From 6a51f45e6a00b65a9e7b0b0707b453c11311f3ef Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 11 May 2026 22:38:13 +0800
Subject: [PATCH] feat(okxApi): 添加仓位模式配置和REST客户端功能
---
src/main/java/com/xcong/excoin/modules/okxApi/OkxGridTradeService.java | 171 ++++++++++++++++++++++++++------------------------------
1 files changed, 80 insertions(+), 91 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxApi/OkxGridTradeService.java b/src/main/java/com/xcong/excoin/modules/okxApi/OkxGridTradeService.java
index 75b1296..8de17ad 100644
--- a/src/main/java/com/xcong/excoin/modules/okxApi/OkxGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/okxApi/OkxGridTradeService.java
@@ -8,6 +8,7 @@
import java.math.RoundingMode;
import java.util.ArrayList;
import java.util.Collections;
+import java.util.Comparator;
import java.util.List;
@Slf4j
@@ -17,9 +18,7 @@
WAITING_KLINE, OPENING, ACTIVE, STOPPED
}
- private static final String ORDER_TYPE_CLOSE_LONG = "plan-close-long-position";
- private static final String ORDER_TYPE_CLOSE_SHORT = "plan-close-short-position";
-
+ private final String accountName;
private final OkxConfig config;
private final OkxTradeExecutor executor;
@@ -45,6 +44,7 @@
public OkxGridTradeService(OkxConfig config, String accountName) {
this.config = config;
+ this.accountName = accountName;
this.executor = new OkxTradeExecutor(config.getContract(), config.getMarginMode(), accountName);
}
@@ -129,7 +129,7 @@
log.warn("[{}] 多仓队列为空，无法设止盈", config.getContract());
} else {
BigDecimal tpPrice = longPriceQueue.get(0);
- executor.placeTakeProfit(tpPrice, ORDER_TYPE_CLOSE_LONG, config.getQuantity());
+ executor.placeTakeProfit(tpPrice, OkxEnums.ORDER_TYPE_CLOSE_LONG, config.getQuantity());
log.info("[{}] 多单止盈已设, entry:{}, tp:{}, size:{}", config.getContract(), entryPrice, tpPrice, config.getQuantity());
}
} else {
@@ -155,7 +155,7 @@
log.warn("[{}] 空仓队列为空，无法设止盈", config.getContract());
} else {
BigDecimal tpPrice = shortPriceQueue.get(0);
- executor.placeTakeProfit(tpPrice, ORDER_TYPE_CLOSE_SHORT, config.getQuantity());
+ executor.placeTakeProfit(tpPrice, OkxEnums.ORDER_TYPE_CLOSE_SHORT, config.getQuantity());
log.info("[{}] 空单止盈已设, entry:{}, tp:{}, size:{}", config.getContract(), entryPrice, tpPrice, config.getQuantity());
}
} else {
@@ -200,22 +200,26 @@
private void generateShortQueue() {
shortPriceQueue.clear();
- BigDecimal step = config.getGridRate();
- for (int i = 1; i <= config.getGridQueueSize(); i++) {
- shortPriceQueue.add(shortBaseEntryPrice.multiply(BigDecimal.ONE.subtract(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP));
+ BigDecimal fixedStep = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
+ BigDecimal prev = shortBaseEntryPrice;
+ for (int i = 0; i < config.getGridQueueSize(); i++) {
+ prev = prev.subtract(fixedStep).setScale(1, RoundingMode.HALF_UP);
+ shortPriceQueue.add(prev);
}
shortPriceQueue.sort((a, b) -> b.compareTo(a));
- log.info("[{}] 空队列:{}", config.getContract(), shortPriceQueue);
+ log.info("[{}] 空队列:{} 步长:{}", config.getContract(), shortPriceQueue, fixedStep);
}
private void generateLongQueue() {
