From 5982ab32ef6f4af48426f35e57ccd829fea7bfbf Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Thu, 25 Jun 2026 15:39:14 +0800
Subject: [PATCH] fix(okxApi): 修正条件单状态判断逻辑
---
src/main/java/com/xcong/excoin/modules/okxApi/OkxGridTradeService.java | 72 +++++++++--------------------------
1 files changed, 19 insertions(+), 53 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxApi/OkxGridTradeService.java b/src/main/java/com/xcong/excoin/modules/okxApi/OkxGridTradeService.java
index 62fdc13..c6d8490 100644
--- a/src/main/java/com/xcong/excoin/modules/okxApi/OkxGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/okxApi/OkxGridTradeService.java
@@ -288,21 +288,19 @@
.entryOrderId(orderId)
.build();
config.setBaseLongTraderParam(baseLongTp);
+ baseLongOpened = true;
}, null);
executor.openShort(size, (orderId) -> {
TraderParam baseShortTp = TraderParam.builder()
.entryOrderId(orderId)
.build();
config.setBaseShortTraderParam(baseShortTp);
+ baseShortOpened = true;
}, null);
return;
}
- // OPENING 状态下若 WS 仓位已确认但 REST 回调尚未完成,等标记价格推送时重试队列生成
- if (state == StrategyState.OPENING &&
- baseLongOpened && baseShortOpened) {
- tryGenerateQueues();
- }
+
if (state == StrategyState.ACTIVE &&
!longActive &&
@@ -333,20 +331,19 @@
boolean isLong = (direction == TraderParam.Direction.LONG);
if (state == StrategyState.OPENING) {
- if (isLong && hasPosition && !baseLongOpened) {
+ // 基底成交通知仅记录价格/数量,flag 在 REST 回调中设置
+ if (isLong && hasPosition) {
longActive = true;
longPositionSize = size;
longEntryPrice = entryPrice;
longBaseEntryPrice = entryPrice;
- baseLongOpened = true;
log.info("[OKX] 基底多成交价: {}", longBaseEntryPrice);
tryGenerateQueues();
- } else if (!isLong && hasPosition && !baseShortOpened) {
+ } else if (!isLong && hasPosition) {
shortActive = true;
shortPositionSize = size.abs();
shortEntryPrice = entryPrice;
shortBaseEntryPrice = entryPrice;
- baseShortOpened = true;
log.info("[OKX] 基底空成交价: {}", shortBaseEntryPrice);
tryGenerateQueues();
}
@@ -416,15 +413,15 @@
// ---- 自动订单(条件单)状态变更回调 ----
/**
- * 自动订单状态变更回调。由 OrderAlgoOkxChannelHandler 调用。
+ * 自动订单状态变更回调。由 OrdersOkxChannelHandler 调用。
*/
- public void onAutoOrder(String orderId, String status, String reason, String orderType, String tradeId) {
+ public void onAutoOrder(String orderId, String status, String orderType, String tradeId) {
if (state == StrategyState.STOPPED) {
return;
}
- log.info("[OKX] 条件单状态变更, id:{}, status:{}, reason:{}, order_type:{}",
- orderId, status, reason, orderType);
- if (!"finished".equals(status)) {
+ log.info("[OKX] 条件单状态变更, id:{}, status:{}, order_type:{}",
+ orderId, status, orderType);
+ if (!"filled".equals(status)) {
return;
}
@@ -470,7 +467,8 @@
int posSize = queryPositionSize(OkxPosMode.SHORT);
extendShortStopLoss(posSize, shortGridElement.getId());
accumulatedShortLossCount = 0;
- log.info("[OKX] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
+ log.info("[OKX] 空单成交 gridId:{}, 成交{}张, 当前持仓:{}张",
+ shortGridElement.getId(), filledQty, posSize);
BigDecimal shortBaseQty = new BigDecimal(config.getBaseQuantity());
BigDecimal shortGridQty = new BigDecimal(config.getQuantity());
@@ -478,8 +476,7 @@
BigDecimal shortExcess = BigDecimal.valueOf(posSize).subtract(shortBaseQty);
int shortExcessCount = shortExcess.divide(shortGridQty, 0, RoundingMode.DOWN).intValue();
for (int i = 0; i < shortExcessCount; i++) {
- int tpGridId = shortGridElement.getId() - 2 - i;
