fix(okxNewPrice): 解决网格交易价格精度计算问题

Administrator

2026-06-05 782bebb2e734e1782e875fc2f45cbef71cb07712

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

@@ -356,7 +356,7 @@
    // ---- 订单/条件单推送回调 ----

    public void onOrderUpdate(String algoId, String state, String ordType) {
        if (!"effective".equals(state) && !"canceled".equals(state)) {
        if (!"filled".equals(state) && !"canceled".equals(state)) {
            return;
        }

@@ -408,31 +408,33 @@
            baseGridElement.setShortOrderId(baseShortTp.getEntryOrderId());
            baseGridElement.setHasShortOrder(true);

            // 挂多仓止损 (id=-2 到 -11)
            // 挂多仓止损 (id=-2 到 -11)，每格 quantity 张
            for (int id = -2; id >= -11; id--) {
                OkxGridElement elem = OkxGridElement.findById(id);
                if (elem == null) continue;
                BigDecimal triggerPrice = elem.getGridPrice();
                int finalId = id;
                executor.placeTakeProfit(triggerPrice.toString(), "sell", "long", "1",
                executor.placeTakeProfit(triggerPrice.toString(), "sell", "long", config.getQuantity(),
                        profitId -> {
                            elem.setLongStopLossOrderId(profitId);
                            OkxGridElement.refreshIndices();
                            log.info("[OKX] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                            log.info("[OKX] 多仓止损已挂, gridId:{}, 触发价:{}, qty:{}, stopLossId:{}",
                                    finalId, triggerPrice, config.getQuantity(), profitId);
                        });
            }

            // 挂空仓止损 (id=2 到 11)
            // 挂空仓止损 (id=2 到 11)，每格 quantity 张
            for (int id = 2; id <= 11; id++) {
                OkxGridElement elem = OkxGridElement.findById(id);
                if (elem == null) continue;
                BigDecimal triggerPrice = elem.getGridPrice();
                int finalId = id;
                executor.placeTakeProfit(triggerPrice.toString(), "buy", "short", "1",
                executor.placeTakeProfit(triggerPrice.toString(), "buy", "short", config.getQuantity(),
                        profitId -> {
                            elem.setShortStopLossOrderId(profitId);
                            OkxGridElement.refreshIndices();
                            log.info("[OKX] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                            log.info("[OKX] 空仓止损已挂, gridId:{}, 触发价:{}, qty:{}, stopLossId:{}",
                                    finalId, triggerPrice, config.getQuantity(), profitId);
                        });
            }

@@ -561,10 +563,14 @@

        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        BigDecimal priceDiff = longEntryPrice.subtract(triggerPrice).abs();
        int entryQty = priceDiff.divide(config.getStep(), 0, RoundingMode.DOWN).intValue();
        entryQty = Math.max(1, entryQty);
        // 精度补偿：步长被setScale截断，priceDiff/step可能产生1.99998→Down截断为1的问题
        BigDecimal epsilon = new BigDecimal("0.00000001");
        int count = priceDiff.add(epsilon).divide(config.getStep(), 0, RoundingMode.DOWN).intValue();
        count = Math.max(1, count);
        int entryQty = count * Integer.parseInt(config.getQuantity());
        String size = String.valueOf(entryQty);
        log.info("[OKX] 多仓止损触发 gridId:{}, 在gridId:{}挂{}张多单", gridId, newEntryGridId, entryQty);
        log.info("[OKX] 多仓止损触发 gridId:{}, 在gridId:{}挂{}张多单(价差:{},步长:{},count:{},qty:{})",
                gridId, newEntryGridId, entryQty, priceDiff, config.getStep(), count, config.getQuantity());
        newEntryGrid.getLongTraderParam().setQuantity(size);
        placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice, size);
    }
@@ -601,15 +607,22 @@

