From c5faaa1111091280365100c95e7e06930b98ee4b Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Tue, 23 Dec 2025 16:21:44 +0800
Subject: [PATCH] feat(indicator): 添加15分钟交易策略和指标详细说明
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java | 656 ++++++++++++++++++++++++++++++++++++++++++-----------------
1 files changed, 468 insertions(+), 188 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 0cc6afa..304ad4c 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
@@ -1,14 +1,18 @@
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.AccountWs;
-import com.xcong.excoin.modules.okxNewPrice.okxWs.InstrumentsWs;
-import com.xcong.excoin.modules.okxNewPrice.okxWs.PositionsWs;
-import com.xcong.excoin.modules.okxNewPrice.okxWs.TradeOrderWs;
+import com.xcong.excoin.modules.okxNewPrice.indicator.strategy.CoreTechnicalStrategy;
+import com.xcong.excoin.modules.okxNewPrice.indicator.strategy.TechnicalIndicatorStrategy;
+import com.xcong.excoin.modules.okxNewPrice.okxWs.*;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.OrderParamEnums;
-import com.xcong.excoin.modules.okxNewPrice.wangge.WangGeQueue;
-import com.xcong.excoin.modules.okxNewPrice.wangge.WangGeService;
+import com.xcong.excoin.modules.okxNewPrice.okxWs.param.TradeRequestParam;
+import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListEnum;
+import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListQueue;
+import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListService;
+import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild;
+import com.xcong.excoin.modules.okxNewPrice.utils.WsParamBuild;
import com.xcong.excoin.rabbit.pricequeue.AscBigDecimal;
import com.xcong.excoin.rabbit.pricequeue.DescBigDecimal;
import com.xcong.excoin.utils.RedisUtils;
@@ -17,6 +21,8 @@
import org.springframework.stereotype.Service;
import java.math.BigDecimal;
+import java.math.RoundingMode;
+import java.util.Map;
import java.util.concurrent.PriorityBlockingQueue;
/**
@@ -30,211 +36,484 @@
@RequiredArgsConstructor
public class CaoZuoServiceImpl implements CaoZuoService {
+ private final WangGeListService wangGeListService;
private final RedisUtils redisUtils;
- private final WangGeService wangGeService;
+ private final TechnicalIndicatorStrategy technicalIndicatorStrategy;
+ @Override
+ public TradeRequestParam caoZuoStrategy(String accountName, String markPx, String posSide) {
+ TradeRequestParam tradeRequestParam = new TradeRequestParam();
+ tradeRequestParam.setAccountName(accountName);
+ tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
+ tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
+ tradeRequestParam.setPosSide(posSide);
+ tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
- // 构造Redis键名
- final String coinCode = CoinEnums.HE_YUE.getCode();
- final String instrumentsStateKey = InstrumentsWs.INSTRUMENTSWS_CHANNEL + ":" + coinCode + ":state";
- final String instrumentsOutKey = InstrumentsWs.INSTRUMENTSWS_CHANNEL+":" + coinCode+":out";
- final String positionsMarkPxKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":markPx";
- final String positionsAvgPxKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":avgPx";
- final String positionsOrderPriceKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":orderPrice";
- final String positionsUplKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":upl";
- final String positionsRealizedPnlKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":realizedPnl";
- final String positionsImrKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":imr";
- final String positionsPosKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + coinCode + ":pos";
