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/okxWs/PositionsWs.java | 87 +++++++++++++++++++++++++++++++++++--------
1 files changed, 70 insertions(+), 17 deletions(-)
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 3b08fde..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
@@ -3,6 +3,10 @@
import com.alibaba.fastjson.JSONArray;
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;
@@ -10,6 +14,9 @@
import org.java_websocket.client.WebSocketClient;
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;
@@ -41,36 +48,41 @@
String connId = MallUtils.getOrderNum(POSITIONSWS_CHANNEL);
JSONObject jsonObject = WsParamBuild.buildJsonObject(connId, option, argsArray);
webSocketClient.send(jsonObject.toJSONString());
-// log.info("发送持仓频道频道:{}", option);
+ log.info("发送持仓频道频道:{}", option);
} catch (Exception e) {
log.error("订阅持仓频道频道构建失败", e);
}
}
- public static void initEvent(JSONObject response, String accountName) {
-// log.info("订阅成功,数据初始化: {}", response.getJSONObject("arg"));
- JSONObject arg = response.getJSONObject("arg");
- initParam(arg, accountName);
+ public static String initAccountName(String accountName, String posSide) {
+ return accountName+"_"+ posSide;
}
- public static void handleEvent(JSONObject response, String accountName) {
+ public static void initEvent(JSONObject response, String accountName) {
+ log.info("订阅成功,数据初始化: {}", response.getJSONObject("arg"));
+ JSONObject arg = response.getJSONObject("arg");
+ initParam(arg, accountName,CoinEnums.POSSIDE_LONG.getCode());
+ initParam(arg, accountName,CoinEnums.POSSIDE_SHORT.getCode());
+ }
+
+ public static List<TradeRequestParam> handleEvent(JSONObject response, String accountName) {
-// log.info("开始执行PositionsWs......");
+ log.info("开始执行PositionsWs......");
try {
JSONArray dataArray = response.getJSONArray("data");
if (dataArray == null || dataArray.isEmpty()) {
-// log.info("账户持仓频道数据为空,已当前价买入，并且初始化网格");
- JSONObject posData = new JSONObject();
- initParam(posData, accountName);
- return;
+ log.info("账户持仓频道数据为空,等待更新");
+ return null;
}
+
+ List<TradeRequestParam> tradeRequestParamList = new ArrayList<>();
for (int i = 0; i < dataArray.size(); i++) {
JSONObject posData = dataArray.getJSONObject(i);
String instId = posData.getString("instId");
if (CoinEnums.HE_YUE.getCode().equals(instId)) {
-// log.info("查询到账户{}持仓数据",CoinEnums.HE_YUE.getCode());
+ log.info("查询到账户{}持仓数据",CoinEnums.HE_YUE.getCode());
String mgnMode = posData.getString("mgnMode");
String posSide = posData.getString("posSide");
String pos = posData.getString("pos");
@@ -98,23 +110,58 @@
+ "维持保证金率: {}, 维持保证金: {}, 以美金价值为单位的持仓数量: {}, 占用保证金的币种: {}, "
+ "最新成交价: {}, 最新指数价格: {}, 盈亏平衡价: {}, 已实现收益: {}, 累计已结算收益: {}"
+ "最新标记价格: {},累计手续费: {},累计持仓费: {},",
- accountName, instId, mgnMode, posSide, pos, avgPx,
+ initAccountName(accountName, posSide), instId, mgnMode, posSide, pos, avgPx,
upl, uplRatio, lever, liqPx, imr,
mgnRatio, mmr, notionalUsd, ccy,
last, idxPx, bePx, realizedPnl, settledPnl,
markPx,fee,fundingFee
);
+ //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));
+ }
- initParam(posData, accountName);
+
+ 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) {
- Map<String, BigDecimal> accountMap = getAccountMap(accountName);
+ 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")));
WsMapBuild.saveBigDecimalToMap(accountMap, "pos", WsMapBuild.parseBigDecimalSafe(posData.getString("pos")));
WsMapBuild.saveBigDecimalToMap(accountMap, "upl", WsMapBuild.parseBigDecimalSafe(posData.getString("upl")));
@@ -126,6 +173,12 @@
WsMapBuild.saveBigDecimalToMap(accountMap, "fee", WsMapBuild.parseBigDecimalSafe(posData.getString("fee")));
WsMapBuild.saveBigDecimalToMap(accountMap, "fundingFee", WsMapBuild.parseBigDecimalSafe(posData.getString("fundingFee")));
- WsMapBuild.saveBigDecimalToMap(accountMap, CoinEnums.READY_STATE.name(), WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_YES.getCode()));
+ BigDecimal ordFrozImr = PositionsWs.getAccountMap(accountNamePositons).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){
+ WsMapBuild.saveBigDecimalToMap(accountMap, CoinEnums.READY_STATE.name(), WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_YES.getCode()));
+ }
+ return accountMap;
}
}
--
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