| | |
| | | import com.xcong.excoin.modules.okxNewPrice.okxWs.*; |
| | | import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums; |
| | | import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.OrderParamEnums; |
| | | import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListEnum; |
| | | 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; |
| | |
| | | |
| | | import java.math.BigDecimal; |
| | | import java.math.RoundingMode; |
| | | import java.util.Map; |
| | | import java.util.concurrent.PriorityBlockingQueue; |
| | | |
| | | /** |
| | |
| | | @RequiredArgsConstructor |
| | | public class CaoZuoServiceImpl implements CaoZuoService { |
| | | |
| | | private final WangGeService wangGeService; |
| | | private final WangGeListService wangGeListService; |
| | | private final RedisUtils redisUtils; |
| | | |
| | | /** |
| | | * 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, |
| | |
| | | * @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() { |
| | | // log.info("开始执行操作CaoZuoServiceImpl......"); |
| | | String accountReadyState = AccountWs.ACCOUNTWSMAP.get(CoinEnums.READY_STATE.name()); |
| | | public String caoZuo(String accountName) { |
| | | 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"); |
| | | log.info("账户通道未就绪,取消发送"); |
| | | return null; |
| | | } |
| | | BigDecimal positionsReadyState = PositionsWs.POSITIONSWSMAP.get(CoinEnums.READY_STATE.name()) == null |
| | | ? BigDecimal.ZERO : PositionsWs.POSITIONSWSMAP.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"); |
| | | 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){ |
| | | log.error("没有获取到网格参数......"); |
| | | return null; |
| | | } |
| | | log.info("当前网格: {}", gridByPrice.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); |
| | | if (oldWangge != null){ |
| | | WsMapBuild.saveStringToMap(accountMap, CoinEnums.POSSIDE.name(), oldWangge.getFang_xiang()); |
| | | return OrderParamEnums.OUT.getValue(); |
| | | } |
| | | } |
| | | String posSide = gridByPrice.getFang_xiang(); |
| | | log.info("仓位方向: {}", posSide); |
| | | WsMapBuild.saveStringToMap(accountMap, CoinEnums.POSSIDE.name(), posSide); |
| | | 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); |
| | | // 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.INSTRUMENTSWSMAP.get(CoinEnums.OUT.name()); |
| | | 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.ACCOUNTWSMAP.get("cashBal")); |
| | | 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){ |
| | |
| | | * 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); |
| | | |
| | |
| | | // 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.getAccountMap(accountName), CoinEnums.OUT.name(), OrderParamEnums.OUT_YES.getValue()); |
| | | return OrderParamEnums.OUT.getValue(); |
| | | } |
| | | // 判断抗压 |
| | |
| | | return OrderParamEnums.HOLDING.getValue(); |
| | | } |
| | | } |
| | | |
| | | if (PositionsWs.POSITIONSWSMAP.get("pos") == 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 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"); |
| | | return OrderParamEnums.INIT.getValue(); |
| | | } |
| | | // 判断是否保证金超标 |
| | | if (PositionsWs.POSITIONSWSMAP.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(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......"); |
| | | 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(); |
| | | } |
| | | if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)){ |
| | | return caoZuoLong(accountName,markPx); |
| | | }else if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)){ |
| | | return caoZuoShort(accountName,markPx); |
| | | }else{ |
| | | log.error("账户未设置持仓方向......"); |
| | | return null; |
| | | } |
| | | } |
| | | |
| | | @Override |
| | | public String caoZuoLong(String accountName,String markPxStr) { |
| | | log.info("开始看涨执行操作CaoZuoServiceImpl......"); |
| | | try { |
| | | |
| | | String positionAccountName = PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_LONG.getCode()); |
| | | // 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"); |
| | | // log.info("开仓价格: {}, 当前价格:{},匹配队列中......", avgPx, markPx); |
| | | // BigDecimal markPx = PositionsWs.getAccountMap(positionAccountName).get("markPx"); |
| | | BigDecimal markPx = new BigDecimal(markPxStr); |
| | | BigDecimal avgPx = PositionsWs.getAccountMap(positionAccountName).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 |
