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518 lines
16 KiB
518 lines
16 KiB
2 months ago
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package selfContract
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import (
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"encoding/json"
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"fmt"
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"github.com/shopspring/decimal"
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"math/rand"
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"time"
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"wss-pool/cmd/common"
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"wss-pool/cmd/websocketservice"
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"wss-pool/internal/gzip"
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red "wss-pool/internal/redis"
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"wss-pool/logging/applogger"
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"wss-pool/pkg/model/market"
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"wss-pool/pkg/model/stock"
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)
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const (
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volRand int = 1 //成交张数 随机最大值
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maxRand float64 = 1000 //成交笔数 随机最大值
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minRand float64 = 0.1
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minLeastRand float64 = 1
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quantity int = 60 //成交币
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tradeNum int = 50
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DepthNum int = 80 //深度数据只要
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DepthMaxNum int = 300 //深度数据只要
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defaultMaxStep float64 = 0.003
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defaultMinStep float64 = 0.000001
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)
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var (
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TotalAmount decimal.Decimal // 当前总成交量
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TotalTradeTurnover decimal.Decimal //总成交额
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TotalVol decimal.Decimal //总成交两张数
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TotalCount decimal.Decimal //总成交笔数
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oldAsks int64
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oldBids int64
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)
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func ClearTotal() {
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TotalAmount = decimal.NewFromFloat(0)
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TotalTradeTurnover = decimal.NewFromFloat(0)
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TotalVol = decimal.NewFromFloat(0)
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TotalCount = decimal.NewFromFloat(0)
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}
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func CreateDepth(old, closePrice decimal.Decimal) {
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chStep6 := fmt.Sprintf("market-%s-depth-step6", SelfContractCode)
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//redisStep6, _ := red.Get_Cache_Data(chStep6)
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//随机生成单量
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rand.New(rand.NewSource(time.Now().UnixNano()))
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tick := market.CtDepthTick{
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Mrid: rand.Int63n(99999999999) + int64(99999),
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Id: common.TimeToNow(),
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Ts: common.TimeToNow(),
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}
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//卖单，买单
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tick.Asks, tick.Bids = DepthStep(closePrice, old)
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//applogger.Info("asks ", tick.Asks, tick.Bids)
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CreateTradeDetail(tick)
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//升序
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tick.Asks = insertionSort(tick.Asks)
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//降序
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tick.Bids = quickSort(tick.Bids)
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res := market.SubscribeCtDepthResponse{
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Channel: chStep6,
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Timestamp: common.TimeToNow(),
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Tick: &tick,
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}
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resByte, _ := json.Marshal(res)
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resStep6, _ := gzip.DecompressData(resByte)
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OneDayContractDepth(res)
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red.RedisClient.Publish(res.Channel, resStep6)
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}
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// 卖单 买单
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func DepthStep(closePrice, old decimal.Decimal) ([][]decimal.Decimal, [][]decimal.Decimal) {
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data := make([][]decimal.Decimal, 0)
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datas := make([][]decimal.Decimal, 0)
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if old.Equal(closePrice) {
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return data, datas
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}
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amaxRand := float64(0)
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bmaxRand := float64(0)
