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 | 582 ++++++++++++++++++++++++++++++++++++++++++++++++---------
1 files changed, 484 insertions(+), 98 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 3a38af1..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
@@ -1,36 +1,46 @@
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;
import cn.hutool.core.util.StrUtil;
+import com.baomidou.mybatisplus.core.conditions.query.LambdaQueryWrapper;
import com.baomidou.mybatisplus.core.conditions.query.QueryWrapper;
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;
import com.yami.trading.bean.contract.query.ContractOrderQuery;
import com.yami.trading.bean.data.domain.Realtime;
import com.yami.trading.bean.item.domain.Item;
+import com.yami.trading.bean.model.MoneyLog;
import com.yami.trading.bean.model.User;
import com.yami.trading.bean.model.UserData;
import com.yami.trading.bean.model.Wallet;
import com.yami.trading.common.constants.Constants;
import com.yami.trading.common.constants.ContractRedisKeys;
import com.yami.trading.common.constants.TipConstants;
-import com.yami.trading.common.util.DateUtils;
-import com.yami.trading.common.util.RandomUtil;
-import com.yami.trading.common.util.RedisUtil;
-import com.yami.trading.common.util.StringUtils;
+import com.yami.trading.common.exception.YamiShopBindException;
+import com.yami.trading.common.util.*;
+import com.yami.trading.service.MoneyLogService;
+import com.yami.trading.service.StrongLevelCalculationService;
import com.yami.trading.service.data.DataService;
import com.yami.trading.service.system.TipService;
import com.yami.trading.service.user.UserDataService;
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;
import org.springframework.beans.factory.annotation.Autowired;
import org.springframework.beans.factory.annotation.Qualifier;
import org.springframework.context.annotation.Lazy;
@@ -42,9 +52,15 @@
import com.yami.trading.dao.contract.ContractOrderMapper;
import org.springframework.web.bind.annotation.RequestParam;
+import java.lang.reflect.Type;
import java.math.BigDecimal;
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;
@@ -55,9 +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();
@@ -91,6 +109,19 @@
@Autowired
@Lazy
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);
@@ -127,7 +158,7 @@
public List<ContractOrder> findSubmitted(String partyId, String symbol, String direction, String startTime, String endTime, String symbolType) {
QueryWrapper<ContractOrder> queryWrapper = new QueryWrapper<>();
queryWrapper.eq(StrUtil.isNotBlank(partyId), "party_id", partyId);
- queryWrapper.eq(StrUtil.isNotBlank(symbol), "symbol", symbol);
+// queryWrapper.eq(StrUtil.isNotBlank(symbol), "symbol", symbol);
queryWrapper.eq(StrUtil.isNotBlank(direction), "direction", direction);
queryWrapper.eq("state", "submitted");
List<String> symbols = itemService.findByType(symbolType).stream().map(Item::getSymbol).collect(Collectors.toList());
@@ -218,7 +249,7 @@
public List<Map<String, Object>> getPaged(int pageNo, int pageSize, String partyId, String symbol, String type, String startTime, String endTime, String symbolType) {
QueryWrapper<ContractOrder> queryWrapper = new QueryWrapper<>();
queryWrapper.eq(StrUtil.isNotBlank(partyId), "party_id", partyId);
- queryWrapper.eq(StrUtil.isNotBlank(symbol), "symbol", symbol);
+// queryWrapper.eq(StrUtil.isNotBlank(symbol), "symbol", symbol);
if ("orders".equals(type)) {
