| | |
| | | */ |
| | | @Override |
| | | public String caoZuo() { |
| | | // log.info("开始执行操作CaoZuoServiceImpl......"); |
| | | log.info("开始执行操作CaoZuoServiceImpl......"); |
| | | String accountReadyState = AccountWs.ACCOUNTWSMAP.get(CoinEnums.READY_STATE.name()); |
| | | if (!CoinEnums.READY_STATE_YES.getCode().equals(accountReadyState)) { |
| | | // log.info("账户通道未就绪,取消发送"); |
| | | log.info("账户通道未就绪,取消发送"); |
| | | return null; |
| | | } |
| | | BigDecimal positionsReadyState = PositionsWs.POSITIONSWSMAP.get(CoinEnums.READY_STATE.name()) == null |
| | | ? BigDecimal.ZERO : PositionsWs.POSITIONSWSMAP.get(CoinEnums.READY_STATE.name()); |
| | | if (WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_YES.getCode()).compareTo(positionsReadyState) != 0) { |
| | | // log.info("仓位通道未就绪,取消发送"); |
| | | log.info("仓位通道未就绪,取消发送"); |
| | | return null; |
| | | } |
| | | // 系统设置的开关,等于冷静中,则代表不开仓 |
| | |
| | | } |
| | | 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"); |
| | | 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.POSITIONSWSMAP.get("imr") == null){ |
| | | // log.error("没有获取到持仓信息,等待初始化......"); |
| | | log.error("没有获取到持仓信息,等待初始化......"); |
| | | return null; |
| | | } |
| | | 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......"); |
| | | log.error("已满仓......"); |
| | | return OrderParamEnums.HOLDING.getValue(); |
| | | } |
| | | |
| | |
| | | // 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); |
| | | log.info("开仓价格: {}, 当前价格:{},匹配队列中......", avgPx, markPx); |
| | | |
| | | // 初始化网格队列 |
| | | PriorityBlockingQueue<AscBigDecimal> queueAsc = WangGeQueue.getQueueAsc(); |
| | |
| | | // 处理订单价格在队列中的情况 |
| | | String orderPrice = OrderInfoWs.ORDERINFOWSMAP.get("orderPrice"); |
| | | handleOrderPriceInQueues(orderPrice, queueKaiCang, queuePingCang); |
| | | WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice", String.valueOf(markPx)); |
| | | // 判断是加仓还是减仓 |
| | | if (avgPx.compareTo(markPx) > 0) { |
| | | // log.info("开始加仓..."); |
| | | 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..."); |
| | |
| | | } |
| | | 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); |
| | | 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(markPx)); |
| | | boolean buyCntTimeFlag = buyCntTimeEvent(avgPx, markPx); |
| | | if (buyCntTimeFlag){ |
| | | // log.info("加仓参数准备成功......"); |
| | | log.info("加仓参数准备成功......"); |
| | | return OrderParamEnums.BUY.getValue(); |
| | | }else{ |
| | | // log.error("加仓参数准备失败......"); |
| | | log.error("加仓参数准备失败......"); |
| | | return null; |
| | | } |
| | | } else { |
| | | // log.info("未触发加仓......,等待"); |
| | | 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..."); |
| | | 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..."); |
| | | log.info("开始减仓,但是超出了网格设置..."); |
| | | 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 |
| | | log.info("开始减仓...平仓队列价格小于当前价格{}<={}", pingCang.getValue(), markPx); |
| | | // 手续费 |
| | | BigDecimal feeValue = PositionsWs.POSITIONSWSMAP.get("fee").multiply(new BigDecimal("2")); |
| | | // 资金费用 |
| | | BigDecimal fundingFeeValue = PositionsWs.POSITIONSWSMAP.get("fundingFee"); |
| | | //未实现收益 |
| | | BigDecimal uplValue = PositionsWs.POSITIONSWSMAP.get("upl"); |
| | | BigDecimal imr = PositionsWs.POSITIONSWSMAP.get("imr"); |
| | | //已实现收益 |
| | | BigDecimal realizedPnlValue = PositionsWs.POSITIONSWSMAP.get("realizedPnl"); |
| | | realizedPnlValue = realizedPnlValue.add(feeValue).add(fundingFeeValue); |
| | | |
| | | //持仓保证金 |
| | | BigDecimal imr = PositionsWs.POSITIONSWSMAP.get("imr"); |
| | | 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); |
| | | log.info("当前未实现盈亏:{}大于预计收益>{},赚钱咯", uplValue, imrValue.add(realizedPnlValueZheng)); |
| | | WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice", String.valueOf(markPx)); |
| | | 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); |
| | | log.info("当前未实现盈亏:{}没有大于预计收益>{},钱在路上了", uplValue, imrValue.add(realizedPnlValueZheng)); |
| | | return OrderParamEnums.HOLDING.getValue(); |
| | | } |
| | | }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(OrderInfoWs.ORDERINFOWSMAP, "orderPrice", String.valueOf(markPx)); |
| | | log.info("当前未实现盈亏:{}大于预计收益>{},赚钱咯", uplValue, realizedPnlValue); |
| | | 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); |
| | | log.info("当前未实现盈亏:{}没有大于预计收益>{},钱在路上了", uplValue, realizedPnlValue); |
| | | return OrderParamEnums.HOLDING.getValue(); |
| | | } |
| | | } |
| | | } else { |
| | | // log.info("未触发减仓......,等待"); |
| | | log.info("未触发减仓......,等待"); |
| | | } |
| | | } else { |
| | | // log.info("价格波动较小......,等待"); |
| | | log.info("价格波动较小......,等待"); |
| | | } |
| | | return null; |
| | | } catch (NumberFormatException e) { |
| | |
| | | if (orderPrice == null) { |
| | | return; |
| | | } |
| | | // log.info("需要移除的价格: {}", orderPrice); |
| | | log.info("需要移除的价格: {}", orderPrice); |
| | | |
| | | BigDecimal priceDecimal; |
| | | try { |