From 31db00c689b04ff32b2abe3c729b693626291acb Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Sat, 13 Dec 2025 16:41:37 +0800
Subject: [PATCH] fix(okxNewPrice): 优化减仓逻辑并增强错误处理
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java | 262 +++++++++++++++++++++++++++------------------------
1 files changed, 139 insertions(+), 123 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java
index 85e5f3c..0f26e18 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java
@@ -1,12 +1,11 @@
package com.xcong.excoin.modules.okxNewPrice.celue;
+import cn.hutool.core.util.ObjectUtil;
import cn.hutool.core.util.StrUtil;
-import com.xcong.excoin.modules.okxNewPrice.okxWs.AccountWs;
-import com.xcong.excoin.modules.okxNewPrice.okxWs.InstrumentsWs;
-import com.xcong.excoin.modules.okxNewPrice.okxWs.PositionsWs;
-import com.xcong.excoin.modules.okxNewPrice.okxWs.TradeOrderWs;
+import com.xcong.excoin.modules.okxNewPrice.okxWs.*;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.OrderParamEnums;
+import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild;
import com.xcong.excoin.modules.okxNewPrice.wangge.WangGeQueue;
import com.xcong.excoin.modules.okxNewPrice.wangge.WangGeService;
import com.xcong.excoin.rabbit.pricequeue.AscBigDecimal;
@@ -17,6 +16,7 @@
import org.springframework.stereotype.Service;
import java.math.BigDecimal;
+import java.math.RoundingMode;
import java.util.concurrent.PriorityBlockingQueue;
/**
@@ -30,94 +30,113 @@
@RequiredArgsConstructor
public class CaoZuoServiceImpl implements CaoZuoService {
- private final RedisUtils redisUtils;
private final WangGeService wangGeService;
-
-
- // 构造Redis键名
- final String coinCode = CoinEnums.HE_YUE.getCode();
- final String instrumentsStateKey = InstrumentsWs.INSTRUMENTSWS_CHANNEL + ":" + coinCode + ":state";
- final String instrumentsOutKey = InstrumentsWs.INSTRUMENTSWS_CHANNEL+":" + coinCode+":out";
- final String positionsMarkPxKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":markPx";
- final String positionsAvgPxKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":avgPx";
- final String positionsOrderPriceKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":orderPrice";
- final String positionsUplKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":upl";
- final String positionsRealizedPnlKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":realizedPnl";
- final String positionsImrKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":imr";
- final String positionsPosKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":pos";
/**
* 执行主要的操作逻辑，包括读取合约状态、获取市场价格信息，
* 并根据当前持仓均价和标记价格决定是否执行买卖操作。
*
- * @return 返回操作类型字符串（如买入BUY、卖出SELL等）
+ * @return 返回操作类型字符串（如买入BUY、卖出SELL等），如果无有效操作则返回null
*/
@Override
public String caoZuo() {
log.info("开始执行操作CaoZuoServiceImpl......");
+ BigDecimal cashBal = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get("cashBal"));
+ BigDecimal availBal = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get("availBal"));
- // 获取合约执行操作状态
- String state = (String) redisUtils.get(instrumentsStateKey);
- String outStr = (String) redisUtils.get(instrumentsOutKey);
- if (OrderParamEnums.OUT_YES.getValue().equals(outStr) && OrderParamEnums.STATE_3.getValue().equals(state)){
- log.error("止损过了......冷静一下，等待下次入场......");
+ // 判断账户余额是否充足
+ if (cashBal.compareTo(BigDecimal.ZERO) <= 0){
+ log.error("账户没有钱，请充值......");
return null;
}
- if (OrderParamEnums.STATE_4.getValue().equals(state)) {
- log.error("操作下单中，等待......");
- return OrderParamEnums.ORDERING.getValue();
- }
- if (OrderParamEnums.STATE_3.getValue().equals(state)){
- log.error("持仓盈亏超过下单总保证金，冷静止损......");
- redisUtils.set(instrumentsOutKey, OrderParamEnums.OUT_YES.getValue(), 0);
