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

@@ -1,5 +1,6 @@
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.*;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
@@ -15,6 +16,7 @@
import org.springframework.stereotype.Service;

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

/**
@@ -39,8 +41,8 @@
    @Override
    public String caoZuo() {
        log.info("开始执行操作CaoZuoServiceImpl......");
        BigDecimal cashBal = AccountWs.ACCOUNTWSMAP.get("cashBal");
        BigDecimal availBal = AccountWs.ACCOUNTWSMAP.get("availBal");
        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){
@@ -79,35 +81,46 @@
         * 判断止损抗压
         */
        // 实际亏损金额
        BigDecimal realKuiSunAmount = cashBal.subtract(availBal);
        log.info("实际亏损金额: {}", realKuiSunAmount);
        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: {}", realKuiSunAmount);
        log.info("预期亏损金额: {}", zhiSunAmount);
        String kangYaPercent = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.KANG_CANG.name());
        log.info("预期抗仓金额: {}", kangYaPercent);
        BigDecimal  kangYaAmount = cashBal.multiply(new BigDecimal(kangYaPercent));
        log.info("预期抗仓金额: {}", kangYaAmount);

        // 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());
            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();
        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();
            }
        }

        BigDecimal ordFroz = AccountWs.ACCOUNTWSMAP.get("ordFroz");
        if (BigDecimal.ZERO.compareTo( ordFroz) >= 0) {
            log.error("占用保证金为零，进行初始化订单");
        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 totalOrderUsdt = AccountWs.ACCOUNTWSMAP.get(CoinEnums.TOTAL_ORDER_USDT.name());
        if (ordFroz.compareTo(totalOrderUsdt) >= 0){
        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();
        }
@@ -138,7 +151,9 @@
                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);
                    WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice",String.valueOf(kaiCang.getValue()));
                    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");
@@ -154,7 +169,7 @@
                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);
                    WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice",String.valueOf(pingCang.getValue()));
                    WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice",String.valueOf(markPx));

                    // 判断当前是否盈利
                    BigDecimal uplValue = PositionsWs.POSITIONSWSMAP.get("upl");
@@ -167,6 +182,7 @@
                        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);
@@ -175,6 +191,7 @@
                    }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);
                            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);
@@ -194,6 +211,14 @@
        }
    }

    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));
    }

    /**
     * 根据订单价格更新开仓和平仓队列的内容。
     * 若该价格不在对应队列中则加入；若已存在，则从队列中移除。