From f139af8e6313a1ca9cd1cc02477be32e78d206cb Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Tue, 06 Jan 2026 15:21:07 +0800
Subject: [PATCH] feat(okxNewPrice): 添加账户盈亏监控和自动止损功能
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java | 168 +++++++++++++++++++++++++++----------------------------
1 files changed, 83 insertions(+), 85 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
index 6b33f2a..8498bd6 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
@@ -22,6 +22,7 @@
import com.xcong.excoin.modules.okxNewPrice.okxpi.config.ExchangeInfoEnum;
import com.xcong.excoin.modules.okxNewPrice.okxpi.config.ExchangeLoginService;
import com.xcong.excoin.modules.okxNewPrice.utils.SSLConfig;
+import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild;
import com.xcong.excoin.modules.okxNewPrice.utils.WsParamBuild;
import com.xcong.excoin.utils.RedisUtils;
import lombok.extern.slf4j.Slf4j;
@@ -344,10 +345,8 @@
*/
String confirm = data.getString(8);
if ("1".equals(confirm)){
- log.info("{}开仓{}:{}",time,closePx,instId);
//调用策略
// 创建策略实例
-// MacdMaStrategy strategy = new MacdMaStrategy();
MacdEmaStrategy strategy = new MacdEmaStrategy();
// 生成200个1m价格数据点
@@ -356,16 +355,10 @@
.map(Kline::getC)
.collect(Collectors.toList());
- // 生成200个1D价格数据点
-// List<Kline> kline1DayData = getKlineDataByInstIdAndBar(instId, "1D");
-// List<BigDecimal> historicalPrices1D = kline1DayData.stream()
-// .map(Kline::getC)
-// .collect(Collectors.toList());
-// log.info("1D:{}", JSONUtil.parse( historicalPrices1D));
// 使用策略分析最新价格数据
-// MacdMaStrategy.TradingOrder tradingOrderOpenOpen = strategy.generateTradingOrder(historicalPrices1M,historicalPrices1D,MacdMaStrategy.OperationType.open.name());
MacdEmaStrategy.TradingOrder tradingOrderOpenOpen = strategy.generateTradingOrder(historicalPrices1M, MacdMaStrategy.OperationType.open.name());
- if (tradingOrderOpenOpen == null){
+ MacdEmaStrategy.TradingOrder tradingOrderOpenClose = strategy.generateTradingOrder(historicalPrices1M, MacdMaStrategy.OperationType.close.name());
+ if (tradingOrderOpenOpen == null && tradingOrderOpenClose == null){
return;
}
@@ -379,91 +372,96 @@
String accountName = client.getAccountName();
if (accountName != null) {
if (ObjectUtil.isNotEmpty(tradingOrderOpenOpen)){
- // 根据信号执行交易操作
- TradeRequestParam tradeRequestParam = new TradeRequestParam();
-
- String posSide = tradingOrderOpenOpen.getPosSide();
- tradeRequestParam.setPosSide(posSide);
- String currentPrice = String.valueOf(closePx);
- tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);
-
- String side = tradingOrderOpenOpen.getSide();
- tradeRequestParam.setSide(side);
-
- String clOrdId = WsParamBuild.getOrderNum(side);
- tradeRequestParam.setClOrdId(clOrdId);
-
- String sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
- tradeRequestParam.setSz(sz);
- TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
+ log.info("{}开仓{}:{}",instId,tradingOrderOpenOpen.getPosSide(),tradingOrderOpenOpen.getSide());
+ doOpen(client.getWebSocketClient(),accountName, tradingOrderOpenOpen, closePx);
+ }
+ if (ObjectUtil.isNotEmpty(tradingOrderOpenClose)){
+ log.info("{}平仓{}:{}",instId,tradingOrderOpenClose.getPosSide(),tradingOrderOpenClose.getSide());
+ doclose(client.getWebSocketClient(),accountName, tradingOrderOpenClose, closePx);
}
}
}
}
-// else{
-// log.info("{}平仓{}:{}",time,closePx,instId);
-// //调用策略
-// // 创建策略实例
-// MacdMaStrategy strategy = new MacdMaStrategy();
-//
-// // 生成200个1m价格数据点
-// List<Kline> kline1MinuteData = getKlineDataByInstIdAndBar(instId, "1m");
-// List<BigDecimal> historicalPrices1M = kline1MinuteData.stream()
-// .map(Kline::getC)
-// .collect(Collectors.toList());
-//
-//
-// // 生成200个1D价格数据点
-// List<Kline> kline1DayData = getKlineDataByInstIdAndBar(instId, "1D");
-// List<BigDecimal> historicalPrices1D = kline1DayData.stream()
