fix(okxNewPrice): 解决网格交易价格精度计算问题

Administrator

2026-06-05 b779f4884d55f8bcb24c0d13ca34795d1003c296

 src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxGridTradeService.java

@@ -267,10 +267,12 @@
            executor.openLong(config.getBaseQuantity(), (orderId) -> {
                OkxTraderParam baseLongTp = OkxTraderParam.builder().entryOrderId(orderId).build();
                config.setBaseLongTraderParam(baseLongTp);
                tryGenerateQueues(); // 异步回调到达后重试，防止 WS 推送先到导致 NPE
            }, null);
            executor.openShort(config.getBaseQuantity(), (orderId) -> {
                OkxTraderParam baseShortTp = OkxTraderParam.builder().entryOrderId(orderId).build();
                config.setBaseShortTraderParam(baseShortTp);
                tryGenerateQueues(); // 异步回调到达后重试，防止 WS 推送先到导致 NPE
            }, null);
            return;
        }
@@ -300,9 +302,10 @@
                    baseLongOpened = true;
                    log.info("[OKX] 基底多成交价: {}", longBaseEntryPrice);
                    tryGenerateQueues();
                } else {
                    longPositionSize = posSize;
                }
            } else {
                longPositionSize = posSize;
                tryGenerateQueues(); // 后续 WS 推送触发重试，兜底此前 NPE 失败的情况
            }
            } else {
                if (longActive && state == StrategyState.ACTIVE) {
                    log.info("[OKX] 多仓持仓归零，重置策略");
@@ -321,9 +324,10 @@
                    baseShortOpened = true;
                    log.info("[OKX] 基底空成交价: {}", shortBaseEntryPrice);
                    tryGenerateQueues();
                } else {
                    shortPositionSize = posSize;
                }
            } else {
                shortPositionSize = posSize;
                tryGenerateQueues(); // 后续 WS 推送触发重试，兜底此前 NPE 失败的情况
            }
            } else {
                if (shortActive && state == StrategyState.ACTIVE) {
                    log.info("[OKX] 空仓持仓归零，重置策略");
@@ -356,7 +360,7 @@
    // ---- 订单/条件单推送回调 ----

    public void onOrderUpdate(String algoId, String state, String ordType) {
        if (!"effective".equals(state) && !"canceled".equals(state)) {
        if (!"filled".equals(state) && !"canceled".equals(state)) {
            return;
        }

@@ -394,45 +398,58 @@
    // ---- 网格队列处理 ----

    private void tryGenerateQueues() {
        // 防止重复执行：一旦已进入 ACTIVE 状态不再重复初始化
        if (state == StrategyState.ACTIVE) {
            return;
        }
        if (baseLongOpened && baseShortOpened) {
            // 防御异步竞态：openLong/openShort 的回调可能还未设置 trader param
            OkxTraderParam baseLongTp = config.getBaseLongTraderParam();
            OkxTraderParam baseShortTp = config.getBaseShortTraderParam();
            if (baseLongTp == null || baseShortTp == null) {
                log.warn("[OKX] tryGenerateQueues 等待异步回调: longTp={}, shortTp={}",
                        baseLongTp != null, baseShortTp != null);
                return;
            }

            generateShortQueue();
            generateLongQueue();
            updateGridElements();

            // 标记基座挂单
            OkxGridElement baseGridElement = OkxGridElement.findById(0);
            OkxTraderParam baseLongTp = config.getBaseLongTraderParam();
            baseGridElement.setLongOrderId(baseLongTp.getEntryOrderId());
            baseGridElement.setHasLongOrder(true);
            OkxTraderParam baseShortTp = config.getBaseShortTraderParam();
            baseGridElement.setShortOrderId(baseShortTp.getEntryOrderId());
            baseGridElement.setHasShortOrder(true);

            // 挂多仓止损 (id=-2 到 -11)
            // 挂多仓止损 (id=-2 到 -11)，每格 quantity 张
            for (int id = -2; id >= -11; id--) {
                OkxGridElement elem = OkxGridElement.findById(id);
                if (elem == null) continue;
                BigDecimal triggerPrice = elem.getGridPrice();
                int finalId = id;
                executor.placeTakeProfit(triggerPrice.toString(), "sell", "long", "1",
                executor.placeTakeProfit(triggerPrice.toString(), "sell", "long", config.getQuantity(),
                        profitId -> {
                            elem.setLongStopLossOrderId(profitId);
                            OkxGridElement.refreshIndices();
                            log.info("[OKX] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                            log.info("[OKX] 多仓止损已挂, gridId:{}, 触发价:{}, qty:{}, stopLossId:{}",
                                    finalId, triggerPrice, config.getQuantity(), profitId);
                        });
            }

            // 挂空仓止损 (id=2 到 11)
            // 挂空仓止损 (id=2 到 11)，每格 quantity 张
            for (int id = 2; id <= 11; id++) {
                OkxGridElement elem = OkxGridElement.findById(id);
                if (elem == null) continue;
                BigDecimal triggerPrice = elem.getGridPrice();
                int finalId = id;
                executor.placeTakeProfit(triggerPrice.toString(), "buy", "short", "1",
                executor.placeTakeProfit(triggerPrice.toString(), "buy", "short", config.getQuantity(),
                        profitId -> {
                            elem.setShortStopLossOrderId(profitId);
                            OkxGridElement.refreshIndices();
                            log.info("[OKX] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                            log.info("[OKX] 空仓止损已挂, gridId:{}, 触发价:{}, qty:{}, stopLossId:{}",
                                    finalId, triggerPrice, config.getQuantity(), profitId);
                        });
            }

