refactor(okxNewPrice): 优化MACD策略日志输出和交易逻辑

Administrator

6 days ago de704d4f87680600aa03782bcd905487e3e81e5f

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

@@ -3,11 +3,14 @@
import cn.hutool.core.collection.CollUtil;
import cn.hutool.core.util.ObjectUtil;
import cn.hutool.json.JSONException;
import cn.hutool.json.JSONUtil;
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
import com.xcong.excoin.modules.blackchain.service.DateUtil;
import com.xcong.excoin.modules.okxNewPrice.celue.CaoZuoService;
import com.xcong.excoin.modules.okxNewPrice.indicator.TradingStrategy;
import com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy.MacdEmaStrategy;
import com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy.MacdMaStrategy;
import com.xcong.excoin.modules.okxNewPrice.okxWs.*;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
@@ -247,6 +250,11 @@
     */
    private void handleWebSocketMessage(String message) {
        try {
            if ("pong".equals(message)) {
                log.debug("{}: 收到心跳响应");
                cancelPongTimeout();
                return;
            }
            JSONObject response = JSON.parseObject(message);
            String event = response.getString("event");

@@ -327,6 +335,8 @@
                BigDecimal lowPx = new BigDecimal(data.getString(3));
                BigDecimal closePx = new BigDecimal(data.getString(4));
                BigDecimal vol = new BigDecimal(data.getString(5));
                //ts   String   开始时间，Unix时间戳的毫秒数格式，如 1597026383085 转日期：2020-08-07 15:13:03.085
                String time = DateUtil.TimeStampToDateTime(Long.parseLong(data.getString(0)));
                /**
                 * K线状态
                 * 0：K线未完结
@@ -334,38 +344,23 @@
                 */
                String confirm = data.getString(8);
                if ("1".equals(confirm)){
                    log.info("{}开仓{}:{}",time,closePx,instId);
                    //调用策略
                    // 创建策略实例
                    MacdMaStrategy strategy = new MacdMaStrategy();
                    MacdEmaStrategy strategy = new MacdEmaStrategy();

                    // 生成100个15分钟价格数据点
                    // 生成200个1m价格数据点
                    List<Kline> kline1MinuteData = getKlineDataByInstIdAndBar(instId, "1m");
                    List<BigDecimal> historicalPrices1M = kline1MinuteData.stream()
                            .map(Kline::getC)
                            .collect(Collectors.toList());
                    log.info("生成100个1分钟价格数据点成功！");

                    // 使用策略分析最新价格数据
                    MacdMaStrategy.TradingOrder tradingOrderOpen1M = strategy.generateTradingOrder(historicalPrices1M,MacdMaStrategy.OperationType.open.name());
                    if (tradingOrderOpen1M == null ){
                    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){
                        return;
                    }

//                    List<Kline> kline15MinuteData = getKlineDataByInstIdAndBar(instId, "15m");
//                    List<BigDecimal> historicalPrices15M = kline15MinuteData.stream()
//                            .map(Kline::getC)
//                            .collect(Collectors.toList());
//                    // 使用策略分析最新价格数据
//                    MacdMaStrategy.TradingOrder tradingOrderOpen15M = strategy.generateTradingOrder(historicalPrices15M,MacdMaStrategy.OperationType.open.name());
//                    if (tradingOrderOpen15M == null ){
//                        return;
//                    }
//
//                    if (!tradingOrderOpen1M.getPosSide().equals(tradingOrderOpen15M.getPosSide())){
//                        return;
//                    }

//                    log.info("1分钟和15分钟K线方向一致，开始执行交易操作！");


                    Collection<OkxQuantWebSocketClient> allClients = clientManager.getAllClients();
                    //如果为空，则直接返回
@@ -376,24 +371,11 @@
                    for (OkxQuantWebSocketClient client : clientManager.getAllClients()) {
                        String accountName = client.getAccountName();
                        if (accountName != null) {
                            if (ObjectUtil.isNotEmpty(tradingOrderOpen1M)){
                                // 根据信号执行交易操作
                                TradeRequestParam tradeRequestParam = new TradeRequestParam();

