fix(okx): 修复交易参数配置和网格策略

Administrator

4 days ago 75836d48785da412552e67050e2332a74da2a435

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

@@ -1,5 +1,6 @@
package com.xcong.excoin.modules.okxNewPrice.celue;

import cn.hutool.core.collection.CollUtil;
import cn.hutool.core.util.ObjectUtil;
import cn.hutool.core.util.StrUtil;
import com.xcong.excoin.modules.okxNewPrice.okxWs.*;
@@ -20,6 +21,7 @@

import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.List;
import java.util.Map;
import java.util.concurrent.PriorityBlockingQueue;

@@ -53,7 +55,6 @@
        tradeRequestParam.setPosSide(posSide);
        tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());

        log.info("操作账户：{}，当前价格: {},仓位方向: {}", accountName,markPx,posSide);
        /**
         * 准备工作
         * 1、准备好下单的基本信息
@@ -70,26 +71,34 @@
         * 判断止损抗压
         */
        BigDecimal realKuiSunAmount = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get("upl"));
        log.info("实际盈亏金额: {}", realKuiSunAmount);
        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.getAccountMap(accountName).get(CoinEnums.KANG_CANG.name());
        BigDecimal  kangYaAmount = cashBal.multiply(new BigDecimal(kangYaPercent));
        log.info("预期抗仓金额: {}", kangYaAmount);

        if (realKuiSunAmount.compareTo(BigDecimal.ZERO) < 0){
            String kangYaPercent = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.KANG_CANG.name());
            BigDecimal  kangYaAmount = cashBal.multiply(new BigDecimal(kangYaPercent));
            String zhiSunPercent = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.ZHI_SUN.name());
            BigDecimal zhiSunAmount = cashBal.multiply(new BigDecimal(zhiSunPercent));
            log.info("实际盈亏金额: {}，预期抗仓金额: {}，预期亏损金额: {}", realKuiSunAmount, kangYaAmount, zhiSunAmount);
            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......");
                log.warn("账户冷静止损......");
                //目前止损掉损失较大的一个方向
                String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
                BigDecimal upl = PositionsWs.getAccountMap(positionAccountName).get("upl");
                String posSideOther = CoinEnums.POSSIDE_LONG.getCode().equals(posSide) ? CoinEnums.POSSIDE_SHORT.getCode() : CoinEnums.POSSIDE_LONG.getCode();
                String positionAccountOther = PositionsWs.initAccountName(accountName, posSideOther);
                BigDecimal uplOther = PositionsWs.getAccountMap(positionAccountOther).get("upl");
                if (upl.compareTo(uplOther) > 0){
                    log.warn("{}的亏损{}，{}的亏损{}，止损{}......",posSide,upl,posSideOther,uplOther,uplOther);
                    posSide = posSideOther;
                }

                WsMapBuild.saveStringToMap(InstrumentsWs.getAccountMap(accountName), CoinEnums.OUT.name(),  OrderParamEnums.OUT_YES.getValue());
                tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
                return caoZuoZhiSunEvent(accountName, markPx, posSide);
            }
            // 判断抗压
            if (realKuiSunAmount.compareTo(kangYaAmount) > 0 && realKuiSunAmount.compareTo(zhiSunAmount) <= 0){
                log.error("账户紧张扛仓......");
                log.warn("账户紧张扛仓......");
                tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
                return chooseEvent(tradeRequestParam);
            }
@@ -98,27 +107,26 @@
        String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
        // 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......");
            log.warn("没有获取到持仓信息，等待初始化......");
            tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
            return chooseEvent(tradeRequestParam);
        }
        BigDecimal ordFrozImr = PositionsWs.getAccountMap(positionAccountName).get("imr");
        BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get(CoinEnums.TOTAL_ORDER_USDT.name()))
                .divide(new BigDecimal("2"), RoundingMode.DOWN);
        BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get(CoinEnums.TOTAL_ORDER_USDT.name()));
        if (ordFrozImr.compareTo(totalOrderUsdt) >= 0){
            log.error("已满仓......");
            log.warn("已满仓......");
            tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
            return chooseEvent(tradeRequestParam);
        }

        if (PositionsWs.getAccountMap(positionAccountName).get("pos") == null){
            log.error("没有获取到持仓信息，等待初始化......");
            log.warn("没有获取到持仓信息，等待初始化......");
            tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
            return chooseEvent(tradeRequestParam);
        }
        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");
            log.warn("持仓数量为零，进行初始化订单");
            return caoZuoInitEvent(accountName, markPx, posSide);
        }

@@ -129,7 +137,6 @@
    @Override
    public TradeRequestParam caoZuoZhiSunEvent(String accountName, String markPx, String posSide) {

        log.info("历史网格：操作账户：{}，当前价格: {},仓位方向: {}", accountName,markPx,posSide);
        /**
         * 初始化订单请求参数
         *      获取仓位数量
@@ -159,10 +166,10 @@
        String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
        BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
        if (BigDecimal.ZERO.compareTo( pos) >= 0) {
            log.error("历史网格止损方向没有持仓");
            tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
        }
        tradeRequestParam.setSz(String.valueOf( pos));
        log.error("止损订单：{}，方向：{}-{}，数量：{}",clOrdId,posSide, side, pos);
        return tradeRequestParam;

    }
@@ -222,7 +229,7 @@

    @Override
    public TradeRequestParam caoZuoLong(TradeRequestParam tradeRequestParam) {
        log.info("开始做{}执行操作CaoZuoServiceImpl......",tradeRequestParam.getPosSide());
        log.info("开始做{}......",tradeRequestParam.getPosSide());

        String accountName = tradeRequestParam.getAccountName();
        String markPxStr = tradeRequestParam.getMarkPx();
@@ -368,7 +375,7 @@
                        log.info("开始买入平空...买入平空队列价格小于开仓价格{}<{}", kaiCang.getValue(), avgPx);

                        // 手续费
                        BigDecimal feeValue = PositionsWs.getAccountMap(positionAccountName).get("fee");
                        BigDecimal feeValue = PositionsWs.getAccountMap(positionAccountName).get("fee").multiply(new BigDecimal("2"));
                        //未实现收益
                        BigDecimal uplValue = PositionsWs.getAccountMap(positionAccountName).get("upl");
                        //已实现收益
@@ -457,7 +464,8 @@
        BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN).add(BigDecimal.ONE);
        log.info("倍数次数{}", divide);
        String buyCntInit = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
        return String.valueOf(divide.multiply(new BigDecimal(buyCntInit)));
//        return String.valueOf(divide.multiply(new BigDecimal(buyCntInit)));
        return buyCntInit;
    }

    private String buyCntTimeShortEvent(String accountName, BigDecimal avgPx, BigDecimal markPx){
@@ -470,7 +478,8 @@
        BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN).add(BigDecimal.ONE);
        log.info("倍数次数{}", divide);
        String buyCntInit = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
        return String.valueOf(divide.multiply(new BigDecimal(buyCntInit)));
//        return String.valueOf(divide.multiply(new BigDecimal(buyCntInit)));
        return buyCntInit;
    }

    /**