From 605b7d4c7f9f71b32353aa7734781b1ff052815f Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Tue, 16 Dec 2025 17:44:35 +0800
Subject: [PATCH] fix(okxNewPrice): 修复网格策略平仓逻辑空指针异常
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java | 207 +++++++++++++++++++++------------------------------
1 files changed, 86 insertions(+), 121 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 3eecb98..2ac2620 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
@@ -5,6 +5,9 @@
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.okxWs.wanggeList.WangGeListEnum;
+import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListQueue;
+import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListService;
import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild;
import com.xcong.excoin.modules.okxNewPrice.wangge.WangGeQueue;
import com.xcong.excoin.modules.okxNewPrice.wangge.WangGeService;
@@ -17,6 +20,7 @@
import java.math.BigDecimal;
import java.math.RoundingMode;
+import java.util.Map;
import java.util.concurrent.PriorityBlockingQueue;
/**
@@ -31,6 +35,8 @@
public class CaoZuoServiceImpl implements CaoZuoService {
private final WangGeService wangGeService;
+ private final WangGeListService wangGeListService;
+ private final RedisUtils redisUtils;
/**
* 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，
@@ -40,29 +46,39 @@
*/
@Override
public String caoZuo(String accountName) {
- String posSide = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.POSSIDE.name());
- if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)){
- return caoZuoLong(accountName);
- }else if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)){
- return caoZuoShort(accountName);
- }else{
- log.error("账户未设置持仓方向......");
- return null;
- }
- }
-
- @Override
- public String caoZuoLong(String accountName) {
- log.info("开始看涨执行操作CaoZuoServiceImpl......");
String accountReadyState = AccountWs.getAccountMap(accountName).get(CoinEnums.READY_STATE.name());
if (!CoinEnums.READY_STATE_YES.getCode().equals(accountReadyState)) {
log.info("账户通道未就绪，取消发送");
return null;
}
- BigDecimal positionsReadyState = PositionsWs.getAccountMap(accountName).get(CoinEnums.READY_STATE.name()) == null
- ? BigDecimal.ZERO : PositionsWs.getAccountMap(accountName).get(CoinEnums.READY_STATE.name());
+ String markPx = ObjectUtil.isEmpty(redisUtils.getString(CoinEnums.HE_YUE.getCode())) ? "0" : redisUtils.getString(CoinEnums.HE_YUE.getCode());
+ WangGeListEnum gridByPrice = WangGeListEnum.getGridByPrice(new BigDecimal(markPx));
+ if (gridByPrice == null){
+ log.error("没有获取到网格参数......");
+ return null;
+ }
+ log.info("当前网格: {}", gridByPrice.name());
+ Map<String, String> accountMap = InstrumentsWs.getAccountMap(accountName);
+ String wanggeName = accountMap.get(CoinEnums.WANG_GE_OLD.name());
+ /**
+ * 如果下单的网格不属于同一个网格，则先止损掉老的网格的仓位
+ */
+ if (StrUtil.isNotEmpty(wanggeName) && !wanggeName.equals(gridByPrice.name())){
+ log.error("正在止损老的网格仓位......");
+ WangGeListEnum oldWangge = WangGeListEnum.getByName(wanggeName);
+ if (oldWangge != null){
+ WsMapBuild.saveStringToMap(accountMap, CoinEnums.POSSIDE.name(), oldWangge.getFang_xiang());
+ return OrderParamEnums.OUT.getValue();
+ }
+ }
+ String posSide = gridByPrice.getFang_xiang();
+ log.info("仓位方向: {}", posSide);
+ WsMapBuild.saveStringToMap(accountMap, CoinEnums.POSSIDE.name(), posSide);
+ String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
+ BigDecimal positionsReadyState = PositionsWs.getAccountMap(positionAccountName).get(CoinEnums.READY_STATE.name()) == null
+ ? BigDecimal.ZERO : PositionsWs.getAccountMap(positionAccountName).get(CoinEnums.READY_STATE.name());
