From ff340aba27d8990386fa788a182c2ace0a4c2ad8 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 05 Jan 2026 14:09:39 +0800
Subject: [PATCH] refactor(indicator): 调整MACD策略默认参数
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxNewPriceWebSocketClient.java | 85 +++++++++++++++++++++++++-----------------
1 files changed, 50 insertions(+), 35 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 f079744..782467e 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxNewPriceWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxNewPriceWebSocketClient.java
@@ -4,19 +4,21 @@
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
import com.xcong.excoin.modules.okxNewPrice.celue.CaoZuoService;
-import com.xcong.excoin.modules.okxNewPrice.OkxWebSocketClientManager;
import com.xcong.excoin.modules.okxNewPrice.okxWs.TradeOrderWs;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
+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.utils.SSLConfig;
-import com.xcong.excoin.rabbit.pricequeue.WebsocketPriceService;
-import com.xcong.excoin.utils.CoinTypeConvert;
import com.xcong.excoin.utils.RedisUtils;
+import java.math.BigDecimal;
import lombok.extern.slf4j.Slf4j;
import org.java_websocket.client.WebSocketClient;
import org.java_websocket.handshake.ServerHandshake;
import java.net.URI;
import java.net.URISyntaxException;
+import java.util.Collection;
import java.util.concurrent.*;
import java.util.concurrent.atomic.AtomicBoolean;
import java.util.concurrent.atomic.AtomicReference;
@@ -32,6 +34,7 @@
private final RedisUtils redisUtils;
private final CaoZuoService caoZuoService;
private final OkxWebSocketClientManager clientManager;
+ private final WangGeListService wangGeListService;
private WebSocketClient webSocketClient;
private ScheduledExecutorService heartbeatExecutor;
@@ -56,10 +59,12 @@
});
public OkxNewPriceWebSocketClient(RedisUtils redisUtils,
- CaoZuoService caoZuoService, OkxWebSocketClientManager clientManager) {
+ CaoZuoService caoZuoService, OkxWebSocketClientManager clientManager,
+ WangGeListService wangGeListService) {
this.redisUtils = redisUtils;
this.caoZuoService = caoZuoService;
this.clientManager = clientManager;
+ this.wangGeListService = wangGeListService;
}
/**
@@ -105,7 +110,7 @@
private static final String WS_URL_MONIPAN = "wss://wspap.okx.com:8443/ws/v5/public";
private static final String WS_URL_SHIPAN = "wss://ws.okx.com:8443/ws/v5/public";
- private static final boolean isAccountType = false;
+ private static final boolean isAccountType = true;
/**
* 建立与 OKX WebSocket 服务器的连接。
@@ -287,42 +292,52 @@
*/
private void triggerQuantOperations(String markPx) {
try {
+ // 1. 判断当前价格属于哪个网格
+ WangGeListEnum gridByPriceNew = WangGeListEnum.getGridByPrice(new BigDecimal(markPx));
+ if (gridByPriceNew == null) {
+ log.error("当前价格{}不在任何网格范围内，无法触发量化操作", markPx);
+ return;
+ }
+ /**
+ * 获取当前网格信息
+ * 根据当前网格的持仓方向获取反方向是否存在持仓
+ * 如果持有，直接止损
+ */
+ 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()) {
- // 由于OkxQuantWebSocketClient没有直接暴露账号名称的方法，我们需要从clientManager中获取
- // 这里可以通过遍历clientMap的方式获取账号名称
- // 或者修改OkxQuantWebSocketClient，添加getAccountName方法
- // 暂时使用这种方式获取账号名称
- String accountName = getAccountNameFromClient(client);
+ String accountName = client.getAccountName();
if (accountName != null) {
- // 调用CaoZuoService的caoZuo方法，触发量化操作
- String side = caoZuoService.caoZuo(accountName);
- TradeOrderWs.orderEvent(client.getWebSocketClient(), side, accountName);
- log.info("价格变化触发量化操作: 账号={}, 价格={}, 操作方向={}", accountName, markPx, side);
+ /**
+ * 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();
+ log.info("历史网格方向为：{}", fangXiangOld);
+ if (!fangXiang.equals(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());
+ TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
+ log.info("价格变化触发量化操作: 账号={}, 价格={}", accountName, markPx);
}
}
} catch (Exception e) {
log.error("触发量化操作失败", e);
- }
- }
-
- /**
- * 从OkxQuantWebSocketClient实例中获取账号名称
- * 由于OkxQuantWebSocketClient没有直接暴露账号名称的方法，这里需要通过反射获取
- * 更好的方式是修改OkxQuantWebSocketClient，添加getAccountName方法
- */
- private String getAccountNameFromClient(OkxQuantWebSocketClient client) {
- try {
- // 通过反射获取account字段的值
- java.lang.reflect.Field accountField = OkxQuantWebSocketClient.class.getDeclaredField("account");
- accountField.setAccessible(true);
- Object account = accountField.get(client);
- // 调用account的name()方法获取账号名称
- java.lang.reflect.Method nameMethod = account.getClass().getMethod("name");
- return (String) nameMethod.invoke(account);
- } catch (Exception e) {
- log.error("获取账号名称失败", e);
- return null;
}
}
@@ -415,7 +430,7 @@
*/
private void reconnectWithBackoff() throws InterruptedException {
int attempt = 0;
- int maxAttempts = 5;
+ int maxAttempts = 3;
long delayMs = 5000;
while (attempt < maxAttempts) {
--
Gitblit v1.9.1