From b22f1797312ac54028f24c50ef9277f75c8ef9fc Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 29 Dec 2025 12:43:33 +0800
Subject: [PATCH] refactor(indicator): 重构MACD_MA策略的持仓状态和交易逻辑
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/OrderInfoWs.java | 103 +++++++++++++++++++++++++++++++++++++--------------
1 files changed, 75 insertions(+), 28 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/OrderInfoWs.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/OrderInfoWs.java
index 6c68e71..6edf8d1 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/OrderInfoWs.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/OrderInfoWs.java
@@ -5,6 +5,7 @@
import com.alibaba.fastjson.JSONObject;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.OrderParamEnums;
+import com.xcong.excoin.modules.okxNewPrice.okxWs.param.TradeRequestParam;
import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListEnum;
import com.xcong.excoin.modules.okxNewPrice.okxpi.MallUtils;
import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild;
@@ -14,6 +15,7 @@
import org.java_websocket.client.WebSocketClient;
import java.math.BigDecimal;
+import java.math.RoundingMode;
import java.util.Map;
import java.util.concurrent.ConcurrentHashMap;
@@ -65,14 +67,16 @@
private static final String ACCFILLSZ_KEY = "accFillSz";
private static final String AVGPX_KEY = "avgPx";
private static final String STATE_KEY = "state";
- public static void handleEvent(JSONObject response, RedisUtils redisUtils, String accountName) {
+ private static final String FILLFEE_KEY = "fillFee";
+ private static final String POSSIDE_KEY = "posSide";
+ public static TradeRequestParam handleEvent(JSONObject response, RedisUtils redisUtils, String accountName) {
-// log.info("开始执行OrderInfoWs......");
+ log.info("开始执行OrderInfoWs......");
try {
JSONArray dataArray = response.getJSONArray(DATA_KEY);
if (dataArray == null || dataArray.isEmpty()) {
log.warn("订单频道数据为空");
- return;
+ return null;
}
for (int i = 0; i < dataArray.size(); i++) {
@@ -90,38 +94,18 @@
String accFillSz = detail.getString(ACCFILLSZ_KEY);
String avgPx = detail.getString(AVGPX_KEY);
String state = detail.getString(STATE_KEY);
+ String fillFee = detail.getString(FILLFEE_KEY);
+ String posSide = detail.getString(POSSIDE_KEY);
log.info(
"{}: 订单详情-币种: {}, 系统编号: {}, 自定义编号: {}, 订单方向: {}, 交易模式: {}," +
- " 累计成交数量: {}, 成交均价: {}, 订单状态: {}",
+ " 累计成交数量: {}, 成交均价: {}, 订单状态: {}, 手续费: {}, 持仓方向: {}",
accountName, instId, ordId, clOrdId, side, tdMode,
- accFillSz, avgPx,state
+ accFillSz, avgPx,state, fillFee,posSide
);
- String clOrdIdStr = TradeOrderWs.getAccountMap(accountName).get("clOrdId");
String stateStr = TradeOrderWs.getAccountMap(accountName).get("state");
- if (
- StrUtil.isNotBlank(clOrdIdStr)
- && clOrdId.equals(clOrdIdStr)
- && StrUtil.isNotBlank(stateStr)
- && state.equals(stateStr)
- ){
- Map<String, String> accountMap = getAccountMap(accountName);
- //记录成交均价
- if (accountMap.get("orderPrice") == null){
- log.info("成交均价: {}", avgPx);
- WsMapBuild.saveStringToMap(accountMap, "orderPrice",avgPx);
- }
- WsMapBuild.saveStringToMap(TradeOrderWs.getAccountMap(accountName), "state", CoinEnums.ORDER_LIVE.getCode());
-
- //保存上一个网格信息
- WangGeListEnum gridByPrice = WangGeListEnum.getGridByPrice(new BigDecimal(avgPx));
- if (gridByPrice != null){
- log.info("保存上一个网格: {}", gridByPrice.name());
