From bf6c08e0b9f18cca48cc616729387e5885d067f2 Mon Sep 17 00:00:00 2001
From: zj <1772600164@qq.com>
Date: Sun, 02 Mar 2025 18:08:19 +0800
Subject: [PATCH] 项目提交
---
trading-order-admin/src/main/java/com/yami/trading/api/controller/ApiContractOrderController.java | 6
trading-order-service/src/main/java/com/yami/trading/service/StrongLevelCalculationService.java | 2
trading-order-service/src/main/java/com/yami/trading/service/contract/ContractOrderCalculationServiceImpl.java | 33 +++
trading-order-service/src/main/java/com/yami/trading/util/StrongLevelCalculationUtil.java | 156 +++++++++---------
trading-order-service/src/main/java/com/yami/trading/service/contract/ContractOrderService.java | 156 +++++++++++++------
trading-order-admin/src/main/java/com/yami/trading/api/controller/ApiContractApplyOrderController.java | 18 +
trading-order-bean/src/main/java/com/yami/trading/bean/contract/domain/ContractApplyOrder.java | 5
trading-order-service/src/main/java/com/yami/trading/service/contract/ContractApplyOrderService.java | 56 ++----
trading-order-service/src/main/java/com/yami/trading/service/impl/StrongLevelCalculationServiceImpl.java | 25 ++
9 files changed, 274 insertions(+), 183 deletions(-)
diff --git a/trading-order-admin/src/main/java/com/yami/trading/api/controller/ApiContractApplyOrderController.java b/trading-order-admin/src/main/java/com/yami/trading/api/controller/ApiContractApplyOrderController.java
index b87162a..6a317eb 100644
--- a/trading-order-admin/src/main/java/com/yami/trading/api/controller/ApiContractApplyOrderController.java
+++ b/trading-order-admin/src/main/java/com/yami/trading/api/controller/ApiContractApplyOrderController.java
@@ -23,6 +23,7 @@
import com.yami.trading.common.util.ThreadUtils;
import com.yami.trading.security.common.util.SecurityUtils;
import com.yami.trading.service.SessionTokenService;
+import com.yami.trading.service.StrongLevelCalculationService;
import com.yami.trading.service.WalletService;
import com.yami.trading.service.contract.ContractApplyOrderService;
import com.yami.trading.service.contract.ContractLockService;
@@ -196,13 +197,23 @@
String partyId = SecurityUtils.getUser().getUserId();
RLock rLock = redissonClient.getLock("contract_open_" + partyId);
boolean lockAcquired = false;
-
+ double faceValue = 0.01;//面值
+ double minAmount = 0.01;//最低张数
try {
// 尝试获取锁，最多等待5秒
lockAcquired = rLock.tryLock(5, TimeUnit.SECONDS);
if (!lockAcquired) {
log.warn("无法获取锁: contract_open_{}", partyId);
throw new YamiShopBindException("请稍后再试");
+ }
+ //判断下单金额是否符合最低金额 最低下单张数：0.01
+ //合约张数 张数=保证金*杠杆倍数/（面值*最新成交价）
+ double v = openAction.getAmount().doubleValue() * openAction.getLever_rate().doubleValue() / (faceValue * openAction.getPrice().doubleValue());
+ BigDecimal amount = BigDecimal.valueOf(v).setScale(4, RoundingMode.DOWN);
+ if (amount.compareTo(new BigDecimal(faceValue)) < 0) {
+ double minimumAmount = minAmount * faceValue * openAction.getPrice().doubleValue() / openAction.getLever_rate().doubleValue();
+ double roundedAmount = Math.ceil(minimumAmount * 10000) / 10000;
+ throw new YamiShopBindException("最低下单金额："+roundedAmount);
}
// 校验当前用户订单状态
@@ -278,14 +289,15 @@
order.setSymbol(openAction.getSymbol());
order.setDirection(openAction.getDirection());
order.setOffset(ContractApplyOrder.OFFSET_OPEN);
- order.setVolume(openAction.getAmount());
- order.setVolumeOpen(openAction.getAmount());
+// order.setVolume(openAction.getAmount());
