refactor(okxNewPrice): 账户配置

Administrator

3 hours ago 1278ee2bd43b401489b4377b0eee5259b3d5bbbb

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

@@ -47,7 +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) {
@@ -95,12 +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;
        }

@@ -143,8 +139,6 @@
        }

        cumulativePnl = longRealizedPnl.add(shortRealizedPnl);
        log.info("[{}] 持仓更新, 多已实现盈亏:{}, 空已实现盈亏:{}, 累计:{}",
                config.getContract(), longRealizedPnl, shortRealizedPnl, cumulativePnl);

        if (state == StrategyState.WAITING_KLINE) {
            return;
@@ -164,9 +158,6 @@
            return;
        }

        log.info("[{}] 订单成交, 方向:{}, 数量:{}, 成交价:{}, 盈亏:{}",
                config.getContract(), posSide, fillSz, avgPx, pnl);

        if (OkxEnums.POSSIDE_LONG.equals(posSide)) {
            if (!baseLongOpened) {
                longBaseEntryPrice = avgPx;
@@ -174,9 +165,7 @@
                log.info("[{}] 基底多成交价: {}", config.getContract(), longBaseEntryPrice);
                tryGenerateQueues();
            } else if (fillSz.compareTo(BigDecimal.ZERO) > 0) {
                if (longPriceQueue.isEmpty()) {
                    log.warn("[{}] 多仓队列为空，无法设止盈", config.getContract());
                } else {
                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:{}",
@@ -190,9 +179,7 @@
                log.info("[{}] 基底空成交价: {}", config.getContract(), shortBaseEntryPrice);
                tryGenerateQueues();
            } else if (fillSz.compareTo(BigDecimal.ZERO) > 0) {
                if (shortPriceQueue.isEmpty()) {
                    log.warn("[{}] 空仓队列为空，无法设止盈", config.getContract());
                } else {
                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:{}",
@@ -272,9 +259,7 @@
                }
            }
        }
        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);
@@ -330,9 +315,7 @@
                }
            }
        }
        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);
@@ -372,10 +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);
        }
    }

@@ -392,17 +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);
        }
    }

@@ -425,7 +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; }