| | | PriorityBlockingQueue<AscBigDecimal> queueAsc = WangGeQueue.getQueueAsc(); |
| | | PriorityBlockingQueue<DescBigDecimal> queueKaiCang = wangGeService.initKaiCang(avgPx, queueAsc); |
| | | PriorityBlockingQueue<AscBigDecimal> queuePingCang = wangGeService.initPingCang(avgPx, queueAsc); |
| | | PriorityBlockingQueue<AscBigDecimal> queueAsc = WangGeListQueue.getQueueAsc(); |
| | | PriorityBlockingQueue<DescBigDecimal> queueKaiCang = wangGeListService.initKaiCang(avgPx, queueAsc); |
| | | PriorityBlockingQueue<AscBigDecimal> queuePingCang = wangGeListService.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"); |
| | | log.info("订单价格: {}", orderPrice); |
| | | handleOrderPriceInQueues(orderPrice, queueKaiCang, queuePingCang); |
| | | WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice", String.valueOf(markPx)); |
| | | // 判断是加仓还是减仓 |
| | | if (avgPx.compareTo(markPx) > 0) { |
| | | // log.info("开始加仓..."); |
| | | 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(); |
| | | log.info("下限队列价格{}", kaiCang.getValue()); |
| | | 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); |
| | | boolean buyCntTimeFlag = buyCntTimeEvent(avgPx, markPx); |
| | | log.info("开始加仓...下限队列价格大于当前价格{}>{}", kaiCang.getValue(), markPx); |
| | | WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx)); |
| | | boolean buyCntTimeFlag = buyCntTimeLongEvent(accountName, avgPx, markPx); |
| | | if (buyCntTimeFlag){ |
| | | // log.info("加仓参数准备成功......"); |
| | | 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......"); |
| | | log.error("加仓参数准备失败......"); |
| | | return null; |
| | | } |
| | | } else { |
| | | // log.info("未触发加仓......,等待"); |
| | | log.info("未触发加仓......,等待"); |
| | | return OrderParamEnums.HOLDING.getValue(); |
| | | } |
| | | } else if (avgPx.compareTo(markPx) < 0) { |
| | | // log.info("开始减仓..."); |
| | | 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..."); |
| | | log.info("开始减仓,但是超出了网格设置..."); |
| | | 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); |
| | | // 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()); |
| | | log.info("上限队列价格:{}", pingCang.getValue()); |
| | | 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"); |
| | | //未实现收益 |
| | | BigDecimal uplValue = PositionsWs.getAccountMap(positionAccountName).get("upl"); |
| | | //已实现收益 |
| | | BigDecimal realizedPnlValue = PositionsWs.getAccountMap(positionAccountName).get("realizedPnl"); |
| | | realizedPnlValue = realizedPnlValue.add(feeValue); |
| | | |
| | | //持仓保证金 |
| | | BigDecimal imr = PositionsWs.getAccountMap(positionAccountName).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); |
| | | 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); |
| | | 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(); |
| | | } |
| | | } |
| | | } else { |
| | | // log.info("未触发减仓......,等待"); |
| | | log.info("未触发减仓......,等待"); |
| | | } |
| | | } else { |
| | | // log.info("价格波动较小......,等待"); |
| | | log.info("价格波动较小......,等待"); |
| | | } |
| | | return null; |
| | | } catch (NumberFormatException e) { |
| | |
| | | } |
| | | } |
| | | |
| | | private boolean buyCntTimeEvent(BigDecimal avgPx, BigDecimal markPx){ |
| | | @Override |
| | | public String caoZuoShort(String accountName,String markPxStr) { |
| | | log.info("开始看空执行操作CaoZuoServiceImpl......"); |
| | | try { |
| | | |
| | | |
| | | String positionAccountName = PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_SHORT.getCode()); |
| | | // 获取标记价格和平均持仓价格 |
| | | // BigDecimal markPx = PositionsWs.getAccountMap(positionAccountName).get("markPx"); |
| | | BigDecimal markPx = new BigDecimal(markPxStr); |
| | | BigDecimal avgPx = PositionsWs.getAccountMap(positionAccountName).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 |
| | | PriorityBlockingQueue<AscBigDecimal> queueAsc = WangGeListQueue.getQueueAsc(); |
| | | PriorityBlockingQueue<DescBigDecimal> queueKaiCang = wangGeListService.initKaiCang(avgPx, queueAsc); |
| | | PriorityBlockingQueue<AscBigDecimal> queuePingCang = wangGeListService.initPingCang(avgPx, queueAsc); |
| | | |
| | | // 处理订单价格在队列中的情况 |
| | | String orderPrice = OrderInfoWs.getAccountMap(accountName).get("orderPrice"); |
| | | log.info("订单价格:{}", orderPrice); |
| | | handleOrderPriceInQueues(orderPrice, queueKaiCang, queuePingCang); |
| | | // 判断是加仓还是减仓 |
