fix(gate): 修复网格交易数量计算和配置参数

Administrator

2026-06-02 1fb82483c58e4954941a4ffa028c299ffe2cd712

fix(gate): 修复网格交易数量计算和配置参数

- 修复多仓止损触发时订单数量计算逻辑，乘以基础数量配置
- 修复空仓止损触发时订单数量计算逻辑，乘以基础数量配置
- 修正多仓止损订单数量符号处理，使用负值表示平多单
- 修正空仓止损订单数量符号处理，使用正值表示平空单
- 更新网关API配置中的预期收益从2%调整为10%
- 更新网关API配置中的基础数量从1调整为30，订单数量从1调整为3

 src/main/java/com/xcong/excoin/configurations/MybatisPlusConfig.java

File was deleted

 src/main/java/com/xcong/excoin/configurations/RabbitMqConfig.java

File was deleted

 src/main/java/com/xcong/excoin/configurations/RedisConfig.java

File was deleted

 src/main/java/com/xcong/excoin/configurations/WebMvcConfig.java

@@ -1,13 +1,11 @@
package com.xcong.excoin.configurations;

import com.xcong.excoin.configurations.properties.AliOssProperties;
import lombok.extern.slf4j.Slf4j;
import org.springframework.boot.SpringBootConfiguration;
import org.springframework.web.method.support.HandlerMethodArgumentResolver;
import org.springframework.web.servlet.config.annotation.CorsRegistry;
import org.springframework.web.servlet.config.annotation.WebMvcConfigurer;

import javax.annotation.Resource;
import java.util.List;

/**
@@ -17,10 +15,6 @@
@SpringBootConfiguration
@Slf4j
public class WebMvcConfig implements WebMvcConfigurer {

    @Resource
    private AliOssProperties aliOssProperties;


    @Override
    public void addArgumentResolvers(List<HandlerMethodArgumentResolver> resolvers) {

 src/main/java/com/xcong/excoin/configurations/interceptor/MybatisInterceptor.java

File was deleted

 src/main/java/com/xcong/excoin/configurations/properties/AliOssProperties.java

File was deleted

 src/main/java/com/xcong/excoin/configurations/properties/ApplicationProperties.java

File was deleted

 src/main/java/com/xcong/excoin/configurations/properties/CustomRabbitProperties.java

File was deleted

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

@@ -38,12 +38,18 @@

    private static final int HEARTBEAT_TIMEOUT = 10;

    /** 模拟盘 WS 地址 */
    private static final String WS_URL_SIM = "wss://wspap.okx.com:8443/ws/v5/private";
    /** 实盘 WS 地址 */
    private static final String WS_URL_PROD = "wss://ws.okx.com:8443/ws/v5/private";
    /** 模拟盘公共 WS 地址 */
    private static final String WS_PUBLIC_URL_SIM = "wss://wspap.okx.com:8443/ws/v5/public";
    /** 实盘公共 WS 地址 */
    private static final String WS_PUBLIC_URL_PROD = "wss://ws.okx.com:8443/ws/v5/public";
    /** 模拟盘私有 WS 地址 */
    private static final String WS_PRIVATE_URL_SIM = "wss://wspap.okx.com:8443/ws/v5/private";
    /** 实盘私有 WS 地址 */
    private static final String WS_PRIVATE_URL_PROD = "wss://ws.okx.com:8443/ws/v5/private";

    private final ExchangeInfoEnum account;
    private final boolean isPublic;
    private final String logPrefix;
    private WebSocketClient webSocketClient;
    private ScheduledExecutorService heartbeatExecutor;
    private volatile ScheduledFuture<?> pongTimeoutFuture;
@@ -63,8 +69,10 @@
        return t;
    });

    public OkxGridWsClient(ExchangeInfoEnum account) {
    public OkxGridWsClient(ExchangeInfoEnum account, boolean isPublic) {
        this.account = account;
        this.isPublic = isPublic;
        this.logPrefix = isPublic ? "[OKX-Grid-WS-PUB]" : "[OKX-Grid-WS-PRI]";
    }

    public void addChannelHandler(OkxGridChannelHandler handler) {
@@ -73,7 +81,7 @@

    public void init() {
        if (!isInitialized.compareAndSet(false, true)) {
            log.warn("[OKX-Grid-WS] 已初始化过，跳过重复初始化");
            log.warn("[{}] 已初始化过，跳过重复初始化", logPrefix);
            return;
        }
        connect();
@@ -81,7 +89,7 @@
    }

