From 24bd0399d73a2d48e50233326fca7d9526f06259 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 29 Dec 2025 14:15:59 +0800
Subject: [PATCH] refactor(trading): 重构MACD策略交易信号生成逻辑
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java | 91 ++++++++++++++++++++-------------------------
1 files changed, 40 insertions(+), 51 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
index e4ec58a..439290d 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
@@ -1,6 +1,7 @@
package com.xcong.excoin.modules.okxNewPrice;
import cn.hutool.core.collection.CollUtil;
+import cn.hutool.core.util.ObjectUtil;
import cn.hutool.json.JSONException;
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONArray;
@@ -56,7 +57,8 @@
private final AtomicBoolean isConnecting = new AtomicBoolean(false);
private final AtomicBoolean isInitialized = new AtomicBoolean(false);
- private static final String CHANNEL = "candle5m";
+ private static final String CHANNEL = "candle1m";
+// private static final String CHANNEL = "candle5m";
// private static final String CHANNEL = "candle15m";
// 心跳超时时间(秒)，小于30秒
@@ -337,25 +339,17 @@
MacdMaStrategy strategy = new MacdMaStrategy();
// 生成100个15分钟价格数据点
- List<Kline> kline15MinuteData = getKlineDataByInstIdAndBar(instId, "1D");
- List<BigDecimal> fiveMinPrices = kline15MinuteData.stream()
+ List<Kline> kline15MinuteData = getKlineDataByInstIdAndBar(instId, "1m");
+ List<BigDecimal> historicalPrices = kline15MinuteData.stream()
.map(Kline::getC)
.collect(Collectors.toList());
- try {
- // 执行策略
- strategy.execute(fiveMinPrices);
- boolean skip = strategy.getSkip();
- if (skip){
- log.info("跳过");
- return;
- }
-
- System.out.println("策略初始化成功！");
- } catch (Exception e) {
- System.err.println("策略初始化失败：" + e.getMessage());
- e.printStackTrace();
+ log.info("生成100个15分钟价格数据点成功！");
+ // 使用策略分析最新价格数据
+ MacdMaStrategy.TradingOrder tradingOrderOpen = strategy.generateTradingOrder(historicalPrices,MacdMaStrategy.OperationType.open.name());
+ MacdMaStrategy.TradingOrder tradingOrderClose = strategy.generateTradingOrder(historicalPrices,MacdMaStrategy.OperationType.close.name());
+ if (tradingOrderOpen == null && tradingOrderClose == null){
+ return;
}
-
Collection<OkxQuantWebSocketClient> allClients = clientManager.getAllClients();
//如果为空，则直接返回
if (allClients.isEmpty()) {
@@ -365,42 +359,37 @@
for (OkxQuantWebSocketClient client : clientManager.getAllClients()) {
String accountName = client.getAccountName();
if (accountName != null) {
- TradeRequestParam tradeRequestParam = new TradeRequestParam();
- tradeRequestParam = strategy.getOrderParamOpen(tradeRequestParam);
- String posSide = tradeRequestParam.getPosSide();
- String side = tradeRequestParam.getSide();
- BigDecimal posHold = PositionsWs.getAccountMap(PositionsWs.initAccountName(accountName, posSide)).get("pos");
- if (posHold != null && posHold.compareTo(BigDecimal.ZERO) > 0){
- tradeRequestParam = strategy.getOrderParamClose(tradeRequestParam);
+ if (ObjectUtil.isNotEmpty(tradingOrderOpen)){
+ // 根据信号执行交易操作
+ TradeRequestParam tradeRequestParam = new TradeRequestParam();
+
+ String posSide = tradingOrderOpen.getPosSide();
+ tradeRequestParam.setPosSide(posSide);
+ String currentPrice = String.valueOf(closePx);
+ tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);
+
+ String side = tradingOrderOpen.getSide();
+ tradeRequestParam.setSide(side);
+
+ String clOrdId = WsParamBuild.getOrderNum(side);
+ tradeRequestParam.setClOrdId(clOrdId);
+
+ String sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
+ tradeRequestParam.setSz(sz);
+ TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
}
- String currentPrice = String.valueOf(closePx);
- tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);
- String clOrdId = WsParamBuild.getOrderNum(side);
- tradeRequestParam.setClOrdId(clOrdId);
- String sz = null;
- if (posSide == CoinEnums.POSSIDE_LONG.getCode()){
- if (side == CoinEnums.SIDE_BUY.getCode()){
- sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
- }else if (side == CoinEnums.SIDE_SELL.getCode()){
- BigDecimal pos = PositionsWs.getAccountMap(PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_LONG.getCode())).get("pos");
- if (BigDecimal.ZERO.compareTo( pos) >= 0) {
- tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
- }
- sz = String.valueOf( pos);
- }
- }else if (posSide == CoinEnums.POSSIDE_SHORT.getCode()){
- if (side == CoinEnums.SIDE_BUY.getCode()){
- BigDecimal pos = PositionsWs.getAccountMap(PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_SHORT.getCode())).get("pos");
- if (BigDecimal.ZERO.compareTo( pos) >= 0) {
- tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
- }
- sz = String.valueOf( pos);
- }else if (side == CoinEnums.SIDE_SELL.getCode()){
- sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
- }
+ if (ObjectUtil.isNotEmpty(tradingOrderClose)){
+ // 根据信号执行交易操作
+ TradeRequestParam tradeRequestParam = new TradeRequestParam();
+
+ String posSide = tradingOrderClose.getPosSide();
+ tradeRequestParam.setPosSide(posSide);
+ String currentPrice = String.valueOf(closePx);
+ tradeRequestParam = caoZuoService.caoZuoZhiSunEvent(accountName, currentPrice, posSide);
+
+ TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
}
- tradeRequestParam.setSz(sz);
- TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
+
}
}
}
--
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