feat(okxApi): 添加仓位模式配置和REST客户端功能

Administrator

1 days ago 6a51f45e6a00b65a9e7b0b0707b453c11311f3ef

 src/main/java/com/xcong/excoin/modules/okxApi/OkxGridTradeService.java

@@ -8,6 +8,7 @@
import java.math.RoundingMode;
import java.util.ArrayList;
import java.util.Collections;
import java.util.Comparator;
import java.util.List;

@Slf4j
@@ -17,9 +18,7 @@
        WAITING_KLINE, OPENING, ACTIVE, STOPPED
    }

    private static final String ORDER_TYPE_CLOSE_LONG = "plan-close-long-position";
    private static final String ORDER_TYPE_CLOSE_SHORT = "plan-close-short-position";

    private final String accountName;
    private final OkxConfig config;
    private final OkxTradeExecutor executor;

@@ -45,6 +44,7 @@

    public OkxGridTradeService(OkxConfig config, String accountName) {
        this.config = config;
        this.accountName = accountName;
        this.executor = new OkxTradeExecutor(config.getContract(), config.getMarginMode(), accountName);
    }

@@ -129,7 +129,7 @@
                        log.warn("[{}] 多仓队列为空，无法设止盈", config.getContract());
                    } else {
                        BigDecimal tpPrice = longPriceQueue.get(0);
                        executor.placeTakeProfit(tpPrice, ORDER_TYPE_CLOSE_LONG, config.getQuantity());
                        executor.placeTakeProfit(tpPrice, OkxEnums.ORDER_TYPE_CLOSE_LONG, config.getQuantity());
                        log.info("[{}] 多单止盈已设, entry:{}, tp:{}, size:{}", config.getContract(), entryPrice, tpPrice, config.getQuantity());
                    }
                } else {
@@ -155,7 +155,7 @@
                        log.warn("[{}] 空仓队列为空，无法设止盈", config.getContract());
                    } else {
                        BigDecimal tpPrice = shortPriceQueue.get(0);
                        executor.placeTakeProfit(tpPrice, ORDER_TYPE_CLOSE_SHORT, config.getQuantity());
                        executor.placeTakeProfit(tpPrice, OkxEnums.ORDER_TYPE_CLOSE_SHORT, config.getQuantity());
                        log.info("[{}] 空单止盈已设, entry:{}, tp:{}, size:{}", config.getContract(), entryPrice, tpPrice, config.getQuantity());
                    }
                } else {
@@ -200,22 +200,26 @@

    private void generateShortQueue() {
        shortPriceQueue.clear();
        BigDecimal step = config.getGridRate();
        for (int i = 1; i <= config.getGridQueueSize(); i++) {
            shortPriceQueue.add(shortBaseEntryPrice.multiply(BigDecimal.ONE.subtract(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP));
        BigDecimal fixedStep = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
        BigDecimal prev = shortBaseEntryPrice;
        for (int i = 0; i < config.getGridQueueSize(); i++) {
            prev = prev.subtract(fixedStep).setScale(1, RoundingMode.HALF_UP);
            shortPriceQueue.add(prev);
        }
        shortPriceQueue.sort((a, b) -> b.compareTo(a));
        log.info("[{}] 空队列:{}", config.getContract(), shortPriceQueue);
        log.info("[{}] 空队列:{} 步长:{}", config.getContract(), shortPriceQueue, fixedStep);
    }

    private void generateLongQueue() {
        longPriceQueue.clear();
        BigDecimal step = config.getGridRate();
        for (int i = 1; i <= config.getGridQueueSize(); i++) {
            longPriceQueue.add(longBaseEntryPrice.multiply(BigDecimal.ONE.add(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP));
        BigDecimal fixedStep = longBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
        BigDecimal prev = longBaseEntryPrice;
        for (int i = 0; i < config.getGridQueueSize(); i++) {
            prev = prev.add(fixedStep).setScale(1, RoundingMode.HALF_UP);
            longPriceQueue.add(prev);
        }
        longPriceQueue.sort(BigDecimal::compareTo);
        log.info("[{}] 多队列:{}", config.getContract(), longPriceQueue);
        Collections.sort(longPriceQueue);
        log.info("[{}] 多队列:{} 步长:{}", config.getContract(), longPriceQueue, fixedStep);
    }

