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/ContractOrderService.java | 172 ++++++++++++++++++++++++++++++++++++++++++++-------------
1 files changed, 133 insertions(+), 39 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 4ccdca1..51a8f29 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
@@ -63,7 +63,10 @@
import java.math.RoundingMode;
import java.text.ParseException;
import java.text.SimpleDateFormat;
-import java.time.Duration;
+import java.time.Instant;
+import java.time.ZoneId;
+import java.time.ZonedDateTime;
+import java.time.temporal.ChronoUnit;
import java.util.ArrayList;
import java.util.Calendar;
import java.util.Date;
@@ -74,7 +77,6 @@
import java.util.concurrent.ConcurrentMap;
import java.util.concurrent.Executors;
import java.util.concurrent.ScheduledExecutorService;
-import java.util.concurrent.ThreadLocalRandom;
import java.util.concurrent.TimeUnit;
import java.util.stream.Collectors;
@@ -88,6 +90,12 @@
@Transactional
@Slf4j
public class ContractOrderService extends ServiceImpl<ContractOrderMapper, ContractOrder> {
+
+ /**
+ * 资金费结算间隔（分钟）：从当地日界 0:00 起每 N 分钟为一个结算点。
+ * 240 即每 4 小时一档（0、4、8、12、16、20 点）。
+ */
+ private static final int FUNDING_SETTLEMENT_INTERVAL_MINUTES = 240;
private Logger logger = LogManager.getLogger(ContractOrderService.class);
@@ -163,6 +171,10 @@
private ContractApplyOrderService contractApplyOrderService;
@Autowired
private SysparaService sysparaService;
+
+ @Autowired
+ @Lazy
+ private ContractOrderCalculationService contractOrderCalculationService;
public IPage<ContractOrderDTO> listRecordCur(Page page, ContractOrderQuery query) {
if (query.getStartTime() != null) {
@@ -375,15 +387,30 @@
return null;
}
- /**
- * 收益
- */
+ contractOrderCalculationService.refreshMarkPriceProfit(order);
+
BigDecimal volume = order.getVolume();
- BigDecimal fundingFee = this.calculateFundingFee(order, volume, new Date());
- BigDecimal profit = settle(order, order.getVolume()).subtract(fundingFee);
- order.setAmountClose(order.getAmountClose().subtract(fundingFee));
- order.setFundingFee(defaultZero(order.getFundingFee()).add(fundingFee));
+ if (volume.compareTo(BigDecimal.ZERO) <= 0) {
+ return null;
+ }
+
+ ContractOrderProfit cache = getCacheProfit(order.getUuid());
+ BigDecimal markPrice = order.getTradeAvgPrice();
+ if (cache != null && cache.getCloseAvgPrice() != null
+ && cache.getCloseAvgPrice().compareTo(BigDecimal.ZERO) > 0) {
+ markPrice = cache.getCloseAvgPrice();
+ }
+ BigDecimal fundingPnlChunk = calculateAccruedFundingPnl(order, markPrice, new Date());
+
String symbol = order.getSymbol();
+ Item item = itemService.findBySymbol(symbol);
+ BigDecimal closeFee = calculateCloseTradingFee(item, markPrice, volume);
+
+ BigDecimal profit = settle(order, volume).subtract(closeFee);
+
+ order.setFee(defaultZero(order.getFee()).add(closeFee));
+ order.setAmountClose(order.getAmountClose().subtract(closeFee));
+ order.setFundingFee(defaultZero(order.getFundingFee()).add(fundingPnlChunk));
// Item item = itemService.findBySymbol(symbol);
// profit = exchangeRateService.getUsdtByType(profit, item.getType());
if (ContractOrder.ORDER_FOLLOW == order.getFollow()) { // 跟单订单
@@ -696,37 +723,90 @@
return profit;
}
- private BigDecimal calculateFundingFee(ContractOrder order, BigDecimal closeVolume, Date closeTime) {
- if (order == null || closeVolume == null || closeTime == null) {
+ /**
+ * 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。
+ * 费率来自 syspara funding_fee；结算锚点为系统默认时区、从当天 0:00 起每 {@link #FUNDING_SETTLEMENT_INTERVAL_MINUTES} 分钟一档。
+ */
+ public BigDecimal calculateAccruedFundingPnl(ContractOrder order, BigDecimal markPrice, Date asOf) {
+ if (order == null || markPrice == null || asOf == null || order.getCreateTime() == null) {
return BigDecimal.ZERO;
}
- if (closeVolume.compareTo(BigDecimal.ZERO) <= 0
- || order.getVolumeOpen() == null
- || order.getVolumeOpen().compareTo(BigDecimal.ZERO) <= 0
- || order.getCreateTime() == null) {
+ BigDecimal vol = defaultZero(order.getVolume());
+ if (vol.compareTo(BigDecimal.ZERO) <= 0 || markPrice.compareTo(BigDecimal.ZERO) <= 0) {
return BigDecimal.ZERO;
}
-
