| | |
| | | BigDecimal pos = PositionsWs.POSITIONSWSMAP.get("pos"); |
| | | if (BigDecimal.ZERO.compareTo( pos) >= 0) { |
| | | log.error("持仓数量为零,进行初始化订单"); |
| | | WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue()); |
| | | return OrderParamEnums.INIT.getValue(); |
| | | boolean flag = WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue()); |
| | | if ( flag){ |
| | | return OrderParamEnums.INIT.getValue(); |
| | | }else{ |
| | | return null; |
| | | } |
| | | } |
| | | // 判断是否保证金超标 |
| | | if (PositionsWs.POSITIONSWSMAP.get("imr") == null){ |
| | |
| | | DescBigDecimal kaiCang = queueKaiCang.peek(); |
| | | if (kaiCang != null && markPx.compareTo(kaiCang.getValue()) <= 0 && avgPx.compareTo(kaiCang.getValue()) >= 0) { |
| | | log.info("开始加仓...开仓队列价格大于当前价格{}>{}", kaiCang.getValue(), markPx); |
| | | WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice",String.valueOf(markPx)); |
| | | WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue()); |
| | | buyCntTimeEvent(avgPx,markPx); |
| | | return OrderParamEnums.BUY.getValue(); |
| | | boolean orderPriceFlag = WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice", String.valueOf(markPx)); |
| | | boolean stateFlag = WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue()); |
| | | boolean buyCntTimeFlag = buyCntTimeEvent(avgPx, markPx); |
| | | if (orderPriceFlag && stateFlag && buyCntTimeFlag){ |
| | | log.info("加仓参数准备成功......"); |
| | | return OrderParamEnums.BUY.getValue(); |
| | | }else{ |
| | | log.error("加仓参数准备失败......"); |
| | | return null; |
| | | } |
| | | } else { |
| | | log.info("未触发加仓......,等待"); |
| | | return OrderParamEnums.HOLDING.getValue(); |
| | |
| | | AscBigDecimal pingCang = queuePingCang.peek(); |
| | | if (pingCang != null && markPx.compareTo(pingCang.getValue()) >= 0 && avgPx.compareTo(pingCang.getValue()) < 0) { |
| | | log.info("开始减仓...平仓队列价格小于当前价格{}<={}", pingCang.getValue(), markPx); |
| | | WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice",String.valueOf(markPx)); |
| | | boolean orderPriceFlag = WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice", String.valueOf(markPx)); |
| | | if (orderPriceFlag){ |
| | | // 判断当前是否盈利 |
| | | BigDecimal uplValue = PositionsWs.POSITIONSWSMAP.get("upl"); |
| | | BigDecimal imr = PositionsWs.POSITIONSWSMAP.get("imr"); |
| | | BigDecimal realizedPnlValue = PositionsWs.POSITIONSWSMAP.get("realizedPnl"); |
| | | String pingCangImr = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.PING_CANG_SHOUYI.name()); |
| | | BigDecimal imrValue = imr.multiply(new BigDecimal(pingCangImr)); |
| | | |
| | | // 判断当前是否盈利 |
| | | BigDecimal uplValue = PositionsWs.POSITIONSWSMAP.get("upl"); |
| | | BigDecimal imr = PositionsWs.POSITIONSWSMAP.get("imr"); |
| | | BigDecimal realizedPnlValue = PositionsWs.POSITIONSWSMAP.get("realizedPnl"); |
| | | String pingCangImr = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.PING_CANG_SHOUYI.name()); |
| | | BigDecimal imrValue = imr.multiply(new BigDecimal(pingCangImr)); |
| | | |
| | | if (realizedPnlValue.compareTo(BigDecimal.ZERO) <= 0) { |
| | | BigDecimal realizedPnlValueZheng = realizedPnlValue.multiply(new BigDecimal("-1")); |
| | | if (uplValue.compareTo(realizedPnlValue) > 0 && uplValue.compareTo(imrValue.add(realizedPnlValueZheng)) >= 0) { |
