fix(okxNewPrice): 调整平仓逻辑判断条件

Administrator

2025-12-15 34005157c4ce3c8bab35565257441f7ffba34643

 src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java

@@ -39,10 +39,26 @@
     * @return 返回操作类型字符串（如买入BUY、卖出SELL等），如果无有效操作则返回null
     */
    @Override
    public String caoZuo() {
    public String caoZuo(String accountName) {
        log.info("开始执行操作CaoZuoServiceImpl......");
        BigDecimal cashBal = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get("cashBal"));
        BigDecimal availBal = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get("availBal"));
        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 null;
        }
        BigDecimal positionsReadyState = PositionsWs.getAccountMap(accountName).get(CoinEnums.READY_STATE.name()) == null
                ? BigDecimal.ZERO : PositionsWs.getAccountMap(accountName).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");
            return null;
        }
        // 系统设置的开关，等于冷静中，则代表不开仓
        String outStr = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.OUT.name());
        if (OrderParamEnums.OUT_YES.getValue().equals(outStr)){
            log.error("冷静中，不允许下单......");
            return null;
        }
        BigDecimal cashBal = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get("cashBal"));

        // 判断账户余额是否充足
        if (cashBal.compareTo(BigDecimal.ZERO) <= 0){
@@ -53,12 +69,12 @@
         * 判断止损抗压
         */
        // 实际亏损金额
        BigDecimal realKuiSunAmount = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get("upl"));
        BigDecimal realKuiSunAmount = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get("upl"));
        log.info("未实现盈亏: {}", realKuiSunAmount);
        String zhiSunPercent = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.ZHI_SUN.name());
        String zhiSunPercent = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.ZHI_SUN.name());
        BigDecimal zhiSunAmount = cashBal.multiply(new BigDecimal(zhiSunPercent));
        log.info("预期亏损金额: {}", zhiSunAmount);
        String kangYaPercent = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.KANG_CANG.name());
        String kangYaPercent = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.KANG_CANG.name());
        BigDecimal  kangYaAmount = cashBal.multiply(new BigDecimal(kangYaPercent));
        log.info("预期抗仓金额: {}", kangYaAmount);

@@ -67,8 +83,7 @@
            // 账户预期亏损金额比这个还小时，立即止损
            if (realKuiSunAmount.compareTo(zhiSunAmount) > 0){
                log.error("账户冷静止损......");
                WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.OUT.name(),  OrderParamEnums.OUT_YES.getValue());
                WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
                WsMapBuild.saveStringToMap(InstrumentsWs.getAccountMap(accountName), CoinEnums.OUT.name(),  OrderParamEnums.OUT_YES.getValue());
                return OrderParamEnums.OUT.getValue();
            }
            // 判断抗压
@@ -78,56 +93,22 @@
            }
        }

        // 系统设置的开关，等于冷静中，则代表不开仓
        String outStr = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.OUT.name());
        if (OrderParamEnums.OUT_YES.getValue().equals(outStr)){
            log.error("冷静中，不允许下单......");
            return null;
        }

        // 判断当前是否有正在进行的订单操作
        String state = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.STATE.name());
        log.info(OrderParamEnums.getNameByValue(state));
        if (OrderParamEnums.STATE_4.getValue().equals(state)){
            log.warn("正在下单中，等待下单结束...");
            return null;
        }
        if (OrderParamEnums.STATE_3.getValue().equals(state)){
            log.error("冷静中，不允许下单......");
            return null;
        }
        if (OrderParamEnums.STATE_2.getValue().equals(state)){
            log.error("账户紧张扛仓......");
            return null;
        }
        if (OrderParamEnums.STATE_0.getValue().equals(state)){
            log.error("参数异常，不允许开仓......");
            return null;
        }



        if (PositionsWs.POSITIONSWSMAP.get("pos") == null){
        if (PositionsWs.getAccountMap(accountName).get("pos") == null){
            log.error("没有获取到持仓信息，等待初始化......");
            return null;
        }
        BigDecimal pos = PositionsWs.POSITIONSWSMAP.get("pos");
        BigDecimal pos = PositionsWs.getAccountMap(accountName).get("pos");
        if (BigDecimal.ZERO.compareTo( pos) >= 0) {
            log.error("持仓数量为零，进行初始化订单");
            boolean flag = WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
            if ( flag){
                return OrderParamEnums.INIT.getValue();
            }else{
                return null;
            }
            return OrderParamEnums.INIT.getValue();
        }
        // 判断是否保证金超标
        if (PositionsWs.POSITIONSWSMAP.get("imr") == null){
        if (PositionsWs.getAccountMap(accountName).get("imr") == null){
            log.error("没有获取到持仓信息，等待初始化......");
            return null;
        }
        BigDecimal ordFrozImr = PositionsWs.POSITIONSWSMAP.get("imr");
        BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get(CoinEnums.TOTAL_ORDER_USDT.name()));
        BigDecimal ordFrozImr = PositionsWs.getAccountMap(accountName).get("imr");
        BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get(CoinEnums.TOTAL_ORDER_USDT.name()));
        if (ordFrozImr.compareTo(totalOrderUsdt) >= 0){
            log.error("已满仓......");
            return OrderParamEnums.HOLDING.getValue();
@@ -135,8 +116,8 @@

        try {
            // 获取标记价格和平均持仓价格
            BigDecimal markPx = PositionsWs.POSITIONSWSMAP.get("markPx");
            BigDecimal avgPx = PositionsWs.POSITIONSWSMAP.get("avgPx");
            BigDecimal markPx = PositionsWs.getAccountMap(accountName).get("markPx");
            BigDecimal avgPx = PositionsWs.getAccountMap(accountName).get("avgPx");
            log.info("开仓价格: {}, 当前价格：{}，匹配队列中......", avgPx, markPx);

