From 830dd7a3c9c496348b5434f881913d6bca01ba3b Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Wed, 17 Dec 2025 09:57:19 +0800
Subject: [PATCH] refactor(okx): 调整账户与仓位初始化逻辑
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java | 209 ++++++++++++++++++++++++++++++++++++++++++++++++++-
1 files changed, 203 insertions(+), 6 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 e7363bd..fe1037b 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
@@ -40,7 +40,20 @@
*/
@Override
public String caoZuo(String accountName) {
- log.info("开始执行操作CaoZuoServiceImpl......");
+ String posSide = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.POSSIDE.name());
+ if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)){
+ return caoZuoLong(accountName);
+ }else if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)){
+ return caoZuoShort(accountName);
+ }else{
+ log.error("账户未设置持仓方向......");
+ return null;
+ }
+ }
+
+ @Override
+ public String caoZuoLong(String accountName) {
+ log.info("开始看涨执行操作CaoZuoServiceImpl......");
String accountReadyState = AccountWs.getAccountMap(accountName).get(CoinEnums.READY_STATE.name());
if (!CoinEnums.READY_STATE_YES.getCode().equals(accountReadyState)) {
log.info("账户通道未就绪，取消发送");
@@ -100,7 +113,7 @@
BigDecimal pos = PositionsWs.getAccountMap(accountName).get("pos");
if (BigDecimal.ZERO.compareTo( pos) >= 0) {
log.error("持仓数量为零，进行初始化订单");
- return OrderParamEnums.INIT.getValue();
+ return null;
}
// 判断是否保证金超标
if (PositionsWs.getAccountMap(accountName).get("imr") == null){
@@ -140,7 +153,7 @@
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.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
- boolean buyCntTimeFlag = buyCntTimeEvent(accountName, avgPx, markPx);
+ boolean buyCntTimeFlag = buyCntTimeLongEvent(accountName, avgPx, markPx);
if (buyCntTimeFlag){
log.info("加仓参数准备成功......");
return OrderParamEnums.BUY.getValue();
@@ -160,8 +173,8 @@
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);
+ if (pingCang != null && avgPx.compareTo(pingCang.getValue()) < 0) {
+ log.info("开始减仓...平仓队列价格大于当前价格{}<={}", pingCang.getValue(), avgPx);
// 手续费
BigDecimal feeValue = PositionsWs.getAccountMap(accountName).get("fee").multiply(new BigDecimal("2"));
//未实现收益
@@ -208,7 +221,179 @@
}
}
- private boolean buyCntTimeEvent(String accountName, BigDecimal avgPx, BigDecimal markPx){
+ @Override
+ public String caoZuoShort(String accountName) {
+
+ log.info("开始看空执行操作CaoZuoServiceImpl......");
+ String accountReadyState = AccountWs.getAccountMap(accountName).get(CoinEnums.READY_STATE.name());
+ if (!CoinEnums.READY_STATE_YES.getCode().equals(accountReadyState)) {
+ log.info("账户通道未就绪，取消发送");
+ return null;
+ }
+ BigDecimal positionsReadyState = PositionsWs.getAccountMap(accountName).get(CoinEnums.READY_STATE.name()) == null
+ ? BigDecimal.ZERO : PositionsWs.getAccountMap(accountName).get(CoinEnums.READY_STATE.name());
+ if (WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_YES.getCode()).compareTo(positionsReadyState) != 0) {
+ log.info("仓位通道未就绪，取消发送");
+ return null;
+ }
+ // 系统设置的开关，等于冷静中，则代表不开仓
+ 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;
+ }
+ BigDecimal cashBal = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get("cashBal"));
+
+ // 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;
+ }
+ /**
+ * 判断止损抗压
+ */
+ // 实际亏损金额
+ BigDecimal realKuiSunAmount = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get("upl"));
+ log.info("未实现盈亏: {}", 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){
+ 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.getAccountMap(accountName), CoinEnums.OUT.name(), OrderParamEnums.OUT_YES.getValue());
+ return OrderParamEnums.OUT.getValue();
+ }
+ // 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();
+ }
+ }
+
+ if (PositionsWs.getAccountMap(accountName).get("pos") == null){
