refactor(trading): 重构MACD策略交易信号生成逻辑

Administrator

2025-12-29 24bd0399d73a2d48e50233326fca7d9526f06259

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

@@ -49,7 +49,8 @@
        String clOrdId = tradeRequestParam.getClOrdId();
        String side = tradeRequestParam.getSide();
        String sz = tradeRequestParam.getSz();
        log.info("账户：{}，触发价格：{}，币种：{}，方向：{}，买卖：{}，数量：{}，是否允许下单：{}，编号：{}，", accountName, markPx, instId, posSide,side,  sz, tradeType, clOrdId);
        log.info("账户：{}，触发价格：{}，币种：{}，方向：{}，买卖：{}，数量：{}，是否允许下单：{}，编号：{}，",
                accountName, markPx, instId, posSide,side,  sz, tradeType, clOrdId);
        //验证是否允许下单
        if (StrUtil.isNotEmpty(tradeType) && OrderParamEnums.TRADE_NO.getValue().equals(tradeType)) {
            log.warn("账户{}不允许下单，取消发送", accountName);
@@ -73,6 +74,10 @@
            log.warn("下单参数缺失，取消发送");
            return;
        }
        if (BigDecimal.ZERO.compareTo(new BigDecimal(sz)) >= 0) {
            log.warn("下单数量{}不允许下单，取消发送", sz);
            return;
        }

        /**
         * 检验账户和仓位是否准备就绪
@@ -81,18 +86,23 @@
         * 平多：卖出平多（side 填写 sell；posSide 填写 long ）
         * 平空：买入平空（side 填写 buy； posSide 填写 short ） 需要检验仓位通道是否准备就绪
         */
        //买入开多、卖出开空则验证仓位通道是否准备就绪

        String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
        BigDecimal positionsReadyState = PositionsWs.getAccountMap(positionAccountName).get(CoinEnums.READY_STATE.name()) == null
                ? BigDecimal.ZERO : PositionsWs.getAccountMap(positionAccountName).get(CoinEnums.READY_STATE.name());
        if (WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_YES.getCode()).compareTo(positionsReadyState) != 0) {
            log.info("仓位{}通道未就绪，取消发送",positionAccountName);
            return;
        }
        String accountReadyState = AccountWs.getAccountMap(accountName).get(CoinEnums.READY_STATE.name());
        if (!CoinEnums.READY_STATE_YES.getCode().equals(accountReadyState)) {
            log.info("账户通道未就绪，取消发送");
            return;
        boolean b = posSide.equals(CoinEnums.POSSIDE_LONG.getCode()) && side.equals(CoinEnums.SIDE_BUY.getCode());
        boolean c = posSide.equals(CoinEnums.POSSIDE_SHORT.getCode()) && side.equals(CoinEnums.SIDE_SELL.getCode());
        if ( b || c ){
            BigDecimal positionsReadyState = PositionsWs.getAccountMap(positionAccountName).get(CoinEnums.READY_STATE.name()) == null
                    ? BigDecimal.ZERO : PositionsWs.getAccountMap(positionAccountName).get(CoinEnums.READY_STATE.name());
            if (WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_YES.getCode()).compareTo(positionsReadyState) != 0) {
                log.info("仓位{}通道未就绪，取消发送",positionAccountName);
                return;
            }
            String accountReadyState = AccountWs.getAccountMap(accountName).get(CoinEnums.READY_STATE.name());
            if (!CoinEnums.READY_STATE_YES.getCode().equals(accountReadyState)) {
                log.info("账户通道未就绪，取消发送");
                return;
            }
        }

        try {
@@ -113,7 +123,6 @@
            webSocketClient.send(jsonObject.toJSONString());
            log.info("发送下单频道:{},数量：{}", side, sz);

            WsMapBuild.saveStringToMap(getAccountMap(accountName), "clOrdId", clOrdId);
            WsMapBuild.saveStringToMap(getAccountMap(accountName), "state", CoinEnums.ORDER_FILLED.getCode());
            /**
             * 将状态更新为未准备就绪
@@ -126,6 +135,86 @@
        }
    }

    public static void orderZhiYingZhiSunEventNoState(WebSocketClient webSocketClient, TradeRequestParam tradeRequestParam) {


        log.info("开始执行TradeOrderWs......");
        if (tradeRequestParam == null){

            log.warn("下单{}参数缺失，取消发送",tradeRequestParam);
            return;
        }
        String accountName = tradeRequestParam.getAccountName();
        String markPx = tradeRequestParam.getMarkPx();
        String instId = tradeRequestParam.getInstId();
        String tdMode = tradeRequestParam.getTdMode();
        String posSide = tradeRequestParam.getPosSide();
        String ordType = tradeRequestParam.getOrdType();

        String tradeType = tradeRequestParam.getTradeType();

        String clOrdId = tradeRequestParam.getClOrdId();
        String side = tradeRequestParam.getSide();
        String sz = tradeRequestParam.getSz();
        /**
         * 校验必要参数
         * 验证下单参数是否存在空值
         */
        if (
                StrUtil.isBlank(accountName)
                        || StrUtil.isBlank(instId)
                        || StrUtil.isBlank(tdMode)
                        || StrUtil.isBlank(posSide)
                        || StrUtil.isBlank(ordType)
                        || StrUtil.isBlank(clOrdId)
                        || StrUtil.isBlank(side)
                        || StrUtil.isBlank(sz)
                        || StrUtil.isBlank(markPx)

        ){
            log.warn("下单参数缺失，取消发送");
            return;
        }
        log.info("账户：{}，触发价格：{}，币种：{}，方向：{}，买卖：{}，数量：{}，是否允许下单：{}，编号：{}，",
                accountName, markPx, instId, posSide,side,  sz, tradeType, clOrdId);
        //验证是否允许下单
        if (StrUtil.isNotEmpty(tradeType) && OrderParamEnums.TRADE_NO.getValue().equals(tradeType)) {
            log.warn("账户{}不允许下单，取消发送", accountName);
            return;
        }

        /**
         * 检验账户和仓位是否准备就绪
         * 开多：买入开多（side 填写 buy； posSide 填写 long ）
         * 开空：卖出开空（side 填写 sell； posSide 填写 short ） 需要检验账户通道是否准备就绪
         * 平多：卖出平多（side 填写 sell；posSide 填写 long ）
         * 平空：买入平空（side 填写 buy； posSide 填写 short ） 需要检验仓位通道是否准备就绪
         */

        try {
            JSONArray argsArray = new JSONArray();
            JSONObject args = new JSONObject();
            args.put("instId", instId);
            args.put("tdMode", tdMode);
            args.put("clOrdId", clOrdId);
            args.put("side", side);

            args.put("posSide", posSide);
            args.put("ordType", ordType);
            args.put("sz", sz);
            args.put("px", markPx);
            argsArray.add(args);

            String connId = WsParamBuild.getOrderNum(ORDERWS_CHANNEL);
            JSONObject jsonObject = WsParamBuild.buildJsonObject(connId, ORDERWS_CHANNEL, argsArray);
            webSocketClient.send(jsonObject.toJSONString());
            log.info("发送下单频道:{},数量：{}", side, sz);

        } catch (Exception e) {
            log.error("下单构建失败", e);
        }
    }



    /**