From 31e6203a5bb778ad9d1c599171606c89c8edd3a3 Mon Sep 17 00:00:00 2001
From: zj <1772600164@qq.com>
Date: Thu, 21 May 2026 15:59:47 +0800
Subject: [PATCH] 1
---
trading-order-huobi/src/main/java/com.yami.trading.huobi/data/job/AbstractGetDataJob.java | 46 ++
trading-order-service/src/main/java/com/yami/trading/service/contract/ContractOrderCalculationServiceImpl.java | 335 +++++++++----------
trading-order-admin/src/main/java/com/yami/trading/api/controller/KlineController.java | 77 +--
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 | 10
trading-order-bean/src/main/java/com/yami/trading/bean/contract/domain/ContractOrderProfit.java | 34 ++
trading-order-common/src/main/java/com/yami/trading/common/constants/ContractRedisKeys.java | 5
trading-order-admin/src/main/java/com/yami/trading/admin/task/RealtimeWebsocketServer.java | 5
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 | 6
trading-order-service/src/main/java/com/yami/trading/service/contract/ContractOrderService.java | 268 ++++++++++++---
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 | 69 ++-
13 files changed, 640 insertions(+), 343 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 3df2908..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
@@ -99,7 +99,11 @@
// 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());
+ 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..87728fc 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
@@ -96,7 +96,8 @@
if (itemService.isSuspended(symbol)) {
return;
}
- Double currentValue = AdjustmentValueCache.getCurrentValue().get(symbol).doubleValue();
+ 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();
@@ -111,7 +112,7 @@
realtime.setVolume(new BigDecimal(vol));
realtime.setAmount(new BigDecimal(amount));
- if (currentValue != null && currentValue != 0) {
+ 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))));
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 3eea33f..07408a0 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
@@ -69,24 +69,6 @@
}
// 数据处理
List<Kline> data = this.dataService.kline(symbol, line);
- Item item = itemService.findBySymbol(symbol);
- if (item != null) {
- if (item.getType().equals(Item.cryptos) && (item.getCurrencyType() != null && item.getCurrencyType() == 1)) {
- /*QueryWrapper<Ico> iQuery = new QueryWrapper<>();
- iQuery.eq("symbol", symbol);
- iQuery.eq("symbol_data", item.getSymbolData());
- Ico ico = icoService.getOne(iQuery);
- if (ico != null) {
- long now = ico.getMarketDate().getTime();*/
- long now = item.getCreateTimeTs() * 1000;
- data = data.stream().filter(kline -> kline != null
- && kline.getTs() != null
- && kline.getTs() > now)
- .collect(Collectors.toList());
- //}
- }
- }
-
if ("1day".equals(line) || "5day".equals(line) || "1mon".equals(line) || "1week".equals(line) || "quarter".equalsIgnoreCase(line)
|| "year".equalsIgnoreCase(line)) {
for (Kline datum : data) {
@@ -103,29 +85,13 @@
DateUtils.timeStamp2Date(String.valueOf(datum.getTs()), "MM-dd HH:mm"));
}
}
-
- /*BigDecimal currentValue = AdjustmentValueCache.getCurrentValue().get(symbol);
- if (currentValue != null) {
- data.forEach(kline -> {
- *//*logger.info("==currentValue==close:{}, low:{}, high:{}, open:{}, currentValue:{}",
- kline.getClose(), kline.getLow(), kline.getHigh(), kline.getOpen(), currentValue);*//*
- if (!kline.isAdjusted()){
- if (kline.getClose().compareTo(kline.getLow()) >= 0 && kline.getClose().compareTo(kline.getHigh()) <= 0) {
- kline.setClose(kline.getClose().add(currentValue));
- }
- kline.setOpen(kline.getOpen().add(currentValue));
- kline.setLow(kline.getLow().add(currentValue));
- kline.setHigh(kline.getHigh().add(currentValue));
- kline.setAdjusted(true);
- }
- });
- }*/
return Result.succeed(this.build(data, line, symbol));
} catch (Exception e) {
logger.error("getKline error", e);
throw new YamiShopBindException("k线图获取失败");
}
}
+
private List<Map<String, Object>> build(List<Kline> data, String line, String symbol) {
Collections.sort(data);
