package data import ( "context" "encoding/json" "fmt" "github.com/shopspring/decimal" "matchmaking-system/internal/biz/structure" "matchmaking-system/internal/data/memory" "matchmaking-system/internal/data/mq/consumer" "matchmaking-system/internal/data/socket/publicData" "matchmaking-system/internal/data/socket/shareData" "matchmaking-system/internal/data/tradedeal/share" "matchmaking-system/internal/data/tradedeal/virtual" "matchmaking-system/internal/pkg/flags" "matchmaking-system/internal/pkg/logging/applogger" "matchmaking-system/internal/pkg/logging/common" "matchmaking-system/internal/pkg/setting" "matchmaking-system/internal/pkg/utils" "sync" "time" ) /* 美股行情订阅 1、接收用户美股下单的交易对美股行情 2、将订阅行情写入内存中用于并发计算 3、挂单(市价|限价)缓存队列处理-开仓 4、持仓缓存队列处理-平仓 */ // ClientMessage // @Description: type ClientMessage struct { S string `json:"s,omitempty"` // 股票代码 P decimal.Decimal `json:"p,omitempty"` // 价格 C []decimal.Decimal `json:"c,omitempty"` // 条件,有关更多信息,请参阅贸易条件术语表 V int64 `json:"v,omitempty"` // 交易量,代表在相应时间戳处交易的股票数量 Dp bool `json:"dp,omitempty"` // 暗池真/假 Ms string `json:"ms,omitempty"` // 市场状态,指示股票市场的当前状态(“开盘”、“收盘”、“延长交易时间”) T int64 `json:"t,omitempty"` // 以毫秒为单位的时间戳 Av int64 `json:"av,omitempty"` // 今天累计交易量 Op decimal.Decimal `json:"op,omitempty"` // 今天正式开盘价格 Vw decimal.Decimal `json:"vw,omitempty"` // 即时报价的成交量加权平均价格 Cl decimal.Decimal `json:"cl,omitempty"` // 此聚合窗口的收盘价 H decimal.Decimal `json:"h,omitempty"` // 此聚合窗口的最高逐笔报价 L decimal.Decimal `json:"l,omitempty"` // 此聚合窗口的最低价格变动价格 A decimal.Decimal `json:"a,omitempty"` // 今天的成交量加权平均价格 Z int64 `json:"z,omitempty"` // 此聚合窗口的平均交易规模 Se int64 `json:"se,omitempty"` // 此聚合窗口的起始报价的时间戳(以 Unix 毫秒为单位) } // ShareUsSymbol // @Description: type ShareUsSymbol struct { UsMap chan []byte // 订单交易对 -- 用户下单通知订阅 UsSetMap chan []byte // 订单交易对 -- 用户盘前|盘后行情订阅 UsMapSymbol sync.Map // 订阅交易簿 -- 过滤重复 UsSetMapSymbol sync.Map // 订阅交易簿 -- 过滤重复 } // InitCacheSymbolShareUs // // @Description: 初始化美股股票代码 // @param ctx // @param uo func InitCacheSymbolShareUs(ctx context.Context, uo *Data) { for { stockList, err := GetBotStockListByStockId(ctx, uo) if err != nil { return } for _, value := range stockList { // Write to the redis list hot cache for initializing subscriptions when the program is pulled up checkBool, err := uo.redisDB.HExists(context.Background(), setting.MarketShareUs, value).Result() if err != nil { applogger.Error("%v InitCacheSymbolShareUs.MarketShareUs.HExists:%v", common.ErrShareUs, err) continue } if !checkBool { if err = uo.redisDB.HSet(context.Background(), setting.MarketShareUs, value, value).Err(); err != nil { applogger.Error("%v InitCacheSymbolShareUs.MarketShareUs.HSet:%v", common.ErrShareUs, err) continue } } if !flags.CheckSetting { applogger.Info("初始化美股股票代码:%v", value) } } time.Sleep(10 * time.Second) } } // InitSubscribeShareUs // // @Description: 状态机加载订阅 // @param ctx // @param uo // @param shareUs func InitSubscribeShareUs(shareUs *ShareUsSymbol, check bool) { for { var key string if check { key = setting.MarketShareBlkUs // 大宗交易 } else { key = setting.MarketShareUs // 美股交易 } listSpots, err := LoadLRangeList(key) if err != nil { applogger.Error("%v InitSubscribeShareUs.LoadLRangeList:%v", common.ErrShareUs, err) return } for _, value := range listSpots { _, oks := shareUs.UsMapSymbol.Load(value) if oks { continue } shareUs.UsMap <- []byte(value) } time.Sleep(10 * time.Second) } } // InitShareUsCloseCachePrice // // @Description: 同步闭盘价 // @param shareUs // @param check func InitShareUsCloseCachePrice(check bool) { for { var key string if check { key = setting.MarketShareBlkUs // 大宗交易 } else { key = setting.MarketShareUs // 美股交易 } listSpots, err := LoadLRangeList(key) if err != nil { applogger.Error("%v InitSubscribeShareUs.LoadLRangeList:%v", common.ErrShareUs, err) return } for _, value := range listSpots { SubscribeUsClosePrice(value) // 处理闭盘价格 } time.Sleep(20 * time.Second) } } // InitShareUsCloseNewPrice // // @Description: 同步实时行情 // @param check func InitShareUsCloseNewPrice(check bool) { for { var key string if check { key = setting.MarketShareBlkUs } else { key = setting.MarketShareUs } listSpots, err := LoadLRangeList(key) if err != nil { applogger.Error("%v InitSubscribeShareUs.LoadLRangeList:%v", common.ErrShareUs, err) time.Sleep(20 * time.Second) continue } for _, value := range listSpots { SubscribeUsCloseNewPrice(value) } time.Sleep(500 * time.Millisecond) } } // InitShareUsPriceSetUp // // @Description: 同步插针行情 // @param check func InitShareUsPriceSetUp(check bool) { for { var key string if check { key = setting.MarketShareBlkUs } else { key = setting.MarketShareUs } listSpots, err := LoadLRangeList(key) if err != nil { applogger.Error("%v InitShareUsPriceSetUp.LoadLRangeList:%v", common.ErrShareUs, err) time.Sleep(20 * time.Second) continue } for _, value := range listSpots { usKey := publicData.SymbolCache(flags.Us, value, flags.TradeTypePrice) usSetCache := fmt.Sprintf("%v%v:%v", flags.StockTradePrices, flags.ShareUsMarketType, value) vw, err := GetBeforeAndAfterSetPrice(usSetCache) if err != nil || len(vw) == 0 { _ = memory.ShareUsPriceSetUp.Delete(usKey) continue } if err = memory.ShareUsPriceSetUp.Set(usKey, []byte(vw)); err != nil { applogger.Error("%v SubscribeUsPrice.ShareUsPriceSetUp:%v", common.ErrShareUs, err) } } time.Sleep(500 * time.Millisecond) } } // SubscribeUsHSetCodeList // // @Description: 同步列表缓存 // @param symbolStr // @param check func SubscribeUsHSetCodeList(symbolStr string, check bool) { var key string if check { key = setting.MarketShareBlkUs } else { key = setting.MarketShareUs } // Write to the redis list hot cache for initializing subscriptions when the program is pulled up checkBool, err := Reds.HExists(context.Background(), key, symbolStr).Result() if err != nil { return } if !checkBool { if err := Reds.HSet(context.Background(), key, symbolStr, symbolStr).Err(); err != nil { applogger.Error("%v SubscribeUsHSetCodeList.%v.HSet:%v", common.ErrShareUs, key, err) return } } } // SubscribeUsCloseNewPrice // // @Description: 获取行情价 // @param symbolStr // @param check func SubscribeUsCloseNewPrice(symbolStr string) { // 获取市场真实开闭盘时间 timeValue, checkWeekday := MarketCheckOpenAndCloseTime(flags.ShareUsMarketType) // 判定是否盘中 if utils.CheckInPlateTime(timeValue) && checkWeekday { // 盘中实时价格 realTimePrice, err := Reds.HGet(context.Background(), flags.ShareUsClosingNewPriceKey, symbolStr).Result() if err != nil { realTimePrice = decimal.Zero.String() } if realTimePrice != decimal.Zero.String() { keys := publicData.SymbolCache(flags.Us, symbolStr, flags.TradeTypePrice) if err = memory.ShareUsCache.Set(keys, []byte(realTimePrice)); err != nil { applogger.Error("%v SubscribeUsCloseNewPrice.ShareUsCache:%v", common.ErrShareUs, err) } } } } // SubscribeUsSetClosePrice // // @Description: 获取闭盘价 // @param symbolStr func SubscribeUsClosePrice(symbolStr string) { var err error var sub = decimal.Zero var closeNewPrice, closingPrice, price string // 闭盘价格 closeNewPrice, err = Reds.HGet(context.Background(), flags.ShareUsClosingNewPriceKey, symbolStr).Result() if err != nil || closeNewPrice == decimal.Zero.String() { closeNewPrice, err = Reds.HGet(context.Background(), flags.ShareUsClosingPriceKey, symbolStr).Result() if err != nil || closeNewPrice == decimal.Zero.String() { closeNewPrice = decimal.Zero.String() } } // 市价(当前价格) closingPrice, err = Reds.HGet(context.Background(), flags.ShareUsBeforeClose, symbolStr).Result() if err != nil { closingPrice = decimal.Zero.String() } // 判定闭盘取价格 if closeNewPrice != decimal.Zero.String() { price = closeNewPrice } else { price = closingPrice } closeKey := publicData.SymbolCache(flags.Us, symbolStr, flags.TradeTypeClosePrice) if err = memory.ShareUsClosePrice.Set(closeKey, []byte(price)); err != nil { applogger.Error("%v ShareUsClosePrice.Set.price:%v", common.ErrShareUs, err) } // 写入涨跌幅价格判定缓存 cn := closeNewPrice != decimal.Zero.String() cp := closingPrice != decimal.Zero.String() lcn := utils.IsNumber(closeNewPrice) lcp := utils.IsNumber(closingPrice) if cn && cp && lcn && lcp { sub = decimal.RequireFromString(closingPrice).Sub(decimal.RequireFromString(closeNewPrice)) } chgKey := publicData.SymbolCache(flags.Us, symbolStr, flags.TradeTypeChg) // 涨跌幅标识Key if err = memory.ShareUsChgMark.Set(chgKey, []byte(sub.String())); err != nil { applogger.Error("%v ShareUsChgMark.Set.price:%v", common.ErrShareUs, err) } } // OrderSubAdminShareUsSubscribeBySum // // @Description: 持仓订单浮动盈亏计算 // @param ctx // @param uo func OrderSubAdminShareUsSubscribeBySum(uo *Data) { for { var topIc = setting.AdminShareUsSubscribe hashMap, err := uo.redisDB.HGetAll(context.Background(), topIc).Result() if err != nil { applogger.Error("OrderSubAdminShareUsSubscribeBySum.HGetAll:%v", err) time.Sleep(5 * time.Second) continue } var hashList []share.ShareUsTallyCache for _, value := range hashMap { var msg share.ShareUsTallyCache if err = json.Unmarshal([]byte(value), &msg); err != nil { time.Sleep(5 * time.Second) continue } switch msg.Status { case flags.Entrust: // 挂单 case flags.Position: // 持仓 hashList = append(hashList, msg) default: // 平仓|撤单 err = uo.redisDB.HDel(context.Background(), topIc, msg.OrderId).Err() if err != nil { applogger.Error("OrderSubAdminShareUsSubscribeBySum.HDel:%v", err) continue } } } applogger.Info("美股数据量统计:%v", len(hashList)) // 统计美股总持仓订单浮动盈亏 priceSum := decimal.Zero for _, value := range hashList { orderModel := shareData.ShareUsOrderProcessing(topIc, value) if orderModel != nil { var subPrice decimal.Decimal newPrice, err := decimal.NewFromString(orderModel.Price) if err != nil { continue } openPrice, err := decimal.NewFromString(orderModel.OpenPrice) if err != nil { continue } switch value.Order.TradeType { case flags.TradeTypeBuy: // 买涨 = 新价格 - 开仓价 subPrice = newPrice.Sub(openPrice) case flags.TradeTypeSell: // 卖跌 = 开仓价 - 新价格 subPrice = openPrice.Sub(newPrice) default: subPrice = decimal.Zero } price := subPrice.Mul(decimal.RequireFromString(value.Order.OrderNumber)) priceSum = priceSum.Add(price) // 累加盈亏统计 } } // 写入缓存 if err = memory.ShareUsFloating.Set(flags.FloatingUs, []byte(priceSum.String())); err != nil { applogger.Error("统计美股持仓订单浮动盈亏错误:%v", err) time.Sleep(5 * time.Second) continue } applogger.Info("统计美股持仓订单总浮动盈亏:%v", priceSum) time.Sleep(1 * time.Second) } } // SubscribeShareUs // // @Description: TODO: 美股订阅 // @param ctx // @param uo // @param shareUs func SubscribeShareUs(ctx context.Context, shareUs *ShareUsSymbol, check bool) { for { select { case symbol, _ := <-shareUs.UsMap: symbolStr := string(symbol) topIc := fmt.Sprintf("%v.%v", symbolStr, flags.CountryUs) // Handling duplicate subscriptions _, ok := shareUs.UsMapSymbol.Load(symbolStr) if ok { time.Sleep(5 * time.Second) continue } // Transaction determination var key string if check { key = setting.MarketShareBlkUs // 大宗股交易 } else { key = setting.MarketShareUs // 美股交易 } // Write to the redis list hot cache for initializing subscriptions when the program is pulled up checkBool, err := Reds.HExists(context.Background(), key, symbolStr).Result() if err != nil { time.Sleep(5 * time.Second) continue } if !checkBool { if err := Reds.HSet(context.Background(), key, symbolStr, symbolStr).Err(); err != nil { applogger.Error("%v SubscribeShareUs.%v.HSet:%v", common.ErrShareUs, key, err) time.Sleep(5 * time.Second) continue } } // 处理实时订阅行情数据 go func() { symbolStrCache := symbolStr pubSub := Reds.Subscribe(ctx, topIc) defer pubSub.Close() if _, err := pubSub.Receive(ctx); err != nil { shareUs.UsMapSymbol.Delete(symbolStrCache) return } ch := pubSub.Channel() for { select { case msg, _ := <-ch: var subMsg ClientMessage if err := json.Unmarshal([]byte(msg.Payload), &subMsg); err != nil { applogger.Error("%v SubscribeShareUs.Unmarshal:%v", common.ErrShareUs, err) time.Sleep(5 * time.Second) continue } SubscribeUsPrice(subMsg.Cl.String(), symbolStr, flags.RealTime) default: Reds.Ping(ctx) // 如果没有消息,发送 PING 命令以维护连接 time.Sleep(10 * time.Second) } } }() // 监控盘前|盘后设置价格 _, okc := shareUs.UsSetMapSymbol.Load(symbolStr) if !okc { go func() { for { keyCache := fmt.Sprintf("%v%v:%v", flags.StockTradePrices, flags.ShareUsMarketType, symbolStr) vw, err := GetBeforeAndAfterSetPrice(keyCache) if err != nil || len(vw) == 0 { priceCache := publicData.SymbolCache(flags.Us, symbolStr, flags.TradeTypePrice) memory.ShareUsPriceSetUp.Delete(priceCache) time.Sleep(15 * time.Second) continue } SubscribeUsPrice(vw, symbolStr, flags.SetUp) time.Sleep(10 * time.Second) } }() // Write cache to determine whether to repeatedly open the protocol shareUs.UsSetMapSymbol.Store(symbolStr, symbolStr) } // Write in the map to determine whether to repeat subscription shareUs.UsMapSymbol.Store(symbolStr, symbolStr) } } } // SubscribeUsPrice // // @Description: TODO: 订阅获取美股股实时价格或者[盘前|盘后]设置价格 // @param setPrice // @param symbolStr // @param check func SubscribeUsPrice(setPrice, symbolStr string, check int) { var err error var sub = decimal.Zero // 计算涨跌幅 yClosingPrice, err := Reds.HGet(context.Background(), flags.ShareUsClosingPriceKey, symbolStr).Result() if err != nil || yClosingPrice == decimal.Zero.String() { yClosingPrice, err = Reds.HGet(context.Background(), flags.ShareUsClosingNewPriceKey, symbolStr).Result() if err != nil || yClosingPrice == decimal.Zero.String() { yClosingPrice = decimal.Zero.String() sub = decimal.Zero } } // 计算涨跌幅 = 最新价格 - 闭盘价格(昨天关闭价格或者上次毕盘价格) yc := yClosingPrice != decimal.Zero.String() sp := setPrice != decimal.Zero.String() lyc := utils.IsNumber(yClosingPrice) lsp := utils.IsNumber(setPrice) if yc && sp && lyc && lsp { sub = decimal.RequireFromString(setPrice).Sub(decimal.RequireFromString(yClosingPrice)) } // 写入涨跌幅价格判定缓存 chgKey := publicData.SymbolCache(flags.Us, symbolStr, flags.TradeTypeChg) if err = memory.ShareUsChgMark.Set(chgKey, []byte(sub.String())); err != nil { applogger.Error("%v SubscribeShareUs.Set.price:%v", common.ErrShareUs, err) } if !flags.CheckSetting { applogger.Debug("涨跌幅交易对内存key:%v,涨跌幅数值:%v", symbolStr, sub) } // 交易类型:0最新价,1买入,2卖出 price := publicData.SymbolCache(flags.Us, symbolStr, flags.TradeTypePrice) switch check { case flags.RealTime: // 实时价格(优先级高) if err = memory.ShareUsCache.Set(price, []byte(setPrice)); err != nil { applogger.Error("%v SubscribeUsPrice.ShareUsCache:%v", common.ErrShareUs, err) } case flags.SetUp: // 设置[盘前|盘后]价格 if err = memory.ShareUsPriceSetUp.Set(price, []byte(setPrice)); err != nil { applogger.Error("%v SubscribeUsPrice.ShareUsPriceSetUp:%v", common.ErrShareUs, err) } } if !flags.CheckSetting { applogger.Info("股票交易对内存Key:%v,最新价格:%v", price, setPrice) } } // SubscribeUsSetForcedClosure // // @Description: TODO: 处理美股强平阈值 // @param symbolStr func SubscribeUsSetForcedClosure(symbolStr string) { flatRatio := GetCacheForcedClosure(flags.StockUsSystemSetUpKey, symbolStr) chgKey := publicData.SymbolCache(flags.Us, symbolStr, flags.TradeTypeForcedClosure) if err := memory.ShareUsForcedClosure.Set(chgKey, []byte(flatRatio.String())); err != nil { applogger.Error("%v SubscribeUsSetForcedClosure.StockUsSystemSetUpKey err:%v", common.ErrShareUs, err) return } } // ShareUsTransactionEntrust // // @Description: 美股委托订单 // @param ctx func ShareUsTransactionEntrust(ctx context.Context) { for { ShareUsTransactionCalculationEntrust(ctx) time.Sleep(600 * time.Millisecond) } } // ShareUsTransactionCalculationEntrust // // @Description: 美股挂单缓存队列计算 // @param ctx func ShareUsTransactionCalculationEntrust(ctx context.Context) { var wg sync.WaitGroup // 全局变量处理 if CheckGlobalTread(flags.UsMarket) { time.Sleep(5 * time.Second) return } // 获取挂单缓存列表 orderMap, err := Reds.HGetAll(context.Background(), setting.MarketShareUsEntrust).Result() if err != nil { applogger.Error("%v ShareUsTransactionCalculationEntrust.HGetAll:%v", common.ErrShareUs, err) return } for _, value := range orderMap { var msg = make(chan share.ShareUsTallyCache, 1) var entrust share.ShareUsTallyCache if err = json.Unmarshal([]byte(value), &entrust); err != nil { applogger.Error("%v ShareUsTransactionCalculationEntrust.Unmarshal:%v", common.ErrShareUs, err) continue } // 股票实时价格 var newPrice decimal.Decimal newPrice, err = GetShareUsPrice(entrust.Symbol) if err != nil { applogger.Warn("%v ShareUsTransactionCalculationPosition.GetShareUsPrice:%v----%v", common.ErrShareUs, entrust.Symbol, err) continue } // 判定涨跌幅 //chg := GetShareChgUs(flags.Us, entrust.Symbol) // 涨跌幅标识 //if share.CheckOrderByChg(setting.MarketShareUsEntrust, entrust, chg) { // applogger.Warn("当前股票订单在挂单状态已达到涨跌幅上限:%v,%v,%v", entrust.Symbol, chg, setting.MarketShareUsEntrust) // continue //} wg.Add(1) go func(value string) { var resultMsg share.ShareUsTallyCache switch entrust.Order.DealType { case flags.DealTypeLimited: // 限价挂单 resultMsg = ShareUsConcurrentComputingEntrustLimited(&entrust, newPrice, &wg) case flags.DealTypeMarket: // 市价挂单(开盘即成交) resultMsg = ShareUsConcurrentComputingEntrustMarket(&entrust, newPrice, &wg) } msg <- resultMsg // 通知管道异步处理订单操作 }(value) // 处理并发结果(需要改成通过信道通知) select { case resultMsg, _ := <-msg: switch resultMsg.Status { case flags.Entrust: // 挂单中 if !flags.CheckSetting { applogger.Debug("从信道接收美股挂单信息:%v", resultMsg) } case flags.Position: // 持仓中 if !flags.CheckSetting { applogger.Debug("从信道接收到美股持仓信息:%v", resultMsg) } // 开盘逻辑 if err = ShareUsLiquidationEntrust(ctx, &resultMsg); err != nil { applogger.Error("%v ShareUsTransactionCalculationEntrust.ShareUsLiquidationEntrust:%v", common.ErrShareUs, err) continue } var