From 2fede14ef1191ecd8738af4be3808c087131d8a5 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Fri, 05 Jun 2026 16:03:42 +0800
Subject: [PATCH] feat(okx): 添加WebSocket订阅确认机制和优化网格交易配置
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxGridTradeService.java | 361 +------------------------
src/main/java/com/xcong/excoin/modules/okxNewPrice/okxpi/config/utils/RequestBuilder.java | 3
src/main/java/com/xcong/excoin/modules/okxNewPrice/StopLossManager.java | 302 +++++++++++++++++++++
src/main/java/com/xcong/excoin/modules/okxNewPrice/GridQueueBuilder.java | 152 ++++++++++
4 files changed, 479 insertions(+), 339 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/GridQueueBuilder.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/GridQueueBuilder.java
new file mode 100644
index 0000000..a2d03e4
--- /dev/null
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/GridQueueBuilder.java
@@ -0,0 +1,152 @@
+package com.xcong.excoin.modules.okxNewPrice;
+
+import lombok.extern.slf4j.Slf4j;
+
+import java.math.BigDecimal;
+import java.math.RoundingMode;
+import java.util.ArrayList;
+import java.util.List;
+
+/**
+ * 网格价格队列构建器 — 从基底入场价生成双向价格队列和 OkxGridElement 列表。
+ *
+ * <h3>职责</h3>
+ * <ul>
+ * <li>根据基底空头入场价，向下递减排空仓队列</li>
+ * <li>向上递增排多仓队列</li>
+ * <li>整合两队列为 OkxGridElement 列表并注入 {@link OkxConfig}</li>
+ * </ul>
+ *
+ * <h3>线程安全</h3>
+ * 本类为纯函数式（除 config.setStep / config.setGridElements 副作用外），
+ * 每次调用返回新构建的对象，不持有可变状态。
+ *
+ * @author Administrator
+ */
+@Slf4j
+public final class GridQueueBuilder {
+
+ private GridQueueBuilder() { /* utility class */ }
+
+ /**
+ * 从基底入场价向下递减生成空仓价格队列，降序排列（大→小）。
+ *
+ * @param config 全局配置（step 会被计算并写入）
+ * @param basePrice 空仓基底入场价
+ * @return 空仓价格队列，按降序排列
+ */
+ public static List<BigDecimal> buildShortQueue(OkxConfig config, BigDecimal basePrice) {
+ int prec = config.getPriceScale();
+ BigDecimal step = basePrice.multiply(config.getGridRate()).setScale(prec, RoundingMode.HALF_UP);
+ config.setStep(step); // 其它方法依赖此 step
+
+ List<BigDecimal> queue = new ArrayList<>();
+ BigDecimal elem = basePrice.subtract(step).setScale(prec, RoundingMode.HALF_UP);
+ for (int i = 0; i < config.getGridQueueSize(); i++) {
+ queue.add(elem);
+ elem = elem.subtract(step).setScale(prec, RoundingMode.HALF_UP);
+ if (elem.compareTo(BigDecimal.ZERO) <= 0) break;
+ }
+ queue.sort((a, b) -> b.compareTo(a)); // 降序
+ log.info("[OKX] 空队列:{}", queue);
+ return queue;
+ }
+
+ /**
+ * 从基底入场价向上递增生成多仓价格队列，升序排列（小→大）。
+ *
+ * @param config 全局配置（使用已设置的 step）
+ * @param basePrice 空仓基底入场价（对齐 Gate 版本，多仓队列也以此为基准）
+ * @return 多仓价格队列，按升序排列
+ */
+ public static List<BigDecimal> buildLongQueue(OkxConfig config, BigDecimal basePrice) {
+ int prec = config.getPriceScale();
+ BigDecimal step = config.getStep();
+ List<BigDecimal> queue = new ArrayList<>();
+ BigDecimal elem = basePrice.add(step).setScale(prec, RoundingMode.HALF_UP);
+ for (int i = 0; i < config.getGridQueueSize(); i++) {
+ queue.add(elem);
+ elem = elem.add(step).setScale(prec, RoundingMode.HALF_UP);
+ }
+ queue.sort(BigDecimal::compareTo); // 升序
+ log.info("[OKX] 多队列:{}", queue);
+ return queue;
+ }
+
+ /**
+ * 将空/多仓队列整合为 OkxGridElement 列表。
+ * <ul>
+ * <li>空仓网格: id = -1, -2, -3 …</li>
+ * <li>基底网格: id = 0（短仓入场价位置）</li>
+ * <li>多仓网格: id = +1, +2, +3 …</li>
+ * </ul>
+ * 每个网格元素包含两个方向的 {@link OkxTraderParam}（入场价 / 止盈价 / 数量）。
+ *
+ * @param config 全局配置
+ * @param shortQueue 空仓价格队列
+ * @param longQueue 多仓价格队列
+ * @param basePrice 空仓基底入场价
+ * @return 构建好的网格元素列表（已注入 config）
+ */
+ public static List<OkxGridElement> buildGridElements(OkxConfig config,
+ List<BigDecimal> shortQueue,
+ List<BigDecimal> longQueue,
+ BigDecimal basePrice) {
+ List<OkxGridElement> elements = new ArrayList<>();
+ int shortSize = shortQueue.size();
+ int longSize = longQueue.size();
+ int prec = config.getPriceScale();
+ BigDecimal step = config.getStep();
+ String qty = config.getQuantity();
+
+ // ---- 空仓网格: id = -1, -2, … ----
+ for (int i = 0; i < shortSize; i++) {
+ int id = -(i + 1);
+ Integer upId = (i == 0) ? 0 : id + 1;
+ Integer downId = (i == shortSize - 1) ? null : id - 1;
+ BigDecimal price = shortQueue.get(i);
+ OkxTraderParam longParam = OkxTraderParam.builder()
+ .direction(OkxTraderParam.Direction.LONG)
+ .entryPrice(price).takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
+ OkxTraderParam shortParam = OkxTraderParam.builder()
+ .direction(OkxTraderParam.Direction.SHORT)
+ .entryPrice(price).takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
