fix(trading): 修复交易系统中的计算错误和日志级别问题

Administrator

5 days ago f2c1b2853b2f0d0a0efb95a9c8df95ec1da908ad

 src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/PositionsWs.java

@@ -3,6 +3,10 @@
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.OrderParamEnums;
import com.xcong.excoin.modules.okxNewPrice.okxWs.param.TradeRequestParam;
import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListEnum;
import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListService;
import com.xcong.excoin.modules.okxNewPrice.okxpi.MallUtils;
import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild;
import com.xcong.excoin.modules.okxNewPrice.utils.WsParamBuild;
@@ -10,6 +14,9 @@
import org.java_websocket.client.WebSocketClient;

import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.ArrayList;
import java.util.List;
import java.util.Map;
import java.util.concurrent.ConcurrentHashMap;

@@ -19,7 +26,13 @@
@Slf4j
public class PositionsWs {

    public static  final Map<String,BigDecimal> POSITIONSWSMAP = new ConcurrentHashMap<>();
    // 使用双层Map，第一层key为账号名称，第二层key为数据key
    public static final Map<String, Map<String, BigDecimal>> POSITIONSWSMAP = new ConcurrentHashMap<>();
    
    // 获取指定账号的Map，如果不存在则创建
    public static Map<String, BigDecimal> getAccountMap(String accountName) {
        return POSITIONSWSMAP.computeIfAbsent(accountName, k -> new ConcurrentHashMap<>());
    }

    public static final String POSITIONSWS_CHANNEL = "positions";

@@ -41,24 +54,29 @@
        }
    }

    public static void initEvent(JSONObject response) {
        log.info("订阅成功,数据初始化: {}", response.getJSONObject("arg"));
        JSONObject arg = response.getJSONObject("arg");
        initParam(arg);
    public static String initAccountName(String accountName, String posSide) {
        return accountName+"_"+ posSide;
    }

    public static void handleEvent(JSONObject response) {
    public static void initEvent(JSONObject response, String accountName) {
        log.info("订阅成功,数据初始化: {}", response.getJSONObject("arg"));
        JSONObject arg = response.getJSONObject("arg");
        initParam(arg, accountName,CoinEnums.POSSIDE_LONG.getCode());
        initParam(arg, accountName,CoinEnums.POSSIDE_SHORT.getCode());
    }

    public static List<TradeRequestParam> handleEvent(JSONObject response, String accountName) {


        log.info("开始执行PositionsWs......");
        try {
            JSONArray dataArray = response.getJSONArray("data");
            if (dataArray == null || dataArray.isEmpty()) {
                log.info("账户持仓频道数据为空,已当前价买入，并且初始化网格");
                JSONObject posData = new JSONObject();
                initParam(posData);
                return;
                log.info("账户持仓频道数据为空,等待更新");
                return null;
            }

            List<TradeRequestParam> tradeRequestParamList = new ArrayList<>();

            for (int i = 0; i < dataArray.size(); i++) {
                JSONObject posData = dataArray.getJSONObject(i);
@@ -84,37 +102,83 @@
                    String bePx = posData.getString("bePx");
                    String realizedPnl = posData.getString("realizedPnl");
                    String settledPnl = posData.getString("settledPnl");
                    String fee = posData.getString("fee");
                    String fundingFee = posData.getString("fundingFee");
                    log.info(
                            "账户持仓频道-产品类型: {}, 保证金模式: {}, 持仓方向: {}, 持仓数量: {}, 开仓平均价: {}, "
                            "{}: 账户持仓频道-产品类型: {}, 保证金模式: {}, 持仓方向: {}, 持仓数量: {}, 开仓平均价: {}, "
                                    + "未实现收益: {}, 未实现收益率: {}, 杠杆倍数: {}, 预估强平价: {}, 初始保证金: {}, "
                                    + "维持保证金率: {}, 维持保证金: {}, 以美金价值为单位的持仓数量: {}, 占用保证金的币种: {}, "
                                    + "最新成交价: {}, 最新指数价格: {}, 盈亏平衡价: {}, 已实现收益: {}, 累计已结算收益: {}"
                                    + "最新标记价格: {}",
                            instId, mgnMode, posSide, pos, avgPx,
                                    + "最新标记价格: {},累计手续费: {},累计持仓费: {},",
                            initAccountName(accountName, posSide), instId, mgnMode, posSide, pos, avgPx,
                            upl, uplRatio, lever, liqPx, imr,
                            mgnRatio, mmr, notionalUsd, ccy,
                            last, idxPx, bePx, realizedPnl, settledPnl,
                            markPx
                            markPx,fee,fundingFee
                    );
                    //先更新缓存
                    Map<String, BigDecimal> stringBigDecimalMap = initParam(posData, accountName, posSide);
                    //构建止损参数
                    if (stringBigDecimalMap.get("pos").compareTo(BigDecimal.ZERO) > 0){
                        TradeRequestParam tradeRequestParam = new TradeRequestParam();
                        // 1. 判断当前价格属于哪个网格
                        WangGeListEnum gridByPriceNew = WangGeListEnum.getGridByPrice(new BigDecimal(avgPx));
                        if (gridByPriceNew != null) {
                            String zhiSunDian = gridByPriceNew.getZhi_sun_dian();
                            String fangXiang = gridByPriceNew.getFang_xiang();
                            BigDecimal fangXiangNow = stringBigDecimalMap.get("posSide");
                            if (fangXiangNow.equals(fangXiang)){
                                tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_LIMIT.getCode());
                                tradeRequestParam.setMarkPx(String.valueOf(zhiSunDian));
                            }else{
                                tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
                                tradeRequestParam.setMarkPx(String.valueOf(markPx));
                            }
                        }else{
                            tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
                            tradeRequestParam.setMarkPx(String.valueOf(markPx));
                        }

                    initParam(posData);

