From dc6abd25de0fc12e7a9de54f628f970c8fdc5910 Mon Sep 17 00:00:00 2001
From: zyy <zyy@email.com>
Date: Fri, 22 May 2026 16:57:16 +0800
Subject: [PATCH] 理财
---
trading-order-service/src/main/java/com/yami/trading/service/contract/ContractOrderCalculationServiceImpl.java | 247 +++++++++++++++++++++++++++++++------------------
1 files changed, 155 insertions(+), 92 deletions(-)
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 54a2976..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
@@ -1,9 +1,10 @@
package com.yami.trading.service.contract;
import com.yami.trading.bean.contract.domain.ContractOrder;
+import com.yami.trading.bean.contract.domain.ContractOrderProfit;
import com.yami.trading.bean.data.domain.Realtime;
+import com.yami.trading.bean.item.domain.Item;
import com.yami.trading.bean.model.Wallet;
-import com.yami.trading.common.util.ThreadUtils;
import com.yami.trading.service.WalletService;
import com.yami.trading.service.data.DataService;
import com.yami.trading.service.item.ItemService;
@@ -16,6 +17,7 @@
import java.math.BigDecimal;
import java.math.RoundingMode;
+import java.util.Date;
import java.util.List;
@Slf4j
@@ -39,6 +41,7 @@
private DataService dataService;
@Autowired
private WalletService walletService;
+
private SysparaService sysparaService;
public void saveCalculation(String order_no, List<ContractOrder> partyContractOrders) {
@@ -58,6 +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());
@@ -98,28 +102,8 @@
* @param currentPrice 当前点位
*/
public void settle(ContractOrder order, String profit_loss, BigDecimal currentPrice, List<ContractOrder> partyContractOrders) {
- /**
- * 偏差点位
- */
- BigDecimal point = currentPrice.subtract(order.getTradeAvgPrice()).abs().divide(order.getPips(), 10, RoundingMode.HALF_UP);
- /*
- * 根据偏 差点数和手数算出盈亏金额
- */
- BigDecimal amount = order.getPipsAmount().multiply(point).multiply(order.getVolume());
- if ("profit".equals(profit_loss)) {
- /**
- * 盈 正数
- */
- order.setProfit(amount);
- } else if ("loss".equals(profit_loss)) {
- order.setProfit(amount.negate());
- }
- /**
- * 多次平仓价格不对，后续修
- */
- order.setCloseAvgPrice(currentPrice);
- this.contractOrderService.updateByIdBuffer(order);
+ applyMarkPriceToOrder(order, currentPrice);
/**
* 止盈价
@@ -130,7 +114,7 @@
* 买涨
*/
if (currentPrice.compareTo(profitStop) >= 0) {
- this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo());
+ this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), null);
return;
}
} else if (profitStop != null && profitStop.compareTo(BigDecimal.ZERO) > 0
@@ -139,7 +123,7 @@
* 买跌
*/
if (currentPrice.compareTo(profitStop) <= 0) {
- this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo());
+ this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), null);
return;
}
}
@@ -154,7 +138,7 @@
* 买涨
*/
if (currentPrice.compareTo(loss_stop) <= 0) {
- this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo());
+ this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), null);
return;
}
@@ -164,93 +148,158 @@
*/
if (currentPrice.compareTo(loss_stop) >= 0) {
- this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo());
+ this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), null);
return;
}
}
+ ContractOrderProfit cp = contractOrderService.getCacheProfit(order.getUuid());
+ BigDecimal profit1 = cp != null ? cp.getProfit() : defaultZero(order.getProfit());
+ order.setForceClosePrice(calculateForceClosePriceForOrder(order));
+ this.contractOrderService.updateByIdBuffer(order);
if (order_close_line_type == 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());
- // 计算所有除自己以外的profit
- BigDecimal profitExptThis = profit.subtract(order.getProfit()).subtract(order.getDeposit());
- /**
- * profitAll+wallet<=0
- * profitAll<=wallet 强平
- * p1 +E (p2~pn) <=wallet
- * (currentPrice-tradavg)*pipAmount*volume/pips + depost1 <=wallet-E(p2~pn)
- */
- BigDecimal left = wallet.getMoney().negate().subtract(profitExptThis).subtract(order.getDeposit());
- BigDecimal overLine = (left.multiply(order.getPips()).divide(order.getPipsAmount(), 10, RoundingMode.HALF_UP)
- .divide(order.getVolume(), 10, RoundingMode.HALF_UP));
- Integer decimal = itemService.getDecimal(order.getSymbol());
- BigDecimal forceClose = BigDecimal.ZERO;
- // 买多，从买价跌多少
- if (order.getDirection().equalsIgnoreCase(ContractOrder.DIRECTION_BUY)) {
- forceClose = order.getTradeAvgPrice().add(overLine).setScale(decimal, RoundingMode.HALF_UP);
- //买跌，涨到多少
- } else {
- forceClose = order.getTradeAvgPrice().subtract(overLine).setScale(decimal, RoundingMode.HALF_UP);
+ List<ContractOrder> list = contractOrderService.findSubmitted(order.getPartyId(), null, null, null, null, null);
+ BigDecimal totalEquity = defaultZero(wallet.getMoney());
+ for (ContractOrder contractOrder : list) {
+ if (ContractOrder.STATE_SUBMITTED.equals(contractOrder.getState())) {
+ contractOrderService.wrapProfit(contractOrder);
+ }
+ totalEquity = totalEquity.add(defaultZero(contractOrder.getProfit()).add(defaultZero(contractOrder.getDeposit())));
}
- if (forceClose.compareTo(BigDecimal.ZERO) < 0) {
- forceClose = BigDecimal.ZERO;
- }
- order.setForceClosePrice(forceClose.toPlainString());
- this.contractOrderService.updateByIdBuffer(order);
- if (profit.add(wallet.getMoney()).compareTo(BigDecimal.ZERO) <= 0) {
+ if (totalEquity.compareTo(BigDecimal.ZERO) <= 0) {
/**
* 触发全仓强平
*/
- this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo());
- ThreadUtils.sleep(100);
- for (int i = 0; i < list.size(); i++) {
- ContractOrder close_line = list.get(i);
- if (!order.getOrderNo().equals(close_line.getOrderNo())) {
- try {
- if (ContractLock.add(close_line.getOrderNo())) {
- this.contractOrderService.saveClose(close_line.getPartyId().toString(),
- close_line.getOrderNo());
- }
- } catch (Exception e) {
- log.error("error:", e);
- } finally {
- ContractLock.remove(close_line.getOrderNo());
- }
-
- }
- }
+ this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), "强平");
}
} else {
- BigDecimal divide = order.getDeposit().divide(order.getProfit().abs(), 10, RoundingMode.HALF_UP);
- if (order.getProfit().compareTo(BigDecimal.ZERO) < 0 && divide.compareTo(order_close_line.divide(new BigDecimal(100), 10, RoundingMode.HALF_UP)) <= 0) {
+ 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());
- return;
+ this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(), "强平");
}
}
-
}
-// @Override
-// public void afterPropertiesSet() throws Exception {
-// order_close_line = this.sysparaService.find("order_close_line").getDouble();
-// order_close_line_type = this.sysparaService.find("order_close_line_type").getInteger();
-//
-// }
+ @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) {
this.dataService = dataService;
@@ -276,4 +325,18 @@
this.order_close_line_type = order_close_line_type;
}
+ @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());
+ }
}
--
Gitblit v1.9.3