+// order.setVolumeOpen(openAction.getAmount());
order.setLeverRate(openAction.getLever_rate());
order.setPrice(openAction.getPrice());
order.setStopPriceProfit(openAction.getStop_price_profit());
order.setStopPriceLoss(openAction.getStop_price_loss());
order.setOrderPriceType(openAction.getPrice_type());
order.setState(ContractApplyOrder.STATE_SUBMITTED);
+ order.setMoney(openAction.getAmount());
contractApplyOrderService.saveCreate(order);
}
diff --git a/trading-order-admin/src/main/java/com/yami/trading/api/controller/ApiContractOrderController.java b/trading-order-admin/src/main/java/com/yami/trading/api/controller/ApiContractOrderController.java
index 436a1e9..aafba17 100644
--- a/trading-order-admin/src/main/java/com/yami/trading/api/controller/ApiContractOrderController.java
+++ b/trading-order-admin/src/main/java/com/yami/trading/api/controller/ApiContractOrderController.java
@@ -23,6 +23,8 @@
import javax.servlet.http.HttpServletRequest;
import java.io.IOException;
+import java.math.BigDecimal;
+import java.math.RoundingMode;
import java.util.*;
/**
@@ -153,10 +155,10 @@
bySymbol.transName();
map.put("name", bySymbol.getName());
}
- map.put("mark_price", realtime.getClose());
+ map.put("mark_price", realtime.getClose().setScale(4, RoundingMode.DOWN));
}
if (ObjectUtils.isEmpty(data.get(i).get("close_avg_price"))) {
- data.get(i).put("close_avg_price", data.get(i).get("mark_price"));
+ data.get(i).put("close_avg_price", new BigDecimal(data.get(i).get("mark_price").toString()).setScale(4, RoundingMode.DOWN));
}
}
return Result.ok(data);
diff --git a/trading-order-bean/src/main/java/com/yami/trading/bean/contract/domain/ContractApplyOrder.java b/trading-order-bean/src/main/java/com/yami/trading/bean/contract/domain/ContractApplyOrder.java
index 338c6b9..4eb5e26 100644
--- a/trading-order-bean/src/main/java/com/yami/trading/bean/contract/domain/ContractApplyOrder.java
+++ b/trading-order-bean/src/main/java/com/yami/trading/bean/contract/domain/ContractApplyOrder.java
@@ -113,5 +113,8 @@
*/
private BigDecimal deposit;
-
+ /**
+ * 下单金额
+ */
+ private BigDecimal money;
}
diff --git a/trading-order-service/src/main/java/com/yami/trading/service/StrongLevelCalculationService.java b/trading-order-service/src/main/java/com/yami/trading/service/StrongLevelCalculationService.java
index d8f9155..66243f2 100644
--- a/trading-order-service/src/main/java/com/yami/trading/service/StrongLevelCalculationService.java
+++ b/trading-order-service/src/main/java/com/yami/trading/service/StrongLevelCalculationService.java
@@ -12,4 +12,6 @@
public double calculateEmptyLiquidationPrice ( double marginBalance, double faceValue, double contractQuantity,
double openingPrice, double maintenanceMarginRate, double feeRate);
+
+ public double countSheets(double earnestMoney,int level,double faceValue,double recentQuotation);
}
diff --git a/trading-order-service/src/main/java/com/yami/trading/service/contract/ContractApplyOrderService.java b/trading-order-service/src/main/java/com/yami/trading/service/contract/ContractApplyOrderService.java
index 31fadb1..7edae99 100644
--- a/trading-order-service/src/main/java/com/yami/trading/service/contract/ContractApplyOrderService.java
+++ b/trading-order-service/src/main/java/com/yami/trading/service/contract/ContractApplyOrderService.java
@@ -23,6 +23,7 @@
import com.yami.trading.common.util.StringUtils;
import com.yami.trading.dao.contract.ContractApplyOrderMapper;
