fix(okxNewPrice): 调整手续费计算逻辑并优化订单成交均价记录

Administrator

2025-12-17 8c199e4521b59034a3347aa20fa6404cdffc46fe

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

@@ -52,22 +52,32 @@
            return null;
        }
        String markPx = ObjectUtil.isEmpty(redisUtils.getString(CoinEnums.HE_YUE.getCode())) ? "0" : redisUtils.getString(CoinEnums.HE_YUE.getCode());

        log.info("当前价格: {}", markPx);
        WangGeListEnum gridByPrice = WangGeListEnum.getGridByPrice(new BigDecimal(markPx));
        if (gridByPrice == null){
            log.error("没有获取到网格参数......");
            return null;
        }
        log.info("当前网格: {}", gridByPrice.name());
        Map<String, String> accountMap = InstrumentsWs.getAccountMap(accountName);
        String wanggeName = accountMap.get(CoinEnums.WANG_GE_OLD.name());

        PriorityBlockingQueue<AscBigDecimal> ascBigDecimals = wangGeListService.initWangGe(markPx);
        if (ascBigDecimals == null){
            log.error("没有获取到网格队列......");
            return null;
        }
        /**
         * 如果下单的网格不属于同一个网格，则先止损掉老的网格的仓位
         */
        Map<String, String> accountMap = InstrumentsWs.getAccountMap(accountName);
        String wanggeName = accountMap.get(CoinEnums.WANG_GE_OLD.name());
        if (StrUtil.isNotEmpty(wanggeName) && !wanggeName.equals(gridByPrice.name())){
            log.error("正在止损老的网格仓位......");
            WangGeListEnum oldWangge = WangGeListEnum.getByName(wanggeName);
            WsMapBuild.saveStringToMap(accountMap, CoinEnums.POSSIDE.name(), oldWangge.getFang_xiang());
            return OrderParamEnums.OUT.getValue();
            if (oldWangge != null){
                WsMapBuild.saveStringToMap(accountMap, CoinEnums.POSSIDE.name(), oldWangge.getFang_xiang());
                return OrderParamEnums.OUT.getValue();
            }
        }
        String posSide = gridByPrice.getFang_xiang();
        log.info("仓位方向: {}", posSide);
@@ -119,16 +129,6 @@
                return OrderParamEnums.HOLDING.getValue();
            }
        }

        if (PositionsWs.getAccountMap(positionAccountName).get("pos") == null){
            log.error("没有获取到持仓信息，等待初始化......");
            return null;
        }
        BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
        if (BigDecimal.ZERO.compareTo( pos) >= 0) {
            log.error("持仓数量为零，进行初始化订单");
            return OrderParamEnums.INIT.getValue();
        }
        // 判断是否保证金超标
        if (PositionsWs.getAccountMap(positionAccountName).get("imr") == null){
            log.error("没有获取到持仓信息，等待初始化......");
@@ -141,15 +141,19 @@
            return OrderParamEnums.HOLDING.getValue();
        }

        PriorityBlockingQueue<AscBigDecimal> ascBigDecimals = wangGeListService.initWangGe(markPx);
        if (ascBigDecimals == null){
            log.error("没有获取到网格队列......");
        if (PositionsWs.getAccountMap(positionAccountName).get("pos") == null){
            log.error("没有获取到持仓信息，等待初始化......");
            return null;
        }
        BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
        if (BigDecimal.ZERO.compareTo( pos) >= 0) {
            log.error("持仓数量为零，进行初始化订单");
            return OrderParamEnums.INIT.getValue();
        }
        if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)){
            return caoZuoLong(accountName);
            return caoZuoLong(accountName,markPx);
        }else if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)){
            return caoZuoShort(accountName);
            return caoZuoShort(accountName,markPx);
        }else{
            log.error("账户未设置持仓方向......");
            return null;
@@ -157,13 +161,14 @@
    }

    @Override
    public String caoZuoLong(String accountName) {
    public String caoZuoLong(String accountName,String markPxStr) {
        log.info("开始看涨执行操作CaoZuoServiceImpl......");
        try {