longPriceQueue.clear();
- BigDecimal step = config.getGridRate();
- for (int i = 1; i <= config.getGridQueueSize(); i++) {
- longPriceQueue.add(longBaseEntryPrice.multiply(BigDecimal.ONE.add(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP));
+ BigDecimal fixedStep = longBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
+ BigDecimal prev = longBaseEntryPrice;
+ for (int i = 0; i < config.getGridQueueSize(); i++) {
+ prev = prev.add(fixedStep).setScale(1, RoundingMode.HALF_UP);
+ longPriceQueue.add(prev);
}
- longPriceQueue.sort(BigDecimal::compareTo);
- log.info("[{}] 多队列:{}", config.getContract(), longPriceQueue);
+ Collections.sort(longPriceQueue);
+ log.info("[{}] 多队列:{} 步长:{}", config.getContract(), longPriceQueue, fixedStep);
}
/**
@@ -228,8 +232,8 @@
* <h3>执行流程</h3>
* <ol>
* <li>匹配队列元素 → 为空则直接返回</li>
- * <li>空仓队列：移除 matched 元素，尾部补充新元素（尾价 × (1 − gridRate) 循环递减）</li>
- * <li>多仓队列：以多仓队列首元素（最小价）为种子，生成 matched.size() 个递减元素加入</li>
+ * <li>空仓队列：移除 matched 元素，尾部以固定步长(shortBasePrice × gridRate)递减补充新元素</li>
+ * <li>多仓队列：以多仓队列首元素（最小价）为种子，以多仓固定步长递减加入新元素</li>
* <li>保证金检查 → 安全则开空一次</li>
* <li>额外反向开多：若多仓均价 > 空仓均价 且 当前价夹在中间且远离多仓均价</li>
* </ol>
@@ -255,38 +259,12 @@
}
log.info("[{}] 空仓队列触发, 匹配{}个元素, 当前价:{}", config.getContract(), matched.size(), currentPrice);
- synchronized (shortPriceQueue) {
- shortPriceQueue.removeAll(matched);
- BigDecimal min = shortPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : shortPriceQueue.get(shortPriceQueue.size() - 1);
- BigDecimal step = config.getGridRate();
- for (int i = 0; i < matched.size(); i++) {
- min = min.multiply(BigDecimal.ONE.subtract(step)).setScale(1, RoundingMode.HALF_UP);
- shortPriceQueue.add(min);
- log.info("[{}] 空队列增加:{}", config.getContract(), min);
- }
- shortPriceQueue.sort((a, b) -> b.compareTo(a));
- log.info("[{}] 现空队列:{}", config.getContract(), shortPriceQueue);
- }
+ BigDecimal shortFixedStep = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
+ BigDecimal longFixedStep = longBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
+ replenishOwnQueue(shortPriceQueue, matched, shortFixedStep, true, "空");
- synchronized (longPriceQueue) {
- BigDecimal first = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(0);
- BigDecimal step = config.getGridRate();
- for (int i = 1; i <= matched.size(); i++) {
- BigDecimal elem = first.multiply(BigDecimal.ONE.subtract(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP);
- if (longEntryPrice.compareTo(BigDecimal.ZERO) > 0
- && currentPrice.subtract(longEntryPrice).abs().compareTo(longEntryPrice.multiply(step)) < 0) {
- log.info("[{}] 多队列跳过(price≈longEntry):{}", config.getContract(), elem);
- continue;
- }
- longPriceQueue.add(elem);
- log.info("[{}] 多队列增加:{}", config.getContract(), elem);
- }
- longPriceQueue.sort(BigDecimal::compareTo);
- while (longPriceQueue.size() > config.getGridQueueSize()) {
- longPriceQueue.remove(longPriceQueue.size() - 1);
- }
- log.info("[{}] 现多队列:{}", config.getContract(), longPriceQueue);
- }
+ transferBetweenQueues(longPriceQueue, matched, matched.get(matched.size() - 1),
