Administrator
2025-12-15 e61cce89f151c9fc660497135ccbd779c82fe969
src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java
@@ -1,9 +1,11 @@
package com.xcong.excoin.modules.okxNewPrice.celue;
import com.xcong.excoin.modules.okxNewPrice.okxWs.InstrumentsWs;
import com.xcong.excoin.modules.okxNewPrice.okxWs.PositionsWs;
import cn.hutool.core.util.ObjectUtil;
import cn.hutool.core.util.StrUtil;
import com.xcong.excoin.modules.okxNewPrice.okxWs.*;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.OrderParamEnums;
import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild;
import com.xcong.excoin.modules.okxNewPrice.wangge.WangGeQueue;
import com.xcong.excoin.modules.okxNewPrice.wangge.WangGeService;
import com.xcong.excoin.rabbit.pricequeue.AscBigDecimal;
@@ -14,6 +16,7 @@
import org.springframework.stereotype.Service;
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.concurrent.PriorityBlockingQueue;
/**
@@ -27,50 +30,94 @@
@RequiredArgsConstructor
public class CaoZuoServiceImpl implements CaoZuoService {
    private final RedisUtils redisUtils;
    private final WangGeService wangGeService;
    /**
     * 执行主要的操作逻辑,包括读取合约状态、获取市场价格信息,
     * 并根据当前持仓均价和标记价格决定是否执行买卖操作。
     *
     * @return 返回操作类型字符串(如买入BUY、卖出SELL等)
     * @return 返回操作类型字符串(如买入BUY、卖出SELL等),如果无有效操作则返回null
     */
    @Override
    public String caoZuo() {
        // 构造Redis键名
        final String coinCode = CoinEnums.HE_YUE.getCode();
        final String instrumentsKey = InstrumentsWs.INSTRUMENTSWS_CHANNEL + ":" + coinCode + ":state";
        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);
        if (state == null || !OrderParamEnums.STATE_1.getValue().equals(state)) {
            return OrderParamEnums.HOLDING.getValue();
        log.info("开始执行操作CaoZuoServiceImpl......");
        String accountReadyState = AccountWs.ACCOUNTWSMAP.get(CoinEnums.READY_STATE.name());
        if (!CoinEnums.READY_STATE_YES.getCode().equals(accountReadyState)) {
            log.info("账户通道未就绪,取消发送");
            return null;
        }
        if (OrderParamEnums.STATE_4.getValue().equals(state)) {
            return OrderParamEnums.ORDERING.getValue();
        BigDecimal positionsReadyState = PositionsWs.POSITIONSWSMAP.get(CoinEnums.READY_STATE.name()) == null
                ? BigDecimal.ZERO : PositionsWs.POSITIONSWSMAP.get(CoinEnums.READY_STATE.name());
        if (WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_YES.getCode()).compareTo(positionsReadyState) != 0) {
            log.info("仓位通道未就绪,取消发送");
            return null;
        }
        // 系统设置的开关,等于冷静中,则代表不开仓
        String outStr = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.OUT.name());
        if (OrderParamEnums.OUT_YES.getValue().equals(outStr)){
            log.error("冷静中,不允许下单......");
            return null;
        }
        BigDecimal cashBal = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get("cashBal"));
        // 判断账户余额是否充足
        if (cashBal.compareTo(BigDecimal.ZERO) <= 0){
            log.error("账户没有钱,请充值......");
            return null;
        }
        /**
         * 判断止损抗压
         */
        // 实际亏损金额
        BigDecimal realKuiSunAmount = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get("upl"));
        log.info("未实现盈亏: {}", realKuiSunAmount);
        String zhiSunPercent = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.ZHI_SUN.name());
        BigDecimal zhiSunAmount = cashBal.multiply(new BigDecimal(zhiSunPercent));
        log.info("预期亏损金额: {}", zhiSunAmount);
        String kangYaPercent = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.KANG_CANG.name());
        BigDecimal  kangYaAmount = cashBal.multiply(new BigDecimal(kangYaPercent));
        log.info("预期抗仓金额: {}", kangYaAmount);
        if (realKuiSunAmount.compareTo(BigDecimal.ZERO) < 0){
            realKuiSunAmount = realKuiSunAmount.multiply(new BigDecimal("-1"));
            // 账户预期亏损金额比这个还小时,立即止损
            if (realKuiSunAmount.compareTo(zhiSunAmount) > 0){
                log.error("账户冷静止损......");
                WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.OUT.name(),  OrderParamEnums.OUT_YES.getValue());
