Administrator
6 days ago ac41079aedd2949f30308a25cf1814e2cd6b49a6
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
@@ -357,8 +357,7 @@
                    // 使用策略分析最新价格数据
                    MacdEmaStrategy.TradingOrder tradingOrderOpenOpen = strategy.generateTradingOrder(historicalPrices1M, MacdMaStrategy.OperationType.open.name());
                    MacdEmaStrategy.TradingOrder tradingOrderOpenClose = strategy.generateTradingOrder(historicalPrices1M, MacdMaStrategy.OperationType.close.name());
                    if (tradingOrderOpenOpen == null && tradingOrderOpenClose == null){
                    if (tradingOrderOpenOpen == null){
                        return;
                    }
@@ -375,10 +374,6 @@
                                log.info("{}开仓{}:{}",instId,tradingOrderOpenOpen.getPosSide(),tradingOrderOpenOpen.getSide());
                                doOpen(client.getWebSocketClient(),accountName, tradingOrderOpenOpen, closePx);
                            }
                            if (ObjectUtil.isNotEmpty(tradingOrderOpenClose)){
                                log.info("{}平仓{}:{}",instId,tradingOrderOpenClose.getPosSide(),tradingOrderOpenClose.getSide());
                                doclose(client.getWebSocketClient(),accountName, tradingOrderOpenClose, closePx);
                            }
                        }
                    }
                }
@@ -386,60 +381,6 @@
        } catch (Exception e) {
            log.error("处理 K线频道推送数据失败", e);
        }
    }
    private void doclose(WebSocketClient webSocketClient, String accountName, MacdEmaStrategy.TradingOrder tradingOrderOpenClose, BigDecimal closePx) {
        // 根据信号执行交易操作
        TradeRequestParam tradeRequestParam = new TradeRequestParam();
        tradeRequestParam.setAccountName(accountName);
        tradeRequestParam.setMarkPx(String.valueOf(closePx));
        tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
        tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
        tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
        String posSide = tradingOrderOpenClose.getPosSide();
        tradeRequestParam.setPosSide(posSide);
        String side = tradingOrderOpenClose.getSide();
        tradeRequestParam.setSide(side);
        String clOrdId = WsParamBuild.getOrderNum(side);
        tradeRequestParam.setClOrdId(clOrdId);
        String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
        BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
        if (BigDecimal.ZERO.compareTo( pos) >= 0) {
            log.error("历史网格止损方向没有持仓");
            tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
        }
        tradeRequestParam.setSz(String.valueOf(pos));
        BigDecimal cashBal = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get("cashBal"));
        BigDecimal realKuiSunAmount = PositionsWs.getAccountMap(positionAccountName).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());
            }
            // 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());
            }
        }
        TradeOrderWs.orderZhiYingZhiSunEventNoState(webSocketClient, tradeRequestParam);
    }
    private void doOpen(WebSocketClient webSocketClient, String accountName, MacdEmaStrategy.TradingOrder tradingOrderOpenOpen, BigDecimal closePx) {