From a2532aafed1eaeee130f01f3fde90276a8ea040b Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Sun, 14 Dec 2025 14:16:26 +0800
Subject: [PATCH] feat(okxNewPrice): 调整平仓收益比例并增加手续费和资金费用计算
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java | 133 ++++++++++++++++++++++++++------------------
1 files changed, 78 insertions(+), 55 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 74e44dc..107fc4a 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
@@ -1,5 +1,6 @@
package com.xcong.excoin.modules.okxNewPrice.celue;
+import cn.hutool.core.util.ObjectUtil;
import cn.hutool.core.util.StrUtil;
import com.xcong.excoin.modules.okxNewPrice.okxWs.*;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
@@ -15,6 +16,7 @@
import org.springframework.stereotype.Service;
import java.math.BigDecimal;
+import java.math.RoundingMode;
import java.util.concurrent.PriorityBlockingQueue;
/**
@@ -39,76 +41,75 @@
@Override
public String caoZuo() {
log.info("开始执行操作CaoZuoServiceImpl......");
- BigDecimal cashBal = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get("cashBal"));
- BigDecimal availBal = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get("availBal"));
-
- // 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......");
+ String accountReadyState = AccountWs.ACCOUNTWSMAP.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.POSITIONSWSMAP.get(CoinEnums.READY_STATE.name()) == null
+ ? BigDecimal.ZERO : PositionsWs.POSITIONSWSMAP.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.INSTRUMENTSWSMAP.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.ACCOUNTWSMAP.get("cashBal"));
- // 判断当前是否有正在进行的订单操作
- String state = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.STATE.name());
- log.info(OrderParamEnums.getNameByValue(state));
- if (OrderParamEnums.STATE_4.getValue().equals(state)){
- log.warn("正在下单中，等待下单结束...");
+ // 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;
}
- if (OrderParamEnums.STATE_3.getValue().equals(state)){
- log.error("冷静中，不允许下单......");
- return null;
- }
- if (OrderParamEnums.STATE_2.getValue().equals(state)){
- log.error("账户紧张扛仓......");
- return null;
- }
- if (OrderParamEnums.STATE_0.getValue().equals(state)){
- log.error("参数异常，不允许开仓......");
- return null;
- }
-
/**
* 判断止损抗压
*/
// 实际亏损金额
- BigDecimal realKuiSunAmount = cashBal.subtract(availBal);
- log.info("实际亏损金额: {}", realKuiSunAmount);
+ BigDecimal realKuiSunAmount = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get("upl"));
+ log.info("未实现盈亏: {}", realKuiSunAmount);
String zhiSunPercent = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.ZHI_SUN.name());
BigDecimal zhiSunAmount = cashBal.multiply(new BigDecimal(zhiSunPercent));
- log.info("预期亏损金额: {}", realKuiSunAmount);
+ log.info("预期亏损金额: {}", zhiSunAmount);
String kangYaPercent = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.KANG_CANG.name());
- log.info("预期抗仓金额: {}", kangYaPercent);
BigDecimal kangYaAmount = cashBal.multiply(new BigDecimal(kangYaPercent));
+ log.info("预期抗仓金额: {}", kangYaAmount);
- // 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.INSTRUMENTSWSMAP, 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 (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.INSTRUMENTSWSMAP, 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();
+ }
}
- BigDecimal ordFroz = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get("ordFroz"));
- if (BigDecimal.ZERO.compareTo( ordFroz) >= 0) {
- log.error("占用保证金为零，进行初始化订单");
+ if (PositionsWs.POSITIONSWSMAP.get("pos") == null){
+ log.error("没有获取到持仓信息，等待初始化......");
+ return null;
+ }