- Map<String, String> instrumentsMap = InstrumentsWs.getAccountMap(accountName);
- WsMapBuild.saveStringToMap(instrumentsMap, CoinEnums.WANG_GE_OLD.name(), gridByPrice.name());
- }
-
+ if (StrUtil.isNotBlank(stateStr) && state.equals(stateStr)){
// 使用账号特定的Map
String positionAccountName = PositionsWs.initAccountName(accountName, side);
Map<String, BigDecimal> positionsMap = PositionsWs.getAccountMap(positionAccountName);
@@ -131,11 +115,74 @@
WsMapBuild.saveStringToMap(accountWsMap, CoinEnums.READY_STATE.name(), CoinEnums.READY_STATE_NO.getCode());
log.info("{}: 订单详情已完成: {}, 自定义编号: {}", accountName, CoinEnums.HE_YUE.getCode(), clOrdId);
+ return null;
+
}
+ return null;
}
} catch (Exception e) {
log.error("处理订单频道推送数据失败", e);
}
+ return null;
+ }
+
+ public static void main(String[] args) {
+ System.out.println(
+ getZhiYingPx(
+ "eth",
+ CoinEnums.POSSIDE_LONG.getCode(),
+ "0.0001",
+ new BigDecimal("0.1"),
+ new BigDecimal("0.05"),
+ new BigDecimal("1"),
+ new BigDecimal("2950"),
+ new BigDecimal("100"))
+ );
+ }
+ /**
+ * 计算预期收益
+ */
+ public static BigDecimal getZhiYingPx(
+ String accountName, String posSide, String fillFee, BigDecimal coinValue, BigDecimal coinNum,
+ BigDecimal contractMultiplier, BigDecimal avgPx, BigDecimal leverage
+ ) {
+ BigDecimal initMargin = getInitMargin(coinValue, coinNum, contractMultiplier, avgPx, leverage);
+ String pingCangImr = StrUtil.isEmpty(InstrumentsWs.getAccountMap(accountName).get(CoinEnums.PING_CANG_SHOUYI.name())) ? "0.2" : InstrumentsWs.getAccountMap(accountName).get(CoinEnums.PING_CANG_SHOUYI.name());
+ BigDecimal expectProfit = (initMargin).multiply(new BigDecimal(pingCangImr)).add(new BigDecimal(fillFee).abs()).setScale(4, RoundingMode.DOWN);
+ log.info("{}: 订单详情-预期收益: {}", accountName, expectProfit);
+ return getMarkPrice(expectProfit,posSide, coinValue, coinNum, contractMultiplier, avgPx, leverage);
+ }
+
+ /**
+ * 计算初始保证金
+ * 面值 * 张数 * 合约乘数 * 标记价格 / 杠杆倍数
+ */
+ public static BigDecimal getInitMargin(BigDecimal coinValue, BigDecimal coinNum, BigDecimal contractMultiplier, BigDecimal avgPx, BigDecimal leverage) {
+ BigDecimal initMargin = coinValue.multiply(coinNum).multiply(contractMultiplier).multiply(avgPx).divide(leverage, 4, RoundingMode.DOWN);
+ log.info("订单详情-初始保证金: {}", initMargin);
+ return initMargin;
+ }
+ /**
+ * USDT保证金合约
+ * 多仓收益 = 面值 * |张数| * 合约乘数 *（标记价格 - 开仓均价）
+ * （标记价格 - 开仓均价） = 多仓收益 /(面值 * |张数| * 合约乘数)
+ * 标记价格 = 多仓收益 /(面值 * |张数| * 合约乘数) + 开仓均价
+ * 空仓收益 = 面值 * |张数| * 合约乘数 *（开仓均价 - 标记价格）
+ * （开仓均价 - 标记价格） = 空仓收益 /(面值 * |张数| * 合约乘数)
+ * 标记价格 = 开仓均价 - 空仓收益 /(面值 * |张数| * 合约乘数)
+ */
+ public static BigDecimal getMarkPrice(BigDecimal expectProfit,String posSide,BigDecimal coinValue, BigDecimal sz, BigDecimal contractMultiplier, BigDecimal openPrice, BigDecimal leverage) {
+ BigDecimal markPrice = BigDecimal.ZERO;
+ BigDecimal multiply = coinValue.multiply(sz.abs()).multiply(contractMultiplier);
+ BigDecimal bigDecimal = expectProfit.divide(multiply, 2, RoundingMode.DOWN);
+ if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)){
+ markPrice = openPrice.add(bigDecimal).setScale(2, RoundingMode.DOWN);
+ }
+ if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)){
+ markPrice = openPrice.subtract(bigDecimal).setScale(2, RoundingMode.DOWN);
+ }
+ log.info("订单详情-止盈标记价格: {}", markPrice);
+ return markPrice;
}
}
--
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