- return OrderParamEnums.OUT.getValue();
- }
- if (OrderParamEnums.STATE_2.getValue().equals(state)){
- log.error("持仓盈亏抗压......");
- return OrderParamEnums.HOLDING.getValue();
- }
- if (OrderParamEnums.STATE_0.getValue().equals(state)){
- log.error("请检查系统参数，不允许开仓......");
- return OrderParamEnums.HOLDING.getValue();
- }
+ /**
+ * 判断止损抗压
+ */
+ // 实际亏损金额
+ BigDecimal realKuiSunAmount = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get("upl"));
+ log.info("未实现盈亏: {}", realKuiSunAmount);
+ String zhiSunPercent = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.ZHI_SUN.name());
+ BigDecimal zhiSunAmount = cashBal.multiply(new BigDecimal(zhiSunPercent));
+ log.info("预期亏损金额: {}", zhiSunAmount);
+ String kangYaPercent = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.KANG_CANG.name());
+ BigDecimal kangYaAmount = cashBal.multiply(new BigDecimal(kangYaPercent));
+ log.info("预期抗仓金额: {}", kangYaAmount);
- String pos = (String) redisUtils.get(positionsPosKey);
- if (StrUtil.isBlank(pos) || BigDecimal.ZERO.compareTo( new BigDecimal(pos)) >= 0) {
- log.error("未获取到持仓数量");
- return OrderParamEnums.INIT.getValue();
- }
-
- String uplStr = (String) redisUtils.get(positionsUplKey);
- //可使用的总保证金
- String cashBalStrKey = AccountWs.ACCOUNTWS_CHANNEL + ":" + CoinEnums.USDT.getCode() + ":cashBal";
- String cashBalStr = (String) redisUtils.get(cashBalStrKey);
- if (StrUtil.isBlank(cashBalStr) || StrUtil.isBlank(uplStr)){
- return OrderParamEnums.INIT.getValue();
- }
- BigDecimal upl = new BigDecimal(uplStr);
- if (BigDecimal.ZERO.compareTo(upl) >= 0){
- upl = upl.multiply(new BigDecimal("-1"));
- BigDecimal bigDecimal = new BigDecimal(cashBalStr).multiply(new BigDecimal(OrderParamEnums.ZHI_SUN.getValue()));
- if (upl.compareTo(bigDecimal) >= 0) {
- log.error("持仓盈亏超过下单总保证金，止损冷静一天......");
+ if (realKuiSunAmount.compareTo(BigDecimal.ZERO) < 0){
+ realKuiSunAmount = realKuiSunAmount.multiply(new BigDecimal("-1"));
+ // 账户预期亏损金额比这个还小时，立即止损
+ if (realKuiSunAmount.compareTo(zhiSunAmount) > 0){
+ log.error("账户冷静止损......");
+ WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.OUT.name(), OrderParamEnums.OUT_YES.getValue());
+ WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
return OrderParamEnums.OUT.getValue();
+ }
+ // 判断抗压
+ if (realKuiSunAmount.compareTo(kangYaAmount) > 0 && realKuiSunAmount.compareTo(zhiSunAmount) <= 0){
+ log.error("账户紧张扛仓......");
+ return OrderParamEnums.HOLDING.getValue();
}
}
+ // 系统设置的开关，等于冷静中，则代表不开仓
+ String outStr = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.OUT.name());
+ if (OrderParamEnums.OUT_YES.getValue().equals(outStr)){
+ log.error("冷静中，不允许下单......");
+ return null;
+ }
+
+ // 判断当前是否有正在进行的订单操作
+ String state = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.STATE.name());
log.info(OrderParamEnums.getNameByValue(state));
+ if (OrderParamEnums.STATE_4.getValue().equals(state)){
+ log.warn("正在下单中，等待下单结束...");
+ return null;
+ }
+ if (OrderParamEnums.STATE_3.getValue().equals(state)){
+ log.error("冷静中，不允许下单......");
+ return null;
+ }
+ if (OrderParamEnums.STATE_2.getValue().equals(state)){
+ log.error("账户紧张扛仓......");
+ return null;
+ }
+ if (OrderParamEnums.STATE_0.getValue().equals(state)){
+ log.error("参数异常，不允许开仓......");
+ return null;
+ }
- // 获取标记价格和平均持仓价格
- String markPxObj = (String) redisUtils.get(positionsMarkPxKey);
- String avgPxObj = (String) redisUtils.get(positionsAvgPxKey);
- if (StrUtil.isBlank(markPxObj) || StrUtil.isBlank(avgPxObj)) {
- return OrderParamEnums.INIT.getValue();
+
+ if (PositionsWs.POSITIONSWSMAP.get("pos") == null){
+ log.error("没有获取到持仓信息，等待初始化......");
+ return null;
+ }
+ BigDecimal pos = PositionsWs.POSITIONSWSMAP.get("pos");
+ if (BigDecimal.ZERO.compareTo( pos) >= 0) {
