feat(okxNewPrice): 实现动态开仓张数计算逻辑

Administrator

2025-12-13 8b91d6757e37ee94187077e712552888ccd22099

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

@@ -1,12 +1,11 @@
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.AccountWs;
import com.xcong.excoin.modules.okxNewPrice.okxWs.InstrumentsWs;
import com.xcong.excoin.modules.okxNewPrice.okxWs.PositionsWs;
import com.xcong.excoin.modules.okxNewPrice.okxWs.TradeOrderWs;
import com.xcong.excoin.modules.okxNewPrice.okxWs.*;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.OrderParamEnums;
import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild;
import com.xcong.excoin.modules.okxNewPrice.wangge.WangGeQueue;
import com.xcong.excoin.modules.okxNewPrice.wangge.WangGeService;
import com.xcong.excoin.rabbit.pricequeue.AscBigDecimal;
@@ -17,6 +16,7 @@
import org.springframework.stereotype.Service;

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

/**
@@ -30,86 +30,105 @@
@RequiredArgsConstructor
public class CaoZuoServiceImpl implements CaoZuoService {

    private final RedisUtils redisUtils;
    private final WangGeService wangGeService;


    // 构造Redis键名
    final String coinCode = CoinEnums.HE_YUE.getCode();
    final String instrumentsStateKey = InstrumentsWs.INSTRUMENTSWS_CHANNEL + ":" + coinCode + ":state";
    final String positionsMarkPxKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":markPx";
    final String positionsAvgPxKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":avgPx";
    final String positionsOrderPriceKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":orderPrice";
    final String positionsUplKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":upl";
    final String positionsRealizedPnlKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":realizedPnl";
    final String positionsImrKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":imr";
    final String positionsPosKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":pos";

    /**
     * 执行主要的操作逻辑，包括读取合约状态、获取市场价格信息，
     * 并根据当前持仓均价和标记价格决定是否执行买卖操作。
     *
     * @return 返回操作类型字符串（如买入BUY、卖出SELL等）
     * @return 返回操作类型字符串（如买入BUY、卖出SELL等），如果无有效操作则返回null
     */
    @Override
    public String caoZuo() {
        log.info("开始执行操作......");
        String pos = (String) redisUtils.get(positionsPosKey);
        if (StrUtil.isBlank(pos) || BigDecimal.ZERO.compareTo( new BigDecimal(pos)) <= 0) {
            log.error("未获取到持仓数量");
            return OrderParamEnums.INIT.getValue();
        log.info("开始执行操作CaoZuoServiceImpl......");
        BigDecimal cashBal = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get("cashBal"));
        BigDecimal availBal = WsMapBuild.parseBigDecimalSafe(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......");
            return null;
        }

        // 获取合约执行操作状态
        String state = (String) redisUtils.get(instrumentsStateKey);
        if (OrderParamEnums.STATE_4.getValue().equals(state)) {
            log.error("操作下单中，等待......");
            return OrderParamEnums.ORDERING.getValue();
        // 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;
        }

        // 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...");
            return null;
        }
        if (OrderParamEnums.STATE_3.getValue().equals(state)){
            log.error("持仓盈亏超过下单总保证金，止损冷静一天......");
            return OrderParamEnums.OUT.getValue();
            log.error("冷静中，不允许下单......");
            return null;
        }
        if (OrderParamEnums.STATE_2.getValue().equals(state)){
            log.error("持仓盈亏抗压......");
            return OrderParamEnums.HOLDING.getValue();
            log.error("账户紧张扛仓......");
            return null;
        }
        if (OrderParamEnums.STATE_0.getValue().equals(state)){
            log.error("请检查系统参数，不允许开仓......");
            return OrderParamEnums.HOLDING.getValue();
            log.error("参数异常，不允许开仓......");
            return null;
        }

