From 6a51883c6d96702df7e1df023b3ad3e0fd575b16 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Wed, 17 Dec 2025 16:15:33 +0800
Subject: [PATCH] feat(okx): 实现新的价格WebSocket客户端并优化量化操作
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java | 93 ++++++++++++++++++++++++++++++++--------------
1 files changed, 64 insertions(+), 29 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 efe2443..9328774 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
@@ -9,8 +9,6 @@
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;
import com.xcong.excoin.rabbit.pricequeue.AscBigDecimal;
import com.xcong.excoin.rabbit.pricequeue.DescBigDecimal;
import com.xcong.excoin.utils.RedisUtils;
@@ -34,7 +32,6 @@
@RequiredArgsConstructor
public class CaoZuoServiceImpl implements CaoZuoService {
- private final WangGeService wangGeService;
private final WangGeListService wangGeListService;
private final RedisUtils redisUtils;
@@ -52,17 +49,25 @@
return null;
}
String markPx = ObjectUtil.isEmpty(redisUtils.getString(CoinEnums.HE_YUE.getCode())) ? "0" : redisUtils.getString(CoinEnums.HE_YUE.getCode());
+
+ log.info("当前价格: {}", markPx);
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());
+
+ PriorityBlockingQueue<AscBigDecimal> ascBigDecimals = wangGeListService.initWangGe(markPx);
+ if (ascBigDecimals == null){
+ log.error("没有获取到网格队列......");
+ return null;
+ }
/**
* 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
*/
+ Map<String, String> accountMap = InstrumentsWs.getAccountMap(accountName);
+ String wanggeName = accountMap.get(CoinEnums.WANG_GE_OLD.name());
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);
@@ -79,7 +84,29 @@
? 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",positionAccountName);
- return null;
+ // 判断是否保证金超标
+ 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(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();
+ }
+ 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(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();
+ }else{
+ log.error("仓位有持仓，等待持仓更新");
+ 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());
@@ -121,16 +148,6 @@
return OrderParamEnums.HOLDING.getValue();
}
}
-
- 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(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 null;
- }
// 判断是否保证金超标
if (PositionsWs.getAccountMap(positionAccountName).get("imr") == null){
log.error("没有获取到持仓信息，等待初始化......");
@@ -143,15 +160,19 @@
return OrderParamEnums.HOLDING.getValue();
}
- PriorityBlockingQueue<AscBigDecimal> ascBigDecimals = wangGeListService.initWangGe(markPx);
- if (ascBigDecimals == null){
- log.error("没有获取到网格队列......");
+ 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(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();
+ }
if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)){
- return caoZuoLong(accountName);
+ return caoZuoLong(accountName,markPx);
}else if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)){
- return caoZuoShort(accountName);
+ return caoZuoShort(accountName,markPx);
}else{
log.error("账户未设置持仓方向......");
return null;
@@ -159,13 +180,14 @@
}
@Override
- public String caoZuoLong(String accountName) {
+ public String caoZuoLong(String accountName,String markPxStr) {
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(positionAccountName).get("markPx");
+// BigDecimal markPx = PositionsWs.getAccountMap(positionAccountName).get("markPx");
+ BigDecimal markPx = new BigDecimal(markPxStr);
BigDecimal avgPx = PositionsWs.getAccountMap(positionAccountName).get("avgPx");
log.info("开仓价格: {}, 当前价格：{}，匹配队列中......", avgPx, markPx);
@@ -176,16 +198,18 @@
// 处理订单价格在队列中的情况
String orderPrice = OrderInfoWs.getAccountMap(accountName).get("orderPrice");