if (WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_YES.getCode()).compareTo(positionsReadyState) != 0) {
- log.info("仓位通道未就绪，取消发送");
+ log.info("仓位{}通道未就绪，取消发送",positionAccountName);
return null;
}
// 系统设置的开关，等于冷静中，则代表不开仓
@@ -106,37 +122,57 @@
}
}
- if (PositionsWs.getAccountMap(accountName).get("pos") == null){
+ if (PositionsWs.getAccountMap(positionAccountName).get("pos") == null){
log.error("没有获取到持仓信息，等待初始化......");
return null;
}
- BigDecimal pos = PositionsWs.getAccountMap(accountName).get("pos");
+ BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
if (BigDecimal.ZERO.compareTo( pos) >= 0) {
log.error("持仓数量为零，进行初始化订单");
return OrderParamEnums.INIT.getValue();
}
// 判断是否保证金超标
- if (PositionsWs.getAccountMap(accountName).get("imr") == null){
+ if (PositionsWs.getAccountMap(positionAccountName).get("imr") == null){
log.error("没有获取到持仓信息，等待初始化......");
return null;
}
- BigDecimal ordFrozImr = PositionsWs.getAccountMap(accountName).get("imr");
+ BigDecimal ordFrozImr = PositionsWs.getAccountMap(positionAccountName).get("imr");
BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get(CoinEnums.TOTAL_ORDER_USDT.name()));
if (ordFrozImr.compareTo(totalOrderUsdt) >= 0){
log.error("已满仓......");
return OrderParamEnums.HOLDING.getValue();
}
+ PriorityBlockingQueue<AscBigDecimal> ascBigDecimals = wangGeListService.initWangGe(markPx);
+ if (ascBigDecimals == null){
+ log.error("没有获取到网格队列......");
+ return null;
+ }
+ if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)){
+ return caoZuoLong(accountName);
+ }else if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)){
+ return caoZuoShort(accountName);
+ }else{
+ log.error("账户未设置持仓方向......");
+ return null;
+ }
+ }
+
+ @Override
+ public String caoZuoLong(String accountName) {
+ log.info("开始看涨执行操作CaoZuoServiceImpl......");
try {
+
+ String positionAccountName = PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_LONG.getCode());
// 获取标记价格和平均持仓价格
- BigDecimal markPx = PositionsWs.getAccountMap(accountName).get("markPx");
- BigDecimal avgPx = PositionsWs.getAccountMap(accountName).get("avgPx");
+ BigDecimal markPx = PositionsWs.getAccountMap(positionAccountName).get("markPx");
+ BigDecimal avgPx = PositionsWs.getAccountMap(positionAccountName).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
- PriorityBlockingQueue<AscBigDecimal> queueAsc = WangGeQueue.getQueueAsc();
- PriorityBlockingQueue<DescBigDecimal> queueKaiCang = wangGeService.initKaiCang(avgPx, queueAsc);
- PriorityBlockingQueue<AscBigDecimal> queuePingCang = wangGeService.initPingCang(avgPx, queueAsc);
+ PriorityBlockingQueue<AscBigDecimal> queueAsc = WangGeListQueue.getQueueAsc();
+ PriorityBlockingQueue<DescBigDecimal> queueKaiCang = wangGeListService.initKaiCang(avgPx, queueAsc);
+ PriorityBlockingQueue<AscBigDecimal> queuePingCang = wangGeListService.initPingCang(avgPx, queueAsc);
// 处理订单价格在队列中的情况
String orderPrice = OrderInfoWs.getAccountMap(accountName).get("orderPrice");
@@ -151,7 +187,7 @@
}
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);
+ log.info("开始加仓...下限队列价格大于当前价格{}>{}", kaiCang.getValue(), markPx);
WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
boolean buyCntTimeFlag = buyCntTimeLongEvent(accountName, avgPx, markPx);
if (buyCntTimeFlag){
@@ -173,18 +209,18 @@
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);
+ if (pingCang != null && avgPx.compareTo(pingCang.getValue()) < 0) {
+ log.info("开始减仓...上限队列价格大于开仓价格{}>{}", pingCang.getValue(), avgPx);
// 手续费
- BigDecimal feeValue = PositionsWs.getAccountMap(accountName).get("fee").multiply(new BigDecimal("2"));
+ BigDecimal feeValue = PositionsWs.getAccountMap(positionAccountName).get("fee").multiply(new BigDecimal("2"));
