From 7e213a5e5a233ba19eaa148cc65c9f3cfa96986e Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Tue, 09 Dec 2025 14:45:57 +0800
Subject: [PATCH] feat(okx): 优化持仓策略与交易逻辑
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java | 10 +-
src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java | 76 ++++++++++++++-----------
src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/enums/OrderParamEnums.java | 2
src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/PositionsWs.java | 8 +-
src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/TradeOrderWs.java | 41 ++++++++++++-
src/main/resources/application-app.yml | 8 +-
src/main/java/com/xcong/excoin/modules/okxNewPrice/wangge/WangGeEnum.java | 4
src/main/resources/application.yml | 2
8 files changed, 100 insertions(+), 51 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java
index 6a0183f..5dd4c16 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java
@@ -263,10 +263,10 @@
} else if (PositionsWs.POSITIONSWS_CHANNEL.equals(channel)) {
PositionsWs.handleEvent(response, redisUtils);
- String avgPxKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + CoinEnums.HE_YUE.getCode() + ":avgPx";
- String avgPx = (String) redisUtils.get(avgPxKey);
- if (StrUtil.isBlank(avgPx)) {
- log.error("未获取到持仓均价");
+ String posKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + CoinEnums.HE_YUE.getCode() + ":pos";
+ String pos = (String) redisUtils.get(posKey);
+ if (StrUtil.isBlank(pos)) {
+ log.error("未获取到持仓数量");
TradeOrderWs.orderEvent(webSocketClient, redisUtils, OrderParamEnums.INIT.getValue());
return;
}
@@ -285,7 +285,7 @@
}
String side = caoZuoService.caoZuo();
- if (StrUtil.isNotBlank(avgPx)) {
+ if (StrUtil.isNotBlank(pos)) {
TradeOrderWs.orderEvent(webSocketClient, redisUtils, side);
}
} else if (BalanceAndPositionWs.CHANNEL_NAME.equals(channel)) {
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 cc43fd7..6a3d18a 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
@@ -44,6 +44,9 @@
final String positionsMarkPxKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":markPx";
final String positionsAvgPxKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":avgPx";
final String positionsOrderPriceKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":orderPrice";
+ final String uplKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":upl";
+ final String realizedPnlKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":realizedPnl";
+ final String imrKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":imr";
// 获取合约状态
String state = (String) redisUtils.get(instrumentsKey);
@@ -84,7 +87,7 @@
// 判断是加仓还是减仓
if (avgPx.compareTo(markPx) > 0) {
DescBigDecimal kaiCang = queueKaiCang.peek();
- if (kaiCang != null && kaiCang.getValue().compareTo(markPx) >= 0) {
+ 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);
side = OrderParamEnums.BUY.getValue();
redisUtils.set(positionsOrderPriceKey, String.valueOf(kaiCang.getValue()), 0);
@@ -93,10 +96,41 @@
}
} else if (avgPx.compareTo(markPx) < 0) {
AscBigDecimal pingCang = queuePingCang.peek();
- if (pingCang != null && pingCang.getValue().compareTo(markPx) <= 0) {
+ 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);
- side = OrderParamEnums.SELL.getValue();
- redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
+ //判断当前是否盈利
+ String upl = (String) redisUtils.get(uplKey);
+ String realizedPnl = (String) redisUtils.get(realizedPnlKey);
+ String imr = (String) redisUtils.get(imrKey);
+ if (upl != null && realizedPnl != null && imr != null) {
+ BigDecimal uplValue = new BigDecimal(upl);
+ BigDecimal realizedPnlValue = new BigDecimal(realizedPnl);
+ BigDecimal imrValue = new BigDecimal(imr).multiply(new BigDecimal(OrderParamEnums.PING_CANG_SHOUYI.getValue()));
+ if (realizedPnlValue.compareTo(BigDecimal.ZERO) <= 0) {
+ if (uplValue.compareTo(realizedPnlValue) < 0) {
+ log.info("当前未实现盈亏：{}没有大于已实现收益>{}，等待中", uplValue, realizedPnlValue);
