
@ApiModel
@@ -16,9 +17,32 @@
@NotEmpty
@ApiModelProperty("币对")
private String symbol;
- @ApiModelProperty("延迟秒")
+
+ @Setter(AccessLevel.NONE)
+ @ApiModelProperty("延迟秒，0 或空表示立即生效；支持数字或字符串")
private Double second;
+
+ @JsonSetter("second")
+ public void setSecondFlexible(Object second) {
+ this.second = parseFlexibleDouble(second);
+ }
+
+ private static Double parseFlexibleDouble(Object v) {
+ if (v == null) {
+ return null;
+ }
+ if (v instanceof Number) {
+ return ((Number) v).doubleValue();
+ }
+ String s = String.valueOf(v).trim();
+ if (s.isEmpty()) {
+ return null;
+ }
+ return Double.parseDouble(s);
+ }
@NotNull(message = "调整值必填")
@ApiModelProperty("调整值")
private BigDecimal value;
+ @ApiModelProperty("0=加1个pips 1=减1个pips 2=直接作为调整增量(默认)")
+ private String type = "2";
}
diff --git a/trading-order-admin/src/main/java/com/yami/trading/admin/facade/MarketQuotationsFacade.java b/trading-order-admin/src/main/java/com/yami/trading/admin/facade/MarketQuotationsFacade.java
index 8df8766..9860d57 100644
--- a/trading-order-admin/src/main/java/com/yami/trading/admin/facade/MarketQuotationsFacade.java
+++ b/trading-order-admin/src/main/java/com/yami/trading/admin/facade/MarketQuotationsFacade.java
@@ -184,24 +184,88 @@
}
- public void adjust(String symbol, Double second, BigDecimal value) {
+ /**
+ * 提交调整（与 getValue.action 预计算使用同一套 type 规则）。
+ */
+ public void adjust(String symbol, Double second, BigDecimal value, String type) {
AdjustmentValueCache.getDelayValue().remove(symbol);
AdjustmentValueCache.getPreAllocatedAdjustments().remove(symbol);
AdjustmentValueCache.getCurrentAdjustmentIndex().remove(symbol);
AdjustmentValueCache.getFrequency().remove(symbol);
- BigDecimal currentValue = this.adjustmentValueService.getCurrentValue(symbol);
- if (currentValue == null) {
- Realtime realtime = this.dataService.realtime(symbol).get(0);
- currentValue = realtime.getClose();
+ String adjustType = StringUtils.isBlank(type) ? "2" : type;
+ BigDecimal effectiveDelta = resolveEffectiveAdjustDelta(symbol, adjustType, value);
+ if (effectiveDelta == null || effectiveDelta.compareTo(BigDecimal.ZERO) == 0) {
+ log.warn("行情调整无效 symbol={} value={} type={}", symbol, value, adjustType);
+ return;
}
- String log = MessageFormat.format("ip:" + IPHelper.getIpAddr() + ",管理员调整行情,币种:{0},原值:{1},调整值:{2},调整时间:{3}",
- symbol, currentValue.toPlainString(), value.toPlainString(), second);
- this.adjustmentValueService.adjust(symbol, value, second);
- saveLog(log);
- ThreadUtils.sleep(1000);
+ BigDecimal beforeAdjust = adjustmentValueService.getCurrentValue(symbol);
+ double secondVal = second == null ? 0D : second;
+ String logContent = MessageFormat.format(
+ "ip:" + IPHelper.getIpAddr() + ",管理员调整行情,币种:{0},调整前累计:{1},本次增量:{2},type:{3},延迟秒:{4}",
+ symbol,
+ beforeAdjust == null ? "0" : beforeAdjust.toPlainString(),
+ effectiveDelta.toPlainString(),
+ adjustType,
+ secondVal);
+
+ adjustmentValueService.adjust(symbol, effectiveDelta, secondVal);
+
+ // 立即生效时同步内存行情，避免只改缓存累计值但页面仍显示旧价
+ if (secondVal <= 0) {
+ syncRealtimeCacheAfterAdjust(symbol, effectiveDelta);
+ } else {
+ log.info("延迟调整已提交 symbol={} 目标增量={} 时长约{}秒，价格将分步变化（非瞬间到位）",
+ symbol, effectiveDelta.toPlainString(), secondVal);
+ }
+
+ saveLog(logContent);
+ ThreadUtils.sleep(500);
+ }
+
+ /**
+ * 与 calculateValue 一致：type 0/1 在输入值基础上加减 pips，type 2 直接使用输入值作为本次增量。
+ */
+ private BigDecimal resolveEffectiveAdjustDelta(String symbol, String type, BigDecimal inputValue) {
+ if (inputValue == null) {
+ return null;
+ }
+ Item item = itemService.findBySymbol(symbol);
+ if (item == null) {
+ return inputValue;
+ }
+ double pips = item.getPips() != null ? item.getPips().doubleValue() : 0D;
+ double v = inputValue.doubleValue();
+ if ("0".equalsIgnoreCase(type)) {
+ return BigDecimal.valueOf(Arith.add(v, pips));
+ }
+ if ("1".equalsIgnoreCase(type)) {
+ return BigDecimal.valueOf(Arith.sub(v, pips));
+ }
+ return inputValue;
+ }
+
+ /** 将本次增量反映到 DataCache，与 WebSocket/采集任务展示逻辑一致 */
+ private void syncRealtimeCacheAfterAdjust(String symbol, BigDecimal effectiveDelta) {
+ Realtime realtime = DataCache.getRealtime(symbol);
+ if (realtime == null) {
+ List<Realtime> list = dataService.realtime(symbol);
+ if (CollectionUtil.isEmpty(list)) {
+ return;
+ }
+ realtime = list.get(0);
+ }
+ Integer decimal = itemService.getDecimal(symbol);
+ realtime.setClose(realtime.getClose().add(effectiveDelta).setScale(decimal, RoundingMode.HALF_UP));
+ if (realtime.getAsk() != null) {
+ realtime.setAsk(realtime.getAsk().add(effectiveDelta).setScale(decimal, RoundingMode.HALF_UP));
+ }
+ if (realtime.getBid() != null) {
+ realtime.setBid(realtime.getBid().add(effectiveDelta).setScale(decimal, RoundingMode.HALF_UP));
+ }
+ DataCache.putRealtime(symbol, realtime);
}
public void saveLog(String content) {
diff --git a/trading-order-admin/src/main/java/com/yami/trading/admin/task/RealtimeWebsocketServer.java b/trading-order-admin/src/main/java/com/yami/trading/admin/task/RealtimeWebsocketServer.java
index 8a0250d..f7b8e00 100644
--- a/trading-order-admin/src/main/java/com/yami/trading/admin/task/RealtimeWebsocketServer.java
+++ b/trading-order-admin/src/main/java/com/yami/trading/admin/task/RealtimeWebsocketServer.java
@@ -30,32 +30,32 @@
import java.util.stream.Collectors;
/**
- *
+ *
* 深度、近期交易记录 websocket启动服务
*/
@Component
public class RealtimeWebsocketServer {
- @Autowired
- ItemService itemService;
- @Autowired
- HobiDataService hobiDataService;
+ @Autowired
+ ItemService itemService;
+ @Autowired
+ HobiDataService hobiDataService;
- public static Map<String, Long> map = new HashMap();
+ public static Map<String, Long> map = new HashMap();
- public void start() {
- List<Item> itemList = itemService.cacheGetAll().stream().filter(i -> i.getType().equalsIgnoreCase(Item.cryptos)).collect(Collectors.toList());
+ public void start() {
+ List<Item> itemList = itemService.cacheGetAll().stream().filter(i -> i.getType().equalsIgnoreCase(Item.cryptos)).collect(Collectors.toList());
- MarketClient tickerClient = MarketClient.create(new HuobiOptions());
- for (Item item : itemList) {
- String symbol = item.getSymbol();
- SubMarketTickerRequest tickerReq = new SubMarketTickerRequest();
- tickerReq.setSymbol(symbol);
- tickerClient.subMarketTicker(tickerReq, (marketTradeEvent) -> {
- // System.out.println(JSONObject.toJSONString(marketTradeEvent));
- ticker(marketTradeEvent, symbol);
- });
- }
+ MarketClient tickerClient = MarketClient.create(new HuobiOptions());
+ for (Item item : itemList) {
+ String symbol = item.getSymbol();
+ SubMarketTickerRequest tickerReq = new SubMarketTickerRequest();
+ tickerReq.setSymbol(symbol);
+ tickerClient.subMarketTicker(tickerReq, (marketTradeEvent) -> {
+ // System.out.println(JSONObject.toJSONString(marketTradeEvent));
+ ticker(marketTradeEvent, symbol);
+ });
+ }
// MarketClient marketClient = MarketClient.create(new HuobiOptions());
// for (Item item : itemList) {
@@ -79,63 +79,64 @@
// trade(marketTradeEvent, symbol);
// });
// }
- }
+ }
- private void ticker(MarketTickerEvent event, String symbol) {
- try {
+ private void ticker(MarketTickerEvent event, String symbol) {
+ try {
- if (map.containsKey(symbol) && map.get(symbol) > event.getTs()) {
- return;
- }
- map.put(symbol, event.getTs() + 500);
- Realtime realtime = new Realtime();
- Item item = itemService.findBySymbol(symbol);
- symbol = item.getSymbol();
- item = this.itemService.findBySymbol(symbol);
- //停牌时不更新
- if (itemService.isSuspended(symbol)) {
- return;
- }
- Double currentValue = AdjustmentValueCache.getCurrentValue().get(symbol).doubleValue();
- double close = event.getTicker().getClose().doubleValue();
- double vol = event.getTicker().getVol().doubleValue();
- double amount = event.getTicker().getAmount().doubleValue();
+ if (map.containsKey(symbol) && map.get(symbol) > event.getTs()) {
+ return;
+ }
+ map.put(symbol, event.getTs() + 500);
+ Realtime realtime = new Realtime();
+ Item item = itemService.findBySymbol(symbol);
+ symbol = item.getSymbol();
+ item = this.itemService.findBySymbol(symbol);
+ //停牌时不更新
+ if (itemService.isSuspended(symbol)) {
+ return;
+ }
+ BigDecimal adjustment = AdjustmentValueCache.getCurrentValue().get(symbol);
+ double currentValue = adjustment != null ? adjustment.doubleValue() : 0D;
+ double close = event.getTicker().getClose().doubleValue();
+ double vol = event.getTicker().getVol().doubleValue();
+ double amount = event.getTicker().getAmount().doubleValue();
- realtime.setSymbol(symbol);
- realtime.setTs(event.getTs());
- realtime.setName(item.getName());
- realtime.setOpen(event.getTicker().getOpen());
- realtime.setClose(new BigDecimal(close));
- realtime.setHigh(event.getTicker().getHigh());
- realtime.setLow(event.getTicker().getLow());
- realtime.setVolume(new BigDecimal(vol));
- realtime.setAmount(new BigDecimal(amount));
+ realtime.setSymbol(symbol);
+ realtime.setTs(event.getTs());
+ realtime.setName(item.getName());
+ realtime.setOpen(event.getTicker().getOpen());
+ realtime.setClose(new BigDecimal(close));
+ realtime.setHigh(event.getTicker().getHigh());
+ realtime.setLow(event.getTicker().getLow());
+ realtime.setVolume(new BigDecimal(vol));
+ realtime.setAmount(new BigDecimal(amount));
- if (currentValue != null && currentValue != 0) {
- realtime.setClose(new BigDecimal(Arith.add(close, currentValue)));
- //realtime.setVolume(new BigDecimal(Arith.add(vol, Arith.mul(Arith.div(currentValue, close), vol))));
- //realtime.setAmount(new BigDecimal(Arith.add(amount, Arith.mul(Arith.div(currentValue, close), amount))));
+ if (currentValue != 0) {
+ realtime.setClose(new BigDecimal(Arith.add(close, currentValue)));
+ //realtime.setVolume(new BigDecimal(Arith.add(vol, Arith.mul(Arith.div(currentValue, close), vol))));
+ //realtime.setAmount(new BigDecimal(Arith.add(amount, Arith.mul(Arith.div(currentValue, close), amount))));
- Double high = DataCache.getRealtimeHigh().get(symbol);
- Double low = DataCache.getRealtimeLow().get(symbol);
+ Double high = DataCache.getRealtimeHigh().get(symbol);
+ Double low = DataCache.getRealtimeLow().get(symbol);
- if (high != null) {
- realtime.setHigh(BigDecimal.valueOf(high));
- }
- if (low != null) {
- realtime.setLow(BigDecimal.valueOf(low));
- }
- }
+ if (high != null) {
+ realtime.setHigh(BigDecimal.valueOf(high));
+ }
+ if (low != null) {
+ realtime.setLow(BigDecimal.valueOf(low));
+ }
+ }
- Realtime current = DataCache.getRealtime(symbol);
- if (current == null || current.getTs() != event.getTs()) {
- // 交易量倍数不为空或0时修改倍数
- if (item.getMultiple().doubleValue() > 0) {
- realtime.setVolume(realtime.getVolume().multiply(item.getMultiple()));
- realtime.setAmount(realtime.getAmount().multiply(item.getMultiple()));
- }
+ Realtime current = DataCache.getRealtime(symbol);
+ if (current == null || current.getTs() != event.getTs()) {
+ // 交易量倍数不为空或0时修改倍数
+ if (item.getMultiple().doubleValue() > 0) {
+ realtime.setVolume(realtime.getVolume().multiply(item.getMultiple()));
+ realtime.setAmount(realtime.getAmount().multiply(item.getMultiple()));
+ }
/*if (high != null && high >= realtime.getClose().doubleValue()) {
realtime.setHigh(new BigDecimal(high));
@@ -153,42 +154,42 @@
/*if (realtime.getSymbol().equals("galausdt")) {
System.out.println("galausdt222" + realtime);
}*/
- DataCache.putRealtime(symbol, realtime);
- // System.out.println(JSONObject.toJSONString(realtime));
- }
- } catch (Exception e) {
- e.printStackTrace();
- }
- }
+ DataCache.putRealtime(symbol, realtime);
+ // System.out.println(JSONObject.toJSONString(realtime));
+ }
+ } catch (Exception e) {
+ e.printStackTrace();
+ }
+ }
- private void depth(MarketDepthEvent event, String symbol) {
