refactor(okxNewPrice): 优化仓位价格获取逻辑

Administrator

2025-12-09 bc398bdacba71477d3da7c51829828795697eafe

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

@@ -1,5 +1,6 @@
package com.xcong.excoin.modules.okxNewPrice.celue;

import cn.hutool.core.util.StrUtil;
import com.xcong.excoin.modules.okxNewPrice.okxWs.InstrumentsWs;
import com.xcong.excoin.modules.okxNewPrice.okxWs.PositionsWs;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
@@ -44,6 +45,9 @@
        final String positionsMarkPxKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":markPx";
        final String positionsAvgPxKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":avgPx";
        final String positionsOrderPriceKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":orderPrice";
        final String uplKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":upl";
        final String realizedPnlKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":realizedPnl";
        final String imrKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":imr";

        // 获取合约状态
        String state = (String) redisUtils.get(instrumentsKey);
@@ -57,16 +61,16 @@
        log.info(OrderParamEnums.getNameByValue(state));

        // 获取标记价格和平均持仓价格
        Object markPxObj = redisUtils.get(positionsMarkPxKey);
        Object avgPxObj = redisUtils.get(positionsAvgPxKey);
        String markPxObj = (String) redisUtils.get(positionsMarkPxKey);
        String avgPxObj = (String) redisUtils.get(positionsAvgPxKey);

        if (markPxObj == null || avgPxObj == null) {
        if (StrUtil.isBlank(markPxObj)  || StrUtil.isBlank(avgPxObj)) {
            return OrderParamEnums.INIT.getValue();
        }

        try {
            BigDecimal markPx = new BigDecimal((String) markPxObj);
            BigDecimal avgPx = new BigDecimal((String) avgPxObj);
            BigDecimal markPx = new BigDecimal( markPxObj);
            BigDecimal avgPx = new BigDecimal( avgPxObj);

            log.info("开仓价格: {}, 当前价格：{}，匹配队列中......", avgPx, markPx);

@@ -84,7 +88,7 @@
            // 判断是加仓还是减仓
            if (avgPx.compareTo(markPx) > 0) {
                DescBigDecimal kaiCang = queueKaiCang.peek();
                if (kaiCang != null && kaiCang.getValue().compareTo(markPx) >= 0) {
                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);
                    side = OrderParamEnums.BUY.getValue();
                    redisUtils.set(positionsOrderPriceKey, String.valueOf(kaiCang.getValue()), 0);
@@ -93,10 +97,44 @@
                }
            } else if (avgPx.compareTo(markPx) < 0) {
                AscBigDecimal pingCang = queuePingCang.peek();
                if (pingCang != null && pingCang.getValue().compareTo(markPx) <= 0) {
                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);
                    side = OrderParamEnums.SELL.getValue();
                    redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
                    //判断当前是否盈利
                    String upl = (String) redisUtils.get(uplKey);
                    String realizedPnl = (String) redisUtils.get(realizedPnlKey);
                    String imr = (String) redisUtils.get(imrKey);
                    if (upl != null && realizedPnl != null && imr != null) {
                        BigDecimal uplValue = new BigDecimal(upl);
                        BigDecimal realizedPnlValue = new BigDecimal(realizedPnl);
                        BigDecimal imrValue = new BigDecimal(imr).multiply(new BigDecimal(OrderParamEnums.PING_CANG_SHOUYI.getValue()));
                        if (realizedPnlValue.compareTo(BigDecimal.ZERO) <= 0) {
                            if (uplValue.compareTo(realizedPnlValue) < 0) {
                                log.info("当前未实现盈亏：{}没有大于已实现收益>{}，等待中", uplValue, realizedPnlValue);
                                redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
                                return OrderParamEnums.HOLDING.getValue();
                            }else if (uplValue.compareTo(realizedPnlValue) > 0 && uplValue.compareTo(imrValue)  >= 0) {
                                log.info("当前未实现盈亏：{}大于预计收益>{}，赚钱咯", uplValue, imrValue);
                                redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
                                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);
                                redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
                                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);
                                redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
                                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);
                                redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
                                return OrderParamEnums.HOLDING.getValue();
                            }
                         }
                    }else {
                        return OrderParamEnums.HOLDING.getValue();
                    }
                } else {
                    log.info("未触发减仓......，等待");
                }
@@ -125,6 +163,7 @@
        if (orderPrice == null) {
            return;
        }
        log.info("需要移除的价格: {}", orderPrice);

        BigDecimal priceDecimal;
        try {
@@ -140,6 +179,19 @@
        } else {
            queueKaiCang.removeIf(item -> item.getValue().equals(priceDecimal));
        }
        // 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());

        boolean pingCangExists = queuePingCang.stream().anyMatch(item -> item.getValue().equals(priceDecimal));
        if (!pingCangExists) {
@@ -147,35 +199,20 @@
        } else {
            queuePingCang.removeIf(item -> item.getValue().equals(priceDecimal));
        }
    }

    /**
     * 计算盈亏金额。
     *
     * @param faceValue 面值
     * @param position 持仓数量
     * @param contractMultiplier 合约乘数
     * @param markPrice 标记价格
     * @param openPrice 开仓价格
     * @param isLong 是否为多头仓位
     * @param minTickSz 最小变动单位精度
     * @return 盈亏金额，保留指定精度的小数位
     */
    public BigDecimal profit(BigDecimal faceValue, BigDecimal position, BigDecimal contractMultiplier,
                             BigDecimal markPrice, BigDecimal openPrice, boolean isLong, int minTickSz) {
        BigDecimal profit = BigDecimal.ZERO;
        if (isLong) {
            profit = markPrice.subtract(openPrice)
                    .multiply(faceValue)
                    .multiply(contractMultiplier)
                    .multiply(position);
        } else {
            profit = openPrice.subtract(markPrice)
                    .multiply(faceValue)
                    .multiply(contractMultiplier)
                    .multiply(position);
// 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;
        }
        return profit.setScale(minTickSz, BigDecimal.ROUND_DOWN);
        pingCangStr.append("]");
        log.info(pingCangStr.toString());
    }
}