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 | 448 ++++++++++++++++++++++++++++++++++++++++++++-----------
1 files changed, 358 insertions(+), 90 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 6a3d18a..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
@@ -1,9 +1,14 @@
package com.xcong.excoin.modules.okxNewPrice.celue;
-import com.xcong.excoin.modules.okxNewPrice.okxWs.InstrumentsWs;
-import com.xcong.excoin.modules.okxNewPrice.okxWs.PositionsWs;
+import cn.hutool.core.util.ObjectUtil;
+import cn.hutool.core.util.StrUtil;
+import com.xcong.excoin.modules.okxNewPrice.okxWs.*;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.OrderParamEnums;
+import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListEnum;
+import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListQueue;
+import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListService;
+import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild;
import com.xcong.excoin.modules.okxNewPrice.wangge.WangGeQueue;
import com.xcong.excoin.modules.okxNewPrice.wangge.WangGeService;
import com.xcong.excoin.rabbit.pricequeue.AscBigDecimal;
@@ -14,6 +19,8 @@
import org.springframework.stereotype.Service;
import java.math.BigDecimal;
+import java.math.RoundingMode;
+import java.util.Map;
import java.util.concurrent.PriorityBlockingQueue;
/**
@@ -27,109 +34,221 @@
@RequiredArgsConstructor
public class CaoZuoServiceImpl implements CaoZuoService {
- private final RedisUtils redisUtils;
private final WangGeService wangGeService;
+ private final WangGeListService wangGeListService;
+ private final RedisUtils redisUtils;
/**
* 执行主要的操作逻辑，包括读取合约状态、获取市场价格信息，
* 并根据当前持仓均价和标记价格决定是否执行买卖操作。
*
- * @return 返回操作类型字符串（如买入BUY、卖出SELL等）
+ * @return 返回操作类型字符串（如买入BUY、卖出SELL等），如果无有效操作则返回null
*/
@Override
- public String caoZuo() {
- // 构造Redis键名
- final String coinCode = CoinEnums.HE_YUE.getCode();
- final String instrumentsKey = InstrumentsWs.INSTRUMENTSWS_CHANNEL + ":" + coinCode + ":state";
- final String positionsMarkPxKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":markPx";
- final String positionsAvgPxKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":avgPx";
- final String positionsOrderPriceKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":orderPrice";
- final String uplKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":upl";
- final String realizedPnlKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":realizedPnl";
- final String imrKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":imr";
+ public String caoZuo(String accountName) {
+ String accountReadyState = AccountWs.getAccountMap(accountName).get(CoinEnums.READY_STATE.name());
+ if (!CoinEnums.READY_STATE_YES.getCode().equals(accountReadyState)) {
+ log.info("账户通道未就绪，取消发送");
+ return null;
+ }
+ String markPx = ObjectUtil.isEmpty(redisUtils.getString(CoinEnums.HE_YUE.getCode())) ? "0" : redisUtils.getString(CoinEnums.HE_YUE.getCode());
- // 获取合约状态
- String state = (String) redisUtils.get(instrumentsKey);
- if (state == null || !OrderParamEnums.STATE_1.getValue().equals(state)) {
+ 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;
+ }
+ 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);
+ 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
+ ? BigDecimal.ZERO : PositionsWs.getAccountMap(positionAccountName).get(CoinEnums.READY_STATE.name());
+ if (WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_YES.getCode()).compareTo(positionsReadyState) != 0) {
+ log.info("仓位{}通道未就绪，取消发送",positionAccountName);
