package com.xcong.excoin.modules.okxNewPrice.celue;
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import cn.hutool.core.util.ObjectUtil;
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import cn.hutool.core.util.StrUtil;
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import com.xcong.excoin.modules.okxNewPrice.okxWs.*;
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import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
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import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.OrderParamEnums;
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import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild;
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import com.xcong.excoin.modules.okxNewPrice.wangge.WangGeQueue;
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import com.xcong.excoin.modules.okxNewPrice.wangge.WangGeService;
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import com.xcong.excoin.rabbit.pricequeue.AscBigDecimal;
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import com.xcong.excoin.rabbit.pricequeue.DescBigDecimal;
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import com.xcong.excoin.utils.RedisUtils;
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import lombok.RequiredArgsConstructor;
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import lombok.extern.slf4j.Slf4j;
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import org.springframework.stereotype.Service;
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import java.math.BigDecimal;
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import java.util.concurrent.PriorityBlockingQueue;
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/**
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* 操作服务实现类，用于处理与交易相关的逻辑操作。
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* 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。
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*
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* @author Administrator
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*/
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@Slf4j
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@Service
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@RequiredArgsConstructor
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public class CaoZuoServiceImpl implements CaoZuoService {
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private final WangGeService wangGeService;
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/**
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* 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，
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* 并根据当前持仓均价和标记价格决定是否执行买卖操作。
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*
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* @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
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*/
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@Override
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public String caoZuo() {
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log.info("开始执行操作CaoZuoServiceImpl......");
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BigDecimal cashBal = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get("cashBal"));
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BigDecimal availBal = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get("availBal"));
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// 判断账户余额是否充足
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if (cashBal.compareTo(BigDecimal.ZERO) <= 0){
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log.error("账户没有钱，请充值......");
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return null;
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}
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// 系统设置的开关，等于冷静中，则代表不开仓
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String outStr = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.OUT.name());
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if (OrderParamEnums.OUT_YES.getValue().equals(outStr)){
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log.error("冷静中，不允许下单......");
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return null;
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}
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// 判断当前是否有正在进行的订单操作
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String state = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.STATE.name());
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log.info(OrderParamEnums.getNameByValue(state));
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if (OrderParamEnums.STATE_4.getValue().equals(state)){
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log.warn("正在下单中，等待下单结束...");
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return null;
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}
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if (OrderParamEnums.STATE_3.getValue().equals(state)){
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log.error("冷静中，不允许下单......");
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return null;
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}
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if (OrderParamEnums.STATE_2.getValue().equals(state)){
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log.error("账户紧张扛仓......");
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return null;
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}
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if (OrderParamEnums.STATE_0.getValue().equals(state)){
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log.error("参数异常，不允许开仓......");
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return null;
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}
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/**
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* 判断止损抗压
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*/
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// 实际亏损金额
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BigDecimal realKuiSunAmount = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get("upl"));
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log.info("未实现盈亏: {}", realKuiSunAmount);
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String zhiSunPercent = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.ZHI_SUN.name());
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BigDecimal zhiSunAmount = cashBal.multiply(new BigDecimal(zhiSunPercent));
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log.info("预期亏损金额: {}", zhiSunAmount);
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String kangYaPercent = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.KANG_CANG.name());
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BigDecimal kangYaAmount = cashBal.multiply(new BigDecimal(kangYaPercent));
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log.info("预期抗仓金额: {}", kangYaAmount);
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if (realKuiSunAmount.compareTo(BigDecimal.ZERO) < 0){
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realKuiSunAmount = realKuiSunAmount.multiply(new BigDecimal("-1"));
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// 账户预期亏损金额比这个还小时，立即止损
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if (realKuiSunAmount.compareTo(zhiSunAmount) > 0){
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log.error("账户冷静止损......");
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WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.OUT.name(), OrderParamEnums.OUT_YES.getValue());
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WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
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return OrderParamEnums.OUT.getValue();
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}
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// 判断抗压
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if (realKuiSunAmount.compareTo(kangYaAmount) > 0 && realKuiSunAmount.compareTo(zhiSunAmount) <= 0){
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log.error("账户紧张扛仓......");
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return OrderParamEnums.HOLDING.getValue();
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}
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}
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if (PositionsWs.POSITIONSWSMAP.get("pos") == null){
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log.error("没有获取到持仓信息，等待初始化......");
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return null;
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}
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BigDecimal pos = PositionsWs.POSITIONSWSMAP.get("pos");
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if (BigDecimal.ZERO.compareTo( pos) >= 0) {
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log.error("持仓数量为零，进行初始化订单");
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WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
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return OrderParamEnums.INIT.getValue();
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}
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// 判断是否保证金超标
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BigDecimal ordFrozImr = PositionsWs.POSITIONSWSMAP.get("imr");
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BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get(CoinEnums.TOTAL_ORDER_USDT.name()));
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if (ordFrozImr.compareTo(totalOrderUsdt) >= 0){
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log.error("已满仓......");
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return OrderParamEnums.HOLDING.getValue();
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}
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try {
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// 获取标记价格和平均持仓价格
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BigDecimal markPx = PositionsWs.POSITIONSWSMAP.get("markPx");
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BigDecimal avgPx = PositionsWs.POSITIONSWSMAP.get("avgPx");
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log.info("开仓价格: {}, 当前价格：{}，匹配队列中......", avgPx, markPx);
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// 初始化网格队列
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PriorityBlockingQueue<AscBigDecimal> queueAsc = WangGeQueue.getQueueAsc();
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PriorityBlockingQueue<DescBigDecimal> queueKaiCang = wangGeService.initKaiCang(avgPx, queueAsc);