    /**
@@ -228,8 +232,8 @@
     * <h3>执行流程</h3>
     * <ol>
     *   <li>匹配队列元素 → 为空则直接返回</li>
     *   <li>空仓队列：移除 matched 元素，尾部补充新元素（尾价 × (1 − gridRate) 循环递减）</li>
     *   <li>多仓队列：以多仓队列首元素（最小价）为种子，生成 matched.size() 个递减元素加入</li>
     *   <li>空仓队列：移除 matched 元素，尾部以固定步长(shortBasePrice × gridRate)递减补充新元素</li>
     *   <li>多仓队列：以多仓队列首元素（最小价）为种子，以多仓固定步长递减加入新元素</li>
     *   <li>保证金检查 → 安全则开空一次</li>
     *   <li>额外反向开多：若多仓均价 > 空仓均价 且 当前价夹在中间且远离多仓均价</li>
     * </ol>
@@ -255,38 +259,12 @@
        }
        log.info("[{}] 空仓队列触发, 匹配{}个元素, 当前价:{}", config.getContract(), matched.size(), currentPrice);

        synchronized (shortPriceQueue) {
            shortPriceQueue.removeAll(matched);
            BigDecimal min = shortPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : shortPriceQueue.get(shortPriceQueue.size() - 1);
            BigDecimal step = config.getGridRate();
            for (int i = 0; i < matched.size(); i++) {
                min = min.multiply(BigDecimal.ONE.subtract(step)).setScale(1, RoundingMode.HALF_UP);
                shortPriceQueue.add(min);
                log.info("[{}] 空队列增加:{}", config.getContract(), min);
            }
            shortPriceQueue.sort((a, b) -> b.compareTo(a));
            log.info("[{}] 现空队列:{}", config.getContract(), shortPriceQueue);
        }
        BigDecimal shortFixedStep = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
        BigDecimal longFixedStep = longBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
        replenishOwnQueue(shortPriceQueue, matched, shortFixedStep, true, "空");

        synchronized (longPriceQueue) {
            BigDecimal first = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(0);
            BigDecimal step = config.getGridRate();
            for (int i = 1; i <= matched.size(); i++) {
                BigDecimal elem = first.multiply(BigDecimal.ONE.subtract(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP);
                if (longEntryPrice.compareTo(BigDecimal.ZERO) > 0
                        && currentPrice.subtract(longEntryPrice).abs().compareTo(longEntryPrice.multiply(step)) < 0) {
                    log.info("[{}] 多队列跳过(price≈longEntry):{}", config.getContract(), elem);
                    continue;
                }
                longPriceQueue.add(elem);
                log.info("[{}] 多队列增加:{}", config.getContract(), elem);
            }
            longPriceQueue.sort(BigDecimal::compareTo);
            while (longPriceQueue.size() > config.getGridQueueSize()) {
                longPriceQueue.remove(longPriceQueue.size() - 1);
            }
            log.info("[{}] 现多队列:{}", config.getContract(), longPriceQueue);
        }
        transferBetweenQueues(longPriceQueue, matched, matched.get(matched.size() - 1),
                longFixedStep, false, longEntryPrice, BigDecimal::compareTo, "多", currentPrice);

