fix(okxNewPrice): 修复仓位收益计算逻辑

Administrator

2025-12-10 462c81a04e9694cde8d465c3b1fc7a18b390a337

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

@@ -1,7 +1,10 @@
package com.xcong.excoin.modules.okxNewPrice.celue;

import cn.hutool.core.util.StrUtil;
import com.xcong.excoin.modules.okxNewPrice.okxWs.AccountWs;
import com.xcong.excoin.modules.okxNewPrice.okxWs.InstrumentsWs;
import com.xcong.excoin.modules.okxNewPrice.okxWs.PositionsWs;
import com.xcong.excoin.modules.okxNewPrice.okxWs.TradeOrderWs;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.OrderParamEnums;
import com.xcong.excoin.modules.okxNewPrice.wangge.WangGeQueue;
@@ -30,6 +33,19 @@
    private final RedisUtils redisUtils;
    private final WangGeService wangGeService;


    // 构造Redis键名
    final String coinCode = CoinEnums.HE_YUE.getCode();
    final String instrumentsStateKey = InstrumentsWs.INSTRUMENTSWS_CHANNEL + ":" + coinCode + ":state";
    final String instrumentsOutKey = InstrumentsWs.INSTRUMENTSWS_CHANNEL+":" + coinCode+":out";
    final String positionsMarkPxKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":markPx";
    final String positionsAvgPxKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":avgPx";
    final String positionsOrderPriceKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":orderPrice";
    final String positionsUplKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":upl";
    final String positionsRealizedPnlKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":realizedPnl";
    final String positionsImrKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":imr";
    final String positionsPosKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":pos";

    /**
     * 执行主要的操作逻辑，包括读取合约状态、获取市场价格信息，
     * 并根据当前持仓均价和标记价格决定是否执行买卖操作。
@@ -38,38 +54,69 @@
     */
    @Override
    public String caoZuo() {
        // 构造Redis键名
        final String coinCode = CoinEnums.HE_YUE.getCode();
        final String instrumentsKey = InstrumentsWs.INSTRUMENTSWS_CHANNEL + ":" + coinCode + ":state";
        final String positionsMarkPxKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":markPx";
        final String positionsAvgPxKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":avgPx";
        final String positionsOrderPriceKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":orderPrice";
        final String uplKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":upl";
        final String realizedPnlKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":realizedPnl";
        final String imrKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":imr";
        log.info("开始执行操作CaoZuoServiceImpl......");
        String outStr = (String) redisUtils.get(instrumentsOutKey);
        if (OrderParamEnums.OUT_YES.getValue().equals(outStr)){
            log.error("止损过了......冷静一下，等待下次入场......");
            return null;
        }

        // 获取合约状态
        String state = (String) redisUtils.get(instrumentsKey);
        if (state == null || !OrderParamEnums.STATE_1.getValue().equals(state)) {
        // 获取合约执行操作状态
        String state = (String) redisUtils.get(instrumentsStateKey);
        if (OrderParamEnums.STATE_4.getValue().equals(state)) {
            log.error("操作下单中，等待......");
            return OrderParamEnums.ORDERING.getValue();
        }
        if (OrderParamEnums.STATE_3.getValue().equals(state)){
            log.error("持仓盈亏超过下单总保证金，冷静止损......");
            redisUtils.set(instrumentsOutKey, OrderParamEnums.OUT_YES.getValue(), 0);
            return OrderParamEnums.OUT.getValue();
        }
        if (OrderParamEnums.STATE_2.getValue().equals(state)){
            log.error("持仓盈亏抗压......");
            return OrderParamEnums.HOLDING.getValue();
        }
        if (OrderParamEnums.STATE_4.getValue().equals(state)) {
            return OrderParamEnums.ORDERING.getValue();
        if (OrderParamEnums.STATE_0.getValue().equals(state)){
            log.error("请检查系统参数，不允许开仓......");
            return OrderParamEnums.HOLDING.getValue();
        }

