From f2c1b2853b2f0d0a0efb95a9c8df95ec1da908ad Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Wed, 07 Jan 2026 11:13:36 +0800
Subject: [PATCH] fix(trading): 修复交易系统中的计算错误和日志级别问题
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxWebSocketClientManager.java | 2
src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/enums/CoinEnums.java | 4
src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/wanggeList/WangGeListEnum.java | 15 ++-
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java | 25 ++++-
src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java | 35 +++---
src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/PositionsWs.java | 51 +++++++++
src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoService.java | 2
src/main/resources/logback-spring.xml | 2
src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/TradeOrderWs.java | 80 ++++++++++++++++
src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/AccountWs.java | 1
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxNewPriceWebSocketClient.java | 17 ---
src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/enums/ExchangeInfoEnum.java | 14 +-
src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/wanggeList/WangGeListServiceImpl.java | 4
13 files changed, 188 insertions(+), 64 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxNewPriceWebSocketClient.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxNewPriceWebSocketClient.java
index 99e2ffc..ef8b749 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxNewPriceWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxNewPriceWebSocketClient.java
@@ -312,23 +312,6 @@
for (OkxQuantWebSocketClient client : clientManager.getAllClients()) {
String accountName = client.getAccountName();
if (accountName != null) {
- /**
- * 处理历史网格的订单
- * 根据历史网格的开单方向，是否需要止损处理
- * 如果方向一致就不需要处理
- * 如果不一致则需要处理
- */
- String fangXiang = gridByPriceNew.getFang_xiang();
- String fangXiangOld = CoinEnums.POSSIDE_LONG.getCode().equals(fangXiang) ? CoinEnums.POSSIDE_SHORT.getCode() : CoinEnums.POSSIDE_LONG.getCode();
- if (!fangXiang.equals(fangXiangOld)){
- log.info("历史网格方向为：{}", fangXiangOld);
- TradeRequestParam tradeRequestParamOld = caoZuoService.caoZuoZhiSunEvent(accountName, markPx, fangXiangOld);
- TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParamOld);
- }
-
- /**
- * 处理当前网格的订单，触发量化操作
- */
log.info("当前价格{}属于网格: {}-{}({}-{})", markPx, gridByPriceNew.getName(),gridByPriceNew.getFang_xiang(), gridByPriceNew.getJiage_xiaxian(), gridByPriceNew.getJiage_shangxian());
wangGeListService.initWangGe(markPx);
TradeRequestParam tradeRequestParam = caoZuoService.caoZuoHandler(accountName, markPx, gridByPriceNew.getFang_xiang());
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java
index 3324b87..3a37a34 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java
@@ -1,11 +1,13 @@
package com.xcong.excoin.modules.okxNewPrice;
+import cn.hutool.core.collection.CollUtil;
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONObject;
import com.xcong.excoin.modules.okxNewPrice.celue.CaoZuoService;
import com.xcong.excoin.modules.okxNewPrice.okxWs.*;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.ExchangeInfoEnum;
import com.xcong.excoin.modules.okxNewPrice.okxWs.param.TradeRequestParam;
+import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListService;
import com.xcong.excoin.modules.okxNewPrice.utils.SSLConfig;
import com.xcong.excoin.modules.okxNewPrice.wangge.WangGeService;
import com.xcong.excoin.utils.RedisUtils;
@@ -20,6 +22,7 @@
import javax.annotation.PreDestroy;
import java.net.URI;
import java.net.URISyntaxException;
