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/GridQueueBuilder.java | 152 ++++++++++++++++++++++++++++++++++++++++++++++++++
1 files changed, 152 insertions(+), 0 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/GridQueueBuilder.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/GridQueueBuilder.java
new file mode 100644
index 0000000..a2d03e4
--- /dev/null
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/GridQueueBuilder.java
@@ -0,0 +1,152 @@
+package com.xcong.excoin.modules.okxNewPrice;
+
+import lombok.extern.slf4j.Slf4j;
+
+import java.math.BigDecimal;
+import java.math.RoundingMode;
+import java.util.ArrayList;
+import java.util.List;
+
+/**
+ * 网格价格队列构建器 — 从基底入场价生成双向价格队列和 OkxGridElement 列表。
+ *
+ * <h3>职责</h3>
+ * <ul>
+ * <li>根据基底空头入场价，向下递减排空仓队列</li>
+ * <li>向上递增排多仓队列</li>
+ * <li>整合两队列为 OkxGridElement 列表并注入 {@link OkxConfig}</li>
+ * </ul>
+ *
+ * <h3>线程安全</h3>
+ * 本类为纯函数式（除 config.setStep / config.setGridElements 副作用外），
+ * 每次调用返回新构建的对象，不持有可变状态。
+ *
+ * @author Administrator
+ */
+@Slf4j
+public final class GridQueueBuilder {
+
+ private GridQueueBuilder() { /* utility class */ }
+
+ /**
+ * 从基底入场价向下递减生成空仓价格队列，降序排列（大→小）。
+ *
+ * @param config 全局配置（step 会被计算并写入）
+ * @param basePrice 空仓基底入场价
+ * @return 空仓价格队列，按降序排列
+ */
+ public static List<BigDecimal> buildShortQueue(OkxConfig config, BigDecimal basePrice) {
+ int prec = config.getPriceScale();
+ BigDecimal step = basePrice.multiply(config.getGridRate()).setScale(prec, RoundingMode.HALF_UP);
+ config.setStep(step); // 其它方法依赖此 step
+
+ List<BigDecimal> queue = new ArrayList<>();
+ BigDecimal elem = basePrice.subtract(step).setScale(prec, RoundingMode.HALF_UP);
+ for (int i = 0; i < config.getGridQueueSize(); i++) {
+ queue.add(elem);
+ elem = elem.subtract(step).setScale(prec, RoundingMode.HALF_UP);
+ if (elem.compareTo(BigDecimal.ZERO) <= 0) break;
+ }
+ queue.sort((a, b) -> b.compareTo(a)); // 降序
+ log.info("[OKX] 空队列:{}", queue);
+ return queue;
+ }
+
+ /**
+ * 从基底入场价向上递增生成多仓价格队列，升序排列（小→大）。
+ *
+ * @param config 全局配置（使用已设置的 step）
+ * @param basePrice 空仓基底入场价（对齐 Gate 版本，多仓队列也以此为基准）
+ * @return 多仓价格队列，按升序排列
+ */
+ public static List<BigDecimal> buildLongQueue(OkxConfig config, BigDecimal basePrice) {
+ int prec = config.getPriceScale();
+ BigDecimal step = config.getStep();
+ List<BigDecimal> queue = new ArrayList<>();
+ BigDecimal elem = basePrice.add(step).setScale(prec, RoundingMode.HALF_UP);
+ for (int i = 0; i < config.getGridQueueSize(); i++) {
+ queue.add(elem);
+ elem = elem.add(step).setScale(prec, RoundingMode.HALF_UP);
+ }
+ queue.sort(BigDecimal::compareTo); // 升序
+ log.info("[OKX] 多队列:{}", queue);
+ return queue;
+ }
+
+ /**
+ * 将空/多仓队列整合为 OkxGridElement 列表。
+ * <ul>
+ * <li>空仓网格: id = -1, -2, -3 …</li>
+ * <li>基底网格: id = 0（短仓入场价位置）</li>
+ * <li>多仓网格: id = +1, +2, +3 …</li>
+ * </ul>
+ * 每个网格元素包含两个方向的 {@link OkxTraderParam}（入场价 / 止盈价 / 数量）。
+ *
+ * @param config 全局配置
+ * @param shortQueue 空仓价格队列
+ * @param longQueue 多仓价格队列
+ * @param basePrice 空仓基底入场价
+ * @return 构建好的网格元素列表（已注入 config）
+ */
+ public static List<OkxGridElement> buildGridElements(OkxConfig config,
+ List<BigDecimal> shortQueue,
+ List<BigDecimal> longQueue,
+ BigDecimal basePrice) {
+ List<OkxGridElement> elements = new ArrayList<>();
+ int shortSize = shortQueue.size();
+ int longSize = longQueue.size();
+ int prec = config.getPriceScale();
+ BigDecimal step = config.getStep();
+ String qty = config.getQuantity();
+
+ // ---- 空仓网格: id = -1, -2, … ----
+ for (int i = 0; i < shortSize; i++) {
+ int id = -(i + 1);
+ Integer upId = (i == 0) ? 0 : id + 1;
+ Integer downId = (i == shortSize - 1) ? null : id - 1;
+ BigDecimal price = shortQueue.get(i);
+ OkxTraderParam longParam = OkxTraderParam.builder()
+ .direction(OkxTraderParam.Direction.LONG)
+ .entryPrice(price).takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
+ OkxTraderParam shortParam = OkxTraderParam.builder()
+ .direction(OkxTraderParam.Direction.SHORT)
+ .entryPrice(price).takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
+ elements.add(OkxGridElement.builder().id(id).gridPrice(price).upId(upId).downId(downId)
+ .longTraderParam(longParam).shortTraderParam(shortParam).build());
+ }
+
+ // ---- 基底网格: id = 0 ----
+ {
+ BigDecimal price = basePrice;
+ OkxTraderParam longParam = OkxTraderParam.builder()
+ .direction(OkxTraderParam.Direction.LONG)
+ .entryPrice(price).takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
+ OkxTraderParam shortParam = OkxTraderParam.builder()
+ .direction(OkxTraderParam.Direction.SHORT)
+ .entryPrice(price).takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
+ elements.add(OkxGridElement.builder().id(0).gridPrice(price)
+ .upId(shortSize > 0 ? 1 : null).downId(longSize > 0 ? -1 : null)
+ .longTraderParam(longParam).shortTraderParam(shortParam).build());
+ }
+
+ // ---- 多仓网格: id = 1, 2, … ----
+ for (int i = 0; i < longSize; i++) {
+ int id = i + 1;
+ Integer downId = (i == 0) ? 0 : id - 1;
+ Integer upId = (i == longSize - 1) ? null : id + 1;
+ BigDecimal price = longQueue.get(i);
+ OkxTraderParam longParam = OkxTraderParam.builder()
+ .direction(OkxTraderParam.Direction.LONG)
+ .entryPrice(price).takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
+ OkxTraderParam shortParam = OkxTraderParam.builder()
+ .direction(OkxTraderParam.Direction.SHORT)
+ .entryPrice(price).takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
+ elements.add(OkxGridElement.builder().id(id).gridPrice(price).upId(upId).downId(downId)
+ .longTraderParam(longParam).shortTraderParam(shortParam).build());
+ }
+
+ config.setGridElements(elements);
+ log.info("[OKX] 网格元素列表已构建, 共{}个元素", elements.size());
+ return elements;
+ }
+}
--
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