386 lines
11 KiB
TypeScript
386 lines
11 KiB
TypeScript
import { Injectable, Logger } from '@nestjs/common';
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import { TradingCalculatorService } from '../../domain/services/trading-calculator.service';
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import { BlackHoleRepository } from '../../infrastructure/persistence/repositories/black-hole.repository';
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import { SharePoolRepository } from '../../infrastructure/persistence/repositories/share-pool.repository';
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import { CirculationPoolRepository } from '../../infrastructure/persistence/repositories/circulation-pool.repository';
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import { PriceSnapshotRepository } from '../../infrastructure/persistence/repositories/price-snapshot.repository';
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import { TradingConfigRepository } from '../../infrastructure/persistence/repositories/trading-config.repository';
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import { Money } from '../../domain/value-objects/money.vo';
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import Decimal from 'decimal.js';
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export interface PriceInfo {
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price: string;
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greenPoints: string;
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blackHoleAmount: string;
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circulationPool: string;
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effectiveDenominator: string;
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burnMultiplier: string;
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minuteBurnRate: string;
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snapshotTime: Date;
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}
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@Injectable()
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export class PriceService {
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private readonly logger = new Logger(PriceService.name);
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private readonly calculator = new TradingCalculatorService();
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constructor(
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private readonly blackHoleRepository: BlackHoleRepository,
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private readonly sharePoolRepository: SharePoolRepository,
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private readonly circulationPoolRepository: CirculationPoolRepository,
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private readonly priceSnapshotRepository: PriceSnapshotRepository,
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private readonly tradingConfigRepository: TradingConfigRepository,
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) {}
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/**
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* 获取当前价格信息
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*/
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async getCurrentPrice(): Promise<PriceInfo> {
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const [sharePool, blackHole, circulationPool, config] = await Promise.all([
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this.sharePoolRepository.getPool(),
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this.blackHoleRepository.getBlackHole(),
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this.circulationPoolRepository.getPool(),
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this.tradingConfigRepository.getConfig(),
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]);
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const greenPoints = sharePool?.greenPoints || Money.zero();
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const blackHoleAmount = blackHole?.totalBurned || Money.zero();
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const circulationPoolAmount = circulationPool?.totalShares || Money.zero();
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// 计算价格
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const price = this.calculator.calculatePrice(greenPoints, blackHoleAmount, circulationPoolAmount);
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// 计算有效分母
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const effectiveDenominator = this.calculator.calculateEffectiveDenominator(
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blackHoleAmount,
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circulationPoolAmount,
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);
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// 计算销毁倍数
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const burnMultiplier = this.calculator.calculateSellBurnMultiplier(
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blackHoleAmount,
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circulationPoolAmount,
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);
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// 获取当前每分钟销毁率
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const minuteBurnRate = config?.minuteBurnRate || Money.zero();
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return {
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price: price.toFixed(18),
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greenPoints: greenPoints.toFixed(8),
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blackHoleAmount: blackHoleAmount.toFixed(8),
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circulationPool: circulationPoolAmount.toFixed(8),
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effectiveDenominator: effectiveDenominator.toFixed(8),
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burnMultiplier: burnMultiplier.toFixed(18),
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minuteBurnRate: minuteBurnRate.toFixed(18),
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snapshotTime: new Date(),
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};
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}
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/**
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* 获取当前销毁倍数
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*/
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async getCurrentBurnMultiplier(): Promise<Decimal> {
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const [blackHole, circulationPool] = await Promise.all([
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this.blackHoleRepository.getBlackHole(),
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this.circulationPoolRepository.getPool(),
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]);
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const blackHoleAmount = blackHole?.totalBurned || Money.zero();
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const circulationPoolAmount = circulationPool?.totalShares || Money.zero();
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return this.calculator.calculateSellBurnMultiplier(blackHoleAmount, circulationPoolAmount);
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}
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/**
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* 计算卖出销毁量
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*/
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async calculateSellBurn(sellQuantity: Money): Promise<{
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burnQuantity: Money;
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burnMultiplier: Decimal;
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effectiveQuantity: Money;
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}> {
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const burnMultiplier = await this.getCurrentBurnMultiplier();
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const burnQuantity = this.calculator.calculateSellBurnAmount(sellQuantity, burnMultiplier);
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const effectiveQuantity = new Money(sellQuantity.value.plus(burnQuantity.value));
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return {
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burnQuantity,
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burnMultiplier,
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effectiveQuantity,
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};
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}
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/**
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* 计算卖出交易额
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*/
