refactor(okxNewPrice): 重构网格交易策略逻辑

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2025-12-23 26c303d2087911caf0c541ecb62e044d00dececc

refactor(okxNewPrice): 重构网格交易策略逻辑

- 移除技术指标策略信号处理逻辑
- 实现基于队列的网格交易系统
- 添加买入开多和卖出平多的网格队列处理
- 添加买入平空和卖出开空的网格队列处理
- 重构仓位方向和交易信号的处理逻辑
- 优化价格比较和订单触发机制
- 改进手续费和盈亏计算逻辑
- 统一订单参数构建流程

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

@@ -113,7 +113,7 @@
            return tradeRequestParam;
        }
        tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
        return chooseEvent(tradeRequestParam);
        return tradeRequestParam;
    }

    /**
@@ -250,31 +250,30 @@
    public TradeRequestParam caoZuoInitEvent(String accountName, String markPx, String posSide) {

        log.info("当前网格初始化：操作账户：{}，当前价格: {},仓位方向: {}", accountName,markPx,posSide);
        
        // 根据技术指标策略获取开仓信号
        TradeRequestParam strategySignal = technicalIndicatorStrategy.getSignal(accountName, markPx, posSide);
        
        // 如果策略返回无信号或无效信号，则不进行开仓
        if (strategySignal == null || "NO_SIGNAL".equals(strategySignal.getTradeType())) {
            log.info("技术指标策略无开仓信号，不进行初始化开仓");
            TradeRequestParam tradeRequestParam = new TradeRequestParam();
            tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
            return tradeRequestParam;
        }
        
        // 使用策略信号进行开仓
        /**
         * 初始化订单请求参数
         *      获取仓位数量
         *      获取仓位方向
         */
        TradeRequestParam tradeRequestParam = new TradeRequestParam();
        tradeRequestParam.setAccountName(accountName);
        tradeRequestParam.setMarkPx(markPx);
        tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
        tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
        tradeRequestParam.setPosSide(strategySignal.getPosSide());
        tradeRequestParam.setPosSide(posSide);
        tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());

        tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
        tradeRequestParam.setSide(strategySignal.getSide());
        String side = null;
        if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)){
            side = CoinEnums.SIDE_BUY.getCode();
        }
        if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)){
            side = CoinEnums.SIDE_SELL.getCode();
        }
        tradeRequestParam.setSide(side);

        String clOrdId = WsParamBuild.getOrderNum(strategySignal.getSide());
        String clOrdId = WsParamBuild.getOrderNum(side);
        tradeRequestParam.setClOrdId(clOrdId);
        String sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
        tradeRequestParam.setSz(sz);
@@ -315,23 +314,45 @@
            BigDecimal markPx = new BigDecimal(markPxStr);
            BigDecimal avgPx = PositionsWs.getAccountMap(positionAccountName).get("avgPx");
            log.info("持仓价格: {}, 当前价格：{}，匹配队列中......", avgPx, markPx);
            // 初始化网格队列
            PriorityBlockingQueue<AscBigDecimal> queueAsc = WangGeListQueue.getQueueAsc();
            PriorityBlockingQueue<DescBigDecimal> queueKaiCang = wangGeListService.initKaiCang(avgPx, queueAsc);
            PriorityBlockingQueue<AscBigDecimal> queuePingCang = wangGeListService.initPingCang(avgPx, queueAsc);
            
            // 根据技术指标策略获取交易信号
            TradeRequestParam strategySignal = technicalIndicatorStrategy.getSignal(accountName, markPxStr, posSide);
            
            // 如果策略返回无信号，则不进行操作
            if (strategySignal == null || "NO_SIGNAL".equals(strategySignal.getTradeType())) {
                log.info("技术指标策略无信号，不进行操作");
                tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
                return tradeRequestParam;
            // 处理订单价格在队列中的情况
            String orderPrice = OrderInfoWs.getAccountMap(accountName).get("orderPrice");
            log.info("上一次网格触发价格: {}", orderPrice);
            handleOrderPriceInQueues(orderPrice, queueKaiCang, queuePingCang);
            // 判断是加仓还是减仓
            if (avgPx.compareTo(markPx) > 0) {
                log.info("开始买入开多...");
                if (!queueKaiCang.isEmpty()) {
                    DescBigDecimal kaiCang = queueKaiCang.peek();
                    log.info("买入开多队列价格{}", kaiCang.getValue());
                    if (kaiCang != null && markPx.compareTo(kaiCang.getValue()) <= 0 && avgPx.compareTo(kaiCang.getValue()) >= 0) {
                        log.info("开始买入开多...买入开多队列价格价格大于当前价格{}>{}", kaiCang.getValue(), markPx);
                        WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
                        String side = CoinEnums.SIDE_BUY.getCode();
                        tradeRequestParam.setSide(side);
                        String clOrdId = WsParamBuild.getOrderNum(side);
                        tradeRequestParam.setClOrdId(clOrdId);
                        String sz = buyCntTimeLongEvent(accountName, avgPx, markPx);
                        tradeRequestParam.setSz(sz);
                        log.info("买入开多参数准备成功......");
                    } else {
                        log.info("未触发加仓......，等待");
            }
            
