package com.xcong.excoin.modules.okxApi;
import cn.hutool.core.util.StrUtil;
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
import com.xcong.excoin.utils.dingtalk.DingTalkUtils;
import lombok.extern.slf4j.Slf4j;
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.*;
/**
* OKX 网格交易策略引擎 — 多空对冲网格。
*
*
策略原理
* 以空仓基底入场价(shortBaseEntryPrice)为价格基准,向上/向下各生成一个价格网格队列。
* 价格触发网格层级时挂条件单,成交后自动挂止盈单。每笔止盈盈利 = step - minTick。
*
* 与 GateGridTradeService 的关系
* 策略逻辑完全一致,仅 API 层(REST/WS/签名)替换为 OKX 实现。
* GridElement 和 TraderParam 从 gateApi 包复用(交易所无关的数据模型)。
*
* 完整生命周期
*
* init() → startGrid() → WAITING_KLINE
* ↓
* onKline(首根K线) → OPENING → 异步市价双开基底(开多+开空)
* ↓
* onPositionUpdate() → 基底成交 → baseLongOpened && baseShortOpened
* ↓
* tryGenerateQueues()
* ├── generateShortQueue() ← 空仓价格队列(降序,从 shortBaseEntryPrice-step 向下)
* ├── generateLongQueue() ← 多仓价格队列(升序,从 shortBaseEntryPrice+step 向上)
* ├── updateGridElements() ← 构建 GridElement 列表 + TraderParam + 全局索引
* ├── 挂基座止盈单(ID=0 的 long/short takeProfit)
* └── 挂初始条件单(up=-1 多单, down=1 空单)
* ↓
* state = ACTIVE
* ↓
* onKline() → processLongGrid() + processShortGrid()
* ├── 匹配队列元素 → 队列补偿 → 保证金检查
* ├── 首元素方向:挂条件开仓单 → 订单ID + GridElement状态同步
* └── 反向守卫:在 downGrid 位置挂对向单
* ↓
* onAutoOrder() ← orders-algo WS 推送
* ├── 匹配止盈单ID → 清空止盈状态(已成交)
* └── 匹配挂单ID → 挂止盈条件单 → 止盈ID + GridElement状态同步
*
*
* @author Administrator
*/
@Slf4j
public class OkxGridTradeService {
public enum StrategyState {
WAITING_KLINE, OPENING, ACTIVE, STOPPED
}
/** 止盈条件单 order_type:平多仓 */
private static final String ORDER_TYPE_CLOSE_LONG = "plan-close-long-position";
/** 止盈条件单 order_type:平空仓 */
private static final String ORDER_TYPE_CLOSE_SHORT = "plan-close-short-position";
private final OkxConfig config;
private final OkxTradeExecutor executor;
private volatile StrategyState state = StrategyState.WAITING_KLINE;
/** 空仓价格队列,降序排列(大→小),容量 gridQueueSize */
private final List shortPriceQueue = Collections.synchronizedList(new ArrayList<>());
/** 多仓价格队列,升序排列(小→大),容量 gridQueueSize */
private final List longPriceQueue = Collections.synchronizedList(new ArrayList<>());
private final List totalLongPriceQueue = Collections.synchronizedList(new ArrayList<>());
private final List totalShortPriceQueue = Collections.synchronizedList(new ArrayList<>());
/** 当前多仓条件单映射 */
private final Map currentLongOrderIds = Collections.synchronizedMap(new LinkedHashMap<>());
/** 当前空仓条件单映射 */
private final Map currentShortOrderIds = Collections.synchronizedMap(new LinkedHashMap<>());
/** 基底空头入场价 */
private BigDecimal shortBaseEntryPrice;
/** 基底多头入场价 */
private BigDecimal longBaseEntryPrice;
/** 基底多头是否已开 */
private volatile boolean baseLongOpened = false;
/** 基底空头是否已开 */
private volatile boolean baseShortOpened = false;
/** 空头是否活跃 */
private volatile boolean shortActive = false;
/** 多头是否活跃 */
private volatile boolean longActive = false;
/** 多头累计止损张数 */
private volatile int accumulatedLongLossCount = 0;
/** 空头累计止损张数 */
private volatile int accumulatedShortLossCount = 0;
private volatile BigDecimal lastKlinePrice;
private volatile BigDecimal markPrice = BigDecimal.ZERO;
private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
private volatile BigDecimal unrealizedPnl = BigDecimal.ZERO;
private volatile BigDecimal longEntryPrice = BigDecimal.ZERO;
private volatile BigDecimal shortEntryPrice = BigDecimal.ZERO;
private volatile BigDecimal longPositionSize = BigDecimal.ZERO;
private volatile BigDecimal shortPositionSize = BigDecimal.ZERO;
private volatile BigDecimal initialPrincipal = BigDecimal.ZERO;
private volatile OkxKlineWebSocketClient wsClient;
public OkxGridTradeService(OkxConfig config) {