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//跌
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if old.GreaterThan(closePrice) {
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diff := old.Sub(closePrice)
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amaxRand, _ = diff.Div(old).Mul(decimal.NewFromFloat(maxRand)).Round(2).Float64()
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bmaxRand = amaxRand / float64(3)
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} else {
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diff := closePrice.Sub(old)
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bmaxRand, _ = diff.Div(old).Mul(decimal.NewFromFloat(maxRand)).Round(2).Float64()
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amaxRand = bmaxRand / float64(3)
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}
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asksMap := make(map[string]int)
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bidsMap := make(map[string]int)
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minRands := minRand
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if closePrice.LessThan(decimal.NewFromInt(int64(1))) {
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minRands = minLeastRand
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}
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for i := 0; i < DepthNum; i++ {
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item := make([]decimal.Decimal, 0)
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price := calculateMaxMinContractPrice(closePrice, false)
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if _, ok := asksMap[price.String()]; ok {
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continue
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}
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item = append(item, price)
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item = append(item, decimal.NewFromFloat(common.RandFloats(minRands, amaxRand)))
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data = append(data, item)
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asksMap[price.String()] = 1
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if len(data) >= 20 {
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break
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}
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}
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for i := 0; i < DepthNum; i++ {
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item := make([]decimal.Decimal, 0)
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price := calculateMaxMinContractPrice(closePrice, true)
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if _, ok := bidsMap[price.String()]; ok {
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continue
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}
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item = append(item, price)
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item = append(item, decimal.NewFromFloat(common.RandFloats(minRands, bmaxRand)))
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datas = append(datas, item)
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bidsMap[price.String()] = 1
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if len(datas) >= 20 {
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break
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}
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}
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return data, datas
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}
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// 生成一天聚合深度
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func OneDayContractDepth(item market.SubscribeCtDepthResponse) {
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result := market.SubscribeCtDepthTempResponse{}
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result.Tick = &market.CtDepthTick{}
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title := fmt.Sprintf("market-%s-depth-step6", SelfContractCode)
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rand.New(rand.NewSource(time.Now().UnixNano()))
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result.Tick.Mrid = rand.Int63n(99999999999) + int64(99999)
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result.Tick.Id = common.TimeToNow() * 1000
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result.Tick.Ts = common.TimeToNow() * 1000
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result.Tick.Asks = insertionSort(item.Tick.Asks)
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result.Tick.Bids = quickSort(item.Tick.Bids)
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result.Channel = fmt.Sprintf("market.%s.depth.step6", SelfContractCode)
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resultJsons, _ := json.Marshal(result)
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red.Set_Cache_Value(title, string(resultJsons))
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return
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//titleInfo := fmt.Sprintf("market-%s-depth-step6-info", SelfContractCode)
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//redisRes, _ := red.Get_Cache_Data(title)
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//if common.GetWeeHours() || redisRes == "" {
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// itemJson, _ := json.Marshal(item)
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// if err := red.Set_Cache_Value(title, string(itemJson)); err != nil {
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// applogger.Error(title, err)
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// }
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// //if err := red.Set_Cache_Value(titleInfo, string(itemJson)); err != nil {
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// // applogger.Error(title, err)
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// //}
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// return
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//}
