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 | 55 ++++++++++++++++++++++++++++++++-----------------------
1 files changed, 32 insertions(+), 23 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 050b2fa..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
@@ -1,5 +1,6 @@
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.*;
@@ -20,6 +21,7 @@
import java.math.BigDecimal;
import java.math.RoundingMode;
+import java.util.List;
import java.util.Map;
import java.util.concurrent.PriorityBlockingQueue;
@@ -53,7 +55,6 @@
tradeRequestParam.setPosSide(posSide);
tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
- log.info("操作账户：{}，当前价格: {},仓位方向: {}", accountName,markPx,posSide);
/**
* 准备工作
* 1、准备好下单的基本信息
@@ -70,26 +71,34 @@
* 判断止损抗压
*/
BigDecimal realKuiSunAmount = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get("upl"));
- log.info("实际盈亏金额: {}", 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){
+ 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......");
+ 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......");
+ log.warn("账户紧张扛仓......");
tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
return chooseEvent(tradeRequestParam);
}
@@ -98,27 +107,26 @@
String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
// 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......");
+ 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()))
- .divide(new BigDecimal("2"), RoundingMode.DOWN);
+ BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get(CoinEnums.TOTAL_ORDER_USDT.name()));
if (ordFrozImr.compareTo(totalOrderUsdt) >= 0){
- log.error("已满仓......");
+ log.warn("已满仓......");
tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
return chooseEvent(tradeRequestParam);
}
if (PositionsWs.getAccountMap(positionAccountName).get("pos") == null){
- log.error("没有获取到持仓信息，等待初始化......");
+ 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.error("持仓数量为零，进行初始化订单");
+ log.warn("持仓数量为零，进行初始化订单");
return caoZuoInitEvent(accountName, markPx, posSide);
}
@@ -129,7 +137,6 @@
@Override
public TradeRequestParam caoZuoZhiSunEvent(String accountName, String markPx, String posSide) {
- log.info("历史网格：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
@@ -159,10 +166,10 @@
String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
if (BigDecimal.ZERO.compareTo( pos) >= 0) {
- log.error("历史网格止损方向没有持仓");
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;
}
@@ -222,7 +229,7 @@
@Override
public TradeRequestParam caoZuoLong(TradeRequestParam tradeRequestParam) {
- log.info("开始做{}执行操作CaoZuoServiceImpl......",tradeRequestParam.getPosSide());
+ log.info("开始做{}......",tradeRequestParam.getPosSide());
String accountName = tradeRequestParam.getAccountName();
String markPxStr = tradeRequestParam.getMarkPx();
@@ -368,7 +375,7 @@
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");
+ 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
@@ -457,7 +464,8 @@
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 String.valueOf(divide.multiply(new BigDecimal(buyCntInit)));
+ return buyCntInit;
}
private String buyCntTimeShortEvent(String accountName, BigDecimal avgPx, BigDecimal markPx){
@@ -470,7 +478,8 @@
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 String.valueOf(divide.multiply(new BigDecimal(buyCntInit)));
+ return buyCntInit;
}
/**
--
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