From fe4d5467b8431ef1461bc93e4eba4f9153125da9 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Tue, 06 Jan 2026 17:24:42 +0800
Subject: [PATCH] refactor(okxWs): 优化下单参数构建逻辑
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java | 61 ------------------------------
1 files changed, 1 insertions(+), 60 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 8498bd6..cf5c9fd 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
@@ -357,8 +357,7 @@
// 使用策略分析最新价格数据
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){
+ if (tradingOrderOpenOpen == null){
return;
}
@@ -375,10 +374,6 @@
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);
- }
}
}
}
@@ -386,60 +381,6 @@
} 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) {
--
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