refactor(okxNewPrice): 账户配置

Administrator

3 hours ago 1278ee2bd43b401489b4377b0eee5259b3d5bbbb

 src/main/java/com/xcong/excoin/modules/okxApi/OkxGridTradeService.java

@@ -37,6 +37,8 @@
    private volatile BigDecimal lastKlinePrice;
    private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
    private volatile BigDecimal unrealizedPnl = BigDecimal.ZERO;
    private volatile BigDecimal longRealizedPnl = BigDecimal.ZERO;
    private volatile BigDecimal shortRealizedPnl = BigDecimal.ZERO;
    private volatile BigDecimal longEntryPrice = BigDecimal.ZERO;
    private volatile BigDecimal shortEntryPrice = BigDecimal.ZERO;
    private volatile BigDecimal longPositionSize = BigDecimal.ZERO;
@@ -45,7 +47,7 @@
    public OkxGridTradeService(OkxConfig config, String accountName) {
        this.config = config;
        this.accountName = accountName;
        this.executor = new OkxTradeExecutor(config.getContract(), config.getMarginMode(), accountName);
        this.executor = new OkxTradeExecutor(config.getContract(), config.getMarginMode(), accountName, config.getInstIdCode());
    }

    public void setWebSocketClient(WebSocketClient wsClient) {
@@ -60,6 +62,8 @@
        state = StrategyState.WAITING_KLINE;
        cumulativePnl = BigDecimal.ZERO;
        unrealizedPnl = BigDecimal.ZERO;
        longRealizedPnl = BigDecimal.ZERO;
        shortRealizedPnl = BigDecimal.ZERO;
        longEntryPrice = BigDecimal.ZERO;
        shortEntryPrice = BigDecimal.ZERO;
        longPositionSize = BigDecimal.ZERO;
@@ -70,6 +74,7 @@
        shortActive = false;
        shortPriceQueue.clear();
        longPriceQueue.clear();
        config.setStep(null);
        log.info("[{}] 网格策略已启动", config.getContract());
    }

@@ -90,12 +95,8 @@
        if (state == StrategyState.WAITING_KLINE) {
            state = StrategyState.OPENING;
            log.info("[{}] 首根K线到达，开基底仓位...", config.getContract());
            executor.openLong(config.getQuantity(), () -> {
                log.info("[{}] 基底多单已提交", config.getContract());
            }, null);
            executor.openShort(config.getQuantity(), () -> {
                log.info("[{}] 基底空单已提交", config.getContract());
            }, null);
            executor.openLong(config.getQuantity(), null, null);
            executor.openShort(config.getQuantity(), null, null);
            return;
        }

@@ -106,74 +107,42 @@
        processLongGrid(closePrice);
    }

    public void onPositionUpdate(String posSide, BigDecimal size, BigDecimal entryPrice) {
        if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
    public void onPositionUpdate(String posSide, BigDecimal size, BigDecimal entryPrice, BigDecimal realizedPnl) {
        if (state == StrategyState.STOPPED) {
            return;
        }

        boolean hasPosition = size.compareTo(BigDecimal.ZERO) > 0;