import com.yami.trading.service.MoneyLogService;
+import com.yami.trading.service.StrongLevelCalculationService;
import com.yami.trading.service.data.DataService;
import com.yami.trading.service.user.UserService;
import com.yami.trading.service.WalletService;
@@ -73,6 +74,8 @@
private WalletService walletService;
@Autowired
private ContractOrderService contractOrderService;
+ @Autowired
+ private StrongLevelCalculationService strongLevelCalculationService;
public Page<Map<String, Object>> findList(Page<ContractApplyOrder> page, String partyId, String symbol, String type, String startTime, String endTime, String symbolType) {
QueryWrapper<ContractApplyOrder> queryWrapper = new QueryWrapper<>();
@@ -163,12 +166,15 @@
public void saveCreate(ContractApplyOrder order) {
- if (order.getVolumeOpen().doubleValue() % 1 != 0) {
- throw new YamiShopBindException("Parameter Error1");
- }
-
- if (order.getVolumeOpen().compareTo(BigDecimal.ZERO) <= 0) {
- throw new YamiShopBindException("Parameter Error2");
+// if (order.getVolumeOpen().doubleValue() % 1 != 0) {
+// throw new YamiShopBindException("Parameter Error1");
+// }
+//
+// if (order.getVolumeOpen().compareTo(BigDecimal.ZERO) <= 0) {
+// throw new YamiShopBindException("Parameter Error2");
+// }
+ if(order.getMoney().compareTo(BigDecimal.ZERO) <= 0){
+ throw new YamiShopBindException("Please enter the order amount");
}
boolean orderOpen = this.sysparaService.find("order_open").getBoolean();
@@ -199,54 +205,28 @@
log.info("{} --- order --- {} --- {}", order.getSymbol(), item.getUuid(), levers.size());
checkLever(order, levers);
- List<ContractOrder> contractOrderSubmitted = contractOrderService.findSubmitted(order.getPartyId(),
- order.getSymbol(), order.getDirection());
- for (int i = 0; i < contractOrderSubmitted.size(); i++) {
- BigDecimal sourceLeverRate = order.getLeverRate();
- sourceLeverRate = sourceLeverRate == null ? BigDecimal.ZERO : sourceLeverRate;
-
- BigDecimal targetLeverRate = contractOrderSubmitted.get(i).getLeverRate();
- targetLeverRate = targetLeverRate == null ? BigDecimal.ZERO : targetLeverRate;
- if (sourceLeverRate.compareTo(targetLeverRate) != 0) {
- throw new YamiShopBindException("存在不同杠杆的持仓单");
- }
- }
- List<ContractApplyOrder> applyOrderSubmittedList = this.findSubmitted(order.getPartyId().toString(),
- order.getSymbol(), "open", order.getDirection());
- for (int i = 0; i < applyOrderSubmittedList.size(); i++) {
- BigDecimal sourceLeverRate = order.getLeverRate();
- sourceLeverRate = sourceLeverRate == null ? BigDecimal.ZERO : sourceLeverRate;
- BigDecimal targetLeverRate = applyOrderSubmittedList.get(i).getLeverRate();
- targetLeverRate = targetLeverRate == null ? BigDecimal.ZERO : targetLeverRate;
- if (sourceLeverRate.compareTo(targetLeverRate) != 0) {
- throw new YamiShopBindException("存在不同杠杆的持仓单");
- }
- }
-
-
order.setOrderNo(DateUtil.getToday("yyMMddHHmmss") + RandomUtil.getRandomNum(8));
+ double number = strongLevelCalculationService.countSheets(order.getMoney().doubleValue(), order.getLeverRate().intValue(), 0.01, order.getPrice().doubleValue());
+
+ order.setVolumeOpen(new BigDecimal(number));
+ order.setVolume(new BigDecimal(number));
BigDecimal unitAmount = order.getPrice().multiply(BigDecimal.valueOf(item.getFaceValue()));
unitAmount = unitAmount.setScale(4, RoundingMode.DOWN);
- BigDecimal deposit = unitAmount.multiply(order.getVolumeOpen()).divide(order.getLeverRate(), 4, RoundingMode.DOWN);
