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 | 106 +++++++++++++++++++++++++++++------------------------
1 files changed, 58 insertions(+), 48 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 71a596a..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
@@ -40,16 +40,16 @@
*/
@Override
public String caoZuo() {
-// log.info("开始执行操作CaoZuoServiceImpl......");
+ log.info("开始执行操作CaoZuoServiceImpl......");
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");
+ 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");
+ 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
@@ -70,13 +70,13 @@
*/
// 实际亏损金额
BigDecimal realKuiSunAmount = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get("upl"));
-// log.info("未实现盈亏: {}", realKuiSunAmount);
+ 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: {}", zhiSunAmount);
+ log.info("预期亏损金额: {}", zhiSunAmount);
String kangYaPercent = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.KANG_CANG.name());
BigDecimal kangYaAmount = cashBal.multiply(new BigDecimal(kangYaPercent));
-// log.info("预期抗仓金额: {}", kangYaAmount);
+ log.info("预期抗仓金额: {}", kangYaAmount);
if (realKuiSunAmount.compareTo(BigDecimal.ZERO) < 0){
realKuiSunAmount = realKuiSunAmount.multiply(new BigDecimal("-1"));
@@ -118,7 +118,7 @@
// 获取标记价格和平均持仓价格
BigDecimal markPx = PositionsWs.POSITIONSWSMAP.get("markPx");
BigDecimal avgPx = PositionsWs.POSITIONSWSMAP.get("avgPx");
-// log.info("开仓价格: {}, 当前价格:{},匹配队列中......", avgPx, markPx);
+ 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();
@@ -128,10 +128,9 @@
// 处理订单价格在队列中的情况
String orderPrice = OrderInfoWs.ORDERINFOWSMAP.get("orderPrice");
handleOrderPriceInQueues(orderPrice, queueKaiCang, queuePingCang);
- WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice", String.valueOf(markPx));
// 判断是加仓还是减仓
if (avgPx.compareTo(markPx) > 0) {
-// log.info("开始加仓...");
+ 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...");
@@ -139,59 +138,70 @@
}
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);
+ 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(markPx));
boolean buyCntTimeFlag = buyCntTimeEvent(avgPx, markPx);
if (buyCntTimeFlag){
-// log.info("加仓参数准备成功......");
+ 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");
+ log.info("未触发加仓......,等待");
return OrderParamEnums.HOLDING.getValue();
}
} else if (avgPx.compareTo(markPx) < 0) {
-// log.info("开始减仓...");
+ log.info("开始减仓...");
if (queuePingCang.isEmpty()) {
// 队列为空
-// log.info("开始减仓,但是超出了网格设置...");
+ log.info("开始减仓,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("开始减仓...平仓队列价格小于当前价格{}<={}", pingCang.getValue(), markPx);
- // 判断当前是否盈利
+ log.info("开始减仓...平仓队列价格小于当前价格{}<={}", pingCang.getValue(), markPx);
+ // 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));
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);
+ 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);
+ 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);
+ 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{
-// log.info("当前未实现盈亏:{}没有大于预计收益>{},钱在路上了", uplValue, imrValue);
+ 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 {
-// log.info("未触发减仓......,等待");
+ log.info("未触发减仓......,等待");
}
} else {
-// log.info("价格波动较小......,等待");
+ log.info("价格波动较小......,等待");
}
return null;
} catch (NumberFormatException e) {
@@ -222,7 +232,7 @@
if (orderPrice == null) {
return;
}
-// log.info("需要移除的价格: {}", orderPrice);
+ log.info("需要移除的价格: {}", orderPrice);
BigDecimal priceDecimal;
try {
@@ -236,34 +246,34 @@
queueKaiCang.removeIf(item -> item.getValue().compareTo(priceDecimal) >= 0);
// 打印开仓队列
-// StringBuilder kaiCangStr = new StringBuilder();
-// kaiCangStr.append("开仓队列: [");
-// boolean first = true;
-// for (DescBigDecimal item : queueKaiCang) {
-// if (!first) {
-// kaiCangStr.append(", ");
-// }
-// kaiCangStr.append(item.getValue());
-// first = false;
-// }
-// kaiCangStr.append("]");
-// log.info(kaiCangStr.toString());
+ StringBuilder kaiCangStr = new StringBuilder();
+ kaiCangStr.append("开仓队列: [");
+ boolean first = true;
+ for (DescBigDecimal item : queueKaiCang) {
+ if (!first) {
+ kaiCangStr.append(", ");
+ }
+ kaiCangStr.append(item.getValue());
+ first = false;
+ }
+ kaiCangStr.append("]");
+ log.info(kaiCangStr.toString());
// 删除比该价格小的数据
queuePingCang.removeIf(item -> item.getValue().compareTo(priceDecimal) <= 0);
// 打印平仓队列
-// StringBuilder pingCangStr = new StringBuilder();
-// pingCangStr.append("平仓队列: [");
-// first = true;
-// for (AscBigDecimal item : queuePingCang) {
-// if (!first) {
-// pingCangStr.append(", ");
-// }
-// pingCangStr.append(item.getValue());
-// first = false;
-// }
-// pingCangStr.append("]");
-// log.info(pingCangStr.toString());
+ StringBuilder pingCangStr = new StringBuilder();
+ pingCangStr.append("平仓队列: [");
+ first = true;
+ for (AscBigDecimal item : queuePingCang) {
+ if (!first) {
+ pingCangStr.append(", ");
+ }
+ pingCangStr.append(item.getValue());
+ first = false;
+ }
+ pingCangStr.append("]");
+ log.info(pingCangStr.toString());
}
}
--
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