this.config = config;
this.executor = new OkxTradeExecutor(config);
}
// ---- 仓位模式(替代 Gate 的 Position.ModeEnum)----
/** OKX 持仓方向枚举 */
public enum OkxPosMode { LONG, SHORT }
/** 持仓查询结果 */
static class OkxPositionInfo {
String size;
String entryPrice;
}
// ---- 初始化 ----
/**
* 初始化策略环境:获取账户信息 → 切双向持仓 → 清旧条件单 → 平仓 → 设杠杆。
*/
public void init() {
try {
JSONObject account = executorGet("/api/v5/account/balance");
JSONArray dataArr = account.getJSONArray("data");
if (dataArr != null && !dataArr.isEmpty()) {
JSONArray details = dataArr.getJSONObject(0).getJSONArray("details");
if (details != null) {
for (int i = 0; i < details.size(); i++) {
JSONObject currency = details.getJSONObject(i);
if ("USDT".equals(currency.getString("ccy"))) {
this.initialPrincipal = currency.getBigDecimal("eq");
log.info("[OKX] 初始本金(USDT余额): {}", initialPrincipal);
break;
}
}
}
}
// 设置双向持仓模式
JSONObject posModeBody = new JSONObject();
posModeBody.put("posMode", config.getPositionMode());
executorPost("/api/v5/account/set-position-mode", posModeBody.toJSONString());
log.info("[OKX] 持仓模式已设为: {}", config.getPositionMode());
// 设置杠杆
JSONObject levBody = new JSONObject();
levBody.put("instId", config.getContract());
levBody.put("lever", config.getLeverage());
levBody.put("mgnMode", config.getMarginMode());
executorPost("/api/v5/account/set-leverage", levBody.toJSONString());
log.info("[OKX] 杠杆已设为: {}x {}", config.getLeverage(), config.getMarginMode());
executor.cancelAllPriceTriggeredOrders();
log.info("[OKX] 旧条件单已清除");
closeExistingPositions();
log.info("[OKX] 初始化完成");
} catch (Exception e) {
log.error("[OKX] 初始化失败", e);
}
}
/**
* 平掉当前合约的所有已有仓位。
*/
private void closeExistingPositions() {
try {
JSONObject resp = executorGet("/api/v5/account/positions?instType=SWAP");
JSONArray data = resp.getJSONArray("data");
if (data == null || data.isEmpty()) {
log.info("[OKX] 无已有仓位");
return;
}
for (int i = 0; i < data.size(); i++) {
JSONObject pos = data.getJSONObject(i);
String instId = pos.getString("instId");
if (instId == null || !instId.equals(config.getContract())) {
continue;
}
String posVal = pos.getString("pos");
if (posVal == null || "0".equals(posVal)) {
continue;
}
String posSide = pos.getString("posSide");
String side = "long".equals(posSide) ? "sell" : "buy";
JSONObject body = new JSONObject();
body.put("instId", config.getContract());
body.put("tdMode", "cross");
body.put("side", side);
body.put("posSide", posSide);
body.put("ordType", "market");
body.put("sz", posVal);
executorPost("/api/v5/trade/order", body.toJSONString());
log.info("[OKX] 平已有仓位, posSide:{}, sz:{}", posSide, posVal);
}
} catch (Exception e) {
log.warn("[OKX] 平仓位异常", e);
}
}
// ---- 启动/停止 ----
public void startGrid() {
if (state != StrategyState.WAITING_KLINE && state != StrategyState.STOPPED) {
log.warn("[OKX] 策略已在运行中, state:{}", state);
return;
}
state = StrategyState.WAITING_KLINE;
cumulativePnl = BigDecimal.ZERO;
unrealizedPnl = BigDecimal.ZERO;
markPrice = BigDecimal.ZERO;
longEntryPrice = BigDecimal.ZERO;
shortEntryPrice = BigDecimal.ZERO;
longPositionSize = BigDecimal.ZERO;
shortPositionSize = BigDecimal.ZERO;
baseLongOpened = false;
baseShortOpened = false;
longActive = false;
shortActive = false;
accumulatedLongLossCount = 0;
accumulatedShortLossCount = 0;
shortPriceQueue.clear();
longPriceQueue.clear();
totalShortPriceQueue.clear();
totalLongPriceQueue.clear();
currentLongOrderIds.clear();
currentShortOrderIds.clear();
refreshInitialPrincipal();
log.info("[OKX] 网格策略已启动, 当前本金: {} USDT", initialPrincipal);
}
private void refreshInitialPrincipal() {
try {
JSONObject account = executorGet("/api/v5/account/balance");