+ longFixedStep, false, longEntryPrice, BigDecimal::compareTo, "多", currentPrice);
if (!isMarginSafe()) {
log.warn("[{}] 保证金超限，跳过空单开仓", config.getContract());
@@ -296,7 +274,7 @@
&& longEntryPrice.compareTo(BigDecimal.ZERO) > 0
&& longEntryPrice.compareTo(shortEntryPrice) > 0
&& currentPrice.compareTo(shortEntryPrice) > 0
- && currentPrice.compareTo(longEntryPrice.multiply(BigDecimal.ONE.subtract(config.getGridRate()))) < 0) {
+ && currentPrice.compareTo(longEntryPrice.subtract(longFixedStep)) < 0) {
executor.openLong(config.getQuantity(), null, null);
log.info("[{}] 触发价在多/空持仓价之间且多>空且远离多仓均价, 额外开多一次, 当前价:{}", config.getContract(), currentPrice);
}
@@ -313,8 +291,8 @@
* <h3>执行流程</h3>
* <ol>
* <li>匹配队列元素 → 为空则直接返回</li>
- * <li>多仓队列：移除 matched 元素，尾部补充新元素（尾价 × (1 + gridRate) 循环递增）</li>
- * <li>空仓队列：以空仓队列首元素（最高价）为种子，生成 matched.size() 个递增元素加入</li>
+ * <li>多仓队列：移除 matched 元素，尾部以固定步长(longBasePrice × gridRate)递增补充新元素</li>
+ * <li>空仓队列：以空仓队列首元素（最高价）为种子，以空仓固定步长递增加入新元素</li>
* <li>保证金检查 → 安全则开多一次</li>
* <li>额外反向开空：若多仓均价 > 空仓均价 且 当前价夹在中间且远离空仓均价</li>
* </ol>
@@ -340,38 +318,12 @@
}
log.info("[{}] 多仓队列触发, 匹配{}个元素, 当前价:{}", config.getContract(), matched.size(), currentPrice);
- synchronized (longPriceQueue) {
- longPriceQueue.removeAll(matched);
- BigDecimal max = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(longPriceQueue.size() - 1);
- BigDecimal step = config.getGridRate();
- for (int i = 0; i < matched.size(); i++) {
- max = max.multiply(BigDecimal.ONE.add(step)).setScale(1, RoundingMode.HALF_UP);
- longPriceQueue.add(max);
- log.info("[{}] 多队列增加:{}", config.getContract(), max);
- }
- longPriceQueue.sort(BigDecimal::compareTo);
- log.info("[{}] 现多队列:{}", config.getContract(), longPriceQueue);
- }
+ BigDecimal longFixedStep = longBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
+ BigDecimal shortFixedStep = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
+ replenishOwnQueue(longPriceQueue, matched, longFixedStep, false, "多");
- synchronized (shortPriceQueue) {
- BigDecimal first = shortPriceQueue.isEmpty() ? matched.get(0) : shortPriceQueue.get(0);
- BigDecimal step = config.getGridRate();
- for (int i = 1; i <= matched.size(); i++) {
- BigDecimal elem = first.multiply(BigDecimal.ONE.add(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP);
- if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
- && currentPrice.subtract(shortEntryPrice).abs().compareTo(shortEntryPrice.multiply(step)) < 0) {
- log.info("[{}] 空队列跳过(price≈shortEntry):{}", config.getContract(), elem);
- continue;
- }
- shortPriceQueue.add(elem);
- log.info("[{}] 空队列增加:{}", config.getContract(), elem);
- }
- shortPriceQueue.sort((a, b) -> b.compareTo(a));
- while (shortPriceQueue.size() > config.getGridQueueSize()) {
- shortPriceQueue.remove(shortPriceQueue.size() - 1);
- }
- log.info("[{}] 现空队列:{}", config.getContract(), shortPriceQueue);
- }
+ transferBetweenQueues(shortPriceQueue, matched, matched.get(0),
+ shortFixedStep, true, shortEntryPrice, (a, b) -> b.compareTo(a), "空", currentPrice);
if (!isMarginSafe()) {
log.warn("[{}] 保证金超限，跳过多单开仓", config.getContract());
@@ -380,7 +332,7 @@
if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
