From 59f3f0a8e4a7c14b3c06413cff288ba9fa92c426 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Fri, 12 Dec 2025 12:51:49 +0800
Subject: [PATCH] fix(okxNewPrice): 修复日志中预期亏损和抗仓金额显示错误
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java | 224 +++++++++++++++++++++++++++++++++++++------------------
1 files changed, 150 insertions(+), 74 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 cc43fd7..acc9f15 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
@@ -1,9 +1,10 @@
package com.xcong.excoin.modules.okxNewPrice.celue;
-import com.xcong.excoin.modules.okxNewPrice.okxWs.InstrumentsWs;
-import com.xcong.excoin.modules.okxNewPrice.okxWs.PositionsWs;
+import cn.hutool.core.util.StrUtil;
+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;
@@ -27,47 +28,96 @@
@RequiredArgsConstructor
public class CaoZuoServiceImpl implements CaoZuoService {
- private final RedisUtils redisUtils;
private final WangGeService wangGeService;
/**
* 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() {
- // 构造Redis键名
- final String coinCode = CoinEnums.HE_YUE.getCode();
- final String instrumentsKey = InstrumentsWs.INSTRUMENTSWS_CHANNEL + ":" + coinCode + ":state";
- final String positionsMarkPxKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":markPx";
- final String positionsAvgPxKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":avgPx";
- final String positionsOrderPriceKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":orderPrice";
+ 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"));
- // 获取合约状态
- String state = (String) redisUtils.get(instrumentsKey);
- if (state == null || !OrderParamEnums.STATE_1.getValue().equals(state)) {
- return OrderParamEnums.HOLDING.getValue();
- }
- if (OrderParamEnums.STATE_4.getValue().equals(state)) {
- return OrderParamEnums.ORDERING.getValue();
+ // 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;
}
+ // 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
- Object markPxObj = redisUtils.get(positionsMarkPxKey);
- Object avgPxObj = redisUtils.get(positionsAvgPxKey);
+ /**
+ * 判断止损抗压
+ */
+ // 实际亏损金额
+ BigDecimal realKuiSunAmount = cashBal.subtract(availBal);
+ log.info("实际亏损金额: {}", 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);
- if (markPxObj == null || avgPxObj == null) {
+ if (realKuiSunAmount.compareTo(BigDecimal.ZERO) > 0){
+ // 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());
+ 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();
+ }
+ }
+
+ BigDecimal ordFrozImr = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get("imr"));
+ if (BigDecimal.ZERO.compareTo( ordFrozImr) >= 0) {
+ log.error("占用保证金为零，进行初始化订单");
return OrderParamEnums.INIT.getValue();
+ }
+ // 判断是否保证金超标
+ BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(CoinEnums.TOTAL_ORDER_USDT.name());
+ if (ordFrozImr.compareTo(totalOrderUsdt) >= 0){
+ log.error("已满仓......");
+ return OrderParamEnums.HOLDING.getValue();
}
try {
- BigDecimal markPx = new BigDecimal((String) markPxObj);
- BigDecimal avgPx = new BigDecimal((String) 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
@@ -76,35 +126,70 @@
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) {
+ log.info("开始加仓...");
+ if (queueKaiCang.isEmpty()) {
+ // 队列为空
+ log.info("开始加仓,但是超出了网格设置...");
+ return OrderParamEnums.HOLDING.getValue();
+ }
DescBigDecimal kaiCang = queueKaiCang.peek();
- if (kaiCang != null && kaiCang.getValue().compareTo(markPx) >= 0) {
+ 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);
+ WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice",String.valueOf(kaiCang.getValue()));
+ return OrderParamEnums.BUY.getValue();
} 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 OrderParamEnums.HOLDING.getValue();
+ }
AscBigDecimal pingCang = queuePingCang.peek();
- if (pingCang != null && pingCang.getValue().compareTo(markPx) <= 0) {
+ 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);
- side = OrderParamEnums.SELL.getValue();
- redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
+ WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice",String.valueOf(pingCang.getValue()));
+
+ // 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);
+ return OrderParamEnums.SELL.getValue();
+ }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);
+ 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);
+ return OrderParamEnums.SELL.getValue();
+ }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);
+ return OrderParamEnums.HOLDING.getValue();
+ }
+ }
} else {
log.info("未触发减仓......，等待");
}
} else {
log.info("价格波动较小......，等待");
}
-
- return side;
+ return OrderParamEnums.HOLDING.getValue();
} 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();
@@ -125,6 +210,7 @@
if (orderPrice == null) {
return;
}
+ log.info("需要移除的价格: {}", orderPrice);
BigDecimal priceDecimal;
try {
@@ -134,48 +220,38 @@
return;
}
- boolean kaiCangExists = queueKaiCang.stream().anyMatch(item -> item.getValue().equals(priceDecimal));
- if (!kaiCangExists) {
- queueKaiCang.add(new DescBigDecimal(orderPrice));
- } else {
- queueKaiCang.removeIf(item -> item.getValue().equals(priceDecimal));
- }
+ // 删除比该价格大的数据
+ queueKaiCang.removeIf(item -> item.getValue().compareTo(priceDecimal) >= 0);
- boolean pingCangExists = queuePingCang.stream().anyMatch(item -> item.getValue().equals(priceDecimal));
- if (!pingCangExists) {
- queuePingCang.add(new AscBigDecimal(orderPrice));
- } else {
- queuePingCang.removeIf(item -> item.getValue().equals(priceDecimal));
+ // 打印开仓队列
+ StringBuilder kaiCangStr = new StringBuilder();
+ kaiCangStr.append("开仓队列: [");
+ boolean first = true;
+ for (DescBigDecimal item : queueKaiCang) {
+ if (!first) {
+ kaiCangStr.append(", ");
+ }
+ kaiCangStr.append(item.getValue());
+ first = false;
}
- }
+ kaiCangStr.append("]");
+ log.info(kaiCangStr.toString());
- /**
- * 计算盈亏金额。
- *
- * @param faceValue 面值
- * @param position 持仓数量
- * @param contractMultiplier 合约乘数
- * @param markPrice 标记价格
- * @param openPrice 开仓价格
- * @param isLong 是否为多头仓位
- * @param minTickSz 最小变动单位精度
- * @return 盈亏金额，保留指定精度的小数位
- */
- public BigDecimal profit(BigDecimal faceValue, BigDecimal position, BigDecimal contractMultiplier,
- BigDecimal markPrice, BigDecimal openPrice, boolean isLong, int minTickSz) {
- BigDecimal profit = BigDecimal.ZERO;
- if (isLong) {
- profit = markPrice.subtract(openPrice)
- .multiply(faceValue)
- .multiply(contractMultiplier)
- .multiply(position);
- } else {
- profit = openPrice.subtract(markPrice)
- .multiply(faceValue)
- .multiply(contractMultiplier)
- .multiply(position);
+ // 删除比该价格小的数据
+ queuePingCang.removeIf(item -> item.getValue().compareTo(priceDecimal) <= 0);
+
+ // 打印平仓队列
+ StringBuilder pingCangStr = new StringBuilder();
+ pingCangStr.append("平仓队列: [");
+ first = true;
+ for (AscBigDecimal item : queuePingCang) {
+ if (!first) {
+ pingCangStr.append(", ");
+ }
+ pingCangStr.append(item.getValue());
+ first = false;
}
- return profit.setScale(minTickSz, BigDecimal.ROUND_DOWN);
+ pingCangStr.append("]");
+ log.info(pingCangStr.toString());
}
}
-
--
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