254 lines
6.9 KiB
Java
Executable File
254 lines
6.9 KiB
Java
Executable File
package project.contract.job;
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import java.util.List;
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import org.apache.commons.logging.Log;
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import org.apache.commons.logging.LogFactory;
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import org.springframework.beans.factory.InitializingBean;
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import kernel.util.Arith;
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import kernel.util.ThreadUtils;
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import project.contract.ContractLock;
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import project.contract.ContractOrder;
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import project.contract.ContractOrderService;
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import project.data.DataService;
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import project.data.model.Realtime;
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import project.syspara.SysparaService;
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import project.wallet.Wallet;
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import project.wallet.WalletService;
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public class ContractOrderCalculationServiceImpl implements ContractOrderCalculationService {
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private static Log logger = LogFactory.getLog(ContractOrderCalculationServiceImpl.class);
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private ContractOrderService contractOrderService;
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private DataService dataService;
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private WalletService walletService;
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/**
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* 平仓线 110%（订金价值 /收益=110%）
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*/
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public double order_close_line = 1.1;
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/**
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* 平仓方式 1全仓 2单个持仓
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*/
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public int order_close_line_type = 1;
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private SysparaService sysparaService;
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public void saveCalculation(String order_no) {
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try {
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ContractOrder order = contractOrderService.findByOrderNo(order_no);
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if (order == null || !ContractOrder.STATE_SUBMITTED.equals(order.getState())) {
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/**
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* 状态已改变，退出处理
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*/
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return;
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}
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List<Realtime> list = this.dataService.realtime(order.getSymbol());
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if (list.size() == 0) {
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return;
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}
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Realtime realtime = list.get(0);
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double close = realtime.getClose();
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if (ContractOrder.DIRECTION_BUY.equals(order.getDirection())) {
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/*
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* 0 买涨
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*/
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if (close >= Arith.add(order.getTrade_avg_price(), order.getPips())) {
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settle(order, "profit", close);
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}
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if (close <= Arith.sub(order.getTrade_avg_price(), order.getPips())) {
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settle(order, "loss", close);
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}
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} else {
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/*
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* 1 买跌
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*/
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if (close <= Arith.sub(order.getTrade_avg_price(), order.getPips())) {
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settle(order, "profit", close);
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}
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if (close >= Arith.add(order.getTrade_avg_price(), order.getPips())) {
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settle(order, "loss", close);
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}
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}
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} catch (Throwable e) {
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logger.error("OrderCalculationServiceImpll run fail", e);
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}
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}
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/**
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* 盈亏计算
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*
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* @param profit_loss profit 盈 loss亏
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* @param currentPrice 当前点位
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*/
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public void settle(ContractOrder order, String profit_loss, double currentPrice) {
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/**
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* 偏差点位
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*/
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double point = Arith.div(Math.abs(Arith.sub(currentPrice, order.getTrade_avg_price())), order.getPips());
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/*
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* 根据偏 差点数和手数算出盈亏金额
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*/
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double amount = Arith.mul(Arith.mul(order.getPips_amount(), point), order.getVolume());
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if ("profit".equals(profit_loss)) {
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/**
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* 盈 正数
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*/
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order.setProfit(Arith.add(0.0D, amount));
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} else if ("loss".equals(profit_loss)) {
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order.setProfit(Arith.sub(0.0D, amount));
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}
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/**
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* 多次平仓价格不对，后续修
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*/
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order.setClose_avg_price(currentPrice);
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this.contractOrderService.update(order);
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/**
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* 止盈价
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*/
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Double profit_stop = order.getStop_price_profit();
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if (profit_stop != null && profit_stop > 0 && ContractOrder.DIRECTION_BUY.equals(order.getDirection())) {
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/*
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* 买涨
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*/
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if (currentPrice >= profit_stop) {
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this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrder_no());
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return;
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}
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} else if (profit_stop != null && profit_stop > 0
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&& ContractOrder.DIRECTION_SELL.equals(order.getDirection())) {
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/**
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* 买跌
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*/
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if (currentPrice <= profit_stop) {
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this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrder_no());
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return;
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}
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}
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/**
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* 止亏线
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*/
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Double loss_stop = order.getStop_price_loss();
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if (loss_stop != null && loss_stop > 0 && ContractOrder.DIRECTION_BUY.equals(order.getDirection())) {
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/*
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* 买涨
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*/
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if (currentPrice <= loss_stop) {
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this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrder_no());
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return;
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}
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} else if (loss_stop != null && loss_stop > 0 && ContractOrder.DIRECTION_SELL.equals(order.getDirection())) {
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/**
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* 买跌
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*/
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if (currentPrice >= loss_stop) {
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this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrder_no());
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return;
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}
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}
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if (order_close_line_type == 1) {
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/**
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* 收益
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*/
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double profit = 0;
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List<ContractOrder> list = contractOrderService.findSubmitted(order.getPartyId().toString(), null, null);
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for (int i = 0; i < list.size(); i++) {
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ContractOrder close_line = list.get(i);
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profit = Arith.add(profit, Arith.add(close_line.getProfit(), close_line.getDeposit()));
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}
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Wallet wallet = this.walletService.saveWalletByPartyId(order.getPartyId().toString());
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if (Arith.add(profit, wallet.getMoney()) <= 0) {
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/**
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* 触发全仓强平
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*/
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this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrder_no());
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ThreadUtils.sleep(100);
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for (int i = 0; i < list.size(); i++) {
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ContractOrder close_line = list.get(i);
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if (!order.getOrder_no().equals(close_line.getOrder_no())) {
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try {
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while (true) {
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if (ContractLock.add(close_line.getOrder_no())) {
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this.contractOrderService.saveClose(close_line.getPartyId().toString(),
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close_line.getOrder_no());
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/**
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* 处理完退出
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*/
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break;
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}
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ThreadUtils.sleep(500);
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}
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} catch (Exception e) {
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logger.error("error:", e);
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} finally {
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ContractLock.remove(close_line.getOrder_no());
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ThreadUtils.sleep(100);
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}
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}
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}
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}
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} else {
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if (order.getProfit() < 0 && (Arith.div(order.getDeposit(), Math.abs(order.getProfit())) <= Arith
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.div(order_close_line, 100))) {
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/**
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* 低于系统默认平仓线，进行强平
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*/
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this.contractOrderService.saveClose(order.getPartyId().toString(), order.getOrder_no());
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return;
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}
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}
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}
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// @Override
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// public void afterPropertiesSet() throws Exception {
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// order_close_line = this.sysparaService.find("order_close_line").getDouble();
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// order_close_line_type = this.sysparaService.find("order_close_line_type").getInteger();
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//
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// }
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public void setDataService(DataService dataService) {
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this.dataService = dataService;
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}
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public void setSysparaService(SysparaService sysparaService) {
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this.sysparaService = sysparaService;
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}
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public void setContractOrderService(ContractOrderService contractOrderService) {
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this.contractOrderService = contractOrderService;
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}
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public void setWalletService(WalletService walletService) {
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this.walletService = walletService;
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}
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public void setOrder_close_line(double order_close_line) {
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this.order_close_line = order_close_line;
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}
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public void setOrder_close_line_type(int order_close_line_type) {
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this.order_close_line_type = order_close_line_type;
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}
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}
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