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/PositionsWs.java | 78 ++++++++++++++++++++++++++------------
1 files changed, 53 insertions(+), 25 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/PositionsWs.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/PositionsWs.java
index 46ce86b..7136774 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/PositionsWs.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/PositionsWs.java
@@ -3,6 +3,10 @@
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
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.param.TradeRequestParam;
+import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListEnum;
+import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListService;
import com.xcong.excoin.modules.okxNewPrice.okxpi.MallUtils;
import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild;
import com.xcong.excoin.modules.okxNewPrice.utils.WsParamBuild;
@@ -10,6 +14,9 @@
import org.java_websocket.client.WebSocketClient;
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;
@@ -19,7 +26,13 @@
@Slf4j
public class PositionsWs {
- public static final Map<String,BigDecimal> POSITIONSWSMAP = new ConcurrentHashMap<>();
+ // 使用双层Map，第一层key为账号名称，第二层key为数据key
+ public static final Map<String, Map<String, BigDecimal>> POSITIONSWSMAP = new ConcurrentHashMap<>();
+
+ // 获取指定账号的Map，如果不存在则创建
+ public static Map<String, BigDecimal> getAccountMap(String accountName) {
+ return POSITIONSWSMAP.computeIfAbsent(accountName, k -> new ConcurrentHashMap<>());
+ }
public static final String POSITIONSWS_CHANNEL = "positions";
@@ -41,22 +54,25 @@
}
}
- public static void initEvent(JSONObject response) {
- log.info("订阅成功,数据初始化: {}", response.getJSONObject("arg"));
- JSONObject arg = response.getJSONObject("arg");
- initParam(arg);
+ public static String initAccountName(String accountName, String posSide) {
+ return accountName+"_"+ posSide;
}
- public static void handleEvent(JSONObject response) {
+ public static void initEvent(JSONObject response, String accountName) {
+ log.info("订阅成功,数据初始化: {}", response.getJSONObject("arg"));
+ JSONObject arg = response.getJSONObject("arg");
+ initParam(arg, accountName,CoinEnums.POSSIDE_LONG.getCode());
+ initParam(arg, accountName,CoinEnums.POSSIDE_SHORT.getCode());
+ }
+
+ public static void handleEvent(JSONObject response, String accountName) {
log.info("开始执行PositionsWs......");
try {
JSONArray dataArray = response.getJSONArray("data");
if (dataArray == null || dataArray.isEmpty()) {
- log.info("账户持仓频道数据为空,已当前价买入，并且初始化网格");
- JSONObject posData = new JSONObject();
- initParam(posData);
+ log.info("账户持仓频道数据为空,等待更新");
return;
}
@@ -84,20 +100,22 @@
String bePx = posData.getString("bePx");
String realizedPnl = posData.getString("realizedPnl");
String settledPnl = posData.getString("settledPnl");
+ String fee = posData.getString("fee");
+ String fundingFee = posData.getString("fundingFee");
log.info(
- "账户持仓频道-产品类型: {}, 保证金模式: {}, 持仓方向: {}, 持仓数量: {}, 开仓平均价: {}, "
+ "{}: 账户持仓频道-产品类型: {}, 保证金模式: {}, 持仓方向: {}, 持仓数量: {}, 开仓平均价: {}, "
+ "未实现收益: {}, 未实现收益率: {}, 杠杆倍数: {}, 预估强平价: {}, 初始保证金: {}, "
+ "维持保证金率: {}, 维持保证金: {}, 以美金价值为单位的持仓数量: {}, 占用保证金的币种: {}, "
+ "最新成交价: {}, 最新指数价格: {}, 盈亏平衡价: {}, 已实现收益: {}, 累计已结算收益: {}"
- + "最新标记价格: {}",
- instId, mgnMode, posSide, pos, avgPx,
+ + "最新标记价格: {},累计手续费: {},累计持仓费: {},",
+ initAccountName(accountName, posSide), instId, mgnMode, posSide, pos, avgPx,