        if (OkxEnums.POSSIDE_LONG.equals(posSide)) {
            longRealizedPnl = realizedPnl;
            if (hasPosition) {
                longActive = true;
                longEntryPrice = entryPrice;
                if (!baseLongOpened) {
                    longPositionSize = size;
                    longBaseEntryPrice = entryPrice;
                    baseLongOpened = true;
                    log.info("[{}] 基底多成交价: {}", config.getContract(), longBaseEntryPrice);
                    tryGenerateQueues();
                } else if (size.compareTo(longPositionSize) > 0) {
                    longPositionSize = size;
                    if (longPriceQueue.isEmpty()) {
                        log.warn("[{}] 多仓队列为空，无法设止盈", config.getContract());
                    } else {
                        BigDecimal tpPrice = longPriceQueue.get(0);
                        executor.placeTakeProfit(tpPrice, OkxEnums.ORDER_TYPE_CLOSE_LONG, config.getQuantity());
                        log.info("[{}] 多单止盈已设, entry:{}, tp:{}, size:{}", config.getContract(), entryPrice, tpPrice, config.getQuantity());
                    }
                } else {
                    longPositionSize = size;
                }
                longPositionSize = size;
            } else {
                longActive = false;
                longPositionSize = BigDecimal.ZERO;
                longRealizedPnl = BigDecimal.ZERO;
            }
        } else if (OkxEnums.POSSIDE_SHORT.equals(posSide)) {
            shortRealizedPnl = realizedPnl;
            if (hasPosition) {
                shortActive = true;
                shortEntryPrice = entryPrice;
                if (!baseShortOpened) {
                    shortPositionSize = size;
                    shortBaseEntryPrice = entryPrice;
                    baseShortOpened = true;
                    log.info("[{}] 基底空成交价: {}", config.getContract(), shortBaseEntryPrice);
                    tryGenerateQueues();
                } else if (size.compareTo(shortPositionSize) > 0) {
                    shortPositionSize = size;
                    if (shortPriceQueue.isEmpty()) {
                        log.warn("[{}] 空仓队列为空，无法设止盈", config.getContract());
                    } else {
                        BigDecimal tpPrice = shortPriceQueue.get(0);
                        executor.placeTakeProfit(tpPrice, OkxEnums.ORDER_TYPE_CLOSE_SHORT, config.getQuantity());
                        log.info("[{}] 空单止盈已设, entry:{}, tp:{}, size:{}", config.getContract(), entryPrice, tpPrice, config.getQuantity());
                    }
                } else {
                    shortPositionSize = size;
                }
                shortPositionSize = size;
            } else {
                shortActive = false;
                shortPositionSize = BigDecimal.ZERO;
                shortRealizedPnl = BigDecimal.ZERO;
            }
        }
    }

    public void onOrderFilled(String posSide, BigDecimal fillSz, BigDecimal pnl) {
        if (state == StrategyState.STOPPED) {
        cumulativePnl = longRealizedPnl.add(shortRealizedPnl);

        if (state == StrategyState.WAITING_KLINE) {
            return;
        }
        cumulativePnl = cumulativePnl.add(pnl);
        log.info("[{}] 订单成交盈亏: {}, 方向:{}, 累计:{}", config.getContract(), pnl, posSide, cumulativePnl);

        if (cumulativePnl.compareTo(config.getOverallTp()) >= 0) {
            log.info("[{}] 已达止盈目标 {}→已停止", config.getContract(), cumulativePnl);
@@ -184,13 +153,51 @@
        }
    }

    public void onOrderFilled(String posSide, BigDecimal fillSz, BigDecimal avgPx, BigDecimal pnl) {
        if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
            return;
        }

        if (OkxEnums.POSSIDE_LONG.equals(posSide)) {
            if (!baseLongOpened) {
                longBaseEntryPrice = avgPx;
                baseLongOpened = true;
                log.info("[{}] 基底多成交价: {}", config.getContract(), longBaseEntryPrice);
                tryGenerateQueues();
            } else if (fillSz.compareTo(BigDecimal.ZERO) > 0) {
                if (!longPriceQueue.isEmpty()) {
                    BigDecimal tpPrice = longPriceQueue.get(0);
                    executor.placeTakeProfit(tpPrice, OkxEnums.ORDER_TYPE_CLOSE_LONG, config.getQuantity());
                    log.info("[{}] 多单止盈已设, 成交价:{}, tp:{}, size:{}",
                            config.getContract(), avgPx, tpPrice, config.getQuantity());
                }
            }
        } else if (OkxEnums.POSSIDE_SHORT.equals(posSide)) {
            if (!baseShortOpened) {
                shortBaseEntryPrice = avgPx;
                baseShortOpened = true;
                log.info("[{}] 基底空成交价: {}", config.getContract(), shortBaseEntryPrice);
                tryGenerateQueues();
            } else if (fillSz.compareTo(BigDecimal.ZERO) > 0) {
                if (!shortPriceQueue.isEmpty()) {
                    BigDecimal tpPrice = shortPriceQueue.get(0);
                    executor.placeTakeProfit(tpPrice, OkxEnums.ORDER_TYPE_CLOSE_SHORT, config.getQuantity());
                    log.info("[{}] 空单止盈已设, 成交价:{}, tp:{}, size:{}",
                            config.getContract(), avgPx, tpPrice, config.getQuantity());
                }
            }
        }
    }

