feat(trade): 优化交易系统止损逻辑和订单处理机制

Administrator

5 days ago 23ece6103fd890655f0eef79331d3d73921611a2

 src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/PositionsWs.java

@@ -65,7 +65,7 @@
        initParam(arg, accountName,CoinEnums.POSSIDE_SHORT.getCode());
    }

    public static List<TradeRequestParam> handleEvent(JSONObject response, String accountName) {
    public static void handleEvent(JSONObject response, String accountName) {


        log.info("开始执行PositionsWs......");
@@ -73,10 +73,8 @@
            JSONArray dataArray = response.getJSONArray("data");
            if (dataArray == null || dataArray.isEmpty()) {
                log.info("账户持仓频道数据为空,等待更新");
                return null;
                return;
            }

            List<TradeRequestParam> tradeRequestParamList = new ArrayList<>();

            for (int i = 0; i < dataArray.size(); i++) {
                JSONObject posData = dataArray.getJSONObject(i);
@@ -118,45 +116,11 @@
                    );
                    //先更新缓存
                    Map<String, BigDecimal> stringBigDecimalMap = initParam(posData, accountName, posSide);
                    //构建止损参数
                    if (stringBigDecimalMap.get("pos").compareTo(BigDecimal.ZERO) > 0){
                        TradeRequestParam tradeRequestParam = new TradeRequestParam();
                        // 1. 判断当前价格属于哪个网格
                        WangGeListEnum gridByPriceNew = WangGeListEnum.getGridByPrice(new BigDecimal(avgPx));
                        if (gridByPriceNew != null) {
                            String zhiSunDian = gridByPriceNew.getZhi_sun_dian();
                            String fangXiang = gridByPriceNew.getFang_xiang();
                            BigDecimal fangXiangNow = stringBigDecimalMap.get("posSide");
                            if (fangXiangNow.equals(fangXiang)){
                                tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_LIMIT.getCode());
                                tradeRequestParam.setMarkPx(String.valueOf(zhiSunDian));
                            }else{
                                tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
                                tradeRequestParam.setMarkPx(String.valueOf(markPx));
                            }
                        }else{
                            tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
                            tradeRequestParam.setMarkPx(String.valueOf(markPx));
                        }


                        tradeRequestParam.setAccountName(accountName);
                        tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
                        tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
                        tradeRequestParam.setPosSide(posSide);
                        tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
                        tradeRequestParam.setSide(CoinEnums.POSSIDE_LONG.getCode().equals(posSide) ? CoinEnums.SIDE_SELL.getCode() : CoinEnums.SIDE_BUY.getCode());
                        tradeRequestParam.setClOrdId(WsParamBuild.getOrderNum(tradeRequestParam.getSide()));
                        tradeRequestParam.setSz(String.valueOf(stringBigDecimalMap.get("pos")));
                        tradeRequestParamList.add(tradeRequestParam);
                    }
                }
            }
            return tradeRequestParamList;
        } catch (Exception e) {
            log.error("处理持仓频道推送数据失败", e);
        }
        return null;
    }

    private static Map<String, BigDecimal> initParam(JSONObject posData, String accountName,String posSide) {