JSONArray dataArr = account.getJSONArray("data");
if (dataArr != null && !dataArr.isEmpty()) {
JSONArray details = dataArr.getJSONObject(0).getJSONArray("details");
if (details != null) {
for (int i = 0; i < details.size(); i++) {
JSONObject currency = details.getJSONObject(i);
if ("USDT".equals(currency.getString("ccy"))) {
this.initialPrincipal = currency.getBigDecimal("eq");
break;
}
}
}
}
} catch (Exception e) {
log.warn("[OKX] 获取初始化本金失败,使用旧值: {}", initialPrincipal);
}
}
public void stopGrid() {
state = StrategyState.STOPPED;
executor.cancelAllPriceTriggeredOrders();
closeExistingPositions();
executor.shutdown();
log.info("[OKX] 策略已停止, 累计盈亏: {}", cumulativePnl);
}
// ---- K线回调 ----
public void onKline(BigDecimal closePrice) {
lastKlinePrice = closePrice;
if (state == StrategyState.WAITING_KLINE) {
if (wsClient == null || !wsClient.areAllSubscribed()) {
return;
}
state = StrategyState.OPENING;
String size = config.getBaseQuantity();
log.info("[OKX] 首根K线到达,开基底仓位 多空各{}张...", size);
executor.openLong(size, (orderId) -> {
TraderParam baseLongTp = TraderParam.builder()
.entryOrderId(orderId)
.build();
config.setBaseLongTraderParam(baseLongTp);
}, null);
executor.openShort(size, (orderId) -> {
TraderParam baseShortTp = TraderParam.builder()
.entryOrderId(orderId)
.build();
config.setBaseShortTraderParam(baseShortTp);
}, null);
return;
}
if (state == StrategyState.ACTIVE &&
!longActive &&
longPositionSize.compareTo(BigDecimal.ZERO) == 0) {
processShortGrid(closePrice);
}
if (state == StrategyState.ACTIVE &&
!shortActive &&
shortPositionSize.compareTo(BigDecimal.ZERO) == 0) {
processLongGrid(closePrice);
}
}
// ---- 仓位推送回调 ----
/**
* 仓位推送回调。由 PositionsOkxChannelHandler 调用。
* direction 使用 TraderParam.Direction:LONG 表示多头,SHORT 表示空头。
*/
public void onPositionUpdate(String contract, TraderParam.Direction direction, BigDecimal size,
BigDecimal entryPrice) {
if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
return;
}
boolean hasPosition = size.abs().compareTo(BigDecimal.ZERO) > 0;
boolean isLong = (direction == TraderParam.Direction.LONG);
if (state == StrategyState.OPENING) {
if (isLong && hasPosition && !baseLongOpened) {
longActive = true;
longPositionSize = size;
longEntryPrice = entryPrice;
longBaseEntryPrice = entryPrice;
baseLongOpened = true;
log.info("[OKX] 基底多成交价: {}", longBaseEntryPrice);
tryGenerateQueues();
} else if (!isLong && hasPosition && !baseShortOpened) {
shortActive = true;
shortPositionSize = size.abs();
shortEntryPrice = entryPrice;
shortBaseEntryPrice = entryPrice;
baseShortOpened = true;
log.info("[OKX] 基底空成交价: {}", shortBaseEntryPrice);
tryGenerateQueues();
}
}
if (state == StrategyState.ACTIVE) {
if (isLong) {
if (hasPosition) {
longActive = true;
longPositionSize = size;
longEntryPrice = entryPrice;
} else {
log.info("[OKX-0]多仓归零: {}", shortBaseEntryPrice);
longActive = false;
longPositionSize = BigDecimal.ZERO;
longEntryPrice = BigDecimal.ZERO;
}
} else {
if (hasPosition) {
shortActive = true;
shortPositionSize = size.abs();
shortEntryPrice = entryPrice;
} else {
log.info("[OKX-0]空仓归零: {}", shortBaseEntryPrice);
shortActive = false;
shortPositionSize = BigDecimal.ZERO;
shortEntryPrice = BigDecimal.ZERO;
}
}
}
if (state == StrategyState.ACTIVE && !shortActive && !longActive) {
executor.cancelAllPriceTriggeredOrders();
closeExistingPositions();
state = StrategyState.STOPPED;
executor.submitTask(() -> {
try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
startGrid();
});
log.info("[OKX] 重置策略");
}
}
// ---- 平仓推送回调 ----
/**
* 平仓盈亏累加(OKX 目前没有独立的 position_closes 频道,
* 盈亏信息可从 orders 频道或 REST API 获取,这里保留接口以备将来使用)。