        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        BigDecimal priceDiff = shortEntryPrice.subtract(triggerPrice).abs();
        int entryQty = priceDiff.divide(config.getStep(), 0, RoundingMode.DOWN).intValue();
        entryQty = Math.max(1, entryQty);
        // 精度补偿：步长被setScale截断，priceDiff/step可能产生1.99998→Down截断为1的问题
        BigDecimal epsilon = new BigDecimal("0.00000001");
        int count = priceDiff.add(epsilon).divide(config.getStep(), 0, RoundingMode.DOWN).intValue();
        count = Math.max(1, count);
        int entryQty = count * Integer.parseInt(config.getQuantity());
        String size = String.valueOf(entryQty);
        log.info("[OKX] 空仓止损触发 gridId:{}, 在gridId:{}挂{}张空单", gridId, newEntryGridId, entryQty);
        log.info("[OKX] 空仓止损触发 gridId:{}, 在gridId:{}挂{}张空单(价差:{},步长:{},count:{},qty:{})",
                gridId, newEntryGridId, entryQty, priceDiff, config.getStep(), count, config.getQuantity());
        newEntryGrid.getShortTraderParam().setQuantity(size);
        placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice, size);
    }

    private void extendLongStopLoss(int filledQty) {
        // filledQty 为本次新增止损张数 = count * quantity, 需要按 quantity 为粒度拆分为 count 个止损单
        int qty = Integer.parseInt(config.getQuantity());
        int stopLossCount = filledQty / qty;
        int furthestSlId = 0;
        for (OkxGridElement e : config.getGridElements()) {
            if (e.getLongStopLossOrderId() != null && e.getId() < furthestSlId) {
@@ -617,14 +630,14 @@
            }
        }
        if (furthestSlId == 0) furthestSlId = -11;
        log.info("[OKX] 多仓追挂止损, 当前最远止损gridId:{}, 追加{}张", furthestSlId, filledQty);
        for (int i = 0; i < filledQty; i++) {
        log.info("[OKX] 多仓追挂止损, 当前最远止损gridId:{}, 追加{}单, 每单{}张", furthestSlId, stopLossCount, qty);
        for (int i = 0; i < stopLossCount; i++) {
            int newSlId = furthestSlId - i - 1;
            OkxGridElement elem = OkxGridElement.findById(newSlId);
            if (elem == null) continue;
            BigDecimal triggerPrice = elem.getGridPrice();
            int finalSlId = newSlId;
            executor.placeTakeProfit(triggerPrice.toString(), "sell", "long", "1",
            executor.placeTakeProfit(triggerPrice.toString(), "sell", "long", config.getQuantity(),
                    profitId -> {
                        elem.setLongStopLossOrderId(profitId);
                        OkxGridElement.refreshIndices();
@@ -634,6 +647,8 @@
    }

    private void extendShortStopLoss(int filledQty) {
        int qty = Integer.parseInt(config.getQuantity());
        int stopLossCount = filledQty / qty;
        int furthestSlId = 0;
        for (OkxGridElement e : config.getGridElements()) {
            if (e.getShortStopLossOrderId() != null && e.getId() > furthestSlId) {
@@ -641,14 +656,14 @@
            }
        }
        if (furthestSlId == 0) furthestSlId = 11;
        log.info("[OKX] 空仓追挂止损, 当前最远止损gridId:{}, 追加{}张", furthestSlId, filledQty);
        for (int i = 0; i < filledQty; i++) {
        log.info("[OKX] 空仓追挂止损, 当前最远止损gridId:{}, 追加{}单, 每单{}张", furthestSlId, stopLossCount, qty);
        for (int i = 0; i < stopLossCount; i++) {
            int newSlId = furthestSlId + i + 1;
            OkxGridElement elem = OkxGridElement.findById(newSlId);
            if (elem == null) continue;
            BigDecimal triggerPrice = elem.getGridPrice();
            int finalSlId = newSlId;
            executor.placeTakeProfit(triggerPrice.toString(), "buy", "short", "1",
            executor.placeTakeProfit(triggerPrice.toString(), "buy", "short", config.getQuantity(),
                    profitId -> {
                        elem.setShortStopLossOrderId(profitId);
                        OkxGridElement.refreshIndices();