-
order.setUnitAmount(unitAmount);
- order.setDeposit(deposit);
+ order.setDeposit(order.getMoney());
if (order.getLeverRate() != null) {
/**
* 加上杠杆
*/
- // 设置订单数量
- order.setVolume(order.getVolumeOpen());
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);
}
- order.setVolumeOpen(order.getVolumeOpen());
Wallet wallet = this.walletService.findByUserId(order.getPartyId());
BigDecimal amountBefore = wallet.getMoney();
@@ -291,7 +271,7 @@
volume = volume.subtract(applyOrderSubmittedList.get(i).getVolume());
}
if (order.getVolume().compareTo(volume) > 0) {
- throw new YamiShopBindException("可平仓合约张数不足");
+ throw new YamiShopBindException("可平仓合约数量不足");
}
save(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 d7bbba7..c8ee441 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
@@ -263,17 +263,36 @@
this.contractOrderService.updateByIdBuffer(order);
// 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.allClose(order.getPartyId());
+ //判断买涨还是买跌"buy":买(多) "sell":卖(空)
+ if(order.getDirection().equals("buy")){
+ if (currentPrice.toString().compareTo(order.getForceClosePrice()) <= 0) {//达到强平价
+ /**
+ * 触发全仓强平
+ */
+ this.contractOrderService.allClose(order.getPartyId());
+ }
+ }else{
+ if (currentPrice.toString().compareTo(order.getForceClosePrice())>= 0) {//达到强平价
+ /**
+ * 触发全仓强平
+ */
+ this.contractOrderService.allClose(order.getPartyId());
+
+ }
}
+
} else {
- if (currentPrice.toString().compareTo(order.getForceClosePrice()) <= 0) {//达到强平价
- this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(),"强平");
+ if(order.getDirection().equals("buy")){
+ if (currentPrice.toString().compareTo(order.getForceClosePrice()) <= 0) {//达到强平价
+ this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(),"强平");
+ }
+ }else{
+ if (currentPrice.toString().compareTo(order.getForceClosePrice()) >= 0) {//达到强平价
+ this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrderNo(),"强平");
+ }
}
+
}
}
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 6c6d187..0cbb865 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
@@ -1,6 +1,7 @@
package com.yami.trading.service.contract;
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;
@@ -21,10 +22,7 @@
import com.yami.trading.common.constants.ContractRedisKeys;
import com.yami.trading.common.constants.TipConstants;
import com.yami.trading.common.exception.YamiShopBindException;
-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.util.*;
import com.yami.trading.service.StrongLevelCalculationService;
import com.yami.trading.service.data.DataService;
import com.yami.trading.service.system.TipService;
@@ -32,8 +30,10 @@
import com.yami.trading.service.user.UserService;
import com.yami.trading.service.WalletService;
import com.yami.trading.service.item.ItemService;
+import com.yami.trading.util.ConverterUtil;
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;
@@ -45,6 +45,7 @@
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;
@@ -506,6 +507,86 @@
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)));
+
+ 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(), f.getLeverRate().intValue(), 0.01, realtime.getClose().doubleValue());
+ f.setVolumeOpen(new BigDecimal(number));
+ f.setVolume(new BigDecimal(number));
+
+ 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,item);
+ 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, applyOrder.getPrice().doubleValue());
+ order.setVolume(new BigDecimal(number));