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PriorityBlockingQueue<AscBigDecimal> queuePingCang = wangGeService.initPingCang(avgPx, queueAsc);
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// 处理订单价格在队列中的情况
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String orderPrice = OrderInfoWs.ORDERINFOWSMAP.get("orderPrice");
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handleOrderPriceInQueues(orderPrice, queueKaiCang, queuePingCang);
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// 判断是加仓还是减仓
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if (avgPx.compareTo(markPx) > 0) {
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log.info("开始加仓...");
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if (queueKaiCang.isEmpty()) {
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// 队列为空
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log.info("开始加仓,但是超出了网格设置...");
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return OrderParamEnums.HOLDING.getValue();
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}
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DescBigDecimal kaiCang = queueKaiCang.peek();
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if (kaiCang != null && markPx.compareTo(kaiCang.getValue()) <= 0 && avgPx.compareTo(kaiCang.getValue()) >= 0) {
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log.info("开始加仓...开仓队列价格大于当前价格{}>{}", kaiCang.getValue(), markPx);
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WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice",String.valueOf(kaiCang.getValue()));
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WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
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return OrderParamEnums.BUY.getValue();
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} else {
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log.info("未触发加仓......，等待");
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return OrderParamEnums.HOLDING.getValue();
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}
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} else if (avgPx.compareTo(markPx) < 0) {
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log.info("开始减仓...");
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if (queuePingCang.isEmpty()) {
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// 队列为空
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log.info("开始减仓,但是超出了网格设置...");
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return OrderParamEnums.HOLDING.getValue();
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}
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AscBigDecimal pingCang = queuePingCang.peek();
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if (pingCang != null && markPx.compareTo(pingCang.getValue()) >= 0 && avgPx.compareTo(pingCang.getValue()) < 0) {
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log.info("开始减仓...平仓队列价格小于当前价格{}<={}", pingCang.getValue(), markPx);
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WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice",String.valueOf(pingCang.getValue()));
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// 判断当前是否盈利
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BigDecimal uplValue = PositionsWs.POSITIONSWSMAP.get("upl");
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BigDecimal imr = PositionsWs.POSITIONSWSMAP.get("imr");
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BigDecimal realizedPnlValue = PositionsWs.POSITIONSWSMAP.get("realizedPnl");
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String pingCangImr = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.PING_CANG_SHOUYI.name());
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BigDecimal imrValue = imr.multiply(new BigDecimal(pingCangImr));
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if (realizedPnlValue.compareTo(BigDecimal.ZERO) <= 0) {
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BigDecimal realizedPnlValueZheng = realizedPnlValue.multiply(new BigDecimal("-1"));
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if (uplValue.compareTo(realizedPnlValue) > 0 && uplValue.compareTo(imrValue.add(realizedPnlValueZheng)) >= 0) {
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log.info("当前未实现盈亏：{}大于预计收益>{}，赚钱咯", uplValue, imrValue);
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WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
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return OrderParamEnums.SELL.getValue();
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}else{
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log.info("当前未实现盈亏：{}没有大于预计收益>{}，钱在路上了", uplValue, imrValue);
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return OrderParamEnums.HOLDING.getValue();
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}
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}else {
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if (uplValue.compareTo(imrValue) >= 0) {
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log.info("当前未实现盈亏：{}大于预计收益>{}，赚钱咯", uplValue, imrValue);
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WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
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return OrderParamEnums.SELL.getValue();
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}else{
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log.info("当前未实现盈亏：{}没有大于预计收益>{}，钱在路上了", uplValue, imrValue);
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return OrderParamEnums.HOLDING.getValue();
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}
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}
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} else {
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log.info("未触发减仓......，等待");
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}
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} else {
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log.info("价格波动较小......，等待");
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}
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return OrderParamEnums.HOLDING.getValue();
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} catch (NumberFormatException e) {
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log.error("解析价格失败，请检查Redis中的值是否合法", e);
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return OrderParamEnums.HOLDING.getValue();
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}
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}
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/**
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* 根据订单价格更新开仓和平仓队列的内容。
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* 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。
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*
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* @param orderPrice 订单价格
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* @param queueKaiCang 开仓价格优先队列（降序）
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* @param queuePingCang 平仓价格优先队列（升序）
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*/
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private void handleOrderPriceInQueues(String orderPrice,
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PriorityBlockingQueue<DescBigDecimal> queueKaiCang,
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PriorityBlockingQueue<AscBigDecimal> queuePingCang) {
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if (orderPrice == null) {
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return;
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}
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log.info("需要移除的价格: {}", orderPrice);
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BigDecimal priceDecimal;
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try {
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priceDecimal = new BigDecimal(orderPrice);
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} catch (NumberFormatException ex) {
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log.warn("无效的价格格式: {}", orderPrice);
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return;
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}
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// 删除比该价格大的数据
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queueKaiCang.removeIf(item -> item.getValue().compareTo(priceDecimal) >= 0);
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// 打印开仓队列
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StringBuilder kaiCangStr = new StringBuilder();
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kaiCangStr.append("开仓队列: [");
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boolean first = true;
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for (DescBigDecimal item : queueKaiCang) {
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if (!first) {
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kaiCangStr.append(", ");
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}
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kaiCangStr.append(item.getValue());
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first = false;
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}
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kaiCangStr.append("]");
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log.info(kaiCangStr.toString());
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// 删除比该价格小的数据
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queuePingCang.removeIf(item -> item.getValue().compareTo(priceDecimal) <= 0);
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// 打印平仓队列
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StringBuilder pingCangStr = new StringBuilder();
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pingCangStr.append("平仓队列: [");
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first = true;
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for (AscBigDecimal item : queuePingCang) {
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if (!first) {
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pingCangStr.append(", ");
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}
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pingCangStr.append(item.getValue());
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first = false;
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}
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pingCangStr.append("]");
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log.info(pingCangStr.toString());
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}
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}
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