package com.xcong.excoin.modules.okxNewPrice.celue;
|
|
import cn.hutool.core.collection.CollUtil;
|
import cn.hutool.core.util.ObjectUtil;
|
import cn.hutool.core.util.StrUtil;
|
import com.xcong.excoin.modules.okxNewPrice.okxWs.*;
|
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
|
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.OrderParamEnums;
|
import com.xcong.excoin.modules.okxNewPrice.okxWs.param.TradeRequestParam;
|
import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListEnum;
|
import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListQueue;
|
import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListService;
|
import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild;
|
import com.xcong.excoin.modules.okxNewPrice.utils.WsParamBuild;
|
import com.xcong.excoin.rabbit.pricequeue.AscBigDecimal;
|
import com.xcong.excoin.rabbit.pricequeue.DescBigDecimal;
|
import com.xcong.excoin.utils.RedisUtils;
|
import lombok.RequiredArgsConstructor;
|
import lombok.extern.slf4j.Slf4j;
|
import org.springframework.stereotype.Service;
|
|
import java.math.BigDecimal;
|
import java.math.RoundingMode;
|
import java.util.List;
|
import java.util.Map;
|
import java.util.concurrent.PriorityBlockingQueue;
|
|
/**
|
* 操作服务实现类，用于处理与交易相关的逻辑操作。
|
* 包括根据市场行情判断是否进行加仓或减仓，并维护相关价格队列。
|
*
|
* @author Administrator
|
*/
|
@Slf4j
|
@Service
|
@RequiredArgsConstructor
|
public class CaoZuoServiceImpl implements CaoZuoService {
|
|
private final WangGeListService wangGeListService;
|
private final RedisUtils redisUtils;
|
|
/**
|
* 执行主要的操作逻辑，包括读取合约状态、获取市场价格信息，
|
* 并根据当前持仓均价和标记价格决定是否执行买卖操作。
|
*
|
* @return 返回操作类型字符串（如买入BUY、卖出SELL等），如果无有效操作则返回null
|
*/
|
@Override
|
public TradeRequestParam caoZuoHandler(String accountName, String markPx, String posSide) {
|
TradeRequestParam tradeRequestParam = new TradeRequestParam();
|
tradeRequestParam.setAccountName(accountName);
|
tradeRequestParam.setMarkPx(markPx);
|
tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
|
tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
|
tradeRequestParam.setPosSide(posSide);
|
tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
|
|
/**
|
* 准备工作
|
* 1、准备好下单的基本信息
|
*/
|
// 系统设置的开关，等于冷静中，则代表不开仓
|
String outStr = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.OUT.name());
|
if (OrderParamEnums.OUT_YES.getValue().equals(outStr)){
|
log.error("冷静中，不允许下单......");
|
tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
|
return chooseEvent(tradeRequestParam);
|
}
|
BigDecimal cashBal = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get("cashBal"));
|
/**
|
* 判断止损抗压
|
*/
|
BigDecimal realKuiSunAmount = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get("upl"));
|
if (realKuiSunAmount.compareTo(BigDecimal.ZERO) < 0){
|
String kangYaPercent = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.KANG_CANG.name());
|
BigDecimal kangYaAmount = cashBal.multiply(new BigDecimal(kangYaPercent));
|
String zhiSunPercent = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.ZHI_SUN.name());
|
BigDecimal zhiSunAmount = cashBal.multiply(new BigDecimal(zhiSunPercent));
|
log.info("实际盈亏金额: {}，预期抗仓金额: {}，预期亏损金额: {}", realKuiSunAmount, kangYaAmount, zhiSunAmount);
|
realKuiSunAmount = realKuiSunAmount.multiply(new BigDecimal("-1"));
|
// 账户预期亏损金额比这个还小时，立即止损
|
if (realKuiSunAmount.compareTo(zhiSunAmount) > 0){
|
log.warn("账户冷静止损......");
|
//目前止损掉损失较大的一个方向
|
String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
|
