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/celue/CaoZuoServiceImpl.java | 76 +++++++++++++++++++++----------------
1 files changed, 43 insertions(+), 33 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 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);
}
}
--
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