From 60d1f642052ad8c7bd8a11f02f965b122bebf9a4 Mon Sep 17 00:00:00 2001
From: zj <1772600164@qq.com>
Date: Thu, 09 Apr 2026 18:43:37 +0800
Subject: [PATCH] 1
---
trading-order-service/src/main/java/com/yami/trading/service/contract/ContractOrderCalculationServiceImpl.java | 109 +++++++++++++++++++++++-------------------------------
1 files changed, 47 insertions(+), 62 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 43d9b73..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;
@@ -21,13 +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.Duration;
import java.time.Instant;
import java.time.LocalDate;
import java.time.ZoneId;
+import java.util.Date;
import java.util.List;
@Slf4j
@@ -51,31 +49,10 @@
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 estimateAccruedFundingFee(ContractOrder order) {
- if (order == null || order.getCreateTime() == null) {
- return BigDecimal.ZERO;
- }
- BigDecimal borrowedAmount = defaultZero(order.getBorrowedAmount());
- if (borrowedAmount.compareTo(BigDecimal.ZERO) <= 0) {
- return BigDecimal.ZERO;
- }
- long holdHours = Duration.between(order.getCreateTime().toInstant(), Instant.now()).toHours();
- long settlementPeriods = holdHours / 4;
- if (settlementPeriods <= 0) {
- return BigDecimal.ZERO;
- }
- BigDecimal conservativeRate = new BigDecimal("0.001");
- return borrowedAmount.multiply(conservativeRate)
- .multiply(BigDecimal.valueOf(settlementPeriods))
- .setScale(8, RoundingMode.HALF_UP);
}
private BigDecimal calculateType1ForceClosePrice(ContractOrder order, Wallet wallet) {
@@ -97,11 +74,9 @@
otherEquity = otherEquity.add(defaultZero(contractOrder.getProfit()).add(defaultZero(contractOrder.getDeposit())));
}
- BigDecimal accruedFundingFee = estimateAccruedFundingFee(order);
BigDecimal baseEquity = defaultZero(wallet.getMoney())
.add(otherEquity)
- .add(defaultZero(order.getDeposit()))
- .subtract(accruedFundingFee);
+ .add(defaultZero(order.getDeposit()));
BigDecimal priceOffset = baseEquity.divide(volume, 10, RoundingMode.HALF_UP);
if (ContractOrder.DIRECTION_BUY.equalsIgnoreCase(order.getDirection())) {
return tradeAvgPrice.subtract(priceOffset);
@@ -119,7 +94,7 @@
if (thresholdRatio.compareTo(BigDecimal.ZERO) <= 0) {
return tradeAvgPrice;
}
- BigDecimal availableDeposit = defaultZero(order.getDeposit()).subtract(estimateAccruedFundingFee(order));
+ BigDecimal availableDeposit = defaultZero(order.getDeposit());
if (availableDeposit.compareTo(BigDecimal.ZERO) <= 0) {
return tradeAvgPrice;
}
@@ -195,11 +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);
}
@@ -230,11 +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);
}
@@ -262,28 +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.getTradeAvgPrice().multiply(order.getVolume()); // 这是用户当前持仓对应的投资金额
-
- 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
@@ -332,7 +284,8 @@
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) {
Wallet wallet = this.walletService.findByUserId(order.getPartyId().toString());
Integer decimal = itemService.getDecimal(order.getSymbol());
@@ -389,4 +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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