    public void destroy() {
        log.info("[OKX-Grid-WS] 开始销毁...");
        log.info("[{}] 开始销毁...", logPrefix);
        if (webSocketClient != null && webSocketClient.isOpen()) {
            for (OkxGridChannelHandler handler : channelHandlers) {
                handler.unsubscribe(webSocketClient);
@@ -98,18 +106,23 @@
        shutdownExecutorGracefully(heartbeatExecutor);
        if (pongTimeoutFuture != null) pongTimeoutFuture.cancel(true);
        shutdownExecutorGracefully(sharedExecutor);
        log.info("[OKX-Grid-WS] 销毁完成");
        log.info("[{}] 销毁完成", logPrefix);
    }

    private void connect() {
        if (isConnecting.get() || !isConnecting.compareAndSet(false, true)) {
            log.info("[OKX-Grid-WS] 连接进行中，跳过重复请求");
            log.info("[{}] 连接进行中，跳过重复请求", logPrefix);
            return;
        }
        try {
            SSLConfig.configureSSL();
            System.setProperty("https.protocols", "TLSv1.2,TLSv1.3");
            String wsUrl = account.isAccountType() ? WS_URL_PROD : WS_URL_SIM;
            String wsUrl;
            if (account.isAccountType()) {
                wsUrl = isPublic ? WS_PUBLIC_URL_PROD : WS_PRIVATE_URL_PROD;
            } else {
                wsUrl = isPublic ? WS_PUBLIC_URL_SIM : WS_PRIVATE_URL_SIM;
            }
            URI uri = new URI(wsUrl);

            if (webSocketClient != null) {
@@ -119,12 +132,16 @@
            webSocketClient = new WebSocketClient(uri) {
                @Override
                public void onOpen(ServerHandshake handshake) {
                    log.info("[OKX-Grid-WS] 连接成功");
                    log.info("[{}] 连接成功", logPrefix);
                    isConnected.set(true);
                    isConnecting.set(false);
                    if (sharedExecutor != null && !sharedExecutor.isShutdown()) {
                        resetHeartbeatTimer();
                        wsLogin();
                        if (isPublic) {
                            subscribeAllHandlers();
                        } else {
                            wsLogin();
                        }
                    }
                }

@@ -137,26 +154,26 @@

                @Override
                public void onClose(int code, String reason, boolean remote) {
                    log.warn("[OKX-Grid-WS] 连接关闭, code:{}, reason:{}", code, reason);
                    log.warn("[{}] 连接关闭, code:{}, reason:{}", logPrefix, code, reason);
                    isConnected.set(false);
                    isConnecting.set(false);
                    cancelPongTimeout();
                    if (sharedExecutor != null && !sharedExecutor.isShutdown() && !sharedExecutor.isTerminated()) {
                        sharedExecutor.execute(() -> {
                            try { reconnectWithBackoff(); } catch (InterruptedException e) { Thread.currentThread().interrupt(); } catch (Exception e) { log.error("[OKX-Grid-WS] 重连失败", e); }
                            try { reconnectWithBackoff(); } catch (InterruptedException e) { Thread.currentThread().interrupt(); } catch (Exception e) { log.error("[{}] 重连失败", logPrefix, e); }
                        });
                    }
                }

                @Override
                public void onError(Exception ex) {
                    log.error("[OKX-Grid-WS] 发生错误", ex);
                    log.error("[{}] 发生错误", logPrefix, ex);
                    isConnected.set(false);
                }
            };
            webSocketClient.connect();
        } catch (URISyntaxException e) {
            log.error("[OKX-Grid-WS] URI格式错误", e);
            log.error("[{}] URI格式错误", logPrefix, e);
            isConnecting.set(false);
        }
    }
@@ -180,9 +197,16 @@
            args.add(loginArgs);
            msg.put("args", args);
            webSocketClient.send(msg.toJSONString());
            log.info("[OKX-Grid-WS] 发送登录请求");
            log.info("[{}] 发送登录请求", logPrefix);
        } catch (Exception e) {
            log.error("[OKX-Grid-WS] 登录请求构建失败", e);
            log.error("[{}] 登录请求构建失败", logPrefix, e);
        }
    }

    private void subscribeAllHandlers() {
        log.info("[{}] 开始订阅频道", logPrefix);
        for (OkxGridChannelHandler handler : channelHandlers) {
            handler.subscribe(webSocketClient);
        }
    }

@@ -192,33 +216,27 @@
            String event = response.getString("event");
            String op = response.getString("op");