- Item item = itemService.findBySymbol(symbol);
- Depth depth = hobiDataService.depthDecorator(event, item);
- if (depth != null) {
- DepthTimeObject timeObject = new DepthTimeObject();
- timeObject.setLastTime(new Date());
- timeObject.setDepth(depth);
- DataCache.getDepth().put(item.getSymbol(), timeObject);
- // System.out.println("深度数据 入缓存" + JSONObject.toJSONString(timeObject));
- }
- }
+ private void depth(MarketDepthEvent event, String symbol) {
+ Item item = itemService.findBySymbol(symbol);
+ Depth depth = hobiDataService.depthDecorator(event, item);
+ if (depth != null) {
+ DepthTimeObject timeObject = new DepthTimeObject();
+ timeObject.setLastTime(new Date());
+ timeObject.setDepth(depth);
+ DataCache.getDepth().put(item.getSymbol(), timeObject);
+ // System.out.println("深度数据 入缓存" + JSONObject.toJSONString(timeObject));
+ }
+ }
- private void trade(MarketTradeEvent event, String symbol) {
- Item item = itemService.findBySymbol(symbol);
- Trade trade = hobiDataService.tradeDecorator(event, item);
- if (trade != null) {
- TradeTimeObject timeObject = new TradeTimeObject();
- timeObject.setLastTime(new Date());
- timeObject.put(item.getSymbol(), trade.getData());
- DataCache.getTrade().put(item.getSymbol(), timeObject);
- }
- }
+ private void trade(MarketTradeEvent event, String symbol) {
+ Item item = itemService.findBySymbol(symbol);
+ Trade trade = hobiDataService.tradeDecorator(event, item);
+ if (trade != null) {
+ TradeTimeObject timeObject = new TradeTimeObject();
+ timeObject.setLastTime(new Date());
+ timeObject.put(item.getSymbol(), trade.getData());
+ DataCache.getTrade().put(item.getSymbol(), timeObject);
+ }
+ }
- public void setItemService(ItemService itemService) {
- this.itemService = itemService;
- }
+ public void setItemService(ItemService itemService) {
+ this.itemService = itemService;
+ }
- public void setHobiDataService(HobiDataService hobiDataService) {
- this.hobiDataService = hobiDataService;
- }
+ public void setHobiDataService(HobiDataService hobiDataService) {
+ this.hobiDataService = hobiDataService;
+ }
}
diff --git a/trading-order-admin/src/main/java/com/yami/trading/admin/task/contract/ContractApplyOrderHandleJob.java b/trading-order-admin/src/main/java/com/yami/trading/admin/task/contract/ContractApplyOrderHandleJob.java
index c1e8a5f..ac1bb6c 100644
--- a/trading-order-admin/src/main/java/com/yami/trading/admin/task/contract/ContractApplyOrderHandleJob.java
+++ b/trading-order-admin/src/main/java/com/yami/trading/admin/task/contract/ContractApplyOrderHandleJob.java
@@ -48,6 +48,11 @@
List<ContractApplyOrder> list = this.contractApplyOrderService.findSubmitted();
for (int i = 0; i < list.size(); i++) {
ContractApplyOrder order = list.get(i);
+ ContractApplyOrder latest = this.contractApplyOrderService.findByOrderNo(order.getOrderNo());
+ if (latest == null || !ContractApplyOrder.STATE_SUBMITTED.equals(latest.getState())) {
+ continue;
+ }
+ order = latest;
List<Realtime> realtime_list = this.dataService.realtime(order.getSymbol());
Realtime realtime = null;
if (realtime_list.size() > 0) {
@@ -107,6 +112,10 @@
public void handle(ContractApplyOrder applyOrder, Realtime realtime) {
boolean lock = false;
try {
+ applyOrder = this.contractApplyOrderService.findByOrderNo(applyOrder.getOrderNo());
+ if (applyOrder == null || !ContractApplyOrder.STATE_SUBMITTED.equals(applyOrder.getState())) {
+ return;
+ }
if (!ContractLock.add(applyOrder.getOrderNo())) {
return;
}
@@ -152,6 +161,11 @@
}
+ } catch (YamiShopBindException e) {
+ log.error("委托单处理失败 orderNo={}, msg={}", applyOrder.getOrderNo(), e.getMessage());
+ if (isInsufficientFunds(e)) {
+ this.contractApplyOrderService.saveCancel(applyOrder.getPartyId(), applyOrder.getOrderNo());
+ }
} catch (Exception e) {
log.error("error:", e);
} finally {
@@ -163,6 +177,15 @@
}
}
+
+ private boolean isInsufficientFunds(YamiShopBindException e) {
+ if (e.getMessage() == null) {
+ return false;
+ }
+ String msg = e.getMessage().toLowerCase();
+ return msg.contains("not sufficient funds") || msg.contains("余额不足");
+ }
+
public void start(){
new Thread(this, "ContractApplyOrderHandleJob").start();
if (log.isInfoEnabled())
diff --git a/trading-order-admin/src/main/java/com/yami/trading/api/controller/ApiContractApplyOrderController.java b/trading-order-admin/src/main/java/com/yami/trading/api/controller/ApiContractApplyOrderController.java
index d05f720..07e7bf5 100644
--- a/trading-order-admin/src/main/java/com/yami/trading/api/controller/ApiContractApplyOrderController.java
+++ b/trading-order-admin/src/main/java/com/yami/trading/api/controller/ApiContractApplyOrderController.java
@@ -28,6 +28,7 @@
import com.yami.trading.service.contract.ContractApplyOrderService;
import com.yami.trading.service.contract.ContractLockService;
import com.yami.trading.service.contract.ContractOrderService;
+import com.yami.trading.service.contract.ContractPositionModeService;
import com.yami.trading.service.data.DataService;
import com.yami.trading.service.item.ItemLeverageService;
import com.yami.trading.service.item.ItemService;
@@ -94,6 +95,9 @@
private ContractOrderService contractOrderService;
@Autowired
+ private ContractPositionModeService contractPositionModeService;
+
+ @Autowired
private ContractLockService contractLockService;
@Autowired
private SessionTokenService sessionTokenService;
@@ -128,6 +132,7 @@
data.put("contract_open_limit_min", contractOpenLimitMin);
BigDecimal contractOpenLimitMax = new BigDecimal(sysparaService.find("contract_open_limit_max").getSvalue());
data.put("contract_open_limit_max", contractOpenLimitMax);
+ data.put("contract_position_mode", contractPositionModeService.getMode());
return Result.succeed(data);
@@ -338,7 +343,7 @@
order.setPartyId(partyId);
order.setSymbol(closeAction.getSymbol());
order.setDirection(closeAction.getDirection());
- order.setOffset(ContractApplyOrder.OFFSET_OPEN);
+ order.setOffset(ContractApplyOrder.OFFSET_CLOSE);
order.setVolume(closeAction.getAmount());
order.setVolumeOpen(closeAction.getAmount());
order.setPrice(closeAction.getPrice());
diff --git a/trading-order-admin/src/main/java/com/yami/trading/api/controller/KlineController.java b/trading-order-admin/src/main/java/com/yami/trading/api/controller/KlineController.java
index 082e20c..61df12d 100644
--- a/trading-order-admin/src/main/java/com/yami/trading/api/controller/KlineController.java
+++ b/trading-order-admin/src/main/java/com/yami/trading/api/controller/KlineController.java
@@ -123,30 +123,30 @@
return Result.succeed(this.build(data, line, symbol));
} catch (Exception e) {
logger.error("getKline error", e);
- throw new YamiShopBindException("");
+ throw new YamiShopBindException("Failed to obtain the K-line chart");
}
}
private List<Map<String, Object>> build(List<Kline> data, String line, String symbol) {
- Collections.sort(data);
- // 相同时间戳保留最新一条（进行中K线会覆盖缓存中的旧数据）
- Map<Long, Kline> latestByTs = new LinkedHashMap<>();
- for (Kline kline : data) {
- latestByTs.put(kline.getTs(), kline);
- }
- data = new ArrayList<>(latestByTs.values());
Collections.sort(data);
int len = data.size();
for (int i = 1; i < len; i++) {
data.get(i).setOpen(data.get(i - 1).getClose());
}
+
+ Set<Long> tsSet = new HashSet<Long>();
List<Map<String, Object>> list = new ArrayList<Map<String, Object>>();
Item bySymbol = itemService.findBySymbol(symbol);
for (int i = 0; i < data.size(); i++) {
Kline kline = data.get(i);
Long ts = kline.getTs();
+ if (tsSet.contains(ts)) {
+ continue;
+ } else {
+ tsSet.add(ts);
+ }
String fake = bySymbol.getFake();
// if("1".equalsIgnoreCase(fake)){
// klineService.smoothlyKline(kline, 0.99);
@@ -182,30 +182,28 @@
map.put("volume", kline.getVolume());
if (i == data.size() - 1) {
+ BigDecimal periodHigh = high;
+ BigDecimal periodLow = low;
+ BigDecimal closePrice = close;
Realtime realtime = DataCache.getLatestRealTime(symbol);
- if (realtime != null && realtime.getClose() != null) {
- close = realtime.getClose();
- map.put("close", close.setScale(decimal, RoundingMode.HALF_UP));
- if (close.compareTo(high) > 0) {
- high = close;
- }
- if (close.compareTo(low) < 0) {
- low = close;
- }
+ if (realtime != null && realtime.getClose() != null
+ && realtime.getClose().compareTo(BigDecimal.ZERO) > 0) {
+ closePrice = realtime.getClose();
+ map.put("close", closePrice.setScale(decimal, RoundingMode.HALF_UP));
}
BeforeClose beforeClose = dataDBService.getBeforeClose(kline.getSymbol(), line, ts, realtime);
- if (beforeClose != null) {
- if (beforeClose.getMaxClose() != null
- && beforeClose.getMaxClose().compareTo(BigDecimal.ZERO) > 0) {
- high = beforeClose.getMaxClose();
- }
- if (beforeClose.getMinClose() != null
- && beforeClose.getMinClose().compareTo(BigDecimal.ZERO) > 0) {
- low = beforeClose.getMinClose();
- }
+ if (beforeClose != null
+ && beforeClose.getMaxClose() != null && beforeClose.getMaxClose().compareTo(BigDecimal.ZERO) > 0
+ && beforeClose.getMinClose() != null && beforeClose.getMinClose().compareTo(BigDecimal.ZERO) > 0) {
+ periodHigh = periodHigh.max(beforeClose.getMaxClose());
+ periodLow = periodLow.min(beforeClose.getMinClose());
}
- map.put("high", high.setScale(decimal, RoundingMode.HALF_UP));
- map.put("low", low.setScale(decimal, RoundingMode.HALF_UP));
+ if (closePrice != null && closePrice.compareTo(BigDecimal.ZERO) > 0) {
+ periodHigh = periodHigh.max(closePrice);
+ periodLow = periodLow.min(closePrice);
+ }
+ map.put("high", periodHigh.setScale(decimal, RoundingMode.HALF_UP));
+ map.put("low", periodLow.setScale(decimal, RoundingMode.HALF_UP));
}
list.add(map);
}
diff --git a/trading-order-bean/src/main/java/com/yami/trading/bean/contract/domain/ContractOrderProfit.java b/trading-order-bean/src/main/java/com/yami/trading/bean/contract/domain/ContractOrderProfit.java
new file mode 100644
index 0000000..118fca0
--- /dev/null
+++ b/trading-order-bean/src/main/java/com/yami/trading/bean/contract/domain/ContractOrderProfit.java
@@ -0,0 +1,34 @@
+package com.yami.trading.bean.contract.domain;
+
+import com.yami.trading.common.domain.BaseEntity;
+import lombok.Data;
+
+import java.math.BigDecimal;
+
+/**
+ * 永续合约持仓盈亏缓存
+ */
+@Data
+public class ContractOrderProfit extends BaseEntity {
+ /**
+ * 收益
+ */
+ private BigDecimal profit;
+
+ /**
+ * 强平价格
+ */
+ private String forceClosePrice;
+
+ /**
+ * 平仓均价
+ */
+ private BigDecimal closeAvgPrice;
+
+ public BigDecimal getProfit() {
+ if (profit == null) {
+ return BigDecimal.ZERO;
+ }
+ return profit;
+ }
+}
diff --git a/trading-order-common/src/main/java/com/yami/trading/common/constants/ContractRedisKeys.java b/trading-order-common/src/main/java/com/yami/trading/common/constants/ContractRedisKeys.java
index da472f2..823f97e 100644
--- a/trading-order-common/src/main/java/com/yami/trading/common/constants/ContractRedisKeys.java
+++ b/trading-order-common/src/main/java/com/yami/trading/common/constants/ContractRedisKeys.java
@@ -2,29 +2,34 @@
public class ContractRedisKeys {
- /**
- * 永续合约，orderNo做key
- */
- public final static String CONTRACT_ORDERNO = "CONTRACT_ORDERNO_";
-
- /**
- * 永续合约，查询订单map，partyid做key
- */
- public final static String CONTRACT_SUBMITTED_ORDER_PARTY_ID = "CONTRACT_SUBMITTED_ORDER_PARTY_ID_";
+ /**
+ * 永续合约，orderNo做key
+ */
+ public final static String CONTRACT_ORDERNO = "CONTRACT_ORDERNO_";
- /**
- * 永续合约，总资产，partyid做key
- */
- public final static String CONTRACT_ASSETS_PARTY_ID = "CONTRACT_ASSETS_PARTY_ID_";
+ /**
+ * 永续利润
+ */
+ public final static String CONTRACT_PROFIT_V1 = "CONTRACT_PROFIT_V1";
- /**
- * 永续合约，总保证金，partyid做key
- */
- public final static String CONTRACT_ASSETS_DEPOSIT_PARTY_ID = "CONTRACT_ASSETS_DEPOSIT_PARTY_ID_";
