From 7903e78b53a98e4ff0670a41476f2d1c16ac19fb Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Tue, 06 Jan 2026 09:50:47 +0800
Subject: [PATCH] feat(okxNewPrice): 添加MACD和EMA组合交易策略实现
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java | 89 ++++++++++++++++++++++++++++++++++++--------
1 files changed, 72 insertions(+), 17 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
index 33e270f..1983e8a 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
@@ -10,6 +10,7 @@
import com.xcong.excoin.modules.blackchain.service.DateUtil;
import com.xcong.excoin.modules.okxNewPrice.celue.CaoZuoService;
import com.xcong.excoin.modules.okxNewPrice.indicator.TradingStrategy;
+import com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy.MacdEmaStrategy;
import com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy.MacdMaStrategy;
import com.xcong.excoin.modules.okxNewPrice.okxWs.*;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
@@ -343,10 +344,11 @@
*/
String confirm = data.getString(8);
if ("1".equals(confirm)){
- log.info("{}K线已完结{}:{}",time,closePx,instId);
+ log.info("{}开仓{}:{}",time,closePx,instId);
//调用策略
// 创建策略实例
- MacdMaStrategy strategy = new MacdMaStrategy();
+// MacdMaStrategy strategy = new MacdMaStrategy();
+ MacdEmaStrategy strategy = new MacdEmaStrategy();
// 生成200个1m价格数据点
List<Kline> kline1MinuteData = getKlineDataByInstIdAndBar(instId, "1m");
@@ -354,20 +356,16 @@
.map(Kline::getC)
.collect(Collectors.toList());
- log.info("1m:{}", JSONUtil.parse( historicalPrices1M));
-
// 生成200个1D价格数据点
- List<Kline> kline1DayData = getKlineDataByInstIdAndBar(instId, "1D");
- List<BigDecimal> historicalPrices1D = kline1DayData.stream()
- .map(Kline::getC)
- .collect(Collectors.toList());
- log.info("1D:{}", JSONUtil.parse( historicalPrices1D));
+// List<Kline> kline1DayData = getKlineDataByInstIdAndBar(instId, "1D");
+// List<BigDecimal> historicalPrices1D = kline1DayData.stream()
+// .map(Kline::getC)
+// .collect(Collectors.toList());
+// log.info("1D:{}", JSONUtil.parse( historicalPrices1D));
// 使用策略分析最新价格数据
- MacdMaStrategy.TradingOrder tradingOrderOpen1M = strategy.generateTradingOrder(historicalPrices1M,historicalPrices1D,MacdMaStrategy.OperationType.open.name());
- if (tradingOrderOpen1M == null ){
- return;
- }
- if (historicalPrices1D == null ){
+// MacdMaStrategy.TradingOrder tradingOrderOpenOpen = strategy.generateTradingOrder(historicalPrices1M,historicalPrices1D,MacdMaStrategy.OperationType.open.name());
+ MacdEmaStrategy.TradingOrder tradingOrderOpenOpen = strategy.generateTradingOrder(historicalPrices1M, MacdMaStrategy.OperationType.open.name());
+ if (tradingOrderOpenOpen == null){
return;
}
@@ -380,16 +378,16 @@
for (OkxQuantWebSocketClient client : clientManager.getAllClients()) {
String accountName = client.getAccountName();
if (accountName != null) {
- if (ObjectUtil.isNotEmpty(tradingOrderOpen1M)){
+ if (ObjectUtil.isNotEmpty(tradingOrderOpenOpen)){
// 根据信号执行交易操作
TradeRequestParam tradeRequestParam = new TradeRequestParam();
- String posSide = tradingOrderOpen1M.getPosSide();
+ String posSide = tradingOrderOpenOpen.getPosSide();
tradeRequestParam.setPosSide(posSide);
String currentPrice = String.valueOf(closePx);
tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);
- String side = tradingOrderOpen1M.getSide();
+ String side = tradingOrderOpenOpen.getSide();
tradeRequestParam.setSide(side);
String clOrdId = WsParamBuild.getOrderNum(side);
@@ -401,6 +399,63 @@
}
}
}
+ }else{
+ log.info("{}平仓{}:{}",time,closePx,instId);
+ //调用策略
+ // 创建策略实例
+ MacdMaStrategy strategy = new MacdMaStrategy();
+
+ // 生成200个1m价格数据点
+ List<Kline> kline1MinuteData = getKlineDataByInstIdAndBar(instId, "1m");
+ List<BigDecimal> historicalPrices1M = kline1MinuteData.stream()
+ .map(Kline::getC)
+ .collect(Collectors.toList());
+
+
+ // 生成200个1D价格数据点
+ List<Kline> kline1DayData = getKlineDataByInstIdAndBar(instId, "1D");
+ List<BigDecimal> historicalPrices1D = kline1DayData.stream()
+ .map(Kline::getC)
+ .collect(Collectors.toList());
+ // 使用策略分析最新价格数据
+ MacdMaStrategy.TradingOrder tradingOrderOpenClose = strategy.generateTradingOrder(historicalPrices1M,historicalPrices1D,MacdMaStrategy.OperationType.close.name());
+ if (tradingOrderOpenClose == null){
+ return;
+ }
+
+ Collection<OkxQuantWebSocketClient> allClients = clientManager.getAllClients();
+ //如果为空，则直接返回
+ if (allClients.isEmpty()) {
+ return;
+ }
+ // 获取所有OkxQuantWebSocketClient实例
+ for (OkxQuantWebSocketClient client : clientManager.getAllClients()) {
+ String accountName = client.getAccountName();
+ if (accountName != null) {
+ if (ObjectUtil.isNotEmpty(tradingOrderOpenClose)){
+ // 根据信号执行交易操作
+ TradeRequestParam tradeRequestParam = new TradeRequestParam();
+ tradeRequestParam.setAccountName(accountName);
+ tradeRequestParam.setMarkPx(String.valueOf(closePx));
+ tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
+ tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
+ tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
+ String posSide = tradingOrderOpenClose.getPosSide();
+ tradeRequestParam.setPosSide(posSide);
+
+ String side = tradingOrderOpenClose.getSide();
+ tradeRequestParam.setSide(side);
+
+ String clOrdId = WsParamBuild.getOrderNum(side);
+ tradeRequestParam.setClOrdId(clOrdId);
+
+ String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
+ BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
+ tradeRequestParam.setSz(String.valueOf(pos));
+ TradeOrderWs.orderZhiYingZhiSunEventNoState(client.getWebSocketClient(), tradeRequestParam);
+ }
+ }
+ }
}
}
} catch (Exception e) {
--
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