From 6a51f45e6a00b65a9e7b0b0707b453c11311f3ef Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 11 May 2026 22:38:13 +0800
Subject: [PATCH] feat(okxApi): 添加仓位模式配置和REST客户端功能
---
src/main/java/com/xcong/excoin/modules/okxApi/OkxGridTradeService.java | 245 ++++++++++++++++++++++++++-----------------------
1 files changed, 130 insertions(+), 115 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 7e285ae..8de17ad 100644
--- a/src/main/java/com/xcong/excoin/modules/okxApi/OkxGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/okxApi/OkxGridTradeService.java
@@ -8,6 +8,7 @@
import java.math.RoundingMode;
import java.util.ArrayList;
import java.util.Collections;
+import java.util.Comparator;
import java.util.List;
@Slf4j
@@ -17,9 +18,9 @@
WAITING_KLINE, OPENING, ACTIVE, STOPPED
}
+ private final String accountName;
private final OkxConfig config;
private final OkxTradeExecutor executor;
- private final String accountName;
private volatile StrategyState state = StrategyState.WAITING_KLINE;
@@ -41,21 +42,19 @@
private volatile BigDecimal longPositionSize = BigDecimal.ZERO;
private volatile BigDecimal shortPositionSize = BigDecimal.ZERO;
- private volatile WebSocketClient wsClient;
-
public OkxGridTradeService(OkxConfig config, String accountName) {
this.config = config;
this.accountName = accountName;
- this.executor = new OkxTradeExecutor(config, accountName);
+ this.executor = new OkxTradeExecutor(config.getContract(), config.getMarginMode(), accountName);
}
public void setWebSocketClient(WebSocketClient wsClient) {
- this.wsClient = wsClient;
+ this.executor.setWebSocketClient(wsClient);
}
public void startGrid() {
if (state != StrategyState.WAITING_KLINE && state != StrategyState.STOPPED) {
- log.warn("[{}] 策略已在运行中, state:{}", accountName, state);
+ log.warn("[{}] 策略已在运行中, state:{}", config.getContract(), state);
return;
}
state = StrategyState.WAITING_KLINE;
@@ -71,19 +70,17 @@
shortActive = false;
shortPriceQueue.clear();
longPriceQueue.clear();
- log.info("[{}] 网格策略已启动", accountName);
+ log.info("[{}] 网格策略已启动", config.getContract());
}
public void stopGrid() {
state = StrategyState.STOPPED;
+ executor.cancelAllPriceTriggeredOrders();
executor.shutdown();
- log.info("[{}] 策略已停止, 累计盈亏: {}", accountName, cumulativePnl);
+ log.info("[{}] 策略已停止, 累计盈亏: {}", config.getContract(), cumulativePnl);
}
public void onKline(BigDecimal closePrice) {
- if (wsClient == null || !wsClient.isOpen()) {
- return;
- }
lastKlinePrice = closePrice;
updateUnrealizedPnl();
if (state == StrategyState.STOPPED) {
@@ -92,9 +89,13 @@
if (state == StrategyState.WAITING_KLINE) {
state = StrategyState.OPENING;
- log.info("[{}] 首根K线到达，开基底仓位...", accountName);
- executor.openLong(wsClient, () -> log.info("[{}] 基底多单已发送", accountName));
- executor.openShort(wsClient, () -> log.info("[{}] 基底空单已发送", accountName));
+ log.info("[{}] 首根K线到达，开基底仓位...", config.getContract());
+ executor.openLong(config.getQuantity(), () -> {
+ log.info("[{}] 基底多单已提交", config.getContract());
+ }, null);
+ executor.openShort(config.getQuantity(), () -> {
+ log.info("[{}] 基底空单已提交", config.getContract());
+ }, null);
return;
}
@@ -120,13 +121,17 @@
longPositionSize = size;
longBaseEntryPrice = entryPrice;
baseLongOpened = true;
- log.info("[{}] 基底多成交价: {}", accountName, longBaseEntryPrice);
+ log.info("[{}] 基底多成交价: {}", config.getContract(), longBaseEntryPrice);
tryGenerateQueues();