    private void tryGenerateQueues() {
        if (baseLongOpened && baseShortOpened) {
            BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
            config.setStep(step);
            generateShortQueue();
            generateLongQueue();
            state = StrategyState.ACTIVE;
            log.info("[{}] 网格队列已生成, 空队首:{} → 尾:{}, 多队首:{} → 尾:{}, 已激活",
                    config.getContract(),
            log.info("[{}] 网格队列已生成, 步长:{}, 空队首:{} → 尾:{}, 多队首:{} → 尾:{}, 已激活",
                    config.getContract(), step,
                    shortPriceQueue.isEmpty() ? "N/A" : shortPriceQueue.get(0),
                    shortPriceQueue.isEmpty() ? "N/A" : shortPriceQueue.get(shortPriceQueue.size() - 1),
                    longPriceQueue.isEmpty() ? "N/A" : longPriceQueue.get(0),
@@ -200,26 +207,26 @@

    private void generateShortQueue() {
        shortPriceQueue.clear();
        BigDecimal fixedStep = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
        BigDecimal step = config.getStep();
        BigDecimal prev = shortBaseEntryPrice;
        for (int i = 0; i < config.getGridQueueSize(); i++) {
            prev = prev.subtract(fixedStep).setScale(1, RoundingMode.HALF_UP);
            prev = prev.subtract(step).setScale(1, RoundingMode.HALF_UP);
            shortPriceQueue.add(prev);
        }
        shortPriceQueue.sort((a, b) -> b.compareTo(a));
        log.info("[{}] 空队列:{} 步长:{}", config.getContract(), shortPriceQueue, fixedStep);
        log.info("[{}] 空队列:{} 步长:{}", config.getContract(), shortPriceQueue, step);
    }

    private void generateLongQueue() {
        longPriceQueue.clear();
        BigDecimal fixedStep = longBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
        BigDecimal step = config.getStep();
        BigDecimal prev = longBaseEntryPrice;
        for (int i = 0; i < config.getGridQueueSize(); i++) {
            prev = prev.add(fixedStep).setScale(1, RoundingMode.HALF_UP);
            prev = prev.add(step).setScale(1, RoundingMode.HALF_UP);
            longPriceQueue.add(prev);
        }
        Collections.sort(longPriceQueue);
        log.info("[{}] 多队列:{} 步长:{}", config.getContract(), longPriceQueue, fixedStep);
        log.info("[{}] 多队列:{} 步长:{}", config.getContract(), longPriceQueue, step);
    }

    /**
@@ -252,29 +259,26 @@
                }
            }
        }
        log.info("[{}] 原空队列:{}", config.getContract(), shortPriceQueue);
        if (matched.isEmpty()) {
            log.info("[{}] 空仓队列未触发, 当前价:{}", config.getContract(), currentPrice);
            return;
        }
        log.info("[{}] 空仓队列触发, 匹配{}个元素, 当前价:{}", config.getContract(), matched.size(), currentPrice);

        BigDecimal shortFixedStep = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
        BigDecimal longFixedStep = longBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
        replenishOwnQueue(shortPriceQueue, matched, shortFixedStep, true, "空");
        BigDecimal step = config.getStep();
        replenishOwnQueue(shortPriceQueue, matched, step, true, "空");

        transferBetweenQueues(longPriceQueue, matched, matched.get(matched.size() - 1),
                longFixedStep, false, longEntryPrice, BigDecimal::compareTo, "多", currentPrice);
                step, false, longEntryPrice, BigDecimal::compareTo, "多", currentPrice);

