From 75836d48785da412552e67050e2332a74da2a435 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Thu, 08 Jan 2026 09:42:54 +0800
Subject: [PATCH] fix(okx): 修复交易参数配置和网格策略
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java | 531 +++++++++++++++++++++++++++++++++++++++++++++--------------
1 files changed, 405 insertions(+), 126 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 af63cd9..8c57931 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
@@ -1,13 +1,17 @@
package com.xcong.excoin.modules.okxNewPrice.celue;
+import cn.hutool.core.collection.CollUtil;
import cn.hutool.core.util.ObjectUtil;
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.okxWs.param.TradeRequestParam;
+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;
+import com.xcong.excoin.modules.okxNewPrice.utils.WsParamBuild;
import com.xcong.excoin.rabbit.pricequeue.AscBigDecimal;
import com.xcong.excoin.rabbit.pricequeue.DescBigDecimal;
import com.xcong.excoin.utils.RedisUtils;
@@ -16,6 +20,9 @@
import org.springframework.stereotype.Service;
import java.math.BigDecimal;
+import java.math.RoundingMode;
+import java.util.List;
+import java.util.Map;
import java.util.concurrent.PriorityBlockingQueue;
/**
@@ -29,7 +36,8 @@
@RequiredArgsConstructor
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，
@@ -38,169 +46,440 @@
* @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() {
- 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"));
+ public TradeRequestParam caoZuoHandler(String accountName, String markPx, String posSide) {
+ TradeRequestParam tradeRequestParam = new TradeRequestParam();
+ tradeRequestParam.setAccountName(accountName);
+ tradeRequestParam.setMarkPx(markPx);
+ tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
+ tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
+ tradeRequestParam.setPosSide(posSide);
+ tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
- // 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;
- }
-
+ /**
+ * 准备工作
+ * 1、准备好下单的基本信息
+ */
// 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());
+ 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;
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
+ return chooseEvent(tradeRequestParam);
}
-
- // 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;
- }
-
+ BigDecimal cashBal = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get("cashBal"));
/**
* 判断止损抗压
*/
- // 实际亏损金额
- BigDecimal realKuiSunAmount = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get("upl"));
- log.info("未实现盈亏: {}", 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);
-
+ BigDecimal realKuiSunAmount = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get("upl"));
if (realKuiSunAmount.compareTo(BigDecimal.ZERO) < 0){
+ String kangYaPercent = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.KANG_CANG.name());
+ BigDecimal kangYaAmount = cashBal.multiply(new BigDecimal(kangYaPercent));
+ String zhiSunPercent = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.ZHI_SUN.name());
+ BigDecimal zhiSunAmount = cashBal.multiply(new BigDecimal(zhiSunPercent));
+ log.info("实际盈亏金额: {}，预期抗仓金额: {}，预期亏损金额: {}", realKuiSunAmount, kangYaAmount, zhiSunAmount);
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.INSTRUMENTSWSMAP, CoinEnums.OUT.name(), OrderParamEnums.OUT_YES.getValue());
- WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
- return OrderParamEnums.OUT.getValue();
+ log.warn("账户冷静止损......");
+ //目前止损掉损失较大的一个方向
+ String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
+ BigDecimal upl = PositionsWs.getAccountMap(positionAccountName).get("upl");
+ String posSideOther = CoinEnums.POSSIDE_LONG.getCode().equals(posSide) ? CoinEnums.POSSIDE_SHORT.getCode() : CoinEnums.POSSIDE_LONG.getCode();
+ String positionAccountOther = PositionsWs.initAccountName(accountName, posSideOther);
+ BigDecimal uplOther = PositionsWs.getAccountMap(positionAccountOther).get("upl");
+ if (upl.compareTo(uplOther) > 0){
+ log.warn("{}的亏损{}，{}的亏损{}，止损{}......",posSide,upl,posSideOther,uplOther,uplOther);
+ posSide = posSideOther;
+ }
+
+ WsMapBuild.saveStringToMap(InstrumentsWs.getAccountMap(accountName), CoinEnums.OUT.name(), OrderParamEnums.OUT_YES.getValue());
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
+ return caoZuoZhiSunEvent(accountName, markPx, posSide);
}
// 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();
+ log.warn("账户紧张扛仓......");
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
+ return chooseEvent(tradeRequestParam);
}
}
