From 75018b2f492444248d8b476d9703bb312d2befc3 Mon Sep 17 00:00:00 2001
From: zj <1772600164@qq.com>
Date: Sat, 08 Feb 2025 16:51:19 +0800
Subject: [PATCH] 项目提交
---
trading-order-service/src/main/java/com/yami/trading/service/contract/ContractOrderCalculationServiceImpl.java | 192 +++++++++++++++++++++++++++--------------------
1 files changed, 109 insertions(+), 83 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..d7bbba7 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 +1,12 @@
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.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.item.ItemService;
@@ -17,6 +20,7 @@
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.List;
+import java.util.Map;
@Slf4j
@Service
@@ -39,6 +43,10 @@
private DataService dataService;
@Autowired
private WalletService walletService;
+
+ @Autowired
+ private StrongLevelCalculationService strongLevelCalculationService;
+
private SysparaService sysparaService;
public void saveCalculation(String order_no, List<ContractOrder> partyContractOrders) {
@@ -92,7 +100,15 @@
}
/**
- * 盈亏计算
+ * 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.
*
* @param profit_loss profit 盈 loss亏
* @param currentPrice 当前点位
@@ -101,19 +117,77 @@
/**
* 偏差点位
*/
- BigDecimal point = currentPrice.subtract(order.getTradeAvgPrice()).abs().divide(order.getPips(), 10, RoundingMode.HALF_UP);
+ BigDecimal point = currentPrice.subtract(order.getTradeAvgPrice());
/*
* 根据偏 差点数和手数算出盈亏金额
*/
- BigDecimal amount = order.getPipsAmount().multiply(point).multiply(order.getVolume());
+ BigDecimal amount = point.multiply(new BigDecimal("0.01")).multiply(order.getVolumeOpen()).setScale(4, BigDecimal.ROUND_DOWN);;
- if ("profit".equals(profit_loss)) {
- /**
- * 盈 正数
- */
- order.setProfit(amount);
- } else if ("loss".equals(profit_loss)) {
- order.setProfit(amount.negate());
+ Item item = itemService.findBySymbol(order.getSymbol());
+
+// if ("profit".equals(profit_loss)) {
+// /**
+// * 盈 正数
+// */
+// order.setProfit(amount);
+// } else if ("loss".equals(profit_loss)) {
+// order.setProfit(amount);
+//
+// }
+
+ order.setProfit(amount);
+
+ 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());
+ earnings = earnings.add(new BigDecimal(moneyAll.get("money_all_coin").toString()));
+
+ } else {
+ // 如果不符合条件，直接使用 order.getDepositOpen() 作为收益
+ earnings = order.getDepositOpen();
+ }
+
+ 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.calculateLiquidationPrice(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
@@ -130,7 +204,7 @@
* 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 +213,7 @@
* 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 +228,7 @@
* 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 +238,45 @@
*/
if (currentPrice.compareTo(loss_stop) >= 0) {
- this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo());
+ this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(),null);
return;
}
}
- 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());
- }
+ /**
+ * 强平计算
+ */
+ //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());
- // 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);
- }
- if (forceClose.compareTo(BigDecimal.ZERO) < 0) {
- forceClose = BigDecimal.ZERO;
- }
- order.setForceClosePrice(forceClose.toPlainString());
+// Wallet wallet = this.walletService.findByUserId(order.getPartyId().toString());
this.contractOrderService.updateByIdBuffer(order);
- if (profit.add(wallet.getMoney()).compareTo(BigDecimal.ZERO) <= 0) {
+// if (profit.add(wallet.getMoney()).compareTo(BigDecimal.ZERO) <= 0) {
+ if (currentPrice.toString().compareTo(order.getForceClosePrice()) <= 0) {//达到强平价
/**
* 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.allClose(order.getPartyId());
}
} 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) {
- /**
- * 低于系统默认平仓线，进行强平
- */
- this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo());
- return;
+ if (currentPrice.toString().compareTo(order.getForceClosePrice()) <= 0) {//达到强平价
+ 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();
-//
-// }
public void setDataService(DataService dataService) {
this.dataService = dataService;
--
Gitblit v1.9.3