+ elements.add(OkxGridElement.builder().id(id).gridPrice(price).upId(upId).downId(downId)
+ .longTraderParam(longParam).shortTraderParam(shortParam).build());
+ }
+
+ // ---- 基底网格: id = 0 ----
+ {
+ BigDecimal price = basePrice;
+ OkxTraderParam longParam = OkxTraderParam.builder()
+ .direction(OkxTraderParam.Direction.LONG)
+ .entryPrice(price).takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
+ OkxTraderParam shortParam = OkxTraderParam.builder()
+ .direction(OkxTraderParam.Direction.SHORT)
+ .entryPrice(price).takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
+ elements.add(OkxGridElement.builder().id(0).gridPrice(price)
+ .upId(shortSize > 0 ? 1 : null).downId(longSize > 0 ? -1 : null)
+ .longTraderParam(longParam).shortTraderParam(shortParam).build());
+ }
+
+ // ---- 多仓网格: id = 1, 2, … ----
+ for (int i = 0; i < longSize; i++) {
+ int id = i + 1;
+ Integer downId = (i == 0) ? 0 : id - 1;
+ Integer upId = (i == longSize - 1) ? null : id + 1;
+ BigDecimal price = longQueue.get(i);
+ OkxTraderParam longParam = OkxTraderParam.builder()
+ .direction(OkxTraderParam.Direction.LONG)
+ .entryPrice(price).takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
+ OkxTraderParam shortParam = OkxTraderParam.builder()
+ .direction(OkxTraderParam.Direction.SHORT)
+ .entryPrice(price).takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
+ elements.add(OkxGridElement.builder().id(id).gridPrice(price).upId(upId).downId(downId)
+ .longTraderParam(longParam).shortTraderParam(shortParam).build());
+ }
+
+ config.setGridElements(elements);
+ log.info("[OKX] 网格元素列表已构建, 共{}个元素", elements.size());
+ return elements;
+ }
+}
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxGridTradeService.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxGridTradeService.java
index 841cfb0..611049b 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxGridTradeService.java
@@ -57,6 +57,7 @@
private final OkxConfig config;
private final OkxTradeExecutor executor;
private final OKXAccount okxAccount;
+ private final StopLossManager stopLossManager;
private volatile StrategyState state = StrategyState.WAITING_KLINE;
@@ -105,6 +106,7 @@
this.config = config;
this.okxAccount = okxAccount;
this.executor = new OkxTradeExecutor(okxAccount, config.getInstId(), config.getTdMode());
+ this.stopLossManager = new StopLossManager(config, executor);
}
// ---- 初始化 ----
@@ -417,32 +419,32 @@
return;
}
- // 匹配止损单
+ // 匹配止损单 → 委托 StopLossManager
OkxGridElement byLongStopLoss = OkxGridElement.findByLongStopLossOrderId(algoId);
if (byLongStopLoss != null) {
- handleLongStopLossTriggered(byLongStopLoss);
+ stopLossManager.handleLongStopLossTriggered(byLongStopLoss, longEntryPrice);
return;
}
OkxGridElement byShortStopLoss = OkxGridElement.findByShortStopLossOrderId(algoId);
if (byShortStopLoss != null) {
- handleShortStopLossTriggered(byShortStopLoss);
+ stopLossManager.handleShortStopLossTriggered(byShortStopLoss, shortEntryPrice);
return;
}
- // 匹配挂单 —— 条件单成交后：清空挂单状态 + 追挂止损 + 挂止盈单
+ // 匹配挂单 —— 条件单成交后：清空挂单状态 + 追挂止损
OkxGridElement shortGridElement = OkxGridElement.findByShortOrderId(algoId);
if (shortGridElement != null && shortGridElement.isHasShortOrder()) {
int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
- shortEntryTraderIdParam(shortGridElement, null, false);
- extendShortStopLoss(filledQty);
+ stopLossManager.clearShortEntryState(shortGridElement);
+ stopLossManager.extendShortStopLoss(filledQty);
log.info("[OKX] 空单成交 gridId:{}, qty:{}, 追挂止损", shortGridElement.getId(), filledQty);
return;
}
OkxGridElement longGridElement = OkxGridElement.findByLongOrderId(algoId);
if (longGridElement != null && longGridElement.isHasLongOrder()) {
int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
- longEntryTraderIdParam(longGridElement, null, false);
- extendLongStopLoss(filledQty);
+ stopLossManager.clearLongEntryState(longGridElement);
+ stopLossManager.extendLongStopLoss(filledQty);
log.info("[OKX] 多单成交 gridId:{}, qty:{}, 追挂止损", longGridElement.getId(), filledQty);
return;
}
@@ -465,9 +467,18 @@
return;
}
- generateShortQueue();
- generateLongQueue();
- updateGridElements();
+ // 委托 GridQueueBuilder 构建价格队列 + GridElements
+ List<BigDecimal> tmpShort = GridQueueBuilder.buildShortQueue(config, shortBaseEntryPrice);
+ List<BigDecimal> tmpLong = GridQueueBuilder.buildLongQueue(config, shortBaseEntryPrice);
+ synchronized (shortPriceQueue) {
+ shortPriceQueue.clear();