BigDecimal upl = PositionsWs.getAccountMap(positionAccountName).get("upl");
|
String posSideOther = CoinEnums.POSSIDE_LONG.getCode().equals(posSide) ? CoinEnums.POSSIDE_SHORT.getCode() : CoinEnums.POSSIDE_LONG.getCode();
|
String positionAccountOther = PositionsWs.initAccountName(accountName, posSideOther);
|
BigDecimal uplOther = PositionsWs.getAccountMap(positionAccountOther).get("upl");
|
if (upl.compareTo(uplOther) > 0){
|
log.warn("{}的亏损{}，{}的亏损{}，止损{}......",posSide,upl,posSideOther,uplOther,uplOther);
|
posSide = posSideOther;
|
}
|
|
WsMapBuild.saveStringToMap(InstrumentsWs.getAccountMap(accountName), CoinEnums.OUT.name(), OrderParamEnums.OUT_YES.getValue());
|
tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
|
return caoZuoZhiSunEvent(accountName, markPx, posSide);
|
}
|
// 判断抗压
|
if (realKuiSunAmount.compareTo(kangYaAmount) > 0 && realKuiSunAmount.compareTo(zhiSunAmount) <= 0){
|
log.warn("账户紧张扛仓......");
|
tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
|
return chooseEvent(tradeRequestParam);
|
}
|
}
|
|
String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
|
// 判断是否保证金超标
|
if (PositionsWs.getAccountMap(positionAccountName).get("imr") == null){
|
log.warn("没有获取到持仓信息，等待初始化......");
|
tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
|
return chooseEvent(tradeRequestParam);
|
}
|
BigDecimal ordFrozImr = PositionsWs.getAccountMap(positionAccountName).get("imr");
|
BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get(CoinEnums.TOTAL_ORDER_USDT.name()));
|
if (ordFrozImr.compareTo(totalOrderUsdt) >= 0){
|
log.warn("已满仓......");
|
tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
|
return chooseEvent(tradeRequestParam);
|
}
|
|
if (PositionsWs.getAccountMap(positionAccountName).get("pos") == null){
|
log.warn("没有获取到持仓信息，等待初始化......");
|
tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
|
return chooseEvent(tradeRequestParam);
|
}
|
BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
|
if (BigDecimal.ZERO.compareTo( pos) >= 0) {
|
log.warn("持仓数量为零，进行初始化订单");
|
return caoZuoInitEvent(accountName, markPx, posSide);
|
}
|
|
tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
|
return chooseEvent(tradeRequestParam);
|
}
|
|
@Override
|
public TradeRequestParam caoZuoZhiSunEvent(String accountName, String markPx, String posSide) {
|
|
/**
|
* 初始化订单请求参数
|
* 获取仓位数量
|
* 获取仓位方向
|
*/
|
TradeRequestParam tradeRequestParam = new TradeRequestParam();
|
tradeRequestParam.setAccountName(accountName);
|
tradeRequestParam.setMarkPx(markPx);
|
tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
|
tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
|
tradeRequestParam.setPosSide(posSide);
|
tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
|
|
tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
|
String side = null;
|
if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)){
|
side = CoinEnums.SIDE_SELL.getCode();
|
}
|
if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)){
|
side = CoinEnums.SIDE_BUY.getCode();
|
}
|
tradeRequestParam.setSide(side);
|
|
String clOrdId = WsParamBuild.getOrderNum(side);
|
tradeRequestParam.setClOrdId(clOrdId);
|
|
String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
|
BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
|
if (BigDecimal.ZERO.compareTo( pos) >= 0) {
|
tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
|
}
|
tradeRequestParam.setSz(String.valueOf( pos));
|
log.error("止损订单：{}，方向：{}-{}，数量：{}",clOrdId,posSide, side, pos);
|
return tradeRequestParam;