-// .map(Kline::getC)
-// .collect(Collectors.toList());
-// // 使用策略分析最新价格数据
-// MacdMaStrategy.TradingOrder tradingOrderOpenClose = strategy.generateTradingOrder(historicalPrices1M,historicalPrices1D,MacdMaStrategy.OperationType.close.name());
-// if (tradingOrderOpenClose == null){
-// return;
-// }
-//
-// Collection<OkxQuantWebSocketClient> allClients = clientManager.getAllClients();
-// //如果为空，则直接返回
-// if (allClients.isEmpty()) {
-// return;
-// }
-// // 获取所有OkxQuantWebSocketClient实例
-// for (OkxQuantWebSocketClient client : clientManager.getAllClients()) {
-// String accountName = client.getAccountName();
-// if (accountName != null) {
-// if (ObjectUtil.isNotEmpty(tradingOrderOpenClose)){
-// // 根据信号执行交易操作
-// TradeRequestParam tradeRequestParam = new TradeRequestParam();
-// tradeRequestParam.setAccountName(accountName);
-// tradeRequestParam.setMarkPx(String.valueOf(closePx));
-// tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
-// tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
-// tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
-// String posSide = tradingOrderOpenClose.getPosSide();
-// tradeRequestParam.setPosSide(posSide);
-//
-// String side = tradingOrderOpenClose.getSide();
-// tradeRequestParam.setSide(side);
-//
-// String clOrdId = WsParamBuild.getOrderNum(side);
-// tradeRequestParam.setClOrdId(clOrdId);
-//
-// String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
-// BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
-// tradeRequestParam.setSz(String.valueOf(pos));
-// TradeOrderWs.orderZhiYingZhiSunEventNoState(client.getWebSocketClient(), tradeRequestParam);
-// }
-// }
-// }
-// }
}
} catch (Exception e) {
log.error("处理 K线频道推送数据失败", e);
}
}
+ private void doclose(WebSocketClient webSocketClient, String accountName, MacdEmaStrategy.TradingOrder tradingOrderOpenClose, BigDecimal closePx) {
+ // 根据信号执行交易操作
+ TradeRequestParam tradeRequestParam = new TradeRequestParam();
+ tradeRequestParam.setAccountName(accountName);
+ tradeRequestParam.setMarkPx(String.valueOf(closePx));
+ tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
+ tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
+ tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
+ String posSide = tradingOrderOpenClose.getPosSide();
+ tradeRequestParam.setPosSide(posSide);
+
+ String side = tradingOrderOpenClose.getSide();
+ 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));
+
+ BigDecimal cashBal = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get("cashBal"));
+ BigDecimal realKuiSunAmount = PositionsWs.getAccountMap(positionAccountName).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());
+ }
+ // 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());
+ }
+ }
+
+
+ TradeOrderWs.orderZhiYingZhiSunEventNoState(webSocketClient, tradeRequestParam);
+ }
+
+ private void doOpen(WebSocketClient webSocketClient, String accountName, MacdEmaStrategy.TradingOrder tradingOrderOpenOpen, BigDecimal closePx) {
+ // 根据信号执行交易操作
+ TradeRequestParam tradeRequestParam = new TradeRequestParam();
+
+ String posSide = tradingOrderOpenOpen.getPosSide();
+ tradeRequestParam.setPosSide(posSide);
+ String currentPrice = String.valueOf(closePx);
+ tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);
+
+ String side = tradingOrderOpenOpen.getSide();
+ tradeRequestParam.setSide(side);
+
+ String clOrdId = WsParamBuild.getOrderNum(side);
+ tradeRequestParam.setClOrdId(clOrdId);
+
+ String sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
+ tradeRequestParam.setSz(sz);
+ TradeOrderWs.orderEvent(webSocketClient, tradeRequestParam);
+ }
+
private List<Kline> getKlineDataByInstIdAndBar(String instId, String bar) {
List<Kline> klineList = new ArrayList<>();
try {
--
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