+ log.info("操作账户：{}，当前价格: {},仓位方向: {}", accountName,markPx,posSide);
+ /**
+ * 准备工作
+ * 1、准备好下单的基本信息
+ */
+ // 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......");
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
+ return tradeRequestParam;
+ }
+ BigDecimal cashBal = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get("cashBal"));
+ /**
+ * 判断止损抗压
+ */
+ BigDecimal realKuiSunAmount = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get("upl"));
+ log.info("实际盈亏金额: {}", 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());
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
+ return caoZuoZhiSunEvent(accountName, markPx, posSide);
+ }
+ // 判断抗压
+ if (realKuiSunAmount.compareTo(kangYaAmount) > 0 && realKuiSunAmount.compareTo(zhiSunAmount) <= 0){
+ log.error("账户紧张扛仓......");
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
+ return tradeRequestParam;
+ }
+ }
+
+ String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
+ // 判断是否保证金超标
+ if (PositionsWs.getAccountMap(positionAccountName).get("imr") == null){
+ log.error("没有获取到持仓信息，等待初始化......");
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
+ return tradeRequestParam;
+ }
+ BigDecimal ordFrozImr = PositionsWs.getAccountMap(positionAccountName).get("imr");
+ BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get(CoinEnums.TOTAL_ORDER_USDT.name()))
+ .divide(new BigDecimal("2"), RoundingMode.DOWN);
+ if (ordFrozImr.compareTo(totalOrderUsdt) >= 0){
+ log.error("已满仓......");
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
+ return tradeRequestParam;
+ }
+
+ if (PositionsWs.getAccountMap(positionAccountName).get("pos") == null){
+ log.error("没有获取到持仓信息，等待初始化......");
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
+ return tradeRequestParam;
+ }
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
+ return chooseEvent(tradeRequestParam);
+ }
/**
* 执行主要的操作逻辑，包括读取合约状态、获取市场价格信息，
* 并根据当前持仓均价和标记价格决定是否执行买卖操作。
*
- * @return 返回操作类型字符串（如买入BUY、卖出SELL等）
+ * @return 返回操作类型字符串（如买入BUY、卖出SELL等），如果无有效操作则返回null
*/
@Override
- public String caoZuo() {
- log.info("开始执行操作CaoZuoServiceImpl......");
+ public TradeRequestParam caoZuoHandler(String accountName, String markPx, String posSide) {
+ TradeRequestParam tradeRequestParam = new TradeRequestParam();
+ tradeRequestParam.setAccountName(accountName);
+ tradeRequestParam.setMarkPx(markPx);
+ tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
+ tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
+ tradeRequestParam.setPosSide(posSide);
+ tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
- // 获取合约执行操作状态
- String state = (String) redisUtils.get(instrumentsStateKey);
- String outStr = (String) redisUtils.get(instrumentsOutKey);
- if (OrderParamEnums.OUT_YES.getValue().equals(outStr) && OrderParamEnums.STATE_3.getValue().equals(state)){
- log.error("止损过了......冷静一下，等待下次入场......");
- return null;
+ log.info("操作账户：{}，当前价格: {},仓位方向: {}", accountName,markPx,posSide);
+ /**
+ * 准备工作
+ * 1、准备好下单的基本信息
+ */
+ // 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......");
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
+ return chooseEvent(tradeRequestParam);
}
- if (OrderParamEnums.STATE_4.getValue().equals(state)) {
- log.error("操作下单中，等待......");
- return OrderParamEnums.ORDERING.getValue();
- }
- if (OrderParamEnums.STATE_3.getValue().equals(state)){
- log.error("持仓盈亏超过下单总保证金，冷静止损......");
- redisUtils.set(instrumentsOutKey, OrderParamEnums.OUT_YES.getValue(), 0);
- return OrderParamEnums.OUT.getValue();
- }
- if (OrderParamEnums.STATE_2.getValue().equals(state)){
- log.error("持仓盈亏抗压......");
- return OrderParamEnums.HOLDING.getValue();