queryWrapper.eq("state", "submitted");
} else if ("hisorders".equals(type)) {
@@ -243,60 +274,165 @@
/**
* 平仓，按订单进行平仓
*/
- public ContractOrder saveClose(String partyId, String orderNo) {
+ private final Object lock = new Object();
+
+ @Transactional
+ public ContractOrder saveClose(String partyId, String orderNo,String describe) {
/*
* 平仓
*/
- ContractOrder order = this.findByOrderNo(orderNo);
- if (order == null || !ContractOrder.STATE_SUBMITTED.equals(order.getState())
- || !partyId.equals(order.getPartyId()) || order.getVolume().compareTo(BigDecimal.ZERO) <= 0) {
+ synchronized (lock) {
+ ContractOrder order = this.findByOrderNo(orderNo);
+ if (order == null || !ContractOrder.STATE_SUBMITTED.equals(order.getState())
+ || !partyId.equals(order.getPartyId()) || order.getVolume().compareTo(BigDecimal.ZERO) <= 0) {
+ /**
+ * 状态已改变，退出处理
+ */
+ return null;
+ }
+
+ contractOrderCalculationService.refreshMarkPriceProfit(order);
+
/**
- * 状态已改变，退出处理
+ * 收益
*/
- return null;
+ BigDecimal volume = order.getVolume();
+ BigDecimal profit = settle(order, order.getVolume());
+
+ Wallet wallet = walletService.findByUserId(order.getPartyId());
+ if (wallet.getMoney().add(profit).compareTo(BigDecimal.ZERO) < 0) {
+ /*// 如果结果是负数，就归零
+ if (wallet.getMoney().compareTo(BigDecimal.ZERO) < 0) {
+ profit = BigDecimal.ZERO;
+ }*/
+ profit = wallet.getMoney().negate();
+ }
+
+ walletService.updateMoney(order.getSymbol(), partyId, profit, BigDecimal.ZERO,
+ Constants.MONEYLOG_CATEGORY_CONTRACT, Constants.WALLET_USDT, Constants.MONEYLOG_CONTENT_CONTRACT_CLOSE, describe+"平仓，平仓合约数[" + volume + "],订单号[" + order.getOrderNo() + "]");
+ order.setState(ContractOrder.STATE_CREATED);
+ order.setVolume(BigDecimal.ZERO);
+ order.setDeposit(BigDecimal.ZERO);
+ order.setCloseTime(DateUtil.currentSeconds());
+ order.setCloseTimeTs(DateUtil.currentSeconds());
+ update(order);
+
+ /**
+ * 合约产品平仓后添加当前流水setWithdraw_limit_now_amount
+ */
+ User party = userService.getById(order.getPartyId());
+ if (party.getWithdrawLimitNowAmount() == null) {
+ party.setWithdrawLimitNowAmount(BigDecimal.ZERO);
+ }
+ party.setWithdrawLimitNowAmount(party.getWithdrawLimitNowAmount().add(order.getDepositOpen()));
+ userService.updateById(party);
+ if (ObjectUtils.isEmpty(order.getCloseAvgPrice())) {
+ order.setCloseAvgPrice(BigDecimal.ZERO);
+ }
+ return order;
}
+ }
- /**
- * 收益
- */
- BigDecimal volume = order.getVolume();
- BigDecimal profit = settle(order, order.getVolume());
-// if (profit > 0) {
- Wallet wallet = walletService.findByUserId(order.getPartyId());
- BigDecimal amount_before = wallet.getMoney();
+ /**
+ * 全仓强平
+ */
+ private final Object allCloseLock = new Object();
-// wallet.setMoney(Arith.add(wallet.getMoney(), profit));
- if (wallet.getMoney().add(profit).compareTo(BigDecimal.ZERO) < 0) {
- profit = wallet.getMoney().negate();
+ @Transactional
+ public void allClose(String partyId) {
+ synchronized (allCloseLock) {
+ /*
+ * 平仓
+ */
+ //所有订单
+ List<ContractOrder> list = list(new LambdaQueryWrapper<>(ContractOrder.class)
+ .eq(ContractOrder::getState, ContractOrder.STATE_SUBMITTED)
+ .eq(ContractOrder::getPartyId, partyId)
+ );
+ //计算所有亏损
+ BigDecimal finalProfit = BigDecimal.ZERO; // 初始化为 0
+ String symbol = null;
+ String orderNo = null;
+ String volume = null;
+ for (ContractOrder order : list) {
+ /**
+ * 计算收益
+ */
+ BigDecimal earnings = settle(order, order.getVolume());
+ System.out.println("------------------计算收益earnings-------------："+earnings);