+ log.error("持仓数量为零，进行初始化订单");
+ boolean flag = WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
+ if ( flag){
+ return OrderParamEnums.INIT.getValue();
+ }else{
+ return null;
+ }
+ }
+ // 判断是否保证金超标
+ if (PositionsWs.POSITIONSWSMAP.get("imr") == null){
+ log.error("没有获取到持仓信息，等待初始化......");
+ return null;
+ }
+ BigDecimal ordFrozImr = PositionsWs.POSITIONSWSMAP.get("imr");
+ BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get(CoinEnums.TOTAL_ORDER_USDT.name()));
+ if (ordFrozImr.compareTo(totalOrderUsdt) >= 0){
+ log.error("已满仓......");
+ return OrderParamEnums.HOLDING.getValue();
}
try {
- BigDecimal markPx = new BigDecimal( markPxObj);
- BigDecimal avgPx = new BigDecimal( avgPxObj);
-
+ // 获取标记价格和平均持仓价格
+ BigDecimal markPx = PositionsWs.POSITIONSWSMAP.get("markPx");
+ BigDecimal avgPx = PositionsWs.POSITIONSWSMAP.get("avgPx");
log.info("开仓价格: {}, 当前价格：{}，匹配队列中......", avgPx, markPx);
// 初始化网格队列
@@ -126,10 +145,8 @@
PriorityBlockingQueue<AscBigDecimal> queuePingCang = wangGeService.initPingCang(avgPx, queueAsc);
// 处理订单价格在队列中的情况
- String orderPrice = (String) redisUtils.get(positionsOrderPriceKey);
+ String orderPrice = OrderInfoWs.ORDERINFOWSMAP.get("orderPrice");
handleOrderPriceInQueues(orderPrice, queueKaiCang, queuePingCang);
-
- String side = OrderParamEnums.HOLDING.getValue();
// 判断是加仓还是减仓
if (avgPx.compareTo(markPx) > 0) {
@@ -137,80 +154,79 @@
if (queueKaiCang.isEmpty()) {
// 队列为空
log.info("开始加仓,但是超出了网格设置...");
- return side;
+ return OrderParamEnums.HOLDING.getValue();
}
DescBigDecimal kaiCang = queueKaiCang.peek();
if (kaiCang != null && markPx.compareTo(kaiCang.getValue()) <= 0 && avgPx.compareTo(kaiCang.getValue()) >= 0) {
log.info("开始加仓...开仓队列价格大于当前价格{}>{}", kaiCang.getValue(), markPx);
- side = OrderParamEnums.BUY.getValue();
- redisUtils.set(positionsOrderPriceKey, String.valueOf(kaiCang.getValue()), 0);
- } else {
- //判断是否加仓（当前持仓过小，可以加仓）
- boolean isAddCang = doAddCang();
- log.info("加仓过程中发现持仓过小 ：{}",isAddCang);
- if (isAddCang){
- log.info("触发加仓......，持仓过小");
+ boolean orderPriceFlag = WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice", String.valueOf(markPx));
+ boolean stateFlag = WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
+ boolean buyCntTimeFlag = buyCntTimeEvent(avgPx, markPx);
+ if (orderPriceFlag && stateFlag && buyCntTimeFlag){
+ log.info("加仓参数准备成功......");
return OrderParamEnums.BUY.getValue();
+ }else{
+ log.error("加仓参数准备失败......");
+ return null;
}
+ } else {
log.info("未触发加仓......，等待");
+ return OrderParamEnums.HOLDING.getValue();
}
} else if (avgPx.compareTo(markPx) < 0) {
log.info("开始减仓...");
if (queuePingCang.isEmpty()) {
// 队列为空
log.info("开始减仓,但是超出了网格设置...");
- return side;
+ return OrderParamEnums.HOLDING.getValue();
}
AscBigDecimal pingCang = queuePingCang.peek();
if (pingCang != null && markPx.compareTo(pingCang.getValue()) >= 0 && avgPx.compareTo(pingCang.getValue()) < 0) {
log.info("开始减仓...平仓队列价格小于当前价格{}<={}", pingCang.getValue(), markPx);
- //判断当前是否盈利
- String uplstr = (String) redisUtils.get(positionsUplKey);
- String realizedPnl = (String) redisUtils.get(positionsRealizedPnlKey);
- String imr = (String) redisUtils.get(positionsImrKey);
- if (uplstr != null && realizedPnl != null && imr != null) {
- BigDecimal uplValue = new BigDecimal(uplstr);
- BigDecimal realizedPnlValue = new BigDecimal(realizedPnl);
- BigDecimal imrValue = new BigDecimal(imr).multiply(new BigDecimal(OrderParamEnums.PING_CANG_SHOUYI.getValue()));
+ boolean orderPriceFlag = WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice", String.valueOf(markPx));
+ if (orderPriceFlag){
+ // 判断当前是否盈利
+ BigDecimal uplValue = PositionsWs.POSITIONSWSMAP.get("upl");
+ BigDecimal imr = PositionsWs.POSITIONSWSMAP.get("imr");
