feat(trading): 优化区间交易策略的信号生成逻辑

Administrator

2025-12-24 a8cc19ace8ba3c573afbb656c1c7d233c5e315d4

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

@@ -2,6 +2,8 @@

import cn.hutool.core.util.ObjectUtil;
import cn.hutool.core.util.StrUtil;
import com.xcong.excoin.modules.okxNewPrice.indicator.strategy.CoreTechnicalStrategy;
import com.xcong.excoin.modules.okxNewPrice.indicator.strategy.TechnicalIndicatorStrategy;
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;
@@ -36,6 +38,82 @@

    private final WangGeListService wangGeListService;
    private final RedisUtils redisUtils;

    @Override
    public TradeRequestParam caoZuoStrategy(String accountName, String markPx, String posSide) {
        TradeRequestParam tradeRequestParam = new TradeRequestParam();
        tradeRequestParam.setAccountName(accountName);
        tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
        tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
        tradeRequestParam.setPosSide(posSide);
        tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());

        log.info("操作账户：{}，当前价格: {},仓位方向: {}", accountName,markPx,posSide);
        /**
         * 准备工作
         * 1、准备好下单的基本信息
         */
        // 系统设置的开关，等于冷静中，则代表不开仓
        String outStr = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.OUT.name());
        if (OrderParamEnums.OUT_YES.getValue().equals(outStr)){
            log.error("冷静中，不允许下单......");
            tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
            return tradeRequestParam;
        }
        BigDecimal cashBal = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get("cashBal"));
        /**
         * 判断止损抗压
         */
        BigDecimal realKuiSunAmount = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get("upl"));
        log.info("实际盈亏金额: {}", realKuiSunAmount);
        String zhiSunPercent = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.ZHI_SUN.name());
        BigDecimal zhiSunAmount = cashBal.multiply(new BigDecimal(zhiSunPercent));
        log.info("预期亏损金额: {}", zhiSunAmount);
        String kangYaPercent = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.KANG_CANG.name());
        BigDecimal  kangYaAmount = cashBal.multiply(new BigDecimal(kangYaPercent));
        log.info("预期抗仓金额: {}", kangYaAmount);

        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.getAccountMap(accountName), CoinEnums.OUT.name(),  OrderParamEnums.OUT_YES.getValue());
                tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
                return caoZuoZhiSunEvent(accountName, markPx, posSide);
            }
            // 判断抗压
            if (realKuiSunAmount.compareTo(kangYaAmount) > 0 && realKuiSunAmount.compareTo(zhiSunAmount) <= 0){
                log.error("账户紧张扛仓......");
                tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
                return tradeRequestParam;
            }
        }

        String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
        // 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......");
            tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
            return tradeRequestParam;
        }
        BigDecimal ordFrozImr = PositionsWs.getAccountMap(positionAccountName).get("imr");
        BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get(CoinEnums.TOTAL_ORDER_USDT.name()))
                .divide(new BigDecimal("2"), RoundingMode.DOWN);
        if (ordFrozImr.compareTo(totalOrderUsdt) >= 0){
            log.error("已满仓......");
            tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
            return tradeRequestParam;
        }

        if (PositionsWs.getAccountMap(positionAccountName).get("pos") == null){
            log.error("没有获取到持仓信息，等待初始化......");
            tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
            return tradeRequestParam;
        }
        tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
        return tradeRequestParam;
    }

    /**
     * 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，
@@ -198,6 +276,8 @@
        tradeRequestParam.setClOrdId(clOrdId);
        String sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
        tradeRequestParam.setSz(sz);

        WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
        return tradeRequestParam;
    }

@@ -273,7 +353,7 @@
                    if (pingCang != null && avgPx.compareTo(pingCang.getValue()) < 0) {
                        log.info("开始卖出平多...卖出平多队列价格大于开仓价格{}>{}", pingCang.getValue(), avgPx);
                        // 手续费
                        BigDecimal feeValue = PositionsWs.getAccountMap(positionAccountName).get("fee");
                        BigDecimal feeValue = PositionsWs.getAccountMap(positionAccountName).get("fee").multiply(new BigDecimal(2));
                        //未实现收益
                        BigDecimal uplValue = PositionsWs.getAccountMap(positionAccountName).get("upl");
                        //已实现收益
@@ -366,7 +446,7 @@
                        log.info("开始买入平空...买入平空队列价格小于开仓价格{}<{}", kaiCang.getValue(), avgPx);

                        // 手续费
                        BigDecimal feeValue = PositionsWs.getAccountMap(positionAccountName).get("fee");
                        BigDecimal feeValue = PositionsWs.getAccountMap(positionAccountName).get("fee").multiply(new BigDecimal("2"));
                        //未实现收益
                        BigDecimal uplValue = PositionsWs.getAccountMap(positionAccountName).get("upl");
                        //已实现收益