+ return OrderParamEnums.HOLDING.getValue();
+ }else if (uplValue.compareTo(realizedPnlValue) > 0 && uplValue.compareTo(imrValue) >= 0) {
+ log.info("当前未实现盈亏：{}大于预计收益>{}，赚钱咯", uplValue, imrValue);
+ redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
+ 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 {
+ 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);
+ redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
+ 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 {
+ return OrderParamEnums.HOLDING.getValue();
+ }
} else {
log.info("未触发减仓......，等待");
}
@@ -125,6 +159,7 @@
if (orderPrice == null) {
return;
}
+ log.info("需要移除的价格: {}", orderPrice);
BigDecimal priceDecimal;
try {
@@ -140,6 +175,8 @@
} else {
queueKaiCang.removeIf(item -> item.getValue().equals(priceDecimal));
}
+ // 打印开仓队列
+ log.info("开仓队列: {}", queueKaiCang);
boolean pingCangExists = queuePingCang.stream().anyMatch(item -> item.getValue().equals(priceDecimal));
if (!pingCangExists) {
@@ -147,35 +184,8 @@
} else {
queuePingCang.removeIf(item -> item.getValue().equals(priceDecimal));
}
- }
-
- /**
- * 计算盈亏金额。
- *
- * @param faceValue 面值
- * @param position 持仓数量
- * @param contractMultiplier 合约乘数
- * @param markPrice 标记价格
- * @param openPrice 开仓价格
- * @param isLong 是否为多头仓位
- * @param minTickSz 最小变动单位精度
- * @return 盈亏金额，保留指定精度的小数位
- */
- public BigDecimal profit(BigDecimal faceValue, BigDecimal position, BigDecimal contractMultiplier,
- BigDecimal markPrice, BigDecimal openPrice, boolean isLong, int minTickSz) {
- BigDecimal profit = BigDecimal.ZERO;
- if (isLong) {
- profit = markPrice.subtract(openPrice)
- .multiply(faceValue)
- .multiply(contractMultiplier)
- .multiply(position);
- } else {
- profit = openPrice.subtract(markPrice)
- .multiply(faceValue)
- .multiply(contractMultiplier)
- .multiply(position);
- }
- return profit.setScale(minTickSz, BigDecimal.ROUND_DOWN);
+ // 打印平仓队列
+ log.info("平仓队列: {}", queuePingCang);
}
}
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/PositionsWs.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/PositionsWs.java
index 1153973..88236c8 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/PositionsWs.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/PositionsWs.java
@@ -106,8 +106,9 @@
String mgnRatio = safeGetString(posData, "mgnRatio");
String markPx = safeGetString(posData, "markPx");
String bePx = safeGetString(posData, "bePx");
+ String realizedPnl = safeGetString(posData, "realizedPnl");
- boolean setResult = saveToRedis(redisUtils, avgPx, pos, upl, imr, mgnRatio, markPx, bePx);
+ boolean setResult = saveToRedis(redisUtils, avgPx, pos, upl, imr, mgnRatio, markPx, bePx,realizedPnl);
if (setResult) {
calculateAndSaveBuyCount(redisUtils);
@@ -121,14 +122,15 @@
private static boolean saveToRedis(RedisUtils redisUtils,
String avgPx, String pos, String upl,
- String imr, String mgnRatio, String markPx, String bePx) {
+ String imr, String mgnRatio, String markPx, String bePx, String realizedPnl) {
return redisUtils.set(REDIS_KEY_PREFIX + ":avgPx", avgPx, 0)
&& redisUtils.set(REDIS_KEY_PREFIX + ":pos", pos, 0)
&& redisUtils.set(REDIS_KEY_PREFIX + ":upl", upl, 0)
&& redisUtils.set(REDIS_KEY_PREFIX + ":imr", imr, 0)
&& redisUtils.set(REDIS_KEY_PREFIX + ":mgnRatio", mgnRatio, 0)
&& redisUtils.set(REDIS_KEY_PREFIX + ":markPx", markPx, 0)
- && redisUtils.set(REDIS_KEY_PREFIX + ":bePx", bePx, 0);
+ && redisUtils.set(REDIS_KEY_PREFIX + ":bePx", bePx, 0)
+ && redisUtils.set(REDIS_KEY_PREFIX + ":realizedPnl", realizedPnl, 0);
}
private static void calculateAndSaveBuyCount(RedisUtils redisUtils) {
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/TradeOrderWs.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/TradeOrderWs.java
index 7712098..0c9eae3 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/TradeOrderWs.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/TradeOrderWs.java
@@ -11,6 +11,8 @@