            // 初始化网格队列
@@ -145,24 +126,28 @@
            PriorityBlockingQueue<AscBigDecimal> queuePingCang = wangGeService.initPingCang(avgPx, queueAsc);

            // 处理订单价格在队列中的情况
            String orderPrice = OrderInfoWs.ORDERINFOWSMAP.get("orderPrice");
            String orderPrice = OrderInfoWs.getAccountMap(accountName).get("orderPrice");
            handleOrderPriceInQueues(orderPrice, queueKaiCang, queuePingCang);

            // 判断是加仓还是减仓
            if (avgPx.compareTo(markPx) > 0) {
                log.info("开始加仓...");
                if (queueKaiCang.isEmpty()) {
                    // 队列为空
                    log.info("开始加仓,但是超出了网格设置...");
//                    log.info("开始加仓,但是超出了网格设置...");
                    return OrderParamEnums.HOLDING.getValue();
                }
                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();
                    WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
                    boolean buyCntTimeFlag = buyCntTimeEvent(accountName, avgPx, markPx);
                    if (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();
@@ -175,34 +160,38 @@
                    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));
                if (pingCang != null && avgPx.compareTo(pingCang.getValue()) < 0) {
                    log.info("开始减仓...平仓队列价格大于开仓价格{}<={}", pingCang.getValue(), avgPx);
                    // 手续费
                    BigDecimal feeValue = PositionsWs.getAccountMap(accountName).get("fee").multiply(new BigDecimal("2"));
                    //未实现收益
                    BigDecimal uplValue = PositionsWs.getAccountMap(accountName).get("upl");
                    //已实现收益
                    BigDecimal realizedPnlValue = PositionsWs.getAccountMap(accountName).get("realizedPnl");
                    realizedPnlValue = realizedPnlValue.add(feeValue);

                    // 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());
                    //持仓保证金
                    BigDecimal imr = PositionsWs.getAccountMap(accountName).get("imr");
                    String pingCangImr = InstrumentsWs.getAccountMap(accountName).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());
                            log.info("当前未实现盈亏：{}大于预计收益>{}，赚钱咯", uplValue, imrValue.add(realizedPnlValueZheng));
                            WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
                            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);
                            log.info("当前未实现盈亏：{}没有大于预计收益>{}，钱在路上了", uplValue, imrValue.add(realizedPnlValueZheng));
                            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());
                        if (uplValue.compareTo(imrValue.add(feeValue))  >= 0) {
                            WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
                            log.info("当前未实现盈亏：{}大于预计收益>{}，赚钱咯", uplValue, imrValue.add(feeValue));
                            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);
                            log.info("当前未实现盈亏：{}没有大于预计收益>{}，钱在路上了", uplValue, imrValue.add(feeValue));
                            return OrderParamEnums.HOLDING.getValue();
                        }
                    }
@@ -212,19 +201,23 @@
            } 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(String accountName, 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());
        String buyCntTime = InstrumentsWs.getAccountMap(accountName).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));
        BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN);
        if (divide.compareTo(BigDecimal.ZERO) <= 0){
            log.warn("加仓次数间隔时间小于0，不加仓");
            return false;
        }
        return WsMapBuild.saveStringToMap(TradeOrderWs.getAccountMap(accountName), "buyCntTime",String.valueOf(divide));
    }

    /**
@@ -255,34 +248,34 @@
        queueKaiCang.removeIf(item -> item.getValue().compareTo(priceDecimal) >= 0);

        // 打印开仓队列
        StringBuilder kaiCangStr = new StringBuilder();
        kaiCangStr.append("开仓队列: [");
        boolean first = true;
        for (DescBigDecimal item : queueKaiCang) {
            if (!first) {
                kaiCangStr.append(", ");
            }
            kaiCangStr.append(item.getValue());
            first = false;
        }
        kaiCangStr.append("]");
        log.info(kaiCangStr.toString());
//        StringBuilder kaiCangStr = new StringBuilder();
//        kaiCangStr.append("开仓队列: [");
//        boolean first = true;
//        for (DescBigDecimal item : queueKaiCang) {
//            if (!first) {
//                kaiCangStr.append(", ");
//            }
//            kaiCangStr.append(item.getValue());
//            first = false;
//        }
//        kaiCangStr.append("]");
//        log.info(kaiCangStr.toString());

        // 删除比该价格小的数据
        queuePingCang.removeIf(item -> item.getValue().compareTo(priceDecimal) <= 0);

        // 打印平仓队列
        StringBuilder pingCangStr = new StringBuilder();
        pingCangStr.append("平仓队列: [");
        first = true;
        for (AscBigDecimal item : queuePingCang) {
            if (!first) {
                pingCangStr.append(", ");
            }
            pingCangStr.append(item.getValue());
            first = false;
        }
        pingCangStr.append("]");
        log.info(pingCangStr.toString());
//        StringBuilder pingCangStr = new StringBuilder();
//        pingCangStr.append("平仓队列: [");
//        first = true;
//        for (AscBigDecimal item : queuePingCang) {
//            if (!first) {
//                pingCangStr.append(", ");
//            }
//            pingCangStr.append(item.getValue());
//            first = false;
//        }
//        pingCangStr.append("]");
//        log.info(pingCangStr.toString());
    }
}