+ log.error("没有获取到持仓信息，等待初始化......");
+ return null;
+ }
+ BigDecimal pos = PositionsWs.getAccountMap(accountName).get("pos");
+ if (BigDecimal.ZERO.compareTo( pos) >= 0) {
+ log.error("持仓数量为零，进行初始化订单");
+ return null;
+ }
+ // 判断是否保证金超标
+ if (PositionsWs.getAccountMap(accountName).get("imr") == null){
+ log.error("没有获取到持仓信息，等待初始化......");
+ return null;
+ }
+ BigDecimal ordFrozImr = PositionsWs.getAccountMap(accountName).get("imr");
+ BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get(CoinEnums.TOTAL_ORDER_USDT.name()));
+ if (ordFrozImr.compareTo(totalOrderUsdt) >= 0){
+ log.error("已满仓......");
+ return OrderParamEnums.HOLDING.getValue();
+ }
+
+ try {
+ // 获取标记价格和平均持仓价格
+ BigDecimal markPx = PositionsWs.getAccountMap(accountName).get("markPx");
+ BigDecimal avgPx = PositionsWs.getAccountMap(accountName).get("avgPx");
+ log.info("开仓价格: {}, 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);
+
+ // 处理订单价格在队列中的情况
+ String orderPrice = OrderInfoWs.getAccountMap(accountName).get("orderPrice");
+ handleOrderPriceInQueues(orderPrice, queueKaiCang, queuePingCang);
+ // 判断是加仓还是减仓
+ if (avgPx.compareTo(markPx) > 0) {
+ log.info("开始减仓...");
+ if (queueKaiCang.isEmpty()) {
+ // 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 && avgPx.compareTo(kaiCang.getValue()) >= 0) {
+ log.info("开始减仓...减仓队列价格小于开仓价格{}>{}", kaiCang.getValue(), avgPx);
+
+ // 手续费
+ BigDecimal feeValue = PositionsWs.getAccountMap(accountName).get("fee").multiply(new BigDecimal("2"));
+ //未实现收益
+ BigDecimal uplValue = PositionsWs.getAccountMap(accountName).get("upl");
+ //已实现收益
+ BigDecimal realizedPnlValue = PositionsWs.getAccountMap(accountName).get("realizedPnl");
+ realizedPnlValue = realizedPnlValue.add(feeValue);
+
+ //持仓保证金
+ BigDecimal imr = PositionsWs.getAccountMap(accountName).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));
+ return OrderParamEnums.BUY.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.add(realizedPnlValueZheng));
+ return OrderParamEnums.HOLDING.getValue();
+ }
+ }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));
+ return OrderParamEnums.BUY.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.add(feeValue));
+ return OrderParamEnums.HOLDING.getValue();
+ }
+ }
+ } else {
+ log.info("未触发减仓......，等待");
+ return OrderParamEnums.HOLDING.getValue();
+ }
+ } else if (avgPx.compareTo(markPx) < 0) {
+ log.info("开始加仓...");
+ if (queuePingCang.isEmpty()) {
+ // 队列为空
+ log.info("开始加仓,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("开始加仓...加仓队列价格小于当前价格{}<={}", pingCang.getValue(), markPx);
+ WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
+ boolean buyCntTimeFlag = buyCntTimeShortEvent(accountName, avgPx, markPx);
+ if (buyCntTimeFlag){
+ log.info("加仓参数准备成功......");
+ return OrderParamEnums.SELL.getValue();
+ }else{
+ log.error("加仓参数准备失败......");
+ return null;
+ }
+ } else {
+ log.info("未触发加仓......，等待");
+ }
+ } else {
+ log.info("价格波动较小......，等待");
+ }
+ return null;
+ } catch (NumberFormatException e) {
+ log.error("解析价格失败，请检查Redis中的值是否合法", e);
+ return null;
+ }
+ }
+
+ private boolean 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());
BigDecimal subtract = avgPx.subtract(markPx);
@@ -220,6 +405,18 @@
return WsMapBuild.saveStringToMap(TradeOrderWs.getAccountMap(accountName), "buyCntTime",String.valueOf(divide));
}
+ private boolean 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());
+ BigDecimal subtract = markPx.subtract(avgPx);
+ BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN);
+ if (divide.compareTo(BigDecimal.ZERO) <= 0){
+ log.warn("加仓次数间隔时间小于0，不加仓");
+ return false;
+ }
+ return WsMapBuild.saveStringToMap(TradeOrderWs.getAccountMap(accountName), "buyCntTime",String.valueOf(divide));
+ }
+
/**
* 根据订单价格更新开仓和平仓队列的内容。
* 若该价格不在对应队列中则加入；若已存在，则从队列中移除。
--
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