                return OrderParamEnums.OUT.getValue();
            }
            // 判断抗压
            if (realKuiSunAmount.compareTo(kangYaAmount) > 0 && realKuiSunAmount.compareTo(zhiSunAmount) <= 0){
                log.error("账户紧张扛仓......");
                return OrderParamEnums.HOLDING.getValue();
            }
        }
        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);
        if (markPxObj == null || avgPxObj == null) {
        if (PositionsWs.POSITIONSWSMAP.get("pos") == null){
            log.error("没有获取到持仓信息,等待初始化......");
            return null;
        }
        BigDecimal pos = PositionsWs.POSITIONSWSMAP.get("pos");
        if (BigDecimal.ZERO.compareTo( pos) >= 0) {
            log.error("持仓数量为零,进行初始化订单");
            return OrderParamEnums.INIT.getValue();
        }
        // 判断是否保证金超标
        if (PositionsWs.POSITIONSWSMAP.get("imr") == null){
            log.error("没有获取到持仓信息,等待初始化......");
            return null;
        }
        BigDecimal ordFrozImr = PositionsWs.POSITIONSWSMAP.get("imr");
        BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get(CoinEnums.TOTAL_ORDER_USDT.name()));
        if (ordFrozImr.compareTo(totalOrderUsdt) >= 0){
            log.error("已满仓......");
            return OrderParamEnums.HOLDING.getValue();
        }
        try {
            BigDecimal markPx = new BigDecimal((String) markPxObj);
            BigDecimal avgPx = new BigDecimal((String) avgPxObj);
            // 获取标记价格和平均持仓价格
            BigDecimal markPx = PositionsWs.POSITIONSWSMAP.get("markPx");
            BigDecimal avgPx = PositionsWs.POSITIONSWSMAP.get("avgPx");
            log.info("开仓价格: {}, 当前价格:{},匹配队列中......", avgPx, markPx);
            // 初始化网格队列
@@ -79,57 +126,76 @@
            PriorityBlockingQueue<AscBigDecimal> queuePingCang = wangGeService.initPingCang(avgPx, queueAsc);
            // 处理订单价格在队列中的情况
            String orderPrice = (String) redisUtils.get(positionsOrderPriceKey);
            String orderPrice = OrderInfoWs.ORDERINFOWSMAP.get("orderPrice");
            handleOrderPriceInQueues(orderPrice, queueKaiCang, queuePingCang);
            String side = OrderParamEnums.HOLDING.getValue();
            // 判断是加仓还是减仓
            if (avgPx.compareTo(markPx) > 0) {
                log.info("开始加仓...");
                if (queueKaiCang.isEmpty()) {
                    // 队列为空
//                    log.info("开始加仓,但是超出了网格设置...");
                    return OrderParamEnums.HOLDING.getValue();
                }
                DescBigDecimal kaiCang = queueKaiCang.peek();
                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);
                    WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice", String.valueOf(markPx));
                    boolean buyCntTimeFlag = buyCntTimeEvent(avgPx, markPx);
                    if (buyCntTimeFlag){
                        log.info("加仓参数准备成功......");
                        return OrderParamEnums.BUY.getValue();
                    }else{
                        log.error("加仓参数准备失败......");
                        return null;
                    }
                } else {
                    log.info("未触发加仓......,等待");
                    return OrderParamEnums.HOLDING.getValue();
                }
            } else if (avgPx.compareTo(markPx) < 0) {
                log.info("开始减仓...");
                if (queuePingCang.isEmpty()) {
                    // 队列为空
                    log.info("开始减仓,但是超出了网格设置...");
                    return OrderParamEnums.HOLDING.getValue();
                }
                AscBigDecimal pingCang = queuePingCang.peek();
                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);
                    //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);
                                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);
                                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);
                                return OrderParamEnums.HOLDING.getValue();
                            }
                         }
                    // 手续费
                    BigDecimal feeValue = PositionsWs.POSITIONSWSMAP.get("fee").multiply(new BigDecimal("2"));