+ order.setVolumeOpen(new BigDecimal(number));
+
+ 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,item);
+ 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());
@@ -514,59 +595,15 @@
order.setDirection(applyOrder.getDirection());
order.setLeverRate(applyOrder.getLeverRate());
order.setOrderPriceType(applyOrder.getOrderPriceType());
-
order.setTradeAvgPrice(applyOrder.getPrice());
order.setStopPriceProfit(applyOrder.getStopPriceProfit());
order.setStopPriceLoss(applyOrder.getStopPriceLoss());
-
order.setPips(item.getPips());
order.setPipsAmount(item.getPipsAmount());
- if(applyOrder.getOrderPriceType().equals("opponent")){//市价单，创建订单在计算和扣款
- BigDecimal unitAmount = applyOrder.getPrice().multiply(BigDecimal.valueOf(item.getFaceValue()));
- unitAmount = unitAmount.setScale(4, RoundingMode.DOWN);
+ return order;
+ }
- BigDecimal deposit = unitAmount.multiply(applyOrder.getVolumeOpen()).divide(order.getLeverRate(), 4, RoundingMode.DOWN);
-
- order.setUnitAmount(unitAmount);
- order.setDepositOpen(deposit);
- order.setDeposit(deposit);
-
- if (order.getLeverRate() != null) {
- /**
- * 加上杠杆
- */
- // 设置订单数量
- order.setVolume(applyOrder.getVolumeOpen());
-
- 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);
- }
- order.setVolumeOpen(applyOrder.getVolumeOpen());
-
- 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() + "]"
- );
- }
- 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(order.getDepositOpen().doubleValue(),
- faceValue, order.getVolumeOpen().doubleValue(), order.getTradeAvgPrice().doubleValue()
- , maintenanceMarginRate, item.getUnitFee().doubleValue());
- order.setForceClosePrice(BigDecimal.valueOf(forceClosePrice).toString());
- }else{
- double forceClosePrice = strongLevelCalculationService.calculateEmptyLiquidationPrice(order.getDepositOpen().doubleValue(),
- faceValue, order.getVolumeOpen().doubleValue(), order.getTradeAvgPrice().doubleValue()
- , maintenanceMarginRate, item.getUnitFee().doubleValue());
- order.setForceClosePrice(BigDecimal.valueOf(forceClosePrice).toString());
- }
- save(order);
-
+ private void refreshOrder(ContractApplyOrder applyOrder, ContractOrder order) {
RedisUtil.set(ContractRedisKeys.CONTRACT_ORDERNO + order.getOrderNo(), order);
Map<String, ContractOrder> map = RedisUtil
@@ -614,6 +651,23 @@
}
}
+ private void getStrongPrice(ContractOrder order, Item item) {
+ 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(order.getDepositOpen().doubleValue(),
+ faceValue, order.getVolumeOpen().doubleValue(), order.getTradeAvgPrice().doubleValue()
+ , maintenanceMarginRate, item.getUnitFee().doubleValue());
+ order.setForceClosePrice(BigDecimal.valueOf(forceClosePrice).toString());
+ }else{
+ double forceClosePrice = strongLevelCalculationService.calculateEmptyLiquidationPrice(order.getDepositOpen().doubleValue(),
+ faceValue, order.getVolumeOpen().doubleValue(), order.getTradeAvgPrice().doubleValue()
+ , maintenanceMarginRate, item.getUnitFee().doubleValue());
+ order.setForceClosePrice(BigDecimal.valueOf(forceClosePrice).toString());
+ }
+ }
+
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) {
diff --git a/trading-order-service/src/main/java/com/yami/trading/service/impl/StrongLevelCalculationServiceImpl.java b/trading-order-service/src/main/java/com/yami/trading/service/impl/StrongLevelCalculationServiceImpl.java
index a3d1f88..31d824a 100644
--- a/trading-order-service/src/main/java/com/yami/trading/service/impl/StrongLevelCalculationServiceImpl.java