| | | log.info("当前未实现盈亏:{}大于预计收益>{},赚钱咯", uplValue, imrValue); |
| | | WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue()); |
| | | return OrderParamEnums.SELL.getValue(); |
| | | }else{ |
| | | log.info("当前未实现盈亏:{}没有大于预计收益>{},钱在路上了", uplValue, imrValue); |
| | | return OrderParamEnums.HOLDING.getValue(); |
| | | if (realizedPnlValue.compareTo(BigDecimal.ZERO) <= 0) { |
| | | BigDecimal realizedPnlValueZheng = realizedPnlValue.multiply(new BigDecimal("-1")); |
| | | if (uplValue.compareTo(realizedPnlValue) > 0 && uplValue.compareTo(imrValue.add(realizedPnlValueZheng)) >= 0) { |
| | | log.info("当前未实现盈亏:{}大于预计收益>{},赚钱咯", uplValue, imrValue); |
| | | boolean stateFlag = WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue()); |
| | | if (stateFlag){ |
| | | log.info("减仓参数准备成功......"); |
| | | return OrderParamEnums.SELL.getValue(); |
| | | }else{ |
| | | log.error("减仓参数准备失败......"); |
| | | return null; |
| | | } |
| | | }else{ |
| | | log.info("当前未实现盈亏:{}没有大于预计收益>{},钱在路上了", uplValue, imrValue); |
| | | return OrderParamEnums.HOLDING.getValue(); |
| | | } |
| | | }else { |
| | | if (uplValue.compareTo(imrValue) >= 0) { |
| | | log.info("当前未实现盈亏:{}大于预计收益>{},赚钱咯", uplValue, imrValue); |
| | | boolean stateFlag = WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue()); |
| | | if (stateFlag){ |
| | | log.info("减仓参数准备成功......"); |
| | | return OrderParamEnums.SELL.getValue(); |
| | | }else{ |
| | | log.error("减仓参数准备失败......"); |
| | | return null; |
| | | } |
| | | }else{ |
| | | log.info("当前未实现盈亏:{}没有大于预计收益>{},钱在路上了", uplValue, imrValue); |
| | | return OrderParamEnums.HOLDING.getValue(); |
| | | } |
| | | } |
| | | }else { |
| | | if (uplValue.compareTo(imrValue) >= 0) { |
| | | log.info("当前未实现盈亏:{}大于预计收益>{},赚钱咯", uplValue, imrValue); |
| | | WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue()); |
| | | return OrderParamEnums.SELL.getValue(); |
| | | }else{ |
| | | log.info("当前未实现盈亏:{}没有大于预计收益>{},钱在路上了", uplValue, imrValue); |
| | | return OrderParamEnums.HOLDING.getValue(); |
| | | } |
| | | }else{ |
| | | log.error("减仓参数准备失败......"); |
| | | return null; |
| | | } |
| | | } else { |
| | | log.info("未触发减仓......,等待"); |
| | |
| | | } else { |
| | | log.info("价格波动较小......,等待"); |
| | | } |
| | | return OrderParamEnums.HOLDING.getValue(); |
| | | return null; |
| | | } catch (NumberFormatException e) { |
| | | log.error("解析价格失败,请检查Redis中的值是否合法", e); |
| | | return OrderParamEnums.HOLDING.getValue(); |
| | | return null; |
| | | } |
| | | } |
| | | |
| | | private void buyCntTimeEvent(BigDecimal avgPx, BigDecimal markPx){ |
| | | private boolean buyCntTimeEvent(BigDecimal avgPx, BigDecimal markPx){ |
| | | //判断当前价格和开仓价格直接间隔除以间距,取整,获取的数量是否大于等于0,如果大于0,则下单基础张数*倍数 |
| | | String buyCntTime = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.BUY_CNT_TIME.name()); |
| | | BigDecimal subtract = avgPx.subtract(markPx); |
| | | BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN).add(BigDecimal.ONE); |
| | | WsMapBuild.saveStringToMap(TradeOrderWs.TRADEORDERWSMAP, "buyCntTime",String.valueOf(divide)); |
| | | return WsMapBuild.saveStringToMap(TradeOrderWs.TRADEORDERWSMAP, "buyCntTime",String.valueOf(divide)); |
| | | } |
| | | |
| | | /** |