*/
public void onPositionClose(String contract, String side, BigDecimal pnl) {
if (state == StrategyState.STOPPED) {
return;
}
cumulativePnl = cumulativePnl.add(pnl);
updateUnrealizedPnl();
BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl);
log.info("[OKX] 已实现:{}, 未实现:{}, 合计:{}",
cumulativePnl, unrealizedPnl, totalPnl);
if (totalPnl.compareTo(config.getMaxLoss().negate()) <= 0) {
String logMessage = StrUtil.format("[OKX] 已达亏损风险值(合计{}), 已实现:{}, 未实现:{}",
totalPnl, cumulativePnl, unrealizedPnl);
log.info(logMessage);
DingTalkUtils.getDefault().sendActionCard("风险提醒", logMessage, config.getApiKey(), "");
}
}
// ---- 自动订单(条件单)状态变更回调 ----
/**
* 自动订单状态变更回调。由 OrderAlgoOkxChannelHandler 调用。
*/
public void onAutoOrder(String orderId, String status, String reason, String orderType, String tradeId) {
if (state == StrategyState.STOPPED) {
return;
}
log.info("[OKX] 条件单状态变更, id:{}, status:{}, reason:{}, order_type:{}",
orderId, status, reason, orderType);
if (!"finished".equals(status)) {
return;
}
// 多仓止盈触发
GridElement longTpElem = GridElement.findByLongTakeProfitOrderId(orderId);
if (longTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
longTakeProfitTraderIdParam(longTpElem, null, false);
log.info("[OKX] 多仓止盈触发 gridId:{}, orderId:{}", longTpElem.getId(), orderId);
cancelFarthestLongStopLoss();
checkLastTakeProfitAndRestart();
return;
}
// 空仓止盈触发
GridElement shortTpElem = GridElement.findByShortTakeProfitOrderId(orderId);
if (shortTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
shortTakeProfitTraderIdParam(shortTpElem, null, false);
log.info("[OKX] 空仓止盈触发 gridId:{}, orderId:{}", shortTpElem.getId(), orderId);
cancelFarthestShortStopLoss();
checkLastTakeProfitAndRestart();
return;
}
// 多仓止损触发
GridElement longStopLossElem = GridElement.findByLongStopLossOrderId(orderId);
if (longStopLossElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
handleLongStopLossTriggered(longStopLossElem);
return;
}
// 空仓止损触发
GridElement shortStopLossElem = GridElement.findByShortStopLossOrderId(orderId);
if (shortStopLossElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
handleShortStopLossTriggered(shortStopLossElem);
return;
}
// 空仓挂单成交
GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
if (shortGridElement != null) {
if (shortGridElement.isHasShortOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
shortEntryTraderIdParam(shortGridElement, null, false);
cancelAllShortTakeProfitsAndStopLosses();
int posSize = queryPositionSize(OkxPosMode.SHORT);
extendShortStopLoss(posSize, shortGridElement.getId());
accumulatedShortLossCount = 0;
log.info("[OKX] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
BigDecimal shortBaseQty = new BigDecimal(config.getBaseQuantity());
BigDecimal shortGridQty = new BigDecimal(config.getQuantity());
if (BigDecimal.valueOf(posSize).compareTo(shortBaseQty) > 0) {
BigDecimal shortExcess = BigDecimal.valueOf(posSize).subtract(shortBaseQty);
int shortExcessCount = shortExcess.divide(shortGridQty, 0, RoundingMode.DOWN).intValue();
for (int i = 0; i < shortExcessCount; i++) {
int tpGridId = shortGridElement.getId() - 2 - i;
if (i > 0) { tpGridId = tpGridId - 1; }
GridElement tpElem = GridElement.findById(tpGridId);
if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
continue;
}
BigDecimal tpPrice = tpElem.getGridPrice();
int finalTpGridId = tpGridId;
executor.placeTakeProfit(
tpPrice,
"close_short",
config.getQuantity(),
profitId -> {
shortTakeProfitTraderIdParam(tpElem, profitId, true);
log.info("[OKX] 空仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
finalTpGridId, tpPrice, profitId);
}
);
}
}
}
