From 1b55621d4dcf3b4ee6b9c4beb81ad69e5b7a5856 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Fri, 05 Jun 2026 17:58:08 +0800
Subject: [PATCH] refactor(okxNewPrice): 优化止损管理器的挂单数量计算逻辑
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxGridTradeService.java | 3 +++
src/main/java/com/xcong/excoin/modules/okxNewPrice/StopLossManager.java | 39 ++++++++++++++++++++++++---------------
2 files changed, 27 insertions(+), 15 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxGridTradeService.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxGridTradeService.java
index 84a5e49..31db4aa 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxGridTradeService.java
@@ -215,6 +215,7 @@
longPriceQueue.clear();
currentLongOrderIds.clear();
currentShortOrderIds.clear();
+ stopLossManager.resetAllEntryQuantities();
// 每次重启重新获取当前本金，确保盈亏对比基准正确
refreshInitialPrincipal();
@@ -432,6 +433,7 @@
if (shortGridElement != null && shortGridElement.isHasShortOrder()) {
int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
stopLossManager.clearShortEntryState(shortGridElement);
+ stopLossManager.resetShortEntryQty();
stopLossManager.extendShortStopLoss(filledQty);
log.info("[OKX] 空单成交 gridId:{}, qty:{}, 追挂止损", shortGridElement.getId(), filledQty);
return;
@@ -440,6 +442,7 @@
if (longGridElement != null && longGridElement.isHasLongOrder()) {
int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
stopLossManager.clearLongEntryState(longGridElement);
+ stopLossManager.resetLongEntryQty();
stopLossManager.extendLongStopLoss(filledQty);
log.info("[OKX] 多单成交 gridId:{}, qty:{}, 追挂止损", longGridElement.getId(), filledQty);
return;
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/StopLossManager.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/StopLossManager.java
index 9b864eb..b534a98 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/StopLossManager.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/StopLossManager.java
@@ -3,7 +3,6 @@
import lombok.extern.slf4j.Slf4j;
import java.math.BigDecimal;
-import java.math.RoundingMode;
/**
* 止损管理器 — 负责基底止损单挂载、止损触发后的逐步缩进、以及止损追挂。
@@ -25,6 +24,11 @@
private final OkxConfig config;
private final OkxTradeExecutor executor;
+
+ /** 多仓挂单张数计数器：止损触发时递增后再使用；挂单成交后重置为1 */
+ private volatile int longEntryQty = 1;
+ /** 空仓挂单张数计数器：止损触发时递增后再使用；挂单成交后重置为1 */
+ private volatile int shortEntryQty = 1;
public StopLossManager(OkxConfig config, OkxTradeExecutor executor) {
this.config = config;
@@ -105,14 +109,11 @@
}
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- BigDecimal priceDiff = longEntryPrice.subtract(triggerPrice).abs();
- BigDecimal epsilon = new BigDecimal("0.00000001");
- int count = priceDiff.add(epsilon).divide(config.getStep(), 0, RoundingMode.DOWN).intValue();
- count = Math.max(1, count);
- int entryQty = count * Integer.parseInt(config.getQuantity());
+ longEntryQty++;
+ int entryQty = longEntryQty * Integer.parseInt(config.getQuantity());
String size = String.valueOf(entryQty);
- log.info("[OKX] 多仓止损触发 gridId:{}, 在gridId:{}挂{}张多单(价差:{},步长:{},count:{},qty:{})",
- gridId, newEntryGridId, entryQty, priceDiff, config.getStep(), count, config.getQuantity());
+ log.info("[OKX] 多仓止损触发 gridId:{}, 在gridId:{}挂{}张多单(计数器:{}, qty:{})",
+ gridId, newEntryGridId, entryQty, longEntryQty, config.getQuantity());
newEntryGrid.getLongTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice, size);
}
@@ -148,14 +149,11 @@
}
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- BigDecimal priceDiff = shortEntryPrice.subtract(triggerPrice).abs();
- BigDecimal epsilon = new BigDecimal("0.00000001");
- int count = priceDiff.add(epsilon).divide(config.getStep(), 0, RoundingMode.DOWN).intValue();
- count = Math.max(1, count);
- int entryQty = count * Integer.parseInt(config.getQuantity());
+ shortEntryQty++;
+ int entryQty = shortEntryQty * Integer.parseInt(config.getQuantity());
String size = String.valueOf(entryQty);
- log.info("[OKX] 空仓止损触发 gridId:{}, 在gridId:{}挂{}张空单(价差:{},步长:{},count:{},qty:{})",
- gridId, newEntryGridId, entryQty, priceDiff, config.getStep(), count, config.getQuantity());
+ log.info("[OKX] 空仓止损触发 gridId:{}, 在gridId:{}挂{}张空单(计数器:{}, qty:{})",
+ gridId, newEntryGridId, entryQty, shortEntryQty, config.getQuantity());
newEntryGrid.getShortTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice, size);
}
@@ -299,4 +297,15 @@
gridElement.setShortTakeProfitOrderId(profitId);
OkxGridElement.refreshIndices();
}
+
+ // ========== 计数器管理 ==========
+
+ /** 重置多仓挂单张数计数器（挂单成交后调用） */
+ public void resetLongEntryQty() { longEntryQty = 1; }
+
+ /** 重置空仓挂单张数计数器（挂单成交后调用） */
+ public void resetShortEntryQty() { shortEntryQty = 1; }
+
+ /** 重置全部挂单张数计数器（startGrid时调用） */
+ public void resetAllEntryQuantities() { longEntryQty = 1; shortEntryQty = 1; }
}
--
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