+ shortPriceQueue.addAll(tmpShort);
+ }
+ synchronized (longPriceQueue) {
+ longPriceQueue.clear();
+ longPriceQueue.addAll(tmpLong);
+ }
+ GridQueueBuilder.buildGridElements(config, shortPriceQueue, longPriceQueue, shortBaseEntryPrice);
// 标记基座挂单
OkxGridElement baseGridElement = OkxGridElement.findById(0);
@@ -476,336 +487,14 @@
baseGridElement.setShortOrderId(baseShortTp.getEntryOrderId());
baseGridElement.setHasShortOrder(true);
- // 挂多仓止损 (id=-2 到 -11)，每格 quantity 张
- for (int id = -2; id >= -11; id--) {
- OkxGridElement elem = OkxGridElement.findById(id);
- if (elem == null) continue;
- BigDecimal triggerPrice = elem.getGridPrice();
- int finalId = id;
- executor.placeTakeProfit(triggerPrice.toString(), "sell", "long", config.getQuantity(),
- profitId -> {
- elem.setLongStopLossOrderId(profitId);
- OkxGridElement.refreshIndices();
- log.info("[OKX] 多仓止损已挂, gridId:{}, 触发价:{}, qty:{}, stopLossId:{}",
- finalId, triggerPrice, config.getQuantity(), profitId);
- });
- }
-
- // 挂空仓止损 (id=2 到 11)，每格 quantity 张
- for (int id = 2; id <= 11; id++) {
- OkxGridElement elem = OkxGridElement.findById(id);
- if (elem == null) continue;
- BigDecimal triggerPrice = elem.getGridPrice();
- int finalId = id;
- executor.placeTakeProfit(triggerPrice.toString(), "buy", "short", config.getQuantity(),
- profitId -> {
- elem.setShortStopLossOrderId(profitId);
- OkxGridElement.refreshIndices();
- log.info("[OKX] 空仓止损已挂, gridId:{}, 触发价:{}, qty:{}, stopLossId:{}",
- finalId, triggerPrice, config.getQuantity(), profitId);
- });
- }
-
- log.info("[OKX] 止损单已全部挂完, 空仓止损: 2~11, 多仓止损: -2~-11");
+ // 委托 StopLossManager 挂止损单
+ stopLossManager.setupBaseStopLosses();
state = StrategyState.ACTIVE;
}
}
- private void generateShortQueue() {
- shortPriceQueue.clear();
- int prec = config.getPriceScale();
- BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(prec, RoundingMode.HALF_UP);
- config.setStep(step);
- BigDecimal elem = shortBaseEntryPrice.subtract(step).setScale(prec, RoundingMode.HALF_UP);
- for (int i = 0; i < config.getGridQueueSize(); i++) {
- shortPriceQueue.add(elem);
- elem = elem.subtract(step).setScale(prec, RoundingMode.HALF_UP);
- if (elem.compareTo(BigDecimal.ZERO) <= 0) break;
- }
- shortPriceQueue.sort((a, b) -> b.compareTo(a));
- log.info("[OKX] 空队列:{}", shortPriceQueue);
- }
- private void generateLongQueue() {
- longPriceQueue.clear();
- int prec = config.getPriceScale();
- BigDecimal step = config.getStep();
- BigDecimal elem = shortBaseEntryPrice.add(step).setScale(prec, RoundingMode.HALF_UP);
- for (int i = 0; i < config.getGridQueueSize(); i++) {
- longPriceQueue.add(elem);
- elem = elem.add(step).setScale(prec, RoundingMode.HALF_UP);
- }
- longPriceQueue.sort(BigDecimal::compareTo);
- log.info("[OKX] 多队列:{}", longPriceQueue);
- }
-
- private void updateGridElements() {
- List<OkxGridElement> elements = new ArrayList<>();
- int shortSize = shortPriceQueue.size();
- int longSize = longPriceQueue.size();
- int prec = config.getPriceScale();
- BigDecimal step = config.getStep();
- String qty = config.getQuantity();
-
- // 空仓队列: id=-1, -2, ...
- for (int i = 0; i < shortSize; i++) {
- int id = -(i + 1);
- Integer upId = (i == 0) ? 0 : id + 1;
- Integer downId = (i == shortSize - 1) ? null : id - 1;
- BigDecimal price = shortPriceQueue.get(i);
- OkxTraderParam longParam = OkxTraderParam.builder()
- .direction(OkxTraderParam.Direction.LONG)
- .entryPrice(price).takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
- OkxTraderParam shortParam = OkxTraderParam.builder()
- .direction(OkxTraderParam.Direction.SHORT)
- .entryPrice(price).takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
- elements.add(OkxGridElement.builder().id(id).gridPrice(price).upId(upId).downId(downId)
- .longTraderParam(longParam).shortTraderParam(shortParam).build());
- }
-
- // 位置 0: 基底价格
- {
- BigDecimal price = shortBaseEntryPrice;
- OkxTraderParam longParam = OkxTraderParam.builder()
- .direction(OkxTraderParam.Direction.LONG)
- .entryPrice(price).takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
- OkxTraderParam shortParam = OkxTraderParam.builder()
- .direction(OkxTraderParam.Direction.SHORT)
- .entryPrice(price).takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
- elements.add(OkxGridElement.builder().id(0).gridPrice(price)
- .upId(shortSize > 0 ? 1 : null).downId(longSize > 0 ? -1 : null)
- .longTraderParam(longParam).shortTraderParam(shortParam).build());
- }
-
- // 多仓队列: id=1, 2, ...
