| | |
| | | return; |
| | | } |
| | | |
| | | // OPENING 状态下若 WS 仓位已确认但 REST 回调尚未完成,等标记价格推送时重试队列生成 |
| | | if (state == StrategyState.OPENING && |
| | | baseLongOpened && baseShortOpened) { |
| | | tryGenerateQueues(); |
| | | } |
| | | |
| | | if (state == StrategyState.ACTIVE && |
| | | !longActive && |
| | | longPositionSize.compareTo(BigDecimal.ZERO) == 0) { |
| | |
| | | |
| | | private void tryGenerateQueues() { |
| | | if (baseLongOpened && baseShortOpened) { |
| | | // 确保 openLong/openShort 的 REST 回调已完成(WS 推送可能比回调更快到达) |
| | | if (config.getBaseLongTraderParam() == null || config.getBaseShortTraderParam() == null) { |
| | | log.warn("[OKX] 基底REST回调尚未完成, 延后队列生成"); |
| | | return; |
| | | } |
| | | |
| | | generateShortQueue(); |
| | | generateLongQueue(); |
| | | updateGridElements(); |
| | |
| | | baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId()); |
| | | baseGridElement.setHasShortOrder(true); |
| | | |
| | | // 挂基座止盈 |
| | | { |
| | | BigDecimal tpPrice = baseGridElement.getGridPrice().add(config.getStep()); |
| | | executor.placeTakeProfit(tpPrice, "close_long", config.getBaseQuantity(), |
| | | profitId -> { |
| | | longTakeProfitTraderIdParam(baseGridElement, profitId, true); |
| | | log.info("[OKX] 基座多仓止盈已挂, gridId:0, 触发价:{}, tpId:{}", tpPrice, profitId); |
| | | }); |
| | | } |
| | | { |
| | | BigDecimal tpPrice = baseGridElement.getGridPrice().subtract(config.getStep()); |
| | | executor.placeTakeProfit(tpPrice, "close_short", config.getBaseQuantity(), |
| | | profitId -> { |
| | | shortTakeProfitTraderIdParam(baseGridElement, profitId, true); |
| | | log.info("[OKX] 基座空仓止盈已挂, gridId:0, 触发价:{}, tpId:{}", tpPrice, profitId); |
| | | }); |
| | | } |
| | | |
| | | // 挂初始止损 |
| | | int stopCount = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1; |
| | | for (int id = 2; id <= stopCount; id++) { |
| | |
| | | } |
| | | BigDecimal triggerPrice = elem.getGridPrice(); |
| | | int finalId = id; |
| | | executor.placeTakeProfit(triggerPrice, "close_short", config.getQuantity(), |
| | | executor.placeStopLoss(triggerPrice, "close_short", config.getQuantity(), |
| | | profitId -> { |
| | | elem.setShortStopLossOrderId(profitId); |
| | | GridElement.refreshIndices(); |
| | |
| | | } |
| | | BigDecimal triggerPrice = elem.getGridPrice(); |
| | | int finalId = id; |
| | | executor.placeTakeProfit(triggerPrice, "close_long", config.getQuantity(), |
| | | executor.placeStopLoss(triggerPrice, "close_long", config.getQuantity(), |
| | | profitId -> { |
| | | elem.setLongStopLossOrderId(profitId); |
| | | GridElement.refreshIndices(); |
| | |
| | | } |
| | | BigDecimal triggerPrice = elem.getGridPrice(); |
| | | int finalSlId = newSlId; |
| | | executor.placeTakeProfit(triggerPrice, "close_long", config.getQuantity(), |
| | | executor.placeStopLoss(triggerPrice, "close_long", config.getQuantity(), |
| | | profitId -> { |
| | | elem.setLongStopLossOrderId(profitId); |
| | | GridElement.refreshIndices(); |
| | |
| | | } |
| | | BigDecimal triggerPrice = elem.getGridPrice(); |
| | | int finalSlId = newSlId; |
| | | executor.placeTakeProfit(triggerPrice, "close_short", config.getQuantity(), |
| | | executor.placeStopLoss(triggerPrice, "close_short", config.getQuantity(), |
| | | profitId -> { |
| | | elem.setShortStopLossOrderId(profitId); |
| | | GridElement.refreshIndices(); |