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

@@ -3,6 +3,10 @@
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
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.okxpi.MallUtils;
import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild;
import com.xcong.excoin.modules.okxNewPrice.utils.WsParamBuild;
@@ -10,6 +14,9 @@
import org.java_websocket.client.WebSocketClient;

import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.ArrayList;
import java.util.List;
import java.util.Map;
import java.util.concurrent.ConcurrentHashMap;

@@ -65,10 +72,7 @@
        try {
            JSONArray dataArray = response.getJSONArray("data");
            if (dataArray == null || dataArray.isEmpty()) {
                log.info("账户持仓频道数据为空,已当前价买入，并且初始化网格");
                JSONObject posData = new JSONObject();
                initParam(posData, accountName,CoinEnums.POSSIDE_LONG.getCode());
                initParam(posData, accountName,CoinEnums.POSSIDE_SHORT.getCode());
                log.info("账户持仓频道数据为空,等待更新");
                return;
            }

@@ -104,13 +108,14 @@
                                    + "维持保证金率: {}, 维持保证金: {}, 以美金价值为单位的持仓数量: {}, 占用保证金的币种: {}, "
                                    + "最新成交价: {}, 最新指数价格: {}, 盈亏平衡价: {}, 已实现收益: {}, 累计已结算收益: {}"
                                    + "最新标记价格: {},累计手续费: {},累计持仓费: {},",
                            accountName, instId, mgnMode, posSide, pos, avgPx,
                            initAccountName(accountName, posSide), instId, mgnMode, posSide, pos, avgPx,
                            upl, uplRatio, lever, liqPx, imr,
                            mgnRatio, mmr, notionalUsd, ccy,
                            last, idxPx, bePx, realizedPnl, settledPnl,
                            markPx,fee,fundingFee
                    );
                    initParam(posData, accountName,posSide);
                    //先更新缓存
                    Map<String, BigDecimal> stringBigDecimalMap = initParam(posData, accountName, posSide);
                }
            }
        } catch (Exception e) {
@@ -118,7 +123,7 @@
        }
    }

    private static void initParam(JSONObject posData, String accountName,String posSide) {
    private static Map<String, BigDecimal> initParam(JSONObject posData, String accountName,String posSide) {
        String accountNamePositons = initAccountName(accountName, posSide);
        Map<String, BigDecimal> accountMap = getAccountMap(accountNamePositons);
        WsMapBuild.saveBigDecimalToMap(accountMap, "avgPx", WsMapBuild.parseBigDecimalSafe(posData.getString("avgPx")));
@@ -132,6 +137,12 @@
        WsMapBuild.saveBigDecimalToMap(accountMap, "fee", WsMapBuild.parseBigDecimalSafe(posData.getString("fee")));
        WsMapBuild.saveBigDecimalToMap(accountMap, "fundingFee", WsMapBuild.parseBigDecimalSafe(posData.getString("fundingFee")));

        WsMapBuild.saveBigDecimalToMap(accountMap, CoinEnums.READY_STATE.name(), WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_YES.getCode()));
        BigDecimal ordFrozImr = PositionsWs.getAccountMap(accountNamePositons).get("imr");
        BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get(CoinEnums.TOTAL_ORDER_USDT.name()))
                .divide(new BigDecimal("2"), RoundingMode.DOWN);
        if (ordFrozImr.compareTo(totalOrderUsdt) <= 0){
            WsMapBuild.saveBigDecimalToMap(accountMap, CoinEnums.READY_STATE.name(), WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_YES.getCode()));
        }
        return accountMap;
    }
}