- for (int i = 0; i < longSize; i++) {
- int id = i + 1;
- Integer downId = (i == 0) ? 0 : id - 1;
- Integer upId = (i == longSize - 1) ? null : id + 1;
- BigDecimal price = longPriceQueue.get(i);
- OkxTraderParam longParam = OkxTraderParam.builder()
- .direction(OkxTraderParam.Direction.LONG)
- .entryPrice(price).takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
- OkxTraderParam shortParam = OkxTraderParam.builder()
- .direction(OkxTraderParam.Direction.SHORT)
- .entryPrice(price).takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
- elements.add(OkxGridElement.builder().id(id).gridPrice(price).upId(upId).downId(downId)
- .longTraderParam(longParam).shortTraderParam(shortParam).build());
- }
-
- config.setGridElements(elements);
- log.info("[OKX] 网格元素列表已构建, 共{}个元素", elements.size());
- }
-
- // ---- 止损触发处理 ----
-
- /**
- * 多仓止损触发处理（Gate 模式逐步缩进）。
- * 止损触发后向基底方向缩进 1 格挂条件多单，数量 = |触发价 - 当前持仓均价| / 网格步长，取整。
- * 若 N>2，先取消上一步的旧挂单。
- */
- private void handleLongStopLossTriggered(OkxGridElement gridElement) {
- int gridId = gridElement.getId();
- int N = Math.abs(gridId);
- gridElement.setLongStopLossOrderId(null);
- log.info("[OKX] 多仓止损触发 gridId:{}, 逐步缩进", gridId);
-
- int newEntryGridId = -(N - 1);
- OkxGridElement newEntryGrid = OkxGridElement.findById(newEntryGridId);
- if (newEntryGrid == null) {
- OkxGridElement.refreshIndices();
- log.warn("[OKX] 多仓止损触发 gridId:{} 找不到入单网格({})", gridId, newEntryGridId);
- return;
- }
-
- if (N > 2) {
- int cancelGridId = -(N - 2);
- OkxGridElement cancelGrid = OkxGridElement.findById(cancelGridId);
- if (cancelGrid != null && cancelGrid.isHasLongOrder()) {
- executor.cancelAlgoOrder(cancelGrid.getLongOrderId(), oid -> {
- longEntryTraderIdParam(cancelGrid, null, false);
- log.info("[OKX] 多仓止损触发, 取消gridId:{}的多单", cancelGridId);
- });
- }
- }
-
- BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- BigDecimal priceDiff = longEntryPrice.subtract(triggerPrice).abs();
- // 精度补偿：步长被setScale截断，priceDiff/step可能产生1.99998→Down截断为1的问题
- BigDecimal epsilon = new BigDecimal("0.00000001");
- int count = priceDiff.add(epsilon).divide(config.getStep(), 0, RoundingMode.DOWN).intValue();
- count = Math.max(1, count);
- int entryQty = count * Integer.parseInt(config.getQuantity());
- String size = String.valueOf(entryQty);
- log.info("[OKX] 多仓止损触发 gridId:{}, 在gridId:{}挂{}张多单(价差:{},步长:{},count:{},qty:{})",
- gridId, newEntryGridId, entryQty, priceDiff, config.getStep(), count, config.getQuantity());
- newEntryGrid.getLongTraderParam().setQuantity(size);
- placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice, size);
- }
-
- /**
- * 空仓止损触发处理（Gate 模式逐步缩进）。
- * 止损触发后向基底方向缩进 1 格挂条件空单，数量 = |触发价 - 当前持仓均价| / 网格步长，取整。
- * 若 N>2，先取消上一步的旧挂单。
- */
- private void handleShortStopLossTriggered(OkxGridElement gridElement) {
- int gridId = gridElement.getId();
- int N = gridId;
- gridElement.setShortStopLossOrderId(null);
- log.info("[OKX] 空仓止损触发 gridId:{}, 逐步缩进", gridId);
-
- int newEntryGridId = N - 1;
- OkxGridElement newEntryGrid = OkxGridElement.findById(newEntryGridId);
- if (newEntryGrid == null) {
- OkxGridElement.refreshIndices();
- log.warn("[OKX] 空仓止损触发 gridId:{} 找不到入单网格({})", gridId, newEntryGridId);
- return;
- }
-
- if (N > 2) {
- int cancelGridId = N - 2;
- OkxGridElement cancelGrid = OkxGridElement.findById(cancelGridId);
- if (cancelGrid != null && cancelGrid.isHasShortOrder()) {
- executor.cancelAlgoOrder(cancelGrid.getShortOrderId(), oid -> {
- shortEntryTraderIdParam(cancelGrid, null, false);
- log.info("[OKX] 空仓止损触发, 取消gridId:{}的空单", cancelGridId);
- });
- }
- }
-
- BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- BigDecimal priceDiff = shortEntryPrice.subtract(triggerPrice).abs();
- // 精度补偿：步长被setScale截断，priceDiff/step可能产生1.99998→Down截断为1的问题
- BigDecimal epsilon = new BigDecimal("0.00000001");
- int count = priceDiff.add(epsilon).divide(config.getStep(), 0, RoundingMode.DOWN).intValue();
- count = Math.max(1, count);
- int entryQty = count * Integer.parseInt(config.getQuantity());
- String size = String.valueOf(entryQty);
- log.info("[OKX] 空仓止损触发 gridId:{}, 在gridId:{}挂{}张空单(价差:{},步长:{},count:{},qty:{})",