} else if (size.compareTo(longPositionSize) > 0) {
longPositionSize = size;
- BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.add(config.getGridRate())).setScale(1, RoundingMode.HALF_UP);
- executor.placeTakeProfit(wsClient, OkxEnums.POSSIDE_LONG, tpPrice, config.getQuantity());
- log.info("[{}] 多单止盈已设, entry:{}, tp:{}", accountName, entryPrice, tpPrice);
+ if (longPriceQueue.isEmpty()) {
+ log.warn("[{}] 多仓队列为空，无法设止盈", config.getContract());
+ } else {
+ BigDecimal tpPrice = longPriceQueue.get(0);
+ executor.placeTakeProfit(tpPrice, OkxEnums.ORDER_TYPE_CLOSE_LONG, config.getQuantity());
+ log.info("[{}] 多单止盈已设, entry:{}, tp:{}, size:{}", config.getContract(), entryPrice, tpPrice, config.getQuantity());
+ }
} else {
longPositionSize = size;
}
@@ -142,13 +147,17 @@
shortPositionSize = size;
shortBaseEntryPrice = entryPrice;
baseShortOpened = true;
- log.info("[{}] 基底空成交价: {}", accountName, shortBaseEntryPrice);
+ log.info("[{}] 基底空成交价: {}", config.getContract(), shortBaseEntryPrice);
tryGenerateQueues();
} else if (size.compareTo(shortPositionSize) > 0) {
shortPositionSize = size;
- BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.subtract(config.getGridRate())).setScale(1, RoundingMode.HALF_UP);
- executor.placeTakeProfit(wsClient, OkxEnums.POSSIDE_SHORT, tpPrice, config.getQuantity());
- log.info("[{}] 空单止盈已设, entry:{}, tp:{}", accountName, entryPrice, tpPrice);
+ if (shortPriceQueue.isEmpty()) {
+ log.warn("[{}] 空仓队列为空，无法设止盈", config.getContract());
+ } else {
+ BigDecimal tpPrice = shortPriceQueue.get(0);
+ executor.placeTakeProfit(tpPrice, OkxEnums.ORDER_TYPE_CLOSE_SHORT, config.getQuantity());
+ log.info("[{}] 空单止盈已设, entry:{}, tp:{}, size:{}", config.getContract(), entryPrice, tpPrice, config.getQuantity());
+ }
} else {
shortPositionSize = size;
}
@@ -164,13 +173,13 @@
return;
}
cumulativePnl = cumulativePnl.add(pnl);
- log.info("[{}] 订单成交盈亏: {}, 方向:{}, 累计:{}", accountName, pnl, posSide, cumulativePnl);
+ log.info("[{}] 订单成交盈亏: {}, 方向:{}, 累计:{}", config.getContract(), pnl, posSide, cumulativePnl);
if (cumulativePnl.compareTo(config.getOverallTp()) >= 0) {
- log.info("[{}] 已达止盈目标 {}→已停止", accountName, cumulativePnl);
+ log.info("[{}] 已达止盈目标 {}→已停止", config.getContract(), cumulativePnl);
state = StrategyState.STOPPED;
} else if (cumulativePnl.compareTo(config.getMaxLoss().negate()) <= 0) {
- log.info("[{}] 已达亏损上限 {}→已停止", accountName, cumulativePnl);
+ log.info("[{}] 已达亏损上限 {}→已停止", config.getContract(), cumulativePnl);
state = StrategyState.STOPPED;
}
}
@@ -181,7 +190,7 @@
generateLongQueue();
state = StrategyState.ACTIVE;
log.info("[{}] 网格队列已生成, 空队首:{} → 尾:{}, 多队首:{} → 尾:{}, 已激活",
- accountName,
+ config.getContract(),
shortPriceQueue.isEmpty() ? "N/A" : shortPriceQueue.get(0),
shortPriceQueue.isEmpty() ? "N/A" : shortPriceQueue.get(shortPriceQueue.size() - 1),
longPriceQueue.isEmpty() ? "N/A" : longPriceQueue.get(0),
@@ -191,22 +200,26 @@
private void generateShortQueue() {
shortPriceQueue.clear();
- BigDecimal step = config.getGridRate();
- for (int i = 1; i <= config.getGridQueueSize(); i++) {
- shortPriceQueue.add(shortBaseEntryPrice.multiply(BigDecimal.ONE.subtract(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP));
+ BigDecimal fixedStep = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
+ BigDecimal prev = shortBaseEntryPrice;
+ for (int i = 0; i < config.getGridQueueSize(); i++) {