+import java.util.List;
import java.util.concurrent.*;
import java.util.concurrent.atomic.AtomicBoolean;
import java.util.concurrent.atomic.AtomicReference;
@@ -34,6 +37,9 @@
public class OkxQuantWebSocketClient {
private final RedisUtils redisUtils;
private final ExchangeInfoEnum account;
+
+ private final CaoZuoService caoZuoService;
+ private final WangGeListService wangGeListService;
private WebSocketClient webSocketClient;
private ScheduledExecutorService heartbeatExecutor;
@@ -60,10 +66,16 @@
return account.name();
}
- public OkxQuantWebSocketClient(ExchangeInfoEnum account,
- RedisUtils redisUtils) {
+ public OkxQuantWebSocketClient(
+ ExchangeInfoEnum account,
+ RedisUtils redisUtils,
+ CaoZuoService caoZuoService,
+ WangGeListService wangGeListService
+ ) {
this.account = account;
this.redisUtils = redisUtils;
+ this.caoZuoService = caoZuoService;
+ this.wangGeListService = wangGeListService;
}
private static final String WS_URL_MONIPAN = "wss://wspap.okx.com:8443/ws/v5/private";
@@ -382,15 +394,18 @@
// 注意：当前实现中，OrderInfoWs等类使用静态Map存储数据
// 这会导致多账号之间的数据冲突。需要进一步修改这些类的设计，让数据存储与特定账号关联
if (OrderInfoWs.ORDERINFOWS_CHANNEL.equals(channel)) {
+
TradeRequestParam tradeRequestParam = OrderInfoWs.handleEvent(response, redisUtils, account.name());
TradeOrderWs.orderZhiYingEvent(webSocketClient, tradeRequestParam);
}else if (AccountWs.ACCOUNTWS_CHANNEL.equals(channel)) {
+
AccountWs.handleEvent(response, account.name());
-// String side = caoZuoService.caoZuo(account.name());
-// TradeOrderWs.orderEvent(webSocketClient, side, account.name());
} else if (PositionsWs.POSITIONSWS_CHANNEL.equals(channel)) {
- PositionsWs.handleEvent(response, account.name());
+
+ List<TradeRequestParam> tradeRequestParams = PositionsWs.handleEvent(response, account.name());
+ TradeOrderWs.orderZhiSunEvent(webSocketClient, tradeRequestParams);
} else if (BalanceAndPositionWs.CHANNEL_NAME.equals(channel)) {
+
BalanceAndPositionWs.handleEvent(response);
}
}
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxWebSocketClientManager.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxWebSocketClientManager.java
index be64554..21b96ab 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxWebSocketClientManager.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxWebSocketClientManager.java
@@ -59,7 +59,7 @@
// 为每个账号创建一个WebSocket客户端实例
for (ExchangeInfoEnum account : accounts) {
try {
- OkxQuantWebSocketClient client = new OkxQuantWebSocketClient(account, redisUtils);
+ OkxQuantWebSocketClient client = new OkxQuantWebSocketClient(account, redisUtils, caoZuoService, wangGeListService);
quantClientMap.put(account.name(), client);
client.init();
log.info("已初始化账号 {} 的WebSocket客户端", account.name());
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoService.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoService.java
index e53aa38..de5e342 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoService.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoService.java
@@ -2,6 +2,8 @@
import com.xcong.excoin.modules.okxNewPrice.okxWs.param.TradeRequestParam;
+import java.util.List;
+
/**
* @author Administrator
*/
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 04808fb..1adb9fd 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
@@ -1,5 +1,6 @@
package com.xcong.excoin.modules.okxNewPrice.celue;
+import cn.hutool.core.collection.CollUtil;
import cn.hutool.core.util.ObjectUtil;
import cn.hutool.core.util.StrUtil;
import com.xcong.excoin.modules.okxNewPrice.okxWs.*;
@@ -20,6 +21,7 @@
import java.math.BigDecimal;
import java.math.RoundingMode;
+import java.util.List;
import java.util.Map;