+ return null;
+ }
+ // 系统设置的开关，等于冷静中，则代表不开仓
+ String outStr = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.OUT.name());
+ if (OrderParamEnums.OUT_YES.getValue().equals(outStr)){
+ log.error("冷静中，不允许下单......");
+ return null;
+ }
+ BigDecimal cashBal = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get("cashBal"));
+
+ // 判断账户余额是否充足
+ if (cashBal.compareTo(BigDecimal.ZERO) <= 0){
+ log.error("账户没有钱，请充值......");
+ return null;
+ }
+ /**
+ * 判断止损抗压
+ */
+ // 实际亏损金额
+ BigDecimal realKuiSunAmount = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get("upl"));
+ log.info("未实现盈亏: {}", 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());
+ return OrderParamEnums.OUT.getValue();
+ }
+ // 判断抗压
+ if (realKuiSunAmount.compareTo(kangYaAmount) > 0 && realKuiSunAmount.compareTo(zhiSunAmount) <= 0){
+ log.error("账户紧张扛仓......");
+ return OrderParamEnums.HOLDING.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......");
+ return null;
+ }
+ BigDecimal ordFrozImr = PositionsWs.getAccountMap(positionAccountName).get("imr");
+ BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get(CoinEnums.TOTAL_ORDER_USDT.name()));
+ if (ordFrozImr.compareTo(totalOrderUsdt) >= 0){
+ log.error("已满仓......");
return OrderParamEnums.HOLDING.getValue();
}
- if (OrderParamEnums.STATE_4.getValue().equals(state)) {
- return OrderParamEnums.ORDERING.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;
}
-
- log.info(OrderParamEnums.getNameByValue(state));
-
- // 获取标记价格和平均持仓价格
- Object markPxObj = redisUtils.get(positionsMarkPxKey);
- Object avgPxObj = redisUtils.get(positionsAvgPxKey);
-
- if (markPxObj == null || avgPxObj == 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,markPx);
+ }else if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)){
+ return caoZuoShort(accountName,markPx);
+ }else{
+ log.error("账户未设置持仓方向......");
+ return null;
+ }
+ }
+ @Override
+ public String caoZuoLong(String accountName,String markPxStr) {
+ log.info("开始看涨执行操作CaoZuoServiceImpl......");
try {
- BigDecimal markPx = new BigDecimal((String) markPxObj);
- BigDecimal avgPx = new BigDecimal((String) avgPxObj);
+ 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 = 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);
// 初始化网格队列
- PriorityBlockingQueue<AscBigDecimal> queueAsc = WangGeQueue.getQueueAsc();
- PriorityBlockingQueue<DescBigDecimal> queueKaiCang = wangGeService.initKaiCang(avgPx, queueAsc);
- PriorityBlockingQueue<AscBigDecimal> queuePingCang = wangGeService.initPingCang(avgPx, queueAsc);
+ PriorityBlockingQueue<AscBigDecimal> queueAsc = WangGeListQueue.getQueueAsc();
+ PriorityBlockingQueue<DescBigDecimal> queueKaiCang = wangGeListService.initKaiCang(avgPx, queueAsc);
+ PriorityBlockingQueue<AscBigDecimal> queuePingCang = wangGeListService.initPingCang(avgPx, queueAsc);
// 处理订单价格在队列中的情况
- String orderPrice = (String) redisUtils.get(positionsOrderPriceKey);
+ String orderPrice = OrderInfoWs.getAccountMap(accountName).get("orderPrice");
+ log.info("订单价格: {}", orderPrice);
handleOrderPriceInQueues(orderPrice, queueKaiCang, queuePingCang);
-
- String side = OrderParamEnums.HOLDING.getValue();
-
// 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...");
+ 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);
- side = OrderParamEnums.BUY.getValue();
- redisUtils.set(positionsOrderPriceKey, String.valueOf(kaiCang.getValue()), 0);
+ 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){
+ log.info("加仓参数准备成功......");
+ return OrderParamEnums.BUY.getValue();
+ }else{
