From 2397aa15e0e1bc75c78fcf08e432e9761e09103e Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 15 Dec 2025 15:07:52 +0800
Subject: [PATCH] fix(okxNewPrice): 调整保证金和开仓参数配置
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java | 190 +++++++++++++++++++++++++----------------------
1 files changed, 101 insertions(+), 89 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 a85f4ae..e7363bd 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
@@ -16,6 +16,7 @@
import org.springframework.stereotype.Service;
import java.math.BigDecimal;
+import java.math.RoundingMode;
import java.util.concurrent.PriorityBlockingQueue;
/**
@@ -38,54 +39,42 @@
* @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() {
+ public String caoZuo(String accountName) {
log.info("开始执行操作CaoZuoServiceImpl......");
- BigDecimal cashBal = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get("cashBal"));
- BigDecimal availBal = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get("availBal"));
+ 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;
+ }
+ BigDecimal positionsReadyState = PositionsWs.getAccountMap(accountName).get(CoinEnums.READY_STATE.name()) == null
+ ? BigDecimal.ZERO : PositionsWs.getAccountMap(accountName).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");
+ 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;
}
-
- // 系统设置的开关，等于冷静中，则代表不开仓
- String outStr = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.OUT.name());
- if (OrderParamEnums.OUT_YES.getValue().equals(outStr)){
- log.error("冷静中，不允许下单......");
- return null;
- }
-
- // 判断当前是否有正在进行的订单操作
- String state = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.STATE.name());
- log.info(OrderParamEnums.getNameByValue(state));
- if (OrderParamEnums.STATE_4.getValue().equals(state)){
- log.warn("正在下单中，等待下单结束...");
- return null;
- }
- if (OrderParamEnums.STATE_3.getValue().equals(state)){
- log.error("冷静中，不允许下单......");
- return null;
- }
- if (OrderParamEnums.STATE_2.getValue().equals(state)){
- log.error("账户紧张扛仓......");
- return null;
- }
- if (OrderParamEnums.STATE_0.getValue().equals(state)){
- log.error("参数异常，不允许开仓......");
- return null;
- }
-
/**
* 判断止损抗压
*/
// 实际亏损金额
- BigDecimal realKuiSunAmount = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get("upl"));
+ BigDecimal realKuiSunAmount = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get("upl"));
log.info("未实现盈亏: {}", realKuiSunAmount);
- String zhiSunPercent = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.ZHI_SUN.name());
+ 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.INSTRUMENTSWSMAP.get(CoinEnums.KANG_CANG.name());
+ 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);
@@ -94,8 +83,7 @@
// 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.INSTRUMENTSWSMAP, CoinEnums.OUT.name(), OrderParamEnums.OUT_YES.getValue());
- WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
+ WsMapBuild.saveStringToMap(InstrumentsWs.getAccountMap(accountName), CoinEnums.OUT.name(), OrderParamEnums.OUT_YES.getValue());
return OrderParamEnums.OUT.getValue();
}
// 判断抗压
@@ -105,19 +93,22 @@
}
}
- if (PositionsWs.POSITIONSWSMAP.get("pos") == null){
- log.error("没有获取到持仓数量，等待初始化......");
+ if (PositionsWs.getAccountMap(accountName).get("pos") == null){
+ log.error("没有获取到持仓信息，等待初始化......");
return null;
}
- BigDecimal pos = PositionsWs.POSITIONSWSMAP.get("pos");
+ BigDecimal pos = PositionsWs.getAccountMap(accountName).get("pos");
if (BigDecimal.ZERO.compareTo( pos) >= 0) {
log.error("持仓数量为零，进行初始化订单");
- WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
return OrderParamEnums.INIT.getValue();
}
// 判断是否保证金超标
- BigDecimal ordFrozImr = PositionsWs.POSITIONSWSMAP.get("imr");
- BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get(CoinEnums.TOTAL_ORDER_USDT.name()));
+ if (PositionsWs.getAccountMap(accountName).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(accountName).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();
@@ -125,8 +116,8 @@
try {
// 获取标记价格和平均持仓价格
- BigDecimal markPx = PositionsWs.POSITIONSWSMAP.get("markPx");
- BigDecimal avgPx = PositionsWs.POSITIONSWSMAP.get("avgPx");
+ BigDecimal markPx = PositionsWs.getAccountMap(accountName).get("markPx");
+ BigDecimal avgPx = PositionsWs.getAccountMap(accountName).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
@@ -135,23 +126,28 @@
PriorityBlockingQueue<AscBigDecimal> queuePingCang = wangGeService.initPingCang(avgPx, queueAsc);
// 处理订单价格在队列中的情况
- String orderPrice = OrderInfoWs.ORDERINFOWSMAP.get("orderPrice");
+ String orderPrice = OrderInfoWs.getAccountMap(accountName).get("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();
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);
- WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice",String.valueOf(kaiCang.getValue()));
- WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
- return OrderParamEnums.BUY.getValue();
+ WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
+ boolean buyCntTimeFlag = buyCntTimeEvent(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();
@@ -166,32 +162,36 @@
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);
- WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice",String.valueOf(pingCang.getValue()));
+ // 手续费
+ BigDecimal feeValue = PositionsWs.getAccountMap(accountName).get("fee").multiply(new BigDecimal("2"));
+ //未实现收益
+ BigDecimal uplValue = PositionsWs.getAccountMap(accountName).get("upl");
+ //已实现收益
+ BigDecimal realizedPnlValue = PositionsWs.getAccountMap(accountName).get("realizedPnl");
+ realizedPnlValue = realizedPnlValue.add(feeValue);
- // 判断当前是否盈利
- BigDecimal uplValue = PositionsWs.POSITIONSWSMAP.get("upl");
- BigDecimal imr = PositionsWs.POSITIONSWSMAP.get("imr");
- BigDecimal realizedPnlValue = PositionsWs.POSITIONSWSMAP.get("realizedPnl");
- String pingCangImr = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.PING_CANG_SHOUYI.name());
+ //持仓保证金
+ BigDecimal imr = PositionsWs.getAccountMap(accountName).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);
- WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
+ 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);
+ 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) >= 0) {
- log.info("当前未实现盈亏：{}大于预计收益>{}，赚钱咯", uplValue, imrValue);
- WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.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);
+ 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();
}
}
@@ -201,11 +201,23 @@
} else {
log.info("价格波动较小......，等待");
}
- return OrderParamEnums.HOLDING.getValue();
+ 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;
}
+ }
+
+ private boolean buyCntTimeEvent(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());
+ BigDecimal subtract = avgPx.subtract(markPx);
+ BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN);
+ 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));
}
/**
@@ -236,34 +248,34 @@
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("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());
// 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("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());
}
}
--
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