            // 根据策略信号进行操作
            log.info("技术指标策略信号: {}, 执行相应操作", strategySignal.getTradeType());
            
            // 处理平仓信号
            if (CoinEnums.SIDE_SELL.getCode().equals(strategySignal.getSide())) {
                }else{
                    // 队列为空
                    log.info("超出了网格设置...");
                }
            } else if (avgPx.compareTo(markPx) < 0) {
                log.info("开始卖出平多...");
                if (!queuePingCang.isEmpty()) {
                    AscBigDecimal pingCang = queuePingCang.peek();
                    log.info("卖出平多队列价格：{}", pingCang.getValue());
                    if (pingCang != null && avgPx.compareTo(pingCang.getValue()) < 0) {
                        log.info("开始卖出平多...卖出平多队列价格大于开仓价格{}>{}", pingCang.getValue(), avgPx);
                // 手续费
                BigDecimal feeValue = PositionsWs.getAccountMap(positionAccountName).get("fee").multiply(new BigDecimal(2));
                //未实现收益
@@ -350,8 +371,9 @@
                    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));
                        tradeRequestParam.setSide(CoinEnums.SIDE_SELL.getCode());
                        String clOrdId = WsParamBuild.getOrderNum(CoinEnums.SIDE_SELL.getCode());
                                String side = CoinEnums.SIDE_SELL.getCode();
                                tradeRequestParam.setSide(side);
                                String clOrdId = WsParamBuild.getOrderNum(side);
                        tradeRequestParam.setClOrdId(clOrdId);
                        BigDecimal sz = PositionsWs.getAccountMap(positionAccountName).get("pos");
                        tradeRequestParam.setSz(String.valueOf( sz));
@@ -363,8 +385,9 @@
                    if (uplValue.compareTo(imrValue.add(feeValue))  >= 0) {
                        log.info("当前未实现盈亏：{}大于预计收益>{}，赚钱咯", uplValue, imrValue.add(feeValue));
                        WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
                        tradeRequestParam.setSide(CoinEnums.SIDE_SELL.getCode());
                        String clOrdId = WsParamBuild.getOrderNum(CoinEnums.SIDE_SELL.getCode());
                                String side = CoinEnums.SIDE_SELL.getCode();
                                tradeRequestParam.setSide(side);
                                String clOrdId = WsParamBuild.getOrderNum(side);
                        tradeRequestParam.setClOrdId(clOrdId);
                        BigDecimal sz = PositionsWs.getAccountMap(positionAccountName).get("pos");
                        tradeRequestParam.setSz(String.valueOf( sz));
@@ -373,22 +396,16 @@
                        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));
                    }
                }
                    } else {
                        log.info("未触发减仓......，等待");
            } 
            // 处理加仓信号
            else if (CoinEnums.SIDE_BUY.getCode().equals(strategySignal.getSide()) && avgPx.compareTo(markPx) > 0) {
                log.info("开始买入加仓...");
                WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
                tradeRequestParam.setSide(CoinEnums.SIDE_BUY.getCode());
                String clOrdId = WsParamBuild.getOrderNum(CoinEnums.SIDE_BUY.getCode());
                tradeRequestParam.setClOrdId(clOrdId);
                String sz = buyCntTimeLongEvent(accountName, avgPx, markPx);
                tradeRequestParam.setSz(sz);
                log.info("买入加仓参数准备成功......");
                }else{
                    // 队列为空
                    log.info("超出了网格设置...");
            }
            else {
                log.info("未触发操作......，等待");
            } else {
                log.info("价格波动较小......，等待");
            }
            
            return tradeRequestParam;
        } catch (NumberFormatException e) {
            log.error("开多方向异常", e);
@@ -411,24 +428,26 @@
            BigDecimal avgPx = PositionsWs.getAccountMap(positionAccountName).get("avgPx");
            log.info("持仓价格: {}, 当前价格：{}，匹配队列中......", avgPx, markPx);
            
            // 根据技术指标策略获取交易信号
            TradeRequestParam strategySignal = technicalIndicatorStrategy.getSignal(accountName, markPxStr, posSide);
            // 初始化网格队列
            PriorityBlockingQueue<AscBigDecimal> queueAsc = WangGeListQueue.getQueueAsc();
            PriorityBlockingQueue<DescBigDecimal> queueKaiCang = wangGeListService.initKaiCang(avgPx, queueAsc);
            PriorityBlockingQueue<AscBigDecimal> queuePingCang = wangGeListService.initPingCang(avgPx, queueAsc);
            
            // 如果策略返回无信号，则不进行操作
            if (strategySignal == null || "NO_SIGNAL".equals(strategySignal.getTradeType())) {
                log.info("技术指标策略无信号，不进行操作");
                tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
                return tradeRequestParam;
            }
            
