wss-pool/cmd/marketwsscliert/modifycontract.go

package marketwsscliert

import (
	"fmt"
	"github.com/shopspring/decimal"
	"math/rand"
	"strings"
	"sync"
	"time"
	"wss-pool/cmd/common"
	"wss-pool/cmd/selfContract"
	"wss-pool/config"
	"wss-pool/internal/data"
	"wss-pool/internal/model"
	"wss-pool/logging/applogger"
	"wss-pool/pkg/model/market"
)

const (
	proportion int32 = 10000  //调价原价比例
	numPrices  int   = 60 * 5 //生成随机价格数量
)

var (
	ModifyContractMap = make(map[string]ModifyContract)
	mu                = sync.Mutex{}
	UpdatePrice       = make(map[string]decimal.Decimal)
)

type ModifyContract struct {
	ContractCode string          `json:"ContractCode"` //合约
	BeginTime    string          `json:"BeginTime"`    //开始时间
	EndTime      string          `json:"EndTime"`      //结束时间
	Price        decimal.Decimal `json:"Prices"`       //价格
	Prices       string          `json:"Price"`        //价格
	Digits       int             `json:"Digits"`       //保留几位小数
	Step         int             `json:"Step"`         // 浮点数
	BeginUnix    int64
	EndUnix      int64
}

func SetValue(key string, value ModifyContract) {
	mu.Lock()
	defer mu.Unlock()
	ModifyContractMap[key] = value
}
func GetValue(key string) (ModifyContract, bool) {
	mu.Lock()
	defer mu.Unlock()
	value, ok := ModifyContractMap[key]
	return value, ok
}
func getData() []model.ContractMarket {
	contract := model.NewContractMarket()
	result := contract.ListModifyContract()
	return result
}

// 加载配置数据
func GetModifyContract() {
	data.InitGorm(config.Config.Bourse)
	for {
		t := time.NewTimer(10 * time.Second)
		<-t.C
		result := getData()
		for _, v := range result {
			end, _ := common.TimeStrToTimes(v.EndTime)
			if end.Unix() < time.Now().Unix() {
				applogger.Error("该调价已过期")
				continue
			}
			price, err := decimal.NewFromString(v.MaxPrice)
			if price.IsZero() {
				applogger.Error("价格有误", price)
				continue
			}
			begin, err := common.TimeStrToTimestamp(v.BeginTime)
			if err != nil {
				applogger.Error("begin err", err)
				continue
			}
			ends, err := common.TimeStrToTimestamp(v.EndTime)
			if err != nil {
				applogger.Info("end err", err)
				continue
			}
			//判断当前合约 是否有任务还在执行
			if mapVal, ok := GetValue(v.TradeName); ok {
				if mapVal.EndUnix >= time.Now().Unix() {
					applogger.Info(v.TradeName, " is run")
					continue
				}
			}
			SetValue(v.TradeName, ModifyContract{
				ContractCode: v.TradeName,
				BeginTime:    v.BeginTime,
				EndTime:      v.EndTime,
				Price:        price,
				Digits:       v.KeepDecimal,
				Step:         v.Step,
				BeginUnix:    begin,
				EndUnix:      ends,
			})
			contract := model.NewContractMarket()
			contract.ID = v.ID
			contract.UpdateIsGetOne()
		}
	}
}

// 合约插针
func RunModify(param market.SubscribeCtKlineResponse) market.SubscribeCtKlineResponse {
	countSplit := strings.Split(param.Channel, ".")
	if len(countSplit) < 2 {
		return param
	}
	val, ok := GetValue(countSplit[1])
	if !ok {
		return param
	}
	//不在设置的时间区间范围 过滤 ,因k线间隔 不同 id误差大，使用ts
	if (val.BeginUnix)*1000 > param.Timestamp || (val.EndUnix*1000) < param.Timestamp {
		return param
	}
	key := fmt.Sprintf("%s-%s", param.Tick.Close.String(), countSplit[1])
	var price decimal.Decimal
	applogger.Info("old", param.Tick.Close)
	tick := param.Tick
	//保持各种K线 落盘价一致 问题
	price, ok = UpdatePrice[key]
	if !ok {
		fmt.Println("new data")
		price = calculateContractPrice(val.Price, int32(val.Step), int32(val.Digits))
		UpdatePrice[key] = price
	}
	go clearPrice(key)
	tick.Close = price
	if price.GreaterThan(tick.High) {
		tick.High = price
	}
	if price.LessThan(tick.Low) {
		tick.Low = price
	}
	applogger.Info("new", tick.Close, "channel", param.Channel)
	var timestamp int64
	var open decimal.Decimal
	expot := countSplit[len(countSplit)-1]
	switch expot {
	case "1min":
		timestamp = common.GenerateSingaporeMinuteTimestamp()
		open = GetContractOpen(timestamp, expot, countSplit[1])
	case "5min":
		timestamp = common.GenerateSingaporeFiveMinTimestamp()
		open = GetContractOpen(timestamp, expot, countSplit[1])
	case "15min":
		timestamp = common.GenerateSingaporeFifteenMinTimestamp()
		open = GetContractOpen(timestamp, expot, countSplit[1])
	case "30min":
		timestamp = common.GenerateSingaporeThirtyMinTimestamp()
		open = GetContractOpen(timestamp, expot, countSplit[1])
	case "60min":
		timestamp = common.GenerateSingaporeHourTimestamp()
		open = GetContractOpen(timestamp, expot, countSplit[1])
	case "4hour":
		timestamp = common.GenerateSingaporeFourHourTimestamp() - (4 * 60 * 60)
		open = GetContractOpen(timestamp, expot, countSplit[1])
	case "1day":
		timestamp = common.GenerateSingaporeDayTimestamp("")
		open = GetContractOpen(timestamp, expot, countSplit[1])
	case "1week":
		timestamp = common.GetWeekTimestamp()
		open = GetContractOpen(timestamp, expot, countSplit[1])
	case "1mon":
		timestamp = common.GenerateSingaporeMonTimestamp()
		open = GetContractOpen(timestamp, expot, countSplit[1])
	}
	tick.Open = open
	param.Tick = tick
	return param
}

func GetContractOpen(timestamp int64, period, contract string) decimal.Decimal {
	var open decimal.Decimal
	tick := selfContract.GetNewPriceAll(contract, period)
	if len(tick) > 0 {
		switch tick[0].Code {
		case timestamp:
			open, _ = decimal.NewFromString(tick[0].Open)
		default:
			open, _ = decimal.NewFromString(tick[0].Close)
		}
	}
	return open
}

func clearPrice(close string) {
	if len(UpdatePrice) >= 10 {
		for key := range UpdatePrice {
			if key != close {
				delete(UpdatePrice, key)
				break
			}
		}
	}
}

// 计算虚拟合约价格
func calculateContractPrice(basePrice decimal.Decimal, step int32, digits int32) decimal.Decimal {
	rand.New(rand.NewSource(time.Now().UnixNano()))
	max := basePrice.Mul(decimal.NewFromFloat(float64(step) / float64(proportion))).Round(digits)
	min := max.Neg()
	return basePrice.Add(generateRandomStep(max, min)).Round(digits)
}

func generateRandomStep(min, max decimal.Decimal) decimal.Decimal {
	return min.Add(decimal.NewFromFloat(rand.Float64()).Mul(max.Sub(min)))
}