+ log.info("订单价格: {}", orderPrice);
handleOrderPriceInQueues(orderPrice, queueKaiCang, queuePingCang);
// 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...");
+ log.info("开始加仓,但是超出了网格设置...");
return OrderParamEnums.HOLDING.getValue();
}
DescBigDecimal kaiCang = queueKaiCang.peek();
+ log.info("下限队列价格{}", kaiCang.getValue());
if (kaiCang != null && markPx.compareTo(kaiCang.getValue()) <= 0 && avgPx.compareTo(kaiCang.getValue()) >= 0) {
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));
@@ -209,10 +233,11 @@
return OrderParamEnums.HOLDING.getValue();
}
AscBigDecimal pingCang = queuePingCang.peek();
+ log.info("上限队列价格：{}", pingCang.getValue());
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(positionAccountName).get("fee").multiply(new BigDecimal("2"));
+ BigDecimal feeValue = PositionsWs.getAccountMap(positionAccountName).get("fee");
//未实现收益
BigDecimal uplValue = PositionsWs.getAccountMap(positionAccountName).get("upl");
//已实现收益
@@ -258,14 +283,15 @@
}
@Override
- public String caoZuoShort(String accountName) {
+ public String caoZuoShort(String accountName,String markPxStr) {
log.info("开始看空执行操作CaoZuoServiceImpl......");
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(positionAccountName).get("markPx");
+// BigDecimal markPx = PositionsWs.getAccountMap(positionAccountName).get("markPx");
+ BigDecimal markPx = new BigDecimal(markPxStr);
BigDecimal avgPx = PositionsWs.getAccountMap(positionAccountName).get("avgPx");
log.info("开仓价格: {}, 当前价格：{}，匹配队列中......", avgPx, markPx);
@@ -276,21 +302,23 @@
// 处理订单价格在队列中的情况
String orderPrice = OrderInfoWs.getAccountMap(accountName).get("orderPrice");
+ log.info("订单价格：{}", orderPrice);
handleOrderPriceInQueues(orderPrice, queueKaiCang, queuePingCang);
// 判断是加仓还是减仓
if (avgPx.compareTo(markPx) > 0) {
log.info("开始减仓...");
if (queueKaiCang.isEmpty()) {
// 队列为空
-// log.info("开始加仓,但是超出了网格设置...");
+ log.info("开始减仓,但是超出了网格设置...");
return OrderParamEnums.HOLDING.getValue();
}
DescBigDecimal kaiCang = queueKaiCang.peek();
+ log.info("下限队列价格{}", kaiCang.getValue());
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(positionAccountName).get("fee").multiply(new BigDecimal("2"));
+ BigDecimal feeValue = PositionsWs.getAccountMap(positionAccountName).get("fee");
//未实现收益
BigDecimal uplValue = PositionsWs.getAccountMap(positionAccountName).get("upl");
//已实现收益
@@ -334,6 +362,7 @@
return OrderParamEnums.HOLDING.getValue();
}
AscBigDecimal pingCang = queuePingCang.peek();
+ log.info("上限队列价格: {}", pingCang.getValue());
if (pingCang != null && markPx.compareTo(pingCang.getValue()) >= 0 && avgPx.compareTo(pingCang.getValue()) < 0) {
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));
@@ -361,8 +390,11 @@
private boolean buyCntTimeLongEvent(String accountName, 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.getAccountMap(accountName).get(CoinEnums.BUY_CNT_TIME.name());
+ log.info("倍数次数间隔{}", buyCntTime);
BigDecimal subtract = avgPx.subtract(markPx);
+ log.info("倍数价格差距{}", subtract);
BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN).add(BigDecimal.ONE);
+ log.info("倍数次数{}", divide);
if (divide.compareTo(BigDecimal.ZERO) <= 0){
log.warn("加仓次数间隔时间小于0，不加仓");
return false;
@@ -373,8 +405,11 @@
private boolean buyCntTimeShortEvent(String accountName, 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.getAccountMap(accountName).get(CoinEnums.BUY_CNT_TIME.name());
+ log.info("倍数次数间隔{}", buyCntTime);
BigDecimal subtract = markPx.subtract(avgPx);
+ log.info("倍数价格差距{}", subtract);
BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN).add(BigDecimal.ONE);
+ log.info("倍数次数{}", divide);
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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