@@ -181,23 +147,42 @@
map.put("low", low.setScale(decimal, RoundingMode.HALF_UP));
map.put("volume", kline.getVolume());
- //if (line.equalsIgnoreCase(Kline.PERIOD_15MIN) || line.equalsIgnoreCase(Kline.PERIOD_30MIN) || line.equalsIgnoreCase(Kline.PERIOD_60MIN)) {
- if (i == data.size() - 1) {
- //获取当前价格
- Realtime realtime = DataCache.getLatestRealTime(symbol);
- if (realtime != null) {
- map.put("close", realtime.getClose().setScale(decimal, RoundingMode.HALF_UP));
+ if (i == data.size() - 1 && isRollingIntradayLine(line)) {
+ Realtime realtime = DataCache.getLatestRealTime(symbol);
+ BigDecimal latestClose = close;
+ if (realtime != null && realtime.getClose() != null) {
+ latestClose = realtime.getClose();
+ map.put("close", latestClose.setScale(decimal, RoundingMode.HALF_UP));
+ }
+ BeforeClose beforeClose = dataDBService.getBeforeClose(kline.getSymbol(), line, ts, realtime);
+ BigDecimal periodHigh = high;
+ BigDecimal periodLow = low;
+ if (beforeClose != null) {
+ if (beforeClose.getMaxClose() != null && beforeClose.getMaxClose().compareTo(BigDecimal.ZERO) > 0) {
+ periodHigh = beforeClose.getMaxClose();
}
- BeforeClose beforeClose = dataDBService.getBeforeClose(kline.getSymbol(), line, ts, realtime);
- if (beforeClose != null) {
- map.put("high", beforeClose.getMaxClose().setScale(decimal, RoundingMode.HALF_UP));
- map.put("low", beforeClose.getMinClose().setScale(decimal, RoundingMode.HALF_UP));
+ if (beforeClose.getMinClose() != null && beforeClose.getMinClose().compareTo(BigDecimal.ZERO) > 0) {
+ periodLow = beforeClose.getMinClose();
}
}
- //}
+ periodHigh = periodHigh.max(latestClose);
+ periodLow = periodLow.min(latestClose);
+ map.put("high", periodHigh.setScale(decimal, RoundingMode.HALF_UP));
+ map.put("low", periodLow.setScale(decimal, RoundingMode.HALF_UP));
+ }
list.add(map);
}
return list;
}
+ /**
+ * 5/15/30/60 分钟未收盘 K 线需用当前周期内的最高/最低价刷新
+ */
+ private boolean isRollingIntradayLine(String line) {
+ return Kline.PERIOD_5MIN.equalsIgnoreCase(line)
+ || Kline.PERIOD_15MIN.equalsIgnoreCase(line)
+ || Kline.PERIOD_30MIN.equalsIgnoreCase(line)
+ || Kline.PERIOD_60MIN.equalsIgnoreCase(line);
+ }
+
}
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..3d8ac17 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
@@ -6,6 +6,11 @@
* 永续合约，orderNo做key
*/
public final static String CONTRACT_ORDERNO = "CONTRACT_ORDERNO_";
+
+ /**
+ * 永续利润
+ */
+ public final static String CONTRACT_PROFIT_V1 = "CONTRACT_PROFIT_V1";
/**
* 永续合约，查询订单map，partyid做key
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 45112bb..d4d05b8 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
@@ -146,46 +146,63 @@
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()) {
- // 直接获取当前时间的毫秒级时间戳（系统默认时区，但值是全球统一的）
long currentTimeStamp = System.currentTimeMillis();
-
- // 如果需要严格基于东京时区的当前时间戳（结果和上面一致，因为时间戳是UTC绝对时间）
- //long currentTokyoTimeStamp = Instant.now().atZone(ZoneId.of("America/New_York")).toInstant().toEpochMilli();
RequestDataHelper.set("symbol", symbol);
QueryWrapper<Realtime> queryWrapper = new QueryWrapper<Realtime>()
- .eq("symbol", symbol) // 直接写数据库字段名（需和表字段一致）
+ .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");
- // 4. 执行聚合查询，用selectMap接收结果（键值对：maxClose/minClose -> 对应值）
+ .select("MAX(close) as maxClose", "MIN(close) as minClose");
Map<String, Object> resultMap = realtimeService.getMap(queryWrapper);
RequestDataHelper.clear();
beforeClose = new BeforeClose();
- if (resultMap == null || resultMap.isEmpty()) {
- return beforeClose;
- }
- beforeClose.setMaxClose(convertToBigDecimal(resultMap.get("maxClose")));
- beforeClose.setMinClose(convertToBigDecimal(resultMap.get("minClose")));
+ 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);
}
-
-
- if (realtime != null) {
- if (realtime.getClose().compareTo(beforeClose.getMaxClose()) > 0) {
- beforeClose.setMaxClose(realtime.getClose());
- redisTemplate.opsForValue().set(RedisKeys.REAL_TIME_BEFORE_CLOSE + symbol + line, beforeClose);
- }
- if (realtime.getClose().compareTo(beforeClose.getMinClose()) < 0) {