            String positionAccountName = PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_LONG.getCode());
            // 获取标记价格和平均持仓价格
            BigDecimal markPx = PositionsWs.getAccountMap(positionAccountName).get("markPx");
//            BigDecimal markPx = PositionsWs.getAccountMap(positionAccountName).get("markPx");
            BigDecimal markPx = new BigDecimal(markPxStr);
            BigDecimal avgPx = PositionsWs.getAccountMap(positionAccountName).get("avgPx");
            log.info("开仓价格: {}, 当前价格：{}，匹配队列中......", avgPx, markPx);

@@ -174,18 +179,20 @@

            // 处理订单价格在队列中的情况
            String orderPrice = OrderInfoWs.getAccountMap(accountName).get("orderPrice");
            log.info("订单价格: {}", orderPrice);
            handleOrderPriceInQueues(orderPrice, queueKaiCang, queuePingCang);
            // 判断是加仓还是减仓
            if (avgPx.compareTo(markPx) > 0) {
                log.info("开始加仓...");
                if (queueKaiCang.isEmpty()) {
                    // 队列为空
//                    log.info("开始加仓,但是超出了网格设置...");
                    log.info("开始加仓,但是超出了网格设置...");
                    return OrderParamEnums.HOLDING.getValue();
                }
                DescBigDecimal kaiCang = queueKaiCang.peek();
                log.info("下限队列价格{}", kaiCang.getValue());
                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);
                    log.info("开始加仓...下限队列价格大于当前价格{}>{}", kaiCang.getValue(), markPx);
                    WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
                    boolean buyCntTimeFlag = buyCntTimeLongEvent(accountName, avgPx, markPx);
                    if (buyCntTimeFlag){
@@ -207,10 +214,11 @@
                    return OrderParamEnums.HOLDING.getValue();
                }
                AscBigDecimal pingCang = queuePingCang.peek();
                log.info("上限队列价格：{}", pingCang.getValue());
                if (pingCang != null && avgPx.compareTo(pingCang.getValue()) < 0) {
                    log.info("开始减仓...平仓队列价格大于当前价格{}<={}", pingCang.getValue(), avgPx);
                    log.info("开始减仓...上限队列价格大于开仓价格{}>{}", pingCang.getValue(), avgPx);
                    // 手续费
                    BigDecimal feeValue = PositionsWs.getAccountMap(positionAccountName).get("fee").multiply(new BigDecimal("2"));
                    BigDecimal feeValue = PositionsWs.getAccountMap(positionAccountName).get("fee");
                    //未实现收益
                    BigDecimal uplValue = PositionsWs.getAccountMap(positionAccountName).get("upl");
                    //已实现收益
@@ -256,14 +264,15 @@
    }

    @Override
    public String caoZuoShort(String accountName) {
    public String caoZuoShort(String accountName,String markPxStr) {
        log.info("开始看空执行操作CaoZuoServiceImpl......");
        try {


            String positionAccountName = PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_SHORT.getCode());
            // 获取标记价格和平均持仓价格
            BigDecimal markPx = PositionsWs.getAccountMap(positionAccountName).get("markPx");
//            BigDecimal markPx = PositionsWs.getAccountMap(positionAccountName).get("markPx");
            BigDecimal markPx = new BigDecimal(markPxStr);
            BigDecimal avgPx = PositionsWs.getAccountMap(positionAccountName).get("avgPx");
            log.info("开仓价格: {}, 当前价格：{}，匹配队列中......", avgPx, markPx);

@@ -274,21 +283,23 @@

            // 处理订单价格在队列中的情况
            String orderPrice = OrderInfoWs.getAccountMap(accountName).get("orderPrice");
            log.info("订单价格：{}", orderPrice);
            handleOrderPriceInQueues(orderPrice, queueKaiCang, queuePingCang);
            // 判断是加仓还是减仓
            if (avgPx.compareTo(markPx) > 0) {
                log.info("开始减仓...");
                if (queueKaiCang.isEmpty()) {
                    // 队列为空
//                    log.info("开始加仓,但是超出了网格设置...");
                    log.info("开始减仓,但是超出了网格设置...");
                    return OrderParamEnums.HOLDING.getValue();
                }
                DescBigDecimal kaiCang = queueKaiCang.peek();
                log.info("下限队列价格{}", kaiCang.getValue());
                if (kaiCang != null && avgPx.compareTo(kaiCang.getValue()) >= 0) {
                    log.info("开始减仓...减仓队列价格小于开仓价格{}>{}", kaiCang.getValue(), avgPx);
                    log.info("开始减仓...下限队列价格小于开仓价格{}<{}", kaiCang.getValue(), avgPx);

