From effab9619e17b97ac98b035eaa64ba99b27f5dc6 Mon Sep 17 00:00:00 2001
From: zj <1772600164@qq.com>
Date: Tue, 14 Apr 2026 11:13:28 +0800
Subject: [PATCH] 1
---
trading-order-service/src/main/java/com/yami/trading/service/contract/ContractOrderCalculationServiceImpl.java | 185 ++++++++++++++++++++++++++++------------------
1 files changed, 113 insertions(+), 72 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 fda90c8..16af431 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
@@ -1,17 +1,16 @@
package com.yami.trading.service.contract;
import com.yami.trading.bean.contract.domain.ContractOrder;
+import com.yami.trading.bean.contract.domain.ContractOrderProfit;
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.bean.syspara.domain.Syspara;
import com.yami.trading.common.constants.ContractRedisKeys;
import com.yami.trading.common.util.RedisUtil;
import com.yami.trading.common.util.ThreadUtils;
import com.yami.trading.service.WalletService;
import com.yami.trading.service.data.DataService;
import com.yami.trading.service.item.ItemService;
-import com.yami.trading.service.syspara.SysparaService;
import lombok.extern.slf4j.Slf4j;
import org.apache.commons.lang3.ObjectUtils;
import org.apache.logging.log4j.LogManager;
@@ -21,12 +20,12 @@
import org.springframework.context.annotation.Lazy;
import org.springframework.stereotype.Service;
-import javax.annotation.Resource;
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.time.Instant;
import java.time.LocalDate;
import java.time.ZoneId;
+import java.util.Date;
import java.util.List;
@Slf4j
@@ -50,9 +49,63 @@
private DataService dataService;
@Autowired
private WalletService walletService;
- @Resource
- private SysparaService sysparaService;
private Logger logger = LogManager.getLogger(ContractOrderCalculationServiceImpl.class);
+
+ private BigDecimal defaultZero(BigDecimal value) {
+ return value == null ? BigDecimal.ZERO : value;
+ }
+
+ private BigDecimal calculateType1ForceClosePrice(ContractOrder order, Wallet wallet) {
+ BigDecimal volume = defaultZero(order.getVolume());
+ BigDecimal tradeAvgPrice = defaultZero(order.getTradeAvgPrice());
+ if (volume.compareTo(BigDecimal.ZERO) <= 0) {
+ return BigDecimal.ZERO;
+ }
+
+ List<ContractOrder> list = contractOrderService.findSubmitted(order.getPartyId(), null, null, null, null, null);
+ BigDecimal otherEquity = BigDecimal.ZERO;
+ for (ContractOrder contractOrder : list) {
+ if (ContractOrder.STATE_SUBMITTED.equals(contractOrder.getState())) {
+ contractOrderService.wrapProfit(contractOrder);
+ }
+ if (order.getUuid().equals(contractOrder.getUuid())) {
+ continue;
+ }
+ otherEquity = otherEquity.add(defaultZero(contractOrder.getProfit()).add(defaultZero(contractOrder.getDeposit())));
+ }
+
+ BigDecimal baseEquity = defaultZero(wallet.getMoney())
+ .add(otherEquity)
+ .add(defaultZero(order.getDeposit()));
+ BigDecimal priceOffset = baseEquity.divide(volume, 10, RoundingMode.HALF_UP);
+ if (ContractOrder.DIRECTION_BUY.equalsIgnoreCase(order.getDirection())) {
+ return tradeAvgPrice.subtract(priceOffset);
+ }
+ return tradeAvgPrice.add(priceOffset);
+ }
+
+ private BigDecimal calculateType2ForceClosePrice(ContractOrder order) {
+ BigDecimal volume = defaultZero(order.getVolume());
+ BigDecimal tradeAvgPrice = defaultZero(order.getTradeAvgPrice());
+ if (volume.compareTo(BigDecimal.ZERO) <= 0) {
+ return BigDecimal.ZERO;
+ }