- beforeClose.setMinClose(realtime.getClose());
- redisTemplate.opsForValue().set(RedisKeys.REAL_TIME_BEFORE_CLOSE + symbol + line, beforeClose);
- }
- }
- System.out.println("realtime.getClose():" + realtime.getClose() + "==" + beforeClose);
return beforeClose;
}
+ 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 (min == null || min.compareTo(BigDecimal.ZERO) <= 0) {
+ min = latest;
+ } else {
+ min = min.min(latest);
+ }
+ }
+ 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
private BigDecimal convertToBigDecimal(Object value) {
if (value == null) {
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/ContractOrderCalculationService.java b/trading-order-service/src/main/java/com/yami/trading/service/contract/ContractOrderCalculationService.java
index cf8a4af..3deeacf 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
@@ -19,4 +19,14 @@
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..3d3ccdc 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 +17,8 @@
import java.math.BigDecimal;
import java.math.RoundingMode;
+import java.util.Date;
import java.util.List;
-import java.util.Map;
@Slf4j
@Service
@@ -45,9 +42,6 @@
@Autowired
private WalletService walletService;
- @Autowired
- private StrongLevelCalculationService strongLevelCalculationService;
-
private SysparaService sysparaService;
public void saveCalculation(String order_no, List<ContractOrder> partyContractOrders) {
@@ -67,6 +61,7 @@
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 +96,14 @@
}
/**
- * 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 +114,7 @@
* 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 +123,7 @@
* 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 +138,7 @@
* 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 +148,157 @@
*/
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());
+ 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.STATE_SUBMITTED.equals(contractOrder.getState())) {
+ contractOrderService.wrapProfit(contractOrder);
+ }
+ if (order.getUuid().equals(contractOrder.getUuid())) {
+ continue;
+ }
+ otherEquity = otherEquity.add(defaultZero(contractOrder.getProfit()).add(defaultZero(contractOrder.getDeposit())));
+ }
+
+ BigDecimal baseEquity = defaultZero(wallet.getMoney())
+ .add(otherEquity)
+ .add(defaultZero(order.getDeposit()));
+ BigDecimal priceOffset = baseEquity.divide(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 +325,18 @@
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..1fe0d60 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 +111,17 @@
private ContractApplyOrderService contractApplyOrderService;
@Autowired
+ @Lazy
+ private ContractOrderCalculationService contractOrderCalculationService;
+
+ @Autowired
private StrongLevelCalculationService strongLevelCalculationService;
@Autowired
MoneyLogService moneyLogService;
+
+ @Autowired
+ private SysparaService sysparaService;
public IPage<ContractOrderDTO> listRecord(Page page, ContractOrderQuery query) {
return baseMapper.listRecord(page, query);
@@ -273,6 +291,8 @@
return null;
}
+ contractOrderCalculationService.refreshMarkPriceProfit(order);
+
/**
* 收益
*/
@@ -425,7 +445,145 @@
*/
@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 +673,58 @@
/**
+ * 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));
@@ -566,7 +733,6 @@
order.setState(ContractOrder.STATE_CREATED);
order.setCloseTime(DateUtil.currentSeconds());
order.setCloseTimeTs(DateUtil.currentSeconds());
-
}
return rentalProfit;
}
@@ -615,7 +781,7 @@
);
}
//计算强平价格
- getStrongPrice(f,item);
+ getStrongPrice(f);
update(f);
refreshOrder(applyOrder, f);
}else{
@@ -634,9 +800,10 @@
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() + "]"
@@ -646,7 +813,7 @@
);
}
//计算强平价格
- getStrongPrice(order,item);
+ getStrongPrice(order);
save(order);
refreshOrder(applyOrder, order);
}
@@ -719,31 +886,8 @@
}
}
- 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) {
--
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