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-service/src/main/java/com/yami/trading/service/contract/ContractOrderService.java | 156 +++++++++++++++++++++++++++++++++++-----------------
1 files changed, 105 insertions(+), 51 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 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) {
--
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