|
|
}
|
|
@Override
|
public TradeRequestParam caoZuoInitEvent(String accountName, String markPx, String posSide) {
|
|
log.info("当前网格初始化：操作账户：{}，当前价格: {},仓位方向: {}", accountName,markPx,posSide);
|
/**
|
* 初始化订单请求参数
|
* 获取仓位数量
|
* 获取仓位方向
|
*/
|
TradeRequestParam tradeRequestParam = new TradeRequestParam();
|
tradeRequestParam.setAccountName(accountName);
|
tradeRequestParam.setMarkPx(markPx);
|
tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
|
tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
|
tradeRequestParam.setPosSide(posSide);
|
tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
|
|
tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
|
String side = null;
|
if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)){
|
side = CoinEnums.SIDE_BUY.getCode();
|
}
|
if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)){
|
side = CoinEnums.SIDE_SELL.getCode();
|
}
|
tradeRequestParam.setSide(side);
|
|
String clOrdId = WsParamBuild.getOrderNum(side);
|
tradeRequestParam.setClOrdId(clOrdId);
|
String sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
|
tradeRequestParam.setSz(sz);
|
|
WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
|
return tradeRequestParam;
|
}
|
|
@Override
|
public TradeRequestParam chooseEvent(TradeRequestParam tradeRequestParam) {
|
log.info("开始执行chooseEvent......");
|
if (OrderParamEnums.TRADE_NO.getValue().equals(tradeRequestParam.getTradeType())){
|
return tradeRequestParam;
|
}
|
if (OrderParamEnums.TRADE_YES.getValue().equals(tradeRequestParam.getTradeType())){
|
String posSide = tradeRequestParam.getPosSide();
|
if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)){
|
tradeRequestParam = caoZuoLong(tradeRequestParam);
|
}else if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)){
|
tradeRequestParam = caoZuoShort(tradeRequestParam);
|
}
|
}
|
return tradeRequestParam;
|
}
|
|
@Override
|
public TradeRequestParam caoZuoLong(TradeRequestParam tradeRequestParam) {
|
log.info("开始做{}......",tradeRequestParam.getPosSide());
|
|
String accountName = tradeRequestParam.getAccountName();
|
String markPxStr = tradeRequestParam.getMarkPx();
|
String posSide = tradeRequestParam.getPosSide();
|
|
try {
|
|
String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
|
// 获取标记价格和平均持仓价格
|
BigDecimal markPx = new BigDecimal(markPxStr);
|
BigDecimal avgPx = PositionsWs.getAccountMap(positionAccountName).get("avgPx");
|
log.info("持仓价格: {}, 当前价格：{}，匹配队列中......", avgPx, markPx);
|
// 初始化网格队列
|
PriorityBlockingQueue<AscBigDecimal> queueAsc = WangGeListQueue.getQueueAsc();
|
PriorityBlockingQueue<DescBigDecimal> queueKaiCang = wangGeListService.initKaiCang(avgPx, queueAsc);
|
PriorityBlockingQueue<AscBigDecimal> queuePingCang = wangGeListService.initPingCang(avgPx, queueAsc);
|
|
// 处理订单价格在队列中的情况
|
String orderPrice = OrderInfoWs.getAccountMap(accountName).get("orderPrice");
|
log.info("上一次网格触发价格: {}", orderPrice);
|
handleOrderPriceInQueues(orderPrice, queueKaiCang, queuePingCang);
|
// 判断是加仓还是减仓
|
if (avgPx.compareTo(markPx) > 0) {
|
log.info("开始买入开多...");
|
if (!queueKaiCang.isEmpty()) {
|
DescBigDecimal kaiCang = queueKaiCang.peek();
|
log.info("买入开多队列价格{}", kaiCang.getValue());
|
if (kaiCang != null && markPx.compareTo(kaiCang.getValue()) <= 0 && avgPx.compareTo(kaiCang.getValue()) >= 0) {
|
log.info("开始买入开多...买入开多队列价格价格大于当前价格{}>{}", kaiCang.getValue(), markPx);
|
WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
|
String side = CoinEnums.SIDE_BUY.getCode();
|