+ /**
+ * 永续合约，查询订单map，partyid做key
+ */
+ public final static String CONTRACT_SUBMITTED_ORDER_PARTY_ID = "CONTRACT_SUBMITTED_ORDER_PARTY_ID_";
- /**
- * 永续合约，总未实现盈利，partyid做key
- */
- public final static String CONTRACT_ASSETS_PROFIT_PARTY_ID = "CONTRACT_ASSETS_PROFIT_PARTY_ID_";
-
+ /**
+ * 永续合约，总资产，partyid做key
+ */
+ public final static String CONTRACT_ASSETS_PARTY_ID = "CONTRACT_ASSETS_PARTY_ID_";
+
+ /**
+ * 永续合约，总保证金，partyid做key
+ */
+ public final static String CONTRACT_ASSETS_DEPOSIT_PARTY_ID = "CONTRACT_ASSETS_DEPOSIT_PARTY_ID_";
+
+ /**
+ * 永续合约，总未实现盈利，partyid做key
+ */
+ public final static String CONTRACT_ASSETS_PROFIT_PARTY_ID = "CONTRACT_ASSETS_PROFIT_PARTY_ID_";
+
}
diff --git a/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/AdjustmentValueServiceImpl.java b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/AdjustmentValueServiceImpl.java
index 9f6f207..c02ec1b 100644
--- a/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/AdjustmentValueServiceImpl.java
+++ b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/AdjustmentValueServiceImpl.java
@@ -50,15 +50,17 @@
} else {
AdjustmentValueCache.getCurrentValue().put(symbol, currentValue.add(value));
}
- // 马上扣除价格，避免因为数据没有拉取导致加不正确
- realtime.setClose(realtime.getClose().add(value));
/*
- * 持久化缓存
+ * 持久化到品种表（重启后 InitHandle 会加载到 AdjustmentValueCache）
*/
Item item = this.itemService.findBySymbol(symbol);
- if (item.getAdjustmentValue().compareTo(AdjustmentValueCache.getCurrentValue().get(symbol)) != 0) {
- item.setAdjustmentValue(AdjustmentValueCache.getCurrentValue().get(symbol));
- itemService.saveOrUpdate(item);
+ BigDecimal cachedAdjust = AdjustmentValueCache.getCurrentValue().get(symbol);
+ if (item != null && cachedAdjust != null) {
+ BigDecimal itemAdjust = item.getAdjustmentValue();
+ if (itemAdjust == null || itemAdjust.compareTo(cachedAdjust) != 0) {
+ item.setAdjustmentValue(cachedAdjust);
+ itemService.saveOrUpdate(item);
+ }
}
} else {
diff --git a/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/DataDBServiceImpl.java b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/DataDBServiceImpl.java
index bfe29df..9b42c5b 100644
--- a/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/DataDBServiceImpl.java
+++ b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/DataDBServiceImpl.java
@@ -119,10 +119,10 @@
LocalDate yesterday = LocalDate.now(ZoneId.of("America/New_York")).minusDays(1);
// 4. 判断是否为昨天
- boolean isYesterday = tsDate.equals(yesterday);
- if (isYesterday) {
- return realtime;
- }
+ boolean isYesterday = tsDate.equals(yesterday);
+ if (isYesterday) {
+ return realtime;
+ }
}
// 没缓存重新保存
// 计算当天0点的时间戳（毫秒级）
@@ -146,97 +146,61 @@
BeforeClose beforeClose = (BeforeClose) redisTemplate.opsForValue().get(RedisKeys.REAL_TIME_BEFORE_CLOSE + symbol + line);
//超出时间重新计算
if (beforeClose == null || ts > beforeClose.getTs()) {
- beforeClose = calcBeforeClose(symbol, line, ts);
- if (beforeClose.getMaxClose().compareTo(BigDecimal.ZERO) > 0) {
- redisTemplate.opsForValue().set(RedisKeys.REAL_TIME_BEFORE_CLOSE + symbol + line, beforeClose);
- }
- }
-
- if (realtime != null && realtime.getClose() != null) {
- if (beforeClose.getMaxClose() == null || beforeClose.getMaxClose().compareTo(BigDecimal.ZERO) <= 0) {
- beforeClose.setMaxClose(realtime.getClose());
- } else if (realtime.getClose().compareTo(beforeClose.getMaxClose()) > 0) {
- beforeClose.setMaxClose(realtime.getClose());
- }
- if (beforeClose.getMinClose() == null || beforeClose.getMinClose().compareTo(BigDecimal.ZERO) <= 0) {
- beforeClose.setMinClose(realtime.getClose());
- } else if (realtime.getClose().compareTo(beforeClose.getMinClose()) < 0) {
- beforeClose.setMinClose(realtime.getClose());
- }
+ long currentTimeStamp = System.currentTimeMillis();
+ RequestDataHelper.set("symbol", symbol);
+ QueryWrapper<Realtime> queryWrapper = new QueryWrapper<Realtime>()
+ .eq("symbol", symbol)
+ .ge("ts", ts)
+ .le("ts", currentTimeStamp)
+ .select("MAX(close) as maxClose", "MIN(close) as minClose");
+ Map<String, Object> resultMap = realtimeService.getMap(queryWrapper);
+ RequestDataHelper.clear();
+ beforeClose = new BeforeClose();
+ BigDecimal maxClose = extractAggregateValue(resultMap, "maxClose");
+ BigDecimal minClose = extractAggregateValue(resultMap, "minClose");
+ mergeRealtimeIntoBeforeClose(beforeClose, maxClose, minClose, realtime);
+ beforeClose.setTs(ts);
+ redisTemplate.opsForValue().set(RedisKeys.REAL_TIME_BEFORE_CLOSE + symbol + line, beforeClose);
+ } else if (realtime != null) {
+ mergeRealtimeIntoBeforeClose(beforeClose, beforeClose.getMaxClose(), beforeClose.getMinClose(), realtime);
redisTemplate.opsForValue().set(RedisKeys.REAL_TIME_BEFORE_CLOSE + symbol + line, beforeClose);
}
return beforeClose;
}
- private BeforeClose calcBeforeClose(String symbol, String line, Long ts) {
- BeforeClose beforeClose = new BeforeClose();
- beforeClose.setTs(ts);
- int interval = sysparaService.find("data_interval").getInteger() / 1000;
- if (interval <= 0) {
- interval = 1;
- }
- HighLow highLow = null;
- switch (line) {
- case Kline.PERIOD_1MIN:
- highLow = HighLowHandle.get(symbol, 60 / interval, interval);
- break;
- case Kline.PERIOD_5MIN:
- highLow = HighLowHandle.get(symbol, (60 * 5) / interval, interval);
- break;
- case Kline.PERIOD_15MIN:
- highLow = HighLowHandle.get(symbol, (60 * 15) / interval, interval);
- break;
- case Kline.PERIOD_30MIN:
- highLow = HighLowHandle.get(symbol, (60 * 30) / interval, interval);
- break;
- case Kline.PERIOD_60MIN:
- highLow = HighLowHandle.get(symbol, (60 * 60) / interval, interval);
- break;
- case Kline.PERIOD_4HOUR:
- highLow = HighLowHandle.get(symbol, (60 * 60 * 4) / interval, interval);
- break;
- case Kline.PERIOD_1DAY:
- highLow = HighLowHandle.get(symbol, (60 * 60 * 24) / interval, interval);
- break;
- case Kline.PERIOD_1WEEK:
- highLow = HighLowHandle.getByDay(symbol, 7);
- break;
- case Kline.PERIOD_1MON:
- highLow = HighLowHandle.getByDay(symbol, 30);
- break;
- default:
- break;
- }
- if (highLow != null && highLow.getHigh() != null) {
- beforeClose.setMaxClose(highLow.getHigh());
- }
- if (highLow != null && highLow.getLow() != null) {
- beforeClose.setMinClose(highLow.getLow());
- }
- if (beforeClose.getMaxClose().compareTo(BigDecimal.ZERO) > 0) {
- return beforeClose;
- }
- long currentTimeStamp = System.currentTimeMillis();
- RequestDataHelper.set("symbol", symbol);
- QueryWrapper<Realtime> queryWrapper = new QueryWrapper<Realtime>()
- .eq("symbol", symbol)
- .ge("ts", ts)
- .le("ts", currentTimeStamp)
- .select("MAX(CAST(close AS DECIMAL(10,4))) as maxClose",
- "MIN(CAST(close AS DECIMAL(10,4))) as minClose");
- Map<String, Object> resultMap = realtimeService.getMap(queryWrapper);
- RequestDataHelper.clear();
- if (resultMap != null && !resultMap.isEmpty()) {
- BigDecimal maxClose = convertToBigDecimal(resultMap.get("maxClose"));
- BigDecimal minClose = convertToBigDecimal(resultMap.get("minClose"));
- if (maxClose.compareTo(BigDecimal.ZERO) > 0) {
- beforeClose.setMaxClose(maxClose);
+ private void mergeRealtimeIntoBeforeClose(BeforeClose beforeClose, BigDecimal maxClose, BigDecimal minClose, Realtime realtime) {
+ BigDecimal max = maxClose;
+ BigDecimal min = minClose;
+ if (realtime != null && realtime.getClose() != null) {
+ BigDecimal latest = realtime.getClose();
+ if (max == null || max.compareTo(BigDecimal.ZERO) <= 0) {
+ max = latest;
+ } else {
+ max = max.max(latest);
}
- if (minClose.compareTo(BigDecimal.ZERO) > 0) {
- beforeClose.setMinClose(minClose);
+ if (min == null || min.compareTo(BigDecimal.ZERO) <= 0) {
+ min = latest;
+ } else {
+ min = min.min(latest);
}
}
- return beforeClose;
+ beforeClose.setMaxClose(max == null ? BigDecimal.ZERO : max);
+ beforeClose.setMinClose(min == null ? BigDecimal.ZERO : min);
+ }
+
+ private BigDecimal extractAggregateValue(Map<String, Object> resultMap, String key) {
+ if (resultMap == null || resultMap.isEmpty()) {
+ return null;
+ }
+ if (resultMap.containsKey(key)) {
+ return convertToBigDecimal(resultMap.get(key));
+ }
+ for (Map.Entry<String, Object> entry : resultMap.entrySet()) {
+ if (entry.getKey() != null && entry.getKey().equalsIgnoreCase(key)) {
+ return convertToBigDecimal(entry.getValue());
+ }
+ }
+ return null;
}
// 辅助方法：统一转换为BigDecimal，避免类型错误
diff --git a/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineServiceImpl.java b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineServiceImpl.java
index 83f5b4b..112215e 100644
--- a/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineServiceImpl.java
+++ b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineServiceImpl.java
@@ -29,9 +29,6 @@
import java.math.RoundingMode;
import java.text.DecimalFormat;
import java.text.SimpleDateFormat;
-import java.time.Instant;
-import java.time.ZoneOffset;
-import java.time.ZonedDateTime;
import java.util.*;
import java.util.stream.Collectors;
@@ -183,165 +180,6 @@
public Kline buildKline(String symbol, String line, String smallLevelLine, int nums) {
- if (Kline.PERIOD_5DAY.equals(line)) {
- return buildKlineLegacy(symbol, line, smallLevelLine, nums);
- }
- return buildInProgressKline(symbol, line, smallLevelLine);
- }
-
- /**
- * 按当前周期起点拼接进行中的K线（ts 对齐到周期开盘时间，如 5 分钟线的 9:35）
- */
- private Kline buildInProgressKline(String symbol, String line, String smallLevelLine) {
- try {
- KlineTimeObject timeObject = DataCache.getKline(symbol, line);
- if (timeObject == null) {
- return null;
- }
- List<Kline> klineList = timeObject.getKline();
- Item item = itemService.findBySymbol(symbol);
- Kline latestSameLineKline = null;
- if (klineList != null && !klineList.isEmpty()) {
- latestSameLineKline = klineList.get(klineList.size() - 1);
- } else if (item.getFake().equalsIgnoreCase("0")) {
- return null;
- }
-
- Realtime latestRealtime = DataCache.getLatestRealTime(symbol);
- if (latestRealtime == null) {
- latestRealtime = DataCache.getRealtime(symbol);
- }
- if (latestRealtime == null || latestRealtime.getClose() == null) {
- return null;
- }
-
- long currentPeriodTs = alignPeriodStartTs(line, latestRealtime.getTs());
- if (latestSameLineKline != null && latestSameLineKline.getTs() != null
- && latestSameLineKline.getTs() > currentPeriodTs) {
- return null;
- }
-
- KlineTimeObject smallObject = DataCache.getKline(symbol, smallLevelLine);
- List<Kline> periodBars = new ArrayList<>();
- if (smallObject != null && smallObject.getKline() != null) {
- periodBars = smallObject.getKline().stream()
- .filter(k -> k.getTs() != null && k.getTs() >= currentPeriodTs)
- .collect(Collectors.toList());
- }
-
- Kline kline = new Kline();
- kline.setSymbol(symbol);
- kline.setPeriod(line);
- kline.setTs(currentPeriodTs);
-
- if (latestSameLineKline != null && latestSameLineKline.getTs() != null
- && latestSameLineKline.getTs() < currentPeriodTs) {
- kline.setOpen(latestSameLineKline.getClose());
- } else if (!periodBars.isEmpty() && periodBars.get(0).getOpen() != null) {
- kline.setOpen(periodBars.get(0).getOpen());
- } else if (latestRealtime.getOpen() != null) {
- kline.setOpen(latestRealtime.getOpen());
- } else {
- kline.setOpen(latestRealtime.getClose());
- }
-
- if (!periodBars.isEmpty()) {
- Double high = null;
- Double low = null;
- for (Kline bar : periodBars) {
- if (bar.getHigh() != null) {
- if (high == null || high <= bar.getHigh().doubleValue()) {
- high = bar.getHigh().doubleValue();
- }
- }
- if (bar.getLow() != null) {
- if (low == null || low >= bar.getLow().doubleValue()) {
- low = bar.getLow().doubleValue();
- }
- }
- }
- kline.setHigh(high == null ? latestRealtime.getClose() : new BigDecimal(high));