                                String posSide = tradingOrderOpen1M.getPosSide();
                                tradeRequestParam.setPosSide(posSide);
                                String currentPrice = String.valueOf(closePx);
                                tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);

                                String side = tradingOrderOpen1M.getSide();
                                tradeRequestParam.setSide(side);

                                String clOrdId = WsParamBuild.getOrderNum(side);
                                tradeRequestParam.setClOrdId(clOrdId);

                                String sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
                                tradeRequestParam.setSz(sz);
                                TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
                            if (ObjectUtil.isNotEmpty(tradingOrderOpenOpen)){
                                doOpen(client.getWebSocketClient(),accountName, tradingOrderOpenOpen, closePx);
                            }
                            if (ObjectUtil.isNotEmpty(tradingOrderOpenClose)){
                                doOpen(client.getWebSocketClient(),accountName, tradingOrderOpenClose, closePx);
                            }
                        }
                    }
@@ -404,6 +386,49 @@
        }
    }

    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");
        tradeRequestParam.setSz(String.valueOf(pos));
        TradeOrderWs.orderZhiYingZhiSunEventNoState(webSocketClient, tradeRequestParam);
    }

    private void doOpen(WebSocketClient webSocketClient, String accountName, MacdEmaStrategy.TradingOrder tradingOrderOpenOpen, BigDecimal closePx) {
        // 根据信号执行交易操作
        TradeRequestParam tradeRequestParam = new TradeRequestParam();

        String posSide = tradingOrderOpenOpen.getPosSide();
        tradeRequestParam.setPosSide(posSide);
        String currentPrice = String.valueOf(closePx);
        tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);

        String side = tradingOrderOpenOpen.getSide();
        tradeRequestParam.setSide(side);

        String clOrdId = WsParamBuild.getOrderNum(side);
        tradeRequestParam.setClOrdId(clOrdId);

        String sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
        tradeRequestParam.setSz(sz);
        TradeOrderWs.orderEvent(webSocketClient, tradeRequestParam);
    }

    private List<Kline> getKlineDataByInstIdAndBar(String instId, String bar) {
        List<Kline> klineList = new ArrayList<>();
        try {
@@ -412,8 +437,6 @@
            requestParam.put("bar", bar);
            requestParam.put("limit", "200");
            String result = ExchangeLoginService.getInstance(ExchangeInfoEnum.OKX_UAT.name()).lineHistory(requestParam);
            log.info("加载OKX-KLINE，{}", result);
            
            JSONObject json = JSON.parseObject(result);
            String data = json.getString("data");
            
@@ -423,16 +446,19 @@
                    for (String[] s : klinesList) {
                        // 确保数组有足够的元素
                        if (s != null && s.length >= 9) {
                            String s1 = s[8];
                            try {
                                Kline kline = new Kline();
                                kline.setTs(s[0]);
                                kline.setO(new BigDecimal(s[1]));
                                kline.setH(new BigDecimal(s[2]));
                                kline.setL(new BigDecimal(s[3]));
                                kline.setC(new BigDecimal(s[4]));
                                kline.setVol(new BigDecimal(s[5]));
                                kline.setConfirm(s[8]);
                                klineList.add(kline);
                                if ("1".equals(s1)){
                                    Kline kline = new Kline();
                                    kline.setTs(s[0]);
                                    kline.setO(new BigDecimal(s[1]));
                                    kline.setH(new BigDecimal(s[2]));
                                    kline.setL(new BigDecimal(s[3]));
                                    kline.setC(new BigDecimal(s[4]));
                                    kline.setVol(new BigDecimal(s[5]));
                                    kline.setConfirm(s[8]);
                                    klineList.add(kline);
                                }
                            } catch (NumberFormatException e) {
                                log.error("K线数据转换为BigDecimal失败: {}", Arrays.toString(s), e);
                            }
@@ -515,9 +541,7 @@
    private void sendPing() {
        try {
            if (webSocketClient != null && webSocketClient.isOpen()) {
                JSONObject ping = new JSONObject();
                ping.put("op", "ping");
                webSocketClient.send(ping.toJSONString());
                webSocketClient.send("ping");
                log.debug("发送ping请求");
            }
        } catch (Exception e) {