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/PositionsWs.java

@@ -3,6 +3,10 @@
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
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.param.TradeRequestParam;
import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListEnum;
import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListService;
import com.xcong.excoin.modules.okxNewPrice.okxpi.MallUtils;
import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild;
import com.xcong.excoin.modules.okxNewPrice.utils.WsParamBuild;
@@ -10,6 +14,9 @@
import org.java_websocket.client.WebSocketClient;

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;

@@ -41,28 +48,31 @@
            String connId = MallUtils.getOrderNum(POSITIONSWS_CHANNEL);
            JSONObject jsonObject = WsParamBuild.buildJsonObject(connId, option, argsArray);
            webSocketClient.send(jsonObject.toJSONString());
//            log.info("发送持仓频道频道:{}", option);
            log.info("发送持仓频道频道:{}", option);
        } catch (Exception e) {
            log.error("订阅持仓频道频道构建失败", e);
        }
    }

    public static String initAccountName(String accountName, String posSide) {
        return accountName+"_"+ posSide;
    }

    public static void initEvent(JSONObject response, String accountName) {
//        log.info("订阅成功,数据初始化: {}", response.getJSONObject("arg"));
        log.info("订阅成功,数据初始化: {}", response.getJSONObject("arg"));
        JSONObject arg = response.getJSONObject("arg");
        initParam(arg, accountName);
        initParam(arg, accountName,CoinEnums.POSSIDE_LONG.getCode());
        initParam(arg, accountName,CoinEnums.POSSIDE_SHORT.getCode());
    }

    public static void handleEvent(JSONObject response, String accountName) {


//        log.info("开始执行PositionsWs......");
        log.info("开始执行PositionsWs......");
        try {
            JSONArray dataArray = response.getJSONArray("data");
            if (dataArray == null || dataArray.isEmpty()) {
//                log.info("账户持仓频道数据为空,已当前价买入，并且初始化网格");
                JSONObject posData = new JSONObject();
                initParam(posData, accountName);
                log.info("账户持仓频道数据为空,等待更新");
                return;
            }

@@ -70,7 +80,7 @@
                JSONObject posData = dataArray.getJSONObject(i);
                String instId = posData.getString("instId");
                if (CoinEnums.HE_YUE.getCode().equals(instId)) {
//                    log.info("查询到账户{}持仓数据",CoinEnums.HE_YUE.getCode());
                    log.info("查询到账户{}持仓数据",CoinEnums.HE_YUE.getCode());
                    String mgnMode = posData.getString("mgnMode");
                    String posSide = posData.getString("posSide");
                    String pos = posData.getString("pos");
@@ -98,14 +108,14 @@
                                    + "维持保证金率: {}, 维持保证金: {}, 以美金价值为单位的持仓数量: {}, 占用保证金的币种: {}, "
                                    + "最新成交价: {}, 最新指数价格: {}, 盈亏平衡价: {}, 已实现收益: {}, 累计已结算收益: {}"
                                    + "最新标记价格: {},累计手续费: {},累计持仓费: {},",
                            accountName, instId, mgnMode, posSide, pos, avgPx,
                            initAccountName(accountName, posSide), instId, mgnMode, posSide, pos, avgPx,
                            upl, uplRatio, lever, liqPx, imr,
                            mgnRatio, mmr, notionalUsd, ccy,
                            last, idxPx, bePx, realizedPnl, settledPnl,
                            markPx,fee,fundingFee
                    );

                    initParam(posData, accountName);
                    //先更新缓存
                    Map<String, BigDecimal> stringBigDecimalMap = initParam(posData, accountName, posSide);
                }
            }
        } catch (Exception e) {
@@ -113,8 +123,9 @@
        }
    }

    private static void initParam(JSONObject posData, String accountName) {
        Map<String, BigDecimal> accountMap = getAccountMap(accountName);
    private static Map<String, BigDecimal> initParam(JSONObject posData, String accountName,String posSide) {
        String accountNamePositons = initAccountName(accountName, posSide);
        Map<String, BigDecimal> accountMap = getAccountMap(accountNamePositons);
        WsMapBuild.saveBigDecimalToMap(accountMap, "avgPx", WsMapBuild.parseBigDecimalSafe(posData.getString("avgPx")));
        WsMapBuild.saveBigDecimalToMap(accountMap, "pos", WsMapBuild.parseBigDecimalSafe(posData.getString("pos")));
        WsMapBuild.saveBigDecimalToMap(accountMap, "upl", WsMapBuild.parseBigDecimalSafe(posData.getString("upl")));
@@ -126,6 +137,12 @@
        WsMapBuild.saveBigDecimalToMap(accountMap, "fee", WsMapBuild.parseBigDecimalSafe(posData.getString("fee")));
        WsMapBuild.saveBigDecimalToMap(accountMap, "fundingFee", WsMapBuild.parseBigDecimalSafe(posData.getString("fundingFee")));

        WsMapBuild.saveBigDecimalToMap(accountMap, CoinEnums.READY_STATE.name(), WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_YES.getCode()));
        BigDecimal ordFrozImr = PositionsWs.getAccountMap(accountNamePositons).get("imr");
        BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get(CoinEnums.TOTAL_ORDER_USDT.name()))
                .divide(new BigDecimal("2"), RoundingMode.DOWN);
        if (ordFrozImr.compareTo(totalOrderUsdt) <= 0){
            WsMapBuild.saveBigDecimalToMap(accountMap, CoinEnums.READY_STATE.name(), WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_YES.getCode()));
        }
        return accountMap;
    }
}