- kline.setLow(low == null ? latestRealtime.getClose() : new BigDecimal(low));
- kline.setClose(periodBars.get(periodBars.size() - 1).getClose());
- kline.setVolume(periodBars.stream()
- .map(Kline::getVolume)
- .filter(Objects::nonNull)
- .reduce(BigDecimal.ZERO, BigDecimal::add));
- kline.setAmount(periodBars.stream()
- .map(Kline::getAmount)
- .filter(Objects::nonNull)
- .reduce(BigDecimal.ZERO, BigDecimal::add));
- } else {
- kline.setHigh(latestRealtime.getClose());
- kline.setLow(latestRealtime.getClose());
- kline.setClose(latestRealtime.getClose());
- kline.setVolume(latestRealtime.getVolume());
- kline.setAmount(latestRealtime.getAmount());
- }
-
- kline.setClose(latestRealtime.getClose());
- if (latestRealtime.getClose().compareTo(kline.getHigh()) > 0) {
- kline.setHigh(latestRealtime.getClose());
- }
- if (latestRealtime.getClose().compareTo(kline.getLow()) < 0) {
- kline.setLow(latestRealtime.getClose());
- }
-
- repairKline(kline);
- if (kline.getOpen().compareTo(BigDecimal.ZERO) == 0 || kline.getClose().compareTo(BigDecimal.ZERO) == 0) {
- return null;
- }
- return kline;
- } catch (Exception e) {
- logger.error("buildInProgressKline error: {}, {}", symbol, line, e);
- }
- return null;
- }
-
- /**
- * 将时间戳对齐到K线周期起点（UTC，与火币 id 字段一致）
- * 1week：周一 00:00 UTC；1mon：每月 1 日 00:00 UTC
- */
- private long alignPeriodStartTs(String line, long tsMillis) {
- ZonedDateTime zdt = Instant.ofEpochMilli(tsMillis).atZone(ZoneOffset.UTC);
- switch (line) {
- case Kline.PERIOD_1MIN:
- return zdt.withSecond(0).withNano(0).toInstant().toEpochMilli();
- case Kline.PERIOD_5MIN: {
- int minute = zdt.getMinute();
- return zdt.withMinute(minute - minute % 5).withSecond(0).withNano(0).toInstant().toEpochMilli();
- }
- case Kline.PERIOD_15MIN: {
- int minute = zdt.getMinute();
- return zdt.withMinute(minute - minute % 15).withSecond(0).withNano(0).toInstant().toEpochMilli();
- }
- case Kline.PERIOD_30MIN: {
- int minute = zdt.getMinute();
- return zdt.withMinute(minute - minute % 30).withSecond(0).withNano(0).toInstant().toEpochMilli();
- }
- case Kline.PERIOD_60MIN:
- return zdt.withMinute(0).withSecond(0).withNano(0).toInstant().toEpochMilli();
- case Kline.PERIOD_1DAY:
- return zdt.withHour(0).withMinute(0).withSecond(0).withNano(0).toInstant().toEpochMilli();
- case Kline.PERIOD_1WEEK: {
- zdt = zdt.withHour(0).withMinute(0).withSecond(0).withNano(0);
- int dayOfWeek = zdt.getDayOfWeek().getValue();
- return zdt.minusDays(dayOfWeek - 1L).toInstant().toEpochMilli();
- }
- case Kline.PERIOD_1MON:
- return zdt.withDayOfMonth(1).withHour(0).withMinute(0).withSecond(0).withNano(0).toInstant().toEpochMilli();
- case Kline.PERIOD_2HOUR:
- return zdt.withMinute(0).withSecond(0).withNano(0).toInstant().toEpochMilli();
- case Kline.PERIOD_4HOUR: {
- int hour = zdt.getHour();
- return zdt.withHour(hour - hour % 4).withMinute(0).withSecond(0).withNano(0).toInstant().toEpochMilli();
- }
- default:
- return zdt.withSecond(0).withNano(0).toInstant().toEpochMilli();
- }
- }
-
- private Kline buildKlineLegacy(String symbol, String line, String smallLevelLine, int nums) {
try {
// 取5分钟K线全部数据集合
KlineTimeObject timeObject = DataCache.getKline(symbol, line);
@@ -369,31 +207,23 @@
}
// 1分钟K线最新的5条数据,上个层级最近的几条数据
List<Kline> klineOneTop5 = new ArrayList<>(klineOne.subList(klineOne.size() - nums, klineOne.size()));
- Kline realtimeKline = klineOneTop5.get(nums - 1);
+ Kline realtimeKline = klineOneTop5.get(klineOneTop5.size() - 1);
if (realtimeKline == null) {
return null;
}
- if (latestSameLineKline != null && latestSameLineKline.getTs() > realtimeKline.getTs()) {
+ long periodTs = klineOneTop5.get(0).getTs();
+ if (latestSameLineKline != null && latestSameLineKline.getTs() >= periodTs) {
return null;
}
if (latestSameLineKline != null) {
long latestSameLineKlineTs = latestSameLineKline.getTs();
- if (latestSameLineKlineTs == realtimeKline.getTs()) {
- klineOneTop5 = klineOne.stream()
- .filter(r -> r.getTs() >= latestSameLineKlineTs)
- .collect(Collectors.toList());
- if (klineOneTop5.size() > nums) {
- klineOneTop5 = new ArrayList<>(klineOneTop5.subList(klineOneTop5.size() - nums, klineOneTop5.size()));
- }
- } else {
- klineOneTop5 = klineOneTop5.stream()
- .filter(r -> r.getTs() > latestSameLineKlineTs)
- .collect(Collectors.toList());
- }
+ klineOneTop5 = klineOneTop5.stream().filter(r -> r.getTs() > latestSameLineKlineTs).collect(Collectors.toList());
}
if (klineOneTop5.isEmpty()) {
return null;
}
+ periodTs = klineOneTop5.get(0).getTs();
+ realtimeKline = klineOneTop5.get(klineOneTop5.size() - 1);
Double high = null;
Double low = null;
@@ -408,7 +238,7 @@
Kline kline = new Kline();
kline.setSymbol(symbol);
- kline.setTs(realtimeKline.getTs());
+ kline.setTs(periodTs);
if (latestSameLineKline != null) {
kline.setOpen(latestSameLineKline.getClose());
} else {
@@ -848,16 +678,11 @@
latestKilne = klineList.get(klineList.size() - 1);
}
Realtime realtime = realTimeList.get(realTimeList.size() - 1);
- long currentMinuteTs = alignPeriodStartTs(Kline.PERIOD_1MIN, realtime.getTs());
- if (latestKilne != null && latestKilne.getTs() != null && latestKilne.getTs() > currentMinuteTs) {
+ if (latestKilne != null && latestKilne.getTs() >= realtime.getTs()) {
return null;
}
- realTimeList = realTimeList.stream()
- .filter(r -> r.getTs() != null && r.getTs() >= currentMinuteTs)
- .collect(Collectors.toList());
- if (realTimeList.isEmpty()) {
- realTimeList = Collections.singletonList(realtime);
- }
+ long lastKlineTs = latestKilne.getTs();
+ realTimeList = realTimeList.stream().filter(r -> r.getTs() > lastKlineTs).collect(Collectors.toList());
Double high = null;
Double low = null;
for (Realtime realTime : realTimeList) {
@@ -872,11 +697,11 @@
// 保存K线到数据库
Kline kline = new Kline();
kline.setSymbol(symbol);
- kline.setTs(currentMinuteTs);
- if (latestKilne != null && latestKilne.getTs() != null && latestKilne.getTs() < currentMinuteTs) {
+ kline.setTs(realtime.getTs());
+ if (latestKilne != null) {
kline.setOpen(latestKilne.getClose());
} else {
- kline.setOpen(realTimeList.get(0).getOpen() != null ? realTimeList.get(0).getOpen() : realtime.getClose());
+ kline.setOpen(realTimeList.get(0).getOpen());
}
kline.setHigh(new BigDecimal(high));
kline.setLow(new BigDecimal(low));
diff --git a/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/RemoteDataServiceImpl.java b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/RemoteDataServiceImpl.java
index c97d876..0bca53d 100644
--- a/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/RemoteDataServiceImpl.java
+++ b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/RemoteDataServiceImpl.java
@@ -11,6 +11,7 @@
import com.yami.trading.bean.data.domain.Depth;
import com.yami.trading.bean.data.domain.Trade;
import com.yami.trading.bean.data.domain.Trend;
+import com.yami.trading.huobi.hobi.HobiDataService;
import com.yami.trading.service.data.DataService;
import com.yami.trading.service.item.ItemService;
import com.yami.trading.service.syspara.SysparaService;
@@ -22,6 +23,7 @@
import java.util.Collections;
import java.util.Date;
import java.util.List;
+import java.util.Objects;
@Service("remoteDataService")
public class RemoteDataServiceImpl implements DataService {
@@ -32,6 +34,8 @@
private SysparaService sysparaService;
@Autowired
private KlineService klineService;
+ @Autowired
+ private HobiDataService hobiDataService;
@Override
public List<Realtime> realtime(String symbols) {
@@ -73,6 +77,10 @@
@Override
public List<Kline> kline(String symbol, String line) {
+ Item bySymbol = itemService.findBySymbol(symbol);
+ if(Item.cryptos.equals(bySymbol.getType())){
+ return klineCryptos(symbol, line);
+ }
KlineTimeObject timeObject = DataCache.getKline(symbol, line);
List<Kline> list = new ArrayList<Kline>();
if (timeObject != null) {
@@ -81,7 +89,7 @@
List<Kline> list_clone = new ArrayList<Kline>();
try {
for (int i = 0; i < list.size(); i++) {
- if (list.get(i) == null) {
+ if(list.get(i) == null){
continue;
}
Kline kline = (Kline) list.get(i).clone();
@@ -91,62 +99,116 @@
e.printStackTrace();
}
+ appendInProgressKline(list_clone, symbol, line);
+ // 按时间升序
+ Collections.sort(list_clone);
+ return list_clone;
+
+ }
+
+ public List<Kline> klineCryptos(String symbol, String line) {
+ KlineTimeObject timeObject = DataCache.getKline(symbol, line);
+ List<Kline> list = new ArrayList<Kline>();
+ if (timeObject != null) {
+ list = timeObject.getKline();
+ }
+ List<Kline> list_clone = new ArrayList<Kline>();
+ try {
+ for (int i = 0; i < list.size(); i++) {
+ Kline kline = (Kline) list.get(i).clone();
+ list_clone.add(kline);
+ }
+ } catch (CloneNotSupportedException e) {
+ e.printStackTrace();
+ }
+ // 火币 K 线倒序返回，缓存仅含已收盘 K 线；补拉最新一根未收盘 K 线
+ boolean mergedFromHobi = false;
+ Item item = itemService.findBySymbol(symbol);
+ if (item != null) {
+ List<Kline> latestKlines = hobiDataService.kline(item.getSymbol(), line, 1);
+ if (!latestKlines.isEmpty()) {
+ try {
+ Kline latest = (Kline) latestKlines.get(0).clone();
+ latest.setSymbol(symbol);
+ latest.setPeriod(line);
+ mergeLatestKline(list_clone, latest);
+ mergedFromHobi = true;
+ } catch (CloneNotSupportedException e) {
+ Kline latest = latestKlines.get(0);
+ latest.setSymbol(symbol);
+ latest.setPeriod(line);
+ mergeLatestKline(list_clone, latest);
+ mergedFromHobi = true;
+ }
+ }
+ }
+ if (!mergedFromHobi) {
+ appendInProgressKline(list_clone, symbol, line);
+ }
+ Collections.sort(list_clone); // 按时间升序
+ return list_clone;
+
+ }
+
+ /**
+ * 合并最新 K 线：同时间戳则更新（未收盘 K 线持续变化），否则追加。
+ */
+ private void mergeLatestKline(List<Kline> list, Kline latest) {
+ if (latest == null || latest.getTs() == null) {
+ return;
+ }
+ if (list.isEmpty()) {
+ list.add(latest);
+ return;
+ }
+ Kline last = list.get(list.size() - 1);
+ if (Objects.equals(last.getTs(), latest.getTs())) {
+ list.set(list.size() - 1, latest);
+ } else if (last.getTs() < latest.getTs()) {
+ list.add(latest);
+ }
+ }
+
+ /**
+ * 基于实时行情聚合当前周期未收盘 K 线（非加密货币等场景兜底）。
+ */
+ private void appendInProgressKline(List<Kline> list, String symbol, String line) {
Realtime realtime = DataCache.getLatestRealTime(symbol);
if (realtime == null) {
realtime = DataCache.getRealtime(symbol);
}
- if (realtime != null) {
- appendOrReplaceKline(list_clone, buildCurrentKline(realtime, line));
- }
- Collections.sort(list_clone);
- return list_clone;
- }
-
- private Kline buildCurrentKline(Realtime realtime, String line) {
- if (KlineConstant.PERIOD_1MIN.equals(line)) {
- return klineService.bulidKline1Minute(realtime, KlineConstant.PERIOD_1MIN);
- } else if (KlineConstant.PERIOD_5MIN.equals(line)) {
- return klineService.bulidKline5Minute(realtime, KlineConstant.PERIOD_5MIN);
- } else if (KlineConstant.PERIOD_15MIN.equals(line)) {
- return klineService.bulidKline15Minute(realtime, KlineConstant.PERIOD_15MIN);
- } else if (KlineConstant.PERIOD_30MIN.equals(line)) {
- return klineService.bulidKline30Minute(realtime, KlineConstant.PERIOD_30MIN);
- } else if (KlineConstant.PERIOD_60MIN.equals(line)) {
- return klineService.bulidKline60Minute(realtime, KlineConstant.PERIOD_60MIN);
- } else if (KlineConstant.PERIOD_4HOUR.equals(line)) {
- return klineService.bulidKline4Hour(realtime, KlineConstant.PERIOD_4HOUR);
- } else if (KlineConstant.PERIOD_1DAY.equals(line)) {
- return klineService.bulidKline1Day(realtime, KlineConstant.PERIOD_1DAY);
- } else if (KlineConstant.PERIOD_5DAY.equals(line)) {
- return klineService.bulidKline5Day(realtime, KlineConstant.PERIOD_5DAY);
- } else if (KlineConstant.PERIOD_1WEEK.equals(line)) {
- return klineService.bulidKline1Week(realtime, KlineConstant.PERIOD_1WEEK);