+ finalProfit = finalProfit.add(earnings);
+
+
+ order.setState(ContractOrder.STATE_CREATED);
+ order.setVolume(BigDecimal.ZERO);
+ order.setDeposit(BigDecimal.ZERO);
+ order.setCloseTime(DateUtil.currentSeconds());
+ order.setCloseTimeTs(DateUtil.currentSeconds());
+ update(order);
+
+ /**
+ * 合约产品平仓后添加当前流水setWithdraw_limit_now_amount
+ */
+ User party = userService.getById(order.getPartyId());
+ party.setWithdrawLimitNowAmount(party.getWithdrawLimitNowAmount().add(order.getDepositOpen()));
+ userService.updateById(party);
+ if (ObjectUtils.isEmpty(order.getCloseAvgPrice())) {
+ order.setCloseAvgPrice(BigDecimal.ZERO);
+ }
+
+ if (StringUtils.isNotEmpty(symbol)) {
+ symbol += "," + order.getSymbol();
+ } else {
+ symbol = order.getSymbol();
+ }
+
+ if (StringUtils.isNotEmpty(orderNo)) {
+ orderNo += "," + order.getOrderNo();
+ } else {
+ orderNo = order.getOrderNo();
+ }
+
+ if (StringUtils.isNotEmpty(volume)) {
+ volume += "," + "订单号:" + order.getOrderNo() + "数量:" + order.getVolumeOpen();
+ } else {
+ volume = "订单号:" + order.getOrderNo() + "数量:" + order.getVolumeOpen();
+ }
+
+ }
+ updateMoney(symbol, partyId, finalProfit, BigDecimal.ZERO,
+ Constants.MONEYLOG_CATEGORY_CONTRACT, Constants.WALLET_USDT, Constants.MANDATORY_LIQUIDATION_CONTRACT_CLOSE, "强制平仓，平仓合约数" + list.size() + "[" + volume + "],订单号[" + orderNo + "]");
}
+ }
- walletService.updateMoney(order.getSymbol(), partyId, profit, BigDecimal.ZERO,
- Constants.MONEYLOG_CATEGORY_CONTRACT, Constants.WALLET_USDT, Constants.MONEYLOG_CONTENT_CONTRACT_CLOSE, "平仓，平仓合约数[" + volume + "],订单号[" + order.getOrderNo() + "]");
- order.setState(ContractOrder.STATE_CREATED);
- order.setVolume(BigDecimal.ZERO);
- order.setDeposit(BigDecimal.ZERO);
- order.setCloseTime(DateUtil.currentSeconds());
- order.setCloseTimeTs(DateUtil.currentSeconds());
-// List<Realtime> list = this.dataService.realtime(order.getSymbol());
-// // 平仓时候把当前价格先更新回去
-// if (list.size() != 0) {
-// Realtime realtime = list.get(0);
-// BigDecimal close = realtime.getClose();
-// order.setCloseAvgPrice(close);
-// }
- update(order);
+ @Transactional
+ public void updateMoney(String symbol, String userId, BigDecimal money, BigDecimal amountFee,
+ String category, String walletType, String contentType, String log) {
- /**
- * 合约产品平仓后添加当前流水setWithdraw_limit_now_amount
- */
- User party = userService.getById(order.getPartyId());
- party.setWithdrawLimitNowAmount(party.getWithdrawLimitNowAmount().add(order.getDepositOpen()));
- userService.updateById(party);
- if (ObjectUtils.isEmpty(order.getCloseAvgPrice())) {
- order.setCloseAvgPrice(BigDecimal.ZERO);
+ Date now = new Date();
+ Wallet wallet = walletService.findByUserId(userId);
+ BigDecimal amountBefore = wallet.getMoney();
+ wallet.setMoney(BigDecimal.ZERO);
+ //wallet.setMoney(amountBefore.add(money));
+ if(wallet.getMoney().compareTo(BigDecimal.ZERO) < 0){
+ wallet.setMoney(BigDecimal.ZERO);
}
- return order;
+ wallet.setUpdateTime(now);
+ walletService.updateById(wallet);
+ // 账变日志
+ MoneyLog moneyLog = new MoneyLog();
+ moneyLog.setCreateTime(now);
+ moneyLog.setSymbol(symbol);
+ moneyLog.setCategory(category);
+ moneyLog.setAmountBefore(amountBefore);
+ moneyLog.setAmount(money);
+ moneyLog.setAmountAfter(wallet.getMoney());
+ moneyLog.setUserId(userId);
+ moneyLog.setWalletType(walletType);
+ moneyLog.setContentType(contentType);
+ moneyLog.setLog(log);
+ moneyLogService.save(moneyLog);
+
}