- BigDecimal ordFrozImr = ObjectUtil.isEmpty(PositionsWs.POSITIONSWSMAP.get("imr")) ? BigDecimal.ZERO : PositionsWs.POSITIONSWSMAP.get("imr");
- if (BigDecimal.ZERO.compareTo( ordFrozImr) >= 0) {
- log.error("占用保证金为零，进行初始化订单");
- WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
- return OrderParamEnums.INIT.getValue();
- }
+ String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
// 判断是否保证金超标
- BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(InstrumentsWs.INSTRUMENTSWSMAP.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("imr") == null){
+ log.warn("没有获取到持仓信息，等待初始化......");
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
+ return chooseEvent(tradeRequestParam);
}
+ 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.warn("已满仓......");
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
+ return chooseEvent(tradeRequestParam);
+ }
+
+ if (PositionsWs.getAccountMap(positionAccountName).get("pos") == null){
+ log.warn("没有获取到持仓信息，等待初始化......");
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
+ return chooseEvent(tradeRequestParam);
+ }
+ BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
+ if (BigDecimal.ZERO.compareTo( pos) >= 0) {
+ log.warn("持仓数量为零，进行初始化订单");
+ return caoZuoInitEvent(accountName, markPx, posSide);
+ }
+
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
+ return chooseEvent(tradeRequestParam);
+ }
+
+ @Override
+ public TradeRequestParam caoZuoZhiSunEvent(String accountName, String markPx, String posSide) {
+
+ /**
+ * 初始化订单请求参数
+ * 获取仓位数量
+ * 获取仓位方向
+ */
+ TradeRequestParam tradeRequestParam = new TradeRequestParam();
+ tradeRequestParam.setAccountName(accountName);
+ tradeRequestParam.setMarkPx(markPx);
+ tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
+ tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
+ tradeRequestParam.setPosSide(posSide);
+ tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
+
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
+ String side = null;
+ if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)){
+ side = CoinEnums.SIDE_SELL.getCode();
+ }
+ if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)){
+ side = CoinEnums.SIDE_BUY.getCode();
+ }
+ tradeRequestParam.setSide(side);
+
+ String clOrdId = WsParamBuild.getOrderNum(side);
+ tradeRequestParam.setClOrdId(clOrdId);
+
+ String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
+ BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
+ if (BigDecimal.ZERO.compareTo( pos) >= 0) {
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
+ }
+ tradeRequestParam.setSz(String.valueOf( pos));
+ log.error("止损订单：{}，方向：{}-{}，数量：{}",clOrdId,posSide, side, pos);
+ return tradeRequestParam;
+
+ }
+
+ @Override
+ public TradeRequestParam caoZuoInitEvent(String accountName, String markPx, String posSide) {
+
+ log.info("当前网格初始化：操作账户：{}，当前价格: {},仓位方向: {}", accountName,markPx,posSide);
+ /**
+ * 初始化订单请求参数
+ * 获取仓位数量
+ * 获取仓位方向
+ */
+ TradeRequestParam tradeRequestParam = new TradeRequestParam();
+ tradeRequestParam.setAccountName(accountName);
+ tradeRequestParam.setMarkPx(markPx);
+ tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
+ tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
+ tradeRequestParam.setPosSide(posSide);
+ tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
+
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
+ String side = null;
+ if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)){
+ side = CoinEnums.SIDE_BUY.getCode();
+ }
+ if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)){
+ side = CoinEnums.SIDE_SELL.getCode();
+ }
+ tradeRequestParam.setSide(side);
+
+ String clOrdId = WsParamBuild.getOrderNum(side);
+ tradeRequestParam.setClOrdId(clOrdId);
+ String sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
+ tradeRequestParam.setSz(sz);
+
+ WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
+ return tradeRequestParam;
+ }
+
+ @Override
+ public TradeRequestParam chooseEvent(TradeRequestParam tradeRequestParam) {
+ log.info("开始执行chooseEvent......");
+ if (OrderParamEnums.TRADE_NO.getValue().equals(tradeRequestParam.getTradeType())){
+ return tradeRequestParam;
+ }
+ if (OrderParamEnums.TRADE_YES.getValue().equals(tradeRequestParam.getTradeType())){
+ String posSide = tradeRequestParam.getPosSide();
+ if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)){
+ tradeRequestParam = caoZuoLong(tradeRequestParam);
+ }else if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)){
+ tradeRequestParam = caoZuoShort(tradeRequestParam);
+ }
+ }
+ return tradeRequestParam;
+ }
+
+ @Override
+ public TradeRequestParam caoZuoLong(TradeRequestParam tradeRequestParam) {
