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 | 141 +++++++++++++++++++++++++++++++++--------------
1 files changed, 99 insertions(+), 42 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 5389a35..8498bd6 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
@@ -10,6 +10,7 @@
import com.xcong.excoin.modules.blackchain.service.DateUtil;
import com.xcong.excoin.modules.okxNewPrice.celue.CaoZuoService;
import com.xcong.excoin.modules.okxNewPrice.indicator.TradingStrategy;
+import com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy.MacdEmaStrategy;
import com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy.MacdMaStrategy;
import com.xcong.excoin.modules.okxNewPrice.okxWs.*;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
@@ -21,6 +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;
@@ -343,10 +345,9 @@
*/
String confirm = data.getString(8);
if ("1".equals(confirm)){
- log.info("{}K线已完结{}:{}",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
List<Kline> kline1MinuteData = getKlineDataByInstIdAndBar(instId, "1m");
@@ -354,20 +355,10 @@
.map(Kline::getC)
.collect(Collectors.toList());
- log.info("1m:{}", JSONUtil.parse( historicalPrices1M));
-
- // 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 tradingOrderOpen1M = strategy.generateTradingOrder(historicalPrices1M,historicalPrices1D,MacdMaStrategy.OperationType.open.name());
- if (tradingOrderOpen1M == null ){
- return;
- }
- if (historicalPrices1D == null ){
+ MacdEmaStrategy.TradingOrder tradingOrderOpenOpen = strategy.generateTradingOrder(historicalPrices1M, MacdMaStrategy.OperationType.open.name());
+ MacdEmaStrategy.TradingOrder tradingOrderOpenClose = strategy.generateTradingOrder(historicalPrices1M, MacdMaStrategy.OperationType.close.name());
+ if (tradingOrderOpenOpen == null && tradingOrderOpenClose == null){
return;
}
@@ -380,24 +371,13 @@
for (OkxQuantWebSocketClient client : clientManager.getAllClients()) {
String accountName = client.getAccountName();
if (accountName != null) {
- if (ObjectUtil.isNotEmpty(tradingOrderOpen1M)){
- // 根据信号执行交易操作
- TradeRequestParam tradeRequestParam = new TradeRequestParam();
-
- String posSide = tradingOrderOpen1M.getPosSide();
- tradeRequestParam.setPosSide(posSide);
- String currentPrice = String.valueOf(closePx);
- tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);
-
- String side = tradingOrderOpen1M.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);
+ if (ObjectUtil.isNotEmpty(tradingOrderOpenOpen)){
+ 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);
}
}
}
@@ -406,6 +386,80 @@
} 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) {
@@ -425,16 +479,19 @@
for (String[] s : klinesList) {
// 确保数组有足够的元素
if (s != null && s.length >= 9) {
+ String s1 = s[8];
try {
- Kline kline = new Kline();
- kline.setTs(s[0]);
- kline.setO(new BigDecimal(s[1]));
- kline.setH(new BigDecimal(s[2]));
- kline.setL(new BigDecimal(s[3]));
- kline.setC(new BigDecimal(s[4]));
- kline.setVol(new BigDecimal(s[5]));
- kline.setConfirm(s[8]);
- klineList.add(kline);
+ if ("1".equals(s1)){
+ Kline kline = new Kline();
+ kline.setTs(s[0]);
+ kline.setO(new BigDecimal(s[1]));
+ kline.setH(new BigDecimal(s[2]));
+ kline.setL(new BigDecimal(s[3]));
+ kline.setC(new BigDecimal(s[4]));
+ kline.setVol(new BigDecimal(s[5]));
+ kline.setConfirm(s[8]);
+ klineList.add(kline);
+ }
} catch (NumberFormatException e) {
log.error("K线数据转换为BigDecimal失败: {}", Arrays.toString(s), e);
}
--
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