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 | 166 +++++++++++++++++++------------------------------------
1 files changed, 57 insertions(+), 109 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 9379534..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
@@ -1,20 +1,24 @@
package com.xcong.excoin.modules.okxNewPrice.okxWs;
-import cn.hutool.core.util.StrUtil;
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;
-import com.xcong.excoin.utils.RedisUtils;
import lombok.extern.slf4j.Slf4j;
import org.java_websocket.client.WebSocketClient;
-import org.springframework.beans.factory.annotation.Autowired;
-import org.springframework.stereotype.Component;
import java.math.BigDecimal;
-import java.util.Optional;
+import java.math.RoundingMode;
+import java.util.ArrayList;
+import java.util.List;
+import java.util.Map;
+import java.util.concurrent.ConcurrentHashMap;
/**
* @author Administrator
@@ -22,8 +26,15 @@
@Slf4j
public class PositionsWs {
+ // 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";
- private static final String REDIS_KEY_PREFIX = POSITIONSWS_CHANNEL + ":" + CoinEnums.HE_YUE.getCode();
public static void subscribePositionChannel(WebSocketClient webSocketClient, String option) {
try {
@@ -43,16 +54,25 @@
}
}
- public static void handleEvent(JSONObject response, RedisUtils redisUtils) {
+ public static String initAccountName(String accountName, String posSide) {
+ return accountName+"_"+ posSide;
+ }
+
+ 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();
- processPositionData(posData, redisUtils);
+ log.info("账户持仓频道数据为空,等待更新");
return;
}
@@ -80,19 +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
);
- processPositionData(posData, redisUtils);
+ //先更新缓存
+ Map<String, BigDecimal> stringBigDecimalMap = initParam(posData, accountName, posSide);
}
}
} catch (Exception e) {
@@ -100,101 +123,26 @@
}
}
- private static void processPositionData(JSONObject posData, RedisUtils redisUtils) {
- try {
- String avgPx = safeGetString(posData, "avgPx");
- String pos = safeGetString(posData, "pos");
- String upl = safeGetString(posData, "upl");
- String imr = safeGetString(posData, "imr");
- String mgnRatio = safeGetString(posData, "mgnRatio");
- String markPx = safeGetString(posData, "markPx");
- String bePx = safeGetString(posData, "bePx");
- String realizedPnl = safeGetString(posData, "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")));
- boolean setResult = saveToRedis(redisUtils, avgPx, pos, upl, imr, mgnRatio, markPx, bePx,realizedPnl);
-
- if (setResult) {
- calculateAndSaveBuyCount(redisUtils);
- } else {
- log.warn("Redis操作失败");
- }
- } catch (Exception e) {
- log.error("Redis操作异常", e);
+ 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()));
}
- }
-
- private static boolean saveToRedis(RedisUtils redisUtils,
- String avgPx, String pos, String upl,
- String imr, String mgnRatio, String markPx, String bePx, String realizedPnl) {
- return redisUtils.set(REDIS_KEY_PREFIX + ":avgPx", avgPx, 0)
- && redisUtils.set(REDIS_KEY_PREFIX + ":pos", pos, 0)
- && redisUtils.set(REDIS_KEY_PREFIX + ":upl", upl, 0)
- && redisUtils.set(REDIS_KEY_PREFIX + ":imr", imr, 0)
- && redisUtils.set(REDIS_KEY_PREFIX + ":mgnRatio", mgnRatio, 0)
- && redisUtils.set(REDIS_KEY_PREFIX + ":markPx", markPx, 0)
- && redisUtils.set(REDIS_KEY_PREFIX + ":bePx", bePx, 0)
- && redisUtils.set(REDIS_KEY_PREFIX + ":realizedPnl", realizedPnl, 0);
- }
-
- private static void calculateAndSaveBuyCount(RedisUtils redisUtils) {
- try {
- String ctValStr = (String) redisUtils.get(InstrumentsWs.INSTRUMENTSWS_CHANNEL + ":" + CoinEnums.HE_YUE.getCode() + ":ctVal");
- String markPxStr = (String) redisUtils.get(REDIS_KEY_PREFIX + ":markPx");
- String minSzStr = (String) redisUtils.get(InstrumentsWs.INSTRUMENTSWS_CHANNEL + ":" + CoinEnums.HE_YUE.getCode() + ":minSz");
- String everyTimeUsdt = (String) redisUtils.get(AccountWs.ACCOUNTWS_CHANNEL + ":" + CoinEnums.USDT.getCode() + ":everyTimeUsdt");
-
- BigDecimal margin = parseBigDecimal(everyTimeUsdt, "0");
- BigDecimal leverage = parseBigDecimal(OrderParamEnums.LEVERAGE.getValue(), "1");
- BigDecimal faceValue = parseBigDecimal(ctValStr, "0");
- BigDecimal markPrice = parseBigDecimal(markPxStr, "0"); // 默认值需谨慎对待
- int minLotSz = parseInt(minSzStr, 0);
-
- BigDecimal buyCnt = buyCnt(margin, leverage, faceValue, markPrice, minLotSz);
- redisUtils.set(REDIS_KEY_PREFIX + ":buyCnt", buyCnt.toString(), 0);
- } catch (NumberFormatException | ArithmeticException e) {
- log.error("计算购买数量时发生数字转换错误", e);
- }
- }
-
- private static String safeGetString(JSONObject obj, String key) {
- return Optional.ofNullable(obj.getString(key)).orElse("0");
- }
-
- private static BigDecimal parseBigDecimal(String value, String defaultValue) {
- return new BigDecimal(Optional.ofNullable(value).filter(s -> !s.isEmpty()).orElse(defaultValue));
- }
-
- private static int parseInt(String value, int defaultValue) {
- try {
- return Integer.parseInt(value);
- } catch (NumberFormatException e) {
- return defaultValue;
- }
- }
-
- /**
- * 计算购买合约的数量
- *
- * USDT 币本位合约
- * 公式：张数 = 保证金 / (面值 * 标记价格 / 杠杆倍数)
- *
- * @param margin 用户的保证金金额
- * @param leverage 杠杆倍数
- * @param faceValue 合约面值
- * @param markPrice 标记价格
- * @param minLotSz 最小下单精度
- * @return 返回用户可以购买的合约数量
- */
- public static BigDecimal buyCnt(BigDecimal margin, BigDecimal leverage, BigDecimal faceValue, BigDecimal markPrice, int minLotSz) {
- if (margin.compareTo(BigDecimal.ZERO) <= 0 ||
- leverage.compareTo(BigDecimal.ZERO) <= 0 ||
- faceValue.compareTo(BigDecimal.ZERO) <= 0 ||
- markPrice.compareTo(BigDecimal.ZERO) <= 0) {
- return BigDecimal.ZERO;
- }
-
- BigDecimal divisor = markPrice.divide(leverage, 10, BigDecimal.ROUND_DOWN);
- BigDecimal denominator = faceValue.multiply(divisor);
- return margin.divide(denominator, minLotSz, BigDecimal.ROUND_DOWN);
+ return accountMap;
}
}
--
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