            // 登录成功 → 订阅所有频道
            if ("login".equals(event) || ("login".equals(op))) {
                log.info("[OKX-Grid-WS] 登录成功, 开始订阅频道");
                for (OkxGridChannelHandler handler : channelHandlers) {
                    handler.subscribe(webSocketClient);
                }
                log.info("[{}] 登录成功, 开始订阅频道", logPrefix);
                subscribeAllHandlers();
                return;
            }

            // 订阅确认
            if ("subscribe".equals(event) || "unsubscribe".equals(event)) {
                log.info("[OKX-Grid-WS] {}事件: {}", event, response.getString("arg"));
                log.info("[{}] {}事件: {}", logPrefix, event, response.getString("arg"));
                return;
            }

            // 错误
            if ("error".equals(event)) {
                log.error("[OKX-Grid-WS] 错误: {}", message);
                log.error("[{}] 错误: {}", logPrefix, message);
                return;
            }

            // 数据推送 → 路由到 handler
            for (OkxGridChannelHandler handler : channelHandlers) {
                if (handler.handleMessage(response)) return;
            }
        } catch (Exception e) {
            log.error("[OKX-Grid-WS] 处理消息失败: {}", message, e);
            log.error("[{}] 处理消息失败: {}", logPrefix, message, e);
        }
    }

@@ -250,9 +268,9 @@
        try {
            if (webSocketClient != null && webSocketClient.isOpen()) {
                webSocketClient.send("ping");
                log.debug("[OKX-Grid-WS] 发送 ping");
                log.debug("[{}] 发送 ping", logPrefix);
            }
        } catch (Exception e) { log.warn("[OKX-Grid-WS] 发送 ping 失败", e); }
        } catch (Exception e) { log.warn("[{}] 发送 ping 失败", logPrefix, e); }
    }

    private synchronized void cancelPongTimeout() {
@@ -264,9 +282,9 @@
        long delayMs = 5000;
        while (attempt < maxAttempts) {
            try { Thread.sleep(delayMs); connect(); return; }
            catch (Exception e) { log.warn("[OKX-Grid-WS] 第{}次重连失败", attempt + 1, e); delayMs *= 2; attempt++; }
            catch (Exception e) { log.warn("[{}] 第{}次重连失败", logPrefix, attempt + 1, e); delayMs *= 2; attempt++; }
        }
        log.error("[OKX-Grid-WS] 超过最大重试次数({})，放弃重连", maxAttempts);
        log.error("[{}] 超过最大重试次数({})，放弃重连", logPrefix, maxAttempts);
    }

    private void shutdownExecutorGracefully(ExecutorService executor) {

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

@@ -44,8 +44,10 @@
@ConditionalOnProperty(prefix = "app", name = "quant", havingValue = "true")
public class OkxWebSocketClientManager {

    /** 网格交易 WS 客户端 */
    private OkxGridWsClient gridWsClient;
    /** 网格交易公共 WS 客户端（candle1m） */
    private OkxGridWsClient gridWsClientPublic;
    /** 网格交易私有 WS 客户端（positions / orders-algo） */
    private OkxGridWsClient gridWsClientPrivate;
    /** 网格交易策略服务 */
    private OkxGridTradeService gridTradeService;
    /** 统一配置 */
@@ -102,13 +104,19 @@
            gridTradeService = new OkxGridTradeService(okxConfig, okxAccount);
            gridTradeService.init();

            // 4. 创建 WS 客户端并注册 3 个频道处理器
            gridWsClient = new OkxGridWsClient(primaryAccount);
            gridWsClient.addChannelHandler(new OkxKlineChannelHandler(okxConfig.getInstId(), gridTradeService));
            gridWsClient.addChannelHandler(new OkxPositionsChannelHandler(okxConfig.getInstId(), gridTradeService));
            gridWsClient.addChannelHandler(new OkxAlgoOrdersChannelHandler(okxConfig.getInstId(), gridTradeService));
            gridWsClient.init();
            log.info("[OKX-Manager] WS已连接, 已注册 3 个频道处理器: candle1m/positions/orders-algo");
            // 4. 创建 WS 客户端并注册频道处理器
            // 公共 WS：candle1m（K线数据）
            gridWsClientPublic = new OkxGridWsClient(primaryAccount, true);
            gridWsClientPublic.addChannelHandler(new OkxKlineChannelHandler(okxConfig.getInstId(), gridTradeService));
            gridWsClientPublic.init();