+ BigDecimal pos = PositionsWs.POSITIONSWSMAP.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();
}
// 判断是否保证金超标
-
- BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(CoinEnums.TOTAL_ORDER_USDT.name());
- if (ordFroz.compareTo(totalOrderUsdt) >= 0){
+ if (PositionsWs.POSITIONSWSMAP.get("imr") == null){
+ log.error("没有获取到持仓信息，等待初始化......");
+ return null;
+ }
+ BigDecimal ordFrozImr = PositionsWs.POSITIONSWSMAP.get("imr");
+ BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get(CoinEnums.TOTAL_ORDER_USDT.name()));
+ if (ordFrozImr.compareTo(totalOrderUsdt) >= 0){
log.error("已满仓......");
return OrderParamEnums.HOLDING.getValue();
}
@@ -127,20 +128,26 @@
// 处理订单价格在队列中的情况
String orderPrice = OrderInfoWs.ORDERINFOWSMAP.get("orderPrice");
handleOrderPriceInQueues(orderPrice, queueKaiCang, queuePingCang);
-
// 判断是加仓还是减仓
if (avgPx.compareTo(markPx) > 0) {
log.info("开始加仓...");
if (queueKaiCang.isEmpty()) {
// 队列为空
- log.info("开始加仓,但是超出了网格设置...");
+// 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 && 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.ORDERINFOWSMAP, "orderPrice",String.valueOf(kaiCang.getValue()));
- return OrderParamEnums.BUY.getValue();
+ WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice", String.valueOf(markPx));
+ boolean buyCntTimeFlag = buyCntTimeEvent(avgPx, markPx);
+ if (buyCntTimeFlag){
+ log.info("加仓参数准备成功......");
+ return OrderParamEnums.BUY.getValue();
+ }else{
+ log.error("加仓参数准备失败......");
+ return null;
+ }
} else {
log.info("未触发加仓......，等待");
return OrderParamEnums.HOLDING.getValue();
@@ -155,12 +162,18 @@
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);
- WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice",String.valueOf(pingCang.getValue()));
-
- // 判断当前是否盈利
+ // 手续费
+ BigDecimal feeValue = PositionsWs.POSITIONSWSMAP.get("fee").multiply(new BigDecimal("2"));
+ // 资金费用
+ BigDecimal fundingFeeValue = PositionsWs.POSITIONSWSMAP.get("fundingFee");
+ //未实现收益
BigDecimal uplValue = PositionsWs.POSITIONSWSMAP.get("upl");
- BigDecimal imr = PositionsWs.POSITIONSWSMAP.get("imr");
+ //已实现收益
BigDecimal realizedPnlValue = PositionsWs.POSITIONSWSMAP.get("realizedPnl");
+ realizedPnlValue = realizedPnlValue.add(feeValue).add(fundingFeeValue);
+
+ //持仓保证金
+ BigDecimal imr = PositionsWs.POSITIONSWSMAP.get("imr");
String pingCangImr = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.PING_CANG_SHOUYI.name());
BigDecimal imrValue = imr.multiply(new BigDecimal(pingCangImr));
@@ -168,6 +181,7 @@
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);
+ WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice", String.valueOf(markPx));
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);
@@ -175,6 +189,7 @@
}
}else {
if (uplValue.compareTo(imrValue) >= 0) {
+ WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice", String.valueOf(markPx));
log.info("当前未实现盈亏：{}大于预计收益>{}，赚钱咯", uplValue, imrValue);
return OrderParamEnums.SELL.getValue();
}else{
@@ -188,13 +203,21 @@
} else {
log.info("价格波动较小......，等待");
}
- return OrderParamEnums.HOLDING.getValue();
+ 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 OrderParamEnums.HOLDING.getValue();
+ return null;
}
}
+ private boolean buyCntTimeEvent(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.INSTRUMENTSWSMAP.get(CoinEnums.BUY_CNT_TIME.name());
+ BigDecimal subtract = avgPx.subtract(markPx);
+ BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN).add(BigDecimal.ONE);
+ return WsMapBuild.saveStringToMap(TradeOrderWs.TRADEORDERWSMAP, "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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