From 98a5e458479e7f0034fda19e12cf7c04675f88c8 Mon Sep 17 00:00:00 2001
From: zj <1772600164@qq.com>
Date: Fri, 22 May 2026 10:25:37 +0800
Subject: [PATCH] 1
---
trading-order-service/src/main/java/com/yami/trading/service/contract/ContractOrderService.java | 268 +++++++++++++++++++++++++++++++++++++++++------------
1 files changed, 206 insertions(+), 62 deletions(-)
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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