- } else if (KlineConstant.PERIOD_1MON.equals(line)) {
- return klineService.bulidKline1Mon(realtime, KlineConstant.PERIOD_1MON);
- } else if (KlineConstant.PERIOD_QUARTER.equals(line)) {
- return klineService.bulidKlineQuarter(realtime, KlineConstant.PERIOD_QUARTER);
- } else if (KlineConstant.PERIOD_YEAR.equals(line)) {
- return klineService.bulidKlineYear(realtime, KlineConstant.PERIOD_YEAR);
- }
- return null;
- }
-
- public List<Kline> klineCryptos(String symbol, String line) {
- return kline(symbol, line);
- }
-
- private void appendOrReplaceKline(List<Kline> list, Kline kline) {
- if (kline == null) {
+ if (realtime == null) {
return;
}
- for (int i = list.size() - 1; i >= 0; i--) {
- Kline existing = list.get(i);
- if (existing.getTs() != null && existing.getTs().equals(kline.getTs())) {
- list.set(i, kline);
- return;
- }
+ Kline kline = null;
+ if (KlineConstant.PERIOD_1MIN.equals(line)) {
+ kline = klineService.bulidKline1Minute(realtime, KlineConstant.PERIOD_1MIN);
+ } else if (KlineConstant.PERIOD_5MIN.equals(line)) {
+ kline = klineService.bulidKline5Minute(realtime, KlineConstant.PERIOD_5MIN);
+ } else if (KlineConstant.PERIOD_15MIN.equals(line)) {
+ kline = klineService.bulidKline15Minute(realtime, KlineConstant.PERIOD_15MIN);
+ } else if (KlineConstant.PERIOD_30MIN.equals(line)) {
+ kline = klineService.bulidKline30Minute(realtime, KlineConstant.PERIOD_30MIN);
+ } else if (KlineConstant.PERIOD_60MIN.equals(line)) {
+ kline = klineService.bulidKline60Minute(realtime, KlineConstant.PERIOD_60MIN);
+ } else if (KlineConstant.PERIOD_4HOUR.equals(line)) {
+ kline = klineService.bulidKline4Hour(realtime, KlineConstant.PERIOD_4HOUR);
+ } else if (KlineConstant.PERIOD_1DAY.equals(line)) {
+ kline = klineService.bulidKline1Day(realtime, KlineConstant.PERIOD_1DAY);
+ } else if (KlineConstant.PERIOD_5DAY.equals(line)) {
+ kline = klineService.bulidKline5Day(realtime, KlineConstant.PERIOD_5DAY);
+ } else if (KlineConstant.PERIOD_1WEEK.equals(line)) {
+ kline = klineService.bulidKline1Week(realtime, KlineConstant.PERIOD_1WEEK);
+ } else if (KlineConstant.PERIOD_1MON.equals(line)) {
+ kline = klineService.bulidKline1Mon(realtime, KlineConstant.PERIOD_1MON);
+ } else if (KlineConstant.PERIOD_QUARTER.equals(line)) {
+ kline = klineService.bulidKline1Mon(realtime, KlineConstant.PERIOD_QUARTER);
+ } else if (KlineConstant.PERIOD_YEAR.equals(line)) {
+ kline = klineService.bulidKline1Mon(realtime, KlineConstant.PERIOD_YEAR);
}
- list.add(kline);
+ if (kline != null) {
+ mergeLatestKline(list, kline);
+ }
}
@Override
diff --git a/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/job/AbstractGetDataJob.java b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/job/AbstractGetDataJob.java
index d10d3e9..b4fdac9 100644
--- a/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/job/AbstractGetDataJob.java
+++ b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/job/AbstractGetDataJob.java
@@ -94,20 +94,21 @@
List<BigDecimal> adjustments = AdjustmentValueCache.getPreAllocatedAdjustments().get(symbol);
Integer currentIndex = AdjustmentValueCache.getCurrentAdjustmentIndex().get(symbol);
- // 首次执行：生成含正负值的调整序列
+ // 首次执行：生成调整序列（小幅调整用等额分步，确保合计等于目标值）
if (adjustments == null || currentIndex == null) {
- //分几段执行
- int nums = Math.max(10, frequency / 10);
- List<BigDecimal> result = RandomNumbersGenerator.generateNumbers(delayValue.getValue(), nums, decimal + 4);
- for (int i = 0; i < result.size(); i++) {
- if (adjustments == null) {
- adjustments = new ArrayList<>();
+ if (delayValue.getValue().abs().compareTo(new BigDecimal("2")) <= 0) {
+ adjustments = buildEqualAdjustments(delayValue.getValue(), frequency, decimal);
+ } else {
+ int nums = Math.max(10, frequency / 10);
+ List<BigDecimal> result = RandomNumbersGenerator.generateNumbers(delayValue.getValue(), nums, decimal + 4);
+ adjustments = new ArrayList<>();
+ for (int i = 0; i < result.size(); i++) {
+ int count = frequency / nums;
+ if (i == result.size() - 1) {
+ count += frequency % nums;
+ }
+ adjustments.addAll(generateRandomAdjustments(result.get(i), count, decimal));
}
- int count = frequency / nums;
- if (i == result.size() - 1) {
- count += frequency % nums;
- }
- adjustments.addAll(generateRandomAdjustments(result.get(i), count, decimal));
}
currentIndex = 0;
AdjustmentValueCache.getPreAllocatedAdjustments().put(symbol, adjustments);
@@ -208,6 +209,7 @@
if (low != null) {
realtime.setLow(BigDecimal.valueOf(low));
}
+ DataCache.putRealtime(symbol, realtime);
this.dataDBService.saveAsyn(realtime);
}
@@ -218,6 +220,26 @@
AdjustmentValueCache.getFrequency().remove(symbol);
}
+ /**
+ * 等额分步，保证各步相加严格等于 totalValue（适用于管理员小幅调价，如 -0.1）。
+ */
+ private List<BigDecimal> buildEqualAdjustments(BigDecimal totalValue, int count, int decimal) {
+ List<BigDecimal> adjustments = new ArrayList<>(Math.max(1, count));
+ if (count <= 1) {
+ adjustments.add(totalValue.setScale(decimal, RoundingMode.HALF_UP));
+ return adjustments;
+ }
+ BigDecimal per = totalValue.divide(BigDecimal.valueOf(count), decimal + 4, RoundingMode.HALF_UP);
+ BigDecimal sum = BigDecimal.ZERO;
+ for (int i = 0; i < count - 1; i++) {
+ BigDecimal step = per.setScale(decimal, RoundingMode.HALF_UP);
+ adjustments.add(step);
+ sum = sum.add(step);
+ }
+ adjustments.add(totalValue.subtract(sum).setScale(decimal, RoundingMode.HALF_UP));
+ return adjustments;
+ }
+
private List<BigDecimal> generateRandomAdjustments(BigDecimal totalValue, int count, int decimal) {
List<BigDecimal> adjustments = new ArrayList<>(count);
BigDecimal sum = BigDecimal.ZERO; // 整体累积和
diff --git a/trading-order-service/src/main/java/com/yami/trading/service/contract/ContractApplyOrderService.java b/trading-order-service/src/main/java/com/yami/trading/service/contract/ContractApplyOrderService.java
index 03b1e32..2d12389 100644
--- a/trading-order-service/src/main/java/com/yami/trading/service/contract/ContractApplyOrderService.java
+++ b/trading-order-service/src/main/java/com/yami/trading/service/contract/ContractApplyOrderService.java
@@ -237,10 +237,10 @@
}
Wallet wallet = this.walletService.findByUserId(order.getPartyId());
- BigDecimal amountBefore = wallet.getMoney();
- BigDecimal totalAmountCost = order.getDeposit().add(order.getFee());
+ BigDecimal totalAmountCost = order.getDeposit().add(order.getFee() != null ? order.getFee() : BigDecimal.ZERO);
+ BigDecimal available = getAvailableOpenMargin(order.getPartyId(), null);
- if (amountBefore.compareTo(totalAmountCost) < 0) {
+ if (available.compareTo(totalAmountCost) < 0) {
throw new YamiShopBindException("not sufficient funds");
}
@@ -255,6 +255,48 @@
);
}
save(order);
+
+ // 市价单同步成交，避免异步撮合失败时长期挂单
+ if (ContractApplyOrder.ORDER_PRICE_TYPE_OPPONENT.equals(order.getOrderPriceType())) {
+ executeOpenImmediately(order);
+ }
+ }
+
+ /**
+ * 市价开仓立即撮合；失败则向上抛出，由事务回滚委托单。
+ */
+ private void executeOpenImmediately(ContractApplyOrder order) {
+ List<Realtime> realtimes = dataService.realtime(order.getSymbol());
+ if (CollectionUtil.isEmpty(realtimes)) {
+ return;
+ }
+ contractOrderService.saveOpen(order, realtimes.get(0));
+ }
+
+ /**
+ * 可用于新开仓的余额（双向持仓下多空各自占用保证金，需扣除未成交市价委托预留额）。
+ *
+ * @param excludeOrderNo 正在成交的委托单号，不计入预留
+ */
+ public BigDecimal getAvailableOpenMargin(String partyId, String excludeOrderNo) {
+ Wallet wallet = walletService.findByUserId(partyId);
+ if (wallet == null || wallet.getMoney() == null) {
+ return BigDecimal.ZERO;
+ }
+ BigDecimal available = wallet.getMoney();
+ List<ContractApplyOrder> pendingOpens = findSubmitted(partyId, null, ContractApplyOrder.OFFSET_OPEN, null);
+ for (ContractApplyOrder pending : pendingOpens) {
+ if (excludeOrderNo != null && excludeOrderNo.equals(pending.getOrderNo())) {
+ continue;
+ }
+ if (!ContractApplyOrder.ORDER_PRICE_TYPE_OPPONENT.equals(pending.getOrderPriceType())) {
+ continue;
+ }
+ BigDecimal deposit = pending.getDeposit() != null ? pending.getDeposit() : BigDecimal.ZERO;
+ BigDecimal fee = pending.getFee() != null ? pending.getFee() : BigDecimal.ZERO;
+ available = available.subtract(deposit).subtract(fee);
+ }
+ return available.max(BigDecimal.ZERO);
}
/**
diff --git a/trading-order-service/src/main/java/com/yami/trading/service/contract/ContractOrderCalculationService.java b/trading-order-service/src/main/java/com/yami/trading/service/contract/ContractOrderCalculationService.java
index cf8a4af..fb6d63d 100644
--- a/trading-order-service/src/main/java/com/yami/trading/service/contract/ContractOrderCalculationService.java
+++ b/trading-order-service/src/main/java/com/yami/trading/service/contract/ContractOrderCalculationService.java
@@ -10,13 +10,23 @@
*/
public interface ContractOrderCalculationService {
- /*
- * 订单盈亏计算
- */
- public void saveCalculation(String order_no, List<ContractOrder> partyContractOrders);
-
- public void setOrder_close_line(BigDecimal order_close_line);
+ /*
+ * 订单盈亏计算
+ */
+ public void saveCalculation(String order_no, List<ContractOrder> partyContractOrders);
- public void setOrder_close_line_type(int order_close_line_type);
+ public void setOrder_close_line(BigDecimal order_close_line);
+
+ public void setOrder_close_line_type(int order_close_line_type);
+
+ /**
+ * 按与 settle 相同的规则计算强平价格（全仓/逐仓由 order_close_line_type 决定）
+ */
+ String calculateForceClosePriceForOrder(ContractOrder order);
+
+ /**
+ * 按最新行情刷新持仓未实现盈亏（价差盈亏 + 资金费）
+ */
+ void refreshMarkPriceProfit(ContractOrder order);
}
diff --git a/trading-order-service/src/main/java/com/yami/trading/service/contract/ContractOrderCalculationServiceImpl.java b/trading-order-service/src/main/java/com/yami/trading/service/contract/ContractOrderCalculationServiceImpl.java
index 2d1416c..f9afbb6 100644
--- a/trading-order-service/src/main/java/com/yami/trading/service/contract/ContractOrderCalculationServiceImpl.java
+++ b/trading-order-service/src/main/java/com/yami/trading/service/contract/ContractOrderCalculationServiceImpl.java
@@ -1,15 +1,12 @@
package com.yami.trading.service.contract;
-import com.baomidou.mybatisplus.core.conditions.query.LambdaQueryWrapper;
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.common.util.ThreadUtils;
-import com.yami.trading.service.StrongLevelCalculationService;
import com.yami.trading.service.WalletService;
import com.yami.trading.service.data.DataService;
-import com.yami.trading.service.impl.StrongLevelCalculationServiceImpl;
import com.yami.trading.service.item.ItemService;
import com.yami.trading.service.syspara.SysparaService;
import lombok.extern.slf4j.Slf4j;
@@ -20,8 +17,9 @@
import java.math.BigDecimal;
import java.math.RoundingMode;
+import java.util.Date;
import java.util.List;
-import java.util.Map;
+import java.util.Objects;
@Slf4j
@Service
@@ -45,9 +43,6 @@
@Autowired
private WalletService walletService;
- @Autowired
- private StrongLevelCalculationService strongLevelCalculationService;
-
private SysparaService sysparaService;
public void saveCalculation(String order_no, List<ContractOrder> partyContractOrders) {
@@ -67,6 +62,7 @@
Realtime realtime = list.get(0);
BigDecimal close = realtime.getClose();
+ settle(order, "watch", close, partyContractOrders);
BigDecimal add = order.getTradeAvgPrice().add(order.getPips());
BigDecimal subtract = order.getTradeAvgPrice().subtract(order.getPips());
@@ -101,101 +97,14 @@
}
/**
- * 盈亏计算 收益=（平仓均价-开仓均价）*面值*张数
- *
- * USDT保证金合约做多：收益=（平仓均价-开仓均价）*面值*张数
- * USDT保证金合约做空：收益=（开仓均价-平仓均价）*面值*张数
- * 以BTC为例，BTC一张合约面值为0.01BTC，在价格19000的时候，开了10张多单。当价格涨到20000的时候，小明的收益=（20000-19000）*0.01*10=100USDT
- * 币本位合约：
- * 做多：收益=面值*张数/开仓价-面值*张数/平仓价
- * 做空：收益=面值*张数/平仓价-面值*张数/开仓价
- * 以BTC为例，BTC一张合约面值为100美元，小明在价格20000的时候，开了5张空单。当价格下跌到19000的时候，小明的收益=100*5/19000-100*5/20000=0.