- gridId, newEntryGridId, entryQty, priceDiff, config.getStep(), count, config.getQuantity());
- newEntryGrid.getShortTraderParam().setQuantity(size);
- placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice, size);
- }
-
- private void extendLongStopLoss(int filledQty) {
- // filledQty 为本次新增止损张数 = count * quantity, 需要按 quantity 为粒度拆分为 count 个止损单
- int qty = Integer.parseInt(config.getQuantity());
- int stopLossCount = filledQty / qty;
- int furthestSlId = 0;
- for (OkxGridElement e : config.getGridElements()) {
- if (e.getLongStopLossOrderId() != null && e.getId() < furthestSlId) {
- furthestSlId = e.getId();
- }
- }
- if (furthestSlId == 0) furthestSlId = -11;
- log.info("[OKX] 多仓追挂止损, 当前最远止损gridId:{}, 追加{}单, 每单{}张", furthestSlId, stopLossCount, qty);
- for (int i = 0; i < stopLossCount; i++) {
- int newSlId = furthestSlId - i - 1;
- OkxGridElement elem = OkxGridElement.findById(newSlId);
- if (elem == null) continue;
- BigDecimal triggerPrice = elem.getGridPrice();
- int finalSlId = newSlId;
- executor.placeTakeProfit(triggerPrice.toString(), "sell", "long", config.getQuantity(),
- profitId -> {
- elem.setLongStopLossOrderId(profitId);
- OkxGridElement.refreshIndices();
- log.info("[OKX] 多仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
- });
- }
- }
-
- private void extendShortStopLoss(int filledQty) {
- int qty = Integer.parseInt(config.getQuantity());
- int stopLossCount = filledQty / qty;
- int furthestSlId = 0;
- for (OkxGridElement e : config.getGridElements()) {
- if (e.getShortStopLossOrderId() != null && e.getId() > furthestSlId) {
- furthestSlId = e.getId();
- }
- }
- if (furthestSlId == 0) furthestSlId = 11;
- log.info("[OKX] 空仓追挂止损, 当前最远止损gridId:{}, 追加{}单, 每单{}张", furthestSlId, stopLossCount, qty);
- for (int i = 0; i < stopLossCount; i++) {
- int newSlId = furthestSlId + i + 1;
- OkxGridElement elem = OkxGridElement.findById(newSlId);
- if (elem == null) continue;
- BigDecimal triggerPrice = elem.getGridPrice();
- int finalSlId = newSlId;
- executor.placeTakeProfit(triggerPrice.toString(), "buy", "short", config.getQuantity(),
- profitId -> {
- elem.setShortStopLossOrderId(profitId);
- OkxGridElement.refreshIndices();
- log.info("[OKX] 空仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
- });
- }
- }
-
- // ---- 辅助方法 ----
-
- private void longTakeProfitTraderIdParam(OkxGridElement baseElement, String profitId, boolean flag) {
- OkxTraderParam tp = baseElement.getLongTraderParam();
- tp.setTakeProfitOrderId(profitId);
- tp.setTakeProfitPlaced(flag);
- baseElement.setLongTakeProfitOrderId(profitId);
- OkxGridElement.refreshIndices();
- }
-
- private void shortTakeProfitTraderIdParam(OkxGridElement baseElement, String profitId, boolean flag) {
- OkxTraderParam tp = baseElement.getShortTraderParam();
- tp.setTakeProfitOrderId(profitId);
- tp.setTakeProfitPlaced(flag);
- baseElement.setShortTakeProfitOrderId(profitId);
- OkxGridElement.refreshIndices();
- }
-
- private void longEntryTraderIdParam(OkxGridElement baseElement, String entryId, boolean flag) {
- OkxTraderParam tp = baseElement.getLongTraderParam();
- tp.setEntryOrderId(entryId);
- tp.setEntryOrderPlaced(flag);
- baseElement.setHasLongOrder(flag);
- baseElement.setLongOrderId(entryId);
- OkxGridElement.refreshIndices();
- }
-
- private void shortEntryTraderIdParam(OkxGridElement baseElement, String entryId, boolean flag) {
- OkxTraderParam tp = baseElement.getShortTraderParam();
- tp.setEntryOrderId(entryId);
- tp.setEntryOrderPlaced(flag);
- baseElement.setHasShortOrder(flag);
- baseElement.setShortOrderId(entryId);
- OkxGridElement.refreshIndices();
- }
-
- private void placeEntryOrderWithPreFlag(OkxGridElement gridElement, boolean isLong,
- BigDecimal triggerPrice, String size) {
- if (isLong) {
- gridElement.setHasLongOrder(true);
- } else {
- gridElement.setHasShortOrder(true);
- }
- String side = isLong ? "buy" : "sell";
- String posSide = isLong ? "long" : "short";
- executor.placeConditionalEntryOrder(triggerPrice.toString(), side, posSide, size,
- orderId -> {
- if (isLong) {
- longEntryTraderIdParam(gridElement, orderId, true);
- } else {
