From 23ece6103fd890655f0eef79331d3d73921611a2 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Wed, 07 Jan 2026 11:59:23 +0800
Subject: [PATCH] feat(trade): 优化交易系统止损逻辑和订单处理机制
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/OrderInfoWs.java | 50 ++++++++++++++++++++++++++++++++++++--------------
1 files changed, 36 insertions(+), 14 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/OrderInfoWs.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/OrderInfoWs.java
index 4e551f6..945081d 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/OrderInfoWs.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/OrderInfoWs.java
@@ -16,6 +16,8 @@
import java.math.BigDecimal;
import java.math.RoundingMode;
+import java.util.ArrayList;
+import java.util.List;
import java.util.Map;
import java.util.concurrent.ConcurrentHashMap;
@@ -69,7 +71,7 @@
private static final String STATE_KEY = "state";
private static final String FILLFEE_KEY = "fillFee";
private static final String POSSIDE_KEY = "posSide";
- public static TradeRequestParam handleEvent(JSONObject response, RedisUtils redisUtils, String accountName) {
+ public static List<TradeRequestParam> handleEvent(JSONObject response, RedisUtils redisUtils, String accountName) {
log.info("开始执行OrderInfoWs......");
try {
@@ -131,7 +133,7 @@
WsMapBuild.saveStringToMap(TradeOrderWs.getAccountMap(accountName), "state", CoinEnums.ORDER_LIVE.getCode());
// 使用账号特定的Map
- String positionAccountName = PositionsWs.initAccountName(accountName, side);
+ String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
Map<String, BigDecimal> positionsMap = PositionsWs.getAccountMap(positionAccountName);
WsMapBuild.saveBigDecimalToMap(positionsMap, CoinEnums.READY_STATE.name(), WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_NO.getCode()));
@@ -140,7 +142,7 @@
log.info("{}: 订单详情已完成: {}, 自定义编号: {}", accountName, CoinEnums.HE_YUE.getCode(), clOrdId);
-
+ List<TradeRequestParam> tradeRequestParamList = new ArrayList<>();
TradeRequestParam tradeRequestParam = new TradeRequestParam();
tradeRequestParam.setAccountName(accountName);
@@ -161,20 +163,40 @@
tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_LIMIT.getCode());
// 获取平均持仓价格
// 在获取数据时提供默认值
- BigDecimal avgPxOld = positionsMap.get("avgPx") != null ? positionsMap.get("avgPx") : BigDecimal.ZERO;
- log.info("持仓方向{}，当前持仓价格{}，止盈价格{}",posSide,avgPxOld,zhiYingPx);
- //根据持仓方向，判断是否需要设置限价止盈
- if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide) && zhiYingPx.compareTo(avgPxOld) > 0){
- tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
- }else if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide) && zhiYingPx.compareTo(avgPxOld) < 0){
- tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
- }else{
- tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
- }
+// BigDecimal avgPxOld = positionsMap.get("avgPx") != null ? positionsMap.get("avgPx") : BigDecimal.ZERO;
+// log.info("持仓方向{}，当前持仓价格{}，止盈价格{}",posSide,avgPxOld,zhiYingPx);
+// //根据持仓方向，判断是否需要设置限价止盈
+// if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide) && zhiYingPx.compareTo(avgPxOld) > 0){
+// tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
+// }else if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide) && zhiYingPx.compareTo(avgPxOld) < 0){
+// tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
+// }else{
+// tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
+// }
+
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
tradeRequestParam.setSide(CoinEnums.POSSIDE_LONG.getCode().equals(posSide) ? CoinEnums.SIDE_SELL.getCode() : CoinEnums.SIDE_BUY.getCode());
tradeRequestParam.setClOrdId(WsParamBuild.getOrderNum(side));
tradeRequestParam.setSz(accFillSz);
- return tradeRequestParam;
+ tradeRequestParamList.add(tradeRequestParam);
+
+ // 1. 判断当前价格属于哪个网格去限价止损
+ WangGeListEnum gridByPriceNew = WangGeListEnum.getGridByPrice(new BigDecimal(avgPx));
+ if (gridByPriceNew != null) {
+ TradeRequestParam tradeRequestParamZhiSun = new TradeRequestParam();
+ tradeRequestParamZhiSun.setAccountName(accountName);
+ tradeRequestParamZhiSun.setMarkPx(String.valueOf(gridByPriceNew.getZhi_sun_dian()));
+ tradeRequestParamZhiSun.setInstId(CoinEnums.HE_YUE.getCode());
+ tradeRequestParamZhiSun.setTdMode(CoinEnums.CROSS.getCode());
+ tradeRequestParamZhiSun.setPosSide(posSide);
+ tradeRequestParamZhiSun.setOrdType(CoinEnums.ORDTYPE_LIMIT.getCode());
+ tradeRequestParamZhiSun.setTradeType(OrderParamEnums.TRADE_YES.getValue());
+ tradeRequestParamZhiSun.setSide(CoinEnums.POSSIDE_LONG.getCode().equals(posSide) ? CoinEnums.SIDE_SELL.getCode() : CoinEnums.SIDE_BUY.getCode());
+ tradeRequestParamZhiSun.setClOrdId(WsParamBuild.getOrderNum(side));
+ tradeRequestParamZhiSun.setSz(accFillSz);
+ tradeRequestParamList.add(tradeRequestParamZhiSun);
+ }
+ return tradeRequestParamList;
}
return null;
--
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