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/okxWs/OrderInfoWs.java

@@ -16,6 +16,8 @@

import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.ArrayList;
import java.util.List;
import java.util.Map;
import java.util.concurrent.ConcurrentHashMap;

@@ -104,15 +106,25 @@
                        accFillSz, avgPx,state, fillFee,posSide
                );

                String clOrdIdStr = TradeOrderWs.getAccountMap(accountName).get("clOrdId");

                Map<String, String> accountMap = getAccountMap(accountName);
                String stateStr = TradeOrderWs.getAccountMap(accountName).get("state");
                boolean longSell = CoinEnums.POSSIDE_LONG.getCode().equals(posSide) && CoinEnums.SIDE_SELL.getCode().equals(side);
                boolean shortBuy = CoinEnums.POSSIDE_SHORT.getCode().equals(posSide) && CoinEnums.SIDE_BUY.getCode().equals(side);
                if (
                        CoinEnums.ORDER_FILLED.getCode().equals(state)
                            && (longSell || shortBuy)
                ){
                    WsMapBuild.saveStringToMap(accountMap, "orderPrice",avgPx);
                }

                String clOrdIdStr = TradeOrderWs.getAccountMap(accountName).get("clOrdId");
                if (
                        StrUtil.isNotBlank(clOrdIdStr)
                                && clOrdId.equals(clOrdIdStr)
                                && StrUtil.isNotBlank(stateStr)
                                && state.equals(stateStr)
                ){
                    Map<String, String> accountMap = getAccountMap(accountName);
                    //记录成交均价
                    if (accountMap.get("orderPrice") == null){
                        log.info("成交均价: {}", avgPx);
@@ -121,7 +133,7 @@
                    WsMapBuild.saveStringToMap(TradeOrderWs.getAccountMap(accountName), "state", CoinEnums.ORDER_LIVE.getCode());

                    // 使用账号特定的Map
                    String positionAccountName = PositionsWs.initAccountName(accountName, side);
                    String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
                    Map<String, BigDecimal> positionsMap = PositionsWs.getAccountMap(positionAccountName);
                    WsMapBuild.saveBigDecimalToMap(positionsMap, CoinEnums.READY_STATE.name(), WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_NO.getCode()));

@@ -147,10 +159,24 @@
                    tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
                    tradeRequestParam.setPosSide(posSide);
                    tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_LIMIT.getCode());
                    // 获取平均持仓价格
                    // 在获取数据时提供默认值
//                    BigDecimal avgPxOld = positionsMap.get("avgPx") != null ? positionsMap.get("avgPx") : BigDecimal.ZERO;
//                    log.info("持仓方向{}，当前持仓价格{}，止盈价格{}",posSide,avgPxOld,zhiYingPx);
//                    //根据持仓方向，判断是否需要设置限价止盈
//                    if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide) && zhiYingPx.compareTo(avgPxOld) > 0){
//                        tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
//                    }else if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide) && zhiYingPx.compareTo(avgPxOld) < 0){
//                        tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
//                    }else{
//                        tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
//                    }

                    tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
                    tradeRequestParam.setSide(CoinEnums.POSSIDE_LONG.getCode().equals(posSide) ? CoinEnums.SIDE_SELL.getCode() : CoinEnums.SIDE_BUY.getCode());
                    tradeRequestParam.setClOrdId(WsParamBuild.getOrderNum(side));
                    tradeRequestParam.setSz(accFillSz);

                    return tradeRequestParam;

                }
@@ -161,6 +187,20 @@
        }
        return null;
    }

    public static void main(String[] args) {
        System.out.println(
                getZhiYingPx(
                        "eth",
                        CoinEnums.POSSIDE_LONG.getCode(),
                        "0.0001",
                        new BigDecimal("0.1"),
                        new BigDecimal("0.05"),
                        new BigDecimal("1"),
                        new BigDecimal("2950"),
                        new BigDecimal("100"))
        );
    }
    /**
     * 计算预期收益
     */
@@ -169,7 +209,7 @@
            BigDecimal contractMultiplier, BigDecimal avgPx, BigDecimal leverage
    ) {
        BigDecimal initMargin = getInitMargin(coinValue, coinNum, contractMultiplier, avgPx, leverage);
        String pingCangImr = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.PING_CANG_SHOUYI.name());
        String pingCangImr = StrUtil.isEmpty(InstrumentsWs.getAccountMap(accountName).get(CoinEnums.PING_CANG_SHOUYI.name())) ? "0.2" : InstrumentsWs.getAccountMap(accountName).get(CoinEnums.PING_CANG_SHOUYI.name());
        BigDecimal expectProfit = (initMargin).multiply(new BigDecimal(pingCangImr)).add(new BigDecimal(fillFee).abs()).setScale(4, RoundingMode.DOWN);
        log.info("{}: 订单详情-预期收益: {}", accountName, expectProfit);
        return getMarkPrice(expectProfit,posSide, coinValue, coinNum, contractMultiplier, avgPx, leverage);
@@ -181,7 +221,7 @@
     */
    public static BigDecimal getInitMargin(BigDecimal coinValue, BigDecimal coinNum, BigDecimal contractMultiplier, BigDecimal avgPx, BigDecimal leverage) {
        BigDecimal initMargin = coinValue.multiply(coinNum).multiply(contractMultiplier).multiply(avgPx).divide(leverage, 4, RoundingMode.DOWN);
        log.info("{}: 订单详情-初始保证金: {}", initMargin);
        log.info("订单详情-初始保证金: {}", initMargin);
        return initMargin;
    }
    /**