| | |
| | | package com.xcong.excoin.modules.okxNewPrice.celue; |
| | | |
| | | import cn.hutool.core.util.ObjectUtil; |
| | | import cn.hutool.core.util.StrUtil; |
| | | import com.xcong.excoin.modules.okxNewPrice.okxWs.*; |
| | | import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums; |
| | |
| | | import org.springframework.stereotype.Service; |
| | | |
| | | import java.math.BigDecimal; |
| | | import java.math.RoundingMode; |
| | | import java.util.concurrent.PriorityBlockingQueue; |
| | | |
| | | /** |
| | |
| | | @Override |
| | | public String caoZuo() { |
| | | log.info("开始执行操作CaoZuoServiceImpl......"); |
| | | BigDecimal cashBal = AccountWs.ACCOUNTWSMAP.get("cashBal"); |
| | | BigDecimal availBal = AccountWs.ACCOUNTWSMAP.get("availBal"); |
| | | |
| | | // 判断账户余额是否充足 |
| | | if (cashBal.compareTo(BigDecimal.ZERO) <= 0){ |
| | | log.error("账户没有钱,请充值......"); |
| | | String accountReadyState = AccountWs.ACCOUNTWSMAP.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.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"); |
| | | 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()); |
| | | 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")); |
| | | |
| | | // 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..."); |
| | | // 判断账户余额是否充足 |
| | | if (cashBal.compareTo(BigDecimal.ZERO) <= 0){ |
| | | log.error("账户没有钱,请充值......"); |
| | | 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; |
| | | } |
| | | |
| | | /** |
| | | * 判断止损抗压 |
| | | */ |
| | | // 实际亏损金额 |
| | | BigDecimal realKuiSunAmount = cashBal.subtract(availBal); |
| | | log.info("实际亏损金额: {}", realKuiSunAmount); |
| | | BigDecimal realKuiSunAmount = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get("upl")); |
| | | log.info("未实现盈亏: {}", realKuiSunAmount); |
| | | String zhiSunPercent = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.ZHI_SUN.name()); |
| | | BigDecimal zhiSunAmount = cashBal.multiply(new BigDecimal(zhiSunPercent)); |
| | | log.info("预期亏损金额: {}", realKuiSunAmount); |
| | | log.info("预期亏损金额: {}", zhiSunAmount); |
| | | String kangYaPercent = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.KANG_CANG.name()); |
| | | log.info("预期抗仓金额: {}", kangYaPercent); |
| | | 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()); |
| | | return OrderParamEnums.OUT.getValue(); |
| | | } |
| | | // 判断抗压 |
| | | if (realKuiSunAmount.compareTo(kangYaAmount) > 0 && realKuiSunAmount.compareTo(zhiSunAmount) <= 0){ |
| | | log.error("账户紧张扛仓......"); |
| | | return OrderParamEnums.HOLDING.getValue(); |
| | | if (realKuiSunAmount.compareTo(BigDecimal.ZERO) < 0){ |
| | | realKuiSunAmount = realKuiSunAmount.multiply(new BigDecimal("-1")); |
| | | // 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()); |
| | | return OrderParamEnums.OUT.getValue(); |
| | | } |
| | | // 判断抗压 |
| | | if (realKuiSunAmount.compareTo(kangYaAmount) > 0 && realKuiSunAmount.compareTo(zhiSunAmount) <= 0){ |
| | | log.error("账户紧张扛仓......"); |
| | | return OrderParamEnums.HOLDING.getValue(); |
| | | } |
| | | } |
| | | |
| | | BigDecimal ordFroz = AccountWs.ACCOUNTWSMAP.get("ordFroz"); |
| | | if (BigDecimal.ZERO.compareTo( ordFroz) >= 0) { |
| | | log.error("占用保证金为零,进行初始化订单"); |
| | | if (PositionsWs.POSITIONSWSMAP.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"); |
| | | 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 |
| | | BigDecimal totalOrderUsdt = AccountWs.ACCOUNTWSMAP.get(CoinEnums.TOTAL_ORDER_USDT.name()); |
| | | if (ordFroz.compareTo(totalOrderUsdt) >= 0){ |
| | | 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())); |
| | | if (ordFrozImr.compareTo(totalOrderUsdt) >= 0){ |
| | | log.error("已满仓......"); |
| | | return OrderParamEnums.HOLDING.getValue(); |
| | | } |
| | |
| | | // 处理订单价格在队列中的情况 |
| | | String orderPrice = OrderInfoWs.ORDERINFOWSMAP.get("orderPrice"); |
| | | handleOrderPriceInQueues(orderPrice, queueKaiCang, queuePingCang); |
| | | |
| | | boolean orderPriceFlag = 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..."); |
| | |
| | | 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(kaiCang.getValue())); |
| | | return OrderParamEnums.BUY.getValue(); |
| | | boolean buyCntTimeFlag = buyCntTimeEvent(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(); |
| | |
| | | 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(pingCang.getValue())); |
| | | |
| | | // 判断当前是否盈利 |
| | | BigDecimal uplValue = PositionsWs.POSITIONSWSMAP.get("upl"); |
| | | BigDecimal imr = PositionsWs.POSITIONSWSMAP.get("imr"); |
| | |
| | | } 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 boolean buyCntTimeEvent(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()); |
| | | BigDecimal subtract = avgPx.subtract(markPx); |
| | | BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN).add(BigDecimal.ONE); |
| | | return WsMapBuild.saveStringToMap(TradeOrderWs.TRADEORDERWSMAP, "buyCntTime",String.valueOf(divide)); |
| | | } |
| | | |
| | | /** |
| | | * 根据订单价格更新开仓和平仓队列的内容。 |
| | | * 若该价格不在对应队列中则加入;若已存在,则从队列中移除。 |