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//result := market.SubscribeCtDepthTempResponse{}
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//if err := json.Unmarshal([]byte(redisRes), &result); err != nil {
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// applogger.Error("json err", err)
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// return
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//}
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//bids := make(map[decimal.Decimal]decimal.Decimal, 0)
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//asks := make(map[decimal.Decimal]decimal.Decimal, 0)
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//for _, v := range result.Tick.Bids {
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// bids[v[0]] = v[1]
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//}
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//for _, v := range result.Tick.Asks {
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// asks[v[0]] = v[1]
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//}
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//bidsTemp := make([][]decimal.Decimal, 0)
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//bidsAbandonMap := make(map[decimal.Decimal]int)
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//// fmt.Println("bids map" ,bids)
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//// fmt.Println("bids",result.Tick.Bids)
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//for _, v := range item.Tick.Bids {
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// value := make([]decimal.Decimal, 0)
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// if len(v) <= 0 {
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// continue
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// }
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// if num, ok := bids[v[0]]; !ok {
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// value = append(value, v[0])
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// value = append(value, v[1].Add(num))
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// bidsTemp = append(bidsTemp, value)
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// bidsAbandonMap[v[0]] = 1
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// } else {
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// value = append(value, v[0])
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// value = append(value, v[1])
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// bidsTemp = append(bidsTemp, value)
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// }
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//}
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////fmt.Println("bidsAb",bidsAbandonMap)
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//for key, val := range bids {
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// if _, ok := bidsAbandonMap[key]; !ok {
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// value := make([]decimal.Decimal, 0)
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// value = append(value, key)
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// value = append(value, val)
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// bidsTemp = append(bidsTemp, value)
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// }
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//}
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//asksTemp := make([][]decimal.Decimal, 0)
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//asksAbandonMap := make(map[decimal.Decimal]int)
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//for _, v := range item.Tick.Asks {
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// if len(v) <= 0 {
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// continue
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// }
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// value := make([]decimal.Decimal, 0)
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// if num, ok := asks[v[0]]; ok {
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// value = append(value, v[0])
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// value = append(value, v[1].Add(num))
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// asksAbandonMap[v[0]] = 1 //收集起来
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// asksTemp = append(asksTemp, value)
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// } else {
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// value = append(value, v[0])
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// value = append(value, v[1])
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// asksTemp = append(asksTemp, value)
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// }
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//}
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//for key, val := range asks {
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// if _, ok := asksAbandonMap[key]; !ok {
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// value := make([]decimal.Decimal, 0)
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// value = append(value, key)
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// value = append(value, val)
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// asksTemp = append(asksTemp, value)
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// }
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//}
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//result.Channel = fmt.Sprintf("market.%s.depth.step6-info", SelfContractCode)
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//result.Tick.Asks = asksTemp
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//result.Tick.Bids = bidsTemp
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//result.Tick.Mrid = rand.Int63n(99999999999) + int64(99999)
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//result.Tick.Id = common.TimeToNow() * 1000
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//result.Tick.Ts = common.TimeToNow() * 1000
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////resultJson, _ := json.Marshal(result)