import java.util.concurrent.PriorityBlockingQueue;
@@ -53,7 +55,6 @@
tradeRequestParam.setPosSide(posSide);
tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
- 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
@@ -70,26 +71,23 @@
* 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){
+ String kangYaPercent = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.KANG_CANG.name());
+ BigDecimal kangYaAmount = cashBal.multiply(new BigDecimal(kangYaPercent));
+ String zhiSunPercent = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.ZHI_SUN.name());
+ BigDecimal zhiSunAmount = cashBal.multiply(new BigDecimal(zhiSunPercent));
+ log.info("实际盈亏金额: {}，预期抗仓金额: {}，预期亏损金额: {}", realKuiSunAmount, kangYaAmount, zhiSunAmount);
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......");
+ log.warn("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......");
+ log.warn("账户紧张扛仓......");
tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
return chooseEvent(tradeRequestParam);
}
@@ -98,27 +96,26 @@
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......");
+ log.warn("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);
+ BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get(CoinEnums.TOTAL_ORDER_USDT.name()));
if (ordFrozImr.compareTo(totalOrderUsdt) >= 0){
- log.error("已满仓......");
+ log.warn("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......");
+ log.warn("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");
+ log.warn("持仓数量为零，进行初始化订单");
return caoZuoInitEvent(accountName, markPx, posSide);
}
@@ -129,7 +126,6 @@
@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
@@ -162,6 +158,7 @@
tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
}
tradeRequestParam.setSz(String.valueOf( pos));
+ log.info("止损订单：{}，方向：{}-{}，数量：{}",clOrdId,posSide, side, pos);
return tradeRequestParam;
}
@@ -221,7 +218,7 @@
@Override
public TradeRequestParam caoZuoLong(TradeRequestParam tradeRequestParam) {
- log.info("开始做{}执行操作CaoZuoServiceImpl......",tradeRequestParam.getPosSide());
+ log.info("开始做{}......",tradeRequestParam.getPosSide());
String accountName = tradeRequestParam.getAccountName();
String markPxStr = tradeRequestParam.getMarkPx();
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/AccountWs.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/AccountWs.java
index 3d5fe77..1ccae82 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/AccountWs.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/AccountWs.java
@@ -141,6 +141,7 @@
String total_order_usdtpecent = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.TOTAL_ORDER_USDTPECENT.name());
BigDecimal total_order_usdt_factor = WsMapBuild.parseBigDecimalSafe(total_order_usdtpecent);
BigDecimal totalOrderUsdt = cashBalDecimal.multiply(total_order_usdt_factor).setScale(2, RoundingMode.DOWN);
+ totalOrderUsdt = totalOrderUsdt.divide(new BigDecimal("2"), RoundingMode.DOWN);
WsMapBuild.saveStringToMap(accountMap, CoinEnums.TOTAL_ORDER_USDT.name(), String.valueOf(totalOrderUsdt));
/**
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/PositionsWs.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/PositionsWs.java
index f1a8d12..afcf78e 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/PositionsWs.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/PositionsWs.java
@@ -4,6 +4,9 @@
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.okxWs.wanggeList.WangGeListService;
import com.xcong.excoin.modules.okxNewPrice.okxpi.MallUtils;
import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild;
import com.xcong.excoin.modules.okxNewPrice.utils.WsParamBuild;
@@ -12,6 +15,8 @@
