package com.xcong.excoin.modules.okxNewPrice.celue;
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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.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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/**
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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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// 构造Redis键名
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final String coinCode = CoinEnums.HE_YUE.getCode();
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final String instrumentsKey = 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 uplKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":upl";
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final String realizedPnlKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":realizedPnl";
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final String imrKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":imr";
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// 获取合约状态
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String state = (String) redisUtils.get(instrumentsKey);
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if (state == null || !OrderParamEnums.STATE_1.getValue().equals(state)) {
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return OrderParamEnums.HOLDING.getValue();
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}
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if (OrderParamEnums.STATE_4.getValue().equals(state)) {
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return OrderParamEnums.ORDERING.getValue();
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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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Object markPxObj = redisUtils.get(positionsMarkPxKey);
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Object avgPxObj = redisUtils.get(positionsAvgPxKey);
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if (markPxObj == null || avgPxObj == null) {
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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((String) markPxObj);
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BigDecimal avgPx = new BigDecimal((String) 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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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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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 upl = (String) redisUtils.get(uplKey);
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String realizedPnl = (String) redisUtils.get(realizedPnlKey);
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String imr = (String) redisUtils.get(imrKey);
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if (upl != null && realizedPnl != null && imr != null) {
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BigDecimal uplValue = new BigDecimal(upl);
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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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if (uplValue.compareTo(realizedPnlValue) < 0) {
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log.info("当前未实现盈亏:{}没有大于已实现收益>{},等待中", uplValue, realizedPnlValue);
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redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
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return OrderParamEnums.HOLDING.getValue();
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}else if (uplValue.compareTo(realizedPnlValue) > 0 && 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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}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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boolean kaiCangExists = queueKaiCang.stream().anyMatch(item -> item.getValue().equals(priceDecimal));
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if (!kaiCangExists) {
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queueKaiCang.add(new DescBigDecimal(orderPrice));
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} else {
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queueKaiCang.removeIf(item -> item.getValue().equals(priceDecimal));
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}
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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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boolean pingCangExists = queuePingCang.stream().anyMatch(item -> item.getValue().equals(priceDecimal));
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if (!pingCangExists) {
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queuePingCang.add(new AscBigDecimal(orderPrice));
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} else {
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queuePingCang.removeIf(item -> item.getValue().equals(priceDecimal));
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}
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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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