+ * 盈亏计算
*
* @param profit_loss profit 盈 loss亏
* @param currentPrice 当前点位
*/
public void settle(ContractOrder order, String profit_loss, BigDecimal currentPrice, List<ContractOrder> partyContractOrders) {
- Item item = itemService.findBySymbol(order.getSymbol());
-
-
- if(null != order.getProfitLossRatio() && order.getProfitLossRatio() > 0){//根据后台设置的盈亏比来
- order.setProfit(order.getDepositOpen().multiply(new BigDecimal((order.getProfitLossRatio()/100))).setScale(2, RoundingMode.DOWN));
- }else{
- /*
- * 根据偏 差点数和手数算出盈亏金额
- */
- /**
- * 偏差点位
- */
- BigDecimal point = currentPrice.subtract(order.getTradeAvgPrice());
- BigDecimal amount = point.multiply(new BigDecimal("0.01")).multiply(order.getVolumeOpen()).setScale(4, BigDecimal.ROUND_DOWN);
- if (ContractOrder.DIRECTION_BUY.equals(order.getDirection())) {
- order.setProfit(amount);
- } else{
- order.setProfit(amount.negate());
- }
- }
-
- 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）
-
-
- /**
- * 全仓收益加入保证金计算
- */
- BigDecimal earnings;
-
- if (order.getLocationType() == 1) {
- earnings = BigDecimal.ZERO;
-
- // 统计非当前订单的其他收益
- /*List<ContractOrder> list = contractOrderService.list(new LambdaQueryWrapper<>(ContractOrder.class)
- .eq(ContractOrder::getState, ContractOrder.STATE_SUBMITTED)
- .eq(ContractOrder::getPartyId, order.getPartyId())
- .ne(ContractOrder::getOrderNo, order.getOrderNo())
- );
-
- // 提前计算 currentPrice 与 order.getTradeAvgPrice() 的差值，避免重复计算
- BigDecimal priceDifference = currentPrice.subtract(order.getTradeAvgPrice());
-
- // 计算所有订单的收益
- for (ContractOrder contractOrder : list) {
- BigDecimal profit = priceDifference
- .multiply(new BigDecimal("0.01"))
- .multiply(contractOrder.getVolumeOpen())
- .setScale(4, RoundingMode.DOWN);
-
- earnings = earnings.add(profit); // 累加收益
- }*/
-
- // 获取当前账户余额并加到收益中
- //Map<String, Object> moneyAll = walletService.getMoneyAll(order.getPartyId());
-
- Wallet wallet = walletService.saveWalletByPartyId(order.getPartyId());
- earnings = earnings.add(wallet.getMoney());
- earnings = earnings.add(order.getDepositOpen());
- } else {
- // 如果不符合条件，直接使用 order.getDepositOpen() 作为收益
- earnings = order.getDepositOpen().add(order.getAddDepositOpen());
- }
-
- if(ContractOrder.DIRECTION_BUY.equals(order.getDirection())){
- double forceClosePrice = strongLevelCalculationService.calculateLiquidationPrice(earnings.doubleValue(),
- faceValue, order.getVolumeOpen().doubleValue(), order.getTradeAvgPrice().doubleValue()
- , maintenanceMarginRate, item.getUnitFee().doubleValue());
- order.setForceClosePrice(BigDecimal.valueOf(forceClosePrice).toString());
- }else{
- double forceClosePrice = strongLevelCalculationService.calculateEmptyLiquidationPrice(earnings.doubleValue(),
- faceValue, order.getVolumeOpen().doubleValue(), order.getTradeAvgPrice().doubleValue()
- , maintenanceMarginRate, item.getUnitFee().doubleValue());
- order.setForceClosePrice(BigDecimal.valueOf(forceClosePrice).toString());
- }
- /**
- * 多次平仓价格不对，后续修
- */
- order.setCloseAvgPrice(currentPrice);
- this.contractOrderService.updateByIdBuffer(order);
+ applyMarkPriceToOrder(order, currentPrice);
/**
* 止盈价
@@ -206,7 +115,7 @@
* 买涨
*/
if (currentPrice.compareTo(profitStop) >= 0) {
- this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(),null);
+ this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), null);
return;
}
} else if (profitStop != null && profitStop.compareTo(BigDecimal.ZERO) > 0
@@ -215,7 +124,7 @@
* 买跌
*/
if (currentPrice.compareTo(profitStop) <= 0) {
- this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(),null);
+ this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), null);
return;
}
}
@@ -230,7 +139,7 @@
* 买涨
*/
if (currentPrice.compareTo(loss_stop) <= 0) {
- this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(),null);
+ this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), null);
return;
}
@@ -240,88 +149,164 @@
*/
if (currentPrice.compareTo(loss_stop) >= 0) {
- this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(),null);
+ this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), null);
return;
}
}
- /**
- * 强平计算
- */
- //重新计算强平
- BigDecimal forceClosePrice = new BigDecimal(order.getForceClosePrice());
- //达到强平价
- if ((ContractOrder.DIRECTION_BUY.equals(order.getDirection()) && currentPrice.compareTo(new BigDecimal(order.getForceClosePrice())) <= 0)
- || (ContractOrder.DIRECTION_SELL.equals(order.getDirection()) && currentPrice.compareTo(new BigDecimal(order.getForceClosePrice())) >= 0)) {
- BigDecimal point = forceClosePrice.subtract(order.getTradeAvgPrice());
- BigDecimal amount = point.multiply(new BigDecimal("0.01")).multiply(order.getVolumeOpen()).setScale(4, BigDecimal.ROUND_DOWN);
- if (ContractOrder.DIRECTION_BUY.equals(order.getDirection())) {
- order.setProfit(amount);
- } else{
- order.setProfit(amount.negate());
- }
- //强平利润固定-100%
- order.setProfit(order.getDepositOpen().add(order.getAddDepositOpen()).negate());
- //全仓强平利润+账户余额
- if (order.getLocationType() == 1) {
- Wallet wallet = this.walletService.findByUserId(order.getPartyId());
- order.setProfit(order.getProfit().subtract(wallet.getMoney()));
- }
- }
+ ContractOrderProfit cp = contractOrderService.getCacheProfit(order.getUuid());
+ BigDecimal profit1 = cp != null ? cp.getProfit() : defaultZero(order.getProfit());
+ order.setForceClosePrice(calculateForceClosePriceForOrder(order));
this.contractOrderService.updateByIdBuffer(order);
- //判断是全仓还是逐仓
- if (order.getLocationType() == 1) {
-// /**
-// * 收益
-// */
-// BigDecimal profit = BigDecimal.ZERO;
-//
-// List<ContractOrder> list = partyContractOrders;
-// for (int i = 0; i < list.size(); i++) {
-// ContractOrder close_line = list.get(i);
-// profit = profit.add(close_line.getProfit()).add(close_line.getDeposit());
-// }
-
-
-// Wallet wallet = this.walletService.findByUserId(order.getPartyId().toString());
- //this.contractOrderService.updateByIdBuffer(order);
-
-// if (profit.add(wallet.getMoney()).compareTo(BigDecimal.ZERO) <= 0) {
- //判断买涨还是买跌"buy":买(多) "sell":卖(空)
- if(order.getDirection().equals("buy")){
- if (currentPrice.compareTo(new BigDecimal(order.getForceClosePrice())) <= 0) {//达到强平价
- /**
- * 触发全仓强平
- */
- log.info("------------------currentPrice-------------："+currentPrice);
- log.info("------------------order.getForceClosePrice()-------------"+order.getForceClosePrice());
- log.info("------------------开多强平-------------");
- this.contractOrderService.allClose(order.getPartyId());
+ if (order_close_line_type == 1) {
+ Wallet wallet = this.walletService.findByUserId(order.getPartyId().toString());
+ 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);
}
- }else{
- if (currentPrice.compareTo(new BigDecimal(order.getForceClosePrice()))>= 0) {//达到强平价
- /**
- * 触发全仓强平
- */
- log.info("------------------currentPrice-------------："+currentPrice);
- log.info("------------------order.getForceClosePrice()-------------"+order.getForceClosePrice());
- log.info("------------------开空强平-------------");
- this.contractOrderService.allClose(order.getPartyId());
+ totalEquity = totalEquity.add(defaultZero(contractOrder.getProfit()).add(defaultZero(contractOrder.getDeposit())));
+ }
- }
+ if (totalEquity.compareTo(BigDecimal.ZERO) <= 0) {
+ /**
+ * 触发全仓强平
+ */
+ this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), "强平");
+
}
} else {
- if(order.getDirection().equals("buy")){
- if (currentPrice.compareTo(new BigDecimal(order.getForceClosePrice())) <= 0) {//达到强平价
- this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(),"强平");
- }
- }else{
- if (currentPrice.compareTo(new BigDecimal(order.getForceClosePrice())) >= 0) {//达到强平价
- this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(),"强平");
- }
+ if (profit1.compareTo(BigDecimal.ZERO) >= 0 || profit1.abs().compareTo(new BigDecimal("0.000001")) < 0) {
+ return;
}
+ BigDecimal divide = order.getDeposit().divide(profit1.abs(), 10, RoundingMode.HALF_UP);
+ if (divide.compareTo(order_close_line.divide(new BigDecimal(100), 10, RoundingMode.HALF_UP)) <= 0) {
+ /**
+ * 低于系统默认平仓线，进行强平
+ */
+ this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), "强平");
+ }
+ }
+ }
+ @Override
+ public String calculateForceClosePriceForOrder(ContractOrder order) {
+ if (order == null || defaultZero(order.getVolume()).compareTo(BigDecimal.ZERO) <= 0) {
+ return BigDecimal.ZERO.toPlainString();
+ }
+ BigDecimal forceClose;
+ if (order_close_line_type == 1) {
+ Wallet wallet = this.walletService.findByUserId(order.getPartyId().toString());
+ if (wallet == null) {
+ forceClose = calculateType2ForceClosePrice(order);
+ } else {
+ forceClose = calculateType1ForceClosePrice(order, wallet);
+ }
+ } else {
+ forceClose = calculateType2ForceClosePrice(order);
+ }
+ if (forceClose.compareTo(BigDecimal.ZERO) < 0) {
+ forceClose = BigDecimal.ZERO;
+ }
+ Integer decimal = itemService.getDecimal(order.getSymbol());
+ return forceClose.setScale(decimal, RoundingMode.HALF_UP).toPlainString();
+ }
+
+ private BigDecimal defaultZero(BigDecimal value) {
+ return value == null ? BigDecimal.ZERO : value;
+ }
+
+ /**
+ * 合约张数对应标的数量系数（每张面值，与 countSheets 一致，默认 0.01）
+ */
+ private BigDecimal getContractFaceValue(ContractOrder order) {
+ Item item = itemService.findBySymbol(order.getSymbol());
+ if (item != null && item.getFaceValue() > 0) {
+ return BigDecimal.valueOf(item.getFaceValue());
+ }
+ return new BigDecimal("0.01");
+ }
+
+ /**
+ * 每张张数对应的价格敏感度：盈亏/强平 = 价差 × volume × faceValue
+ */
+ private BigDecimal getVolumePriceFactor(ContractOrder order) {
+ return defaultZero(order.getVolume()).multiply(getContractFaceValue(order));
+ }
+
+ private BigDecimal calculateType1ForceClosePrice(ContractOrder order, Wallet wallet) {
+ BigDecimal tradeAvgPrice = defaultZero(order.getTradeAvgPrice());
+ BigDecimal volumeFactor = getVolumePriceFactor(order);
+ if (volumeFactor.compareTo(BigDecimal.ZERO) <= 0 || tradeAvgPrice.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 == null) {
+ continue;
+ }
+ if (ContractOrder.STATE_SUBMITTED.equals(contractOrder.getState())) {
+ contractOrderService.wrapProfit(contractOrder);
+ }
+ if (Objects.equals(order.getUuid(), contractOrder.getUuid())) {
+ continue;
+ }
+ otherEquity = otherEquity.add(defaultZero(contractOrder.getProfit()).add(defaultZero(contractOrder.getDeposit())));
+ }
+
+ BigDecimal baseEquity = defaultZero(wallet != null ? wallet.getMoney() : null)
+ .add(otherEquity)
+ .add(defaultZero(order.getDeposit()));
+ BigDecimal priceOffset = baseEquity.divide(volumeFactor, 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 tradeAvgPrice = defaultZero(order.getTradeAvgPrice());
+ BigDecimal volumeFactor = getVolumePriceFactor(order);
+ if (volumeFactor.compareTo(BigDecimal.ZERO) <= 0 || tradeAvgPrice.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(volumeFactor, 10, RoundingMode.HALF_UP);
+ if (ContractOrder.DIRECTION_BUY.equalsIgnoreCase(order.getDirection())) {
+ return tradeAvgPrice.subtract(priceOffset);
+ }
+ return tradeAvgPrice.add(priceOffset);
+ }
+
+ private void applyMarkPriceToOrder(ContractOrder order, BigDecimal currentPrice) {
+ BigDecimal tradeAvgPrice = defaultZero(order.getTradeAvgPrice());
+ if (tradeAvgPrice.compareTo(BigDecimal.ZERO) <= 0) {
+ return;
+ }
+ BigDecimal volumeFactor = getVolumePriceFactor(order);
+ if (volumeFactor.compareTo(BigDecimal.ZERO) <= 0) {
+ return;
+ }
+ // 与平仓结算一致：盈亏 = (现价 - 开仓价) × 张数 × 面值
+ BigDecimal point = currentPrice.subtract(tradeAvgPrice);
+ BigDecimal priceProfit = point.multiply(volumeFactor).setScale(6, RoundingMode.DOWN);
+ if (!ContractOrder.DIRECTION_BUY.equals(order.getDirection())) {
+ priceProfit = priceProfit.negate();
+ }
+ BigDecimal fundingPnl = contractOrderService.calculateAccruedFundingPnl(order, currentPrice, new Date());
