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40 KiB

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
}