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async calculateSellAmount(sellQuantity: Money): Promise<{
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amount: Money;
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burnQuantity: Money;
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effectiveQuantity: Money;
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price: Money;
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}> {
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const priceInfo = await this.getCurrentPrice();
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const price = new Money(priceInfo.price);
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const { burnQuantity, effectiveQuantity } = await this.calculateSellBurn(sellQuantity);
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const amount = this.calculator.calculateSellAmount(sellQuantity, burnQuantity, price);
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return {
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amount,
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burnQuantity,
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effectiveQuantity,
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price,
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};
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}
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/**
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* 创建价格快照
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*/
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async createSnapshot(): Promise<void> {
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try {
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const [sharePool, blackHole, circulationPool, config] = await Promise.all([
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this.sharePoolRepository.getPool(),
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this.blackHoleRepository.getBlackHole(),
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this.circulationPoolRepository.getPool(),
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this.tradingConfigRepository.getConfig(),
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]);
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const greenPoints = sharePool?.greenPoints || Money.zero();
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const blackHoleAmount = blackHole?.totalBurned || Money.zero();
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const circulationPoolAmount = circulationPool?.totalShares || Money.zero();
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const price = this.calculator.calculatePrice(greenPoints, blackHoleAmount, circulationPoolAmount);
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const effectiveDenominator = this.calculator.calculateEffectiveDenominator(
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blackHoleAmount,
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circulationPoolAmount,
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);
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const minuteBurnRate = config?.minuteBurnRate || Money.zero();
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const snapshotTime = new Date();
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snapshotTime.setSeconds(0, 0);
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await this.priceSnapshotRepository.createSnapshot({
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snapshotTime,
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price,
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greenPoints,
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blackHoleAmount,
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circulationPool: circulationPoolAmount,
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effectiveDenominator,
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minuteBurnRate,
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});
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this.logger.debug(`Price snapshot created: ${price.toFixed(18)}`);
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} catch (error) {
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this.logger.error('Failed to create price snapshot', error);
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}
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}
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/**
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* 获取价格历史
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*/
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async getPriceHistory(
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startTime: Date,
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endTime: Date,
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limit: number = 1440,
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): Promise<
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Array<{
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time: Date;
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price: string;
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greenPoints: string;
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blackHoleAmount: string;
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circulationPool: string;
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}>
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> {
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const snapshots = await this.priceSnapshotRepository.getPriceHistory(startTime, endTime, limit);
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return snapshots.map((s) => ({
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time: s.snapshotTime,
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price: s.price.toFixed(18),
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greenPoints: s.greenPoints.toFixed(8),
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blackHoleAmount: s.blackHoleAmount.toFixed(8),
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circulationPool: s.circulationPool.toFixed(8),
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}));
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}
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/**
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* 获取最新价格快照
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*/
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async getLatestSnapshot(): Promise<PriceInfo | null> {
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const snapshot = await this.priceSnapshotRepository.getLatestSnapshot();
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if (!snapshot) {
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return null;
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}
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const burnMultiplier = await this.getCurrentBurnMultiplier();
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return {
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price: snapshot.price.toFixed(18),
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greenPoints: snapshot.greenPoints.toFixed(8),
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blackHoleAmount: snapshot.blackHoleAmount.toFixed(8),
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circulationPool: snapshot.circulationPool.toFixed(8),
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effectiveDenominator: snapshot.effectiveDenominator.toFixed(8),
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burnMultiplier: burnMultiplier.toFixed(18),
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minuteBurnRate: snapshot.minuteBurnRate.toFixed(18),
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snapshotTime: snapshot.snapshotTime,
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};
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}
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/**
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* 获取K线数据（OHLC格式）
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* 将价格快照按周期聚合为K线数据
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*
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* @param period K线周期: 1m, 5m, 15m, 30m, 1h, 4h, 1d
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* @param limit 返回数量
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* @param before 获取此时间之前的K线数据（用于加载更多历史）
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*/
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async getKlines(
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period: string = '1h',
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limit: number = 100,
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before?: Date,
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): Promise<
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Array<{
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time: string;