            // 根据策略信号进行操作
            log.info("技术指标策略信号: {}, 执行相应操作", strategySignal.getTradeType());
            
            // 处理平仓信号
            if (CoinEnums.SIDE_BUY.getCode().equals(strategySignal.getSide())) {
            // 处理订单价格在队列中的情况
            String orderPrice = OrderInfoWs.getAccountMap(accountName).get("orderPrice");
            log.info("上一次网格触发价格：{}", orderPrice);
            handleOrderPriceInQueues(orderPrice, queueKaiCang, queuePingCang);
            // 判断是加仓还是减仓
            if (avgPx.compareTo(markPx) > 0) {
                log.info("开始买入平空...");
                if (!queueKaiCang.isEmpty()) {
                    DescBigDecimal kaiCang = queueKaiCang.peek();
                    log.info("买入平空队列价格{}", kaiCang.getValue());
                    if (kaiCang != null && avgPx.compareTo(kaiCang.getValue()) >= 0) {
                        log.info("开始买入平空...买入平空队列价格小于开仓价格{}<{}", kaiCang.getValue(), avgPx);

                // 手续费
                BigDecimal feeValue = PositionsWs.getAccountMap(positionAccountName).get("fee");
                        BigDecimal feeValue = PositionsWs.getAccountMap(positionAccountName).get("fee").multiply(new BigDecimal("2"));
                //未实现收益
                BigDecimal uplValue = PositionsWs.getAccountMap(positionAccountName).get("upl");
                //已实现收益
@@ -445,8 +464,9 @@
                    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));
                        tradeRequestParam.setSide(CoinEnums.SIDE_BUY.getCode());
                        String clOrdId = WsParamBuild.getOrderNum(CoinEnums.SIDE_BUY.getCode());
                                String side = CoinEnums.SIDE_BUY.getCode();
                                tradeRequestParam.setSide(side);
                                String clOrdId = WsParamBuild.getOrderNum(side);
                        tradeRequestParam.setClOrdId(clOrdId);
                        BigDecimal sz = PositionsWs.getAccountMap(positionAccountName).get("pos");
                        tradeRequestParam.setSz(String.valueOf( sz));
@@ -458,8 +478,9 @@
                    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));
                        tradeRequestParam.setSide(CoinEnums.SIDE_BUY.getCode());
                        String clOrdId = WsParamBuild.getOrderNum(CoinEnums.SIDE_BUY.getCode());
                                String side = CoinEnums.SIDE_BUY.getCode();
                                tradeRequestParam.setSide(side);
                                String clOrdId = WsParamBuild.getOrderNum(side);
                        tradeRequestParam.setClOrdId(clOrdId);
                        BigDecimal sz = PositionsWs.getAccountMap(positionAccountName).get("pos");
                        tradeRequestParam.setSz(String.valueOf( sz));
@@ -468,22 +489,37 @@
                        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));
                    }
                }
                    } else {
                        log.info("未触发减仓......，等待");
            } 
            // 处理加仓信号
            else if (CoinEnums.SIDE_SELL.getCode().equals(strategySignal.getSide()) && avgPx.compareTo(markPx) < 0) {
                log.info("开始卖出加仓...");
                }else{
                    log.info("开始减仓,但是超出了网格设置...");
                }
            } else if (avgPx.compareTo(markPx) < 0) {
                log.info("开始卖出开空...");
                if (!queuePingCang.isEmpty()) {
                    AscBigDecimal pingCang = queuePingCang.peek();
                    log.info("上限队列价格: {}", pingCang.getValue());
                    if (pingCang != null && markPx.compareTo(pingCang.getValue()) >= 0 && avgPx.compareTo(pingCang.getValue()) < 0) {
                        log.info("开始加仓...上限队列价格小于当前价格{}<={}", pingCang.getValue(), markPx);
                WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
                tradeRequestParam.setSide(CoinEnums.SIDE_SELL.getCode());
                String clOrdId = WsParamBuild.getOrderNum(CoinEnums.SIDE_SELL.getCode());
                        String side = CoinEnums.SIDE_SELL.getCode();
                        tradeRequestParam.setSide(side);
                        String clOrdId = WsParamBuild.getOrderNum(side);
                tradeRequestParam.setClOrdId(clOrdId);
                String sz = buyCntTimeShortEvent(accountName, avgPx, markPx);
                tradeRequestParam.setSz(sz);
                log.info("卖出加仓参数准备成功......");
                        log.info("卖出开空参数准备成功......");
                    } else {
                        log.info("未触发加仓......，等待");
            }
            else {
                log.info("未触发操作......，等待");
                }else{
                    // 队列为空
                    log.info("超出了网格设置...");
            }
            
            } else {
                log.info("价格波动较小......，等待");
            }
            return tradeRequestParam;
        } catch (NumberFormatException e) {
            log.error("开空方向异常", e);