- shortEntryTraderIdParam(gridElement, orderId, true);
- }
- },
- () -> {
- if (isLong) {
- gridElement.setHasLongOrder(false);
- gridElement.setLongOrderId(null);
- } else {
- gridElement.setHasShortOrder(false);
- gridElement.setShortOrderId(null);
- }
- OkxGridElement.refreshIndices();
- log.warn("[OKX] 条件单创建失败，回滚标志位 gridId:{}, isLong:{}", gridElement.getId(), isLong);
- }
- );
- }
+ // ---- 盈亏计算 ----
private void updateUnrealizedPnl() {
if (lastKlinePrice == null || lastKlinePrice.compareTo(BigDecimal.ZERO) == 0) return;
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/StopLossManager.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/StopLossManager.java
new file mode 100644
index 0000000..9b864eb
--- /dev/null
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/StopLossManager.java
@@ -0,0 +1,302 @@
+package com.xcong.excoin.modules.okxNewPrice;
+
+import lombok.extern.slf4j.Slf4j;
+
+import java.math.BigDecimal;
+import java.math.RoundingMode;
+
+/**
+ * 止损管理器 — 负责基底止损单挂载、止损触发后的逐步缩进、以及止损追挂。
+ *
+ * <h3>止损策略（对齐 Gate 版本）</h3>
+ * <ol>
+ * <li>基底开仓后挂多仓止损(id=-2~-11)和空仓止损(id=2~11)，每格 1 倍 quantity</li>
+ * <li>条件单成交后以成交量为粒度追挂止损（extend 系列）</li>
+ * <li>止损触发后向基底方向缩进 1 格，数量由价格差 / 步长决定，N>2 时先取消旧挂单</li>
+ * </ol>
+ *
+ * <h3>线程安全</h3>
+ * 本类通过 executor 的异步回调串行化下单操作；对 OkxGridElement 的读写依赖调用方保证有序。
+ *
+ * @author Administrator
+ */
+@Slf4j
+public class StopLossManager {
+
+ private final OkxConfig config;
+ private final OkxTradeExecutor executor;
+
+ public StopLossManager(OkxConfig config, OkxTradeExecutor executor) {
+ this.config = config;
+ this.executor = executor;
+ }
+
+ // ========== 基底止损挂载 ==========
+
+ /**
+ * 在基底开仓完成后挂载初始止损单。
+ * 多仓止损: id=-2 到 -11，每格 quantity 张，方向 sell/long
+ * 空仓止损: id=2 到 11，每格 quantity 张，方向 buy/short
+ */
+ public void setupBaseStopLosses() {
+ // 挂多仓止损 (id=-2 到 -11)
+ for (int id = -2; id >= -11; id--) {
+ OkxGridElement elem = OkxGridElement.findById(id);
+ if (elem == null) continue;
+ BigDecimal triggerPrice = elem.getGridPrice();
+ int finalId = id;
+ executor.placeTakeProfit(triggerPrice.toString(), "sell", "long", config.getQuantity(),
+ profitId -> {
+ elem.setLongStopLossOrderId(profitId);
+ OkxGridElement.refreshIndices();
+ log.info("[OKX] 多仓止损已挂, gridId:{}, 触发价:{}, qty:{}, stopLossId:{}",
+ finalId, triggerPrice, config.getQuantity(), profitId);
+ });
+ }
+
+ // 挂空仓止损 (id=2 到 11)
+ for (int id = 2; id <= 11; id++) {
+ OkxGridElement elem = OkxGridElement.findById(id);
+ if (elem == null) continue;
+ BigDecimal triggerPrice = elem.getGridPrice();
+ int finalId = id;
+ executor.placeTakeProfit(triggerPrice.toString(), "buy", "short", config.getQuantity(),
+ profitId -> {
+ elem.setShortStopLossOrderId(profitId);
+ OkxGridElement.refreshIndices();
+ log.info("[OKX] 空仓止损已挂, gridId:{}, 触发价:{}, qty:{}, stopLossId:{}",
+ finalId, triggerPrice, config.getQuantity(), profitId);
+ });
+ }
+
+ log.info("[OKX] 止损单已全部挂完, 空仓止损: 2~11, 多仓止损: -2~-11");
+ }
+
+ // ========== 止损触发处理 ==========
+
+ /**
+ * 多仓止损触发处理。
+ * 止损触发后向基底方向缩进 1 格挂条件多单，数量 = |触发价 - 当前持仓均价| / 网格步长，取整。
+ * 若 N > 2，先取消上一步的旧挂单。
+ */
+ public void handleLongStopLossTriggered(OkxGridElement gridElement, BigDecimal longEntryPrice) {
+ int gridId = gridElement.getId();
+ int N = Math.abs(gridId);
+ gridElement.setLongStopLossOrderId(null);
+ log.info("[OKX] 多仓止损触发 gridId:{}, 逐步缩进", gridId);
+
+ int newEntryGridId = -(N - 1);
+ OkxGridElement newEntryGrid = OkxGridElement.findById(newEntryGridId);
+ if (newEntryGrid == null) {
+ OkxGridElement.refreshIndices();
+ log.warn("[OKX] 多仓止损触发 gridId:{} 找不到入单网格({})", gridId, newEntryGridId);
+ return;
+ }
+
+ if (N > 2) {
+ int cancelGridId = -(N - 2);
+ OkxGridElement cancelGrid = OkxGridElement.findById(cancelGridId);
+ if (cancelGrid != null && cancelGrid.isHasLongOrder()) {
+ executor.cancelAlgoOrder(cancelGrid.getLongOrderId(), oid -> {
+ clearLongEntryState(cancelGrid);
+ log.info("[OKX] 多仓止损触发, 取消gridId:{}的多单", cancelGridId);
+ });
+ }
+ }
+
+ BigDecimal triggerPrice = newEntryGrid.getGridPrice();
+ BigDecimal priceDiff = longEntryPrice.subtract(triggerPrice).abs();
+ BigDecimal epsilon = new BigDecimal("0.00000001");
