package com.xcong.excoin.modules.okxNewPrice;
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import lombok.extern.slf4j.Slf4j;
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import java.math.BigDecimal;
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import java.math.RoundingMode;
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/**
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* 止损管理器 — 负责基底止损单挂载、止损触发后的逐步缩进、以及止损追挂。
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*
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* <h3>止损策略（对齐 Gate 版本）</h3>
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* <ol>
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* <li>基底开仓后挂多仓止损(id=-2~-11)和空仓止损(id=2~11)，每格 1 倍 quantity</li>
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* <li>条件单成交后以成交量为粒度追挂止损（extend 系列）</li>
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* <li>止损触发后向基底方向缩进 1 格，数量由价格差 / 步长决定，N>2 时先取消旧挂单</li>
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* </ol>
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*
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* <h3>线程安全</h3>
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* 本类通过 executor 的异步回调串行化下单操作；对 OkxGridElement 的读写依赖调用方保证有序。
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*
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* @author Administrator
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*/
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@Slf4j
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public class StopLossManager {
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private final OkxConfig config;
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private final OkxTradeExecutor executor;
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public StopLossManager(OkxConfig config, OkxTradeExecutor executor) {
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this.config = config;
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this.executor = executor;
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}
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// ========== 基底止损挂载 ==========
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/**
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* 在基底开仓完成后挂载初始止损单。
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* 多仓止损: id=-2 到 -11，每格 quantity 张，方向 sell/long
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* 空仓止损: id=2 到 11，每格 quantity 张，方向 buy/short
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*/
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public void setupBaseStopLosses() {
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// 挂多仓止损 (id=-2 到 -11)
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for (int id = -2; id >= -11; id--) {
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OkxGridElement elem = OkxGridElement.findById(id);
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if (elem == null) continue;
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BigDecimal triggerPrice = elem.getGridPrice();
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int finalId = id;
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executor.placeTakeProfit(triggerPrice.toString(), "sell", "long", config.getQuantity(),
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profitId -> {
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elem.setLongStopLossOrderId(profitId);
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OkxGridElement.refreshIndices();
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log.info("[OKX] 多仓止损已挂, gridId:{}, 触发价:{}, qty:{}, stopLossId:{}",
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finalId, triggerPrice, config.getQuantity(), profitId);
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});
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}
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// 挂空仓止损 (id=2 到 11)
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for (int id = 2; id <= 11; id++) {
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OkxGridElement elem = OkxGridElement.findById(id);
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if (elem == null) continue;
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BigDecimal triggerPrice = elem.getGridPrice();
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int finalId = id;
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executor.placeTakeProfit(triggerPrice.toString(), "buy", "short", config.getQuantity(),
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profitId -> {
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elem.setShortStopLossOrderId(profitId);
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OkxGridElement.refreshIndices();
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log.info("[OKX] 空仓止损已挂, gridId:{}, 触发价:{}, qty:{}, stopLossId:{}",
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finalId, triggerPrice, config.getQuantity(), profitId);
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});
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}
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log.info("[OKX] 止损单已全部挂完, 空仓止损: 2~11, 多仓止损: -2~-11");
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}
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// ========== 止损触发处理 ==========
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/**
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* 多仓止损触发处理。
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* 止损触发后向基底方向缩进 1 格挂条件多单，数量 = |触发价 - 当前持仓均价| / 网格步长，取整。
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* 若 N > 2，先取消上一步的旧挂单。
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*/
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public void handleLongStopLossTriggered(OkxGridElement gridElement, BigDecimal longEntryPrice) {
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int gridId = gridElement.getId();
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int N = Math.abs(gridId);
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gridElement.setLongStopLossOrderId(null);
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log.info("[OKX] 多仓止损触发 gridId:{}, 逐步缩进", gridId);
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int newEntryGridId = -(N - 1);
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OkxGridElement newEntryGrid = OkxGridElement.findById(newEntryGridId);
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if (newEntryGrid == null) {
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OkxGridElement.refreshIndices();
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log.warn("[OKX] 多仓止损触发 gridId:{} 找不到入单网格({})", gridId, newEntryGridId);
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return;
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}
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if (N > 2) {
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int cancelGridId = -(N - 2);
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OkxGridElement cancelGrid = OkxGridElement.findById(cancelGridId);
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if (cancelGrid != null && cancelGrid.isHasLongOrder()) {
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executor.cancelAlgoOrder(cancelGrid.getLongOrderId(), oid -> {
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clearLongEntryState(cancelGrid);
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log.info("[OKX] 多仓止损触发, 取消gridId:{}的多单", cancelGridId);
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});
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}
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}
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BigDecimal triggerPrice = newEntryGrid.getGridPrice();
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BigDecimal priceDiff = longEntryPrice.subtract(triggerPrice).abs();