byteStr []byte byteStr, err = json.Marshal(resultMsg) if err != nil { applogger.Error("%v ShareUsTransactionCalculationEntrust.Marshal:%v", common.ErrShareUs, err) continue } // TODO: 写入持仓消息队列 //if err = uo.mqProducer.Entrust.PushNotice(byteStr); err != nil { // applogger.Error("%v ShareUsTransactionCalculationEntrust.EntrustPushNotice:%v", common.ShareUsError, err) // continue //} // 写入持仓队列缓存 if err = Reds.HSet(context.Background(), setting.MarketShareUsPosition, resultMsg.OrderId, string(byteStr)).Err(); err != nil { continue } } } } wg.Wait() applogger.Info("美股挂单并发计算执行完毕......") } // ShareUsConcurrentComputingEntrustLimited // // @Description: // @param order // @param newPrice // @param bidPrice // @param askPrice // @param wg // @return tradedeal.ShareUsTallyCache func ShareUsConcurrentComputingEntrustLimited(order *share.ShareUsTallyCache, newPrice decimal.Decimal, wg *sync.WaitGroup) share.ShareUsTallyCache { var deleteCache bool var dealPrice string var limitPrice = decimal.RequireFromString(order.Order.LimitPrice) // 限价-价格 var status = order.Status // 原始价格 switch order.Order.TradeType { case flags.TradeTypeBuy: // 买涨 if !flags.CheckSetting { applogger.Debug("用户ID:%v,限价买入下单价格:%v,最新市价:%v,判定结果:%v,原始状态:%v", order.UserId, limitPrice, newPrice, limitPrice.Cmp(newPrice), order.Status) } // 限价买入逻辑判定 -> 挂单金额 > 当前价格 if limitPrice.Cmp(newPrice) > 0 { deleteCache = true difference := newPrice.Mul(utils.Difference()) // 设置价差 dealPrice = newPrice.Add(difference).String() // 开仓价格 } case flags.TradeTypeSell: // 买跌 if !flags.CheckSetting { applogger.Debug("用户ID:%v,限价卖出下单价格:%v,最新市价:%v,判定结果:%v,原始状态:%v", order.UserId, limitPrice, newPrice, limitPrice.Cmp(newPrice), order.Status) } // 限价卖入逻辑判定 -> 挂单金额 < 当前价格 if limitPrice.Cmp(newPrice) < 0 { deleteCache = true difference := newPrice.Mul(utils.Difference()) // 设置价差 dealPrice = newPrice.Sub(difference).String() // 开仓价格 } } if deleteCache { order.Status = flags.Position if err := Reds.HDel(context.Background(), setting.MarketShareUsEntrust, order.OrderId).Err(); err != nil { applogger.Error("%v ShareUsConcurrentComputingEntrustLimited.MarketShareUsEntrust.HDel:%v", common.ErrShareUs, err) order.Status = status } } wg.Done() return share.ShareUsTallyCache{ UserId: order.UserId, // 用户Id OrderId: order.OrderId, // 订单Id Symbol: order.Symbol, // 下单交易对 OpenPrice: dealPrice, // 开仓价格 Status: order.Status, // 订单状态 Order: order.Order, // 下单信息 ClosingTime: order.ClosingTime, // 平仓时间 } } // ShareUsConcurrentComputingEntrustMarket // // @Description: 美股市价下单进入挂单队列(休市) // @param order // @param newPrice // @param bidPrice // @param askPrice // @param wg // @return tradedeal.ShareUsTallyCache func ShareUsConcurrentComputingEntrustMarket(order *share.ShareUsTallyCache, newPrice decimal.Decimal, wg *sync.WaitGroup) share.ShareUsTallyCache { var deleteCache bool var dealPrice string var marketPrice = decimal.RequireFromString(order.Order.MarketPrice) // 市价-价格 var status = order.Status // 原始价格 switch order.Order.TradeType { case flags.TradeTypeBuy: // 买涨 if !flags.CheckSetting { applogger.Debug("用户ID:%v,限价买入下单价格:%v,最新市价:%v,原始状态:%v", order.UserId, marketPrice, newPrice, order.Status) } deleteCache = true difference := newPrice.Mul(utils.Difference()) // 设置价差 dealPrice = newPrice.Add(difference).String() // 开仓价格 case flags.TradeTypeSell: // 买跌 if !flags.CheckSetting { applogger.Debug("用户ID:%v,限价卖出下单价格:%v,最新市价:%v,原始状态:%v", order.UserId, marketPrice, newPrice, order.Status) } deleteCache = true difference := newPrice.Mul(utils.Difference()) // 设置价差 dealPrice = newPrice.Sub(difference).String() // 开仓价格 } if deleteCache { order.Status = flags.Position if err := Reds.HDel(context.Background(), setting.MarketShareUsEntrust, order.OrderId).Err(); err != nil { applogger.Error("%v ShareUsConcurrentComputingEntrustMarket.HDel:%v", common.ErrShareUs, err) order.Status = status } } wg.Done() return share.ShareUsTallyCache{ UserId: order.UserId, // 用户Id OrderId: order.OrderId, // 订单Id Symbol: order.Symbol, // 下单交易对 OpenPrice: dealPrice, // 开仓价格 Status: order.Status, // 订单状态 Order: order.Order, // 下单信息 ClosingTime: order.ClosingTime, // 平仓时间 } } // ShareBlockUsConcurrentComputingEntrustMarket // // @Description: 大宗(美股)挂单成交 // @param order // @param newPrice // @param wg // @return share.ShareUsTallyCache func ShareBlockUsConcurrentComputingEntrustMarket(order *share.ShareUsTallyCache, newPrice decimal.Decimal, wg *sync.WaitGroup) share.ShareUsTallyCache { var status = order.Status // 原始状态 order.Status = flags.Position if err := Reds.HDel(context.Background(), setting.MarketShareBlkEntrust, order.OrderId).Err(); err != nil { applogger.Error("%v ShareBlockUsConcurrentComputingEntrustMarket.HDel:%v", common.ErrShareBlk, err) order.Status = status } wg.Done() return share.ShareUsTallyCache{ UserId: order.UserId, // 用户Id OrderId: order.OrderId, // 订单Id Symbol: order.Symbol, // 下单交易对 OpenPrice: newPrice.String(), // 开仓价格 Status: order.Status, // 订单状态 Order: order.Order, // 下单信息 ClosingTime: order.ClosingTime, // 平仓时间 } } // ShareUsMqOpenBusiness // // @Description: TODO: 美股持仓消息队列 // @param ctx // @param uo func ShareUsMqOpenBusiness(ctx context.Context, uo *Data) { go func() { uo.mqConsumer.Entrust.ConsumerNotice() }() for { select { case message, ok := <-consumer.ConsumerEntrustMq.ShareUsMq: if !ok { time.Sleep(5 * time.Second) applogger.Error("%v ShareUsMqOpenBusiness.ShareUsMq err....", common.ErrShareUs) continue } // 持仓订单缓存数据序列化解析 var resultMsg share.ShareUsTallyCache if err := json.Unmarshal(message, &resultMsg); err != nil { applogger.Error("%v ShareUsMqOpenBusiness.Unmarshal:%v", common.ErrShareUs, err) time.Sleep(5 * time.Second) continue } // 持仓平仓 if err := ShareUsLiquidationEntrust(ctx, &resultMsg); err != nil { applogger.Error("%v ShareUsMqOpenBusiness.ShareUsLiquidationPosition:%v", common.ErrShareUs, err) continue } default: // TODO: 是否处理空队列缓存的情况 applogger.Info("这里没有监控到持仓mq队列消息.........") time.Sleep(2 * time.Second) } } } // ShareUsLiquidationEntrust // // @Description: 美股挂单-->开仓业务处理 // @param ctx // @param order // @return error func ShareUsLiquidationEntrust(ctx context.Context, order *share.ShareUsTallyCache) error { // 1、开盘 err := StockOpenOrder(ctx, Msql, order.UserId, order.OrderId, order.OpenPrice, order.Order) if err != nil { applogger.Error("%v ShareUsLiquidationEntrust.StockOpenOrder:%v", common.ErrShareUs, err) return err } // 大宗(美股)交易判定 var entrustKey, adminKey string if !CheckTypeStatus(order.Order.Type) { entrustKey = setting.ShareUsSubscribe adminKey = setting.AdminShareUsSubscribe } else { entrustKey = setting.ShareBlkSubscribe adminKey = setting.AdminShareBlkSubscribe } // 2、更新用户订阅缓存列表订单状态 updateKey := virtual.OrderIdListKey(entrustKey, order.UserId) if err = UpdateShareUsSubscribeHashStatusByOrderId(order.OrderId, updateKey, flags.Position, order.OpenPrice); err != nil { applogger.Error("%v ShareUsLiquidationEntrust.Entrust.%v:%v", common.ErrShareUs, entrustKey, err) return err } // 3、更新管理员订阅缓存列表订单状态 if err = UpdateShareUsSubscribeHashStatusByOrderId(order.OrderId, adminKey, flags.Position, order.OpenPrice); err != nil { applogger.Error("%v ShareUsLiquidationEntrust.Entrust.%v:%v", common.ErrShareUs, adminKey, err) return err } return nil } // ShareUsTransactionPosition // // @Description: 美股持仓订单 // @param ctx func ShareUsTransactionPosition(ctx context.Context) { for { ShareUsTransactionCalculationPosition(ctx) time.Sleep(600 * time.Millisecond) } } // ShareUsTransactionCalculationPosition // // @Description: 美股持仓缓存队列计算 // @param ctx func ShareUsTransactionCalculationPosition(ctx context.Context) { var wg sync.WaitGroup // 判定是否交易 if CheckGlobalTread(flags.UsMarket) { time.Sleep(5 * time.Second) return } // TODO: 获取IPO未支付订单缓存 userIdMap, _ := GetBotUserArrears(ctx) // 获取持仓缓存列表 orderMap, err := Reds.HGetAll(context.Background(), setting.MarketShareUsPosition).Result() if err != nil { applogger.Error("%v ShareUsTransactionCalculationPosition.HGetAll:%v", common.ErrShareUs, err) return } for _, value := range orderMap { var msg = make(chan share.ShareUsTallyCache, 1) var entrust share.ShareUsTallyCache if err = json.Unmarshal([]byte(value), &entrust); err != nil { applogger.Error("%v ShareUsTransactionCalculationPosition.Unmarshal:%v", common.ErrShareUs, err) continue } // TODO: 判定是否未IPO未支付订单-不能平仓 _, isOk := userIdMap[entrust.UserId] if isOk { continue } // 处理时间 if !CheckShareSystemTime(entrust.ClosingTime) { applogger.Warn("美股:%v,平仓时间:%v暂未到达...", entrust.Symbol, entrust.ClosingTime) continue } // TODO: 实时获取强平阈值 //entrust.Order.System.StrongFlatRatio = GetForcedClosureValue(flags.Us, entrust.Symbol) // 股票实时价格 var newPrice decimal.Decimal newPrice, err = GetShareUsPrice(entrust.Symbol) if err != nil { applogger.Warn("%v ShareUsTransactionCalculationPosition.Get:%v---%v", common.ErrShareUs, entrust.Symbol, err) continue } // 判定涨跌幅 //chg := GetShareChgUs(flags.Us, entrust.Symbol) // 涨跌幅标识 //if share.CheckOrderByChg(setting.MarketShareUsEntrust, entrust, chg) { // continue //} // 判定配额强平 checkFlattening := GetStrongFlatteningThreshold(entrust.UserId) wg.Add(1) go func(value string) { resultMsg := ShareUsConcurrentComputingPosition(&entrust, newPrice, &wg, checkFlattening) msg <- resultMsg }(value) // 处理并发结果 select { case resultMsg, _ := <-msg: switch resultMsg.Status { case flags.Position: // 持仓 if !flags.CheckSetting { applogger.Info("从信道接收到美股持仓信息:%v", resultMsg) } case flags.Close: // 平仓 if !flags.CheckSetting { applogger.Info("从信道接收到美股平仓信息:%v", resultMsg) } // TODO: 平仓操作(优化写入队列中等待平仓) //var byteStr []byte //byteStr, err = json.Marshal(resultMsg) //if err != nil { // applogger.Error("%v ShareUsTransactionCalculationPosition.Marshal:%v", common.ShareUsError, err) // continue //} //if err = uo.mqProducer.Position.PushNotice(byteStr); err != nil { // applogger.Error("%v ShareUsTransactionCalculationPosition.DealPublish:%v", common.ShareUsError, err) // continue //} // 平仓操作 if err = ShareUsLiquidationPosition(ctx, &resultMsg); err != nil { applogger.Error("%v ShareUsTransactionCalculationPosition.ShareUsLiquidationPosition:%v", common.ErrShareUs, err) continue } } } } wg.Wait() applogger.Info("美股持仓并发计算执行完毕......") } // ShareUsConcurrentComputingPosition // // @Description: 美股持仓缓存列表业务处理 // @param order // @param newPrice // @param bidPrice // @param askPrice // @param wg // @return tradedeal.ShareUsTallyCache func ShareUsConcurrentComputingPosition(order *share.ShareUsTallyCache, newPrice decimal.Decimal, wg *sync.WaitGroup, checkFlattening bool) share.ShareUsTallyCache { var deleteCache, checkBool bool var dealPrice string var sellShort decimal.Decimal var openPrice = decimal.RequireFromString(order.OpenPrice) // 限价 var orderNumber = decimal.RequireFromString(order.Order.OrderNumber) // 仓位 var pryNum decimal.Decimal lenPryNum := len(utils.ReplaceStr(order.Order.PryNum)) == 0 if lenPryNum || order.Order.PryNum == flags.SetZero || order.Order.System.UserStatus != flags.SetThree || !utils.IsNumberInt(order.Order.PryNum) { pryNum = decimal.RequireFromString(flags.SetOne) } else { pryNum = decimal.RequireFromString(order.Order.PryNum) } // 下单判定设置(false无设置|true止盈止损) _, stopWinPrice, stopLossPrice, _ := StockVoteStopType(order.Order) switch order.Order.TradeType { case flags.TradeTypeBuy: // 买涨(强平) if !flags.CheckSetting { applogger.Info("用户ID:%v,持仓开仓价格:%v,最新市价:%v,止盈:%v,止损:%v,原始状态:%v", order.UserId, openPrice, newPrice, stopWinPrice, stopLossPrice, order.Status) } // 买涨:挂止损止盈,止盈价必须<当前价,止损价必须>当前价; if !stopWinPrice.IsZero() { if stopWinPrice.Cmp(newPrice) < 0 { checkBool = true difference := newPrice.Mul(utils.Difference()) // 设置价差 dealPrice = newPrice.Sub(difference).String() // 平仓价格 } } if !stopLossPrice.IsZero() { if stopLossPrice.Cmp(newPrice) > 0 { checkBool = true difference := newPrice.Mul(utils.Difference()) // 设置价差 dealPrice = newPrice.Add(difference).String() // 平仓价格 } } // 强行平仓(做多) if !checkBool { sellShort = newPrice.Sub(openPrice).Mul(orderNumber) } case flags.TradeTypeSell: // 买跌(存在强行平仓) if !flags.CheckSetting { applogger.Info("用户ID:%v,限价持仓买跌下单价格:%v,最新市价:%v,止盈:%v,止损:%v,原始状态:%v", order.UserId, openPrice, newPrice, stopWinPrice, stopLossPrice, order.Status) } // 买跌:挂止损止盈,止盈价必须>当前价,止损价必须<当前价; if !stopWinPrice.IsZero() { if stopWinPrice.Cmp(newPrice) > 0 { checkBool = true difference := newPrice.Mul(utils.Difference()) // 设置价差 dealPrice = newPrice.Add(difference).String() // 平仓价格 } } if !stopLossPrice.IsZero() { if stopLossPrice.Cmp(newPrice) < 0 { checkBool = true difference := newPrice.Mul(utils.Difference()) // 设置价差 dealPrice = newPrice.Sub(difference).String() // 平仓价格 } } // 强行平仓(做空) if !checkBool { sellShort = openPrice.Sub(newPrice).Mul(orderNumber) } } /* 强行平仓(做多|做空) 1、做多:(最新成交价-开仓成交价)*仓位 2、做空:(开仓成交价-最新成交价)*仓位 3、当浮动盈亏 >= 保证金的70%订单强行平仓 */ if sellShort.IsNegative() && checkFlattening { orderAmount := newPrice.Mul(decimal.RequireFromString(order.Order.OrderNumber)).Div(pryNum) // 订单金额 = 当前价格 * 订单数量 / 杠杆 floatPrice := orderAmount.Mul(decimal.RequireFromString(order.Order.System.StrongFlatRatio)) if !flags.CheckSetting { applogger.Info("强平保证金:%v,强平浮动70:%v,强行平仓判定:%v", orderAmount, floatPrice, sellShort.Abs().Cmp(floatPrice)) } if sellShort.Abs().Cmp(floatPrice) >= 0 { checkBool = true difference := newPrice.Mul(utils.Difference()) switch order.Order.TradeType { case flags.TradeTypeBuy: //买涨 dealPrice = newPrice.Sub(difference).String() // 平仓价格 case flags.TradeTypeSell: // 买跌 dealPrice = newPrice.Add(difference).String() // 平仓价格 } } } if checkBool { deleteCache = true order.Status = flags.Close } if deleteCache { // 根据订单ID-删除持仓列表缓存订单 if err := Reds.HDel(context.Background(), setting.MarketShareUsPosition, order.OrderId).Err(); err != nil { applogger.Error("%v ShareUsConcurrentComputingPosition.Position.HDel:%v", common.ErrShareUs, err) } } wg.Done() return share.ShareUsTallyCache{ UserId: order.UserId, // 用户Id OrderId: order.OrderId, // 订单Id Symbol: order.Symbol, // 下单交易对 ClosingPrice: dealPrice, // 平仓价格 Status: order.Status, // 订单状态 Order: order.Order, // 下单信息 ClosingTime: order.ClosingTime, // 平仓时间 } } // ShareUsMqClosingBusiness // // @Description: TODO: 处理美股平仓消息队列 // @param ctx // @param uo func ShareUsMqClosingBusiness(ctx context.Context, uo *Data) { go func() { uo.mqConsumer.Position.ConsumerNotice() }() for { select { case message, ok := <-consumer.ConsumerPositionMq.ShareUsMq: if !ok { time.Sleep(5 * time.Second) applogger.Error("%v ShareUsMqClosingBusiness.ShareUsMq err....", common.ErrShareUs) continue } // 持仓订单缓存数据序列化解析 var resultMsg share.ShareUsTallyCache if err := json.Unmarshal(message, &resultMsg); err != nil { applogger.Error("%v ShareUsMqClosingBusiness.Unmarshal:%v", common.ErrShareUs, err) time.Sleep(5 * time.Second) continue } // 持仓平仓 if err := ShareUsLiquidationPosition(ctx, &resultMsg); err != nil { applogger.Error("%v ShareUsMqClosingBusiness.ShareUsLiquidationPosition:%v", common.ErrShareUs, err) continue } default: // TODO: 是否处理空队列缓存的情况 applogger.Info("这里没有监控到消息mq队列消息.........") time.Sleep(2 * time.Second) } } } // ShareUsLiquidationPosition // // @Description: 美股持仓-->平仓业务处理 // @param ctx // @param order // @return error func ShareUsLiquidationPosition(ctx context.Context, order *share.ShareUsTallyCache) error { // 1、平仓操作 err := StockClosingOrder(ctx, Msql, order.OrderId, order.ClosingPrice, order.Order) if err != nil { applogger.Error("%v ShareUsLiquidationPosition.StockClosingOrder:%v", common.ErrShareUs, err) return err } // 2、平仓更新用户订阅订单状态 userSubKey := virtual.OrderIdListKey(setting.ShareUsSubscribe, order.UserId) if err = UpdateShareUsSubscribeHashStatusByOrderId(order.OrderId, userSubKey, flags.Close, flags.SetNull); err != nil { applogger.Error("%v ShareUsLiquidationPosition.Position.ShareUsSubscribe:%v", common.ErrShareUs, err) return err } // 3、平仓更新管理员订阅订单状态 if err = UpdateShareUsSubscribeHashStatusByOrderId(order.OrderId, setting.AdminShareUsSubscribe, flags.Close, flags.SetNull); err != nil { applogger.Error("%v ShareUsLiquidationPosition.Position.AdminShareUsSubscribe:%v", common.ErrShareUs, err) return err } return nil } // StockVoteStopType // // @Description: 美股判定取值止损止盈 // @param order // @return bool // @return decimal.Decimal // @return decimal.Decimal // @return error func StockVoteStopType(order structure.ShareOrder) (bool, decimal.Decimal, decimal.Decimal, error) { var checkBool bool var stopWinPrice, stopLossPrice decimal.Decimal switch order.StopType { case flags.StopTypeNone: // 暂无设置止盈止损 checkBool = false case flags.StopTypeSet: // 设置止盈止损 checkBool = true stopWinPrice, _ = decimal.NewFromString(order.StopWinPrice) stopLossPrice, _ = decimal.NewFromString(order.StopLossPrice) default: return checkBool, stopWinPrice, stopLossPrice, flags.ErrContractThirteen } return checkBool, stopWinPrice, stopLossPrice, nil } // GetShareUsPrice // // @Description: 获取美股股票价格 // @param symbol // @return decimal.Decimal // @return decimal.Decimal // @return decimal.Decimal // @return error func GetShareUsPrice(symbol string) (decimal.Decimal, error) { var err error var priceByte []byte var newPrice decimal.Decimal key := publicData.SymbolCache(flags.Us, symbol, flags.TradeTypePrice) priceByte, err = memory.GetShareUsCache(key) if err != nil { return decimal.Decimal{}, err } newPrice, err = decimal.NewFromString(string(priceByte)) if err != nil { return decimal.Decimal{}, err } applogger.Info("shareUsCode:%v,topIc:%v,shareUsPrice:%v", symbol, key, newPrice) return newPrice, nil }