feat(okx): 实现新的价格WebSocket客户端并优化量化操作

Administrator

2025-12-17 6a51883c6d96702df7e1df023b3ad3e0fd575b16

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

@@ -9,8 +9,6 @@
import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListQueue;
import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListService;
import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild;
import com.xcong.excoin.modules.okxNewPrice.wangge.WangGeQueue;
import com.xcong.excoin.modules.okxNewPrice.wangge.WangGeService;
import com.xcong.excoin.rabbit.pricequeue.AscBigDecimal;
import com.xcong.excoin.rabbit.pricequeue.DescBigDecimal;
import com.xcong.excoin.utils.RedisUtils;
@@ -34,7 +32,6 @@
@RequiredArgsConstructor
public class CaoZuoServiceImpl implements CaoZuoService {

    private final WangGeService wangGeService;
    private final WangGeListService wangGeListService;
    private final RedisUtils redisUtils;

@@ -52,6 +49,7 @@
            return null;
        }
        String markPx = ObjectUtil.isEmpty(redisUtils.getString(CoinEnums.HE_YUE.getCode())) ? "0" : redisUtils.getString(CoinEnums.HE_YUE.getCode());

        log.info("当前价格: {}", markPx);
        WangGeListEnum gridByPrice = WangGeListEnum.getGridByPrice(new BigDecimal(markPx));
        if (gridByPrice == null){
@@ -59,11 +57,17 @@
            return null;
        }
        log.info("当前网格: {}", gridByPrice.name());
        Map<String, String> accountMap = InstrumentsWs.getAccountMap(accountName);
        String wanggeName = accountMap.get(CoinEnums.WANG_GE_OLD.name());

        PriorityBlockingQueue<AscBigDecimal> ascBigDecimals = wangGeListService.initWangGe(markPx);
        if (ascBigDecimals == null){
            log.error("没有获取到网格队列......");
            return null;
        }
        /**
         * 如果下单的网格不属于同一个网格，则先止损掉老的网格的仓位
         */
        Map<String, String> accountMap = InstrumentsWs.getAccountMap(accountName);
        String wanggeName = accountMap.get(CoinEnums.WANG_GE_OLD.name());
        if (StrUtil.isNotEmpty(wanggeName) && !wanggeName.equals(gridByPrice.name())){
            log.error("正在止损老的网格仓位......");
            WangGeListEnum oldWangge = WangGeListEnum.getByName(wanggeName);
@@ -80,7 +84,29 @@
                ? 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 null;
            // 判断是否保证金超标
            if (PositionsWs.getAccountMap(positionAccountName).get("imr") == null){
                log.error("没有获取到持仓信息，等待初始化......");
                return null;
            }
            BigDecimal ordFrozImr = PositionsWs.getAccountMap(positionAccountName).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();
            }
            if (PositionsWs.getAccountMap(positionAccountName).get("pos") == null){
                log.error("没有获取到持仓信息，等待初始化......");
                return null;
            }
            BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
            if (BigDecimal.ZERO.compareTo( pos) >= 0) {
                log.error("持仓数量为零，进行初始化订单");
                return OrderParamEnums.INIT.getValue();
            }else{
                log.error("仓位有持仓，等待持仓更新");
                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());
@@ -122,16 +148,6 @@
                return OrderParamEnums.HOLDING.getValue();
            }
        }

        if (PositionsWs.getAccountMap(positionAccountName).get("pos") == null){
            log.error("没有获取到持仓信息，等待初始化......");
            return null;
        }
        BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
        if (BigDecimal.ZERO.compareTo( pos) >= 0) {
            log.error("持仓数量为零，进行初始化订单");
            return OrderParamEnums.INIT.getValue();
        }
        // 判断是否保证金超标
        if (PositionsWs.getAccountMap(positionAccountName).get("imr") == null){
            log.error("没有获取到持仓信息，等待初始化......");
@@ -144,10 +160,14 @@
            return OrderParamEnums.HOLDING.getValue();
        }

        PriorityBlockingQueue<AscBigDecimal> ascBigDecimals = wangGeListService.initWangGe(markPx);
        if (ascBigDecimals == null){
            log.error("没有获取到网格队列......");
        if (PositionsWs.getAccountMap(positionAccountName).get("pos") == null){
            log.error("没有获取到持仓信息，等待初始化......");
            return null;
        }
        BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
        if (BigDecimal.ZERO.compareTo( pos) >= 0) {
            log.error("持仓数量为零，进行初始化订单");
            return OrderParamEnums.INIT.getValue();
        }
        if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)){
            return caoZuoLong(accountName,markPx);
@@ -217,7 +237,7 @@
                if (pingCang != null && avgPx.compareTo(pingCang.getValue()) < 0) {
                    log.info("开始减仓...上限队列价格大于开仓价格{}>{}", pingCang.getValue(), avgPx);
                    // 手续费
                    BigDecimal feeValue = PositionsWs.getAccountMap(positionAccountName).get("fee").multiply(new BigDecimal("2"));
                    BigDecimal feeValue = PositionsWs.getAccountMap(positionAccountName).get("fee");
                    //未实现收益
                    BigDecimal uplValue = PositionsWs.getAccountMap(positionAccountName).get("upl");
                    //已实现收益
@@ -298,7 +318,7 @@
                    log.info("开始减仓...下限队列价格小于开仓价格{}<{}", kaiCang.getValue(), avgPx);

                    // 手续费
                    BigDecimal feeValue = PositionsWs.getAccountMap(positionAccountName).get("fee").multiply(new BigDecimal("2"));
                    BigDecimal feeValue = PositionsWs.getAccountMap(positionAccountName).get("fee");
                    //未实现收益
                    BigDecimal uplValue = PositionsWs.getAccountMap(positionAccountName).get("upl");
                    //已实现收益