@@ -309,7 +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) {
@@ -399,16 +673,59 @@
/**
+ * 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) {
- /**
- * 平仓比率
- */
+ ContractOrderProfit cacheProfit = getCacheProfit(order.getUuid());
+ BigDecimal currentVolume = order.getVolume() == null ? BigDecimal.ZERO : order.getVolume();
+ if (currentVolume.compareTo(BigDecimal.ZERO) <= 0) {
+ return BigDecimal.ZERO;
+ }
+
+ 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);
+ }
+ }
+
+ 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);
+ }
+
+ order.setProfit(profit);
+ BigDecimal rentalProfit = order.getDepositOpen().add(order.getProfit()).add(order.getAddDepositOpen());
BigDecimal rate = volume.divide(order.getVolumeOpen(), 2, RoundingMode.HALF_UP);
- BigDecimal profit = order.getDeposit().add(order.getProfit()).multiply(rate);
order.setAmountClose(order.getAmountClose().add(profit));
order.setVolume(order.getVolume().subtract(volume));
order.setDeposit(order.getDeposit().subtract(order.getDepositOpen().multiply(rate)));
@@ -416,16 +733,94 @@
order.setState(ContractOrder.STATE_CREATED);
order.setCloseTime(DateUtil.currentSeconds());
order.setCloseTimeTs(DateUtil.currentSeconds());
-
}
- return profit;
+ return rentalProfit;
}
-
-
-
public void saveOpen(ContractApplyOrder applyOrder, Realtime realtime) {
Item item = this.itemService.findBySymbol(applyOrder.getSymbol());
+ ContractOrder f = getOne(new LambdaQueryWrapper<>(ContractOrder.class)
+ .eq(ContractOrder::getPartyId, applyOrder.getPartyId())
+ .eq(ContractOrder::getSymbol, applyOrder.getSymbol())
+ .eq(ContractOrder::getDirection, applyOrder.getDirection())
+ .eq(ContractOrder::getState,"submitted")
+ .last(" limit 1")
+ );
+
+
+ //合并订单
+ if(ObjectUtils.isNotEmpty(f)){
+ //创建订单
+ if(applyOrder.getOrderPriceType().equals("opponent")){//市价单，创建订单在计算和扣款
+ BigDecimal price = ((realtime.getClose().add(f.getTradeAvgPrice()))
+ .divide(new BigDecimal(2))).multiply(BigDecimal.valueOf(item.getFaceValue()));
+ BigDecimal unitAmount = price.setScale(4, RoundingMode.DOWN);
+
+ f.setUnitAmount(unitAmount);
+ f.setDepositOpen(f.getDepositOpen().add(applyOrder.getMoney()));
+ f.setDeposit(f.getDeposit().add(applyOrder.getMoney()));
+ f.setTradeAvgPrice((f.getTradeAvgPrice().add(realtime.getClose())).divide(new BigDecimal(2)).setScale(4, RoundingMode.DOWN));
+
+ BigDecimal fee = BigDecimal.ZERO;
+ if (f.getLeverRate() != null) {
+
+ fee = applyOrder.getDeposit().multiply(f.getLeverRate()).multiply(item.getUnitFee());
+ fee = fee.setScale(4, RoundingMode.DOWN); // 保留两位小数
+ f.setFee(f.getFee().add(fee));
+ }
+ double number = strongLevelCalculationService.countSheets(f.getDepositOpen().doubleValue(), applyOrder.getLeverRate().intValue(), 0.01, realtime.getClose().doubleValue());
+ f.setVolumeOpen(new BigDecimal(number));
+ f.setVolume(new BigDecimal(number));
+ f.setLeverRate(applyOrder.getLeverRate());
+
+ walletService.updateMoney(f.getSymbol(), f.getPartyId(), BigDecimal.ZERO.subtract(applyOrder.getDeposit()), BigDecimal.ZERO
+ , Constants.MONEYLOG_CATEGORY_CONTRACT, Constants.WALLET_USDT, Constants.MONEYLOG_CONTENT_CONTRACT_OPEN, "委托单，订单号[" + f.getOrderNo() + "]"
+ );
+ walletService.updateMoney(f.getSymbol(), f.getPartyId(), BigDecimal.ZERO.subtract(fee), BigDecimal.ZERO
+ , Constants.MONEYLOG_CATEGORY_CONTRACT, Constants.WALLET_USDT, Constants.MONEYLOG_CONTENT_FEE, "委托单，订单号[" + f.getOrderNo() + "]"
+ );
+ }
+ //计算强平价格
+ getStrongPrice(f);
+ update(f);
+ refreshOrder(applyOrder, f);