+ order.setProfit(priceProfit.add(fundingPnl));
+ order.setCloseAvgPrice(currentPrice);
+ this.contractOrderService.updateByIdBuffer(order);
}
public void setDataService(DataService dataService) {
@@ -348,10 +333,18 @@
this.order_close_line_type = order_close_line_type;
}
- public static void main(String[] args) {
- StrongLevelCalculationService strongLevelCalculationService = new StrongLevelCalculationServiceImpl();
- double forceClosePrice = strongLevelCalculationService.calculateLiquidationPrice(100,
- 0.01, 67704.80, 1.477
- , 0.004, 0.0005);
+ @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, list.get(0).getClose());
}
}
diff --git a/trading-order-service/src/main/java/com/yami/trading/service/contract/ContractOrderService.java b/trading-order-service/src/main/java/com/yami/trading/service/contract/ContractOrderService.java
index 49e520d..8a7a4ed 100644
--- a/trading-order-service/src/main/java/com/yami/trading/service/contract/ContractOrderService.java
+++ b/trading-order-service/src/main/java/com/yami/trading/service/contract/ContractOrderService.java
@@ -1,5 +1,6 @@
package com.yami.trading.service.contract;
+import cn.hutool.core.bean.BeanUtil;
import cn.hutool.core.collection.CollectionUtil;
import cn.hutool.core.convert.Convert;
import cn.hutool.core.date.DateUtil;
@@ -9,6 +10,8 @@
import com.baomidou.mybatisplus.core.metadata.IPage;
import com.baomidou.mybatisplus.extension.plugins.pagination.Page;
import com.yami.trading.bean.contract.domain.ContractApplyOrder;
+import com.yami.trading.bean.contract.domain.ContractOrderProfit;
+import com.yami.trading.bean.syspara.domain.Syspara;
import com.yami.trading.bean.contract.dto.ContractApplyOrderDTO;
import com.yami.trading.bean.contract.dto.ContractOrderDTO;
import com.yami.trading.bean.contract.query.ContractApplyOrderQuery;
@@ -32,7 +35,9 @@
import com.yami.trading.service.user.UserService;
import com.yami.trading.service.WalletService;
import com.yami.trading.service.item.ItemService;
+import com.yami.trading.service.syspara.SysparaService;
import com.yami.trading.util.ConverterUtil;
+import lombok.extern.slf4j.Slf4j;
import org.apache.commons.collections.CollectionUtils;
import org.apache.commons.lang3.ObjectUtils;
import org.jetbrains.annotations.NotNull;
@@ -52,6 +57,10 @@
import java.math.RoundingMode;
import java.text.DecimalFormat;
import java.text.SimpleDateFormat;
+import java.time.Instant;
+import java.time.ZoneId;
+import java.time.ZonedDateTime;
+import java.time.temporal.ChronoUnit;
import java.util.*;
import java.util.concurrent.*;
import java.util.stream.Collectors;
@@ -62,9 +71,11 @@
* @author lucas
* @version 2023-03-29
*/
+@Slf4j
@Service
@Transactional
public class ContractOrderService extends ServiceImpl<ContractOrderMapper, ContractOrder> {
+ private static final int FUNDING_SETTLEMENT_INTERVAL_MINUTES = 240;
private final ConcurrentMap<String, ContractOrder> map = new ConcurrentHashMap<>();
private final ScheduledExecutorService executorService = Executors.newSingleThreadScheduledExecutor();
@@ -100,10 +111,20 @@
private ContractApplyOrderService contractApplyOrderService;
@Autowired
+ @Lazy
+ private ContractOrderCalculationService contractOrderCalculationService;
+
+ @Autowired
private StrongLevelCalculationService strongLevelCalculationService;
@Autowired
MoneyLogService moneyLogService;
+
+ @Autowired
+ private SysparaService sysparaService;
+
+ @Autowired
+ private ContractPositionModeService contractPositionModeService;
public IPage<ContractOrderDTO> listRecord(Page page, ContractOrderQuery query) {
return baseMapper.listRecord(page, query);
@@ -214,7 +235,7 @@
}
public ContractOrder findByOrderNoRedis(String orderNo) {
- return RedisUtil.get(ContractRedisKeys.CONTRACT_ORDERNO + orderNo);
+ return RedisUtil.get(ContractRedisKeys.CONTRACT_ORDERNO + orderNo);
}
public ContractOrder findByOrderNo(String orderNo) {
@@ -272,6 +293,8 @@
*/
return null;
}
+
+ contractOrderCalculationService.refreshMarkPriceProfit(order);
/**
* 收益
@@ -425,7 +448,145 @@
*/
@Transactional(propagation = Propagation.NOT_SUPPORTED)
public void updateByIdBuffer(ContractOrder entity) {
+ updateProfit(entity);
map.put(entity.getUuid(), entity);
+ }
+
+ public void wrapProfit(ContractOrder contractOrder) {
+ if (ContractOrder.STATE_SUBMITTED.equalsIgnoreCase(contractOrder.getState())) {
+ ContractOrderProfit cacheProfit = getCacheProfit(contractOrder.getUuid());
+ if (cacheProfit != null) {
+ contractOrder.setProfit(cacheProfit.getProfit());
+ contractOrder.setCloseAvgPrice(cacheProfit.getCloseAvgPrice());
+ contractOrder.setForceClosePrice(cacheProfit.getForceClosePrice());
+ } else {
+ contractOrder.setProfit(BigDecimal.ZERO);
+ }
+ }
+ }
+
+ public ContractOrderProfit getCacheProfit(String uuid) {
+ return RedisUtil.get(ContractRedisKeys.CONTRACT_PROFIT_V1 + uuid);
+ }
+
+ public void updateProfit(ContractOrder order) {
+ if (ContractOrder.STATE_SUBMITTED.equals(order.getState())) {
+ RedisUtil.set(ContractRedisKeys.CONTRACT_PROFIT_V1 + order.getUuid(), BeanUtil.copyProperties(order, ContractOrderProfit.class));
+ Map<String, ContractOrder> submittedMap =
+ RedisUtil.get(ContractRedisKeys.CONTRACT_SUBMITTED_ORDER_PARTY_ID + order.getPartyId());
+ if (null == submittedMap) {
+ submittedMap = new ConcurrentHashMap<>();
+ }
+
+ ContractOrder orderOld = submittedMap.get(order.getOrderNo());
+ if (orderOld == null) {
+ return;
+ }
+ orderOld.setCloseAvgPrice(order.getCloseAvgPrice());
+ orderOld.setProfit(order.getProfit());
+ orderOld.setForceClosePrice(order.getForceClosePrice());
+ submittedMap.put(order.getOrderNo(), orderOld);
+
+ RedisUtil.set(ContractRedisKeys.CONTRACT_SUBMITTED_ORDER_PARTY_ID + order.getPartyId(), submittedMap);
+
+ Map<String, BigDecimal> contractAssetsOrder = this.walletService.getMoneyContractByOrder(order);
+ Map<String, BigDecimal> contractAssetsOrderOld = this.walletService.getMoneyContractByOrder(orderOld);
+
+ BigDecimal contractAssets = RedisUtil.get(ContractRedisKeys.CONTRACT_ASSETS_PARTY_ID + order.getPartyId().toString());
+ if (contractAssets == null) {
+ contractAssets = BigDecimal.ZERO;
+ }
+ BigDecimal contractAssetsDeposit = RedisUtil.get(ContractRedisKeys.CONTRACT_ASSETS_DEPOSIT_PARTY_ID + order.getPartyId().toString());
+ if (contractAssetsDeposit == null) {
+ contractAssetsDeposit = BigDecimal.ZERO;
+ }
+ BigDecimal contractAssetsProfit = RedisUtil.get(ContractRedisKeys.CONTRACT_ASSETS_PROFIT_PARTY_ID + order.getPartyId().toString());
+ if (contractAssetsProfit == null) {
+ contractAssetsProfit = BigDecimal.ZERO;
+ }
+
+ RedisUtil.set(ContractRedisKeys.CONTRACT_ASSETS_PARTY_ID + order.getPartyId().toString(),
+ contractAssets.add(contractAssetsOrder.get("money_contract")).subtract(contractAssetsOrderOld.get("money_contract")));
+ RedisUtil.set(ContractRedisKeys.CONTRACT_ASSETS_DEPOSIT_PARTY_ID + order.getPartyId().toString(),
+ contractAssetsDeposit.add(contractAssetsOrder.get("money_contract_deposit")).subtract(contractAssetsOrderOld.get("money_contract_deposit")));
+ RedisUtil.set(ContractRedisKeys.CONTRACT_ASSETS_PROFIT_PARTY_ID + order.getPartyId().toString(),
+ contractAssetsProfit.add(contractAssetsOrder.get("money_contract_profit")).subtract(contractAssetsOrderOld.get("money_contract_profit")));
+ }
+ }
+
+ /**
+ * 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。
+ */
+ public BigDecimal calculateAccruedFundingPnl(ContractOrder order, BigDecimal markPrice, Date asOf) {
+ if (order == null || markPrice == null || asOf == null || order.getCreateTime() == null) {
+ return BigDecimal.ZERO;
+ }
+ BigDecimal vol = defaultZero(order.getVolume());
+ if (vol.compareTo(BigDecimal.ZERO) <= 0 || markPrice.compareTo(BigDecimal.ZERO) <= 0) {
+ return BigDecimal.ZERO;
+ }
+ long periods = countFundingSettlementPoints(
+ order.getCreateTime().toInstant(),
+ asOf.toInstant(),
+ ZoneId.systemDefault(),
+ FUNDING_SETTLEMENT_INTERVAL_MINUTES);
+ if (periods <= 0) {
+ return BigDecimal.ZERO;
+ }
+ Item item = itemService.findBySymbol(order.getSymbol());
+ BigDecimal faceValue = item != null && item.getFaceValue() > 0
+ ? BigDecimal.valueOf(item.getFaceValue()) : new BigDecimal("0.01");
+ BigDecimal notional = markPrice.multiply(vol).multiply(faceValue);
+ 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);
+ }
+
+ 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;
+ }
+ }
+
+ 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) {
+ return value == null ? BigDecimal.ZERO : value;
}
public void update(ContractOrder order) {
@@ -515,49 +676,58 @@
/**
+ * 价差盈亏（与持仓定时计算一致）：(平仓价 - 开仓价) × 平仓张数 × 面值，空仓取反
+ */
+ private BigDecimal calculatePricePnl(ContractOrder order, BigDecimal closePrice, BigDecimal sheets) {
+ BigDecimal tradeAvgPrice = order.getTradeAvgPrice() == null ? BigDecimal.ZERO : order.getTradeAvgPrice();
+ if (tradeAvgPrice.compareTo(BigDecimal.ZERO) <= 0 || sheets == null || sheets.compareTo(BigDecimal.ZERO) <= 0) {
+ return BigDecimal.ZERO;
+ }
+ Item item = itemService.findBySymbol(order.getSymbol());
+ BigDecimal faceValue = item != null && item.getFaceValue() > 0
+ ? BigDecimal.valueOf(item.getFaceValue()) : new BigDecimal("0.01");
+ BigDecimal point = closePrice.subtract(tradeAvgPrice);
+ BigDecimal pnl = point.multiply(faceValue).multiply(sheets).setScale(4, RoundingMode.DOWN);
+ if (!ContractOrder.DIRECTION_BUY.equals(order.getDirection())) {
+ pnl = pnl.negate();
+ }
+ return pnl;
+ }
+
+ /**
* 收益结算，平仓时计算
*
- * @param closevolume 平仓的张数
+ * @param volume 平仓的张数
*/
public BigDecimal settle(ContractOrder order, BigDecimal volume) {
- /**
- * 偏差点位
- */
- List<Realtime> list = this.dataService.realtime(order.getSymbol());
- if (list.size() == 0) {
- order.getProfit();
+ ContractOrderProfit cacheProfit = getCacheProfit(order.getUuid());
+ BigDecimal currentVolume = order.getVolume() == null ? BigDecimal.ZERO : order.getVolume();
+ if (currentVolume.compareTo(BigDecimal.ZERO) <= 0) {
+ return BigDecimal.ZERO;
}
- 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);;
- if (order.getForceClosePrice() != null && !order.getForceClosePrice().isEmpty()) { //达到强平价
- if ((ContractOrder.DIRECTION_BUY.equals(order.getDirection()) && close.compareTo(new BigDecimal(order.getForceClosePrice())) <= 0)
- || (ContractOrder.DIRECTION_SELL.equals(order.getDirection()) && close.compareTo(new BigDecimal(order.getForceClosePrice())) >= 0)) {
- point = new BigDecimal(order.getForceClosePrice()).subtract(order.getTradeAvgPrice());
- profit = point.multiply(new BigDecimal("0.01")).multiply(order.getVolumeOpen()).setScale(4, BigDecimal.ROUND_DOWN);;
- System.out.println("------------------point-------------："+point);
- System.out.println("------------------profit------------："+profit);
- profit = order.getDepositOpen().add(order.getAddDepositOpen()).negate();
- System.out.println("------------------扣除保证金------------："+profit);
- if (order.getLocationType() == 1) {
- Wallet wallet = this.walletService.findByUserId(order.getPartyId());
- System.out.println("------------------扣除余额------------："+wallet.getMoney());
- profit = profit.subtract(wallet.getMoney());
- }
+
+ BigDecimal closeRatio = volume.divide(currentVolume, 10, RoundingMode.HALF_UP);
+ BigDecimal originProfit = BigDecimal.ZERO;
+ if (cacheProfit != null) {
+ originProfit = cacheProfit.getProfit();
+ if (cacheProfit.getCloseAvgPrice() != null) {
+ order.setCloseAvgPrice(cacheProfit.getCloseAvgPrice());
+ }
+ } else {
+ List<Realtime> list = this.dataService.realtime(order.getSymbol());
+ if (!list.isEmpty()) {
+ originProfit = calculatePricePnl(order, list.get(0).getClose(), currentVolume);
}
}
- if(null != order.getProfitLossRatio() && order.getProfitLossRatio() > 0){
- profit = order.getDepositOpen().multiply(new BigDecimal((order.getProfitLossRatio()/100))).setScale(2, RoundingMode.DOWN);
