package com.xcong.excoin.modules.okxNewPrice;
|
|
import lombok.extern.slf4j.Slf4j;
|
|
import java.math.BigDecimal;
|
import java.math.RoundingMode;
|
import java.util.ArrayList;
|
import java.util.List;
|
|
/**
|
* 网格价格队列构建器 — 从基底入场价生成双向价格队列和 OkxGridElement 列表。
|
*
|
* <h3>职责</h3>
|
* <ul>
|
* <li>根据基底空头入场价,向下递减排空仓队列</li>
|
* <li>向上递增排多仓队列</li>
|
* <li>整合两队列为 OkxGridElement 列表并注入 {@link OkxConfig}</li>
|
* </ul>
|
*
|
* <h3>线程安全</h3>
|
* 本类为纯函数式(除 config.setStep / config.setGridElements 副作用外),
|
* 每次调用返回新构建的对象,不持有可变状态。
|
*
|
* @author Administrator
|
*/
|
@Slf4j
|
public final class GridQueueBuilder {
|
|
private GridQueueBuilder() { /* utility class */ }
|
|
/**
|
* 从基底入场价向下递减生成空仓价格队列,降序排列(大→小)。
|
*
|
* @param config 全局配置(step 会被计算并写入)
|
* @param basePrice 空仓基底入场价
|
* @return 空仓价格队列,按降序排列
|
*/
|
public static List<BigDecimal> buildShortQueue(OkxConfig config, BigDecimal basePrice) {
|
int prec = config.getPriceScale();
|
BigDecimal step = basePrice.multiply(config.getGridRate()).setScale(prec, RoundingMode.HALF_UP);
|
config.setStep(step); // 其它方法依赖此 step
|
|
List<BigDecimal> queue = new ArrayList<>();
|
BigDecimal elem = basePrice.subtract(step).setScale(prec, RoundingMode.HALF_UP);
|
for (int i = 0; i < config.getGridQueueSize(); i++) {
|
queue.add(elem);
|
elem = elem.subtract(step).setScale(prec, RoundingMode.HALF_UP);
|
if (elem.compareTo(BigDecimal.ZERO) <= 0) break;
|
}
|
queue.sort((a, b) -> b.compareTo(a)); // 降序
|
log.info("[OKX] 空队列:{}", queue);
|
return queue;
|
}
|
|
/**
|
* 从基底入场价向上递增生成多仓价格队列,升序排列(小→大)。
|
*
|
* @param config 全局配置(使用已设置的 step)
|
* @param basePrice 空仓基底入场价(对齐 Gate 版本,多仓队列也以此为基准)
|
* @return 多仓价格队列,按升序排列
|
*/
|
public static List<BigDecimal> buildLongQueue(OkxConfig config, BigDecimal basePrice) {
|
int prec = config.getPriceScale();
|
BigDecimal step = config.getStep();
|
List<BigDecimal> queue = new ArrayList<>();
|
BigDecimal elem = basePrice.add(step).setScale(prec, RoundingMode.HALF_UP);
|
for (int i = 0; i < config.getGridQueueSize(); i++) {
|
queue.add(elem);
|
elem = elem.add(step).setScale(prec, RoundingMode.HALF_UP);
|
}
|
queue.sort(BigDecimal::compareTo); // 升序
|
log.info("[OKX] 多队列:{}", queue);
|
return queue;
|
}
|
|
/**
|
* 将空/多仓队列整合为 OkxGridElement 列表。
|
* <ul>
|
* <li>空仓网格: id = -1, -2, -3 …</li>
|
* <li>基底网格: id = 0(短仓入场价位置)</li>
|
* <li>多仓网格: id = +1, +2, +3 …</li>
|
* </ul>
|
* 每个网格元素包含两个方向的 {@link OkxTraderParam}(入场价 / 止盈价 / 数量)。
|
*
|
* @param config 全局配置
|
* @param shortQueue 空仓价格队列
|
* @param longQueue 多仓价格队列
|
* @param basePrice 空仓基底入场价
|
* @return 构建好的网格元素列表(已注入 config)
|
*/
|
public static List<OkxGridElement> buildGridElements(OkxConfig config,
|
List<BigDecimal> shortQueue,
|
List<BigDecimal> longQueue,
|
BigDecimal basePrice) {
|
List<OkxGridElement> elements = new ArrayList<>();
|
int shortSize = shortQueue.size();
|
int longSize = longQueue.size();
|
int prec = config.getPriceScale();
|
BigDecimal step = config.getStep();
|
String qty = config.getQuantity();
|
|
// ---- 空仓网格: id = -1, -2, … ----
|
for (int i = 0; i < shortSize; i++) {
|
int id = -(i + 1);
|
Integer upId = (i == 0) ? 0 : id + 1;
|
Integer downId = (i == shortSize - 1) ? null : id - 1;
|
BigDecimal price = shortQueue.get(i);
|
OkxTraderParam longParam = OkxTraderParam.builder()
|
.direction(OkxTraderParam.Direction.LONG)
|
.entryPrice(price).takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
|
OkxTraderParam shortParam = OkxTraderParam.builder()
|
.direction(OkxTraderParam.Direction.SHORT)
|
.entryPrice(price).takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
|
elements.add(OkxGridElement.builder().id(id).gridPrice(price).upId(upId).downId(downId)
|
.longTraderParam(longParam).shortTraderParam(shortParam).build());
|
}
|
|
// ---- 基底网格: id = 0 ----
|
{
|
BigDecimal price = basePrice;
|
OkxTraderParam longParam = OkxTraderParam.builder()
|
.direction(OkxTraderParam.Direction.LONG)
|
.entryPrice(price).takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
|
OkxTraderParam shortParam = OkxTraderParam.builder()
|
.direction(OkxTraderParam.Direction.SHORT)
|
.entryPrice(price).takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
|
elements.add(OkxGridElement.builder().id(0).gridPrice(price)
|
.upId(shortSize > 0 ? 1 : null).downId(longSize > 0 ? -1 : null)
|
.longTraderParam(longParam).shortTraderParam(shortParam).build());
|
}
|
|
// ---- 多仓网格: id = 1, 2, … ----
|
for (int i = 0; i < longSize; i++) {
|
int id = i + 1;
|
Integer downId = (i == 0) ? 0 : id - 1;
|
Integer upId = (i == longSize - 1) ? null : id + 1;
|
BigDecimal price = longQueue.get(i);
|
OkxTraderParam longParam = OkxTraderParam.builder()
|
.direction(OkxTraderParam.Direction.LONG)
|
.entryPrice(price).takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
|
OkxTraderParam shortParam = OkxTraderParam.builder()
|
.direction(OkxTraderParam.Direction.SHORT)
|
.entryPrice(price).takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
|
elements.add(OkxGridElement.builder().id(id).gridPrice(price).upId(upId).downId(downId)
|
.longTraderParam(longParam).shortTraderParam(shortParam).build());
|
}
|
|
config.setGridElements(elements);
|
log.info("[OKX] 网格元素列表已构建, 共{}个元素", elements.size());
|
return elements;
|
}
|
}
|