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//////所有的买卖保存
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////if err := red.Set_Cache_Value(titleInfo, string(resultJson)); err != nil {
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//// applogger.Error(title, err)
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////}
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////推给前端数据
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//if len(asksTemp) >= DepthNum {
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// asksTemp = asksTemp[:DepthNum]
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// //fmt.Println(len(asksTemp))
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// //os.Exit(11)
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//}
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//if len(bidsTemp) >= DepthNum {
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// bidsTemp = bidsTemp[:DepthNum]
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//}
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////result := market.SubscribeCtDepthTempResponse{}
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//result.Tick.Asks = insertionSort(asksTemp)
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//result.Tick.Bids = quickSort(bidsTemp)
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//result.Channel = fmt.Sprintf("market.%s.depth.step6", SelfContractCode)
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//resultJsons, _ := json.Marshal(result)
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//red.Set_Cache_Value(title, string(resultJsons))
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//applogger.Info("OneDayContractDepth ", string(resultJsons))
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}
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// 生成一天聚合行情
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func OneDayDetailMerged(param market.SubscribeCtKlineResponse) {
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title := fmt.Sprintf("market-%s-detail-merged", SelfContractCode)
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chStep6 := fmt.Sprintf("market-%s-depth-step6", SelfContractCode)
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redisStep6, _ := red.Get_Cache_Data(chStep6)
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resultStep6 := market.SubscribeCtDepthResponse{}
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if err := json.Unmarshal([]byte(redisStep6), &resultStep6); err != nil {
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applogger.Error("OneDayContractDepth json err", err)
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return
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}
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result := market.SubscribeCtDetailResponse{}
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tick := &market.CtDetailTick{}
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result.Channel = title
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rand.Seed(time.Now().UnixNano())
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var totalPriceAsks decimal.Decimal
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var totalNumAsks decimal.Decimal
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for _, v := range resultStep6.Tick.Asks {
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if len(v) <= 0 {
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continue
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}
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totalPriceAsks = totalPriceAsks.Add(v[0])
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totalNumAsks = totalNumAsks.Add(v[1])
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}
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if len(resultStep6.Tick.Asks) > 0 {
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value := make([]decimal.Decimal, 0)
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value = append(value, totalPriceAsks.Div(decimal.NewFromInt(int64(len(resultStep6.Tick.Asks)))).Round(digits))
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value = append(value, totalNumAsks)
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tick.Asks = value
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}
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bidsTemp := make([][]decimal.Decimal, 0)
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var totalPriceBids decimal.Decimal
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var totalNumBids decimal.Decimal
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for _, v := range resultStep6.Tick.Bids {
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if len(v) <= 0 {
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continue
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}
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totalPriceBids = totalPriceBids.Add(v[0])
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totalNumBids = totalNumBids.Add(v[1])
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}
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if len(resultStep6.Tick.Bids) > 0 {
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value := make([]decimal.Decimal, 0)
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value = append(value, totalPriceBids.Div(decimal.NewFromInt(int64(len(resultStep6.Tick.Bids)))).Round(digits))
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value = append(value, totalNumBids)
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bidsTemp = append(bidsTemp, value)
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tick.Bids = value
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}
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tick.Mrid = rand.Int63n(99999999999) + int64(99999)
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tick.Id = common.TimeToNow()
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tick.TradeTurnover = param.Tick.Rrade_Turnover
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tick.Count = param.Tick.Count.IntPart()
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tick.High = param.Tick.High