+ prev = prev.subtract(fixedStep).setScale(1, RoundingMode.HALF_UP);
+ shortPriceQueue.add(prev);
}
shortPriceQueue.sort((a, b) -> b.compareTo(a));
- log.info("[{}] 空队列:{}", accountName, shortPriceQueue);
+ log.info("[{}] 空队列:{} 步长:{}", config.getContract(), shortPriceQueue, fixedStep);
}
private void generateLongQueue() {
longPriceQueue.clear();
- BigDecimal step = config.getGridRate();
- for (int i = 1; i <= config.getGridQueueSize(); i++) {
- longPriceQueue.add(longBaseEntryPrice.multiply(BigDecimal.ONE.add(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP));
+ BigDecimal fixedStep = longBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
+ BigDecimal prev = longBaseEntryPrice;
+ for (int i = 0; i < config.getGridQueueSize(); i++) {
+ prev = prev.add(fixedStep).setScale(1, RoundingMode.HALF_UP);
+ longPriceQueue.add(prev);
}
- longPriceQueue.sort(BigDecimal::compareTo);
- log.info("[{}] 多队列:{}", accountName, longPriceQueue);
+ Collections.sort(longPriceQueue);
+ log.info("[{}] 多队列:{} 步长:{}", config.getContract(), longPriceQueue, fixedStep);
}
/**
@@ -219,10 +232,10 @@
* <h3>执行流程</h3>
* <ol>
* <li>匹配队列元素 → 为空则直接返回</li>
+ * <li>空仓队列：移除 matched 元素，尾部以固定步长(shortBasePrice × gridRate)递减补充新元素</li>
+ * <li>多仓队列：以多仓队列首元素（最小价）为种子，以多仓固定步长递减加入新元素</li>
* <li>保证金检查 → 安全则开空一次</li>
* <li>额外反向开多：若多仓均价 > 空仓均价 且 当前价夹在中间且远离多仓均价</li>
- * <li>空仓队列：移除 matched 元素，尾部补充新元素（尾价 × (1 − gridRate) 循环递减）</li>
- * <li>多仓队列：以多仓队列首元素（最小价）为种子，生成 matched.size() 个递减元素加入</li>
* </ol>
*
* <h3>多仓队列转移过滤</h3>
@@ -239,49 +252,31 @@
}
}
}
+ log.info("[{}] 原空队列:{}", config.getContract(), shortPriceQueue);
if (matched.isEmpty()) {
+ log.info("[{}] 空仓队列未触发, 当前价:{}", config.getContract(), currentPrice);
return;
}
- log.info("[{}] 空仓队列触发, 匹配{}个元素, 当前价:{}", accountName, matched.size(), currentPrice);
+ log.info("[{}] 空仓队列触发, 匹配{}个元素, 当前价:{}", config.getContract(), matched.size(), currentPrice);
+
+ BigDecimal shortFixedStep = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
+ BigDecimal longFixedStep = longBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
+ replenishOwnQueue(shortPriceQueue, matched, shortFixedStep, true, "空");
+
+ transferBetweenQueues(longPriceQueue, matched, matched.get(matched.size() - 1),
+ longFixedStep, false, longEntryPrice, BigDecimal::compareTo, "多", currentPrice);
+
if (!isMarginSafe()) {
- log.warn("[{}] 保证金超限，跳过空单开仓", accountName);
+ log.warn("[{}] 保证金超限，跳过空单开仓", config.getContract());
} else {
- executor.openShort(wsClient, null);
+ executor.openShort(config.getQuantity(), null, null);
if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
&& longEntryPrice.compareTo(BigDecimal.ZERO) > 0
&& longEntryPrice.compareTo(shortEntryPrice) > 0
&& currentPrice.compareTo(shortEntryPrice) > 0
- && currentPrice.compareTo(longEntryPrice.multiply(BigDecimal.ONE.subtract(config.getGridRate()))) < 0) {
- executor.openLong(wsClient, null);
- log.info("[{}] 触发价在多/空持仓价之间且多>空且远离多仓均价, 额外开多一次, 当前价:{}", accountName, currentPrice);
- }
- }
-
- synchronized (shortPriceQueue) {
- shortPriceQueue.removeAll(matched);
- BigDecimal min = shortPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : shortPriceQueue.get(shortPriceQueue.size() - 1);
- BigDecimal step = config.getGridRate();
- for (int i = 0; i < matched.size(); i++) {
- min = min.multiply(BigDecimal.ONE.subtract(step)).setScale(1, RoundingMode.HALF_UP);
- shortPriceQueue.add(min);