tradeRequestParam.setSide(side);
|
String clOrdId = WsParamBuild.getOrderNum(side);
|
tradeRequestParam.setClOrdId(clOrdId);
|
String sz = buyCntTimeLongEvent(accountName, avgPx, markPx);
|
tradeRequestParam.setSz(sz);
|
log.info("买入开多参数准备成功......");
|
} else {
|
log.info("未触发加仓......，等待");
|
}
|
}else{
|
// 队列为空
|
log.info("超出了网格设置...");
|
}
|
} else if (avgPx.compareTo(markPx) < 0) {
|
log.info("开始卖出平多...");
|
if (!queuePingCang.isEmpty()) {
|
AscBigDecimal pingCang = queuePingCang.peek();
|
log.info("卖出平多队列价格：{}", pingCang.getValue());
|
if (pingCang != null && avgPx.compareTo(pingCang.getValue()) < 0) {
|
log.info("开始卖出平多...卖出平多队列价格大于开仓价格{}>{}", pingCang.getValue(), avgPx);
|
// 手续费
|
BigDecimal feeValue = PositionsWs.getAccountMap(positionAccountName).get("fee").multiply(new BigDecimal(2));
|
//未实现收益
|
BigDecimal uplValue = PositionsWs.getAccountMap(positionAccountName).get("upl");
|
//已实现收益
|
BigDecimal realizedPnlValue = PositionsWs.getAccountMap(positionAccountName).get("realizedPnl");
|
realizedPnlValue = realizedPnlValue.add(feeValue);
|
|
//持仓保证金
|
BigDecimal imr = PositionsWs.getAccountMap(positionAccountName).get("imr");
|
String pingCangImr = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.PING_CANG_SHOUYI.name());
|
BigDecimal imrValue = imr.multiply(new BigDecimal(pingCangImr));
|
|
if (realizedPnlValue.compareTo(BigDecimal.ZERO) <= 0) {
|
BigDecimal realizedPnlValueZheng = realizedPnlValue.multiply(new BigDecimal("-1"));
|
if (uplValue.compareTo(realizedPnlValue) > 0 && uplValue.compareTo(imrValue.add(realizedPnlValueZheng)) >= 0) {
|
log.info("当前未实现盈亏：{}大于预计收益>{}，赚钱咯", uplValue, imrValue.add(realizedPnlValueZheng));
|
WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
|
String side = CoinEnums.SIDE_SELL.getCode();
|
tradeRequestParam.setSide(side);
|
String clOrdId = WsParamBuild.getOrderNum(side);
|
tradeRequestParam.setClOrdId(clOrdId);
|
BigDecimal sz = PositionsWs.getAccountMap(positionAccountName).get("pos");
|
tradeRequestParam.setSz(String.valueOf( sz));
|
log.info("卖出平多参数准备成功......");
|
}else{
|
log.info("当前未实现盈亏：{}没有大于预计收益>{}，钱在路上了", uplValue, imrValue.add(realizedPnlValueZheng));
|
}
|
}else {
|
if (uplValue.compareTo(imrValue.add(feeValue)) >= 0) {
|
log.info("当前未实现盈亏：{}大于预计收益>{}，赚钱咯", uplValue, imrValue.add(feeValue));
|
WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
|
String side = CoinEnums.SIDE_SELL.getCode();
|
tradeRequestParam.setSide(side);
|
String clOrdId = WsParamBuild.getOrderNum(side);
|
tradeRequestParam.setClOrdId(clOrdId);
|
BigDecimal sz = PositionsWs.getAccountMap(positionAccountName).get("pos");
|
tradeRequestParam.setSz(String.valueOf( sz));
|
log.info("卖出平多参数准备成功......");
|
}else{
|
log.info("当前未实现盈亏：{}没有大于预计收益>{}，钱在路上了", uplValue, imrValue.add(feeValue));
|
}
|
}
|
} else {
|
log.info("未触发减仓......，等待");
|
}
|
}else{
|
// 队列为空
|
log.info("超出了网格设置...");
|
}
|
} else {
|
log.info("价格波动较小......，等待");
|
}
|
return tradeRequestParam;
|
} catch (NumberFormatException e) {
|
log.error("开多方向异常", e);
|
return tradeRequestParam;
|
}
|
}
|
|
@Override
|
public TradeRequestParam caoZuoShort(TradeRequestParam tradeRequestParam) {
|
log.info("开始做{}执行操作CaoZuoServiceImpl......",tradeRequestParam.getPosSide());
|
|
String accountName = tradeRequestParam.getAccountName();
|
String markPxStr = tradeRequestParam.getMarkPx();
|
String posSide = tradeRequestParam.getPosSide();
|
|
try {
|
String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
|
// 获取标记价格和平均持仓价格
|