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tick.Open = param.Tick.Open
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tick.Vol = param.Tick.Vol
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tick.Close = param.Tick.Close
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tick.Low = param.Tick.Low
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tick.Amount = param.Tick.Amount
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result.Tick = tick
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result.Timestamp = common.TimeToNow()
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result.Channel = fmt.Sprintf("market.%s.detail.merged", SelfContractCode)
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resultJson, _ := json.Marshal(result)
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if err := red.Set_Cache_Value(title, string(resultJson)); err != nil {
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applogger.Error(title, err)
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}
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//applogger.Info("OneDayContractDepth ", string(resultJson))
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}
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// 生成详情
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func CreateTradeDetail(tick market.CtDepthTick) {
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res := market.SubscribeCtTradeDetailResponse{}
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res.Tick = &market.CtTradeDetailTick{}
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res.Tick.Data = make([]market.TradeDetail, 0)
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TotalCount = decimal.NewFromInt(0)
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//最近交易接口
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tradeDetailAPI := make([]stock.MarketTrade, 0)
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for key, v := range tick.Asks {
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if key >= 1 {
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break
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}
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trade := v[1].Mul(FaceValue).Mul(v[0]) //每一笔成交张数 * 合约面值 * 成交价格
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|
item := market.TradeDetail{
|
||
|
|
Amount: v[1],
|
||
|
|
Ts: common.TimeToNow() * 1000,
|
||
|
|
Id: common.TimeToNow() * 1000,
|
||
|
|
Price: v[0],
|
||
|
|
Direction: "sell",
|
||
|
|
Quantity: trade.Div(v[0]).Round(digits), //成交币
|
||
|
|
TradeTurnover: trade,
|
||
|
|
}
|
||
|
|
//总成交额
|
||
|
|
//TotalTradeTurnover = TotalTradeTurnover.Add(trade)
|
||
|
|
//总成交量
|
||
|
|
//TotalAmount = TotalAmount.Add(item.Quantity)
|
||
|
|
//成交张数
|
||
|
|
//TotalVol = TotalVol.Add(v[1])
|
||
|
|
res.Tick.Data = append(res.Tick.Data, item)
|
||
|
|
apiItem := stock.MarketTrade{
|
||
|
|
ID: common.TimeToNow() * 1000,
|
||
|
|
OrderNumber: item.Amount.String(),
|
||
|
|
DealPrice: item.Price.String(),
|
||
|
|
OrderTime: common.TimeToNow() * 1000,
|
||
|
|
TradeType: 2,
|
||
|
|
TradeTurnover: trade,
|
||
|
|
}
|
||
|
|
tradeDetailAPI = append(tradeDetailAPI, apiItem)
|
||
|
|
}
|
||
|
|
res.Channel = fmt.Sprintf("market.%s.trade.detail", SelfContractCode)
|
||
|
|
res.Timestamp = common.TimeToNow() * 1000
|
||
|
|
if len(res.Tick.Data) > 0 {
|
||
|
|
// fmt.Println(res.Tick.Data)
|
||
|
|
jsonMessage, _ := json.Marshal(websocketservice.Message{
|
||
|
|
ServersId: res.Channel,
|
||
|
|
Content: res,
|
||
|
|
Symbol: res.Channel})
|
||
|
|
//applogger.Info("CreateTradeDetail sell:", string(jsonMessage))
|
||
|
|
red.RedisClient.Publish(res.Channel, string(jsonMessage))
|
||
|
|
}
|
||
|
|
//总成交笔数
|
||
|
|
//TotalCount = TotalCount.Add(decimal.NewFromInt(int64(len(tick.Asks))))
|
||
|
|
|
||
|
|
res = market.SubscribeCtTradeDetailResponse{}
|
||
|
|
res.Tick = &market.CtTradeDetailTick{}
|
||
|
|
res.Tick.Data = make([]market.TradeDetail, 0)
|
||
|
|
res.Channel = fmt.Sprintf("market.%s.trade.detail", SelfContractCode)
|
||
|
|
for key, v := range tick.Bids {
|
||
|
|
if key >= 1 {
|
||
|
|
break
|
||
|
|
}
|
||
|
|
trade := v[1].Mul(FaceValue).Mul(v[0]) //每一笔成交张数 * 合约面值 * 成交价格
|
||
|
|
item := market.TradeDetail{
|
||
|
|
Amount: v[1], //张数
|
||
|
|
Ts: common.TimeToNow() * 1000,
|
||
|
|
Id: common.TimeToNow() * 1000,
|
||
|
|
Price: v[0],
|
||
|
|
Direction: "buy",
|
||
|
|
Quantity: trade.Div(v[0]).Round(digits), //成交币
|
||
|
|
TradeTurnover: trade,
|
||
|
|
}
|
||
|
|
//总成交额
|
||
|
|
TotalTradeTurnover = TotalTradeTurnover.Add(trade)
|
||
|
|
//总成交量
|
||
|
|
TotalAmount = TotalAmount.Add(item.Quantity)
|
||
|
|
//成交张数
|
||
|
|
TotalVol = TotalVol.Add(v[1])
|
||
|
|
res.Tick.Data = append(res.Tick.Data, item)
|
||
|
|
apiItem := stock.MarketTrade{
|
||
|
|
ID: common.TimeToNow() * 1000,
|
||
|
|
OrderNumber: item.Amount.String(),
|
||
|
|
DealPrice: item.Price.String(),
|
||
|
|
OrderTime: common.TimeToNow() * 1000,
|
||
|
|
TradeType: 1,
|
||
|
|
TradeTurnover: trade,
|
||
|
|
}
|
||
|
|
tradeDetailAPI = append(tradeDetailAPI, apiItem)
|
||
|
|
}
|
||
|
|
res.Timestamp = common.TimeToNow() * 1000
|
||
|
|
//总成交笔数
|
||
|
|
TotalCount = TotalCount.Add(decimal.NewFromInt(int64(len(tick.Bids))))
|
||
|
|
if len(res.Tick.Data) > 0 {
|
||
|
|
//fmt.Println(res.Tick.Data)
|
||
|
|
jsonMessage, _ := json.Marshal(websocketservice.Message{
|
||
|
|
ServersId: res.Channel,
|
||
|
|
Content: res,
|
||
|
|
Symbol: res.Channel})
|
||
|
|
//applogger.Info("CreateTradeDetail buy:", string(jsonMessage))
|
||
|
|
go func(channel string, jsonMessage []byte) {
|
||
|
|
time.Sleep(1 * time.Second)
|
||
|
|
red.RedisClient.Publish(channel, string(jsonMessage))
|
||
|
|
}(res.Channel, jsonMessage)
|
||
|
|
}
|
||
|
|
//缓存
|
||
|
|
title := fmt.Sprintf("market-%s-trade-detail", SelfContractCode)
|
||
|
|
var resultJson []byte
|
||
|
|
//if len(tradeDetailAPI) < tradeNum {
|
||
|
|
// item, _ := red.Get_Cache_Data(title)
|
||
|
|
// //itemJson, _ := json.Marshal(item)
|
||
|
|
// res := make([]stock.MarketTrade, 0)
|
||
|
|
// json.Unmarshal([]byte(item), &res)
|
||
|
|
// l := len(res)
|
||
|
|
// res = append(res, tradeDetailAPI...)