- }
- if (OrderParamEnums.STATE_0.getValue().equals(state)){
- log.error("请检查系统参数，不允许开仓......");
- return OrderParamEnums.HOLDING.getValue();
- }
+ BigDecimal cashBal = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get("cashBal"));
+ /**
+ * 判断止损抗压
+ */
+ BigDecimal realKuiSunAmount = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get("upl"));
+ log.info("实际盈亏金额: {}", 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);
- String pos = (String) redisUtils.get(positionsPosKey);
- if (StrUtil.isBlank(pos) || BigDecimal.ZERO.compareTo( new BigDecimal(pos)) >= 0) {
- log.error("未获取到持仓数量");
- return OrderParamEnums.INIT.getValue();
- }
-
- String uplStr = (String) redisUtils.get(positionsUplKey);
- if (StrUtil.isBlank(uplStr)){
- return OrderParamEnums.INIT.getValue();
- }
- //可使用的总保证金
- String totalOrderUsdtKey = AccountWs.ACCOUNTWS_CHANNEL + ":" + CoinEnums.USDT.getCode() + ":totalOrderUsdt";
- String totalOrderUsdt = (String) redisUtils.get(totalOrderUsdtKey);
- BigDecimal upl = new BigDecimal(uplStr);
- if (BigDecimal.ZERO.compareTo(upl) >= 0){
- upl = upl.multiply(new BigDecimal("-1"));
-
- if (upl.compareTo(new BigDecimal(totalOrderUsdt)) >= 0) {
- log.error("持仓盈亏超过下单总保证金，止损冷静一天......");
- return OrderParamEnums.OUT.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.getAccountMap(accountName), CoinEnums.OUT.name(), OrderParamEnums.OUT_YES.getValue());
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
+ return caoZuoZhiSunEvent(accountName, markPx, posSide);
+ }
+ // 判断抗压
+ if (realKuiSunAmount.compareTo(kangYaAmount) > 0 && realKuiSunAmount.compareTo(zhiSunAmount) <= 0){
+ log.error("账户紧张扛仓......");
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
+ return chooseEvent(tradeRequestParam);
}
}
- log.info(OrderParamEnums.getNameByValue(state));
-
- // 获取标记价格和平均持仓价格
- String markPxObj = (String) redisUtils.get(positionsMarkPxKey);
- String avgPxObj = (String) redisUtils.get(positionsAvgPxKey);
-
- if (StrUtil.isBlank(markPxObj) || StrUtil.isBlank(avgPxObj)) {
- return OrderParamEnums.INIT.getValue();
+ String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
+ // 判断是否保证金超标
+ if (PositionsWs.getAccountMap(positionAccountName).get("imr") == null){
+ log.error("没有获取到持仓信息，等待初始化......");
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
+ return chooseEvent(tradeRequestParam);
}
+ BigDecimal ordFrozImr = PositionsWs.getAccountMap(positionAccountName).get("imr");
+ BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get(CoinEnums.TOTAL_ORDER_USDT.name()))
+ .divide(new BigDecimal("2"), RoundingMode.DOWN);
+ if (ordFrozImr.compareTo(totalOrderUsdt) >= 0){
+ log.error("已满仓......");
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
+ return chooseEvent(tradeRequestParam);
+ }
+
+ if (PositionsWs.getAccountMap(positionAccountName).get("pos") == null){
+ log.error("没有获取到持仓信息，等待初始化......");
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
+ return chooseEvent(tradeRequestParam);
+ }
+ BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
+ if (BigDecimal.ZERO.compareTo( pos) >= 0) {
+ log.error("持仓数量为零，进行初始化订单");
+ return caoZuoInitEvent(accountName, markPx, posSide);
+ }
+
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
+ return chooseEvent(tradeRequestParam);
+ }
+
+ @Override
+ public TradeRequestParam caoZuoZhiSunEvent(String accountName, String markPx, String posSide) {
+
+ log.info("历史网格：操作账户：{}，当前价格: {},仓位方向: {}", accountName,markPx,posSide);
+ /**
+ * 初始化订单请求参数
+ * 获取仓位数量
+ * 获取仓位方向
+ */
+ TradeRequestParam tradeRequestParam = new TradeRequestParam();
+ tradeRequestParam.setAccountName(accountName);
+ tradeRequestParam.setMarkPx(markPx);
+ tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
+ tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
+ tradeRequestParam.setPosSide(posSide);
+ tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
+
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
+ String side = null;
+ if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)){
+ side = CoinEnums.SIDE_SELL.getCode();
+ }
+ if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)){
+ side = CoinEnums.SIDE_BUY.getCode();
+ }
+ tradeRequestParam.setSide(side);
+
+ String clOrdId = WsParamBuild.getOrderNum(side);
+ tradeRequestParam.setClOrdId(clOrdId);
+
+ String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
+ BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
+ if (BigDecimal.ZERO.compareTo( pos) >= 0) {
+ log.error("历史网格止损方向没有持仓");
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
+ }
+ tradeRequestParam.setSz(String.valueOf( pos));
+ return tradeRequestParam;
+
+ }
+
+ @Override
+ public TradeRequestParam caoZuoInitEvent(String accountName, String markPx, String posSide) {
+
+ log.info("当前网格初始化：操作账户：{}，当前价格: {},仓位方向: {}", accountName,markPx,posSide);
+
+ // 根据技术指标策略获取开仓信号
+ TradeRequestParam strategySignal = technicalIndicatorStrategy.getSignal(accountName, markPx, posSide);
+
+ // 如果策略返回无信号或无效信号，则不进行开仓
+ if (strategySignal == null || "NO_SIGNAL".equals(strategySignal.getTradeType())) {
+ log.info("技术指标策略无开仓信号，不进行初始化开仓");
+ TradeRequestParam tradeRequestParam = new TradeRequestParam();
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
+ return tradeRequestParam;
+ }
+
+ // 使用策略信号进行开仓
+ TradeRequestParam tradeRequestParam = new TradeRequestParam();
+ tradeRequestParam.setAccountName(accountName);
+ tradeRequestParam.setMarkPx(markPx);
+ tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
+ tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
+ tradeRequestParam.setPosSide(strategySignal.getPosSide());
+ tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
+
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
+ tradeRequestParam.setSide(strategySignal.getSide());
+
+ String clOrdId = WsParamBuild.getOrderNum(strategySignal.getSide());
+ tradeRequestParam.setClOrdId(clOrdId);
+ String sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
+ tradeRequestParam.setSz(sz);
+
+ WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
+ return tradeRequestParam;
+ }
+
+ @Override
+ public TradeRequestParam chooseEvent(TradeRequestParam tradeRequestParam) {
+ log.info("开始执行chooseEvent......");
+ if (OrderParamEnums.TRADE_NO.getValue().equals(tradeRequestParam.getTradeType())){
+ return tradeRequestParam;
+ }
+ if (OrderParamEnums.TRADE_YES.getValue().equals(tradeRequestParam.getTradeType())){
+ String posSide = tradeRequestParam.getPosSide();
+ if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)){
+ tradeRequestParam = caoZuoLong(tradeRequestParam);
+ }else if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)){
+ tradeRequestParam = caoZuoShort(tradeRequestParam);
+ }
+ }
+ return tradeRequestParam;
+ }
+
+ @Override
+ public TradeRequestParam caoZuoLong(TradeRequestParam tradeRequestParam) {
+ log.info("开始做{}执行操作CaoZuoServiceImpl......",tradeRequestParam.getPosSide());
+
+ String accountName = tradeRequestParam.getAccountName();
+ String markPxStr = tradeRequestParam.getMarkPx();
+ String posSide = tradeRequestParam.getPosSide();
try {
- BigDecimal markPx = new BigDecimal( markPxObj);
- BigDecimal avgPx = new BigDecimal( avgPxObj);
- 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 = (String) redisUtils.get(positionsOrderPriceKey);