+ int count = priceDiff.add(epsilon).divide(config.getStep(), 0, RoundingMode.DOWN).intValue();
+ count = Math.max(1, count);
+ int entryQty = count * Integer.parseInt(config.getQuantity());
+ String size = String.valueOf(entryQty);
+ log.info("[OKX] 多仓止损触发 gridId:{}, 在gridId:{}挂{}张多单(价差:{},步长:{},count:{},qty:{})",
+ gridId, newEntryGridId, entryQty, priceDiff, config.getStep(), count, config.getQuantity());
+ newEntryGrid.getLongTraderParam().setQuantity(size);
+ placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice, size);
+ }
+
+ /**
+ * 空仓止损触发处理。
+ * 止损触发后向基底方向缩进 1 格挂条件空单，数量 = |触发价 - 当前持仓均价| / 网格步长，取整。
+ * 若 N > 2，先取消上一步的旧挂单。
+ */
+ public void handleShortStopLossTriggered(OkxGridElement gridElement, BigDecimal shortEntryPrice) {
+ int gridId = gridElement.getId();
+ int N = gridId;
+ gridElement.setShortStopLossOrderId(null);
+ log.info("[OKX] 空仓止损触发 gridId:{}, 逐步缩进", gridId);
+
+ int newEntryGridId = N - 1;
+ OkxGridElement newEntryGrid = OkxGridElement.findById(newEntryGridId);
+ if (newEntryGrid == null) {
+ OkxGridElement.refreshIndices();
+ log.warn("[OKX] 空仓止损触发 gridId:{} 找不到入单网格({})", gridId, newEntryGridId);
+ return;
+ }
+
+ if (N > 2) {
+ int cancelGridId = N - 2;
+ OkxGridElement cancelGrid = OkxGridElement.findById(cancelGridId);
+ if (cancelGrid != null && cancelGrid.isHasShortOrder()) {
+ executor.cancelAlgoOrder(cancelGrid.getShortOrderId(), oid -> {
+ clearShortEntryState(cancelGrid);
+ log.info("[OKX] 空仓止损触发, 取消gridId:{}的空单", cancelGridId);
+ });
+ }
+ }
+
+ BigDecimal triggerPrice = newEntryGrid.getGridPrice();
+ BigDecimal priceDiff = shortEntryPrice.subtract(triggerPrice).abs();
+ BigDecimal epsilon = new BigDecimal("0.00000001");
+ int count = priceDiff.add(epsilon).divide(config.getStep(), 0, RoundingMode.DOWN).intValue();
+ count = Math.max(1, count);
+ int entryQty = count * Integer.parseInt(config.getQuantity());
+ String size = String.valueOf(entryQty);
+ log.info("[OKX] 空仓止损触发 gridId:{}, 在gridId:{}挂{}张空单(价差:{},步长:{},count:{},qty:{})",
+ gridId, newEntryGridId, entryQty, priceDiff, config.getStep(), count, config.getQuantity());
+ newEntryGrid.getShortTraderParam().setQuantity(size);
+ placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice, size);
+ }
+
+ // ========== 止损追挂 ==========
+
+ /**
+ * 多仓追挂止损：按 quantity 粒度拆分为 count 个止损单，从当前最远止损格再往外延伸。
+ */
+ public void extendLongStopLoss(int filledQty) {
+ int qty = Integer.parseInt(config.getQuantity());
+ int stopLossCount = filledQty / qty;
+ int furthestSlId = 0;
+ for (OkxGridElement e : config.getGridElements()) {
+ if (e.getLongStopLossOrderId() != null && e.getId() < furthestSlId) {
+ furthestSlId = e.getId();
+ }
+ }
+ if (furthestSlId == 0) furthestSlId = -11;
+ log.info("[OKX] 多仓追挂止损, 当前最远止损gridId:{}, 追加{}单, 每单{}张", furthestSlId, stopLossCount, qty);
+ for (int i = 0; i < stopLossCount; i++) {
+ int newSlId = furthestSlId - i - 1;
+ OkxGridElement elem = OkxGridElement.findById(newSlId);
+ if (elem == null) continue;
+ BigDecimal triggerPrice = elem.getGridPrice();
+ int finalSlId = newSlId;
+ executor.placeTakeProfit(triggerPrice.toString(), "sell", "long", config.getQuantity(),
+ profitId -> {
+ elem.setLongStopLossOrderId(profitId);
+ OkxGridElement.refreshIndices();
+ log.info("[OKX] 多仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
+ });
+ }
+ }
+
+ /**
+ * 空仓追挂止损：按 quantity 粒度拆分为 count 个止损单，从当前最远止损格再往外延伸。
+ */
+ public void extendShortStopLoss(int filledQty) {
+ int qty = Integer.parseInt(config.getQuantity());
+ int stopLossCount = filledQty / qty;
+ int furthestSlId = 0;
+ for (OkxGridElement e : config.getGridElements()) {
+ if (e.getShortStopLossOrderId() != null && e.getId() > furthestSlId) {
+ furthestSlId = e.getId();
+ }
+ }
+ if (furthestSlId == 0) furthestSlId = 11;
+ log.info("[OKX] 空仓追挂止损, 当前最远止损gridId:{}, 追加{}单, 每单{}张", furthestSlId, stopLossCount, qty);
+ for (int i = 0; i < stopLossCount; i++) {
+ int newSlId = furthestSlId + i + 1;
+ OkxGridElement elem = OkxGridElement.findById(newSlId);
+ if (elem == null) continue;
+ BigDecimal triggerPrice = elem.getGridPrice();
+ int finalSlId = newSlId;
