From 210185d734be19b713816e2cb62df74b9625c485 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Wed, 17 Dec 2025 14:08:43 +0800
Subject: [PATCH] refactor(okxNewPrice): 调整网格操作逻辑
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java | 130 +++++++++++++++++++++++++------------------
1 files changed, 75 insertions(+), 55 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java
index 125a125..915fa56 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java
@@ -52,23 +52,35 @@
return null;
}
String markPx = ObjectUtil.isEmpty(redisUtils.getString(CoinEnums.HE_YUE.getCode())) ? "0" : redisUtils.getString(CoinEnums.HE_YUE.getCode());
+
+ log.info("当前价格: {}", markPx);
WangGeListEnum gridByPrice = WangGeListEnum.getGridByPrice(new BigDecimal(markPx));
if (gridByPrice == null){
log.error("没有获取到网格参数......");
return null;
}
- Map<String, String> accountMap = InstrumentsWs.getAccountMap(accountName);
- String wanggeName = accountMap.get(CoinEnums.WANG_GE_OLD.name());
+ log.info("当前网格: {}", gridByPrice.name());
+
+ PriorityBlockingQueue<AscBigDecimal> ascBigDecimals = wangGeListService.initWangGe(markPx);
+ if (ascBigDecimals == null){
+ log.error("没有获取到网格队列......");
+ return null;
+ }
/**
* 如果下单的网格不属于同一个网格，则先止损掉老的网格的仓位
*/
+ Map<String, String> accountMap = InstrumentsWs.getAccountMap(accountName);
+ String wanggeName = accountMap.get(CoinEnums.WANG_GE_OLD.name());
if (StrUtil.isNotEmpty(wanggeName) && !wanggeName.equals(gridByPrice.name())){
log.error("正在止损老的网格仓位......");
WangGeListEnum oldWangge = WangGeListEnum.getByName(wanggeName);
- WsMapBuild.saveStringToMap(accountMap, CoinEnums.POSSIDE.name(), oldWangge.getFang_xiang());
- return OrderParamEnums.OUT.getValue();
+ if (oldWangge != null){
+ WsMapBuild.saveStringToMap(accountMap, CoinEnums.POSSIDE.name(), oldWangge.getFang_xiang());
+ return OrderParamEnums.OUT.getValue();
+ }
}
String posSide = gridByPrice.getFang_xiang();
+ log.info("仓位方向: {}", posSide);
WsMapBuild.saveStringToMap(accountMap, CoinEnums.POSSIDE.name(), posSide);
String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
BigDecimal positionsReadyState = PositionsWs.getAccountMap(positionAccountName).get(CoinEnums.READY_STATE.name()) == null
@@ -117,16 +129,6 @@
return OrderParamEnums.HOLDING.getValue();
}
}
-
- if (PositionsWs.getAccountMap(positionAccountName).get("pos") == null){
- log.error("没有获取到持仓信息，等待初始化......");
- return null;
- }
- BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
- if (BigDecimal.ZERO.compareTo( pos) >= 0) {
- log.error("持仓数量为零，进行初始化订单");
- return OrderParamEnums.INIT.getValue();
- }
// 判断是否保证金超标
if (PositionsWs.getAccountMap(positionAccountName).get("imr") == null){
log.error("没有获取到持仓信息，等待初始化......");
@@ -139,15 +141,19 @@
return OrderParamEnums.HOLDING.getValue();
}
- PriorityBlockingQueue<AscBigDecimal> ascBigDecimals = wangGeListService.initWangGe(markPx);
- if (ascBigDecimals == null){
- log.error("没有获取到网格队列......");
+ if (PositionsWs.getAccountMap(positionAccountName).get("pos") == null){
+ log.error("没有获取到持仓信息，等待初始化......");
return null;
}
+ BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
+ if (BigDecimal.ZERO.compareTo( pos) >= 0) {
+ log.error("持仓数量为零，进行初始化订单");
+ return OrderParamEnums.INIT.getValue();
+ }
if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)){
- return caoZuoLong(accountName);
+ return caoZuoLong(accountName,markPx);
}else if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)){
