feat(okxNewPrice): 实现多空双向交易策略

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2025-12-15 1f54990ccb7ea5c797eeb597d14ba3c6c94c628a

feat(okxNewPrice): 实现多空双向交易策略

- 添加多空持仓方向枚举及配置
- 实现做多(caozuoLong)和做空(caozuoShort)独立交易逻辑
- 更新交易订单处理流程以支持双向持仓
- 调整网格间距参数从20到5以提高交易频率
- 修改账户初始化逻辑以包含持仓方向设置
- 更新模拟盘账户配置信息

 src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoService.java

@@ -6,4 +6,8 @@
public interface CaoZuoService {

    String caoZuo(String accountName);

    String caoZuoLong(String accountName);

    String caoZuoShort(String accountName);
}

 src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java

@@ -40,7 +40,20 @@
     */
    @Override
    public String caoZuo(String accountName) {
        log.info("开始执行操作CaoZuoServiceImpl......");
        String posSide = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.POSSIDE.name());
        if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)){
            return caoZuoLong(accountName);
        }else if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)){
            return caoZuoShort(accountName);
        }else{
            log.error("账户未设置持仓方向......");
            return null;
        }
    }

    @Override
    public String caoZuoLong(String accountName) {
        log.info("开始看涨执行操作CaoZuoServiceImpl......");
        String accountReadyState = AccountWs.getAccountMap(accountName).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");
@@ -140,7 +153,7 @@
                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);
                    WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
                    boolean buyCntTimeFlag = buyCntTimeEvent(accountName, avgPx, markPx);
                    boolean buyCntTimeFlag = buyCntTimeLongEvent(accountName, avgPx, markPx);
                    if (buyCntTimeFlag){
                        log.info("加仓参数准备成功......");
                        return OrderParamEnums.BUY.getValue();
@@ -208,7 +221,179 @@
        }
    }

    private boolean buyCntTimeEvent(String accountName, BigDecimal avgPx, BigDecimal markPx){
    @Override
    public String caoZuoShort(String accountName) {

        log.info("开始看空执行操作CaoZuoServiceImpl......");
        String accountReadyState = AccountWs.getAccountMap(accountName).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;
        }
        BigDecimal positionsReadyState = PositionsWs.getAccountMap(accountName).get(CoinEnums.READY_STATE.name()) == null
                ? BigDecimal.ZERO : PositionsWs.getAccountMap(accountName).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.getAccountMap(accountName).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.getAccountMap(accountName).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.getAccountMap(accountName).get("upl"));
        log.info("未实现盈亏: {}", realKuiSunAmount);
        String zhiSunPercent = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.ZHI_SUN.name());
        BigDecimal zhiSunAmount = cashBal.multiply(new BigDecimal(zhiSunPercent));
        log.info("预期亏损金额: {}", zhiSunAmount);
        String kangYaPercent = InstrumentsWs.getAccountMap(accountName).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.getAccountMap(accountName), 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();
            }
        }

        if (PositionsWs.getAccountMap(accountName).get("pos") == null){
            log.error("没有获取到持仓信息，等待初始化......");
            return null;
        }
        BigDecimal pos = PositionsWs.getAccountMap(accountName).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.getAccountMap(accountName).get("imr") == null){
            log.error("没有获取到持仓信息，等待初始化......");
            return null;
        }
        BigDecimal ordFrozImr = PositionsWs.getAccountMap(accountName).get("imr");
        BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get(CoinEnums.TOTAL_ORDER_USDT.name()));
        if (ordFrozImr.compareTo(totalOrderUsdt) >= 0){
            log.error("已满仓......");
            return OrderParamEnums.HOLDING.getValue();
        }

        try {
            // 获取标记价格和平均持仓价格
            BigDecimal markPx = PositionsWs.getAccountMap(accountName).get("markPx");
            BigDecimal avgPx = PositionsWs.getAccountMap(accountName).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
            PriorityBlockingQueue<AscBigDecimal> queueAsc = WangGeQueue.getQueueAsc();
            PriorityBlockingQueue<DescBigDecimal> queueKaiCang = wangGeService.initKaiCang(avgPx, queueAsc);
            PriorityBlockingQueue<AscBigDecimal> queuePingCang = wangGeService.initPingCang(avgPx, queueAsc);

            // 处理订单价格在队列中的情况
            String orderPrice = OrderInfoWs.getAccountMap(accountName).get("orderPrice");
            handleOrderPriceInQueues(orderPrice, queueKaiCang, queuePingCang);
            // 判断是加仓还是减仓
            if (avgPx.compareTo(markPx) > 0) {
                log.info("开始减仓...");
                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("开始减仓...减仓队列价格大于当前价格{}>{}", kaiCang.getValue(), markPx);

