package com.xcong.excoin.modules.okxNewPrice.celue; import cn.hutool.core.util.ObjectUtil; import cn.hutool.core.util.StrUtil; import com.xcong.excoin.modules.okxNewPrice.okxWs.*; import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums; import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.OrderParamEnums; import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild; import com.xcong.excoin.modules.okxNewPrice.wangge.WangGeQueue; import com.xcong.excoin.modules.okxNewPrice.wangge.WangGeService; import com.xcong.excoin.rabbit.pricequeue.AscBigDecimal; import com.xcong.excoin.rabbit.pricequeue.DescBigDecimal; import com.xcong.excoin.utils.RedisUtils; import lombok.RequiredArgsConstructor; import lombok.extern.slf4j.Slf4j; import org.springframework.stereotype.Service; import java.math.BigDecimal; import java.math.RoundingMode; import java.util.concurrent.PriorityBlockingQueue; /** * 操作服务实现类,用于处理与交易相关的逻辑操作。 * 包括根据市场行情判断是否进行加仓或减仓,并维护相关价格队列。 * * @author Administrator */ @Slf4j @Service @RequiredArgsConstructor public class CaoZuoServiceImpl implements CaoZuoService { private final WangGeService wangGeService; /** * 执行主要的操作逻辑,包括读取合约状态、获取市场价格信息, * 并根据当前持仓均价和标记价格决定是否执行买卖操作。 * * @return 返回操作类型字符串(如买入BUY、卖出SELL等),如果无有效操作则返回null */ @Override public String caoZuo(String accountName) { log.info("开始执行操作CaoZuoServiceImpl......"); String accountReadyState = AccountWs.getAccountMap(accountName).get(CoinEnums.READY_STATE.name()); if (!CoinEnums.READY_STATE_YES.getCode().equals(accountReadyState)) { log.info("账户通道未就绪,取消发送"); return null; } BigDecimal positionsReadyState = PositionsWs.getAccountMap(accountName).get(CoinEnums.READY_STATE.name()) == null ? BigDecimal.ZERO : PositionsWs.getAccountMap(accountName).get(CoinEnums.READY_STATE.name()); if (WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_YES.getCode()).compareTo(positionsReadyState) != 0) { log.info("仓位通道未就绪,取消发送"); return null; } // 系统设置的开关,等于冷静中,则代表不开仓 String outStr = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.OUT.name()); if (OrderParamEnums.OUT_YES.getValue().equals(outStr)){ log.error("冷静中,不允许下单......"); return null; } BigDecimal cashBal = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get("cashBal")); // 判断账户余额是否充足 if (cashBal.compareTo(BigDecimal.ZERO) <= 0){ log.error("账户没有钱,请充值......"); return null; } /** * 判断止损抗压 */ // 实际亏损金额 BigDecimal realKuiSunAmount = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get("upl")); log.info("未实现盈亏: {}", 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()); return OrderParamEnums.OUT.getValue(); } // 判断抗压 if (realKuiSunAmount.compareTo(kangYaAmount) > 0 && realKuiSunAmount.compareTo(zhiSunAmount) <= 0){ log.error("账户紧张扛仓......"); return OrderParamEnums.HOLDING.getValue(); } } if (PositionsWs.getAccountMap(accountName).get("pos") == null){ log.error("没有获取到持仓信息,等待初始化......"); return null; } BigDecimal pos = PositionsWs.getAccountMap(accountName).get("pos"); if (BigDecimal.ZERO.compareTo( pos) >= 0) { log.error("持仓数量为零,进行初始化订单"); return OrderParamEnums.INIT.getValue(); } // 判断是否保证金超标 if (PositionsWs.getAccountMap(accountName).get("imr") == null){ log.error("没有获取到持仓信息,等待初始化......"); return null; } BigDecimal ordFrozImr = PositionsWs.getAccountMap(accountName).get("imr"); BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get(CoinEnums.TOTAL_ORDER_USDT.name())); if (ordFrozImr.compareTo(totalOrderUsdt) >= 0){ log.error("已满仓......"); return OrderParamEnums.HOLDING.getValue(); } try { // 获取标记价格和平均持仓价格 BigDecimal markPx = PositionsWs.getAccountMap(accountName).get("markPx"); BigDecimal avgPx = PositionsWs.getAccountMap(accountName).get("avgPx"); log.info("开仓价格: {}, 当前价格:{},匹配队列中......", avgPx, markPx); // 初始化网格队列 PriorityBlockingQueue queueAsc = WangGeQueue.getQueueAsc(); PriorityBlockingQueue queueKaiCang = wangGeService.initKaiCang(avgPx, queueAsc); PriorityBlockingQueue queuePingCang = wangGeService.initPingCang(avgPx, queueAsc); // 处理订单价格在队列中的情况 String orderPrice = OrderInfoWs.getAccountMap(accountName).get("orderPrice"); handleOrderPriceInQueues(orderPrice, queueKaiCang, queuePingCang); // 判断是加仓还是减仓 if (avgPx.compareTo(markPx) > 0) { log.info("开始加仓..."); if (queueKaiCang.isEmpty()) { // 队列为空 // log.info("开始加仓,但是超出了网格设置..."); return OrderParamEnums.HOLDING.getValue(); } DescBigDecimal kaiCang = queueKaiCang.peek(); if (kaiCang != null && markPx.compareTo(kaiCang.getValue()) <= 0 && avgPx.compareTo(kaiCang.getValue()) >= 0) { log.info("开始加仓...