+++ b/trading-order-service/src/main/java/com/yami/trading/service/impl/StrongLevelCalculationServiceImpl.java
@@ -17,10 +17,10 @@
public static void main(String[] args) {
// 给定参数
- double marginBalance = 100; // 保证金余额
+ double marginBalance = 10; // 保证金余额
double faceValue = 0.01; // 合约面值（固定面值不能调整）
- double contractQuantity = 5; // 合约张数 张数=保证金/开仓均价*面值/杠杆
- double openingPrice = 97016.44; // 开仓均价
+ double contractQuantity = 0.5; // 合约张数 张数=可用保证金*杠杆倍数/（面值*最新成交价）
+ double openingPrice = 97016.4; // 开仓均价
double maintenanceMarginRate = 0.004; // 维持保证金率（固定不变）
double feeRate = 0.0005; // 手续费率 根据实际设置
@@ -94,6 +94,25 @@
return new BigDecimal(result).setScale(2, RoundingMode.HALF_UP).doubleValue();
}
+
+
+ /**
+ *
+ * @param earnestMoney 保证金
+ * @param level 杠杆
+ * @param faceValue 面值
+ * @param recentQuotation 最新价格
+ * @return 合约张数 张数=可用保证金*杠杆倍数/（面值*最新成交价）
+ */
+ @Override
+ public double countSheets(double earnestMoney, int level, double faceValue, double recentQuotation){
+ double result = earnestMoney * level / (faceValue * recentQuotation);
+
+ BigDecimal bd = new BigDecimal(result).setScale(2, RoundingMode.DOWN);
+
+ return bd.doubleValue();
+ }
+
public static double a (double marginBalance, double faceValue, double contractQuantity,
double openingPrice, double maintenanceMarginRate, double feeRate){
// 计算分子部分
diff --git a/trading-order-service/src/main/java/com/yami/trading/util/StrongLevelCalculationUtil.java b/trading-order-service/src/main/java/com/yami/trading/util/StrongLevelCalculationUtil.java
index 0945125..e7db6a3 100644
--- a/trading-order-service/src/main/java/com/yami/trading/util/StrongLevelCalculationUtil.java
+++ b/trading-order-service/src/main/java/com/yami/trading/util/StrongLevelCalculationUtil.java
@@ -1,78 +1,78 @@
-package com.yami.trading.util;
-
-/**
- * @program: trading-order-master
- * @description: 强平价格计算
- * @create: 2025-01-15 15:56
- **/
-public class StrongLevelCalculationUtil {
-
- public static void main(String[] args) {
- // 给定参数
- double marginBalance = 968.802; // 保证金余额
- double faceValue = 0.01; // 合约面值（固定面值不能调整）
- double contractQuantity = 1; // 合约张数 张数=保证金/开仓均价*面值/杠杆
- double openingPrice = 96880.2; // 开仓均价
- double maintenanceMarginRate = 0.004; // 维持保证金率（固定不变）
- double feeRate = 0.0005; // 手续费率 根据实际设置
-
- // 计算强平价
- double liquidationPrice = calculateLiquidationPrice(marginBalance, faceValue, contractQuantity,
- openingPrice, maintenanceMarginRate, feeRate);
-
- // 输出结果
- System.out.println("多仓预估强平价: " + liquidationPrice);
-
- // 计算空仓预估强平价
- double liquidationPrice2 = calculateEmptyLiquidationPrice(marginBalance, faceValue, contractQuantity,
- openingPrice, maintenanceMarginRate, feeRate);
-
- // 输出结果
- System.out.println("空仓预估强平价: " + liquidationPrice2);
- }
-
- /**
- * 多仓强平价格计算 多仓预估强平价 =(保证金余额-面值 *|张数|*开仓均价)/(面值*张数|*(维持保证金率+手续费率 -1));
- * @param marginBalance 保证金余额
- * @param faceValue 合约面值
- * @param contractQuantity 合约张数
- * @param openingPrice 开仓均价
- * @param maintenanceMarginRate 维持保证金率
- * @param feeRate 手续费率
- * @return
- */
- public static double calculateLiquidationPrice(double marginBalance, double faceValue, double contractQuantity,
- double openingPrice, double maintenanceMarginRate, double feeRate){
- // 计算分子部分
- double numerator = marginBalance - (faceValue * contractQuantity * openingPrice);
-
- // 计算分母部分
- double denominator = faceValue * contractQuantity * (maintenanceMarginRate + feeRate - 1);
