package db.util; import java.math.BigDecimal; import java.math.RoundingMode; /** * @program: xinbi-new * @description: * @create: 2025-04-10 15:25 **/ public class QpUtil { public static double faceValue = 0.01; // 合约面值(固定面值不能调整) public static double maintenanceMarginRate = 0.004; // 维持保证金率(固定不变) /** * 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 contractQuantity 合约张数 * @param openingPrice 开仓均价 * @param feeRate 手续费率 * @return */ public static double calculateLiquidationPrice(double marginBalance, double contractQuantity, double openingPrice, 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 double result = numerator / denominator; if (result < 0) { return 0; } return new BigDecimal(result).setScale(2, RoundingMode.HALF_UP).doubleValue(); } /** * 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 contractQuantity 合约张数 * @param openingPrice 开仓均价 * @param feeRate 手续费率 * @return */ public static double calculateEmptyLiquidationPrice (double marginBalance, double contractQuantity, double openingPrice, 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 double result = numerator / denominator; if (result < 0) { return 0; } return new BigDecimal(result).setScale(2, RoundingMode.HALF_UP).doubleValue(); } /** * * @param earnestMoney 保证金 * @param level 杠杆 * @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) */ public static double countSheets(double earnestMoney, int level, double recentQuotation){ double result = earnestMoney * level / (faceValue * recentQuotation); BigDecimal bd = new BigDecimal(result).setScale(2, RoundingMode.DOWN); return bd.doubleValue(); } }