+ BigDecimal thresholdRatio = order_close_line.divide(new BigDecimal(100), 10, RoundingMode.HALF_UP);
+ if (thresholdRatio.compareTo(BigDecimal.ZERO) <= 0) {
+ return tradeAvgPrice;
+ }
+ BigDecimal availableDeposit = defaultZero(order.getDeposit());
+ if (availableDeposit.compareTo(BigDecimal.ZERO) <= 0) {
+ return tradeAvgPrice;
+ }
+ BigDecimal requiredLoss = availableDeposit.divide(thresholdRatio, 10, RoundingMode.HALF_UP);
+ BigDecimal priceOffset = requiredLoss.divide(volume, 10, RoundingMode.HALF_UP);
+ if (ContractOrder.DIRECTION_BUY.equalsIgnoreCase(order.getDirection())) {
+ return tradeAvgPrice.subtract(priceOffset);
+ }
+ return tradeAvgPrice.add(priceOffset);
+ }
+
@Override
public void saveCalculation(String order_no) {
try {
@@ -70,6 +123,7 @@
Realtime realtime = list.get(0);
BigDecimal close = new BigDecimal(realtime.getClose());
+ settle(order, "watch", close);
BigDecimal add = order.getTradeAvgPrice().add(order.getPips());
BigDecimal subtract = order.getTradeAvgPrice().subtract(order.getPips());
@@ -116,11 +170,10 @@
BigDecimal point = close.subtract(order.getTradeAvgPrice()).abs().divide(order.getPips(), 10, RoundingMode.HALF_UP);
// 根据偏 差点数和手数算出盈亏金额
BigDecimal amount = order.getPipsAmount().multiply(point).multiply(order.getVolume());
- if (order.getDirection().equalsIgnoreCase(ContractOrder.DIRECTION_BUY)) {
- return amount;
- } else {
- return amount.negate();
- }
+ BigDecimal pricePnl = order.getDirection().equalsIgnoreCase(ContractOrder.DIRECTION_BUY)
+ ? amount : amount.negate();
+ BigDecimal funding = contractOrderService.calculateAccruedFundingPnl(order, close, new Date());
+ return pricePnl.add(funding);
}
@@ -151,11 +204,10 @@
* 根据偏 差点数和手数算出盈亏金额
*/
BigDecimal amount = order.getPipsAmount().multiply(point).multiply(order.getVolume());
- if (order.getDirection().equalsIgnoreCase(ContractOrder.DIRECTION_BUY)) {
- return amount;
- } else {
- return amount.negate();
- }
+ BigDecimal pricePnl = order.getDirection().equalsIgnoreCase(ContractOrder.DIRECTION_BUY)
+ ? amount : amount.negate();
+ BigDecimal funding = contractOrderService.calculateAccruedFundingPnl(order, close, new Date());
+ return pricePnl.add(funding);
}
@@ -183,29 +235,7 @@
pips = new BigDecimal("0.01");
}
- /**
- * 根据价格变化百分比和保证金计算盈亏金额
- */
-
- BigDecimal priceChangeRatio = currentPrice.subtract(order.getTradeAvgPrice())
- .divide(order.getTradeAvgPrice(), 6, RoundingMode.DOWN);
-
- BigDecimal margin = order.getUnitAmount().multiply(order.getVolumeOpen()); // 这是用户实际的投资金额
-
- BigDecimal profitAmount = margin.multiply(priceChangeRatio);
-
- if (ContractOrder.DIRECTION_BUY.equals(order.getDirection())) {
- order.setProfit(profitAmount.setScale(6,RoundingMode.DOWN));
- } else{
- order.setProfit(profitAmount.setScale(6,RoundingMode.DOWN).negate());
- }
-
-
- /**
- * 多次平仓价格不对，后续修
- */
- order.setCloseAvgPrice(currentPrice);
- this.contractOrderService.updateByIdBuffer(order);
+ applyMarkPriceToOrder(order, currentPrice);
/**
* 止盈价
@@ -254,55 +284,27 @@
return;
}
}
- BigDecimal profit1 = contractOrderService.getCacheProfit(order.getUuid()).getProfit();
+ ContractOrderProfit cp = contractOrderService.getCacheProfit(order.getUuid());
+ BigDecimal profit1 = cp != null ? cp.getProfit() : defaultZero(order.getProfit());
if (order_close_line_type == 1) {
- /**
- * 收益
- */
- BigDecimal profit = BigDecimal.ZERO;
-
Wallet wallet = this.walletService.findByUserId(order.getPartyId().toString());
- // 计算所有除自己以外的profit