//未实现收益
- BigDecimal uplValue = PositionsWs.getAccountMap(accountName).get("upl");
+ BigDecimal uplValue = PositionsWs.getAccountMap(positionAccountName).get("upl");
//已实现收益
- BigDecimal realizedPnlValue = PositionsWs.getAccountMap(accountName).get("realizedPnl");
+ BigDecimal realizedPnlValue = PositionsWs.getAccountMap(positionAccountName).get("realizedPnl");
realizedPnlValue = realizedPnlValue.add(feeValue);
//持仓保证金
- BigDecimal imr = PositionsWs.getAccountMap(accountName).get("imr");
+ BigDecimal imr = PositionsWs.getAccountMap(positionAccountName).get("imr");
String pingCangImr = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.PING_CANG_SHOUYI.name());
BigDecimal imrValue = imr.multiply(new BigDecimal(pingCangImr));
@@ -223,91 +259,20 @@
@Override
public String caoZuoShort(String accountName) {
-
log.info("开始看空执行操作CaoZuoServiceImpl......");
- String accountReadyState = AccountWs.getAccountMap(accountName).get(CoinEnums.READY_STATE.name());
- if (!CoinEnums.READY_STATE_YES.getCode().equals(accountReadyState)) {
- log.info("账户通道未就绪，取消发送");
- return null;
- }
- BigDecimal positionsReadyState = PositionsWs.getAccountMap(accountName).get(CoinEnums.READY_STATE.name()) == null
- ? BigDecimal.ZERO : PositionsWs.getAccountMap(accountName).get(CoinEnums.READY_STATE.name());
- if (WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_YES.getCode()).compareTo(positionsReadyState) != 0) {
- log.info("仓位通道未就绪，取消发送");
- return null;
- }
- // 系统设置的开关，等于冷静中，则代表不开仓
- String outStr = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.OUT.name());
- if (OrderParamEnums.OUT_YES.getValue().equals(outStr)){
- log.error("冷静中，不允许下单......");
- return null;
- }
- BigDecimal cashBal = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get("cashBal"));
-
- // 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;
- }
- /**
- * 判断止损抗压
- */
- // 实际亏损金额
- BigDecimal realKuiSunAmount = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get("upl"));
- log.info("未实现盈亏: {}", realKuiSunAmount);
- String zhiSunPercent = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.ZHI_SUN.name());
- BigDecimal zhiSunAmount = cashBal.multiply(new BigDecimal(zhiSunPercent));
- log.info("预期亏损金额: {}", zhiSunAmount);
- String kangYaPercent = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.KANG_CANG.name());
- BigDecimal kangYaAmount = cashBal.multiply(new BigDecimal(kangYaPercent));
- log.info("预期抗仓金额: {}", kangYaAmount);
-
- 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.getAccountMap(accountName), 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();
- }
- }
-
- if (PositionsWs.getAccountMap(accountName).get("pos") == null){
- log.error("没有获取到持仓信息，等待初始化......");
- return null;
- }
- BigDecimal pos = PositionsWs.getAccountMap(accountName).get("pos");
- if (BigDecimal.ZERO.compareTo( pos) >= 0) {
- log.error("持仓数量为零，进行初始化订单");
- return OrderParamEnums.INIT.getValue();
- }
- // 判断是否保证金超标
- if (PositionsWs.getAccountMap(accountName).get("imr") == null){
- log.error("没有获取到持仓信息，等待初始化......");
- return null;
- }
- BigDecimal ordFrozImr = PositionsWs.getAccountMap(accountName).get("imr");
- BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get(CoinEnums.TOTAL_ORDER_USDT.name()));
- if (ordFrozImr.compareTo(totalOrderUsdt) >= 0){
- log.error("已满仓......");
- return OrderParamEnums.HOLDING.getValue();
- }
-
try {
+
+
+ String positionAccountName = PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_SHORT.getCode());
// 获取标记价格和平均持仓价格
- BigDecimal markPx = PositionsWs.getAccountMap(accountName).get("markPx");
- BigDecimal avgPx = PositionsWs.getAccountMap(accountName).get("avgPx");