&& longEntryPrice.compareTo(BigDecimal.ZERO) > 0
&& longEntryPrice.compareTo(shortEntryPrice) > 0
- && currentPrice.compareTo(shortEntryPrice.multiply(BigDecimal.ONE.add(config.getGridRate()))) > 0
+ && currentPrice.compareTo(shortEntryPrice.add(shortFixedStep)) > 0
&& currentPrice.compareTo(longEntryPrice) < 0) {
executor.openShort(config.getQuantity(), null, null);
log.info("[{}] 触发价在多/空持仓价之间且多>空且远离空仓均价, 额外开空一次, 当前价:{}", config.getContract(), currentPrice);
@@ -388,14 +340,51 @@
}
}
- /**
- * 保证金安全阀检查。
- *
- * <p>当前版本通过 wsHandler 推送的账户/持仓数据间接判断保证金状态。
- * 后续可通过 OKX REST API 实时查询保证金占用比例，超 marginRatioLimit 时拒绝开仓。
- *
- * @return true=安全可开仓 / false=保证金超限跳过开仓
- */
+ private void replenishOwnQueue(List<BigDecimal> queue, List<BigDecimal> matched, BigDecimal fixedStep,
+ boolean isShort, String label) {
+ synchronized (queue) {
+ queue.removeAll(matched);
+ BigDecimal tail = queue.isEmpty() ? matched.get(matched.size() - 1) : queue.get(queue.size() - 1);
+ Comparator<BigDecimal> comparator = isShort ? (a, b) -> b.compareTo(a) : BigDecimal::compareTo;
+ for (int i = 0; i < matched.size(); i++) {
+ tail = isShort
+ ? tail.subtract(fixedStep).setScale(1, RoundingMode.HALF_UP)
+ : tail.add(fixedStep).setScale(1, RoundingMode.HALF_UP);
+ queue.add(tail);
+ log.info("[{}] {}队列增加:{}", config.getContract(), label, tail);
+ }
+ queue.sort(comparator);
+ log.info("[{}] 现{}队列:{}", config.getContract(), label, queue);
+ }
+ }
+
+ private void transferBetweenQueues(List<BigDecimal> targetQueue, List<BigDecimal> matched,
+ BigDecimal firstFallback, BigDecimal fixedStep, boolean isShort,
+ BigDecimal filterEntryPrice, Comparator<BigDecimal> comparator,
+ String label, BigDecimal currentPrice) {
+ synchronized (targetQueue) {
+ BigDecimal first = targetQueue.isEmpty() ? firstFallback : targetQueue.get(0);
+ for (int i = 1; i <= matched.size(); i++) {
+ BigDecimal offset = fixedStep.multiply(BigDecimal.valueOf(i));
+ BigDecimal elem = isShort
+ ? first.add(offset).setScale(1, RoundingMode.HALF_UP)
+ : first.subtract(offset).setScale(1, RoundingMode.HALF_UP);
+ if (filterEntryPrice.compareTo(BigDecimal.ZERO) > 0
+ && currentPrice.subtract(filterEntryPrice).abs().compareTo(filterEntryPrice.multiply(config.getGridRate())) < 0) {
+ log.info("[{}] {}队列跳过(price≈entry):{}", config.getContract(), label, elem);
+ continue;
+ }
+ targetQueue.add(elem);
+ log.info("[{}] {}队列增加:{}", config.getContract(), label, elem);
+ }
+ targetQueue.sort(comparator);
+ while (targetQueue.size() > config.getGridQueueSize()) {
+ targetQueue.remove(targetQueue.size() - 1);
+ }
+ log.info("[{}] 现{}队列:{}", config.getContract(), label, targetQueue);
+ }
+ }
+
private boolean isMarginSafe() {
return true;
}
@@ -423,5 +412,5 @@
public BigDecimal getCumulativePnl() { return cumulativePnl; }
public BigDecimal getUnrealizedPnl() { return unrealizedPnl; }
public StrategyState getState() { return state; }
- public String getAccountName() { return config.getContract(); }
+ public String getAccountName() { return accountName; }
}
--
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