+ executor.placeTakeProfit(triggerPrice.toString(), "buy", "short", config.getQuantity(),
+ profitId -> {
+ elem.setShortStopLossOrderId(profitId);
+ OkxGridElement.refreshIndices();
+ log.info("[OKX] 空仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
+ });
+ }
+ }
+
+ // ========== 辅助：条件单创建 & 状态回写 ==========
+
+ /**
+ * 预置标志位后发送条件入单请求，成功/失败均通过回调写入 GridElement 状态。
+ */
+ void placeEntryOrderWithPreFlag(OkxGridElement gridElement, boolean isLong,
+ BigDecimal triggerPrice, String size) {
+ if (isLong) {
+ gridElement.setHasLongOrder(true);
+ } else {
+ gridElement.setHasShortOrder(true);
+ }
+ String side = isLong ? "buy" : "sell";
+ String posSide = isLong ? "long" : "short";
+ executor.placeConditionalEntryOrder(triggerPrice.toString(), side, posSide, size,
+ orderId -> {
+ if (isLong) {
+ setLongEntryState(gridElement, orderId, true);
+ } else {
+ setShortEntryState(gridElement, orderId, true);
+ }
+ },
+ () -> {
+ if (isLong) {
+ gridElement.setHasLongOrder(false);
+ gridElement.setLongOrderId(null);
+ } else {
+ gridElement.setHasShortOrder(false);
+ gridElement.setShortOrderId(null);
+ }
+ OkxGridElement.refreshIndices();
+ log.warn("[OKX] 条件单创建失败，回滚标志位 gridId:{}, isLong:{}", gridElement.getId(), isLong);
+ }
+ );
+ }
+
+ // ---- GridElement 状态修改（package-private，OkxGridTradeService 也可调用） ----
+
+ void setLongEntryState(OkxGridElement gridElement, String entryId, boolean flag) {
+ OkxTraderParam tp = gridElement.getLongTraderParam();
+ tp.setEntryOrderId(entryId);
+ tp.setEntryOrderPlaced(flag);
+ gridElement.setHasLongOrder(flag);
+ gridElement.setLongOrderId(entryId);
+ OkxGridElement.refreshIndices();
+ }
+
+ void setShortEntryState(OkxGridElement gridElement, String entryId, boolean flag) {
+ OkxTraderParam tp = gridElement.getShortTraderParam();
+ tp.setEntryOrderId(entryId);
+ tp.setEntryOrderPlaced(flag);
+ gridElement.setHasShortOrder(flag);
+ gridElement.setShortOrderId(entryId);
+ OkxGridElement.refreshIndices();
+ }
+
+ void clearLongEntryState(OkxGridElement gridElement) {
+ setLongEntryState(gridElement, null, false);
+ }
+
+ void clearShortEntryState(OkxGridElement gridElement) {
+ setShortEntryState(gridElement, null, false);
+ }
+
+ void setLongTakeProfitState(OkxGridElement gridElement, String profitId, boolean flag) {
+ OkxTraderParam tp = gridElement.getLongTraderParam();
+ tp.setTakeProfitOrderId(profitId);
+ tp.setTakeProfitPlaced(flag);
+ gridElement.setLongTakeProfitOrderId(profitId);
+ OkxGridElement.refreshIndices();
+ }
+
+ void setShortTakeProfitState(OkxGridElement gridElement, String profitId, boolean flag) {
+ OkxTraderParam tp = gridElement.getShortTraderParam();
+ tp.setTakeProfitOrderId(profitId);
+ tp.setTakeProfitPlaced(flag);
+ gridElement.setShortTakeProfitOrderId(profitId);
+ OkxGridElement.refreshIndices();
+ }
+}
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxpi/config/utils/RequestBuilder.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxpi/config/utils/RequestBuilder.java
index 30bf027..e5e5fd3 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxpi/config/utils/RequestBuilder.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxpi/config/utils/RequestBuilder.java
@@ -96,7 +96,6 @@
.get()
.addHeader("Content-Type", "application/x-www-form-urlencoded")
.addHeader("OK-ACCESS-KEY", apiKey)
- .addHeader("OK-ACCESS-KEY", apiKey)
.addHeader("OK-ACCESS-SIGN", sign)
.addHeader("OK-ACCESS-TIMESTAMP", timeStamp)
.addHeader("OK-ACCESS-PASSPHRASE", passphrase)
@@ -112,7 +111,6 @@
.put(RequestBody.create(JSON_TYPE, ""))
.addHeader("Content-Type", "application/x-www-form-urlencoded")
.addHeader("OK-ACCESS-KEY", apiKey)
- .addHeader("OK-ACCESS-KEY", apiKey)
.addHeader("OK-ACCESS-SIGN", sign)
.addHeader("OK-ACCESS-TIMESTAMP", timeStamp)
.addHeader("OK-ACCESS-PASSPHRASE", passphrase)
@@ -127,7 +125,6 @@
.url(fullUrl)
.delete()
.addHeader("Content-Type", "application/x-www-form-urlencoded")
- .addHeader("OK-ACCESS-KEY", apiKey)
.addHeader("OK-ACCESS-KEY", apiKey)
.addHeader("OK-ACCESS-SIGN", sign)
.addHeader("OK-ACCESS-TIMESTAMP", timeStamp)
--
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