- }
- shortPriceQueue.sort((a, b) -> b.compareTo(a));
- }
-
- synchronized (longPriceQueue) {
- BigDecimal first = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(0);
- BigDecimal step = config.getGridRate();
- for (int i = 1; i <= matched.size(); i++) {
- BigDecimal elem = first.multiply(BigDecimal.ONE.subtract(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP);
- if (longEntryPrice.compareTo(BigDecimal.ZERO) > 0
- && currentPrice.subtract(longEntryPrice).abs().compareTo(longEntryPrice.multiply(step)) < 0) {
- continue;
- }
- longPriceQueue.add(elem);
- }
- longPriceQueue.sort(BigDecimal::compareTo);
- while (longPriceQueue.size() > config.getGridQueueSize()) {
- longPriceQueue.remove(longPriceQueue.size() - 1);
+ && currentPrice.compareTo(longEntryPrice.subtract(longFixedStep)) < 0) {
+ executor.openLong(config.getQuantity(), null, null);
+ log.info("[{}] 触发价在多/空持仓价之间且多>空且远离多仓均价, 额外开多一次, 当前价:{}", config.getContract(), currentPrice);
}
}
}
@@ -296,10 +291,10 @@
* <h3>执行流程</h3>
* <ol>
* <li>匹配队列元素 → 为空则直接返回</li>
+ * <li>多仓队列：移除 matched 元素，尾部以固定步长(longBasePrice × gridRate)递增补充新元素</li>
+ * <li>空仓队列：以空仓队列首元素（最高价）为种子，以空仓固定步长递增加入新元素</li>
* <li>保证金检查 → 安全则开多一次</li>
* <li>额外反向开空：若多仓均价 > 空仓均价 且 当前价夹在中间且远离空仓均价</li>
- * <li>多仓队列：移除 matched 元素，尾部补充新元素（尾价 × (1 + gridRate) 循环递增）</li>
- * <li>空仓队列：以空仓队列首元素（最高价）为种子，生成 matched.size() 个递增元素加入</li>
* </ol>
*
* <h3>空仓队列转移过滤</h3>
@@ -316,61 +311,80 @@
}
}
}
+ log.info("[{}] 原多队列:{}", config.getContract(), longPriceQueue);
if (matched.isEmpty()) {
+ log.info("[{}] 多仓队列未触发, 当前价:{}", config.getContract(), currentPrice);
return;
}
- log.info("[{}] 多仓队列触发, 匹配{}个元素, 当前价:{}", accountName, matched.size(), currentPrice);
+ log.info("[{}] 多仓队列触发, 匹配{}个元素, 当前价:{}", config.getContract(), matched.size(), currentPrice);
+
+ BigDecimal longFixedStep = longBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
+ BigDecimal shortFixedStep = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
+ replenishOwnQueue(longPriceQueue, matched, longFixedStep, false, "多");
+
+ transferBetweenQueues(shortPriceQueue, matched, matched.get(0),
+ shortFixedStep, true, shortEntryPrice, (a, b) -> b.compareTo(a), "空", currentPrice);
+
if (!isMarginSafe()) {
- log.warn("[{}] 保证金超限，跳过多单开仓", accountName);
+ log.warn("[{}] 保证金超限，跳过多单开仓", config.getContract());
} else {
- executor.openLong(wsClient, null);
+ executor.openLong(config.getQuantity(), null, null);
if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
&& longEntryPrice.compareTo(BigDecimal.ZERO) > 0
&& longEntryPrice.compareTo(shortEntryPrice) > 0
- && currentPrice.compareTo(shortEntryPrice.multiply(BigDecimal.ONE.add(config.getGridRate()))) > 0
+ && currentPrice.compareTo(shortEntryPrice.add(shortFixedStep)) > 0
&& currentPrice.compareTo(longEntryPrice) < 0) {
- executor.openShort(wsClient, null);
- log.info("[{}] 触发价在多/空持仓价之间且多>空且远离空仓均价, 额外开空一次, 当前价:{}", accountName, currentPrice);
- }
- }
-
- synchronized (longPriceQueue) {
- longPriceQueue.removeAll(matched);
- BigDecimal max = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(longPriceQueue.size() - 1);
- BigDecimal step = config.getGridRate();
- for (int i = 0; i < matched.size(); i++) {
- max = max.multiply(BigDecimal.ONE.add(step)).setScale(1, RoundingMode.HALF_UP);
- longPriceQueue.add(max);
- }
- longPriceQueue.sort(BigDecimal::compareTo);
- }
-
- synchronized (shortPriceQueue) {