            // 私有 WS：positions + orders-algo（持仓 + 条件单）
            gridWsClientPrivate = new OkxGridWsClient(primaryAccount, false);
            gridWsClientPrivate.addChannelHandler(new OkxPositionsChannelHandler(okxConfig.getInstId(), gridTradeService));
            gridWsClientPrivate.addChannelHandler(new OkxAlgoOrdersChannelHandler(okxConfig.getInstId(), gridTradeService));
            gridWsClientPrivate.init();

            log.info("[OKX-Manager] WS已连接, 公共: candle1m, 私有: positions/orders-algo");

            // 5. 激活策略，等待首根 K 线触发基底双开
            gridTradeService.startGrid();
@@ -133,11 +141,18 @@
                log.error("[OKX-Manager] 停止策略失败", e);
            }
        }
        if (gridWsClient != null) {
        if (gridWsClientPublic != null) {
            try {
                gridWsClient.destroy();
                gridWsClientPublic.destroy();
            } catch (Exception e) {
                log.error("[OKX-Manager] 销毁WS客户端失败", e);
                log.error("[OKX-Manager] 销毁公共WS客户端失败", e);
            }
        }
        if (gridWsClientPrivate != null) {
            try {
                gridWsClientPrivate.destroy();
            } catch (Exception e) {
                log.error("[OKX-Manager] 销毁私有WS客户端失败", e);
            }
        }

@@ -146,8 +161,9 @@

    /** @return 网格交易策略服务实例 */
    public OkxGridTradeService getGridTradeService() { return gridTradeService; }
    /** @return 网格交易 WS 客户端实例 */
    public OkxGridWsClient getGridWsClient() { return gridWsClient; }
    /** @return 统一配置实例 */
    /** @return 网格交易公共 WS 客户端实例 */
    public OkxGridWsClient getGridWsClientPublic() { return gridWsClientPublic; }
    /** @return 网格交易私有 WS 客户端实例 */
    public OkxGridWsClient getGridWsClientPrivate() { return gridWsClientPrivate; }
    public OkxConfig getOkxConfig() { return okxConfig; }
}

 src/main/java/com/xcong/excoin/modules/okxNewPrice/okxpi/config/ResponseHandler.java

@@ -21,7 +21,7 @@
    }

    public static String handleResponse(Request request, boolean showLimitUsage) {
        try (Response response = OkHttpUtils.okHttpClient.newCall(request).execute()) {//OkHttpUtils.builder().okHttpClient
        try (Response response = OkHttpUtils.getClient().newCall(request).execute()) {
            String responseAsString = getResponseBodyAsString(response.body());

            if (response.code() >= HTTP_STATUS_CODE_400 && response.code() <= HTTP_STATUS_CODE_499) {

 src/main/java/com/xcong/excoin/modules/okxNewPrice/okxpi/config/utils/OkHttpUtils.java

@@ -74,6 +74,16 @@
    }

    /**
     * 确保 OkHttpClient 在任何请求路径下都已初始化（包括直接使用 new Request.Builder() 的场景）。
     */
    public static OkHttpClient getClient() {
        if (okHttpClient == null) {
            new OkHttpUtils(); // 触发构造函数中的 DCL 初始化
        }
        return okHttpClient;
    }

    /**
     * 创建OkHttpUtils
     *
     * @return

 src/main/java/com/xcong/excoin/modules/okxNewPrice/okx文档.txt

New file
Diff too large

 src/main/resources/application-okx.yml

New file
@@ -0,0 +1,2 @@
mybatis-plus:
  mapper-locations: classpath*:mapper/blackchain/*.xml, classpath*:mapper/ding/*.xml, classpath*:mapper/price/*.xml, classpath*:mapper/combom/*.xml, classpath*:mapper/record/*.xml, classpath*:mapper/uinfo/*.xml, classpath*:mapper/push/*.xml, classpath*:mapper/coin/*.xml, classpath*:mapper/user/*.xml, classpath*:mapper/demo/*.xml

 src/main/resources/application-test.yml

@@ -45,47 +45,6 @@
  ## 国际化配置
  messages:
    basename: i18n/messages
  ## redis配置
  redis:
    # Redis数据库索引（默认为 0）
    database: 8
    # Redis服务器地址
    host: 120.27.238.55
    # Redis服务器连接端口
    port: 6479
    # Redis 密码
    password: d3y6dsdl;f.327
    lettuce:
      pool:
        # 连接池中的最小空闲连接
        min-idle: 8
        # 连接池中的最大空闲连接
        max-idle: 500
        # 连接池最大连接数（使用负值表示没有限制）
        max-active: 2000
        # 连接池最大阻塞等待时间（使用负值表示没有限制）
        max-wait: 10000
    # 连接超时时间（毫秒）
    timeout: 500000

  rabbitmq:
    host: 120.27.238.55
    port: 5672
    username: ct_rabbit
    password: 123456
    publisher-confirm-type: correlated