- handleOrderPriceInQueues(orderPrice, queueKaiCang, queuePingCang);
-
- String side = OrderParamEnums.HOLDING.getValue();
-
- // 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...");
- return side;
- }
- 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);
- side = OrderParamEnums.BUY.getValue();
- redisUtils.set(positionsOrderPriceKey, String.valueOf(kaiCang.getValue()), 0);
- } else {
- //判断是否加仓（当前持仓过小，可以加仓）
- boolean isAddCang = doAddCang();
- log.info("加仓过程中发现持仓过小 ：{}",isAddCang);
- if (isAddCang){
- log.info("触发加仓......，持仓过小");
- redisUtils.set(positionsOrderPriceKey, String.valueOf(markPx), 0);
- return OrderParamEnums.BUY.getValue();
- }
- log.info("未触发加仓......，等待");
- }
- } else if (avgPx.compareTo(markPx) < 0) {
- 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...");
- return side;
- }
- 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
- String uplstr = (String) redisUtils.get(positionsUplKey);
- String realizedPnl = (String) redisUtils.get(positionsRealizedPnlKey);
- String imr = (String) redisUtils.get(positionsImrKey);
- if (uplstr != null && realizedPnl != null && imr != null) {
- BigDecimal uplValue = new BigDecimal(uplstr);
- BigDecimal realizedPnlValue = new BigDecimal(realizedPnl);
- BigDecimal imrValue = new BigDecimal(imr).multiply(new BigDecimal(OrderParamEnums.PING_CANG_SHOUYI.getValue()));
- 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);
- redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
- return OrderParamEnums.SELL.getValue();
- }else{
- //判断是否加仓（当前持仓过小，可以加仓）
- boolean isAddCang = doAddCang();
- log.info("减仓过程中发现持仓过小 ：{}",isAddCang);
- if (isAddCang){
- log.info("触发加仓......，持仓过小");
- redisUtils.set(positionsOrderPriceKey, String.valueOf(markPx), 0);
- return OrderParamEnums.BUY.getValue();
- }
- log.info("当前未实现盈亏：{}没有大于预计收益>{}，钱在路上了", uplValue, imrValue);
- redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
- 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);
- redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
- return OrderParamEnums.SELL.getValue();
- }else{
- //判断是否加仓（当前持仓过小，可以加仓）
- boolean isAddCang = doAddCang();
- log.info("减仓过程中发现持仓过小 ：{}",isAddCang);
- if (isAddCang){
- log.info("触发加仓......，持仓过小");
- redisUtils.set(positionsOrderPriceKey, String.valueOf(markPx), 0);
- return OrderParamEnums.BUY.getValue();
- }
- log.info("当前未实现盈亏：{}没有大于预计收益>{}，钱在路上了", uplValue, imrValue);
- redisUtils.set(positionsOrderPriceKey, String.valueOf(pingCang.getValue()), 0);
- return OrderParamEnums.HOLDING.getValue();
- }
- }
- }else {
- return OrderParamEnums.HOLDING.getValue();
- }
- } else {
- log.info("未触发减仓......，等待");
- }
- } else {
- log.info("价格波动较小......，等待");
+ String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
+ // 获取标记价格和平均持仓价格
+ BigDecimal markPx = new BigDecimal(markPxStr);
+ BigDecimal avgPx = PositionsWs.getAccountMap(positionAccountName).get("avgPx");
+ log.info("持仓价格: {}, 当前价格：{}，匹配队列中......", avgPx, markPx);
+
+ // 根据技术指标策略获取交易信号
+ TradeRequestParam strategySignal = technicalIndicatorStrategy.getSignal(accountName, markPxStr, posSide);
+
+ // 如果策略返回无信号，则不进行操作
+ if (strategySignal == null || "NO_SIGNAL".equals(strategySignal.getTradeType())) {
+ log.info("技术指标策略无信号，不进行操作");
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
+ return tradeRequestParam;
}
+
+ // 根据策略信号进行操作
+ log.info("技术指标策略信号: {}, 执行相应操作", strategySignal.getTradeType());
+
+ // 处理平仓信号
+ if (CoinEnums.SIDE_SELL.getCode().equals(strategySignal.getSide())) {
+ log.info("开始卖出平多...");
+ // 手续费
+ BigDecimal feeValue = PositionsWs.getAccountMap(positionAccountName).get("fee").multiply(new BigDecimal(2));
+ //未实现收益
