From db20bd0f93753b07d13021a1e4f798fe5620fe8a Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 15 Dec 2025 10:55:39 +0800
Subject: [PATCH] fix(okxNewPrice): 修正未实现盈亏比较逻辑,加入手续费计算
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java | 189 ++++++++++++++++++++---------------------------
1 files changed, 80 insertions(+), 109 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 0f26e18..320423e 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
@@ -41,8 +41,24 @@
@Override
public String caoZuo() {
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");
+ 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"));
- BigDecimal availBal = WsMapBuild.parseBigDecimalSafe(AccountWs.ACCOUNTWSMAP.get("availBal"));
// 判断账户余额是否充足
if (cashBal.compareTo(BigDecimal.ZERO) <= 0){
@@ -68,7 +84,6 @@
if (realKuiSunAmount.compareTo(zhiSunAmount) > 0){
log.error("账户冷静止损......");
WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.OUT.name(), OrderParamEnums.OUT_YES.getValue());
- WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
return OrderParamEnums.OUT.getValue();
}
// 判断抗压
@@ -78,35 +93,6 @@
}
}
- // 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;
- }
-
- // 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...");
- 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;
- }
-
-
-
if (PositionsWs.POSITIONSWSMAP.get("pos") == null){
log.error("没有获取到持仓信息,等待初始化......");
return null;
@@ -114,12 +100,7 @@
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");
- boolean flag = WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
- if ( flag){
- return OrderParamEnums.INIT.getValue();
- }else{
- return null;
- }
+ return OrderParamEnums.INIT.getValue();
}
// 判断是否保证金超标
if (PositionsWs.POSITIONSWSMAP.get("imr") == null){
@@ -147,22 +128,20 @@
// 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);
- boolean orderPriceFlag = WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice", String.valueOf(markPx));
- boolean stateFlag = WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
+ WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice", String.valueOf(markPx));
boolean buyCntTimeFlag = buyCntTimeEvent(avgPx, markPx);
- if (orderPriceFlag && stateFlag && buyCntTimeFlag){
+ if (buyCntTimeFlag){
log.info("加仓参数准备成功......");
return OrderParamEnums.BUY.getValue();
}else{
@@ -183,50 +162,38 @@
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);
- boolean orderPriceFlag = WsMapBuild.saveStringToMap(OrderInfoWs.ORDERINFOWSMAP, "orderPrice", String.valueOf(markPx));
- if (orderPriceFlag){
- // 判断当前是否盈利
- BigDecimal uplValue = PositionsWs.POSITIONSWSMAP.get("upl");
- BigDecimal imr = PositionsWs.POSITIONSWSMAP.get("imr");
- BigDecimal realizedPnlValue = PositionsWs.POSITIONSWSMAP.get("realizedPnl");
- String pingCangImr = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.PING_CANG_SHOUYI.name());
- BigDecimal imrValue = imr.multiply(new BigDecimal(pingCangImr));
+ // 手续费
+ BigDecimal feeValue = PositionsWs.POSITIONSWSMAP.get("fee").multiply(new BigDecimal("2"));
+ //未实现收益
+ BigDecimal uplValue = PositionsWs.POSITIONSWSMAP.get("upl");
+ //已实现收益
+ BigDecimal realizedPnlValue = PositionsWs.POSITIONSWSMAP.get("realizedPnl");
+ realizedPnlValue = realizedPnlValue.add(feeValue);
- 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);
- boolean stateFlag = WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
- if (stateFlag){
- log.info("减仓参数准备成功......");
- return OrderParamEnums.SELL.getValue();
- }else{
- log.error("减仓参数准备失败......");
- return null;
- }
- }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);
- 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);
- boolean stateFlag = WsMapBuild.saveStringToMap(InstrumentsWs.INSTRUMENTSWSMAP, CoinEnums.STATE.name(), OrderParamEnums.STATE_4.getValue());
- if (stateFlag){
- log.info("减仓参数准备成功......");
- return OrderParamEnums.SELL.getValue();
- }else{
- log.error("减仓参数准备失败......");
- return null;
- }
- }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);
- return OrderParamEnums.HOLDING.getValue();
- }
+ //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.add(realizedPnlValueZheng));
+ 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.add(realizedPnlValueZheng));
+ return OrderParamEnums.HOLDING.getValue();
}
- }else{
- log.error("减仓参数准备失败......");
- return null;
+ }else {
+ if (uplValue.compareTo(imrValue.add(feeValue)) >= 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.add(feeValue));
+ 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.add(feeValue));
+ return OrderParamEnums.HOLDING.getValue();
+ }
}
} else {
log.info("未触发减仓......,等待");
@@ -245,7 +212,11 @@
//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);
+ BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN);
+ if (divide.compareTo(BigDecimal.ZERO) <= 0){
+ log.warn("加仓次数间隔时间小于0,不加仓");
+ return false;
+ }
return WsMapBuild.saveStringToMap(TradeOrderWs.TRADEORDERWSMAP, "buyCntTime",String.valueOf(divide));
}
@@ -277,34 +248,34 @@
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());
}
}
--
Gitblit v1.9.1