                        tradeRequestParam.setAccountName(accountName);
                        tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
                        tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
                        tradeRequestParam.setPosSide(posSide);
                        tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
                        tradeRequestParam.setSide(CoinEnums.POSSIDE_LONG.getCode().equals(posSide) ? CoinEnums.SIDE_SELL.getCode() : CoinEnums.SIDE_BUY.getCode());
                        tradeRequestParam.setClOrdId(WsParamBuild.getOrderNum(tradeRequestParam.getSide()));
                        tradeRequestParam.setSz(String.valueOf(stringBigDecimalMap.get("pos")));
                        tradeRequestParamList.add(tradeRequestParam);
                    }
                }
            }
            return tradeRequestParamList;
        } catch (Exception e) {
            log.error("处理持仓频道推送数据失败", e);
        }
        return null;
    }

    private static void initParam(JSONObject posData) {
        WsMapBuild.saveBigDecimalToMap(POSITIONSWSMAP, "avgPx", WsMapBuild.parseBigDecimalSafe(posData.getString("avgPx")));
        WsMapBuild.saveBigDecimalToMap(POSITIONSWSMAP, "pos", WsMapBuild.parseBigDecimalSafe(posData.getString("pos")));
        WsMapBuild.saveBigDecimalToMap(POSITIONSWSMAP, "upl", WsMapBuild.parseBigDecimalSafe(posData.getString("upl")));
        WsMapBuild.saveBigDecimalToMap(POSITIONSWSMAP, "imr", WsMapBuild.parseBigDecimalSafe(posData.getString("imr")));
        WsMapBuild.saveBigDecimalToMap(POSITIONSWSMAP, "mgnRatio", WsMapBuild.parseBigDecimalSafe(posData.getString("mgnRatio")));
        WsMapBuild.saveBigDecimalToMap(POSITIONSWSMAP, "markPx", WsMapBuild.parseBigDecimalSafe(posData.getString("markPx")));
        WsMapBuild.saveBigDecimalToMap(POSITIONSWSMAP, "bePx", WsMapBuild.parseBigDecimalSafe(posData.getString("bePx")));
        WsMapBuild.saveBigDecimalToMap(POSITIONSWSMAP, "realizedPnl", WsMapBuild.parseBigDecimalSafe(posData.getString("realizedPnl")));
    private static Map<String, BigDecimal> initParam(JSONObject posData, String accountName,String posSide) {
        String accountNamePositons = initAccountName(accountName, posSide);
        Map<String, BigDecimal> accountMap = getAccountMap(accountNamePositons);
        WsMapBuild.saveBigDecimalToMap(accountMap, "avgPx", WsMapBuild.parseBigDecimalSafe(posData.getString("avgPx")));
        WsMapBuild.saveBigDecimalToMap(accountMap, "pos", WsMapBuild.parseBigDecimalSafe(posData.getString("pos")));
        WsMapBuild.saveBigDecimalToMap(accountMap, "upl", WsMapBuild.parseBigDecimalSafe(posData.getString("upl")));
        WsMapBuild.saveBigDecimalToMap(accountMap, "imr", WsMapBuild.parseBigDecimalSafe(posData.getString("imr")));
        WsMapBuild.saveBigDecimalToMap(accountMap, "mgnRatio", WsMapBuild.parseBigDecimalSafe(posData.getString("mgnRatio")));
        WsMapBuild.saveBigDecimalToMap(accountMap, "markPx", WsMapBuild.parseBigDecimalSafe(posData.getString("markPx")));
        WsMapBuild.saveBigDecimalToMap(accountMap, "bePx", WsMapBuild.parseBigDecimalSafe(posData.getString("bePx")));
        WsMapBuild.saveBigDecimalToMap(accountMap, "realizedPnl", WsMapBuild.parseBigDecimalSafe(posData.getString("realizedPnl")));
        WsMapBuild.saveBigDecimalToMap(accountMap, "fee", WsMapBuild.parseBigDecimalSafe(posData.getString("fee")));
        WsMapBuild.saveBigDecimalToMap(accountMap, "fundingFee", WsMapBuild.parseBigDecimalSafe(posData.getString("fundingFee")));

        WsMapBuild.saveBigDecimalToMap(POSITIONSWSMAP, CoinEnums.READY_STATE.name(), WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_YES.getCode()));
        BigDecimal ordFrozImr = PositionsWs.getAccountMap(accountNamePositons).get("imr");
        BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get(CoinEnums.TOTAL_ORDER_USDT.name()))
                .divide(new BigDecimal("2"), RoundingMode.DOWN);
        if (ordFrozImr.compareTo(totalOrderUsdt) <= 0){
            WsMapBuild.saveBigDecimalToMap(accountMap, CoinEnums.READY_STATE.name(), WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_YES.getCode()));
        }
        return accountMap;
    }
}