@@ -561,10 +578,14 @@

        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        BigDecimal priceDiff = longEntryPrice.subtract(triggerPrice).abs();
        int entryQty = priceDiff.divide(config.getStep(), 0, RoundingMode.DOWN).intValue();
        entryQty = Math.max(1, entryQty);
        // 精度补偿：步长被setScale截断，priceDiff/step可能产生1.99998→Down截断为1的问题
        BigDecimal epsilon = new BigDecimal("0.00000001");
        int count = priceDiff.add(epsilon).divide(config.getStep(), 0, RoundingMode.DOWN).intValue();
        count = Math.max(1, count);
        int entryQty = count * Integer.parseInt(config.getQuantity());
        String size = String.valueOf(entryQty);
        log.info("[OKX] 多仓止损触发 gridId:{}, 在gridId:{}挂{}张多单", gridId, newEntryGridId, entryQty);
        log.info("[OKX] 多仓止损触发 gridId:{}, 在gridId:{}挂{}张多单(价差:{},步长:{},count:{},qty:{})",
                gridId, newEntryGridId, entryQty, priceDiff, config.getStep(), count, config.getQuantity());
        newEntryGrid.getLongTraderParam().setQuantity(size);
        placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice, size);
    }
@@ -601,15 +622,22 @@

        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        BigDecimal priceDiff = shortEntryPrice.subtract(triggerPrice).abs();
        int entryQty = priceDiff.divide(config.getStep(), 0, RoundingMode.DOWN).intValue();
        entryQty = Math.max(1, entryQty);
        // 精度补偿：步长被setScale截断，priceDiff/step可能产生1.99998→Down截断为1的问题
        BigDecimal epsilon = new BigDecimal("0.00000001");
        int count = priceDiff.add(epsilon).divide(config.getStep(), 0, RoundingMode.DOWN).intValue();
        count = Math.max(1, count);
        int entryQty = count * Integer.parseInt(config.getQuantity());
        String size = String.valueOf(entryQty);
        log.info("[OKX] 空仓止损触发 gridId:{}, 在gridId:{}挂{}张空单", gridId, newEntryGridId, entryQty);
        log.info("[OKX] 空仓止损触发 gridId:{}, 在gridId:{}挂{}张空单(价差:{},步长:{},count:{},qty:{})",
                gridId, newEntryGridId, entryQty, priceDiff, config.getStep(), count, config.getQuantity());
        newEntryGrid.getShortTraderParam().setQuantity(size);
        placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice, size);
    }

    private void extendLongStopLoss(int filledQty) {
        // filledQty 为本次新增止损张数 = count * quantity, 需要按 quantity 为粒度拆分为 count 个止损单
        int qty = Integer.parseInt(config.getQuantity());
        int stopLossCount = filledQty / qty;
        int furthestSlId = 0;
        for (OkxGridElement e : config.getGridElements()) {
            if (e.getLongStopLossOrderId() != null && e.getId() < furthestSlId) {
@@ -617,14 +645,14 @@
            }
        }
        if (furthestSlId == 0) furthestSlId = -11;
        log.info("[OKX] 多仓追挂止损, 当前最远止损gridId:{}, 追加{}张", furthestSlId, filledQty);
        for (int i = 0; i < filledQty; i++) {
        log.info("[OKX] 多仓追挂止损, 当前最远止损gridId:{}, 追加{}单, 每单{}张", furthestSlId, stopLossCount, qty);
        for (int i = 0; i < stopLossCount; i++) {
            int newSlId = furthestSlId - i - 1;
            OkxGridElement elem = OkxGridElement.findById(newSlId);
            if (elem == null) continue;
            BigDecimal triggerPrice = elem.getGridPrice();
            int finalSlId = newSlId;
            executor.placeTakeProfit(triggerPrice.toString(), "sell", "long", "1",
            executor.placeTakeProfit(triggerPrice.toString(), "sell", "long", config.getQuantity(),
                    profitId -> {
                        elem.setLongStopLossOrderId(profitId);
                        OkxGridElement.refreshIndices();
@@ -634,6 +662,8 @@
    }

    private void extendShortStopLoss(int filledQty) {
        int qty = Integer.parseInt(config.getQuantity());
        int stopLossCount = filledQty / qty;
        int furthestSlId = 0;
        for (OkxGridElement e : config.getGridElements()) {
            if (e.getShortStopLossOrderId() != null && e.getId() > furthestSlId) {
@@ -641,14 +671,14 @@
            }
        }
        if (furthestSlId == 0) furthestSlId = 11;
        log.info("[OKX] 空仓追挂止损, 当前最远止损gridId:{}, 追加{}张", furthestSlId, filledQty);
        for (int i = 0; i < filledQty; i++) {
        log.info("[OKX] 空仓追挂止损, 当前最远止损gridId:{}, 追加{}单, 每单{}张", furthestSlId, stopLossCount, qty);
        for (int i = 0; i < stopLossCount; i++) {
            int newSlId = furthestSlId + i + 1;
            OkxGridElement elem = OkxGridElement.findById(newSlId);
            if (elem == null) continue;
            BigDecimal triggerPrice = elem.getGridPrice();
            int finalSlId = newSlId;
            executor.placeTakeProfit(triggerPrice.toString(), "buy", "short", "1",
            executor.placeTakeProfit(triggerPrice.toString(), "buy", "short", config.getQuantity(),
                    profitId -> {
                        elem.setShortStopLossOrderId(profitId);
                        OkxGridElement.refreshIndices();