package models import "github.com/shopspring/decimal" //Liquidation 强平计算公式字段 type Liquidation struct { WalletBalance decimal.Decimal //账户余额,钱包余额= 1,535,443.01 TMM1 decimal.Decimal //(TMM1)其它合约下的全部保证金(除合约1外)= 71200.81144,维持保证金=名义价值*维持保证金率-维持保证金速算額,名义价值=价格*数量,拿标记价格计算 UPNL1 decimal.Decimal //全部其它合约的未实现盈亏(除合约1外)= -56,249.35 CumB decimal.Decimal //单向模式下合约1的维持保证金速算額= 135,365.00 CumL decimal.Decimal //开多合约1下的维持保证金速算額(双向持仓模式)= 0 CumS decimal.Decimal //开空合约1下的维持保证金速算額(双向持仓模式)= 0 Side1BOTH int //合约1的方向(单向持仓模式);“1”代表开多持仓;“-1”代表开空持仓= 1 Position1BOTH decimal.Decimal //合约1的持仓大小(单向持仓模式);无论开多或开空,取绝对值= 3,683.979 EP1BOTH decimal.Decimal //合约1的头寸价格(单向持仓模式)=1,456.84 Position1LONG decimal.Decimal //开多仓位大小(双向持仓模式);无论开多或开空,取绝对值= 0 EP1LONG decimal.Decimal //开多持仓的头寸(双向持仓模式);无论开多或开空,取绝对值= 0 Position1SHORT decimal.Decimal //开空仓位大小(双向持仓模式);无论开多或开空,取绝对值= 0 EP1SHORT decimal.Decimal //开空持仓的头寸(双向持仓模式);无论开多或开空,取绝对值= 0 MMRB decimal.Decimal //单向持仓模式合约的维持保证金费率= 10% MMRL decimal.Decimal //开多合约的维持保证金费率(双向持仓模式)= 0 MMRS decimal.Decimal //开空合约的维持保证金费率(双向持仓模式)= 0 } //CalculateLiquidationPrice 计算强平公式 func (lq Liquidation) CalculateLiquidationPrice() decimal.Decimal { //d1=WB-TMM1+UPNL1+CumB+CumL+CumS-Side1BOTH*Position1BOTH*EP1BOTH-Position1LONG*EP1LONG+Position1SHORT*EP1SHORT t1 := lq.WalletBalance if lq.TMM1.Cmp(decimal.Zero) != 0 { t1 = t1.Sub(lq.TMM1) } if lq.UPNL1.Cmp(decimal.Zero) != 0 { t1 = t1.Add(lq.UPNL1) } if lq.CumB.Cmp(decimal.Zero) != 0 { t1 = t1.Add(lq.CumB) } if lq.CumL.Cmp(decimal.Zero) != 0 { t1 = t1.Add(lq.CumL) } if lq.CumS.Cmp(decimal.Zero) != 0 { t1 = t1.Add(lq.CumS) } position1BOTH := lq.Position1BOTH side1BOTH := decimal.NewFromInt32(int32(lq.Side1BOTH)) position1LONG := lq.Position1LONG position1SHORT := lq.Position1SHORT d1 := t1.Sub(side1BOTH.Mul(position1BOTH).Mul(lq.EP1BOTH)). Sub(position1LONG.Mul(lq.EP1LONG)).Add(position1SHORT.Mul(lq.EP1SHORT)) //d2=Position1BOTH*MMRB+Position1LONG*MMRL+Position1SHORT*MMRS-Side1BOTH*Position1BOTH-Position1LONG+Position1SHORT t2 := position1BOTH.Mul(lq.MMRB).Add(position1LONG.Mul(lq.MMRL)).Add(position1SHORT.Mul(lq.MMRS)) t2 = t2.Sub(side1BOTH.Mul(position1BOTH)) d2 := t2.Sub(position1LONG).Add(position1SHORT) //LP1= d1/d2 return d1.Div(d2) }