                    // 资金费用
                    BigDecimal fundingFeeValue = PositionsWs.POSITIONSWSMAP.get("fundingFee");
                    //未实现收益
                    BigDecimal uplValue = PositionsWs.POSITIONSWSMAP.get("upl");
                    //已实现收益
                    BigDecimal realizedPnlValue = PositionsWs.POSITIONSWSMAP.get("realizedPnl");
                    realizedPnlValue = realizedPnlValue.add(feeValue).add(fundingFeeValue);
                    //持仓保证金
                    BigDecimal imr = PositionsWs.POSITIONSWSMAP.get("imr");
                    String pingCangImr = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.PING_CANG_SHOUYI.name());
                    BigDecimal imrValue = imr.multiply(new BigDecimal(pingCangImr));
                    if (realizedPnlValue.compareTo(BigDecimal.ZERO) <= 0) {
                        BigDecimal realizedPnlValueZheng = realizedPnlValue.multiply(new BigDecimal("-1"));
                        if (uplValue.compareTo(realizedPnlValue) > 0 && uplValue.compareTo(imrValue.add(realizedPnlValueZheng))  >= 0) {
                            log.info("当前未实现盈亏:{}大于预计收益>{},赚钱咯", uplValue, imrValue);
                            WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice", String.valueOf(markPx));
                            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);
                            return OrderParamEnums.HOLDING.getValue();
                        }
                    }else {
                        return OrderParamEnums.HOLDING.getValue();
                        if (uplValue.compareTo(imrValue)  >= 0) {
                            WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice", String.valueOf(markPx));
                            log.info("当前未实现盈亏:{}大于预计收益>{},赚钱咯", uplValue, imrValue);
                            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);
                            return OrderParamEnums.HOLDING.getValue();
                        }
                    }
                } else {
                    log.info("未触发减仓......,等待");
@@ -137,12 +203,19 @@
            } else {
                log.info("价格波动较小......,等待");
            }
            return side;
            return null;
        } catch (NumberFormatException e) {
            log.error("解析价格失败,请检查Redis中的值是否合法", e);
            return OrderParamEnums.HOLDING.getValue();
            return null;
        }
    }
    private boolean buyCntTimeEvent(BigDecimal avgPx, BigDecimal markPx){
        //判断当前价格和开仓价格直接间隔除以间距,取整,获取的数量是否大于等于0,如果大于0,则下单基础张数*倍数
        String buyCntTime = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.BUY_CNT_TIME.name());
        BigDecimal subtract = avgPx.subtract(markPx);
        BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN).add(BigDecimal.ONE);
        return WsMapBuild.saveStringToMap(TradeOrderWs.TRADEORDERWSMAP, "buyCntTime",String.valueOf(divide));
    }
    /**
@@ -169,23 +242,38 @@
            return;
        }
        boolean kaiCangExists = queueKaiCang.stream().anyMatch(item -> item.getValue().equals(priceDecimal));
        if (!kaiCangExists) {
            queueKaiCang.add(new DescBigDecimal(orderPrice));
        } else {
            queueKaiCang.removeIf(item -> item.getValue().equals(priceDecimal));
        }
        // 打印开仓队列
        log.info("开仓队列: {}", queueKaiCang);
        // 删除比该价格大的数据
        queueKaiCang.removeIf(item -> item.getValue().compareTo(priceDecimal) >= 0);
        boolean pingCangExists = queuePingCang.stream().anyMatch(item -> item.getValue().equals(priceDecimal));
        if (!pingCangExists) {
            queuePingCang.add(new AscBigDecimal(orderPrice));
        } else {
            queuePingCang.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());
        // 删除比该价格小的数据
        queuePingCang.removeIf(item -> item.getValue().compareTo(priceDecimal) <= 0);
        // 打印平仓队列
        log.info("平仓队列: {}", queuePingCang);
//        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;
//        }
//        pingCangStr.append("]");
//        log.info(pingCangStr.toString());
    }
}