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open: string;
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high: string;
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low: string;
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close: string;
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volume: string;
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}>
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> {
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// 解析周期为分钟数
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const periodMinutes = this.parsePeriodToMinutes(period);
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// 计算时间范围
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// 如果指定了before，则获取before之前的数据；否则获取到当前时间的数据
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const endTime = before ? before : new Date();
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const startTime = new Date(endTime.getTime() - periodMinutes * limit * 60 * 1000);
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// 获取原始快照数据
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const snapshots = await this.priceSnapshotRepository.getPriceHistory(
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startTime,
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endTime,
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periodMinutes * limit, // 获取足够多的数据点
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);
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if (snapshots.length === 0) {
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return [];
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}
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// 按周期聚合为K线
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const klines = this.aggregateToKlines(snapshots, periodMinutes);
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// 返回最近的limit条
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return klines.slice(-limit);
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}
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/**
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* 解析周期字符串为分钟数
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*/
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private parsePeriodToMinutes(period: string): number {
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const periodMap: Record<string, number> = {
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'1m': 1,
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'5m': 5,
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'15m': 15,
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'30m': 30,
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'1h': 60,
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'4h': 240,
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'1d': 1440,
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};
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return periodMap[period] || 60;
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}
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/**
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* 将快照数据聚合为K线
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*/
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private aggregateToKlines(
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snapshots: Array<{
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snapshotTime: Date;
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price: Money;
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greenPoints: Money;
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blackHoleAmount: Money;
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circulationPool: Money;
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effectiveDenominator: Money;
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minuteBurnRate: Money;
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}>,
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periodMinutes: number,
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): Array<{
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time: string;
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open: string;
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high: string;
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low: string;
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close: string;
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volume: string;
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}> {
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if (snapshots.length === 0) return [];
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const klineMap = new Map<
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number,
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{
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time: Date;
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prices: Decimal[];
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}
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>();
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// 按周期分组
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for (const snapshot of snapshots) {
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const periodStart = this.getPeriodStart(snapshot.snapshotTime, periodMinutes);
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const key = periodStart.getTime();
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if (!klineMap.has(key)) {
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klineMap.set(key, {
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time: periodStart,
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prices: [],
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});
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}
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klineMap.get(key)!.prices.push(snapshot.price.value);
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}
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// 转换为K线格式
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const klines: Array<{
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time: string;
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open: string;
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high: string;
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low: string;
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close: string;
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volume: string;
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}> = [];
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const sortedKeys = Array.from(klineMap.keys()).sort((a, b) => a - b);
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for (const key of sortedKeys) {
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const data = klineMap.get(key)!;
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const prices = data.prices;
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if (prices.length === 0) continue;
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const open = prices[0];
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const close = prices[prices.length - 1];
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const high = Decimal.max(...prices);
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const low = Decimal.min(...prices);
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klines.push({
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time: data.time.toISOString(),
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open: open.toFixed(18),
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high: high.toFixed(18),
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low: low.toFixed(18),
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close: close.toFixed(18),
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volume: '0', // 该系统无交易量概念
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});
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}
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return klines;
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}
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/**
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* 获取周期的起始时间
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*/
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private getPeriodStart(time: Date, periodMinutes: number): Date {
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const msPerPeriod = periodMinutes * 60 * 1000;
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const periodStart = Math.floor(time.getTime() / msPerPeriod) * msPerPeriod;
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return new Date(periodStart);
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}
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}
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