refactor(okxNewPrice): 重构交易订单处理逻辑

Administrator

6 days ago 39252ec46c56c2f444b18af97180a9c07519bff6

refactor(okxNewPrice): 重构交易订单处理逻辑

- 移除平仓策略处理逻辑，只保留开仓订单处理
- 修改OrderInfoWs返回类型为List<TradeRequestParam>以支持多个订单参数
- 添加止盈止损价格计算逻辑，为订单添加止损参数
- 修改TradeOrderWs支持处理多个订单参数列表
- 优化下单参数验证和发送逻辑，使用循环处理多个订单

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

@@ -357,8 +357,7 @@

                    // 使用策略分析最新价格数据
                    MacdEmaStrategy.TradingOrder tradingOrderOpenOpen = strategy.generateTradingOrder(historicalPrices1M, MacdMaStrategy.OperationType.open.name());
                    MacdEmaStrategy.TradingOrder tradingOrderOpenClose = strategy.generateTradingOrder(historicalPrices1M, MacdMaStrategy.OperationType.close.name());
                    if (tradingOrderOpenOpen == null && tradingOrderOpenClose == null){
                    if (tradingOrderOpenOpen == null){
                        return;
                    }

@@ -375,10 +374,6 @@
                                log.info("{}开仓{}:{}",instId,tradingOrderOpenOpen.getPosSide(),tradingOrderOpenOpen.getSide());
                                doOpen(client.getWebSocketClient(),accountName, tradingOrderOpenOpen, closePx);
                            }
                            if (ObjectUtil.isNotEmpty(tradingOrderOpenClose)){
                                log.info("{}平仓{}:{}",instId,tradingOrderOpenClose.getPosSide(),tradingOrderOpenClose.getSide());
                                doclose(client.getWebSocketClient(),accountName, tradingOrderOpenClose, closePx);
                            }
                        }
                    }
                }
@@ -386,60 +381,6 @@
        } catch (Exception e) {
            log.error("处理 K线频道推送数据失败", e);
        }
    }

    private void doclose(WebSocketClient webSocketClient, String accountName, MacdEmaStrategy.TradingOrder tradingOrderOpenClose, BigDecimal closePx) {
        // 根据信号执行交易操作
        TradeRequestParam tradeRequestParam = new TradeRequestParam();
        tradeRequestParam.setAccountName(accountName);
        tradeRequestParam.setMarkPx(String.valueOf(closePx));
        tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
        tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
        tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
        String posSide = tradingOrderOpenClose.getPosSide();
        tradeRequestParam.setPosSide(posSide);

        String side = tradingOrderOpenClose.getSide();
        tradeRequestParam.setSide(side);

        String clOrdId = WsParamBuild.getOrderNum(side);
        tradeRequestParam.setClOrdId(clOrdId);

        String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
        BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
        if (BigDecimal.ZERO.compareTo( pos) >= 0) {
            log.error("历史网格止损方向没有持仓");
            tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
        }
        tradeRequestParam.setSz(String.valueOf(pos));

        BigDecimal cashBal = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get("cashBal"));
        BigDecimal realKuiSunAmount = PositionsWs.getAccountMap(positionAccountName).get("upl");
        log.info("实际盈亏金额: {}", 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());
                tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
            }
            // 判断抗压
            if (realKuiSunAmount.compareTo(kangYaAmount) > 0 && realKuiSunAmount.compareTo(zhiSunAmount) <= 0){
                log.error("账户紧张扛仓......");
                tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
            }
        }


        TradeOrderWs.orderZhiYingZhiSunEventNoState(webSocketClient, tradeRequestParam);
    }

    private void doOpen(WebSocketClient webSocketClient, String accountName, MacdEmaStrategy.TradingOrder tradingOrderOpenOpen, BigDecimal closePx) {