+ BigDecimal profit = originProfit.multiply(closeRatio).setScale(4, RoundingMode.DOWN);
+
+ if (null != order.getProfitLossRatio() && order.getProfitLossRatio() > 0) {
+ profit = order.getDepositOpen().multiply(new BigDecimal((order.getProfitLossRatio() / 100))).setScale(2, RoundingMode.DOWN);
}
- if (ContractOrder.DIRECTION_BUY.equals(order.getDirection())) {
- order.setProfit(profit);
- } else{
- order.setProfit(profit.negate());
- }
+
+ order.setProfit(profit);
BigDecimal rentalProfit = order.getDepositOpen().add(order.getProfit()).add(order.getAddDepositOpen());
- System.out.println("------------------rentalProfit------------:"+rentalProfit);
BigDecimal rate = volume.divide(order.getVolumeOpen(), 2, RoundingMode.HALF_UP);
order.setAmountClose(order.getAmountClose().add(profit));
order.setVolume(order.getVolume().subtract(volume));
@@ -566,12 +736,192 @@
order.setState(ContractOrder.STATE_CREATED);
order.setCloseTime(DateUtil.currentSeconds());
order.setCloseTimeTs(DateUtil.currentSeconds());
-
}
return rentalProfit;
}
+
+ /**
+ * 单向持仓：反向开仓前先按张数平掉对向持仓，释放保证金后再开剩余仓位。
+ *
+ * @return 对冲后仍需新开仓的张数
+ */
+ private BigDecimal netOppositePositions(ContractApplyOrder applyOrder, Realtime realtime, BigDecimal openVolume) {
+ if (openVolume == null || openVolume.compareTo(BigDecimal.ZERO) <= 0) {
+ return BigDecimal.ZERO;
+ }
+ String oppositeDirection = ContractOrder.DIRECTION_BUY.equals(applyOrder.getDirection())
+ ? ContractOrder.DIRECTION_SELL
+ : ContractOrder.DIRECTION_BUY;
+ List<ContractOrder> oppositeList = findSubmitted(
+ applyOrder.getPartyId(), applyOrder.getSymbol(), oppositeDirection);
+ if (CollectionUtil.isEmpty(oppositeList)) {
+ return openVolume;
+ }
+
+ BigDecimal remainingOpenVolume = openVolume;
+ for (ContractOrder opposite : oppositeList) {
+ if (remainingOpenVolume.compareTo(BigDecimal.ZERO) <= 0) {
+ break;
+ }
+ if (opposite.getVolume() == null || opposite.getVolume().compareTo(BigDecimal.ZERO) <= 0) {
+ continue;
+ }
+ if (!ContractLock.add(opposite.getOrderNo())) {
+ continue;
+ }
+ try {
+ BigDecimal closeVolume = remainingOpenVolume.min(opposite.getVolume());
+ contractOrderCalculationService.refreshMarkPriceProfit(opposite);
+ BigDecimal profit = settle(opposite, closeVolume);
+ update(opposite);
+
+ Wallet wallet = walletService.findByUserId(applyOrder.getPartyId());
+ if (wallet.getMoney().add(profit).compareTo(BigDecimal.ZERO) < 0) {
+ profit = wallet.getMoney().negate();
+ }
+ walletService.updateMoney(opposite.getSymbol(), applyOrder.getPartyId(), profit, BigDecimal.ZERO,
+ Constants.MONEYLOG_CATEGORY_CONTRACT, Constants.WALLET_USDT,
+ Constants.MONEYLOG_CONTENT_CONTRACT_CLOSE,
+ "反手对冲平仓，平仓合约数[" + closeVolume + "],订单号[" + opposite.getOrderNo() + "]");
+
+ if (ContractOrder.STATE_CREATED.equals(opposite.getState())) {
+ User party = userService.getById(opposite.getPartyId());
+ if (party != null) {
+ if (party.getWithdrawLimitNowAmount() == null) {
+ party.setWithdrawLimitNowAmount(BigDecimal.ZERO);
+ }
+ party.setWithdrawLimitNowAmount(party.getWithdrawLimitNowAmount().add(opposite.getDepositOpen()));
+ userService.updateById(party);
+ }
+ userDataService.saveClose(opposite);
+ User partyUser = userService.getById(opposite.getPartyId());
+ if (partyUser != null && Constants.SECURITY_ROLE_MEMBER.equals(partyUser.getRoleName())) {
+ tipService.deleteTip(opposite.getUuid().toString());
+ }
+ }
+ remainingOpenVolume = remainingOpenVolume.subtract(closeVolume);
+ } finally {
+ ContractLock.remove(opposite.getOrderNo());
+ }
+ }
+ return remainingOpenVolume;
+ }
+
+ /**
+ * 反向开仓完全被对向持仓对冲，无需再开新仓。
+ */
+ private void completeNettedApplyOrder(ContractApplyOrder applyOrder,
+ BigDecimal originalDeposit, BigDecimal originalFee) {
+ applyOrder.setVolume(BigDecimal.ZERO);
+ applyOrder.setState(ContractApplyOrder.STATE_CREATED);
+ contractApplyOrderService.updateById(applyOrder);
+ if (ContractApplyOrder.ORDER_PRICE_TYPE_LIMIT.equals(applyOrder.getOrderPriceType())) {
+ BigDecimal refund = defaultZero(originalDeposit).add(defaultZero(originalFee));
+ if (refund.compareTo(BigDecimal.ZERO) > 0) {
+ walletService.updateMoney(applyOrder.getSymbol(), applyOrder.getPartyId(), refund, BigDecimal.ZERO,
+ Constants.MONEYLOG_CATEGORY_CONTRACT, Constants.WALLET_USDT,
+ Constants.MONEYLOG_CONTENT_CONTRACT_CONCEL,
+ "反手完全对冲，退回保证金，订单号[" + applyOrder.getOrderNo() + "]");
+ }
+ }
+ }
+
+ /**
+ * 部分对冲后，按剩余比例调整委托单保证金/手续费；限价单退回多扣部分。
+ */
+ private void adjustApplyOrderAfterPartialNet(ContractApplyOrder applyOrder,
+ BigDecimal originalVolume,
+ BigDecimal remainingVolume,
+ BigDecimal originalMoney,
+ BigDecimal originalDeposit,
+ BigDecimal originalFee) {
+ BigDecimal ratio = remainingVolume.divide(originalVolume, 10, RoundingMode.HALF_UP);
+ BigDecimal remainingMoney = originalMoney.multiply(ratio).setScale(4, RoundingMode.DOWN);
+ BigDecimal remainingDeposit = defaultZero(originalDeposit).multiply(ratio).setScale(4, RoundingMode.DOWN);
+ BigDecimal remainingFee = defaultZero(originalFee).multiply(ratio).setScale(4, RoundingMode.DOWN);
+
+ if (ContractApplyOrder.ORDER_PRICE_TYPE_LIMIT.equals(applyOrder.getOrderPriceType())) {
+ BigDecimal refund = defaultZero(originalDeposit).subtract(remainingDeposit)
+ .add(defaultZero(originalFee).subtract(remainingFee));
+ if (refund.compareTo(BigDecimal.ZERO) > 0) {
+ walletService.updateMoney(applyOrder.getSymbol(), applyOrder.getPartyId(), refund, BigDecimal.ZERO,
+ Constants.MONEYLOG_CATEGORY_CONTRACT, Constants.WALLET_USDT,
+ Constants.MONEYLOG_CONTENT_CONTRACT_CONCEL,
+ "反手部分对冲，退回多余保证金，订单号[" + applyOrder.getOrderNo() + "]");
+ }
+ }
+ applyOrder.setVolume(remainingVolume);
+ applyOrder.setVolumeOpen(remainingVolume);
+ applyOrder.setMoney(remainingMoney);
+ applyOrder.setDeposit(remainingDeposit);
+ applyOrder.setFee(remainingFee);
+ }
+
+ private void applyLimitOpenToOrder(ContractOrder order, ContractApplyOrder applyOrder) {
+ order.setUnitAmount(applyOrder.getUnitAmount());
+ order.setDepositOpen(applyOrder.getDeposit());
+ order.setDeposit(applyOrder.getDeposit());
+ order.setFee(defaultZero(applyOrder.getFee()));
+ order.setVolume(applyOrder.getVolume());
+ order.setVolumeOpen(applyOrder.getVolumeOpen());
+ order.setTradeAvgPrice(applyOrder.getPrice());
+ }
+
+ private void mergeLimitOpenToPosition(ContractOrder position, ContractApplyOrder applyOrder, Item item) {
+ position.setDepositOpen(position.getDepositOpen().add(applyOrder.getDeposit()));
+ position.setDeposit(position.getDeposit().add(applyOrder.getDeposit()));
+ position.setFee(defaultZero(position.getFee()).add(defaultZero(applyOrder.getFee())));
+ position.setLeverRate(applyOrder.getLeverRate());
+ double number = strongLevelCalculationService.countSheets(
+ position.getDepositOpen().doubleValue(),
+ applyOrder.getLeverRate().intValue(),
+ 0.01,
+ applyOrder.getPrice().doubleValue());
+ position.setVolumeOpen(new BigDecimal(number));
+ position.setVolume(new BigDecimal(number));
+ BigDecimal price = applyOrder.getPrice().multiply(BigDecimal.valueOf(item.getFaceValue()));
+ position.setUnitAmount(price.setScale(4, RoundingMode.DOWN));
+ BigDecimal avgPrice = position.getTradeAvgPrice().add(applyOrder.getPrice())
+ .divide(new BigDecimal(2), 4, RoundingMode.DOWN);
+ position.setTradeAvgPrice(avgPrice);
+ }
+
+ private void ensureOpponentOpenMargin(ContractApplyOrder applyOrder) {
+ BigDecimal cost = defaultZero(applyOrder.getDeposit()).add(defaultZero(applyOrder.getFee()));
+ BigDecimal available = contractApplyOrderService.getAvailableOpenMargin(
+ applyOrder.getPartyId(), applyOrder.getOrderNo());
+ if (available.compareTo(cost) < 0) {
+ throw new YamiShopBindException("not sufficient funds");
+ }
+ }
+
public void saveOpen(ContractApplyOrder applyOrder, Realtime realtime) {
Item item = this.itemService.findBySymbol(applyOrder.getSymbol());
+ if (item == null) {
+ throw new YamiShopBindException("Parameter Error3");
+ }
+
+ // 单向持仓：反向开仓前先平掉对向仓位；双向持仓（默认）允许同币种多空并存
+ if (contractPositionModeService.isOneWayMode()) {
+ BigDecimal originalVolume = applyOrder.getVolume();
+ BigDecimal originalMoney = applyOrder.getMoney();
+ BigDecimal originalDeposit = applyOrder.getDeposit();
+ BigDecimal originalFee = applyOrder.getFee();
+
+ BigDecimal remainingVolume = netOppositePositions(applyOrder, realtime, originalVolume);
+ if (remainingVolume.compareTo(BigDecimal.ZERO) <= 0) {
+ completeNettedApplyOrder(applyOrder, originalDeposit, originalFee);
+ return;
+ }
+ if (remainingVolume.compareTo(originalVolume) < 0) {
+ adjustApplyOrderAfterPartialNet(applyOrder, originalVolume, remainingVolume,
+ originalMoney, originalDeposit, originalFee);
+ }
+ }
+
+ if (ContractApplyOrder.ORDER_PRICE_TYPE_OPPONENT.equals(applyOrder.getOrderPriceType())) {
+ ensureOpponentOpenMargin(applyOrder);
+ }
ContractOrder f = getOne(new LambdaQueryWrapper<>(ContractOrder.class)
.eq(ContractOrder::getPartyId, applyOrder.getPartyId())
@@ -600,7 +950,7 @@
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));
+ f.setFee(defaultZero(f.getFee()).add(fee));
}
double number = strongLevelCalculationService.countSheets(f.getDepositOpen().doubleValue(), applyOrder.getLeverRate().intValue(), 0.01, realtime.getClose().doubleValue());
f.setVolumeOpen(new BigDecimal(number));
@@ -613,9 +963,11 @@
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() + "]"
);
+ } else {
+ mergeLimitOpenToPosition(f, applyOrder, item);
}
//计算强平价格
- getStrongPrice(f,item);
+ getStrongPrice(f);
update(f);
refreshOrder(applyOrder, f);
}else{
@@ -634,9 +986,10 @@
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());
+ double number = strongLevelCalculationService.countSheets(order.getDepositOpen().doubleValue(), order.getLeverRate().intValue(), 0.01, realtime.getClose().doubleValue());
order.setVolume(new BigDecimal(number));
order.setVolumeOpen(new BigDecimal(number));
+ order.setTradeAvgPrice(realtime.getClose());
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() + "]"
@@ -644,10 +997,12 @@
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() + "]"
);
+ } else {
+ applyLimitOpenToOrder(order, applyOrder);
}
- //计算强平价格
- getStrongPrice(order,item);
save(order);
+ getStrongPrice(order);
+ update(order);
refreshOrder(applyOrder, order);
}
}
@@ -719,31 +1074,8 @@
}
}
- private void getStrongPrice(ContractOrder order, Item item) {
- BigDecimal earnings = BigDecimal.ZERO;
- if(order.getLocationType() == 1){//全仓
- // 获取当前账户余额并加到收益中
- //Map<String, Object> moneyAll = walletService.getMoneyAll(order.getPartyId());
- //earnings = order.getDepositOpen().add(new BigDecimal(moneyAll.get("money_wallet").toString()));
- Wallet wallet = walletService.saveWalletByPartyId(order.getPartyId());
- earnings = order.getDepositOpen().add(earnings.add(wallet.getMoney()));
- }else{
- earnings = order.getDepositOpen().add(order.getAddDepositOpen());
- }
- 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(earnings.doubleValue(),
- faceValue, order.getVolumeOpen().doubleValue(), order.getTradeAvgPrice().doubleValue()
- , maintenanceMarginRate, item.getUnitFee().doubleValue());
- order.setForceClosePrice(BigDecimal.valueOf(forceClosePrice).toString());
- }else{
- double forceClosePrice = strongLevelCalculationService.calculateEmptyLiquidationPrice(earnings.doubleValue(),
- faceValue, order.getVolumeOpen().doubleValue(), order.getTradeAvgPrice().doubleValue()
- , maintenanceMarginRate, item.getUnitFee().doubleValue());
- order.setForceClosePrice(BigDecimal.valueOf(forceClosePrice).toString());
- }
+ private void getStrongPrice(ContractOrder order) {
+ order.setForceClosePrice(contractOrderCalculationService.calculateForceClosePriceForOrder(order));
}
public ContractApplyOrder saveClose(ContractApplyOrder applyOrder, Realtime realtime, String order_no) {
--
Gitblit v1.9.3