-
- // 计算强平价
- return numerator / denominator;
- }
-
-
- /**
- * 空仓强平价格计算 空仓预估强平价 =(保证金余额+面值 *|张数|*开仓均价)/(面值*|张数|*(维持金率+王续费率 +1))
- * @param marginBalance 保证金余额
- * @param faceValue 合约面值
- * @param contractQuantity 合约张数
- * @param openingPrice 开仓均价
- * @param maintenanceMarginRate 维持保证金率
- * @param feeRate 手续费率
- * @return
- */
- public static double calculateEmptyLiquidationPrice(double marginBalance, double faceValue, double contractQuantity,
- double openingPrice, double maintenanceMarginRate, double feeRate){
- // 计算分子部分
- double numerator = marginBalance + (faceValue * contractQuantity * openingPrice);
-
- // 计算分母部分
- double denominator = faceValue * contractQuantity * (maintenanceMarginRate + feeRate + 1);
-
- // 计算空仓预估强平价
- return numerator / denominator;
- }
-}
+//package com.yami.trading.util;
+//
+///**
+// * @program: trading-order-master
+// * @description: 强平价格计算
+// * @create: 2025-01-15 15:56
+// **/
+//public class StrongLevelCalculationUtil {
+//
+// public static void main(String[] args) {
+// // 给定参数
+// double marginBalance = 968.802; // 保证金余额
+// double faceValue = 0.01; // 合约面值（固定面值不能调整）
+// double contractQuantity = 1; // 合约张数 可用保证金*杠杆倍数/（面值*最新成交价）
+// double openingPrice = 96880.2; // 开仓均价
+// double maintenanceMarginRate = 0.004; // 维持保证金率（固定不变）
+// double feeRate = 0.0005; // 手续费率 根据实际设置
+//
+// // 计算强平价
+// double liquidationPrice = calculateLiquidationPrice(marginBalance, faceValue, contractQuantity,
+// openingPrice, maintenanceMarginRate, feeRate);
+//
+// // 输出结果
+// System.out.println("多仓预估强平价: " + liquidationPrice);
+//
+// // 计算空仓预估强平价
+// double liquidationPrice2 = calculateEmptyLiquidationPrice(marginBalance, faceValue, contractQuantity,
+// openingPrice, maintenanceMarginRate, feeRate);
+//
+// // 输出结果
+// System.out.println("空仓预估强平价: " + liquidationPrice2);
+// }
+//
+// /**
+// * 多仓强平价格计算 多仓预估强平价 =(保证金余额-面值 *|张数|*开仓均价)/(面值*张数|*(维持保证金率+手续费率 -1));
+// * @param marginBalance 保证金余额
+// * @param faceValue 合约面值
+// * @param contractQuantity 合约张数
+// * @param openingPrice 开仓均价
+// * @param maintenanceMarginRate 维持保证金率
+// * @param feeRate 手续费率
+// * @return
+// */
+// public static double calculateLiquidationPrice(double marginBalance, double faceValue, double contractQuantity,
+// double openingPrice, double maintenanceMarginRate, double feeRate){
+// // 计算分子部分
+// double numerator = marginBalance - (faceValue * contractQuantity * openingPrice);
+//
+// // 计算分母部分
+// double denominator = faceValue * contractQuantity * (maintenanceMarginRate + feeRate - 1);
+//
+// // 计算强平价
+// return numerator / denominator;
+// }
+//
+//
+// /**
+// * 空仓强平价格计算 空仓预估强平价 =(保证金余额+面值 *|张数|*开仓均价)/(面值*|张数|*(维持金率+王续费率 +1))
+// * @param marginBalance 保证金余额
+// * @param faceValue 合约面值
+// * @param contractQuantity 合约张数
+// * @param openingPrice 开仓均价
+// * @param maintenanceMarginRate 维持保证金率
+// * @param feeRate 手续费率
+// * @return
+// */
+// public static double calculateEmptyLiquidationPrice(double marginBalance, double faceValue, double contractQuantity,
+// double openingPrice, double maintenanceMarginRate, double feeRate){
+// // 计算分子部分
+// double numerator = marginBalance + (faceValue * contractQuantity * openingPrice);
+//
+// // 计算分母部分
+// double denominator = faceValue * contractQuantity * (maintenanceMarginRate + feeRate + 1);
+//
+// // 计算空仓预估强平价
+// return numerator / denominator;
+// }
+//}
--
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