+ log.info("开始做{}......",tradeRequestParam.getPosSide());
+
+ String accountName = tradeRequestParam.getAccountName();
+ String markPxStr = tradeRequestParam.getMarkPx();
+ String posSide = tradeRequestParam.getPosSide();
try {
- // 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);
+ String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
+ // 获取标记价格和平均持仓价格
+ BigDecimal markPx = new BigDecimal(markPxStr);
+ BigDecimal avgPx = PositionsWs.getAccountMap(positionAccountName).get("avgPx");
+ log.info("持仓价格: {}, 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.ORDERINFOWSMAP.get("orderPrice");
+ String orderPrice = OrderInfoWs.getAccountMap(accountName).get("orderPrice");
+ log.info("上一次网格触发价格: {}", 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()) {
+ log.info("开始买入开多...");
+ if (!queueKaiCang.isEmpty()) {
+ DescBigDecimal kaiCang = queueKaiCang.peek();
+ log.info("买入开多队列价格{}", kaiCang.getValue());
+ if (kaiCang != null && markPx.compareTo(kaiCang.getValue()) <= 0 && avgPx.compareTo(kaiCang.getValue()) >= 0) {
+ log.info("开始买入开多...买入开多队列价格价格大于当前价格{}>{}", kaiCang.getValue(), markPx);
+ WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
+ String side = CoinEnums.SIDE_BUY.getCode();
+ tradeRequestParam.setSide(side);
+ String clOrdId = WsParamBuild.getOrderNum(side);
+ tradeRequestParam.setClOrdId(clOrdId);
+ String sz = buyCntTimeLongEvent(accountName, avgPx, markPx);
+ tradeRequestParam.setSz(sz);
+ log.info("买入开多参数准备成功......");
+ } else {
+ log.info("未触发加仓......，等待");
+ }
+ }else{
// 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 && 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);
- WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice",String.valueOf(kaiCang.getValue()));
- WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
- return OrderParamEnums.BUY.getValue();
- } else {
- log.info("未触发加仓......，等待");
- return OrderParamEnums.HOLDING.getValue();
+ log.info("超出了网格设置...");
}
} 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 && 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);
- WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice",String.valueOf(pingCang.getValue()));
+ log.info("开始卖出平多...");
+ if (!queuePingCang.isEmpty()) {
+ AscBigDecimal pingCang = queuePingCang.peek();
+ log.info("卖出平多队列价格：{}", pingCang.getValue());
+ if (pingCang != null && avgPx.compareTo(pingCang.getValue()) < 0) {
+ log.info("开始卖出平多...卖出平多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));
+ //未实现收益
+ BigDecimal uplValue = PositionsWs.getAccountMap(positionAccountName).get("upl");
+ //已实现收益
+ BigDecimal realizedPnlValue = PositionsWs.getAccountMap(positionAccountName).get("realizedPnl");
+ realizedPnlValue = realizedPnlValue.add(feeValue);
- // 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));
+ //持仓保证金
+ 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));
- 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);
- WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
- 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();
+ 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.add(realizedPnlValueZheng));
+ WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
+ String side = CoinEnums.SIDE_SELL.getCode();
+ tradeRequestParam.setSide(side);
+ String clOrdId = WsParamBuild.getOrderNum(side);
+ tradeRequestParam.setClOrdId(clOrdId);
+ BigDecimal sz = PositionsWs.getAccountMap(positionAccountName).get("pos");
+ tradeRequestParam.setSz(String.valueOf( sz));
+ log.info("卖出平多参数准备成功......");
+ }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.add(realizedPnlValueZheng));
+ }
+ }else {
+ if (uplValue.compareTo(imrValue.add(feeValue)) >= 0) {
+ log.info("当前未实现盈亏：{}大于预计收益>{}，赚钱咯", uplValue, imrValue.add(feeValue));
+ WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
+ String side = CoinEnums.SIDE_SELL.getCode();
+ tradeRequestParam.setSide(side);
+ String clOrdId = WsParamBuild.getOrderNum(side);
+ tradeRequestParam.setClOrdId(clOrdId);
+ BigDecimal sz = PositionsWs.getAccountMap(positionAccountName).get("pos");
+ tradeRequestParam.setSz(String.valueOf( sz));
+ log.info("卖出平多参数准备成功......");
+ }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.add(feeValue));
+ }
}
- }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);
- WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
- 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("未触发减仓......，等待");
+ }else{
+ // 队列为空
+ log.info("超出了网格设置...");
}
} else {
log.info("价格波动较小......，等待");
}
- return OrderParamEnums.HOLDING.getValue();