BigDecimal markPx = new BigDecimal(markPxStr);
|
BigDecimal avgPx = PositionsWs.getAccountMap(positionAccountName).get("avgPx");
|
log.info("持仓价格: {}, 当前价格：{}，匹配队列中......", avgPx, markPx);
|
|
// 初始化网格队列
|
PriorityBlockingQueue<AscBigDecimal> queueAsc = WangGeListQueue.getQueueAsc();
|
PriorityBlockingQueue<DescBigDecimal> queueKaiCang = wangGeListService.initKaiCang(avgPx, queueAsc);
|
PriorityBlockingQueue<AscBigDecimal> queuePingCang = wangGeListService.initPingCang(avgPx, queueAsc);
|
|
// 处理订单价格在队列中的情况
|
String orderPrice = OrderInfoWs.getAccountMap(accountName).get("orderPrice");
|
log.info("上一次网格触发价格：{}", orderPrice);
|
handleOrderPriceInQueues(orderPrice, queueKaiCang, queuePingCang);
|
// 判断是加仓还是减仓
|
if (avgPx.compareTo(markPx) > 0) {
|
log.info("开始买入平空...");
|
if (!queueKaiCang.isEmpty()) {
|
DescBigDecimal kaiCang = queueKaiCang.peek();
|
log.info("买入平空队列价格{}", kaiCang.getValue());
|
if (kaiCang != null && avgPx.compareTo(kaiCang.getValue()) >= 0) {
|
log.info("开始买入平空...买入平空队列价格小于开仓价格{}<{}", kaiCang.getValue(), avgPx);
|
|
// 手续费
|
BigDecimal feeValue = PositionsWs.getAccountMap(positionAccountName).get("fee").multiply(new BigDecimal("2"));
|
//未实现收益
|
BigDecimal uplValue = PositionsWs.getAccountMap(positionAccountName).get("upl");
|
//已实现收益
|
BigDecimal realizedPnlValue = PositionsWs.getAccountMap(positionAccountName).get("realizedPnl");
|
realizedPnlValue = realizedPnlValue.add(feeValue);
|
|
//持仓保证金
|
BigDecimal imr = PositionsWs.getAccountMap(positionAccountName).get("imr");
|
String pingCangImr = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.PING_CANG_SHOUYI.name());
|
BigDecimal imrValue = imr.multiply(new BigDecimal(pingCangImr));
|
|
if (realizedPnlValue.compareTo(BigDecimal.ZERO) <= 0) {
|
BigDecimal realizedPnlValueZheng = realizedPnlValue.multiply(new BigDecimal("-1"));
|
if (uplValue.compareTo(realizedPnlValue) > 0 && uplValue.compareTo(imrValue.add(realizedPnlValueZheng)) >= 0) {
|
log.info("当前未实现盈亏：{}大于预计收益>{}，赚钱咯", uplValue, imrValue.add(realizedPnlValueZheng));
|
WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
|
String side = CoinEnums.SIDE_BUY.getCode();
|
tradeRequestParam.setSide(side);
|
String clOrdId = WsParamBuild.getOrderNum(side);
|
tradeRequestParam.setClOrdId(clOrdId);
|
BigDecimal sz = PositionsWs.getAccountMap(positionAccountName).get("pos");
|
tradeRequestParam.setSz(String.valueOf( sz));
|
log.info("买入平空参数准备成功......");
|
}else{
|
log.info("当前未实现盈亏：{}没有大于预计收益>{}，钱在路上了", uplValue, imrValue.add(realizedPnlValueZheng));
|
}
|
}else {
|
if (uplValue.compareTo(imrValue.add(feeValue)) >= 0) {
|
WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
|
log.info("当前未实现盈亏：{}大于预计收益>{}，赚钱咯", uplValue, imrValue.add(feeValue));
|
String side = CoinEnums.SIDE_BUY.getCode();
|
tradeRequestParam.setSide(side);
|
String clOrdId = WsParamBuild.getOrderNum(side);
|
tradeRequestParam.setClOrdId(clOrdId);
|
BigDecimal sz = PositionsWs.getAccountMap(positionAccountName).get("pos");
|
tradeRequestParam.setSz(String.valueOf( sz));
|
log.info("买入平空参数准备成功......");
|
}else{
|
log.info("当前未实现盈亏：{}没有大于预计收益>{}，钱在路上了", uplValue, imrValue.add(feeValue));
|
}
|
}
|
} else {
|
log.info("未触发减仓......，等待");
|
}
|
}else{
|
log.info("开始减仓,但是超出了网格设置...");
|
}
|
} else if (avgPx.compareTo(markPx) < 0) {
|
log.info("开始卖出开空...");
|
if (!queuePingCang.isEmpty()) {
|
AscBigDecimal pingCang = queuePingCang.peek();
|
log.info("上限队列价格: {}", pingCang.getValue());
|
if (pingCang != null && markPx.compareTo(pingCang.getValue()) >= 0 && avgPx.compareTo(pingCang.getValue()) < 0) {