- long holdHours = Duration.between(order.getCreateTime().toInstant(), closeTime.toInstant()).toHours();
- long settlementPeriods = holdHours / 4;
- if (settlementPeriods <= 0) {
+ long periods = countFundingSettlementPoints(
+ order.getCreateTime().toInstant(),
+ asOf.toInstant(),
+ ZoneId.systemDefault(),
+ FUNDING_SETTLEMENT_INTERVAL_MINUTES);
+ if (periods <= 0) {
return BigDecimal.ZERO;
}
+ BigDecimal notional = markPrice.multiply(vol);
+ 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);
+ }
- BigDecimal fundingRateTotal = BigDecimal.ZERO;
- for (int i = 0; i < settlementPeriods; i++) {
- double periodRate = ThreadLocalRandom.current().nextDouble(-0.001D, 0.0010000001D);
- fundingRateTotal = fundingRateTotal.add(BigDecimal.valueOf(periodRate));
- }
-
- BigDecimal currentVolume = defaultZero(order.getVolume());
- if (currentVolume.compareTo(BigDecimal.ZERO) <= 0) {
+ 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;
}
+ }
- BigDecimal closeRatio = closeVolume.divide(currentVolume, 10, RoundingMode.HALF_UP);
- BigDecimal borrowedBase = getCurrentBorrowedAmount(order).multiply(closeRatio);
- return borrowedBase.multiply(fundingRateTotal).setScale(8, RoundingMode.HALF_UP);
+ /**
+ * 平仓手续费：手续费率×平仓价×数量（与开仓计费规则一致：U 本位用 unitPercentage，否则 unitFee×价×量）。
+ */
+ public BigDecimal calculateCloseTradingFee(Item item, BigDecimal closePrice, BigDecimal closeVolume) {
+ if (item == null || closePrice == null || closeVolume == null
+ || closeVolume.compareTo(BigDecimal.ZERO) <= 0) {
+ return BigDecimal.ZERO;
+ }
+ Syspara syspara = sysparaService.find("u_standard_contract");
+ if (ObjectUtils.isNotEmpty(syspara) && "1".equals(syspara.getSvalue())) {
+ return closePrice.multiply(closeVolume).multiply(BigDecimal.valueOf(item.getUnitPercentage()))
+ .setScale(8, RoundingMode.HALF_UP);
+ }
+ return BigDecimal.valueOf(item.getUnitFee()).multiply(closePrice).multiply(closeVolume)
+ .setScale(8, RoundingMode.HALF_UP);
+ }
+
+ 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) {
@@ -932,20 +1012,34 @@
*/
return applyOrder;
}
+ BigDecimal preVolume = order.getVolume();
+ contractOrderCalculationService.refreshMarkPriceProfit(order);
+
BigDecimal volume;
if (applyOrder.getVolume().compareTo(order.getVolume()) > 0) {
volume = order.getVolume();
} else {
volume = applyOrder.getVolume();
}
- /**
- * 平仓退回的金额
- */
- BigDecimal fundingFee = this.calculateFundingFee(order, volume, new Date());
- BigDecimal profit = this.settle(order, volume);
- BigDecimal netProfit = profit.subtract(fundingFee);
- order.setAmountClose(order.getAmountClose().subtract(fundingFee));
- order.setFundingFee(defaultZero(order.getFundingFee()).add(fundingFee));
+ BigDecimal markPrice = BigDecimal.valueOf(realtime.getClose());
+ ContractOrderProfit cache = getCacheProfit(order.getUuid());
+ if (cache != null && cache.getCloseAvgPrice() != null
+ && cache.getCloseAvgPrice().compareTo(BigDecimal.ZERO) > 0) {
+ markPrice = cache.getCloseAvgPrice();
+ }
+ BigDecimal fundingAccruedTotal = calculateAccruedFundingPnl(order, markPrice, new Date());
+ BigDecimal fundingPnlChunk = fundingAccruedTotal.multiply(volume.divide(preVolume, 10, RoundingMode.HALF_UP))
+ .setScale(8, RoundingMode.HALF_UP);
+
+ Item item = itemService.findBySymbol(order.getSymbol());
+ BigDecimal closeFee = calculateCloseTradingFee(item, markPrice, volume);
+
+ BigDecimal profit = this.settle(order, volume).subtract(closeFee);
+ BigDecimal netProfit = profit;
+
+ order.setFee(defaultZero(order.getFee()).add(closeFee));
+ order.setAmountClose(order.getAmountClose().subtract(closeFee));
+ order.setFundingFee(defaultZero(order.getFundingFee()).add(fundingPnlChunk));
update(order);
Wallet wallet = this.walletService.findByUserId(order.getPartyId());
BigDecimal amount_before = wallet.getMoney();
@@ -961,7 +1055,7 @@
applyOrder.setVolume(applyOrder.getVolume().subtract(volume));
- applyOrder.setFundingFee(defaultZero(applyOrder.getFundingFee()).add(fundingFee));
+ applyOrder.setFundingFee(defaultZero(applyOrder.getFundingFee()).add(fundingPnlChunk));
if (applyOrder.getVolume().compareTo(BigDecimal.ZERO) <= 0) {
applyOrder.setState(ContractApplyOrder.STATE_CREATED);
}
--
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