        String uplStr = (String) redisUtils.get(positionsUplKey);
        if (StrUtil.isBlank(uplStr)){
            return OrderParamEnums.INIT.getValue();
        }
        //可使用的总保证金
        String totalOrderUsdtKey = AccountWs.ACCOUNTWS_CHANNEL + ":" + CoinEnums.USDT.getCode() + ":totalOrderUsdt";
        String totalOrderUsdt = (String) redisUtils.get(totalOrderUsdtKey);
        BigDecimal upl = new BigDecimal(uplStr);
        if (BigDecimal.ZERO.compareTo(upl) >= 0){
            upl = upl.multiply(new BigDecimal("-1"));
        /**
         * 判断止损抗压
         */
        // 实际亏损金额
        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: {}", zhiSunAmount);
        String kangYaPercent = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.KANG_CANG.name());
        BigDecimal  kangYaAmount = cashBal.multiply(new BigDecimal(kangYaPercent));
        log.info("预期抗仓金额: {}", kangYaAmount);

            if (upl.compareTo(new BigDecimal(totalOrderUsdt)) >= 0) {
                log.error("持仓盈亏超过下单总保证金，止损冷静一天......");
        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());
                WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.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();
            }
        }

        log.info(OrderParamEnums.getNameByValue(state));

        // 获取标记价格和平均持仓价格
        String markPxObj = (String) redisUtils.get(positionsMarkPxKey);
        String avgPxObj = (String) redisUtils.get(positionsAvgPxKey);

        if (StrUtil.isBlank(markPxObj)  || StrUtil.isBlank(avgPxObj)) {
        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");
            WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
            buyCntTimeEvent(new BigDecimal(CoinEnums.BUY_CNT.name()),new BigDecimal(CoinEnums.BUY_CNT.name()));
            return OrderParamEnums.INIT.getValue();
        }
        // 判断是否保证金超标
        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();
        }

        try {
            BigDecimal markPx = new BigDecimal( markPxObj);
            BigDecimal avgPx = new BigDecimal( avgPxObj);

            // 获取标记价格和平均持仓价格
            BigDecimal markPx = PositionsWs.POSITIONSWSMAP.get("markPx");
            BigDecimal avgPx = PositionsWs.POSITIONSWSMAP.get("avgPx");
            log.info("开仓价格: {}, 当前价格：{}，匹配队列中......", avgPx, markPx);

            // 初始化网格队列
@@ -118,10 +137,8 @@
            PriorityBlockingQueue<AscBigDecimal> queuePingCang = wangGeService.initPingCang(avgPx, queueAsc);

            // 处理订单价格在队列中的情况
            String orderPrice = (String) redisUtils.get(positionsOrderPriceKey);
            String orderPrice = OrderInfoWs.ORDERINFOWSMAP.get("orderPrice");
            handleOrderPriceInQueues(orderPrice, queueKaiCang, queuePingCang);

            String side = OrderParamEnums.HOLDING.getValue();

            // 判断是加仓还是减仓
            if (avgPx.compareTo(markPx) > 0) {
@@ -129,59 +146,57 @@
                if (queueKaiCang.isEmpty()) {
                    // 队列为空
                    log.info("开始加仓,但是超出了网格设置...");
                    return side;
                    return OrderParamEnums.HOLDING.getValue();
                }
                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);
                    side = OrderParamEnums.BUY.getValue();
                    redisUtils.set(positionsOrderPriceKey, String.valueOf(kaiCang.getValue()), 0);
                    WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice",String.valueOf(markPx));
                    WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
                    buyCntTimeEvent(avgPx,markPx);
                    return OrderParamEnums.BUY.getValue();
                } else {
                    log.info("未触发加仓......，等待");
                    return OrderParamEnums.HOLDING.getValue();
                }
            } else if (avgPx.compareTo(markPx) < 0) {
                log.info("开始减仓...");
                if (queuePingCang.isEmpty()) {
                    // 队列为空
                    log.info("开始减仓,但是超出了网格设置...");
                    return side;
                    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);
                    //判断当前是否盈利
                    String uplstr = (String) redisUtils.get(positionsUplKey);
                    String realizedPnl = (String) redisUtils.get(positionsRealizedPnlKey);
                    String imr = (String) redisUtils.get(positionsImrKey);
                    if (uplstr != null && realizedPnl != null && imr != null) {
                        BigDecimal uplValue = new BigDecimal(uplstr);
                        BigDecimal realizedPnlValue = new BigDecimal(realizedPnl);
                        BigDecimal imrValue = new BigDecimal(imr).multiply(new BigDecimal(OrderParamEnums.PING_CANG_SHOUYI.getValue()));
                        if (realizedPnlValue.compareTo(BigDecimal.ZERO) <= 0) {
                            BigDecimal realizedPnlValueZheng = realizedPnlValue.multiply(new BigDecimal("-1"));
                            if (uplValue.compareTo(realizedPnlValue) > 0 && uplValue.compareTo(imrValue.add(realizedPnlValueZheng))  >= 0) {
                                log.info("当前未实现盈亏：{}大于预计收益>{}，赚钱咯", uplValue, imrValue);
                                redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
                                return OrderParamEnums.SELL.getValue();
                            }else{
                                log.info("当前未实现盈亏：{}没有大于预计收益>{}，钱在路上了", uplValue, imrValue);
                                redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
                                return OrderParamEnums.HOLDING.getValue();
                            }
                    WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice",String.valueOf(markPx));