开仓队列价格大于当前价格{}>{}", kaiCang.getValue(), markPx); WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx)); boolean buyCntTimeFlag = buyCntTimeEvent(accountName, avgPx, markPx); if (buyCntTimeFlag){ log.info("加仓参数准备成功......"); return OrderParamEnums.BUY.getValue(); }else{ log.error("加仓参数准备失败......"); return null; } } else { log.info("未触发加仓......,等待"); return OrderParamEnums.HOLDING.getValue(); } } else if (avgPx.compareTo(markPx) < 0) { log.info("开始减仓..."); if (queuePingCang.isEmpty()) { // 队列为空 log.info("开始减仓,但是超出了网格设置..."); return OrderParamEnums.HOLDING.getValue(); } AscBigDecimal pingCang = queuePingCang.peek(); if (pingCang != null && markPx.compareTo(pingCang.getValue()) >= 0 && avgPx.compareTo(pingCang.getValue()) < 0) { log.info("开始减仓...平仓队列价格小于当前价格{}<={}", pingCang.getValue(), markPx); // 手续费 BigDecimal feeValue = PositionsWs.getAccountMap(accountName).get("fee").multiply(new BigDecimal("2")); //未实现收益 BigDecimal uplValue = PositionsWs.getAccountMap(accountName).get("upl"); //已实现收益 BigDecimal realizedPnlValue = PositionsWs.getAccountMap(accountName).get("realizedPnl"); realizedPnlValue = realizedPnlValue.add(feeValue); //持仓保证金 BigDecimal imr = PositionsWs.getAccountMap(accountName).get("imr"); String pingCangImr = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.PING_CANG_SHOUYI.name()); BigDecimal imrValue = imr.multiply(new BigDecimal(pingCangImr)); if (realizedPnlValue.compareTo(BigDecimal.ZERO) <= 0) { BigDecimal realizedPnlValueZheng = realizedPnlValue.multiply(new BigDecimal("-1")); if (uplValue.compareTo(realizedPnlValue) > 0 && uplValue.compareTo(imrValue.add(realizedPnlValueZheng)) >= 0) { log.info("当前未实现盈亏:{}大于预计收益>{},赚钱咯", uplValue, imrValue.add(realizedPnlValueZheng)); WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx)); return OrderParamEnums.SELL.getValue(); }else{ log.info("当前未实现盈亏:{}没有大于预计收益>{},钱在路上了", uplValue, imrValue.add(realizedPnlValueZheng)); return OrderParamEnums.HOLDING.getValue(); } }else { if (uplValue.compareTo(imrValue.add(feeValue)) >= 0) { WsMapBuild.saveStringToMap(OrderInfoWs.getAccountMap(accountName), "orderPrice", String.valueOf(markPx)); log.info("当前未实现盈亏:{}大于预计收益>{},赚钱咯", uplValue, imrValue.add(feeValue)); return OrderParamEnums.SELL.getValue(); }else{ log.info("当前未实现盈亏:{}没有大于预计收益>{},钱在路上了", uplValue, imrValue.add(feeValue)); return OrderParamEnums.HOLDING.getValue(); } } } else { log.info("未触发减仓......,等待"); } } else { log.info("价格波动较小......,等待"); } return null; } catch (NumberFormatException e) { log.error("解析价格失败,请检查Redis中的值是否合法", e); return null; } } private boolean buyCntTimeEvent(String accountName, BigDecimal avgPx, BigDecimal markPx){ //判断当前价格和开仓价格直接间隔除以间距,取整,获取的数量是否大于等于0,如果大于0,则下单基础张数*倍数 String buyCntTime = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_TIME.name()); BigDecimal subtract = avgPx.subtract(markPx); BigDecimal divide = subtract.divide(new BigDecimal(buyCntTime), 0, RoundingMode.DOWN); if (divide.compareTo(BigDecimal.ZERO) <= 0){ log.warn("加仓次数间隔时间小于0,不加仓"); return false; } return WsMapBuild.saveStringToMap(TradeOrderWs.getAccountMap(accountName), "buyCntTime",String.valueOf(divide)); } /** * 根据订单价格更新开仓和平仓队列的内容。 * 若该价格不在对应队列中则加入;若已存在,则从队列中移除。 * * @param orderPrice 订单价格 * @param queueKaiCang 开仓价格优先队列(降序) * @param queuePingCang 平仓价格优先队列(升序) */ private void handleOrderPriceInQueues(String orderPrice, PriorityBlockingQueue queueKaiCang, PriorityBlockingQueue queuePingCang) { if (orderPrice == null) { return; } log.info("需要移除的价格: {}", orderPrice); BigDecimal priceDecimal; try { priceDecimal = new BigDecimal(orderPrice); } catch (NumberFormatException ex) { log.warn("无效的价格格式: {}", orderPrice); return; } // 删除比该价格大的数据 queueKaiCang.removeIf(item -> item.getValue().compareTo(priceDecimal) >= 0); // 打印开仓队列 // StringBuilder kaiCangStr = new StringBuilder(); // kaiCangStr.append("开仓队列: ["); // boolean first = true; // for (DescBigDecimal item : queueKaiCang) { // if (!first) { // kaiCangStr.append(", "); // } // kaiCangStr.append(item.getValue()); // first = false; // } // kaiCangStr.append("]"); // log.info(kaiCangStr.toString()); // 删除比该价格小的数据 queuePingCang.removeIf(item -> item.getValue().compareTo(priceDecimal) <= 0); // 打印平仓队列 // StringBuilder pingCangStr = new StringBuilder(); // pingCangStr.append("平仓队列: ["); // first = true; // for (AscBigDecimal item : queuePingCang) { // if (!first) { // pingCangStr.append(", "); // } // pingCangStr.append(item.getValue()); // first = false; // } // pingCangStr.append("]"); // log.info(pingCangStr.toString()); } }