200 lines
5.4 KiB
Java
Executable File
200 lines
5.4 KiB
Java
Executable File
package project.exchange.job;
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import java.util.Date;
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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.ThreadUtils;
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import project.data.DataService;
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import project.data.model.Realtime;
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import project.exchange.ExchangeApplyOrder;
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import project.exchange.ExchangeApplyOrderService;
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import project.exchange.ExchangeLock;
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/**
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*
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* 委托单进入市场
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*/
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public class ExchangeApplyOrderHandleJob implements Runnable {
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private static Log logger = LogFactory.getLog(ExchangeApplyOrderHandleJob.class);
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private ExchangeApplyOrderService exchangeApplyOrderService;
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private DataService dataService;
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public void run() {
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/*
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* 系统启动先暂停30秒
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*/
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ThreadUtils.sleep(1000 * 30);
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while (true)
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try {
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List<ExchangeApplyOrder> list = this.exchangeApplyOrderService.findSubmitted();
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for (int i = 0; i < list.size(); i++) {
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ExchangeApplyOrder order = list.get(i);
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List<Realtime> realtime_list = this.dataService.realtime(order.getSymbol());
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Realtime realtime = null;
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if (realtime_list.size() > 0) {
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realtime = realtime_list.get(0);
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} else {
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continue;
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}
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//如果不是计划委托则按原代码执行
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if(!order.isIs_trigger_order()) {
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if ("limit".equals(order.getOrder_price_type())) {
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/**
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* 限价单
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*/
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if (ExchangeApplyOrder.OFFSET_OPEN.equals(order.getOffset())) {// 买入时 限制 低价买入
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if (realtime.getClose() <= order.getPrice()) {
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this.handle(order, realtime);
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}
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} else {// 卖出时 限制 高价卖出
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if (realtime.getClose() >= order.getPrice()) {
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this.handle(order, realtime);
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}
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}
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} else {
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/**
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* 非限制,直接进入市 场
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*/
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this.handle(order, realtime);
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}
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}
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//如果是计划委托单则
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if(order.isIs_trigger_order()) {
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//需要满足触发价条件
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if (ExchangeApplyOrder.OFFSET_OPEN.equals(order.getOffset())) {// 买入时 限制 低价买入
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if (realtime.getClose() <= order.getTrigger_price()) {
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this.handleTrigger(order, realtime);
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}
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} else {// 卖出时 限制 高价卖出
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if (realtime.getClose() >= order.getTrigger_price()) {
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this.handleTrigger(order, realtime);
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}
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}
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}
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}
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} catch (Exception e) {
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logger.error("run fail", e);
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} finally {
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ThreadUtils.sleep(1000 * 1);
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}
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}
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public void handle(ExchangeApplyOrder applyOrder, Realtime realtime) {
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boolean lock = false;
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try {
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if (!ExchangeLock.add(applyOrder.getOrder_no())) {
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return;
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}
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lock = true;
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if ("open".equals(applyOrder.getOffset())) {
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this.exchangeApplyOrderService.saveOpen(applyOrder, realtime);
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} else if ("close".equals(applyOrder.getOffset())) {
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/**
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* 平仓
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*/
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this.exchangeApplyOrderService.saveClose(applyOrder, realtime);
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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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if (lock) {
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ThreadUtils.sleep(100);
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ExchangeLock.remove(applyOrder.getOrder_no());
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}
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}
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}
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public void handleTrigger(ExchangeApplyOrder applyOrder, Realtime realtime) {
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boolean lock = false;
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try {
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if (!ExchangeLock.add(applyOrder.getOrder_no())) {
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return;
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}
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lock = true;
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if ("open".equals(applyOrder.getOffset())) {
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ExchangeApplyOrder order = new ExchangeApplyOrder();
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order.setPartyId(applyOrder.getPartyId());
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order.setSymbol(applyOrder.getSymbol());
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order.setOffset(applyOrder.getOffset());
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order.setVolume(applyOrder.getVolume());
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order.setPrice(applyOrder.getPrice());
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order.setIs_trigger_order(false);
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order.setTrigger_price(applyOrder.getTrigger_price());
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order.setOrder_price_type(applyOrder.getOrder_price_type());
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this.exchangeApplyOrderService.saveCreate(order);
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applyOrder.setClose_time(new Date());
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applyOrder.setState(ExchangeApplyOrder.STATE_CREATED);
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this.exchangeApplyOrderService.update(applyOrder);
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} else if ("close".equals(applyOrder.getOffset())) {
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ExchangeApplyOrder order = new ExchangeApplyOrder();
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order.setPartyId(applyOrder.getPartyId());
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order.setSymbol(applyOrder.getSymbol());
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order.setOffset(ExchangeApplyOrder.OFFSET_CLOSE);
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order.setVolume(applyOrder.getVolume());
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order.setPrice(applyOrder.getPrice());
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order.setIs_trigger_order(false);
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order.setTrigger_price(applyOrder.getTrigger_price());
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order.setOrder_price_type(applyOrder.getOrder_price_type());
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this.exchangeApplyOrderService.saveCreate(order);
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/**
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* 平仓
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*/
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applyOrder.setClose_time(new Date());
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applyOrder.setState(ExchangeApplyOrder.STATE_CREATED);
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this.exchangeApplyOrderService.update(applyOrder);
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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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if (lock) {
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ThreadUtils.sleep(100);
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ExchangeLock.remove(applyOrder.getOrder_no());
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}
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}
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}
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public void start(){
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new Thread(this, "ExchangeApplyOrderHandleJob").start();
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if (logger.isInfoEnabled())
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logger.info("币币委托单处理线程启动!");
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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 setExchangeApplyOrderService(ExchangeApplyOrderService exchangeApplyOrderService) {
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this.exchangeApplyOrderService = exchangeApplyOrderService;
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}
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}
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