| | |
| | | return; |
| | | } |
| | | |
| | | |
| | | |
| | | if (state == StrategyState.ACTIVE && |
| | | !longActive && |
| | | longPositionSize.compareTo(BigDecimal.ZERO) == 0) { |
| | |
| | | // ---- 网格队列处理 ---- |
| | | |
| | | private void tryGenerateQueues() { |
| | | if (baseLongOpened && baseShortOpened) { |
| | | // 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) { |
| | | // 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(); |
| | |
| | | }); |
| | | } |
| | | log.info("[OKX] 止损单已全部挂完, 空仓止损: 2~{}, 多仓止损: -2~-{}", stopCount, stopCount); |
| | | |
| | | // 挂初始条件开仓单 |
| | | GridElement longFirst = GridElement.findById(1); |
| | | if (longFirst != null && !longFirst.isHasLongOrder()) { |
| | | BigDecimal triggerPrice = longFirst.getGridPrice(); |
| | | log.info("[OKX] 挂初始多仓条件单, gridId:1, trigger:{}", triggerPrice); |
| | | placeEntryOrderWithPreFlag(longFirst, true, triggerPrice, config.getBaseQuantity()); |
| | | } |
| | | GridElement shortFirst = GridElement.findById(-1); |
| | | if (shortFirst != null && !shortFirst.isHasShortOrder()) { |
| | | BigDecimal triggerPrice = shortFirst.getGridPrice(); |
| | | log.info("[OKX] 挂初始空仓条件单, gridId:-1, trigger:{}", triggerPrice); |
| | | placeEntryOrderWithPreFlag(shortFirst, false, triggerPrice, negate(config.getBaseQuantity())); |
| | | } |
| | | |
| | | state = StrategyState.ACTIVE; |
| | | } |
| | |
| | | } |
| | | 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(); |