                    // 手续费
                    BigDecimal feeValue = PositionsWs.getAccountMap(accountName).get("fee").multiply(new BigDecimal("2"));
                    //未实现收益
                    BigDecimal uplValue = PositionsWs.getAccountMap(accountName).get("upl");
                    //已实现收益
                    BigDecimal realizedPnlValue = PositionsWs.getAccountMap(accountName).get("realizedPnl");
                    realizedPnlValue = realizedPnlValue.add(feeValue);

                    //持仓保证金
                    BigDecimal imr = PositionsWs.getAccountMap(accountName).get("imr");
                    String pingCangImr = InstrumentsWs.getAccountMap(accountName).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.add(realizedPnlValueZheng));
                            WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
                            return OrderParamEnums.BUY.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.add(realizedPnlValueZheng));
                            return OrderParamEnums.HOLDING.getValue();
                        }
                    }else {
                        if (uplValue.compareTo(imrValue.add(feeValue))  >= 0) {
                            WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
                            log.info("当前未实现盈亏：{}大于预计收益>{}，赚钱咯", uplValue, imrValue.add(feeValue));
                            return OrderParamEnums.BUY.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.add(feeValue));
                            return OrderParamEnums.HOLDING.getValue();
                        }
                    }
                } else {
                    log.info("未触发减仓......，等待");
                    return OrderParamEnums.HOLDING.getValue();
                }
            } else if (avgPx.compareTo(markPx) < 0) {
                log.info("开始加仓...");
                if (queuePingCang.isEmpty()) {
                    // 队列为空
                    log.info("开始加仓,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("开始加仓...加仓队列价格小于当前价格{}<={}", pingCang.getValue(), markPx);
                    WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
                    boolean buyCntTimeFlag = buyCntTimeShortEvent(accountName, avgPx, markPx);
                    if (buyCntTimeFlag){
                        log.info("加仓参数准备成功......");
                        return OrderParamEnums.SELL.getValue();
                    }else{
                        log.error("加仓参数准备失败......");
                        return null;
                    }
                } else {
                    log.info("未触发加仓......，等待");
                }
            } else {
                log.info("价格波动较小......，等待");
            }
            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 null;
        }
    }

    private boolean buyCntTimeLongEvent(String accountName, 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.getAccountMap(accountName).get(CoinEnums.BUY_CNT_TIME.name());
        BigDecimal subtract = avgPx.subtract(markPx);
@@ -220,6 +405,18 @@
        return WsMapBuild.saveStringToMap(TradeOrderWs.getAccountMap(accountName), "buyCntTime",String.valueOf(divide));
    }

    private boolean buyCntTimeShortEvent(String accountName, 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.getAccountMap(accountName).get(CoinEnums.BUY_CNT_TIME.name());
        BigDecimal subtract = markPx.subtract(avgPx);
        BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN);
        if (divide.compareTo(BigDecimal.ZERO) <= 0){
            log.warn("加仓次数间隔时间小于0，不加仓");
            return false;
        }
        return WsMapBuild.saveStringToMap(TradeOrderWs.getAccountMap(accountName), "buyCntTime",String.valueOf(divide));
    }

    /**
     * 根据订单价格更新开仓和平仓队列的内容。
     * 若该价格不在对应队列中则加入；若已存在，则从队列中移除。

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

@@ -38,5 +38,6 @@
        WsMapBuild.saveStringToMap(accountMap, CoinEnums.KANG_CANG.name(), CoinEnums.KANG_CANG.getCode());
        WsMapBuild.saveStringToMap(accountMap, CoinEnums.PING_CANG_SHOUYI.name(), CoinEnums.PING_CANG_SHOUYI.getCode());
        WsMapBuild.saveStringToMap(accountMap, CoinEnums.TOTAL_ORDER_USDTPECENT.name(), CoinEnums.TOTAL_ORDER_USDTPECENT.getCode());
        WsMapBuild.saveStringToMap(accountMap, CoinEnums.POSSIDE.name(), CoinEnums.POSSIDE.getCode());
    }
}

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

@@ -51,7 +51,15 @@
            log.warn("下单参数 side 为空，取消发送");
            return;
        }
        String posSide = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.POSSIDE.name());
        // 校验必要参数
        if (StrUtil.isBlank(posSide)) {
            log.warn("下单参数 posSide 为空，取消发送");
            return;
        }