+ return tradeRequestParam;
} 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();
+ log.error("开多方向异常", e);
+ return tradeRequestParam;
}
+ }
+
+ @Override
+ public TradeRequestParam caoZuoShort(TradeRequestParam tradeRequestParam) {
+ log.info("开始做{}执行操作CaoZuoServiceImpl......",tradeRequestParam.getPosSide());
+
+ String accountName = tradeRequestParam.getAccountName();
+ String markPxStr = tradeRequestParam.getMarkPx();
+ String posSide = tradeRequestParam.getPosSide();
+
+ try {
+ String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
+ // 获取标记价格和平均持仓价格
+ BigDecimal markPx = new BigDecimal(markPxStr);
+ BigDecimal avgPx = PositionsWs.getAccountMap(positionAccountName).get("avgPx");
+ log.info("持仓价格: {}, 当前价格：{}，匹配队列中......", avgPx, markPx);
+
+ // 初始化网格队列
+ 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");
+ log.info("上一次网格触发价格：{}", orderPrice);
+ handleOrderPriceInQueues(orderPrice, queueKaiCang, queuePingCang);
+ // 判断是加仓还是减仓
+ if (avgPx.compareTo(markPx) > 0) {
+ log.info("开始买入平空...");
+ if (!queueKaiCang.isEmpty()) {
+ DescBigDecimal kaiCang = queueKaiCang.peek();
+ log.info("买入平空队列价格{}", kaiCang.getValue());
+ if (kaiCang != null && avgPx.compareTo(kaiCang.getValue()) >= 0) {
+ log.info("开始买入平空...买入平空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"));
+ //未实现收益
+ BigDecimal uplValue = PositionsWs.getAccountMap(positionAccountName).get("upl");
+ //已实现收益
+ BigDecimal realizedPnlValue = PositionsWs.getAccountMap(positionAccountName).get("realizedPnl");
+ realizedPnlValue = realizedPnlValue.add(feeValue);
+
+ //持仓保证金
+ 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));
+
+ 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.add(realizedPnlValueZheng));
+ WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
+ String side = CoinEnums.SIDE_BUY.getCode();
+ tradeRequestParam.setSide(side);
+ String clOrdId = WsParamBuild.getOrderNum(side);
+ tradeRequestParam.setClOrdId(clOrdId);
+ BigDecimal sz = PositionsWs.getAccountMap(positionAccountName).get("pos");
+ tradeRequestParam.setSz(String.valueOf( sz));
+ log.info("买入平空参数准备成功......");
+ }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.add(realizedPnlValueZheng));
+ }
+ }else {
+ if (uplValue.compareTo(imrValue.add(feeValue)) >= 0) {
+ WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
+ log.info("当前未实现盈亏：{}大于预计收益>{}，赚钱咯", uplValue, imrValue.add(feeValue));
+ String side = CoinEnums.SIDE_BUY.getCode();
+ tradeRequestParam.setSide(side);
+ String clOrdId = WsParamBuild.getOrderNum(side);
+ tradeRequestParam.setClOrdId(clOrdId);
+ BigDecimal sz = PositionsWs.getAccountMap(positionAccountName).get("pos");
+ tradeRequestParam.setSz(String.valueOf( sz));
+ log.info("买入平空参数准备成功......");
+ }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.add(feeValue));
+ }
+ }
+ } else {
+ log.info("未触发减仓......，等待");
+ }
+ }else{
+ log.info("开始减仓,但是超出了网格设置...");
+ }
+ } else if (avgPx.compareTo(markPx) < 0) {
+ log.info("开始卖出开空...");
+ if (!queuePingCang.isEmpty()) {
+ 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));
+ String side = CoinEnums.SIDE_SELL.getCode();
+ tradeRequestParam.setSide(side);
+ String clOrdId = WsParamBuild.getOrderNum(side);
+ tradeRequestParam.setClOrdId(clOrdId);
+ String sz = buyCntTimeShortEvent(accountName, avgPx, markPx);
+ tradeRequestParam.setSz(sz);
+ log.info("卖出开空参数准备成功......");
+ } else {
+ log.info("未触发加仓......，等待");
+ }
+ }else{
+ // 队列为空
+ log.info("超出了网格设置...");
+ }
+ } else {
+ log.info("价格波动较小......，等待");
+ }
+ return tradeRequestParam;
+ } catch (NumberFormatException e) {
+ log.error("开空方向异常", e);
+ return tradeRequestParam;
+ }
+ }
+
+ private String 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);
+ String buyCntInit = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
+// return String.valueOf(divide.multiply(new BigDecimal(buyCntInit)));
+ return buyCntInit;
+ }
+
+ private String 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);
+ String buyCntInit = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
+// return String.valueOf(divide.multiply(new BigDecimal(buyCntInit)));
+ return buyCntInit;
}
/**
@@ -232,7 +511,7 @@
// 打印开仓队列
StringBuilder kaiCangStr = new StringBuilder();
- kaiCangStr.append("开仓队列: [");
+ kaiCangStr.append("下限队列: [");
boolean first = true;
for (DescBigDecimal item : queueKaiCang) {
if (!first) {
@@ -249,7 +528,7 @@
// 打印平仓队列
StringBuilder pingCangStr = new StringBuilder();
- pingCangStr.append("平仓队列: [");
+ pingCangStr.append("上限队列: [");
first = true;
for (AscBigDecimal item : queuePingCang) {
if (!first) {
--
Gitblit v1.9.1