import lombok.extern.slf4j.Slf4j;
import org.java_websocket.client.WebSocketClient;
+import java.math.BigDecimal;
+
/**
* @author Administrator
*/
@@ -34,9 +36,14 @@
side = OrderParamEnums.SELL.getValue();
buyCnt = getRedisValue(redisUtils, PositionsWs.POSITIONSWS_CHANNEL, ":pos");
} else {
- String buyCntNormal = getRedisValue(redisUtils, PositionsWs.POSITIONSWS_CHANNEL, ":buyCnt");
- if (StrUtil.isNotBlank(buyCntNormal)) {
- buyCnt = buyCntNormal;
+ if (OrderParamEnums.BUY.getValue().equals(side)){
+ String buyCntNormal = getRedisValue(redisUtils, PositionsWs.POSITIONSWS_CHANNEL, ":buyCnt");
+ if (StrUtil.isNotBlank(buyCntNormal)) {
+ buyCnt = buyCntNormal;
+ }
+ }else{
+ side = OrderParamEnums.SELL.getValue();
+ buyCnt = getRedisValue(redisUtils, PositionsWs.POSITIONSWS_CHANNEL, ":pos");
}
}
@@ -80,6 +87,34 @@
}
}
+
+
+ /**
+ * 计算盈亏金额。
+ *
+ * @param faceValue 面值
+ * @param position 持仓数量
+ * @param markPrice 标记价格
+ * @param openPrice 开仓价格
+ * @param isLong 是否为多头仓位
+ * @param minTickSz 最小变动单位精度
+ * @return 盈亏金额，保留指定精度的小数位
+ */
+ public BigDecimal profit(BigDecimal faceValue, BigDecimal position,
+ BigDecimal markPrice, BigDecimal openPrice, boolean isLong, int minTickSz) {
+ BigDecimal profit = BigDecimal.ZERO;
+ if (isLong) {
+ profit = markPrice.subtract(openPrice)
+ .multiply(faceValue)
+ .multiply(position);
+ } else {
+ profit = openPrice.subtract(markPrice)
+ .multiply(faceValue)
+ .multiply(position);
+ }
+ return profit.setScale(minTickSz, BigDecimal.ROUND_DOWN);
+ }
+
/**
* 统一封装 Redis Key 构建逻辑
*
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/enums/OrderParamEnums.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/enums/OrderParamEnums.java
index da2c52f..b261051 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/enums/OrderParamEnums.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/enums/OrderParamEnums.java
@@ -29,6 +29,8 @@
LEVERAGE("杠杆倍数", "100"),
+ PING_CANG_SHOUYI("平仓收益比例", "0.2"),
+
EVERY_TIME_USDT("总下单次数", "20"),
//下单的总保障金为账户总金额cashBal * TOTAL_ORDER_USDT用来做保证金
TOTAL_ORDER_USDT("下单的总金额比例", "0.5"),
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/wangge/WangGeEnum.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/wangge/WangGeEnum.java
index 512a0f9..fb9a084 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/wangge/WangGeEnum.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/wangge/WangGeEnum.java
@@ -9,8 +9,8 @@
public enum WangGeEnum {
XIAOSHU_WEISHU("网格价格小数位数", "2"),
- JIAGE_SHANGXIAN("网格上限", "94000"),
- JIAGE_XIAXIAN("网格下限", "90000"),
+ JIAGE_SHANGXIAN("网格上限", "93000"),
+ JIAGE_XIAXIAN("网格下限", "89000"),
JIAN_JU("网格间距", "100")
;
diff --git a/src/main/resources/application-app.yml b/src/main/resources/application-app.yml
index 554a517..17db183 100644
--- a/src/main/resources/application-app.yml
+++ b/src/main/resources/application-app.yml
@@ -5,11 +5,11 @@
spring:
profiles:
- active: prd
+ active: app
datasource:
- url: jdbc:mysql://47.76.217.51:3306/db_base?useUnicode=true&characterEncoding=utf-8&useSSL=false&serverTimezone=GMT%2b8
- username: root
- password: =[;.-pl,1234!@#$!QAZ
+ url: jdbc:mysql://47.76.217.51:3306/db_base?useUnicode=true&characterEncoding=UTF-8&useJDBCCompliantTimezoneShift=true&allowMultiQueries=true&useLegacyDatetimeCode=false&serverTimezone=GMT%2b8
+ username: db_base
+ password: P@ssw0rd!123
driver-class-name: com.mysql.jdbc.Driver
type: com.alibaba.druid.pool.DruidDataSource
druid:
diff --git a/src/main/resources/application.yml b/src/main/resources/application.yml
index 3553379..d55ef86 100644
--- a/src/main/resources/application.yml
+++ b/src/main/resources/application.yml
@@ -7,7 +7,7 @@
OKEX:
baseurl: https://www.okex.com
profiles:
- active: test
+ active: app
datasource:
url: jdbc:mysql://120.27.238.55:3406/db_base?useUnicode=true&characterEncoding=utf-8&useSSL=false&serverTimezone=GMT%2b8
username: ct_test
--
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