        String buyCnt = "";
        if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)){
        if (OrderParamEnums.HOLDING.getValue().equals(side)){
            log.info("当前状态为持仓中，取消发送");
            return;
@@ -75,6 +83,32 @@
            log.warn("交易状态异常，取消发送");
            return;
        }
        }else if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)){
            if (OrderParamEnums.HOLDING.getValue().equals(side)){
                log.info("当前状态为持仓中，取消发送");
                return;
            }else if (OrderParamEnums.OUT.getValue().equals(side)){
                log.info("当前状态为止损");
                side = OrderParamEnums.BUY.getValue();
                buyCnt = String.valueOf(PositionsWs.getAccountMap(accountName).get("pos"));
            }else if (OrderParamEnums.INIT.getValue().equals(side)){
                log.info("当前状态为初始化");
                side = OrderParamEnums.SELL.getValue();
                buyCnt = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT.name());
            }else if (OrderParamEnums.BUY.getValue().equals(side)){
                log.info("当前状态为减仓");
                buyCnt = String.valueOf(PositionsWs.getAccountMap(accountName).get("pos"));
            }else if (OrderParamEnums.SELL.getValue().equals(side)){
                log.info("当前状态为加仓");
                String buyCntTime = getAccountMap(accountName).get("buyCntTime");
                String buyCntStr = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT.name());
                buyCnt = String.valueOf(new BigDecimal(buyCntTime).multiply(new BigDecimal(buyCntStr)));
            }else{
                log.warn("交易状态异常，取消发送");
                return;
            }
        }


        if (StrUtil.isBlank(buyCnt)) {
            log.warn("下单数量 buyCnt 为空，取消发送");
@@ -89,7 +123,8 @@
            args.put("tdMode", CoinEnums.CROSS.getCode());
            args.put("clOrdId", clOrdId);
            args.put("side", side);
            args.put("posSide", CoinEnums.POSSIDE_LONG.getCode());

            args.put("posSide", posSide);
            args.put("ordType", CoinEnums.ORDTYPE_MARKET.getCode());
            args.put("sz", buyCnt);
            argsArray.add(args);

 src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/enums/CoinEnums.java

@@ -54,7 +54,8 @@
    TICKSZ("下单价格精度tickSz","2"),
    MINSZ("最小下单数小数位minSz","2"),
    LEVERAGE("合约杠杆leverage","100"),
    HE_YUE("合约instId","ETH-USDT-SWAP");
    HE_YUE("合约instId","ETH-USDT-SWAP"),
    POSSIDE("持仓方向posSide","short");

    private String name;


 src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/enums/ExchangeInfoEnum.java

@@ -13,27 +13,27 @@
     * 模拟盘账户1信息
     * 存储了模拟盘交易所需的API密钥、秘钥和通过码
     */
    OKX_PRD_xiao("f512673b-2685-4fcb-9bb1-2ae8db745d62",
            "B0C1CC8F39625B41140D93DC25039E33",
            "Aa12345678@",
            true),
    OKX_UAT_ceshi("ffb4e79f-fcf5-4afb-82c5-2fbb64123f61",
            "AA06C5ED1D7C7F5AFE6484052E231C55",
            "Aa12345678@",
            false),

    /**
     * 模拟盘账户2信息
     * 存储了模拟盘交易所需的API密钥、秘钥和通过码
     */
    OKX_PRD_wang("72e380a6-4133-451b-8b10-8b1905b30717",
            "2A5BD55BF0771F1ADF08AE0A2FB4D561",
            "Aa12345678@",
            true);
//    OKX_UAT2("7a023eb2-06c0-4255-9969-b86ea1cef0d7",
//            "D0106A4D63BD22BEAB9CBA8F41219661",
//    OKX_PRD_xiao("f512673b-2685-4fcb-9bb1-2ae8db745d62",
//            "B0C1CC8F39625B41140D93DC25039E33",
//            "Aa12345678@",
//            false);
//            true),
//    OKX_UAT_ceshi("ffb4e79f-fcf5-4afb-82c5-2fbb64123f61",
//            "AA06C5ED1D7C7F5AFE6484052E231C55",
//            "Aa12345678@",
//            false),
//
//    /**
//     * 模拟盘账户2信息
//     * 存储了模拟盘交易所需的API密钥、秘钥和通过码
//     */
//    OKX_PRD_wang("72e380a6-4133-451b-8b10-8b1905b30717",
//            "2A5BD55BF0771F1ADF08AE0A2FB4D561",
//            "Aa12345678@",
//            true);
    OKX_UAT2("7a023eb2-06c0-4255-9969-b86ea1cef0d7",
            "D0106A4D63BD22BEAB9CBA8F41219661",
            "Aa12345678@",
            false);

    /**
     * 模拟盘账户3信息

 src/main/java/com/xcong/excoin/modules/okxNewPrice/wangge/WangGeEnum.java

@@ -11,7 +11,7 @@
    XIAOSHU_WEISHU("网格价格小数位数", "2"),
    JIAGE_SHANGXIAN("网格上限", "3500"),
    JIAGE_XIAXIAN("网格下限", "2500"),
    JIAN_JU("网格间距", "20")
    JIAN_JU("网格间距", "5")
    ;

    private String name;