+ log.error("加仓参数准备失败......");
+ return null;
+ }
} else {
log.info("未触发加仓......，等待");
+ return OrderParamEnums.HOLDING.getValue();
}
} else if (avgPx.compareTo(markPx) < 0) {
+ log.info("开始减仓...");
+ if (queuePingCang.isEmpty()) {
+ // 队列为空
+ log.info("开始减仓,但是超出了网格设置...");
+ return OrderParamEnums.HOLDING.getValue();
+ }
AscBigDecimal pingCang = queuePingCang.peek();
- if (pingCang != null && markPx.compareTo(pingCang.getValue()) >= 0 && avgPx.compareTo(pingCang.getValue()) < 0) {
- log.info("开始减仓...平仓队列价格小于当前价格{}<={}", pingCang.getValue(), markPx);
- //判断当前是否盈利
- String upl = (String) redisUtils.get(uplKey);
- String realizedPnl = (String) redisUtils.get(realizedPnlKey);
- String imr = (String) redisUtils.get(imrKey);
- if (upl != null && realizedPnl != null && imr != null) {
- BigDecimal uplValue = new BigDecimal(upl);
- BigDecimal realizedPnlValue = new BigDecimal(realizedPnl);
- BigDecimal imrValue = new BigDecimal(imr).multiply(new BigDecimal(OrderParamEnums.PING_CANG_SHOUYI.getValue()));
- if (realizedPnlValue.compareTo(BigDecimal.ZERO) <= 0) {
- if (uplValue.compareTo(realizedPnlValue) < 0) {
- log.info("当前未实现盈亏：{}没有大于已实现收益>{}，等待中", uplValue, realizedPnlValue);
- return OrderParamEnums.HOLDING.getValue();
- }else if (uplValue.compareTo(realizedPnlValue) > 0 && uplValue.compareTo(imrValue) >= 0) {
- log.info("当前未实现盈亏：{}大于预计收益>{}，赚钱咯", uplValue, imrValue);
- redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
- return OrderParamEnums.SELL.getValue();
- }else{
- log.info("当前未实现盈亏：{}没有大于预计收益>{}，钱在路上了", uplValue, imrValue);
- return OrderParamEnums.HOLDING.getValue();
- }
- }else {
- if (uplValue.compareTo(imrValue) >= 0) {
- log.info("当前未实现盈亏：{}大于预计收益>{}，赚钱咯", uplValue, imrValue);
- redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
- return OrderParamEnums.SELL.getValue();
- }else{
- log.info("当前未实现盈亏：{}没有大于预计收益>{}，钱在路上了", uplValue, imrValue);
- return OrderParamEnums.HOLDING.getValue();
- }
- }
+ log.info("上限队列价格：{}", pingCang.getValue());
+ if (pingCang != null && avgPx.compareTo(pingCang.getValue()) < 0) {
+ 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
+ BigDecimal uplValue = PositionsWs.getAccountMap(positionAccountName).get("upl");
+ //已实现收益
+ BigDecimal realizedPnlValue = PositionsWs.getAccountMap(positionAccountName).get("realizedPnl");
+ realizedPnlValue = realizedPnlValue.add(feeValue);
+
+ //持仓保证金
+ BigDecimal imr = PositionsWs.getAccountMap(positionAccountName).get("imr");
+ String pingCangImr = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.PING_CANG_SHOUYI.name());
+ BigDecimal imrValue = imr.multiply(new BigDecimal(pingCangImr));
+
+ if (realizedPnlValue.compareTo(BigDecimal.ZERO) <= 0) {
+ BigDecimal realizedPnlValueZheng = realizedPnlValue.multiply(new BigDecimal("-1"));
+ 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));
+ return OrderParamEnums.SELL.getValue();
+ }else{
+ 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(realizedPnlValueZheng));
+ return OrderParamEnums.HOLDING.getValue();
+ }
}else {
- return OrderParamEnums.HOLDING.getValue();
+ 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));
+ return OrderParamEnums.SELL.getValue();
+ }else{
+ 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));
+ return OrderParamEnums.HOLDING.getValue();
+ }
}
} else {
log.info("未触发减仓......，等待");
@@ -137,12 +256,146 @@
} else {
log.info("价格波动较小......，等待");
}
-
- return side;
+ return null;
} catch (NumberFormatException e) {
log.error("解析价格失败，请检查Redis中的值是否合法", e);
- return OrderParamEnums.HOLDING.getValue();