upl, uplRatio, lever, liqPx, imr,
mgnRatio, mmr, notionalUsd, ccy,
last, idxPx, bePx, realizedPnl, settledPnl,
- markPx
+ markPx,fee,fundingFee
);
-
- initParam(posData);
+ //先更新缓存
+ Map<String, BigDecimal> stringBigDecimalMap = initParam(posData, accountName, posSide);
}
}
} catch (Exception e) {
@@ -105,16 +123,26 @@
}
}
- private static void initParam(JSONObject posData) {
- WsMapBuild.saveBigDecimalToMap(POSITIONSWSMAP, "avgPx", WsMapBuild.parseBigDecimalSafe(posData.getString("avgPx")));
- WsMapBuild.saveBigDecimalToMap(POSITIONSWSMAP, "pos", WsMapBuild.parseBigDecimalSafe(posData.getString("pos")));
- WsMapBuild.saveBigDecimalToMap(POSITIONSWSMAP, "upl", WsMapBuild.parseBigDecimalSafe(posData.getString("upl")));
- WsMapBuild.saveBigDecimalToMap(POSITIONSWSMAP, "imr", WsMapBuild.parseBigDecimalSafe(posData.getString("imr")));
- WsMapBuild.saveBigDecimalToMap(POSITIONSWSMAP, "mgnRatio", WsMapBuild.parseBigDecimalSafe(posData.getString("mgnRatio")));
- WsMapBuild.saveBigDecimalToMap(POSITIONSWSMAP, "markPx", WsMapBuild.parseBigDecimalSafe(posData.getString("markPx")));
- WsMapBuild.saveBigDecimalToMap(POSITIONSWSMAP, "bePx", WsMapBuild.parseBigDecimalSafe(posData.getString("bePx")));
- WsMapBuild.saveBigDecimalToMap(POSITIONSWSMAP, "realizedPnl", WsMapBuild.parseBigDecimalSafe(posData.getString("realizedPnl")));
+ private static Map<String, BigDecimal> initParam(JSONObject posData, String accountName,String posSide) {
+ String accountNamePositons = initAccountName(accountName, posSide);
+ Map<String, BigDecimal> accountMap = getAccountMap(accountNamePositons);
+ WsMapBuild.saveBigDecimalToMap(accountMap, "avgPx", WsMapBuild.parseBigDecimalSafe(posData.getString("avgPx")));
+ WsMapBuild.saveBigDecimalToMap(accountMap, "pos", WsMapBuild.parseBigDecimalSafe(posData.getString("pos")));
+ WsMapBuild.saveBigDecimalToMap(accountMap, "upl", WsMapBuild.parseBigDecimalSafe(posData.getString("upl")));
+ WsMapBuild.saveBigDecimalToMap(accountMap, "imr", WsMapBuild.parseBigDecimalSafe(posData.getString("imr")));
+ WsMapBuild.saveBigDecimalToMap(accountMap, "mgnRatio", WsMapBuild.parseBigDecimalSafe(posData.getString("mgnRatio")));
+ WsMapBuild.saveBigDecimalToMap(accountMap, "markPx", WsMapBuild.parseBigDecimalSafe(posData.getString("markPx")));
+ WsMapBuild.saveBigDecimalToMap(accountMap, "bePx", WsMapBuild.parseBigDecimalSafe(posData.getString("bePx")));
+ WsMapBuild.saveBigDecimalToMap(accountMap, "realizedPnl", WsMapBuild.parseBigDecimalSafe(posData.getString("realizedPnl")));
+ WsMapBuild.saveBigDecimalToMap(accountMap, "fee", WsMapBuild.parseBigDecimalSafe(posData.getString("fee")));
+ WsMapBuild.saveBigDecimalToMap(accountMap, "fundingFee", WsMapBuild.parseBigDecimalSafe(posData.getString("fundingFee")));
- WsMapBuild.saveBigDecimalToMap(POSITIONSWSMAP, CoinEnums.READY_STATE.name(), WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_YES.getCode()));
+ BigDecimal ordFrozImr = PositionsWs.getAccountMap(accountNamePositons).get("imr");
+ BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get(CoinEnums.TOTAL_ORDER_USDT.name()))
+ .divide(new BigDecimal("2"), RoundingMode.DOWN);
+ if (ordFrozImr.compareTo(totalOrderUsdt) <= 0){
+ WsMapBuild.saveBigDecimalToMap(accountMap, CoinEnums.READY_STATE.name(), WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_YES.getCode()));
+ }
+ return accountMap;
}
}
--
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