From 37240c8b4b99bc77ed4ee0737bd9501d24be3f33 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Tue, 06 Jan 2026 14:33:26 +0800
Subject: [PATCH] fix(okxNewPrice): 修复开仓日志记录位置错误
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java | 135 +++++++++++++++++---------------------------
1 files changed, 53 insertions(+), 82 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 1983e8a..3c10cc5 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
@@ -344,10 +344,8 @@
*/
String confirm = data.getString(8);
if ("1".equals(confirm)){
- log.info("{}开仓{}:{}",time,closePx,instId);
//调用策略
// 创建策略实例
-// MacdMaStrategy strategy = new MacdMaStrategy();
MacdEmaStrategy strategy = new MacdEmaStrategy();
// 生成200个1m价格数据点
@@ -356,16 +354,10 @@
.map(Kline::getC)
.collect(Collectors.toList());
- // 生成200个1D价格数据点
-// List<Kline> kline1DayData = getKlineDataByInstIdAndBar(instId, "1D");
-// List<BigDecimal> historicalPrices1D = kline1DayData.stream()
-// .map(Kline::getC)
-// .collect(Collectors.toList());
-// log.info("1D:{}", JSONUtil.parse( historicalPrices1D));
// 使用策略分析最新价格数据
-// MacdMaStrategy.TradingOrder tradingOrderOpenOpen = strategy.generateTradingOrder(historicalPrices1M,historicalPrices1D,MacdMaStrategy.OperationType.open.name());
MacdEmaStrategy.TradingOrder tradingOrderOpenOpen = strategy.generateTradingOrder(historicalPrices1M, MacdMaStrategy.OperationType.open.name());
- if (tradingOrderOpenOpen == null){
+ MacdEmaStrategy.TradingOrder tradingOrderOpenClose = strategy.generateTradingOrder(historicalPrices1M, MacdMaStrategy.OperationType.close.name());
+ if (tradingOrderOpenOpen == null && tradingOrderOpenClose == null){
return;
}
@@ -379,80 +371,12 @@
String accountName = client.getAccountName();
if (accountName != null) {
if (ObjectUtil.isNotEmpty(tradingOrderOpenOpen)){
- // 根据信号执行交易操作
- TradeRequestParam tradeRequestParam = new TradeRequestParam();
-
- String posSide = tradingOrderOpenOpen.getPosSide();
- tradeRequestParam.setPosSide(posSide);
- String currentPrice = String.valueOf(closePx);
- tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);
-
- String side = tradingOrderOpenOpen.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);
+ log.info("{}开仓{}:{}",instId,tradingOrderOpenOpen.getPosSide(),tradingOrderOpenOpen.getSide());
+ doOpen(client.getWebSocketClient(),accountName, tradingOrderOpenOpen, closePx);
}
- }
- }
- }else{
- log.info("{}平仓{}:{}",time,closePx,instId);
- //调用策略
- // 创建策略实例
- MacdMaStrategy strategy = new MacdMaStrategy();
-
- // 生成200个1m价格数据点
- List<Kline> kline1MinuteData = getKlineDataByInstIdAndBar(instId, "1m");
- List<BigDecimal> historicalPrices1M = kline1MinuteData.stream()
- .map(Kline::getC)
- .collect(Collectors.toList());
-
-
- // 生成200个1D价格数据点
- List<Kline> kline1DayData = getKlineDataByInstIdAndBar(instId, "1D");
- List<BigDecimal> historicalPrices1D = kline1DayData.stream()
- .map(Kline::getC)
- .collect(Collectors.toList());
- // 使用策略分析最新价格数据
- MacdMaStrategy.TradingOrder tradingOrderOpenClose = strategy.generateTradingOrder(historicalPrices1M,historicalPrices1D,MacdMaStrategy.OperationType.close.name());
- if (tradingOrderOpenClose == null){
- return;
- }
-
- Collection<OkxQuantWebSocketClient> allClients = clientManager.getAllClients();
- //如果为空，则直接返回
- if (allClients.isEmpty()) {
- return;
- }
- // 获取所有OkxQuantWebSocketClient实例
- for (OkxQuantWebSocketClient client : clientManager.getAllClients()) {
- String accountName = client.getAccountName();
- if (accountName != null) {
if (ObjectUtil.isNotEmpty(tradingOrderOpenClose)){
- // 根据信号执行交易操作
- TradeRequestParam tradeRequestParam = new TradeRequestParam();
- tradeRequestParam.setAccountName(accountName);
- tradeRequestParam.setMarkPx(String.valueOf(closePx));
- tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
- tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
- tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
- String posSide = tradingOrderOpenClose.getPosSide();
- tradeRequestParam.setPosSide(posSide);
-
- String side = tradingOrderOpenClose.getSide();
- tradeRequestParam.setSide(side);
-
- String clOrdId = WsParamBuild.getOrderNum(side);
- tradeRequestParam.setClOrdId(clOrdId);
-
- String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
- BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
- tradeRequestParam.setSz(String.valueOf(pos));
- TradeOrderWs.orderZhiYingZhiSunEventNoState(client.getWebSocketClient(), tradeRequestParam);
+ log.info("{}平仓{}:{}",instId,tradingOrderOpenClose.getPosSide(),tradingOrderOpenClose.getSide());
+ doclose(client.getWebSocketClient(),accountName, tradingOrderOpenClose, closePx);
}
}
}
@@ -463,6 +387,53 @@
}
}
+ private void doclose(WebSocketClient webSocketClient, String accountName, MacdEmaStrategy.TradingOrder tradingOrderOpenClose, BigDecimal closePx) {
+ // 根据信号执行交易操作
+ TradeRequestParam tradeRequestParam = new TradeRequestParam();
+ tradeRequestParam.setAccountName(accountName);
+ tradeRequestParam.setMarkPx(String.valueOf(closePx));
+ tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
+ tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
+ tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
+ String posSide = tradingOrderOpenClose.getPosSide();
+ tradeRequestParam.setPosSide(posSide);
+
+ String side = tradingOrderOpenClose.getSide();
+ tradeRequestParam.setSide(side);
+
+ String clOrdId = WsParamBuild.getOrderNum(side);
+ tradeRequestParam.setClOrdId(clOrdId);
+
+ String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
+ BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
+ if (BigDecimal.ZERO.compareTo( pos) >= 0) {
+ log.error("历史网格止损方向没有持仓");
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
+ }
+ tradeRequestParam.setSz(String.valueOf(pos));
+ TradeOrderWs.orderZhiYingZhiSunEventNoState(webSocketClient, tradeRequestParam);
+ }
+
+ private void doOpen(WebSocketClient webSocketClient, String accountName, MacdEmaStrategy.TradingOrder tradingOrderOpenOpen, BigDecimal closePx) {
+ // 根据信号执行交易操作
+ TradeRequestParam tradeRequestParam = new TradeRequestParam();
+
+ String posSide = tradingOrderOpenOpen.getPosSide();
+ tradeRequestParam.setPosSide(posSide);
+ String currentPrice = String.valueOf(closePx);
+ tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);
+
+ String side = tradingOrderOpenOpen.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(webSocketClient, tradeRequestParam);
+ }
+
private List<Kline> getKlineDataByInstIdAndBar(String instId, String bar) {
List<Kline> klineList = new ArrayList<>();
try {
--
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