+ BigDecimal markPx = PositionsWs.getAccountMap(positionAccountName).get("markPx");
+ BigDecimal avgPx = PositionsWs.getAccountMap(positionAccountName).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
- PriorityBlockingQueue<AscBigDecimal> queueAsc = WangGeQueue.getQueueAsc();
- PriorityBlockingQueue<DescBigDecimal> queueKaiCang = wangGeService.initKaiCang(avgPx, queueAsc);
- PriorityBlockingQueue<AscBigDecimal> queuePingCang = wangGeService.initPingCang(avgPx, queueAsc);
+ PriorityBlockingQueue<AscBigDecimal> queueAsc = WangGeListQueue.getQueueAsc();
+ PriorityBlockingQueue<DescBigDecimal> queueKaiCang = wangGeListService.initKaiCang(avgPx, queueAsc);
+ PriorityBlockingQueue<AscBigDecimal> queuePingCang = wangGeListService.initPingCang(avgPx, queueAsc);
// 处理订单价格在队列中的情况
String orderPrice = OrderInfoWs.getAccountMap(accountName).get("orderPrice");
@@ -321,19 +286,19 @@
return OrderParamEnums.HOLDING.getValue();
}
DescBigDecimal kaiCang = queueKaiCang.peek();
- if (kaiCang != null && markPx.compareTo(kaiCang.getValue()) <= 0 && avgPx.compareTo(kaiCang.getValue()) >= 0) {
- log.info("开始减仓...减仓队列价格大于当前价格{}>{}", kaiCang.getValue(), markPx);
+ if (kaiCang != null && avgPx.compareTo(kaiCang.getValue()) >= 0) {
+ log.info("开始减仓...下限队列价格小于开仓价格{}<{}", kaiCang.getValue(), avgPx);
// 手续费
- BigDecimal feeValue = PositionsWs.getAccountMap(accountName).get("fee").multiply(new BigDecimal("2"));
+ BigDecimal feeValue = PositionsWs.getAccountMap(positionAccountName).get("fee").multiply(new BigDecimal("2"));
//未实现收益
- BigDecimal uplValue = PositionsWs.getAccountMap(accountName).get("upl");
+ BigDecimal uplValue = PositionsWs.getAccountMap(positionAccountName).get("upl");
//已实现收益
- BigDecimal realizedPnlValue = PositionsWs.getAccountMap(accountName).get("realizedPnl");
+ BigDecimal realizedPnlValue = PositionsWs.getAccountMap(positionAccountName).get("realizedPnl");
realizedPnlValue = realizedPnlValue.add(feeValue);
//持仓保证金
- BigDecimal imr = PositionsWs.getAccountMap(accountName).get("imr");
+ BigDecimal imr = PositionsWs.getAccountMap(positionAccountName).get("imr");
String pingCangImr = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.PING_CANG_SHOUYI.name());
BigDecimal imrValue = imr.multiply(new BigDecimal(pingCangImr));
@@ -370,7 +335,7 @@
}
AscBigDecimal pingCang = queuePingCang.peek();
if (pingCang != null && markPx.compareTo(pingCang.getValue()) >= 0 && avgPx.compareTo(pingCang.getValue()) < 0) {
- log.info("开始加仓...加仓队列价格小于当前价格{}<={}", pingCang.getValue(), markPx);
+ log.info("开始加仓...上限队列价格小于当前价格{}<={}", pingCang.getValue(), markPx);
WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
boolean buyCntTimeFlag = buyCntTimeShortEvent(accountName, avgPx, markPx);
if (buyCntTimeFlag){
@@ -397,7 +362,7 @@
//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.getAccountMap(accountName).get(CoinEnums.BUY_CNT_TIME.name());
BigDecimal subtract = avgPx.subtract(markPx);
- BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN);
+ BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN).add(BigDecimal.ONE);
if (divide.compareTo(BigDecimal.ZERO) <= 0){
log.warn("加仓次数间隔时间小于0，不加仓");
return false;
@@ -409,7 +374,7 @@
//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.getAccountMap(accountName).get(CoinEnums.BUY_CNT_TIME.name());
BigDecimal subtract = markPx.subtract(avgPx);
- BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN);
+ BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN).add(BigDecimal.ONE);
if (divide.compareTo(BigDecimal.ZERO) <= 0){
log.warn("加仓次数间隔时间小于0，不加仓");
return false;
--
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