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

@@ -18,6 +18,7 @@
import java.math.BigDecimal;
import java.net.URI;
import java.net.URISyntaxException;
import java.util.List;
import java.util.concurrent.*;
import java.util.concurrent.atomic.AtomicBoolean;
import java.util.concurrent.atomic.AtomicReference;
@@ -384,8 +385,8 @@
        // 这会导致多账号之间的数据冲突。需要进一步修改这些类的设计，让数据存储与特定账号关联
        if (OrderInfoWs.ORDERINFOWS_CHANNEL.equals(channel)) {
//            OrderInfoWs.handleEvent(response, redisUtils, account.name());
            TradeRequestParam tradeRequestParam = OrderInfoWs.handleEvent(response, redisUtils, account.name());
            TradeOrderWs.orderZhiYingZhiSunEventNoState(webSocketClient, tradeRequestParam);
            List<TradeRequestParam> tradeRequestParams = OrderInfoWs.handleEvent(response, redisUtils, account.name());
            TradeOrderWs.orderZhiYingZhiSunEventNoState(webSocketClient, tradeRequestParams);
        }else if (AccountWs.ACCOUNTWS_CHANNEL.equals(channel)) {
            AccountWs.handleEvent(response, account.name());
        } else if (PositionsWs.POSITIONSWS_CHANNEL.equals(channel)) {

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

@@ -16,6 +16,8 @@

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;

@@ -69,7 +71,7 @@
    private static final String STATE_KEY = "state";
    private static final String FILLFEE_KEY = "fillFee";
    private static final String POSSIDE_KEY = "posSide";
    public static TradeRequestParam handleEvent(JSONObject response, RedisUtils redisUtils, String accountName) {
    public static List<TradeRequestParam> handleEvent(JSONObject response, RedisUtils redisUtils, String accountName) {

        log.info("开始执行OrderInfoWs......");
        try {
@@ -116,6 +118,7 @@

                    log.info("{}: 订单详情已完成: {}, 自定义编号: {}", accountName, CoinEnums.HE_YUE.getCode(), clOrdId);

                    ArrayList<TradeRequestParam> tradeRequestParams = new ArrayList<>();
                    TradeRequestParam tradeRequestParam = new TradeRequestParam();
                    tradeRequestParam.setAccountName(accountName);
                    BigDecimal zhiYingPx = getZhiYingPx(
@@ -137,7 +140,30 @@
                    tradeRequestParam.setSide(CoinEnums.POSSIDE_LONG.getCode().equals(posSide) ? CoinEnums.SIDE_SELL.getCode() : CoinEnums.SIDE_BUY.getCode());
                    tradeRequestParam.setClOrdId(WsParamBuild.getOrderNum(tradeRequestParam.getSide()));
                    tradeRequestParam.setSz(accFillSz);
                    return tradeRequestParam;

                    TradeRequestParam tradeRequestParamZhiSun = new TradeRequestParam();
                    tradeRequestParamZhiSun.setAccountName(accountName);
                    BigDecimal zhiSunPx = getZhiSunPx(
                            accountName,
                            posSide,
                            fillFee,
                            WsMapBuild.parseBigDecimalSafe(InstrumentsWs.getAccountMap(accountName).get(CoinEnums.CTVAL.name())),
                            WsMapBuild.parseBigDecimalSafe(accFillSz),
                            WsMapBuild.parseBigDecimalSafe(InstrumentsWs.getAccountMap(accountName).get(CoinEnums.CONTRACTMULTIPLIER.name())),
                            WsMapBuild.parseBigDecimalSafe(avgPx),
                            WsMapBuild.parseBigDecimalSafe(CoinEnums.LEVERAGE.getCode())
                    );
                    tradeRequestParamZhiSun.setMarkPx(String.valueOf(zhiSunPx));
                    tradeRequestParamZhiSun.setInstId(CoinEnums.HE_YUE.getCode());
                    tradeRequestParamZhiSun.setTdMode(CoinEnums.CROSS.getCode());
                    tradeRequestParamZhiSun.setPosSide(posSide);
                    tradeRequestParamZhiSun.setOrdType(CoinEnums.ORDTYPE_LIMIT.getCode());
                    tradeRequestParamZhiSun.setTradeType(OrderParamEnums.TRADE_YES.getValue());
                    tradeRequestParamZhiSun.setSide(CoinEnums.POSSIDE_LONG.getCode().equals(posSide) ? CoinEnums.SIDE_SELL.getCode() : CoinEnums.SIDE_BUY.getCode());
                    tradeRequestParamZhiSun.setClOrdId(WsParamBuild.getOrderNum(tradeRequestParamZhiSun.getSide()));
                    tradeRequestParamZhiSun.setSz(accFillSz);
                    tradeRequestParams.add(tradeRequestParamZhiSun);
                    return tradeRequestParams;