import java.math.BigDecimal;
import java.math.RoundingMode;
+import java.util.ArrayList;
+import java.util.List;
import java.util.Map;
import java.util.concurrent.ConcurrentHashMap;
@@ -60,7 +65,7 @@
initParam(arg, accountName,CoinEnums.POSSIDE_SHORT.getCode());
}
- public static void handleEvent(JSONObject response, String accountName) {
+ public static List<TradeRequestParam> handleEvent(JSONObject response, String accountName) {
log.info("开始执行PositionsWs......");
@@ -68,8 +73,10 @@
JSONArray dataArray = response.getJSONArray("data");
if (dataArray == null || dataArray.isEmpty()) {
log.info("账户持仓频道数据为空,等待更新");
- return;
+ return null;
}
+
+ List<TradeRequestParam> tradeRequestParamList = new ArrayList<>();
for (int i = 0; i < dataArray.size(); i++) {
JSONObject posData = dataArray.getJSONObject(i);
@@ -109,15 +116,50 @@
last, idxPx, bePx, realizedPnl, settledPnl,
markPx,fee,fundingFee
);
- initParam(posData, accountName,posSide);
+ //先更新缓存
+ Map<String, BigDecimal> stringBigDecimalMap = initParam(posData, accountName, posSide);
+ //构建止损参数
+ if (stringBigDecimalMap.get("pos").compareTo(BigDecimal.ZERO) > 0){
+ TradeRequestParam tradeRequestParam = new TradeRequestParam();
+ // 1. 判断当前价格属于哪个网格
+ WangGeListEnum gridByPriceNew = WangGeListEnum.getGridByPrice(new BigDecimal(avgPx));
+ if (gridByPriceNew != null) {
+ String zhiSunDian = gridByPriceNew.getZhi_sun_dian();
+ String fangXiang = gridByPriceNew.getFang_xiang();
+ BigDecimal fangXiangNow = stringBigDecimalMap.get("posSide");
+ if (fangXiangNow.equals(fangXiang)){
+ tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_LIMIT.getCode());
+ tradeRequestParam.setMarkPx(String.valueOf(zhiSunDian));
+ }else{
+ tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
+ tradeRequestParam.setMarkPx(String.valueOf(markPx));
+ }
+ }else{
+ tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
+ tradeRequestParam.setMarkPx(String.valueOf(markPx));
+ }
+
+
+ tradeRequestParam.setAccountName(accountName);
+ tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
+ tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
+ tradeRequestParam.setPosSide(posSide);
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
+ tradeRequestParam.setSide(CoinEnums.POSSIDE_LONG.getCode().equals(posSide) ? CoinEnums.SIDE_SELL.getCode() : CoinEnums.SIDE_BUY.getCode());
+ tradeRequestParam.setClOrdId(WsParamBuild.getOrderNum(tradeRequestParam.getSide()));
+ tradeRequestParam.setSz(String.valueOf(stringBigDecimalMap.get("pos")));
+ tradeRequestParamList.add(tradeRequestParam);
+ }
}
}
+ return tradeRequestParamList;
} catch (Exception e) {
log.error("处理持仓频道推送数据失败", e);
}
+ return null;
}
- private static void initParam(JSONObject posData, String accountName,String posSide) {
+ private static Map<String, BigDecimal> initParam(JSONObject posData, String accountName,String posSide) {
String accountNamePositons = initAccountName(accountName, posSide);
Map<String, BigDecimal> accountMap = getAccountMap(accountNamePositons);
WsMapBuild.saveBigDecimalToMap(accountMap, "avgPx", WsMapBuild.parseBigDecimalSafe(posData.getString("avgPx")));
@@ -137,5 +179,6 @@
if (ordFrozImr.compareTo(totalOrderUsdt) <= 0){
WsMapBuild.saveBigDecimalToMap(accountMap, CoinEnums.READY_STATE.name(), WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_YES.getCode()));
}
+ return accountMap;
}
}
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/TradeOrderWs.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/TradeOrderWs.java
index 6c1961b..5586822 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/TradeOrderWs.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/TradeOrderWs.java