- return caoZuoShort(accountName);
+ return caoZuoShort(accountName,markPx);
}else{
log.error("账户未设置持仓方向......");
return null;
@@ -155,13 +161,14 @@
}
@Override
- public String caoZuoLong(String accountName) {
+ public String caoZuoLong(String accountName,String markPxStr) {
log.info("开始看涨执行操作CaoZuoServiceImpl......");
try {
String positionAccountName = PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_LONG.getCode());
// 获取标记价格和平均持仓价格
- BigDecimal markPx = PositionsWs.getAccountMap(positionAccountName).get("markPx");
+// BigDecimal markPx = PositionsWs.getAccountMap(positionAccountName).get("markPx");
+ BigDecimal markPx = new BigDecimal(markPxStr);
BigDecimal avgPx = PositionsWs.getAccountMap(positionAccountName).get("avgPx");
log.info("开仓价格: {}, 当前价格：{}，匹配队列中......", avgPx, markPx);
@@ -172,18 +179,20 @@
// 处理订单价格在队列中的情况
String orderPrice = OrderInfoWs.getAccountMap(accountName).get("orderPrice");
+ log.info("订单价格: {}", orderPrice);
handleOrderPriceInQueues(orderPrice, queueKaiCang, queuePingCang);
// 判断是加仓还是减仓
if (avgPx.compareTo(markPx) > 0) {
log.info("开始加仓...");
if (queueKaiCang.isEmpty()) {
// 队列为空
-// log.info("开始加仓,但是超出了网格设置...");
+ log.info("开始加仓,但是超出了网格设置...");
return OrderParamEnums.HOLDING.getValue();
}
DescBigDecimal kaiCang = queueKaiCang.peek();
+ log.info("下限队列价格{}", kaiCang.getValue());
if (kaiCang != null && markPx.compareTo(kaiCang.getValue()) <= 0 && avgPx.compareTo(kaiCang.getValue()) >= 0) {
- log.info("开始加仓...开仓队列价格大于当前价格{}>{}", kaiCang.getValue(), markPx);
+ log.info("开始加仓...下限队列价格大于当前价格{}>{}", kaiCang.getValue(), markPx);
WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
boolean buyCntTimeFlag = buyCntTimeLongEvent(accountName, avgPx, markPx);
if (buyCntTimeFlag){
@@ -205,8 +214,9 @@
return OrderParamEnums.HOLDING.getValue();
}
AscBigDecimal pingCang = queuePingCang.peek();
+ log.info("上限队列价格：{}", pingCang.getValue());
if (pingCang != null && avgPx.compareTo(pingCang.getValue()) < 0) {
- log.info("开始减仓...平仓队列价格大于当前价格{}<={}", pingCang.getValue(), avgPx);
+ log.info("开始减仓...上限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
@@ -254,14 +264,15 @@
}
@Override
- public String caoZuoShort(String accountName) {
+ public String caoZuoShort(String accountName,String markPxStr) {
log.info("开始看空执行操作CaoZuoServiceImpl......");
try {
String positionAccountName = PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_SHORT.getCode());
// 获取标记价格和平均持仓价格
- BigDecimal markPx = PositionsWs.getAccountMap(positionAccountName).get("markPx");
+// BigDecimal markPx = PositionsWs.getAccountMap(positionAccountName).get("markPx");
+ BigDecimal markPx = new BigDecimal(markPxStr);
BigDecimal avgPx = PositionsWs.getAccountMap(positionAccountName).get("avgPx");
log.info("开仓价格: {}, 当前价格：{}，匹配队列中......", avgPx, markPx);
@@ -272,18 +283,20 @@
// 处理订单价格在队列中的情况
String orderPrice = OrderInfoWs.getAccountMap(accountName).get("orderPrice");
+ log.info("订单价格：{}", orderPrice);
handleOrderPriceInQueues(orderPrice, queueKaiCang, queuePingCang);
// 判断是加仓还是减仓
if (avgPx.compareTo(markPx) > 0) {
log.info("开始减仓...");
if (queueKaiCang.isEmpty()) {
// 队列为空
-// log.info("开始加仓,但是超出了网格设置...");
+ log.info("开始减仓,但是超出了网格设置...");
return OrderParamEnums.HOLDING.getValue();
}
DescBigDecimal kaiCang = queueKaiCang.peek();
+ log.info("下限队列价格{}", kaiCang.getValue());
if (kaiCang != null && avgPx.compareTo(kaiCang.getValue()) >= 0) {