                }
                return null;
@@ -164,6 +190,23 @@
    /**
     * 计算预期收益
     */
    public static BigDecimal getZhiSunPx(
            String accountName, String posSide, String fillFee, BigDecimal coinValue, BigDecimal coinNum,
            BigDecimal contractMultiplier, BigDecimal avgPx, BigDecimal leverage
    ) {
        BigDecimal initMargin = getInitMargin(coinValue, coinNum, contractMultiplier, avgPx, leverage);
        String pingCangImr = StrUtil.isEmpty(InstrumentsWs.getAccountMap(accountName).get(CoinEnums.PING_CANG_SHOUYI.name())) ? "0.2" : InstrumentsWs.getAccountMap(accountName).get(CoinEnums.PING_CANG_SHOUYI.name());
        BigDecimal expectProfit = (initMargin)
                .multiply(new BigDecimal(pingCangImr))
                .add(new BigDecimal(fillFee).abs())
                .multiply(new BigDecimal("-1"))
                .setScale(4, RoundingMode.DOWN);
        log.info("{}: 订单详情-预期收益: {}", accountName, expectProfit);
        return getMarkPrice(expectProfit,posSide, coinValue, coinNum, contractMultiplier, avgPx, leverage);
    }
    /**
     * 计算预期收益
     */
    public static BigDecimal getZhiYingPx(
            String accountName, String posSide, String fillFee, BigDecimal coinValue, BigDecimal coinNum,
            BigDecimal contractMultiplier, BigDecimal avgPx, BigDecimal leverage

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

@@ -13,6 +13,7 @@
import org.java_websocket.client.WebSocketClient;

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

@@ -136,15 +137,16 @@
        }
    }

    public static void orderZhiYingZhiSunEventNoState(WebSocketClient webSocketClient, TradeRequestParam tradeRequestParam) {
    public static void orderZhiYingZhiSunEventNoState(WebSocketClient webSocketClient, List<TradeRequestParam> tradeRequestParams) {


        log.info("开始执行TradeOrderWs......");
        if (tradeRequestParam == null){
        if (tradeRequestParams == null){

            log.warn("下单{}参数缺失，取消发送",tradeRequestParam);
            log.warn("下单{}参数缺失，取消发送",tradeRequestParams);
            return;
        }
        for (TradeRequestParam tradeRequestParam : tradeRequestParams){
        String accountName = tradeRequestParam.getAccountName();
        String markPx = tradeRequestParam.getMarkPx();
        String instId = tradeRequestParam.getInstId();
@@ -174,14 +176,14 @@

        ){
            log.warn("下单参数缺失，取消发送");
            return;
                continue;
        }
        log.info("账户：{}，类型：{}，触发价格：{}，币种：{}，方向：{}，买卖：{}，数量：{}，是否允许下单：{}，编号：{}，",
                accountName,ordType, markPx, instId, posSide,side,  sz, tradeType, clOrdId);
        //验证是否允许下单
        if (StrUtil.isNotEmpty(tradeType) && OrderParamEnums.TRADE_NO.getValue().equals(tradeType)) {
            log.warn("账户{}不允许下单，取消发送", accountName);
            return;
                continue;
        }

        /**
@@ -215,6 +217,7 @@
            log.error("下单构建失败", e);
        }
    }
    }