+ return null;
}
+ }
+
+ @Override
+ 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 = 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);
+
+ // 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);
+
+ // 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...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"));
+ //未实现收益
+ BigDecimal uplValue = PositionsWs.getAccountMap(positionAccountName).get("upl");
+ //已实现收益
+ BigDecimal realizedPnlValue = PositionsWs.getAccountMap(positionAccountName).get("realizedPnl");
+ realizedPnlValue = realizedPnlValue.add(feeValue);
+
+ //持仓保证金
+ BigDecimal imr = PositionsWs.getAccountMap(positionAccountName).get("imr");
+ String pingCangImr = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.PING_CANG_SHOUYI.name());
+ BigDecimal imrValue = imr.multiply(new BigDecimal(pingCangImr));
+
+ if (realizedPnlValue.compareTo(BigDecimal.ZERO) <= 0) {
+ BigDecimal realizedPnlValueZheng = realizedPnlValue.multiply(new BigDecimal("-1"));
+ 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));
+ return OrderParamEnums.BUY.getValue();
+ }else{
+ 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(realizedPnlValueZheng));
+ return OrderParamEnums.HOLDING.getValue();
+ }
+ }else {
+ 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));
+ return OrderParamEnums.BUY.getValue();
+ }else{
+ 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));
+ return OrderParamEnums.HOLDING.getValue();
+ }
+ }
+ } else {
+ log.info("未触发减仓......，等待");
+ return OrderParamEnums.HOLDING.getValue();
+ }
+ } else if (avgPx.compareTo(markPx) < 0) {
+ log.info("开始加仓...");
+ if (queuePingCang.isEmpty()) {
+ // 队列为空
+ log.info("开始加仓,但是超出了网格设置...");
+ 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...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){
+ log.info("加仓参数准备成功......");
+ return OrderParamEnums.SELL.getValue();
+ }else{
+ log.error("加仓参数准备失败......");
+ return null;
+ }
+ } else {
+ log.info("未触发加仓......，等待");
+ }
+ } else {
+ log.info("价格波动较小......，等待");
+ }
+ return null;
+ } catch (NumberFormatException e) {
+ log.error("解析价格失败，请检查Redis中的值是否合法", e);
+ return null;
+ }
+ }
+
+ 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);
+ 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;
+ }
+ return WsMapBuild.saveStringToMap(TradeOrderWs.getAccountMap(accountName), "buyCntTime",String.valueOf(divide));
+ }
+
+ 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);
+ 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;
+ }
+ return WsMapBuild.saveStringToMap(TradeOrderWs.getAccountMap(accountName), "buyCntTime",String.valueOf(divide));
}
/**
@@ -169,23 +422,38 @@
return;
}
- boolean kaiCangExists = queueKaiCang.stream().anyMatch(item -> item.getValue().equals(priceDecimal));
- if (!kaiCangExists) {
- queueKaiCang.add(new DescBigDecimal(orderPrice));
- } else {
- queueKaiCang.removeIf(item -> item.getValue().equals(priceDecimal));
- }
- // 打印开仓队列
- log.info("开仓队列: {}", queueKaiCang);
+ // 删除比该价格大的数据
+ queueKaiCang.removeIf(item -> item.getValue().compareTo(priceDecimal) >= 0);
- boolean pingCangExists = queuePingCang.stream().anyMatch(item -> item.getValue().equals(priceDecimal));
- if (!pingCangExists) {
- queuePingCang.add(new AscBigDecimal(orderPrice));
- } else {
- queuePingCang.removeIf(item -> item.getValue().equals(priceDecimal));
+ // 打印开仓队列
+ 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
- log.info("平仓队列: {}", queuePingCang);
+ 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());
}
}
-
--
Gitblit v1.9.1