|
log.info("开始加仓...上限队列价格小于当前价格{}<={}", pingCang.getValue(), markPx);
|
WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
|
String side = CoinEnums.SIDE_SELL.getCode();
|
tradeRequestParam.setSide(side);
|
String clOrdId = WsParamBuild.getOrderNum(side);
|
tradeRequestParam.setClOrdId(clOrdId);
|
String sz = buyCntTimeShortEvent(accountName, avgPx, markPx);
|
tradeRequestParam.setSz(sz);
|
log.info("卖出开空参数准备成功......");
|
} else {
|
log.info("未触发加仓......，等待");
|
}
|
}else{
|
// 队列为空
|
log.info("超出了网格设置...");
|
}
|
} else {
|
log.info("价格波动较小......，等待");
|
}
|
return tradeRequestParam;
|
} catch (NumberFormatException e) {
|
log.error("开空方向异常", e);
|
return tradeRequestParam;
|
}
|
}
|
|
private String buyCntTimeLongEvent(String accountName, BigDecimal avgPx, BigDecimal markPx){
|
//判断当前价格和开仓价格直接间隔除以间距，取整，获取的数量是否大于等于0，如果大于0，则下单基础张数*倍数
|
String buyCntTime = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_TIME.name());
|
log.info("倍数次数间隔{}", buyCntTime);
|
BigDecimal subtract = avgPx.subtract(markPx);
|
log.info("倍数价格差距{}", subtract);
|
BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN).add(BigDecimal.ONE);
|
log.info("倍数次数{}", divide);
|
String buyCntInit = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
|
// return String.valueOf(divide.multiply(new BigDecimal(buyCntInit)));
|
return buyCntInit;
|
}
|
|
private String buyCntTimeShortEvent(String accountName, BigDecimal avgPx, BigDecimal markPx){
|
//判断当前价格和开仓价格直接间隔除以间距，取整，获取的数量是否大于等于0，如果大于0，则下单基础张数*倍数
|
|
String buyCntTime = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_TIME.name());
|
log.info("倍数次数间隔{}", buyCntTime);
|
BigDecimal subtract = markPx.subtract(avgPx);
|
log.info("倍数价格差距{}", subtract);
|
BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN).add(BigDecimal.ONE);
|
log.info("倍数次数{}", divide);
|
String buyCntInit = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
|
// return String.valueOf(divide.multiply(new BigDecimal(buyCntInit)));
|
return buyCntInit;
|
}
|
|
/**
|
* 根据订单价格更新开仓和平仓队列的内容。
|
* 若该价格不在对应队列中则加入；若已存在，则从队列中移除。
|
*
|
* @param orderPrice 订单价格
|
* @param queueKaiCang 开仓价格优先队列（降序）
|
* @param queuePingCang 平仓价格优先队列（升序）
|
*/
|
private void handleOrderPriceInQueues(String orderPrice,
|
PriorityBlockingQueue<DescBigDecimal> queueKaiCang,
|
PriorityBlockingQueue<AscBigDecimal> queuePingCang) {
|
if (orderPrice == null) {
|
return;
|
}
|
log.info("需要移除的价格: {}", orderPrice);
|
|
BigDecimal priceDecimal;
|
try {
|
priceDecimal = new BigDecimal(orderPrice);
|
} catch (NumberFormatException ex) {
|
log.warn("无效的价格格式: {}", orderPrice);
|
return;
|
}
|
|
// 删除比该价格大的数据
|
queueKaiCang.removeIf(item -> item.getValue().compareTo(priceDecimal) >= 0);
|
|
// 打印开仓队列
|
StringBuilder kaiCangStr = new StringBuilder();
|
kaiCangStr.append("下限队列: [");
|
boolean first = true;
|
for (DescBigDecimal item : queueKaiCang) {
|
if (!first) {
|
kaiCangStr.append(", ");
|
}
|
kaiCangStr.append(item.getValue());
|
first = false;
|
}
|
kaiCangStr.append("]");
|
log.info(kaiCangStr.toString());
|
|
// 删除比该价格小的数据
|
queuePingCang.removeIf(item -> item.getValue().compareTo(priceDecimal) <= 0);
|
|
// 打印平仓队列
|
StringBuilder pingCangStr = new StringBuilder();
|
pingCangStr.append("上限队列: [");
|
first = true;
|
for (AscBigDecimal item : queuePingCang) {
|
if (!first) {
|
pingCangStr.append(", ");
|
}
|
pingCangStr.append(item.getValue());
|
first = false;
|
}
|
pingCangStr.append("]");
|
log.info(pingCangStr.toString());
|
}
|
}
|