                        }else {
                            if (uplValue.compareTo(imrValue)  >= 0) {
                                log.info("当前未实现盈亏：{}大于预计收益>{}，赚钱咯", uplValue, imrValue);
                                redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
                                return OrderParamEnums.SELL.getValue();
                            }else{
                                log.info("当前未实现盈亏：{}没有大于预计收益>{}，钱在路上了", uplValue, imrValue);
                                redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
                                return OrderParamEnums.HOLDING.getValue();
                            }
                         }
                    // 判断当前是否盈利
                    BigDecimal uplValue = PositionsWs.POSITIONSWSMAP.get("upl");
                    BigDecimal imr = PositionsWs.POSITIONSWSMAP.get("imr");
                    BigDecimal realizedPnlValue = PositionsWs.POSITIONSWSMAP.get("realizedPnl");
                    String pingCangImr = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.PING_CANG_SHOUYI.name());
                    BigDecimal imrValue = imr.multiply(new BigDecimal(pingCangImr));

                    if (realizedPnlValue.compareTo(BigDecimal.ZERO) <= 0) {
                        BigDecimal realizedPnlValueZheng = realizedPnlValue.multiply(new BigDecimal("-1"));
                        if (uplValue.compareTo(realizedPnlValue) > 0 && uplValue.compareTo(imrValue.add(realizedPnlValueZheng))  >= 0) {
                            log.info("当前未实现盈亏：{}大于预计收益>{}，赚钱咯", uplValue, imrValue);
                            WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
                            return OrderParamEnums.SELL.getValue();
                        }else{
                            log.info("当前未实现盈亏：{}没有大于预计收益>{}，钱在路上了", uplValue, imrValue);
                            return OrderParamEnums.HOLDING.getValue();
                        }
                    }else {
                        return OrderParamEnums.HOLDING.getValue();
                        if (uplValue.compareTo(imrValue)  >= 0) {
                            log.info("当前未实现盈亏：{}大于预计收益>{}，赚钱咯", uplValue, imrValue);
                            WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
                            return OrderParamEnums.SELL.getValue();
                        }else{
                            log.info("当前未实现盈亏：{}没有大于预计收益>{}，钱在路上了", uplValue, imrValue);
                            return OrderParamEnums.HOLDING.getValue();
                        }
                    }
                } else {
                    log.info("未触发减仓......，等待");
@@ -189,12 +204,19 @@
            } else {
                log.info("价格波动较小......，等待");
            }

            return side;
            return OrderParamEnums.HOLDING.getValue();
        } 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();
        }
    }

    private void 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);
        WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "buyCntTime",String.valueOf(divide));
    }

    /**
@@ -220,8 +242,10 @@
            log.warn("无效的价格格式: {}", orderPrice);
            return;
        }
        // 删除比该价格大的数据（由于是降序队列，所以是删除value.compareTo(priceDecimal) < 0的元素）
        queueKaiCang.removeIf(item -> item.getValue().compareTo(priceDecimal) <= 0);

        // 删除比该价格大的数据
        queueKaiCang.removeIf(item -> item.getValue().compareTo(priceDecimal) >= 0);

        // 打印开仓队列
        StringBuilder kaiCangStr = new StringBuilder();
        kaiCangStr.append("开仓队列: [");
@@ -236,8 +260,8 @@
        kaiCangStr.append("]");
        log.info(kaiCangStr.toString());

        // 删除比该价格小的数据（由于是升序队列，所以是删除value.compareTo(priceDecimal) > 0的元素）
        queuePingCang.removeIf(item -> item.getValue().compareTo(priceDecimal) >= 0);
        // 删除比该价格小的数据
        queuePingCang.removeIf(item -> item.getValue().compareTo(priceDecimal) <= 0);

        // 打印平仓队列
        StringBuilder pingCangStr = new StringBuilder();
@@ -254,4 +278,3 @@
        log.info(pingCangStr.toString());
    }
}