        String pos = (String) redisUtils.get(positionsPosKey);
        if (StrUtil.isBlank(pos) || BigDecimal.ZERO.compareTo( new BigDecimal(pos)) >= 0) {
            log.error("未获取到持仓数量");
            return OrderParamEnums.INIT.getValue();
        }

        String uplStr = (String) redisUtils.get(positionsUplKey);
        if (StrUtil.isBlank(uplStr)){
            return OrderParamEnums.INIT.getValue();
        }
        //可使用的总保证金
        String totalOrderUsdtKey = AccountWs.ACCOUNTWS_CHANNEL + ":" + CoinEnums.USDT.getCode() + ":totalOrderUsdt";
        String totalOrderUsdt = (String) redisUtils.get(totalOrderUsdtKey);
        BigDecimal upl = new BigDecimal(uplStr);
        if (BigDecimal.ZERO.compareTo(upl) >= 0){
            upl = upl.multiply(new BigDecimal("-1"));

            if (upl.compareTo(new BigDecimal(totalOrderUsdt)) >= 0) {
                log.error("持仓盈亏超过下单总保证金，止损冷静一天......");
                return OrderParamEnums.OUT.getValue();
            }
        }

        log.info(OrderParamEnums.getNameByValue(state));

        // 获取标记价格和平均持仓价格
        Object markPxObj = redisUtils.get(positionsMarkPxKey);
        Object avgPxObj = redisUtils.get(positionsAvgPxKey);
        String markPxObj = (String) redisUtils.get(positionsMarkPxKey);
        String avgPxObj = (String) redisUtils.get(positionsAvgPxKey);

        if (markPxObj == null || avgPxObj == null) {
        if (StrUtil.isBlank(markPxObj)  || StrUtil.isBlank(avgPxObj)) {
            return OrderParamEnums.INIT.getValue();
        }

        try {
            BigDecimal markPx = new BigDecimal((String) markPxObj);
            BigDecimal avgPx = new BigDecimal((String) avgPxObj);
            BigDecimal markPx = new BigDecimal( markPxObj);
            BigDecimal avgPx = new BigDecimal( avgPxObj);

            log.info("开仓价格: {}, 当前价格：{}，匹配队列中......", avgPx, markPx);