+ BigDecimal realizedPnlValue = PositionsWs.POSITIONSWSMAP.get("realizedPnl");
+ String pingCangImr = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.PING_CANG_SHOUYI.name());
+ BigDecimal imrValue = imr.multiply(new BigDecimal(pingCangImr));
+
if (realizedPnlValue.compareTo(BigDecimal.ZERO) <= 0) {
BigDecimal realizedPnlValueZheng = realizedPnlValue.multiply(new BigDecimal("-1"));
if (uplValue.compareTo(realizedPnlValue) > 0 && uplValue.compareTo(imrValue.add(realizedPnlValueZheng)) >= 0) {
log.info("当前未实现盈亏：{}大于预计收益>{}，赚钱咯", uplValue, imrValue);
- redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
- return OrderParamEnums.SELL.getValue();
- }else{
- //判断是否加仓（当前持仓过小，可以加仓）
- boolean isAddCang = doAddCang();
- log.info("减仓过程中发现持仓过小 ：{}",isAddCang);
- if (isAddCang){
- log.info("触发加仓......，持仓过小");
- return OrderParamEnums.BUY.getValue();
+ boolean stateFlag = WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
+ if (stateFlag){
+ log.info("减仓参数准备成功......");
+ return OrderParamEnums.SELL.getValue();
+ }else{
+ log.error("减仓参数准备失败......");
+ return null;
}
+ }else{
log.info("当前未实现盈亏：{}没有大于预计收益>{}，钱在路上了", uplValue, imrValue);
- redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
return OrderParamEnums.HOLDING.getValue();
}
-
}else {
if (uplValue.compareTo(imrValue) >= 0) {
log.info("当前未实现盈亏：{}大于预计收益>{}，赚钱咯", uplValue, imrValue);
- redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
- return OrderParamEnums.SELL.getValue();
- }else{
- //判断是否加仓（当前持仓过小，可以加仓）
- boolean isAddCang = doAddCang();
- log.info("减仓过程中发现持仓过小 ：{}",isAddCang);
- if (isAddCang){
- log.info("触发加仓......，持仓过小");
- return OrderParamEnums.BUY.getValue();
+ boolean stateFlag = WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
+ if (stateFlag){
+ log.info("减仓参数准备成功......");
+ return OrderParamEnums.SELL.getValue();
+ }else{
+ log.error("减仓参数准备失败......");
+ return null;
}
+ }else{
log.info("当前未实现盈亏：{}没有大于预计收益>{}，钱在路上了", uplValue, imrValue);
- redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
return OrderParamEnums.HOLDING.getValue();
}
- }
- }else {
- return OrderParamEnums.HOLDING.getValue();
+ }
+ }else{
+ log.error("减仓参数准备失败......");
+ return null;
}
} else {
log.info("未触发减仓......，等待");
@@ -218,20 +234,19 @@
} else {
log.info("价格波动较小......，等待");
}
-
- return side;
+ return null;
} catch (NumberFormatException e) {
log.error("解析价格失败，请检查Redis中的值是否合法", e);
- return OrderParamEnums.HOLDING.getValue();
+ return null;
}
}
- private boolean doAddCang() {
- String imr = (String) redisUtils.get(positionsImrKey);
- BigDecimal imrValue = new BigDecimal(StrUtil.isBlank(imr) ? "0" : imr);
- String everyTimeUsdt = (String) redisUtils.get(AccountWs.ACCOUNTWS_CHANNEL + ":" + CoinEnums.USDT.getCode() + ":everyTimeUsdt");
- BigDecimal everyTimeUsdtValue = new BigDecimal(everyTimeUsdt);
- return everyTimeUsdtValue.compareTo(imrValue) >= 0;
+ private boolean buyCntTimeEvent(BigDecimal avgPx, BigDecimal markPx){
+ //判断当前价格和开仓价格直接间隔除以间距，取整，获取的数量是否大于等于0，如果大于0，则下单基础张数*倍数
+ String buyCntTime = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.BUY_CNT_TIME.name());
+ BigDecimal subtract = avgPx.subtract(markPx);
+ BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN).add(BigDecimal.ONE);
+ return WsMapBuild.saveStringToMap(TradeOrderWs.TRADEORDERWSMAP, "buyCntTime",String.valueOf(divide));
}
/**
@@ -257,8 +272,10 @@
log.warn("无效的价格格式: {}", orderPrice);
return;
}
+
// 删除比该价格大的数据
queueKaiCang.removeIf(item -> item.getValue().compareTo(priceDecimal) >= 0);
+
// 打印开仓队列
StringBuilder kaiCangStr = new StringBuilder();
kaiCangStr.append("开仓队列: [");
@@ -291,4 +308,3 @@
log.info(pingCangStr.toString());
}
}
-
--
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