- BigDecimal profitExptThis = profit.subtract(profit1).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 pipsAmount = order.getPipsAmount();
- if(pipsAmount.doubleValue() <= 0.00){
- pipsAmount = new BigDecimal("0.01");
- }
- BigDecimal overLine = (left.multiply(pips).divide(pipsAmount, 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);
- }
+ BigDecimal forceClose = calculateType1ForceClosePrice(order, wallet).setScale(decimal, RoundingMode.HALF_UP);
if (forceClose.compareTo(BigDecimal.ZERO) < 0) {
forceClose = BigDecimal.ZERO;
}
order.setForceClosePrice(forceClose.toPlainString());
this.contractOrderService.updateByIdBuffer(order);
List<ContractOrder> list = contractOrderService.findSubmitted(order.getPartyId(), null, null, null, null, null);
+ BigDecimal totalEquity = defaultZero(wallet.getMoney());
for(ContractOrder contractOrder :list) {
if(ContractOrder.STATE_SUBMITTED.equals(contractOrder.getState())){
contractOrderService.wrapProfit(contractOrder);
}
+ totalEquity = totalEquity.add(defaultZero(contractOrder.getProfit()).add(defaultZero(contractOrder.getDeposit())));
}
- for (int i = 0; i < list.size(); i++) {
- ContractOrder close_line = list.get(i);
- profit = profit.add(close_line.getProfit().add(close_line.getDeposit()));
- }
- if (profit.add(wallet.getMoney()).compareTo(BigDecimal.ZERO) <= 0) {
+ if (totalEquity.compareTo(BigDecimal.ZERO) <= 0) {
/**
* 触发全仓强平
*/
@@ -310,6 +312,13 @@
}
} else {
+ Integer decimal = itemService.getDecimal(order.getSymbol());
+ BigDecimal forceClose = calculateType2ForceClosePrice(order).setScale(decimal, RoundingMode.HALF_UP);
+ if (forceClose.compareTo(BigDecimal.ZERO) < 0) {
+ forceClose = BigDecimal.ZERO;
+ }
+ order.setForceClosePrice(forceClose.toPlainString());
+ this.contractOrderService.updateByIdBuffer(order);
BigDecimal divide = order.getDeposit().divide(profit1.abs(), 10, RoundingMode.HALF_UP);
if (profit1.compareTo(BigDecimal.ZERO) < 0 && divide.compareTo(order_close_line.divide(new BigDecimal(100), 10, RoundingMode.HALF_UP)) <= 0) {
/**
@@ -333,4 +342,36 @@
this.order_close_line_type = order_close_line_type;
}
+ private void applyMarkPriceToOrder(ContractOrder order, BigDecimal currentPrice) {
+ BigDecimal priceChangeRatio = currentPrice.subtract(order.getTradeAvgPrice())
+ .divide(order.getTradeAvgPrice(), 6, RoundingMode.DOWN);
+ BigDecimal margin = order.getTradeAvgPrice().multiply(order.getVolume());
+ BigDecimal profitAmount = margin.multiply(priceChangeRatio);
+ BigDecimal priceProfit;
+ if (ContractOrder.DIRECTION_BUY.equals(order.getDirection())) {
+ priceProfit = profitAmount.setScale(6, RoundingMode.DOWN);
+ } else {
+ priceProfit = profitAmount.setScale(6, RoundingMode.DOWN).negate();
+ }
+ BigDecimal fundingPnl = contractOrderService.calculateAccruedFundingPnl(order, currentPrice, new Date());
+ order.setProfit(priceProfit.add(fundingPnl));
+ order.setCloseAvgPrice(currentPrice);
+ this.contractOrderService.updateByIdBuffer(order);
+ }
+
+ @Override
+ public void refreshMarkPriceProfit(ContractOrder order) {
+ if (order == null || !ContractOrder.STATE_SUBMITTED.equals(order.getState())) {
+ return;
+ }
+ if (defaultZero(order.getVolume()).compareTo(BigDecimal.ZERO) <= 0) {
+ return;
+ }
+ List<Realtime> list = this.dataService.realtime(order.getSymbol());
+ if (list.isEmpty()) {
+ return;
+ }
+ applyMarkPriceToOrder(order, BigDecimal.valueOf(list.get(0).getClose()));
+ }
+
}
--
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