- BigDecimal first = shortPriceQueue.isEmpty() ? matched.get(0) : shortPriceQueue.get(0);
- BigDecimal step = config.getGridRate();
- for (int i = 1; i <= matched.size(); i++) {
- BigDecimal elem = first.multiply(BigDecimal.ONE.add(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP);
- if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
- && currentPrice.subtract(shortEntryPrice).abs().compareTo(shortEntryPrice.multiply(step)) < 0) {
- continue;
- }
- shortPriceQueue.add(elem);
- }
- shortPriceQueue.sort((a, b) -> b.compareTo(a));
- while (shortPriceQueue.size() > config.getGridQueueSize()) {
- shortPriceQueue.remove(shortPriceQueue.size() - 1);
+ executor.openShort(config.getQuantity(), null, null);
+ log.info("[{}] 触发价在多/空持仓价之间且多>空且远离空仓均价, 额外开空一次, 当前价:{}", config.getContract(), currentPrice);
}
}
}
- /**
- * 保证金安全阀检查。
- *
- * <p>当前版本通过 wsHandler 推送的账户/持仓数据间接判断保证金状态。
- * 后续可通过 OKX REST API 实时查询保证金占用比例，超 marginRatioLimit 时拒绝开仓。
- *
- * @return true=安全可开仓 / false=保证金超限跳过开仓
- */
+ private void replenishOwnQueue(List<BigDecimal> queue, List<BigDecimal> matched, BigDecimal fixedStep,
+ boolean isShort, String label) {
+ synchronized (queue) {
+ queue.removeAll(matched);
+ BigDecimal tail = queue.isEmpty() ? matched.get(matched.size() - 1) : queue.get(queue.size() - 1);
+ Comparator<BigDecimal> comparator = isShort ? (a, b) -> b.compareTo(a) : BigDecimal::compareTo;
+ for (int i = 0; i < matched.size(); i++) {
+ tail = isShort
+ ? tail.subtract(fixedStep).setScale(1, RoundingMode.HALF_UP)
+ : tail.add(fixedStep).setScale(1, RoundingMode.HALF_UP);
+ queue.add(tail);
+ log.info("[{}] {}队列增加:{}", config.getContract(), label, tail);
+ }
+ queue.sort(comparator);
+ log.info("[{}] 现{}队列:{}", config.getContract(), label, queue);
+ }
+ }
+
+ private void transferBetweenQueues(List<BigDecimal> targetQueue, List<BigDecimal> matched,
+ BigDecimal firstFallback, BigDecimal fixedStep, boolean isShort,
+ BigDecimal filterEntryPrice, Comparator<BigDecimal> comparator,
+ String label, BigDecimal currentPrice) {
+ synchronized (targetQueue) {
+ BigDecimal first = targetQueue.isEmpty() ? firstFallback : targetQueue.get(0);
+ for (int i = 1; i <= matched.size(); i++) {
+ BigDecimal offset = fixedStep.multiply(BigDecimal.valueOf(i));
+ BigDecimal elem = isShort
+ ? first.add(offset).setScale(1, RoundingMode.HALF_UP)
+ : first.subtract(offset).setScale(1, RoundingMode.HALF_UP);
+ if (filterEntryPrice.compareTo(BigDecimal.ZERO) > 0
+ && currentPrice.subtract(filterEntryPrice).abs().compareTo(filterEntryPrice.multiply(config.getGridRate())) < 0) {
+ log.info("[{}] {}队列跳过(price≈entry):{}", config.getContract(), label, elem);
+ continue;
+ }
+ targetQueue.add(elem);
+ log.info("[{}] {}队列增加:{}", config.getContract(), label, elem);
+ }
+ targetQueue.sort(comparator);
+ while (targetQueue.size() > config.getGridQueueSize()) {
+ targetQueue.remove(targetQueue.size() - 1);
+ }
+ log.info("[{}] 现{}队列:{}", config.getContract(), label, targetQueue);
+ }
+ }
+
private boolean isMarginSafe() {
return true;
}
@@ -390,6 +404,7 @@
shortPnl = shortPositionSize.multiply(multiplier).multiply(shortEntryPrice.subtract(price));
}
unrealizedPnl = longPnl.add(shortPnl);
+ log.info("[{}] 未实现盈亏: {}", config.getContract(), unrealizedPnl);
}
public BigDecimal getLastKlinePrice() { return lastKlinePrice; }
--
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