        if (!isMarginSafe()) {
            log.warn("[{}] 保证金超限，跳过空单开仓", config.getContract());
@@ -296,7 +274,7 @@
                    && longEntryPrice.compareTo(BigDecimal.ZERO) > 0
                    && longEntryPrice.compareTo(shortEntryPrice) > 0
                    && currentPrice.compareTo(shortEntryPrice) > 0
                    && currentPrice.compareTo(longEntryPrice.multiply(BigDecimal.ONE.subtract(config.getGridRate()))) < 0) {
                    && currentPrice.compareTo(longEntryPrice.subtract(longFixedStep)) < 0) {
                executor.openLong(config.getQuantity(), null, null);
                log.info("[{}] 触发价在多/空持仓价之间且多>空且远离多仓均价, 额外开多一次, 当前价:{}", config.getContract(), currentPrice);
            }
@@ -313,8 +291,8 @@
     * <h3>执行流程</h3>
     * <ol>
     *   <li>匹配队列元素 → 为空则直接返回</li>
     *   <li>多仓队列：移除 matched 元素，尾部补充新元素（尾价 × (1 + gridRate) 循环递增）</li>
     *   <li>空仓队列：以空仓队列首元素（最高价）为种子，生成 matched.size() 个递增元素加入</li>
     *   <li>多仓队列：移除 matched 元素，尾部以固定步长(longBasePrice × gridRate)递增补充新元素</li>
     *   <li>空仓队列：以空仓队列首元素（最高价）为种子，以空仓固定步长递增加入新元素</li>
     *   <li>保证金检查 → 安全则开多一次</li>
     *   <li>额外反向开空：若多仓均价 > 空仓均价 且 当前价夹在中间且远离空仓均价</li>
     * </ol>
@@ -340,38 +318,12 @@
        }
        log.info("[{}] 多仓队列触发, 匹配{}个元素, 当前价:{}", config.getContract(), matched.size(), currentPrice);

        synchronized (longPriceQueue) {
            longPriceQueue.removeAll(matched);
            BigDecimal max = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(longPriceQueue.size() - 1);
            BigDecimal step = config.getGridRate();
            for (int i = 0; i < matched.size(); i++) {
                max = max.multiply(BigDecimal.ONE.add(step)).setScale(1, RoundingMode.HALF_UP);
                longPriceQueue.add(max);
                log.info("[{}] 多队列增加:{}", config.getContract(), max);
            }
            longPriceQueue.sort(BigDecimal::compareTo);
            log.info("[{}] 现多队列:{}", config.getContract(), longPriceQueue);
        }
        BigDecimal longFixedStep = longBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
        BigDecimal shortFixedStep = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
        replenishOwnQueue(longPriceQueue, matched, longFixedStep, false, "多");

        synchronized (shortPriceQueue) {
            BigDecimal first = shortPriceQueue.isEmpty() ? matched.get(0) : shortPriceQueue.get(0);
            BigDecimal step = config.getGridRate();
            for (int i = 1; i <= matched.size(); i++) {
                BigDecimal elem = first.multiply(BigDecimal.ONE.add(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP);
                if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
                        && currentPrice.subtract(shortEntryPrice).abs().compareTo(shortEntryPrice.multiply(step)) < 0) {
                    log.info("[{}] 空队列跳过(price≈shortEntry):{}", config.getContract(), elem);
                    continue;
                }
                shortPriceQueue.add(elem);
                log.info("[{}] 空队列增加:{}", config.getContract(), elem);
            }
            shortPriceQueue.sort((a, b) -> b.compareTo(a));
            while (shortPriceQueue.size() > config.getGridQueueSize()) {
                shortPriceQueue.remove(shortPriceQueue.size() - 1);
            }
            log.info("[{}] 现空队列:{}", config.getContract(), shortPriceQueue);
        }
        transferBetweenQueues(shortPriceQueue, matched, matched.get(0),
                shortFixedStep, true, shortEntryPrice, (a, b) -> b.compareTo(a), "空", currentPrice);