- log.info("开始减仓...减仓队列价格小于开仓价格{}>{}", kaiCang.getValue(), avgPx);
+ log.info("开始减仓...下限队列价格小于开仓价格{}<{}", kaiCang.getValue(), avgPx);
// 手续费
BigDecimal feeValue = PositionsWs.getAccountMap(positionAccountName).get("fee").multiply(new BigDecimal("2"));
@@ -330,8 +343,9 @@
return OrderParamEnums.HOLDING.getValue();
}
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...加仓队列价格小于当前价格{}<={}", pingCang.getValue(), markPx);
+ 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));
boolean buyCntTimeFlag = buyCntTimeShortEvent(accountName, avgPx, markPx);
if (buyCntTimeFlag){
@@ -357,8 +371,11 @@
private boolean buyCntTimeLongEvent(String accountName, BigDecimal avgPx, BigDecimal markPx){
//判断当前价格和开仓价格直接间隔除以间距，取整，获取的数量是否大于等于0，如果大于0，则下单基础张数*倍数
String buyCntTime = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_TIME.name());
+ log.info("倍数次数间隔{}", buyCntTime);
BigDecimal subtract = avgPx.subtract(markPx);
- BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN);
+ log.info("倍数价格差距{}", subtract);
+ BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN).add(BigDecimal.ONE);
+ log.info("倍数次数{}", divide);
if (divide.compareTo(BigDecimal.ZERO) <= 0){
log.warn("加仓次数间隔时间小于0，不加仓");
return false;
@@ -369,8 +386,11 @@
private boolean buyCntTimeShortEvent(String accountName, BigDecimal avgPx, BigDecimal markPx){
//判断当前价格和开仓价格直接间隔除以间距，取整，获取的数量是否大于等于0，如果大于0，则下单基础张数*倍数
String buyCntTime = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_TIME.name());
+ log.info("倍数次数间隔{}", buyCntTime);
BigDecimal subtract = markPx.subtract(avgPx);
- BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN);
+ log.info("倍数价格差距{}", subtract);
+ BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN).add(BigDecimal.ONE);
+ log.info("倍数次数{}", divide);
if (divide.compareTo(BigDecimal.ZERO) <= 0){
log.warn("加仓次数间隔时间小于0，不加仓");
return false;
@@ -406,34 +426,34 @@
queueKaiCang.removeIf(item -> item.getValue().compareTo(priceDecimal) >= 0);
// 打印开仓队列
-// StringBuilder kaiCangStr = new StringBuilder();
-// kaiCangStr.append("开仓队列: [");
-// boolean first = true;
-// for (DescBigDecimal item : queueKaiCang) {
-// if (!first) {
-// kaiCangStr.append(", ");
-// }
-// kaiCangStr.append(item.getValue());
-// first = false;
-// }
-// kaiCangStr.append("]");
-// log.info(kaiCangStr.toString());
+ StringBuilder kaiCangStr = new StringBuilder();
+ kaiCangStr.append("下限队列: [");
+ boolean first = true;
+ for (DescBigDecimal item : queueKaiCang) {
+ if (!first) {
+ kaiCangStr.append(", ");
+ }
+ kaiCangStr.append(item.getValue());
+ first = false;
+ }
+ kaiCangStr.append("]");
+ log.info(kaiCangStr.toString());
// 删除比该价格小的数据
queuePingCang.removeIf(item -> item.getValue().compareTo(priceDecimal) <= 0);
// 打印平仓队列
-// StringBuilder pingCangStr = new StringBuilder();
-// pingCangStr.append("平仓队列: [");
-// first = true;
-// for (AscBigDecimal item : queuePingCang) {
-// if (!first) {
-// pingCangStr.append(", ");
-// }
-// pingCangStr.append(item.getValue());
-// first = false;
-// }
-// pingCangStr.append("]");
-// log.info(pingCangStr.toString());
+ StringBuilder pingCangStr = new StringBuilder();
+ pingCangStr.append("上限队列: [");
+ first = true;
+ for (AscBigDecimal item : queuePingCang) {
+ if (!first) {
+ pingCangStr.append(", ");
+ }
+ pingCangStr.append(item.getValue());
+ first = false;
+ }
+ pingCangStr.append("]");
+ log.info(pingCangStr.toString());
}
}
--
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