#custom:
#  rabbitmq:
#    host: 120.27.238.55
#    port: 5672
#    username: ct_rabbit
#    password: 123456

mybatis-plus:
  mapper-locations: classpath:mapper/**/*.xml


app:
  debug: false

 src/main/resources/application.yml

@@ -47,47 +47,6 @@
  ## 国际化配置
  messages:
    basename: i18n/messages
  ## redis配置
  redis:
    # Redis数据库索引（默认为 0）
    database: 13
    # Redis服务器地址
    host: 120.27.238.55
    # Redis服务器连接端口
    port: 6479
    # Redis 密码
    password: d3y6dsdl;f.327
    lettuce:
      pool:
        # 连接池中的最小空闲连接
        min-idle: 8
        # 连接池中的最大空闲连接
        max-idle: 500
        # 连接池最大连接数（使用负值表示没有限制）
        max-active: 2000
        # 连接池最大阻塞等待时间（使用负值表示没有限制）
        max-wait: 10000
    # 连接超时时间（毫秒）
    timeout: 500000

  rabbitmq:
    host: 120.27.238.55
    port: 5672
    username: ct_rabbit
    password: 123456
    publisher-confirm-type: correlated


#custom:
#  rabbitmq:
#    host: 120.27.238.55
#    port: 5672
#    username: ct_rabbit
#    password: 123456

mybatis-plus:
  mapper-locations: classpath:mapper/**/*.xml


app:
  debug: false

 src/main/resources/mapper/TestUserDao.xml

File was deleted

 src/main/resources/mapper/contract/ContractEntrustOrderDao.xml

File was deleted

 src/main/resources/mapper/contract/ContractHoldOrderDao.xml

File was deleted

 src/main/resources/mapper/contract/ContractOrderDao.xml

File was deleted

 src/main/resources/mapper/home/MemberQuickBuySaleDao.xml

File was deleted

 src/main/resources/mapper/member/AgentReturnDao.xml

File was deleted

 src/main/resources/mapper/member/AppVersionDao.xml

File was deleted

 src/main/resources/mapper/member/MemberAccountFlowEntityDao.xml

File was deleted

 src/main/resources/mapper/member/MemberAccountMoneyChangeDao.xml

File was deleted

 src/main/resources/mapper/member/MemberAuthenticationDao.xml

File was deleted

 src/main/resources/mapper/member/MemberCoinAddressDao.xml

File was deleted

 src/main/resources/mapper/member/MemberCoinChargeDao.xml

File was deleted

 src/main/resources/mapper/member/MemberDao.xml

File was deleted

 src/main/resources/mapper/member/MemberLevelRateDao.xml

File was deleted

 src/main/resources/mapper/member/MemberPaymentMethodDao.xml

File was deleted

 src/main/resources/mapper/member/MemberSelectSymbolsDao.xml

File was deleted

 src/main/resources/mapper/member/MemberSettingDao.xml

File was deleted

 src/main/resources/mapper/member/MemberWalletAgentDao.xml

File was deleted

 src/main/resources/mapper/member/MemberWalletCoinDao.xml

File was deleted

 src/main/resources/mapper/member/MemberWalletContractDao.xml

File was deleted

 src/main/resources/mapper/member/MemberWalletContractSimulateDao.xml

File was deleted

 src/main/resources/mapper/platform/PlatformCnyUsdtExchangeDao.xml

File was deleted

 src/main/resources/mapper/platform/PlatformFeeSettingDao.xml

File was deleted

 src/main/resources/mapper/platform/PlatformSymbolsCoinDao.xml

File was deleted

 src/main/resources/mapper/platform/PlatformSymbolsContractDao.xml

File was deleted

 src/main/resources/mapper/platform/PlatformSymbolsSkuDao.xml

File was deleted

 src/main/resources/mapper/platform/TradeSettingDao.xml

File was deleted

 src/main/resources/mapper/walletCoinOrder/OrderCoinDealDao.xml

File was deleted

 src/main/resources/mapper/walletCoinOrder/OrderCoinsDao.xml

File was deleted