|
||
|
|
// if l > 0 {
|
||
|
|
// res = res[l:]
|
||
|
|
// }
|
||
|
|
// resultJson, _ = json.Marshal(res)
|
||
|
|
//} else {
|
||
|
|
resultJson, _ = json.Marshal(tradeDetailAPI)
|
||
|
|
// }
|
||
|
|
if err := red.Set_Cache_Value(title, string(resultJson)); err != nil {
|
||
|
|
applogger.Error(title, err)
|
||
|
|
}
|
||
|
|
// os.Exit(11111)
|
||
|
|
//
|
||
|
|
// applogger.Info(string(resultJson))
|
||
|
|
}
|
||
|
|
|
||
|
|
func calculateMaxMinContractPrice(basePrice decimal.Decimal, isNegative bool) decimal.Decimal {
|
||
|
|
rand.New(rand.NewSource(time.Now().UnixNano()))
|
||
|
|
max := basePrice.Mul(decimal.NewFromFloat(rand.Float64()*defaultMinStep + rand.Float64()*(defaultMaxStep-defaultMinStep))).Round(digits)
|
||
|
|
// fmt.Println(max)
|
||
|
|
if isNegative {
|
||
|
|
return basePrice.Sub(max).Round(digits)
|
||
|
|
}
|
||
|
|
return basePrice.Add(max).Round(digits)
|
||
|
|
}
|
||
|
|
|
||
|
|
// 买单不能高于当前价，卖但不能低于当前价
|
||
|
|
func randDepth(max, min int, closePrice, old decimal.Decimal) ([][]decimal.Decimal, [][]decimal.Decimal) {
|
||
|
|
data := make([][]decimal.Decimal, 0)
|
||
|
|
datas := make([][]decimal.Decimal, 0)
|
||
|
|
//item := make([]decimal.Decimal, 0)
|
||
|
|
//item = append(item, calculateMaxMinContractPrice(closePrice, false))
|
||
|
|
//item = append(item, decimal.NewFromInt(int64(max)))
|
||
|
|
//data = append(data, item)
|
||
|
|
//item = make([]decimal.Decimal, 0)
|
||
|
|
//item = append(item, calculateMaxMinContractPrice(closePrice, true))
|
||
|
|
//item = append(item, decimal.NewFromInt(int64(min)))
|
||
|
|
//datas = append(datas, item)
|
||
|
|
//}
|
||
|
|
//if old.GreaterThan(closePrice) {
|
||
|
|
// //跌
|
||
|
|
// return data, datas
|
||
|
|
//}
|
||
|
|
//dataTemp := make([][]decimal.Decimal, 0)
|
||
|
|
//datasTemp := make([][]decimal.Decimal, 0)
|
||
|
|
//item = make([]decimal.Decimal, 0)
|
||
|
|
//item = append(item, data[0][0])
|
||
|
|
//item = append(item, datas[0][1])
|
||
|
|
//dataTemp = append(dataTemp, item)
|
||
|
|
//item = make([]decimal.Decimal, 0)
|
||
|
|
//item = append(item, datas[0][0])
|
||
|
|
//item = append(item, data[0][1])
|
||
|
|
//datasTemp = append(datasTemp, item)
|
||
|
|
return data, datas
|
||
|
|
}
|
||
|
|
|
||
|
|
// 升序
|
||
|
|
func insertionSort(nums [][]decimal.Decimal) [][]decimal.Decimal {
|
||
|
|
n := len(nums)
|
||
|
|
for i := 0; i < n-1; i++ {
|
||
|
|
for j := 0; j < n-i-1; j++ {
|
||
|
|
if nums[j][0].GreaterThan(nums[j+1][0]) {
|
||
|
|
nums[j], nums[j+1] = nums[j+1], nums[j]
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
return nums
|
||
|
|
}
|
||
|
|
|
||
|
|
// 降序
|
||
|
|
func quickSort(nums [][]decimal.Decimal) [][]decimal.Decimal {
|
||
|
|
n := len(nums)
|
||
|
|
for i := 0; i < n-1; i++ {
|
||
|
|
minIdx := i
|
||
|
|
for j := i + 1; j < n; j++ {
|
||
|
|
if nums[j][0].GreaterThan(nums[minIdx][0]) {
|
||
|
|
minIdx = j
|
||
|
|
}
|
||
|
|
}
|
||
|
|
nums[i], nums[minIdx] = nums[minIdx], nums[i]
|
||
|
|
}
|
||
|
|
return nums
|
||
|
|
}
|