        if (!isMarginSafe()) {
            log.warn("[{}] 保证金超限，跳过多单开仓", config.getContract());
@@ -380,7 +332,7 @@
            if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
                    && longEntryPrice.compareTo(BigDecimal.ZERO) > 0
                    && longEntryPrice.compareTo(shortEntryPrice) > 0
                    && currentPrice.compareTo(shortEntryPrice.multiply(BigDecimal.ONE.add(config.getGridRate()))) > 0
                    && currentPrice.compareTo(shortEntryPrice.add(shortFixedStep)) > 0
                    && currentPrice.compareTo(longEntryPrice) < 0) {
                executor.openShort(config.getQuantity(), null, null);
                log.info("[{}] 触发价在多/空持仓价之间且多>空且远离空仓均价, 额外开空一次, 当前价:{}", config.getContract(), currentPrice);
@@ -388,14 +340,51 @@
        }
    }

    /**
     * 保证金安全阀检查。
     *
     * <p>当前版本通过 wsHandler 推送的账户/持仓数据间接判断保证金状态。
     * 后续可通过 OKX REST API 实时查询保证金占用比例，超 marginRatioLimit 时拒绝开仓。
     *
     * @return true=安全可开仓 / false=保证金超限跳过开仓
     */
    private void replenishOwnQueue(List<BigDecimal> queue, List<BigDecimal> matched, BigDecimal fixedStep,
                                    boolean isShort, String label) {
        synchronized (queue) {
            queue.removeAll(matched);
            BigDecimal tail = queue.isEmpty() ? matched.get(matched.size() - 1) : queue.get(queue.size() - 1);
            Comparator<BigDecimal> comparator = isShort ? (a, b) -> b.compareTo(a) : BigDecimal::compareTo;
            for (int i = 0; i < matched.size(); i++) {
                tail = isShort
                        ? tail.subtract(fixedStep).setScale(1, RoundingMode.HALF_UP)
                        : tail.add(fixedStep).setScale(1, RoundingMode.HALF_UP);
                queue.add(tail);
                log.info("[{}] {}队列增加:{}", config.getContract(), label, tail);
            }
            queue.sort(comparator);
            log.info("[{}] 现{}队列:{}", config.getContract(), label, queue);
        }
    }

    private void transferBetweenQueues(List<BigDecimal> targetQueue, List<BigDecimal> matched,
                                        BigDecimal firstFallback, BigDecimal fixedStep, boolean isShort,
                                        BigDecimal filterEntryPrice, Comparator<BigDecimal> comparator,
                                        String label, BigDecimal currentPrice) {
        synchronized (targetQueue) {
            BigDecimal first = targetQueue.isEmpty() ? firstFallback : targetQueue.get(0);
            for (int i = 1; i <= matched.size(); i++) {
                BigDecimal offset = fixedStep.multiply(BigDecimal.valueOf(i));
                BigDecimal elem = isShort
                        ? first.add(offset).setScale(1, RoundingMode.HALF_UP)
                        : first.subtract(offset).setScale(1, RoundingMode.HALF_UP);
                if (filterEntryPrice.compareTo(BigDecimal.ZERO) > 0
                        && currentPrice.subtract(filterEntryPrice).abs().compareTo(filterEntryPrice.multiply(config.getGridRate())) < 0) {
                    log.info("[{}] {}队列跳过(price≈entry):{}", config.getContract(), label, elem);
                    continue;
                }
                targetQueue.add(elem);
                log.info("[{}] {}队列增加:{}", config.getContract(), label, elem);
            }
            targetQueue.sort(comparator);
            while (targetQueue.size() > config.getGridQueueSize()) {
                targetQueue.remove(targetQueue.size() - 1);
            }
            log.info("[{}] 现{}队列:{}", config.getContract(), label, targetQueue);
        }
    }

    private boolean isMarginSafe() {
        return true;
    }
@@ -423,5 +412,5 @@
    public BigDecimal getCumulativePnl() { return cumulativePnl; }
    public BigDecimal getUnrealizedPnl() { return unrealizedPnl; }
    public StrategyState getState() { return state; }
    public String getAccountName() { return config.getContract(); }
    public String getAccountName() { return accountName; }
}