+ }else{
+ //创建订单
+ ContractOrder order = getContractOrder(applyOrder, item);
+ if(applyOrder.getOrderPriceType().equals("opponent")) {//市价单，创建订单在计算和扣款
+ BigDecimal price = ((realtime.getClose().add(order.getTradeAvgPrice()))
+ .divide(new BigDecimal(2))).multiply(BigDecimal.valueOf(item.getFaceValue()));
+ BigDecimal unitAmount = price.setScale(4, RoundingMode.DOWN);
+ order.setUnitAmount(unitAmount);
+ order.setDepositOpen(applyOrder.getMoney());
+ order.setDeposit(applyOrder.getMoney());
+
+ if (order.getLeverRate() != null) {
+ BigDecimal fee = order.getDeposit().multiply(order.getLeverRate()).multiply(item.getUnitFee());
+ 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, 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() + "]"
+ );
+ walletService.updateMoney(order.getSymbol(), order.getPartyId(), BigDecimal.ZERO.subtract(order.getFee()), BigDecimal.ZERO
+ , Constants.MONEYLOG_CATEGORY_CONTRACT, Constants.WALLET_USDT, Constants.MONEYLOG_CONTENT_FEE, "委托单，订单号[" + order.getOrderNo() + "]"
+ );
+ }
+ //计算强平价格
+ getStrongPrice(order);
+ save(order);
+ refreshOrder(applyOrder, order);
+ }
+ }
+
+ @NotNull
+ private static ContractOrder getContractOrder(ContractApplyOrder applyOrder, Item item) {
ContractOrder order = new ContractOrder();
order.setPartyId(applyOrder.getPartyId());
order.setSymbol(applyOrder.getSymbol());
@@ -433,34 +828,17 @@
order.setOrderNo(orderNo);
order.setDirection(applyOrder.getDirection());
order.setLeverRate(applyOrder.getLeverRate());
- order.setVolume(applyOrder.getVolume());
- order.setVolumeOpen(applyOrder.getVolumeOpen());
order.setOrderPriceType(applyOrder.getOrderPriceType());
- order.setUnitAmount(applyOrder.getUnitAmount());
- order.setFee(applyOrder.getFee());
- order.setDeposit(applyOrder.getDeposit());
- order.setDepositOpen(applyOrder.getDeposit());
-
- order.setTradeAvgPrice(realtime.getClose());
+ order.setTradeAvgPrice(applyOrder.getPrice());
order.setStopPriceProfit(applyOrder.getStopPriceProfit());
order.setStopPriceLoss(applyOrder.getStopPriceLoss());
-
order.setPips(item.getPips());
order.setPipsAmount(item.getPipsAmount());
- // 爆仓是爆整个钱包
-// BigDecimal forceClose = BigDecimal.ZERO;
-// BigDecimal base = order.getDepositOpen().multiply(order.getPips()).divide(order.getPipsAmount(), 10, RoundingMode.HALF_UP).divide(order.getVolume(),10, RoundingMode.HALF_UP);
-// if(order.getDirection().equalsIgnoreCase(ContractOrder.DIRECTION_BUY)){
-// forceClose = order.getTradeAvgPrice().subtract(base).setScale(item.getDecimals(), RoundingMode.HALF_UP);
-// }else if(order.getDirection().equalsIgnoreCase(ContractOrder.DIRECTION_SELL)) {
-// forceClose = order.getTradeAvgPrice().add(base).setScale(item.getDecimals(), RoundingMode.HALF_UP);
-// }
-// if(forceClose.compareTo(BigDecimal.ZERO) <0 ){
-// forceClose = BigDecimal.ZERO;
-// }
-// order.setForceClosePrice(forceClose.toPlainString());
- save(order);
+ order.setLocationType(applyOrder.getLocationType());
+ return order;
+ }
+ private void refreshOrder(ContractApplyOrder applyOrder, ContractOrder order) {
RedisUtil.set(ContractRedisKeys.CONTRACT_ORDERNO + order.getOrderNo(), order);
Map<String, ContractOrder> map = RedisUtil
@@ -508,6 +886,10 @@
}
}
+ private void getStrongPrice(ContractOrder order) {
+ order.setForceClosePrice(contractOrderCalculationService.calculateForceClosePriceForOrder(order));
+ }
+
public ContractApplyOrder saveClose(ContractApplyOrder applyOrder, Realtime realtime, String order_no) {