| | | if (avgPx.compareTo(markPx) > 0) { |
| | | log.info("开始减仓..."); |
| | | if (queueKaiCang.isEmpty()) { |
| | | // 队列为空 |
| | | log.info("开始减仓,但是超出了网格设置..."); |
| | | return OrderParamEnums.HOLDING.getValue(); |
| | | } |
| | | DescBigDecimal kaiCang = queueKaiCang.peek(); |
| | | log.info("下限队列价格{}", kaiCang.getValue()); |
| | | if (kaiCang != null && avgPx.compareTo(kaiCang.getValue()) >= 0) { |
| | | 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"); |
| | | //未实现收益 |
| | | BigDecimal uplValue = PositionsWs.getAccountMap(positionAccountName).get("upl"); |
| | | //已实现收益 |
| | | BigDecimal realizedPnlValue = PositionsWs.getAccountMap(positionAccountName).get("realizedPnl"); |
| | | realizedPnlValue = realizedPnlValue.add(feeValue); |
| | | |
| | | //持仓保证金 |
| | | BigDecimal imr = PositionsWs.getAccountMap(positionAccountName).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.add(realizedPnlValueZheng)); |
| | | WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx)); |
| | | return OrderParamEnums.BUY.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.add(realizedPnlValueZheng)); |
| | | return OrderParamEnums.HOLDING.getValue(); |
| | | } |
| | | }else { |
| | | 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.BUY.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.add(feeValue)); |
| | | return OrderParamEnums.HOLDING.getValue(); |
| | | } |
| | | } |
| | | } else { |
| | | log.info("未触发减仓......,等待"); |
| | | return OrderParamEnums.HOLDING.getValue(); |
| | | } |
| | | } else if (avgPx.compareTo(markPx) < 0) { |
| | | log.info("开始加仓..."); |
| | | if (queuePingCang.isEmpty()) { |
| | | // 队列为空 |
| | | log.info("开始加仓,但是超出了网格设置..."); |
| | | return OrderParamEnums.HOLDING.getValue(); |
| | | } |
| | | AscBigDecimal pingCang = queuePingCang.peek(); |
| | | log.info("上限队列价格: {}", pingCang.getValue()); |
| | | if (pingCang != null && markPx.compareTo(pingCang.getValue()) >= 0 && avgPx.compareTo(pingCang.getValue()) < 0) { |
| | | log.info("开始加仓...上限队列价格小于当前价格{}<={}", pingCang.getValue(), markPx); |
| | | WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx)); |
| | | boolean buyCntTimeFlag = buyCntTimeShortEvent(accountName, avgPx, markPx); |
| | | if (buyCntTimeFlag){ |
| | | log.info("加仓参数准备成功......"); |
| | | return OrderParamEnums.SELL.getValue(); |
| | | }else{ |
| | | log.error("加仓参数准备失败......"); |
| | | return null; |
| | | } |
| | | } else { |
| | | log.info("未触发加仓......,等待"); |
| | | } |
| | | } else { |
| | | log.info("价格波动较小......,等待"); |
| | | } |
| | | 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 null; |
| | | } |
| | | } |
| | | |
| | | private boolean buyCntTimeLongEvent(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()); |
| | | log.info("倍数次数间隔{}", buyCntTime); |
| | | BigDecimal subtract = avgPx.subtract(markPx); |
| | | log.info("倍数价格差距{}", subtract); |
| | | BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN).add(BigDecimal.ONE); |
| | | return WsMapBuild.saveStringToMap(TradeOrderWs.TRADEORDERWSMAP, "buyCntTime",String.valueOf(divide)); |
| | | log.info("倍数次数{}", divide); |
| | | 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)); |
| | | } |
| | | |
| | | private boolean buyCntTimeShortEvent(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.getAccountMap(accountName).get(CoinEnums.BUY_CNT_TIME.name()); |
| | | log.info("倍数次数间隔{}", buyCntTime); |
| | | BigDecimal subtract = markPx.subtract(avgPx); |
| | | log.info("倍数价格差距{}", subtract); |
| | | BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN).add(BigDecimal.ONE); |
| | | log.info("倍数次数{}", divide); |
| | | 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)); |
| | | } |
| | | |
| | | /** |
| | |
| | | if (orderPrice == null) { |
| | | return; |
| | | } |
| | | // log.info("需要移除的价格: {}", orderPrice); |
| | | log.info("需要移除的价格: {}", orderPrice); |
| | | |
| | | BigDecimal priceDecimal; |
| | | try { |
| | |
| | | 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("下限队列: ["); |
| | | 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("上限队列: ["); |
| | | first = true; |
| | | for (AscBigDecimal item : queuePingCang) { |
| | | if (!first) { |
| | | pingCangStr.append(", "); |
| | | } |
| | | pingCangStr.append(item.getValue()); |
| | | first = false; |
| | | } |
| | | pingCangStr.append("]"); |
| | | log.info(pingCangStr.toString()); |
| | | } |
| | | } |