package com.xcong.excoin.modules.okxNewPrice.celue;
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import cn.hutool.core.util.StrUtil;
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import com.xcong.excoin.modules.okxNewPrice.okxWs.AccountWs;
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import com.xcong.excoin.modules.okxNewPrice.okxWs.InstrumentsWs;
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import com.xcong.excoin.modules.okxNewPrice.okxWs.PositionsWs;
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import com.xcong.excoin.modules.okxNewPrice.okxWs.TradeOrderWs;
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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.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 RedisUtils redisUtils;
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private final WangGeService wangGeService;
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// 构造Redis键名
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final String coinCode = CoinEnums.HE_YUE.getCode();
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final String instrumentsStateKey = InstrumentsWs.INSTRUMENTSWS_CHANNEL + ":" + coinCode + ":state";
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final String positionsMarkPxKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":markPx";
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final String positionsAvgPxKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":avgPx";
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final String positionsOrderPriceKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":orderPrice";
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final String positionsUplKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":upl";
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final String positionsRealizedPnlKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":realizedPnl";
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final String positionsImrKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":imr";
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final String positionsPosKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":pos";
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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）
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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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// 获取合约执行操作状态
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String state = (String) redisUtils.get(instrumentsStateKey);
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if (OrderParamEnums.STATE_4.getValue().equals(state)) {
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log.error("操作下单中，等待......");
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return OrderParamEnums.ORDERING.getValue();
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}
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if (OrderParamEnums.STATE_3.getValue().equals(state)){
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log.error("持仓盈亏超过下单总保证金，止损冷静一天......");
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return OrderParamEnums.OUT.getValue();
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}
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if (OrderParamEnums.STATE_2.getValue().equals(state)){
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log.error("持仓盈亏抗压......");
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return OrderParamEnums.HOLDING.getValue();
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}
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if (OrderParamEnums.STATE_0.getValue().equals(state)){
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log.error("请检查系统参数，不允许开仓......");
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return OrderParamEnums.HOLDING.getValue();
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}
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String pos = (String) redisUtils.get(positionsPosKey);
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if (StrUtil.isBlank(pos) || BigDecimal.ZERO.compareTo( new BigDecimal(pos)) <= 0) {
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log.error("未获取到持仓数量");
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return OrderParamEnums.INIT.getValue();
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}
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String uplStr = (String) redisUtils.get(positionsUplKey);
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if (StrUtil.isBlank(uplStr)){
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return OrderParamEnums.INIT.getValue();
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}
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//可使用的总保证金
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String totalOrderUsdtKey = AccountWs.ACCOUNTWS_CHANNEL + ":" + CoinEnums.USDT.getCode() + ":totalOrderUsdt";
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String totalOrderUsdt = (String) redisUtils.get(totalOrderUsdtKey);
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BigDecimal upl = new BigDecimal(uplStr);
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if (BigDecimal.ZERO.compareTo(upl) >= 0){
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upl = upl.multiply(new BigDecimal("-1"));
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if (upl.compareTo(new BigDecimal(totalOrderUsdt)) >= 0) {
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log.error("持仓盈亏超过下单总保证金，止损冷静一天......");
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return OrderParamEnums.OUT.getValue();
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}
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}
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log.info(OrderParamEnums.getNameByValue(state));
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// 获取标记价格和平均持仓价格
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String markPxObj = (String) redisUtils.get(positionsMarkPxKey);
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String avgPxObj = (String) redisUtils.get(positionsAvgPxKey);
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if (StrUtil.isBlank(markPxObj) || StrUtil.isBlank(avgPxObj)) {
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return OrderParamEnums.INIT.getValue();
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}
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try {
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BigDecimal markPx = new BigDecimal( markPxObj);
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BigDecimal avgPx = new BigDecimal( avgPxObj);
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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 = (String) redisUtils.get(positionsOrderPriceKey);
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handleOrderPriceInQueues(orderPrice, queueKaiCang, queuePingCang);
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String side = OrderParamEnums.HOLDING.getValue();
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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 side;
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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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side = OrderParamEnums.BUY.getValue();
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redisUtils.set(positionsOrderPriceKey, String.valueOf(kaiCang.getValue()), 0);
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} else {
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log.info("未触发加仓......，等待");
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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 side;
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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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//判断当前是否盈利
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String uplstr = (String) redisUtils.get(positionsUplKey);
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String realizedPnl = (String) redisUtils.get(positionsRealizedPnlKey);
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String imr = (String) redisUtils.get(positionsImrKey);
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if (uplstr != null && realizedPnl != null && imr != null) {
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BigDecimal uplValue = new BigDecimal(uplstr);
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BigDecimal realizedPnlValue = new BigDecimal(realizedPnl);
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BigDecimal imrValue = new BigDecimal(imr).multiply(new BigDecimal(OrderParamEnums.PING_CANG_SHOUYI.getValue()));
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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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redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
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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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redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
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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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redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
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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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redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
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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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return OrderParamEnums.HOLDING.getValue();
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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 side;
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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（由于是降序队列，所以是删除value.compareTo(priceDecimal) < 0的元素）
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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（由于是升序队列，所以是删除value.compareTo(priceDecimal) > 0的元素）
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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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