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BigDecimal epsilon = new BigDecimal("0.00000001");
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int count = priceDiff.add(epsilon).divide(config.getStep(), 0, RoundingMode.DOWN).intValue();
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count = Math.max(1, count);
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int entryQty = count * Integer.parseInt(config.getQuantity());
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String size = String.valueOf(entryQty);
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log.info("[OKX] 多仓止损触发 gridId:{}, 在gridId:{}挂{}张多单(价差:{},步长:{},count:{},qty:{})",
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gridId, newEntryGridId, entryQty, priceDiff, config.getStep(), count, config.getQuantity());
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newEntryGrid.getLongTraderParam().setQuantity(size);
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placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice, size);
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}
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/**
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* 空仓止损触发处理。
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* 止损触发后向基底方向缩进 1 格挂条件空单，数量 = |触发价 - 当前持仓均价| / 网格步长，取整。
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* 若 N > 2，先取消上一步的旧挂单。
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*/
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public void handleShortStopLossTriggered(OkxGridElement gridElement, BigDecimal shortEntryPrice) {
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int gridId = gridElement.getId();
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int N = gridId;
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gridElement.setShortStopLossOrderId(null);
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log.info("[OKX] 空仓止损触发 gridId:{}, 逐步缩进", gridId);
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int newEntryGridId = N - 1;
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OkxGridElement newEntryGrid = OkxGridElement.findById(newEntryGridId);
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if (newEntryGrid == null) {
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OkxGridElement.refreshIndices();
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log.warn("[OKX] 空仓止损触发 gridId:{} 找不到入单网格({})", gridId, newEntryGridId);
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return;
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}
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if (N > 2) {
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int cancelGridId = N - 2;
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OkxGridElement cancelGrid = OkxGridElement.findById(cancelGridId);
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if (cancelGrid != null && cancelGrid.isHasShortOrder()) {
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executor.cancelAlgoOrder(cancelGrid.getShortOrderId(), oid -> {
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clearShortEntryState(cancelGrid);
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log.info("[OKX] 空仓止损触发, 取消gridId:{}的空单", cancelGridId);
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});
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}
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}
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BigDecimal triggerPrice = newEntryGrid.getGridPrice();
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BigDecimal priceDiff = shortEntryPrice.subtract(triggerPrice).abs();
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BigDecimal epsilon = new BigDecimal("0.00000001");
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int count = priceDiff.add(epsilon).divide(config.getStep(), 0, RoundingMode.DOWN).intValue();
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count = Math.max(1, count);
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int entryQty = count * Integer.parseInt(config.getQuantity());
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String size = String.valueOf(entryQty);
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log.info("[OKX] 空仓止损触发 gridId:{}, 在gridId:{}挂{}张空单(价差:{},步长:{},count:{},qty:{})",
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gridId, newEntryGridId, entryQty, priceDiff, config.getStep(), count, config.getQuantity());
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newEntryGrid.getShortTraderParam().setQuantity(size);
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placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice, size);
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}
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// ========== 止损追挂 ==========
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/**
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* 多仓追挂止损：按 quantity 粒度拆分为 count 个止损单，从当前最远止损格再往外延伸。
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*/
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public void extendLongStopLoss(int filledQty) {
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int qty = Integer.parseInt(config.getQuantity());
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int stopLossCount = filledQty / qty;
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int furthestSlId = 0;
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for (OkxGridElement e : config.getGridElements()) {
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if (e.getLongStopLossOrderId() != null && e.getId() < furthestSlId) {
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furthestSlId = e.getId();
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}
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}
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if (furthestSlId == 0) furthestSlId = -11;
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log.info("[OKX] 多仓追挂止损, 当前最远止损gridId:{}, 追加{}单, 每单{}张", furthestSlId, stopLossCount, qty);
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for (int i = 0; i < stopLossCount; i++) {
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int newSlId = furthestSlId - i - 1;
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OkxGridElement elem = OkxGridElement.findById(newSlId);
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if (elem == null) continue;
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BigDecimal triggerPrice = elem.getGridPrice();
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int finalSlId = newSlId;
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executor.placeTakeProfit(triggerPrice.toString(), "sell", "long", config.getQuantity(),
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profitId -> {
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elem.setLongStopLossOrderId(profitId);
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OkxGridElement.refreshIndices();
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log.info("[OKX] 多仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
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});
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}
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}
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/**
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* 空仓追挂止损：按 quantity 粒度拆分为 count 个止损单，从当前最远止损格再往外延伸。
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*/
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public void extendShortStopLoss(int filledQty) {
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int qty = Integer.parseInt(config.getQuantity());
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int stopLossCount = filledQty / qty;
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int furthestSlId = 0;
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for (OkxGridElement e : config.getGridElements()) {