                    // 手续费
                    BigDecimal feeValue = PositionsWs.getAccountMap(positionAccountName).get("fee").multiply(new BigDecimal("2"));
                    BigDecimal feeValue = PositionsWs.getAccountMap(positionAccountName).get("fee");
                    //未实现收益
                    BigDecimal uplValue = PositionsWs.getAccountMap(positionAccountName).get("upl");
                    //已实现收益
@@ -332,8 +343,9 @@
                    return OrderParamEnums.HOLDING.getValue();
                }
                AscBigDecimal pingCang = queuePingCang.peek();
                log.info("上限队列价格: {}", pingCang.getValue());
                if (pingCang != null && markPx.compareTo(pingCang.getValue()) >= 0 && avgPx.compareTo(pingCang.getValue()) < 0) {
                    log.info("开始加仓...加仓队列价格小于当前价格{}<={}", pingCang.getValue(), markPx);
                    log.info("开始加仓...上限队列价格小于当前价格{}<={}", pingCang.getValue(), markPx);
                    WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
                    boolean buyCntTimeFlag = buyCntTimeShortEvent(accountName, avgPx, markPx);
                    if (buyCntTimeFlag){
@@ -359,8 +371,11 @@
    private boolean buyCntTimeLongEvent(String accountName, 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.getAccountMap(accountName).get(CoinEnums.BUY_CNT_TIME.name());
        log.info("倍数次数间隔{}", buyCntTime);
        BigDecimal subtract = avgPx.subtract(markPx);
        log.info("倍数价格差距{}", subtract);
        BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN).add(BigDecimal.ONE);
        log.info("倍数次数{}", divide);
        if (divide.compareTo(BigDecimal.ZERO) <= 0){
            log.warn("加仓次数间隔时间小于0，不加仓");
            return false;
@@ -371,8 +386,11 @@
    private boolean buyCntTimeShortEvent(String accountName, 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.getAccountMap(accountName).get(CoinEnums.BUY_CNT_TIME.name());
        log.info("倍数次数间隔{}", buyCntTime);
        BigDecimal subtract = markPx.subtract(avgPx);
        log.info("倍数价格差距{}", subtract);
        BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN).add(BigDecimal.ONE);
        log.info("倍数次数{}", divide);
        if (divide.compareTo(BigDecimal.ZERO) <= 0){
            log.warn("加仓次数间隔时间小于0，不加仓");
            return false;
@@ -408,34 +426,34 @@
        queueKaiCang.removeIf(item -> item.getValue().compareTo(priceDecimal) >= 0);

        // 打印开仓队列
//        StringBuilder kaiCangStr = new StringBuilder();
//        kaiCangStr.append("开仓队列: [");
//        boolean first = true;
//        for (DescBigDecimal item : queueKaiCang) {
//            if (!first) {
//                kaiCangStr.append(", ");
//            }
//            kaiCangStr.append(item.getValue());
//            first = false;
//        }
//        kaiCangStr.append("]");
//        log.info(kaiCangStr.toString());
        StringBuilder kaiCangStr = new StringBuilder();
        kaiCangStr.append("下限队列: [");
        boolean first = true;
        for (DescBigDecimal item : queueKaiCang) {
            if (!first) {
                kaiCangStr.append(", ");
            }
            kaiCangStr.append(item.getValue());
            first = false;
        }
        kaiCangStr.append("]");
        log.info(kaiCangStr.toString());

        // 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();
//        pingCangStr.append("平仓队列: [");
//        first = true;
//        for (AscBigDecimal item : queuePingCang) {
//            if (!first) {
//                pingCangStr.append(", ");
//            }
//            pingCangStr.append(item.getValue());
//            first = false;
//        }
//        pingCangStr.append("]");
//        log.info(pingCangStr.toString());
        StringBuilder pingCangStr = new StringBuilder();
        pingCangStr.append("上限队列: [");
        first = true;
        for (AscBigDecimal item : queuePingCang) {
            if (!first) {
                pingCangStr.append(", ");
            }
            pingCangStr.append(item.getValue());
            first = false;
        }
        pingCangStr.append("]");
        log.info(pingCangStr.toString());
    }
}