ContractOrder order = this.findByOrderNo(order_no);
if (order == null || !ContractOrder.STATE_SUBMITTED.equals(order.getState()) || order.getVolume().compareTo(BigDecimal.ZERO) <= 0) {
@@ -528,7 +910,6 @@
BigDecimal profit = this.settle(order, volume);
update(order);
Wallet wallet = this.walletService.findByUserId(order.getPartyId());
- BigDecimal amount_before = wallet.getMoney();
if (wallet.getMoney().add(profit).compareTo(BigDecimal.ZERO) < 0) {
profit = wallet.getMoney().negate();
@@ -578,7 +959,7 @@
}
map.put("name", name);
map.put("symbol", order.getSymbol());
- map.put("create_time", DateUtils.format(order.getCreateTime(), DateUtils.DF_yyyyMMddHHmmss));
+ map.put("create_time", order.getCreateTime());
map.put("create_time_ts", order.getCreateTimeTs());
if (order.getCloseTime() != null) {
@@ -611,28 +992,19 @@
map.put("amount", order.getVolume().multiply(order.getUnitAmount()));
map.put("amount_open", order.getVolumeOpen().multiply(order.getUnitAmount()));
map.put("fee", order.getFee());
- map.put("deposit", order.getDeposit());
- map.put("deposit_open", order.getDepositOpen());
- map.put("change_ratio", order.getChangeRatio());
- /**
- * 收益
- */
-// if (ContractOrder.STATE_SUBMITTED.equals(order.getState())) {
-// map.put("profit",
-// df.format(Arith.sub(
-// Arith.add(Arith.add(order.getAmount_close(), order.getProfit()), order.getDeposit()),
-// order.getDeposit_open())));
-// } else {
-// map.put("profit", df.format(
-// Arith.sub(Arith.add(order.getAmount_close(), order.getDeposit()), order.getDeposit_open())));
-// }
+ map.put("deposit", order.getDeposit().add(order.getAddDepositOpen()));
+ map.put("deposit_open", order.getDepositOpen().add(order.getAddDepositOpen()));
+ map.put("change_ratio", order.getChangeRatio().setScale(2, RoundingMode.HALF_UP));
+
if(order.getProfit()!=null){
- map.put("profit", order.getProfit().setScale(4, RoundingMode.HALF_UP));
+ map.put("profit", order.getProfit().setScale(2, RoundingMode.HALF_UP));
}else{
map.put("profit", order.getProfit());
}
map.put("volume", order.getVolume());
map.put("volume_open", order.getVolumeOpen());
+ map.put("force_close_rice", order.getForceClosePrice());
+ map.put("locationType", order.getLocationType());
return map;
}
@@ -651,7 +1023,7 @@
if (!CollectionUtils.isEmpty(findSubmittedContractOrders)) {
for (ContractOrder order : orders) {
if (ContractOrder.STATE_SUBMITTED.equals(order.getState())) {
- saveClose(order.getPartyId().toString(), order.getOrderNo());
+ saveClose(order.getPartyId().toString(), order.getOrderNo(),null);
}
RedisUtil.del(ContractRedisKeys.CONTRACT_ORDERNO + order.getOrderNo());
}
@@ -662,4 +1034,18 @@
RedisUtil.del(ContractRedisKeys.CONTRACT_ASSETS_PROFIT_PARTY_ID + partyId);
}
}
+
+
+ public void addDepositOpen(ContractOrder order, BigDecimal addDepositOpen) {
+ Wallet wallet = walletService.findByUserId(order.getPartyId());
+ BigDecimal amountBefore = wallet.getMoney();
+ if (amountBefore.compareTo(addDepositOpen) < 0) {
+ throw new YamiShopBindException("not sufficient funds");
+ }
+ order.setAddDepositOpen(order.getAddDepositOpen().add(addDepositOpen));
+ walletService.updateMoney(order.getSymbol(), order.getPartyId(), BigDecimal.ZERO.subtract(addDepositOpen), BigDecimal.ZERO
+ , Constants.MONEYLOG_CATEGORY_CONTRACT, Constants.WALLET_USDT, Constants.MONEYLOG_CONTENT_CONTRACT_ADD, "委托单追加保证金，订单号[" + order.getOrderNo() + "]"
+ );
+ update(order);
+ }
}
--
Gitblit v1.9.3