+ BigDecimal uplValue = PositionsWs.getAccountMap(positionAccountName).get("upl");
+ //已实现收益
+ BigDecimal realizedPnlValue = PositionsWs.getAccountMap(positionAccountName).get("realizedPnl");
+ realizedPnlValue = realizedPnlValue.add(feeValue);
- return side;
+ //持仓保证金
+ BigDecimal imr = PositionsWs.getAccountMap(positionAccountName).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));
+ tradeRequestParam.setSide(CoinEnums.SIDE_SELL.getCode());
+ String clOrdId = WsParamBuild.getOrderNum(CoinEnums.SIDE_SELL.getCode());
+ tradeRequestParam.setClOrdId(clOrdId);
+ BigDecimal sz = PositionsWs.getAccountMap(positionAccountName).get("pos");
+ tradeRequestParam.setSz(String.valueOf( sz));
+ log.info("卖出平多参数准备成功......");
+ }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));
+ }
+ }else {
+ if (uplValue.compareTo(imrValue.add(feeValue)) >= 0) {
+ log.info("当前未实现盈亏：{}大于预计收益>{}，赚钱咯", uplValue, imrValue.add(feeValue));
+ WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
+ tradeRequestParam.setSide(CoinEnums.SIDE_SELL.getCode());
+ String clOrdId = WsParamBuild.getOrderNum(CoinEnums.SIDE_SELL.getCode());
+ tradeRequestParam.setClOrdId(clOrdId);
+ BigDecimal sz = PositionsWs.getAccountMap(positionAccountName).get("pos");
+ tradeRequestParam.setSz(String.valueOf( sz));
+ log.info("卖出平多参数准备成功......");
+ }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));
+ }
+ }
+ }
+ // 处理加仓信号
+ else if (CoinEnums.SIDE_BUY.getCode().equals(strategySignal.getSide()) && avgPx.compareTo(markPx) > 0) {
+ log.info("开始买入加仓...");
+ WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
+ tradeRequestParam.setSide(CoinEnums.SIDE_BUY.getCode());
+ String clOrdId = WsParamBuild.getOrderNum(CoinEnums.SIDE_BUY.getCode());
+ tradeRequestParam.setClOrdId(clOrdId);
+ String sz = buyCntTimeLongEvent(accountName, avgPx, markPx);
+ tradeRequestParam.setSz(sz);
+ log.info("买入加仓参数准备成功......");
+ }
+ else {
+ log.info("未触发操作......，等待");
+ }
+
+ return tradeRequestParam;
} 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();
+ log.error("开多方向异常", e);
+ return tradeRequestParam;
}
}
- private boolean doAddCang() {
- String imr = (String) redisUtils.get(positionsImrKey);
- BigDecimal imrValue = new BigDecimal(StrUtil.isBlank(imr) ? "0" : imr);
- String everyTimeUsdt = (String) redisUtils.get(AccountWs.ACCOUNTWS_CHANNEL + ":" + CoinEnums.USDT.getCode() + ":everyTimeUsdt");
- BigDecimal everyTimeUsdtValue = new BigDecimal(everyTimeUsdt);
- return everyTimeUsdtValue.compareTo(imrValue) >= 0;
+ @Override
+ public TradeRequestParam caoZuoShort(TradeRequestParam tradeRequestParam) {
+ log.info("开始做{}执行操作CaoZuoServiceImpl......",tradeRequestParam.getPosSide());
+
+ String accountName = tradeRequestParam.getAccountName();
+ String markPxStr = tradeRequestParam.getMarkPx();
+ String posSide = tradeRequestParam.getPosSide();
+
+ try {
+ String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
+ // 获取标记价格和平均持仓价格
+ BigDecimal markPx = new BigDecimal(markPxStr);
+ BigDecimal avgPx = PositionsWs.getAccountMap(positionAccountName).get("avgPx");
+ log.info("持仓价格: {}, 当前价格：{}，匹配队列中......", avgPx, markPx);
+
+ // 根据技术指标策略获取交易信号
+ TradeRequestParam strategySignal = technicalIndicatorStrategy.getSignal(accountName, markPxStr, posSide);
+
+ // 如果策略返回无信号，则不进行操作
+ if (strategySignal == null || "NO_SIGNAL".equals(strategySignal.getTradeType())) {
+ log.info("技术指标策略无信号，不进行操作");
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
+ return tradeRequestParam;
+ }
+
+ // 根据策略信号进行操作
+ log.info("技术指标策略信号: {}, 执行相应操作", strategySignal.getTradeType());
+
+ // 处理平仓信号
+ if (CoinEnums.SIDE_BUY.getCode().equals(strategySignal.getSide())) {
+ log.info("开始买入平空...");