@@ -86,46 +133,77 @@

            // 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...");
                    return side;
                }
                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);
                    side = OrderParamEnums.BUY.getValue();
                    redisUtils.set(positionsOrderPriceKey, String.valueOf(kaiCang.getValue()), 0);
                } else {
                    //判断是否加仓（当前持仓过小，可以加仓）
                    boolean isAddCang = doAddCang();
                    log.info("加仓过程中发现持仓过小 ：{}",isAddCang);
                    if (isAddCang){
                        log.info("触发加仓......，持仓过小");
                        return OrderParamEnums.BUY.getValue();
                    }
                    log.info("未触发加仓......，等待");
                }
            } else if (avgPx.compareTo(markPx) < 0) {
                log.info("开始减仓...");
                if (queuePingCang.isEmpty()) {
                    // 队列为空
                    log.info("开始减仓,但是超出了网格设置...");
                    return side;
                }
                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);
                    //判断当前是否盈利
                    String upl = (String) redisUtils.get(uplKey);
                    String realizedPnl = (String) redisUtils.get(realizedPnlKey);
                    String imr = (String) redisUtils.get(imrKey);
                    if (upl != null && realizedPnl != null && imr != null) {
                        BigDecimal uplValue = new BigDecimal(upl);
                    String uplstr = (String) redisUtils.get(positionsUplKey);
                    String realizedPnl = (String) redisUtils.get(positionsRealizedPnlKey);
                    String imr = (String) redisUtils.get(positionsImrKey);
                    if (uplstr != null && realizedPnl != null && imr != null) {
                        BigDecimal uplValue = new BigDecimal(uplstr);
                        BigDecimal realizedPnlValue = new BigDecimal(realizedPnl);
                        BigDecimal imrValue = new BigDecimal(imr).multiply(new BigDecimal(OrderParamEnums.PING_CANG_SHOUYI.getValue()));
                        if (realizedPnlValue.compareTo(BigDecimal.ZERO) <= 0) {
                            if (uplValue.compareTo(realizedPnlValue) < 0) {
                                log.info("当前未实现盈亏：{}没有大于已实现收益>{}，等待中", uplValue, realizedPnlValue);
                                redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
                                return OrderParamEnums.HOLDING.getValue();
                            }else if (uplValue.compareTo(realizedPnlValue) > 0 && uplValue.compareTo(imrValue)  >= 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);
                                redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
                                return OrderParamEnums.SELL.getValue();
                            }else{
                                //判断是否加仓（当前持仓过小，可以加仓）
                                boolean isAddCang = doAddCang();
                                log.info("减仓过程中发现持仓过小 ：{}",isAddCang);
                                if (isAddCang){
                                    log.info("触发加仓......，持仓过小");
                                    return OrderParamEnums.BUY.getValue();
                                }
                                log.info("当前未实现盈亏：{}没有大于预计收益>{}，钱在路上了", uplValue, imrValue);
                                redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
                                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);
                                redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
                                return OrderParamEnums.SELL.getValue();
                            }else{
                                //判断是否加仓（当前持仓过小，可以加仓）
                                boolean isAddCang = doAddCang();
                                log.info("减仓过程中发现持仓过小 ：{}",isAddCang);
                                if (isAddCang){
                                    log.info("触发加仓......，持仓过小");
                                    return OrderParamEnums.BUY.getValue();
                                }
                                log.info("当前未实现盈亏：{}没有大于预计收益>{}，钱在路上了", uplValue, imrValue);
                                redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
                                return OrderParamEnums.HOLDING.getValue();
@@ -146,6 +224,14 @@
            log.error("解析价格失败，请检查Redis中的值是否合法", e);
            return OrderParamEnums.HOLDING.getValue();
        }
    }

    private boolean doAddCang() {
        String imr = (String) redisUtils.get(positionsImrKey);
        BigDecimal imrValue = new BigDecimal(StrUtil.isBlank(imr) ? "0" : imr);
        String everyTimeUsdt = (String) redisUtils.get(AccountWs.ACCOUNTWS_CHANNEL + ":" + CoinEnums.USDT.getCode() + ":everyTimeUsdt");
        BigDecimal everyTimeUsdtValue = new BigDecimal(everyTimeUsdt);
        return everyTimeUsdtValue.compareTo(imrValue) >= 0;
    }

    /**
@@ -171,13 +257,8 @@
            log.warn("无效的价格格式: {}", orderPrice);
            return;
        }

        boolean kaiCangExists = queueKaiCang.stream().anyMatch(item -> item.getValue().equals(priceDecimal));
        if (!kaiCangExists) {
            queueKaiCang.add(new DescBigDecimal(orderPrice));
        } else {
            queueKaiCang.removeIf(item -> item.getValue().equals(priceDecimal));
        }
        // 删除比该价格大的数据
        queueKaiCang.removeIf(item -> item.getValue().compareTo(priceDecimal) >= 0);
        // 打印开仓队列
        StringBuilder kaiCangStr = new StringBuilder();
        kaiCangStr.append("开仓队列: [");
@@ -192,14 +273,10 @@
        kaiCangStr.append("]");
        log.info(kaiCangStr.toString());

        boolean pingCangExists = queuePingCang.stream().anyMatch(item -> item.getValue().equals(priceDecimal));
        if (!pingCangExists) {
            queuePingCang.add(new AscBigDecimal(orderPrice));
        } else {
            queuePingCang.removeIf(item -> item.getValue().equals(priceDecimal));
        }
        // 删除比该价格小的数据
        queuePingCang.removeIf(item -> item.getValue().compareTo(priceDecimal) <= 0);

// 打印平仓队列
        // 打印平仓队列
        StringBuilder pingCangStr = new StringBuilder();
        pingCangStr.append("平仓队列: [");
        first = true;