@@ -1,6 +1,8 @@
package com.xcong.excoin.modules.okxNewPrice.okxWs;
+import cn.hutool.core.collection.CollUtil;
import cn.hutool.core.util.StrUtil;
+import cn.hutool.json.JSONUtil;
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
@@ -12,6 +14,7 @@
import org.java_websocket.client.WebSocketClient;
import java.math.BigDecimal;
+import java.util.List;
import java.util.Map;
import java.util.concurrent.ConcurrentHashMap;
@@ -207,6 +210,83 @@
}
}
+ public static void orderZhiSunEvent(WebSocketClient webSocketClient, List<TradeRequestParam> tradeRequestParams) {
+
+ log.info("开始止损......");
+ if (CollUtil.isEmpty(tradeRequestParams)){
+ log.error("止损下单{}参数缺失，取消发送", JSONUtil.parse(tradeRequestParams));
+ return;
+ }
+ for (TradeRequestParam tradeRequestParam : tradeRequestParams){
+ String accountName = tradeRequestParam.getAccountName();
+ String markPx = tradeRequestParam.getMarkPx();
+ String instId = tradeRequestParam.getInstId();
+ String tdMode = tradeRequestParam.getTdMode();
+ String posSide = tradeRequestParam.getPosSide();
+ String ordType = tradeRequestParam.getOrdType();
+
+ String tradeType = tradeRequestParam.getTradeType();
+
+ String clOrdId = tradeRequestParam.getClOrdId();
+ String side = tradeRequestParam.getSide();
+ String sz = tradeRequestParam.getSz();
+ /**
+ * 校验必要参数
+ * 验证下单参数是否存在空值
+ */
+ if (
+ StrUtil.isBlank(accountName)
+ || StrUtil.isBlank(instId)
+ || StrUtil.isBlank(tdMode)
+ || StrUtil.isBlank(posSide)
+ || StrUtil.isBlank(ordType)
+ || StrUtil.isBlank(clOrdId)
+ || StrUtil.isBlank(side)
+ || StrUtil.isBlank(sz)
+ || StrUtil.isBlank(markPx)
+
+ ){
+ log.error("止损下单参数缺失，取消发送");
+ return;
+ }
+ log.info("止损账户：{}，触发价格：{}，币种：{}，方向：{}，买卖：{}，数量：{}，是否允许下单：{}，编号：{}，",
+ accountName, markPx, instId, posSide,side, sz, tradeType, clOrdId);
+ //验证是否允许下单
+ if (StrUtil.isNotEmpty(tradeType) && OrderParamEnums.TRADE_NO.getValue().equals(tradeType)) {
+ log.error("止损账户{}不允许下单，取消发送", accountName);
+ return;
+ }
+ /**
+ * 检验账户和仓位是否准备就绪
+ * 开多：买入开多（side 填写 buy； posSide 填写 long ）
+ * 开空：卖出开空（side 填写 sell； posSide 填写 short ） 需要检验账户通道是否准备就绪
+ * 平多：卖出平多（side 填写 sell；posSide 填写 long ）
+ * 平空：买入平空（side 填写 buy； posSide 填写 short ） 需要检验仓位通道是否准备就绪
+ */
+ try {
+ JSONArray argsArray = new JSONArray();
+ JSONObject args = new JSONObject();
+ args.put("instId", instId);
+ args.put("tdMode", tdMode);
+ args.put("clOrdId", clOrdId);
+ args.put("side", side);
+
+ args.put("posSide", posSide);
+ args.put("ordType", ordType);
+ args.put("sz", sz);
+ args.put("px", markPx);
+ argsArray.add(args);
+
+ String connId = WsParamBuild.getOrderNum(ORDERWS_CHANNEL);
+ JSONObject jsonObject = WsParamBuild.buildJsonObject(connId, ORDERWS_CHANNEL, argsArray);
+ webSocketClient.send(jsonObject.toJSONString());
+ log.info("止损已发送......");
+ } catch (Exception e) {
+ log.error("下单构建失败", e);
+ }
+ }
+ }
+
/**
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/enums/CoinEnums.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/enums/CoinEnums.java
index 49aab7b..2c0ae65 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/enums/CoinEnums.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/enums/CoinEnums.java
@@ -47,8 +47,8 @@
//下单的总保障金为账户总金额cashBal * TOTAL_ORDER_USDT用来做保证金
TOTAL_ORDER_USDTPECENT("总保证金比例total_order_usdtpecent","0.1"),
TOTAL_ORDER_USDT("总保证金totalOrderUsdt","0"),
- KANG_CANG("抗压比例KANG_CANG","0.9"),
- ZHI_SUN("止损比例ZHI_SUN","0.8"),
+ KANG_CANG("抗压比例KANG_CANG","0.1"),
+ ZHI_SUN("止损比例ZHI_SUN","0.2"),
//每次下单的张数
BUY_CNT("每次开仓的张数buyCnt","0.1"),
BUY_CNT_INIT("每次初始化开仓张数的基础值buyCntInit","0.1"),