        if (!isMarginSafe()) {
            log.warn("[{}] 保证金超限，跳过空单开仓", config.getContract());
        } else {
            executor.openShort(config.getQuantity(), null, null);
            if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
                    && longEntryPrice.compareTo(BigDecimal.ZERO) > 0
                    && longEntryPrice.compareTo(shortEntryPrice) > 0
                    && currentPrice.compareTo(shortEntryPrice) > 0
                    && currentPrice.compareTo(longEntryPrice.subtract(longFixedStep)) < 0) {
            if (shortPositionSize.compareTo(config.getMaxPosSize()) < 0){
                executor.openShort(config.getQuantity(), null, null);
            }
            if (currentPrice.compareTo(shortEntryPrice) > 0
                    && currentPrice.compareTo(longEntryPrice) < 0
            && shortPositionSize.compareTo(config.getMaxPosSize()) < 0) {
                executor.openLong(config.getQuantity(), null, null);
                log.info("[{}] 触发价在多/空持仓价之间且多>空且远离多仓均价, 额外开多一次, 当前价:{}", config.getContract(), currentPrice);
            }
@@ -311,29 +315,29 @@
                }
            }
        }
        log.info("[{}] 原多队列:{}", config.getContract(), longPriceQueue);
        if (matched.isEmpty()) {
            log.info("[{}] 多仓队列未触发, 当前价:{}", config.getContract(), currentPrice);
            return;
        }
        log.info("[{}] 多仓队列触发, 匹配{}个元素, 当前价:{}", config.getContract(), matched.size(), currentPrice);

        BigDecimal longFixedStep = longBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
        BigDecimal shortFixedStep = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
        replenishOwnQueue(longPriceQueue, matched, longFixedStep, false, "多");
        BigDecimal step = config.getStep();
        replenishOwnQueue(longPriceQueue, matched, step, false, "多");

        transferBetweenQueues(shortPriceQueue, matched, matched.get(0),
                shortFixedStep, true, shortEntryPrice, (a, b) -> b.compareTo(a), "空", currentPrice);
                step, true, shortEntryPrice, (a, b) -> b.compareTo(a), "空", currentPrice);

        if (!isMarginSafe()) {
            log.warn("[{}] 保证金超限，跳过多单开仓", config.getContract());
        } else {
            executor.openLong(config.getQuantity(), null, null);
            if (longPositionSize.compareTo(config.getMaxPosSize()) < 0) {
                executor.openLong(config.getQuantity(), null, null);
            }
            if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
                    && longEntryPrice.compareTo(BigDecimal.ZERO) > 0
                    && longEntryPrice.compareTo(shortEntryPrice) > 0
                    && currentPrice.compareTo(shortEntryPrice.add(shortFixedStep)) > 0
                    && currentPrice.compareTo(longEntryPrice) < 0) {
                    && currentPrice.compareTo(shortEntryPrice.add(step)) > 0
                    && currentPrice.compareTo(longEntryPrice) < 0
                    && shortPositionSize.compareTo(config.getMaxPosSize()) < 0) {
                executor.openShort(config.getQuantity(), null, null);
                log.info("[{}] 触发价在多/空持仓价之间且多>空且远离空仓均价, 额外开空一次, 当前价:{}", config.getContract(), currentPrice);
            }
@@ -351,10 +355,8 @@
                        ? tail.subtract(fixedStep).setScale(1, RoundingMode.HALF_UP)
                        : tail.add(fixedStep).setScale(1, RoundingMode.HALF_UP);
                queue.add(tail);
                log.info("[{}] {}队列增加:{}", config.getContract(), label, tail);
            }
            queue.sort(comparator);
            log.info("[{}] 现{}队列:{}", config.getContract(), label, queue);
        }
    }

@@ -371,17 +373,11 @@
                        : first.subtract(offset).setScale(1, RoundingMode.HALF_UP);
                if (filterEntryPrice.compareTo(BigDecimal.ZERO) > 0
                        && currentPrice.subtract(filterEntryPrice).abs().compareTo(filterEntryPrice.multiply(config.getGridRate())) < 0) {
                    log.info("[{}] {}队列跳过(price≈entry):{}", config.getContract(), label, elem);
                    continue;
                }
                targetQueue.add(elem);
                log.info("[{}] {}队列增加:{}", config.getContract(), label, elem);
            }
            targetQueue.sort(comparator);
            while (targetQueue.size() > config.getGridQueueSize()) {
                targetQueue.remove(targetQueue.size() - 1);
            }
            log.info("[{}] 现{}队列:{}", config.getContract(), label, targetQueue);
        }
    }

@@ -404,7 +400,6 @@
            shortPnl = shortPositionSize.multiply(multiplier).multiply(shortEntryPrice.subtract(price));
        }
        unrealizedPnl = longPnl.add(shortPnl);
        log.info("[{}] 未实现盈亏: {}", config.getContract(), unrealizedPnl);
    }

    public BigDecimal getLastKlinePrice() { return lastKlinePrice; }