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if (e.getShortStopLossOrderId() != null && e.getId() > furthestSlId) {
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furthestSlId = e.getId();
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}
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}
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if (furthestSlId == 0) furthestSlId = 11;
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log.info("[OKX] 空仓追挂止损, 当前最远止损gridId:{}, 追加{}单, 每单{}张", furthestSlId, stopLossCount, qty);
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for (int i = 0; i < stopLossCount; i++) {
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int newSlId = furthestSlId + i + 1;
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OkxGridElement elem = OkxGridElement.findById(newSlId);
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if (elem == null) continue;
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BigDecimal triggerPrice = elem.getGridPrice();
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int finalSlId = newSlId;
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executor.placeTakeProfit(triggerPrice.toString(), "buy", "short", config.getQuantity(),
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profitId -> {
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elem.setShortStopLossOrderId(profitId);
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OkxGridElement.refreshIndices();
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log.info("[OKX] 空仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
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});
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}
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}
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// ========== 辅助：条件单创建 & 状态回写 ==========
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/**
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* 预置标志位后发送条件入单请求，成功/失败均通过回调写入 GridElement 状态。
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*/
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void placeEntryOrderWithPreFlag(OkxGridElement gridElement, boolean isLong,
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BigDecimal triggerPrice, String size) {
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if (isLong) {
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gridElement.setHasLongOrder(true);
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} else {
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gridElement.setHasShortOrder(true);
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}
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String side = isLong ? "buy" : "sell";
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String posSide = isLong ? "long" : "short";
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executor.placeConditionalEntryOrder(triggerPrice.toString(), side, posSide, size,
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orderId -> {
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if (isLong) {
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setLongEntryState(gridElement, orderId, true);
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} else {
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setShortEntryState(gridElement, orderId, true);
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}
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},
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() -> {
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if (isLong) {
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gridElement.setHasLongOrder(false);
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gridElement.setLongOrderId(null);
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} else {
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gridElement.setHasShortOrder(false);
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gridElement.setShortOrderId(null);
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}
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OkxGridElement.refreshIndices();
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log.warn("[OKX] 条件单创建失败，回滚标志位 gridId:{}, isLong:{}", gridElement.getId(), isLong);
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}
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);
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}
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// ---- GridElement 状态修改（package-private，OkxGridTradeService 也可调用） ----
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void setLongEntryState(OkxGridElement gridElement, String entryId, boolean flag) {
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OkxTraderParam tp = gridElement.getLongTraderParam();
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tp.setEntryOrderId(entryId);
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tp.setEntryOrderPlaced(flag);
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gridElement.setHasLongOrder(flag);
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gridElement.setLongOrderId(entryId);
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OkxGridElement.refreshIndices();
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}
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void setShortEntryState(OkxGridElement gridElement, String entryId, boolean flag) {
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OkxTraderParam tp = gridElement.getShortTraderParam();
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tp.setEntryOrderId(entryId);
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tp.setEntryOrderPlaced(flag);
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gridElement.setHasShortOrder(flag);
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gridElement.setShortOrderId(entryId);
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OkxGridElement.refreshIndices();
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}
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void clearLongEntryState(OkxGridElement gridElement) {
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setLongEntryState(gridElement, null, false);
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}
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void clearShortEntryState(OkxGridElement gridElement) {
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setShortEntryState(gridElement, null, false);
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}
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void setLongTakeProfitState(OkxGridElement gridElement, String profitId, boolean flag) {
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OkxTraderParam tp = gridElement.getLongTraderParam();
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tp.setTakeProfitOrderId(profitId);
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tp.setTakeProfitPlaced(flag);
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gridElement.setLongTakeProfitOrderId(profitId);
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OkxGridElement.refreshIndices();
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}
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void setShortTakeProfitState(OkxGridElement gridElement, String profitId, boolean flag) {
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OkxTraderParam tp = gridElement.getShortTraderParam();
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tp.setTakeProfitOrderId(profitId);
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tp.setTakeProfitPlaced(flag);
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gridElement.setShortTakeProfitOrderId(profitId);
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OkxGridElement.refreshIndices();
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}
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}
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