fix(okxNewPrice): 修复止损逻辑并添加价格比较日志

Administrator

5 days ago 0f3d23847ceda5fc72bb6a971ffdfaf881631b95

 src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxNewPriceWebSocketClient.java

@@ -4,12 +4,16 @@
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
import com.xcong.excoin.modules.okxNewPrice.celue.CaoZuoService;
import com.xcong.excoin.modules.okxNewPrice.okxWs.AccountWs;
import com.xcong.excoin.modules.okxNewPrice.okxWs.PositionsWs;
import com.xcong.excoin.modules.okxNewPrice.okxWs.TradeOrderWs;
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.WangGeListService;
import com.xcong.excoin.modules.okxNewPrice.utils.SSLConfig;
import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild;
import com.xcong.excoin.utils.RedisUtils;
import java.math.BigDecimal;
import lombok.extern.slf4j.Slf4j;
@@ -110,7 +114,7 @@

    private static final String WS_URL_MONIPAN = "wss://wspap.okx.com:8443/ws/v5/public";
    private static final String WS_URL_SHIPAN = "wss://ws.okx.com:8443/ws/v5/public";
    private static final boolean isAccountType = true;
    private static final boolean isAccountType = false;

    /**
     * 建立与 OKX WebSocket 服务器的连接。
@@ -312,24 +316,48 @@
            for (OkxQuantWebSocketClient client : clientManager.getAllClients()) {
                String accountName = client.getAccountName();
                if (accountName != null) {
                    /**
                     * 处理历史网格的订单
                     * 根据历史网格的开单方向，是否需要止损处理
                     *      如果方向一致就不需要处理
                     *      如果不一致则需要处理
                     */
                    log.info("当前价格{}属于网格: {}-{}({}-{})", markPx, gridByPriceNew.getName(),gridByPriceNew.getFang_xiang(), gridByPriceNew.getJiage_xiaxian(), gridByPriceNew.getJiage_shangxian());
                    //处理历史网格信息
                    String fangXiang = gridByPriceNew.getFang_xiang();
                    String fangXiangOld = CoinEnums.POSSIDE_LONG.getCode().equals(fangXiang) ? CoinEnums.POSSIDE_SHORT.getCode() : CoinEnums.POSSIDE_LONG.getCode();
                    log.info("历史网格方向为：{}", fangXiangOld);
                    if (!fangXiang.equals(fangXiangOld)){
                        TradeRequestParam tradeRequestParamOld = caoZuoService.caoZuoZhiSunEvent(accountName, markPx, fangXiangOld);
                        TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParamOld);
                    String posSideOld = null;
                    if (CoinEnums.POSSIDE_LONG.getCode().equals(fangXiang)) {
                        posSideOld = CoinEnums.POSSIDE_SHORT.getCode();
                    }
                    if (CoinEnums.POSSIDE_SHORT.getCode().equals(fangXiang)) {
                        posSideOld = CoinEnums.POSSIDE_LONG.getCode();
                    }

                    /**
                     * 处理当前网格的订单，触发量化操作
                     */
                    log.info("当前价格{}属于网格: {}-{}({}-{})", markPx, gridByPriceNew.getName(),gridByPriceNew.getFang_xiang(), gridByPriceNew.getJiage_xiaxian(), gridByPriceNew.getJiage_shangxian());
                    String positionAccountName = PositionsWs.initAccountName(accountName, posSideOld);
                    // 判断是否保证金超标
                    if (
                            PositionsWs.getAccountMap(positionAccountName).get("pos") != null
                            && PositionsWs.getAccountMap(positionAccountName).get("pos").compareTo(BigDecimal.ZERO) > 0
                        ){
                        BigDecimal avgPx = PositionsWs.getAccountMap(positionAccountName).get("avgPx");
                        WangGeListEnum gridByPriceOld = WangGeListEnum.getGridByPrice(avgPx);
                        if (gridByPriceOld != null){
                            String zhiSunDian = gridByPriceOld.getZhi_sun_dian();
                            if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSideOld)) {
                                boolean flag = new BigDecimal(markPx).compareTo(new BigDecimal(zhiSunDian)) > 0;
                                log.info("{}历史网格方向{},当前价格大于止损点{}",gridByPriceOld.name(),posSideOld,flag);
                                if (flag){
                                    TradeRequestParam tradeRequestParam = caoZuoService.caoZuoZhiSunEvent(accountName, markPx, posSideOld);
                                    TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);

                                }
                            }
                            if (CoinEnums.POSSIDE_LONG.getCode().equals(posSideOld)) {
                                boolean flag = new BigDecimal(markPx).compareTo(new BigDecimal(zhiSunDian)) < 0;
                                log.info("{}历史网格方向{},当前价格小于止损点{}",gridByPriceOld.name(),posSideOld,flag);
                                if (flag){
                                    TradeRequestParam tradeRequestParam = caoZuoService.caoZuoZhiSunEvent(accountName, markPx, posSideOld);
                                    TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
                                }
                            }
                        }
                    }

                    //当前下单
                    wangGeListService.initWangGe(markPx);
                    TradeRequestParam tradeRequestParam = caoZuoService.caoZuoHandler(accountName, markPx, gridByPriceNew.getFang_xiang());
                    TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);