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/enums/ExchangeInfoEnum.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/enums/ExchangeInfoEnum.java
index eee3fdf..42a1d83 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/enums/ExchangeInfoEnum.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/enums/ExchangeInfoEnum.java
@@ -13,14 +13,14 @@
* 模拟盘账户1信息
* 存储了模拟盘交易所需的API密钥、秘钥和通过码
*/
- OKX_PRD_xiao("f512673b-2685-4fcb-9bb1-2ae8db745d62",
- "B0C1CC8F39625B41140D93DC25039E33",
- "Aa12345678@",
- true);
-// OKX_UAT_ceshi("ffb4e79f-fcf5-4afb-82c5-2fbb64123f61",
-// "AA06C5ED1D7C7F5AFE6484052E231C55",
+// OKX_PRD_xiao("f512673b-2685-4fcb-9bb1-2ae8db745d62",
+// "B0C1CC8F39625B41140D93DC25039E33",
// "Aa12345678@",
-// false);
+// true);
+ OKX_UAT_ceshi("ffb4e79f-fcf5-4afb-82c5-2fbb64123f61",
+ "AA06C5ED1D7C7F5AFE6484052E231C55",
+ "Aa12345678@",
+ false);
//
// /**
// * 模拟盘账户2信息
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/wanggeList/WangGeListEnum.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/wanggeList/WangGeListEnum.java
index ae0822c..9680933 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/wanggeList/WangGeListEnum.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/wanggeList/WangGeListEnum.java
@@ -11,11 +11,16 @@
*/
@Getter
public enum WangGeListEnum {
- UP_ONE("上层做空", "2", "3500", "3300", "4", "long", "3500"),
- UP("上层做空", "2", "3300", "3000", "4", "short", "3300"),
- CENTER("中间做空", "2", "3000", "2700", "4", "short", "3000"),
- DOWN("下层做空", "2", "2700", "2200", "4", "short", "2700"),
- DOWN_ONE("下层做多", "2", "2200", "1800", "4", "long", "1800");
+// UP_ONE("上层做空", "2", "3500", "3300", "4", "long", "3500"),
+// UP("上层做空", "2", "3300", "3000", "4", "short", "3300"),
+// CENTER("中间做空", "2", "3000", "2700", "4", "short", "3000"),
+// DOWN("下层做空", "2", "2700", "2200", "4", "short", "2700"),
+// DOWN_ONE("下层做多", "2", "2200", "1800", "4", "long", "1800");
+ UP_ONE("上层做long", "2", "3450", "3400", "4", "long", "3380"),
+ UP("上层做short", "2", "3400", "3350", "4", "short", "3420"),
+ CENTER("中间做long", "2", "3350", "3300", "4", "long", "3280"),
+ DOWN("下层做空", "2", "3300", "3250", "4", "short", "3320"),
+ DOWN_ONE("下层做多", "2", "3250", "3200", "4", "long", "3180");
private String name;
private String xiaoshu_weishu;
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/wanggeList/WangGeListServiceImpl.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/wanggeList/WangGeListServiceImpl.java
index 6b3b1d6..17a74be 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/wanggeList/WangGeListServiceImpl.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/wanggeList/WangGeListServiceImpl.java
@@ -28,13 +28,11 @@
*/
@Override
public PriorityBlockingQueue<AscBigDecimal> initWangGe(String markPx) {
- log.info("网格初始化中");
PriorityBlockingQueue<AscBigDecimal> queueAsc = WangGeListQueue.getQueueAsc();
queueAsc.clear();
//获取WangGeListEnum全部网格参数
WangGeListEnum gridByPrice = WangGeListEnum.getGridByPrice(new BigDecimal(markPx));
- log.info("获取的网格参数: {}", gridByPrice);
if (gridByPrice == null){
log.error("没有获取到网格参数......");
return null;
@@ -69,7 +67,7 @@
}
if (queueAsc.isEmpty()) {
- log.info("网格初始化失败");
+ log.error("网格初始化失败");
return null;
}
diff --git a/src/main/resources/logback-spring.xml b/src/main/resources/logback-spring.xml
index da4d449..0d0bf1b 100644
--- a/src/main/resources/logback-spring.xml
+++ b/src/main/resources/logback-spring.xml
@@ -141,7 +141,7 @@
<logger name="java.sql" level="DEBUG" />
</springProfile>
- <root level="error">
+ <root level="info">
<appender-ref ref="CONSOLE" />
<appender-ref ref="DEBUG_FILE" />
<appender-ref ref="INFO_FILE" />
--
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