fix(okxNewPrice): 修复合约面值配置错误并更新文档

Administrator

2026-06-02 d663147264d0fc97e9e7ddbd4aeee69e833ad025

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

@@ -104,18 +104,27 @@
     */
    public void init() {
        try {
            // 1. 查询账户获取初始本金
            // 1. 查询账户获取初始本金（仅取 USDT 合约账户余额）
            String balanceResp = executor.getBalance();
            if (balanceResp != null) {
                JSONObject json = JSON.parseObject(balanceResp);
                if ("0".equals(json.getString("code"))) {
                    JSONArray data = json.getJSONArray("data");
                    if (data != null && !data.isEmpty()) {
                        JSONObject detail = data.getJSONObject(0);
                        String totalEq = detail.getString("totalEq");
                        if (totalEq != null) {
                            this.initialPrincipal = new BigDecimal(totalEq);
                            log.info("[OKX] 初始本金: {} USDT", initialPrincipal);
                        JSONObject accountData = data.getJSONObject(0);
                        JSONArray details = accountData.getJSONArray("details");
                        if (details != null) {
                            for (int i = 0; i < details.size(); i++) {
                                JSONObject detail = details.getJSONObject(i);
                                if ("USDT".equals(detail.getString("ccy"))) {
                                    String eq = detail.getString("eq");
                                    if (eq != null) {
                                        this.initialPrincipal = new BigDecimal(eq);
                                        log.info("[OKX] 初始本金(USDT合约): {} USDT", initialPrincipal);
                                    }
                                    break;
                                }
                            }
                        }
                    }
                }
@@ -190,7 +199,44 @@
        longPriceQueue.clear();
        currentLongOrderIds.clear();
        currentShortOrderIds.clear();
        log.info("[OKX] 网格策略已启动");

        // 每次重启重新获取当前本金，确保盈亏对比基准正确
        refreshInitialPrincipal();

        log.info("[OKX] 网格策略已启动, 当前本金: {} USDT", initialPrincipal);
    }

    /**
     * 重新获取当前账户权益作为初始本金。
     */
    private void refreshInitialPrincipal() {
        try {
            String balanceResp = executor.getBalance();
            if (balanceResp != null) {
                JSONObject json = JSON.parseObject(balanceResp);
                if ("0".equals(json.getString("code"))) {
                    JSONArray data = json.getJSONArray("data");
                    if (data != null && !data.isEmpty()) {
                        JSONObject accountData = data.getJSONObject(0);
                        JSONArray details = accountData.getJSONArray("details");
                        if (details != null) {
                            for (int i = 0; i < details.size(); i++) {
                                JSONObject detail = details.getJSONObject(i);
                                if ("USDT".equals(detail.getString("ccy"))) {
                                    String eq = detail.getString("eq");
                                    if (eq != null) {
                                        this.initialPrincipal = new BigDecimal(eq);
                                    }
                                    break;
                                }
                            }
                        }
                    }
                }
            }
        } catch (Exception e) {
            log.warn("[OKX] 获取初始化本金失败，使用旧值: {}", initialPrincipal);
        }
    }

    public void stopGrid() {
@@ -310,7 +356,7 @@
    // ---- 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;
        }

@@ -362,31 +408,33 @@
            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);
                        });
            }

@@ -515,10 +563,12 @@

        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);
        int count = priceDiff.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);
    }
@@ -555,15 +605,20 @@

        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);
        int count = priceDiff.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) {
@@ -571,14 +626,14 @@
            }
        }
        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();
@@ -588,6 +643,8 @@
    }

    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) {
@@ -595,14 +652,14 @@
            }
        }
        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();