+ // 手续费
+ BigDecimal feeValue = PositionsWs.getAccountMap(positionAccountName).get("fee");
+ //未实现收益
+ BigDecimal uplValue = PositionsWs.getAccountMap(positionAccountName).get("upl");
+ //已实现收益
+ BigDecimal realizedPnlValue = PositionsWs.getAccountMap(positionAccountName).get("realizedPnl");
+ realizedPnlValue = realizedPnlValue.add(feeValue);
+
+ //持仓保证金
+ BigDecimal imr = PositionsWs.getAccountMap(positionAccountName).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));
+ tradeRequestParam.setSide(CoinEnums.SIDE_BUY.getCode());
+ String clOrdId = WsParamBuild.getOrderNum(CoinEnums.SIDE_BUY.getCode());
+ tradeRequestParam.setClOrdId(clOrdId);
+ BigDecimal sz = PositionsWs.getAccountMap(positionAccountName).get("pos");
+ tradeRequestParam.setSz(String.valueOf( sz));
+ log.info("买入平空参数准备成功......");
+ }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));
+ }
+ }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));
+ tradeRequestParam.setSide(CoinEnums.SIDE_BUY.getCode());
+ String clOrdId = WsParamBuild.getOrderNum(CoinEnums.SIDE_BUY.getCode());
+ tradeRequestParam.setClOrdId(clOrdId);
+ BigDecimal sz = PositionsWs.getAccountMap(positionAccountName).get("pos");
+ tradeRequestParam.setSz(String.valueOf( sz));
+ log.info("买入平空参数准备成功......");
+ }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));
+ }
+ }
+ }
+ // 处理加仓信号
+ else if (CoinEnums.SIDE_SELL.getCode().equals(strategySignal.getSide()) && avgPx.compareTo(markPx) < 0) {
+ log.info("开始卖出加仓...");
+ WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx));
+ tradeRequestParam.setSide(CoinEnums.SIDE_SELL.getCode());
+ String clOrdId = WsParamBuild.getOrderNum(CoinEnums.SIDE_SELL.getCode());
+ tradeRequestParam.setClOrdId(clOrdId);
+ String sz = buyCntTimeShortEvent(accountName, avgPx, markPx);
+ tradeRequestParam.setSz(sz);
+ log.info("卖出加仓参数准备成功......");
+ }
+ else {
+ log.info("未触发操作......，等待");
+ }
+
+ return tradeRequestParam;
+ } catch (NumberFormatException e) {
+ log.error("开空方向异常", e);
+ return tradeRequestParam;
+ }
+ }
+
+ private String 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());
+ log.info("倍数次数间隔{}", buyCntTime);
+ BigDecimal subtract = avgPx.subtract(markPx);
+ log.info("倍数价格差距{}", subtract);
+ BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN).add(BigDecimal.ONE);
+ log.info("倍数次数{}", divide);
+ String buyCntInit = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
+ return String.valueOf(divide.multiply(new BigDecimal(buyCntInit)));
+ }
+
+ private String 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());
+ log.info("倍数次数间隔{}", buyCntTime);
+ BigDecimal subtract = markPx.subtract(avgPx);
+ log.info("倍数价格差距{}", subtract);
+ BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN).add(BigDecimal.ONE);
+ log.info("倍数次数{}", divide);
+ String buyCntInit = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
+ return String.valueOf(divide.multiply(new BigDecimal(buyCntInit)));
}
/**
@@ -260,11 +539,13 @@
log.warn("无效的价格格式: {}", orderPrice);
return;
}
+
// 删除比该价格大的数据
queueKaiCang.removeIf(item -> item.getValue().compareTo(priceDecimal) >= 0);
+
// 打印开仓队列
StringBuilder kaiCangStr = new StringBuilder();
- kaiCangStr.append("开仓队列: [");
+ kaiCangStr.append("下限队列: [");
boolean first = true;
for (DescBigDecimal item : queueKaiCang) {
if (!first) {
@@ -281,7 +562,7 @@
// 打印平仓队列
StringBuilder pingCangStr = new StringBuilder();
- pingCangStr.append("平仓队列: [");
+ pingCangStr.append("上限队列: [");
first = true;
for (AscBigDecimal item : queuePingCang) {
if (!first) {
@@ -294,4 +575,3 @@
log.info(pingCangStr.toString());
}
}
-
--
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