- if (i > 0) { tpGridId = tpGridId - 1; }
+ int tpGridId = shortGridElement.getId() - 2 * (i + 1);
GridElement tpElem = GridElement.findById(tpGridId);
if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
continue;
@@ -510,7 +507,8 @@
int posSize = queryPositionSize(OkxPosMode.LONG);
extendLongStopLoss(posSize, longGridElement.getId());
accumulatedLongLossCount = 0;
- log.info("[OKX] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
+ log.info("[OKX] 多单成交 gridId:{}, 成交{}张, 当前持仓:{}张",
+ longGridElement.getId(), filledQty, posSize);
BigDecimal longBaseQty = new BigDecimal(config.getBaseQuantity());
BigDecimal longGridQty = new BigDecimal(config.getQuantity());
@@ -518,8 +516,7 @@
BigDecimal longExcess = BigDecimal.valueOf(posSize).subtract(longBaseQty);
int longExcessCount = longExcess.divide(longGridQty, 0, RoundingMode.DOWN).intValue();
for (int i = 0; i < longExcessCount; i++) {
- int tpGridId = longGridElement.getId() + 2 + i;
- if (i > 0) { tpGridId = tpGridId + 1; }
+ int tpGridId = longGridElement.getId() + 2 * (i + 1);
GridElement tpElem = GridElement.findById(tpGridId);
if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) {
continue;
@@ -595,7 +592,8 @@
// ---- 网格队列处理 ----
private void tryGenerateQueues() {
- if (baseLongOpened && baseShortOpened) {
+ // OPENING 状态下若 WS 仓位已确认但 REST 回调尚未完成,等标记价格推送时重试队列生成
+ if (state == StrategyState.OPENING && baseLongOpened && baseShortOpened) {
// 确保 openLong/openShort 的 REST 回调已完成(WS 推送可能比回调更快到达)
if (config.getBaseLongTraderParam() == null || config.getBaseShortTraderParam() == null) {
log.warn("[OKX] 基底REST回调尚未完成, 延后队列生成");
@@ -613,24 +611,6 @@
TraderParam baseShortTraderParam = config.getBaseShortTraderParam();
baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
baseGridElement.setHasShortOrder(true);
-
- // 挂基座止盈
- {
- BigDecimal tpPrice = baseGridElement.getGridPrice().add(config.getStep());
- executor.placeTakeProfit(tpPrice, "close_long", config.getBaseQuantity(),
- profitId -> {
- longTakeProfitTraderIdParam(baseGridElement, profitId, true);
- log.info("[OKX] 基座多仓止盈已挂, gridId:0, 触发价:{}, tpId:{}", tpPrice, profitId);
- });
- }
- {
- BigDecimal tpPrice = baseGridElement.getGridPrice().subtract(config.getStep());
- executor.placeTakeProfit(tpPrice, "close_short", config.getBaseQuantity(),
- profitId -> {
- shortTakeProfitTraderIdParam(baseGridElement, profitId, true);
- log.info("[OKX] 基座空仓止盈已挂, gridId:0, 触发价:{}, tpId:{}", tpPrice, profitId);
- });
- }
// 挂初始止损
int stopCount = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
@@ -663,20 +643,6 @@
});
}
log.info("[OKX] 止损单已全部挂完, 空仓止损: 2~{}, 多仓止损: -2~-{}", stopCount, stopCount);
-
- // 挂初始条件开仓单
- GridElement longFirst = GridElement.findById(1);
- if (longFirst != null && !longFirst.isHasLongOrder()) {
- BigDecimal triggerPrice = longFirst.getGridPrice();
- log.info("[OKX] 挂初始多仓条件单, gridId:1, trigger:{}", triggerPrice);
- placeEntryOrderWithPreFlag(longFirst, true, triggerPrice, config.getBaseQuantity());
- }
- GridElement shortFirst = GridElement.findById(-1);
- if (shortFirst != null && !shortFirst.isHasShortOrder()) {
- BigDecimal triggerPrice = shortFirst.getGridPrice();
- log.info("[OKX] 挂初始空仓条件单, gridId:-1, trigger:{}", triggerPrice);
- placeEntryOrderWithPreFlag(shortFirst, false, triggerPrice, negate(config.getBaseQuantity()));
- }
state = StrategyState.ACTIVE;
}
--
Gitblit v1.9.1