}
// 多仓挂单成交
GridElement longGridElement = GridElement.findByLongOrderId(orderId);
if (longGridElement != null) {
if (longGridElement.isHasLongOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
longEntryTraderIdParam(longGridElement, null, false);
cancelAllLongTakeProfitsAndStopLosses();
int posSize = queryPositionSize(OkxPosMode.LONG);
extendLongStopLoss(posSize, longGridElement.getId());
accumulatedLongLossCount = 0;
log.info("[OKX] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
BigDecimal longBaseQty = new BigDecimal(config.getBaseQuantity());
BigDecimal longGridQty = new BigDecimal(config.getQuantity());
if (BigDecimal.valueOf(posSize).compareTo(longBaseQty) > 0) {
BigDecimal longExcess = BigDecimal.valueOf(posSize).subtract(longBaseQty);
int longExcessCount = longExcess.divide(longGridQty, 0, RoundingMode.DOWN).intValue();
for (int i = 0; i < longExcessCount; i++) {
int tpGridId = longGridElement.getId() + 2 + i;
if (i > 0) { tpGridId = tpGridId + 1; }
GridElement tpElem = GridElement.findById(tpGridId);
if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) {
continue;
}
BigDecimal tpPrice = tpElem.getGridPrice();
int finalTpGridId = tpGridId;
executor.placeTakeProfit(
tpPrice,
"close_long",
config.getQuantity(),
profitId -> {
longTakeProfitTraderIdParam(tpElem, profitId, true);
log.info("[OKX] 多仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
finalTpGridId, tpPrice, profitId);
}
);
}
}
}
}
}
// ========== REST 查询辅助 ==========
private int queryPositionSize(OkxPosMode mode) {
OkxPositionInfo p = queryPosition(mode);
if (p != null) {
return new BigDecimal(p.size).abs().intValue();
}
return 0;
}
private BigDecimal queryEntryPrice(OkxPosMode mode) {
OkxPositionInfo p = queryPosition(mode);
if (p != null && p.entryPrice != null) {
return new BigDecimal(p.entryPrice);
}
return BigDecimal.ZERO;
}
private OkxPositionInfo queryPosition(OkxPosMode mode) {
try {
JSONObject resp = executorGet("/api/v5/account/positions?instType=SWAP");
JSONArray data = resp.getJSONArray("data");
if (data != null) {
for (int i = 0; i < data.size(); i++) {
JSONObject p = data.getJSONObject(i);
if (config.getContract().equals(p.getString("instId"))
&& mode.name().toLowerCase().equals(p.getString("posSide"))) {
OkxPositionInfo info = new OkxPositionInfo();
info.size = p.getString("pos");
info.entryPrice = p.getString("avgPx");
return info;
}
}
}
} catch (Exception e) {
log.warn("[OKX] 查询{}持仓失败", mode, e);
}
return null;
}
// ---- REST 快捷方法 ----
private JSONObject executorGet(String path) throws Exception {
return executor.okGet(path);
}
private JSONObject executorPost(String path, String body) throws Exception {
return executor.okPost(path, body);
}
// ---- 网格队列处理 ----
private void tryGenerateQueues() {
// OPENING 状态下若 WS 仓位已确认但 REST 回调尚未完成,等标记价格推送时重试队列生成
if (state == StrategyState.OPENING && baseLongOpened && baseShortOpened) {
// 确保 openLong/openShort 的 REST 回调已完成(WS 推送可能比回调更快到达)
if (config.getBaseLongTraderParam() == null || config.getBaseShortTraderParam() == null) {
log.warn("[OKX] 基底REST回调尚未完成, 延后队列生成");
return;
}
generateShortQueue();
generateLongQueue();
updateGridElements();
GridElement baseGridElement = GridElement.findById(0);
TraderParam baseLongTraderParam = config.getBaseLongTraderParam();
baseGridElement.setLongOrderId(baseLongTraderParam.getEntryOrderId());
baseGridElement.setHasLongOrder(true);
TraderParam baseShortTraderParam = config.getBaseShortTraderParam();
baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
baseGridElement.setHasShortOrder(true);
// 挂初始止损
int stopCount = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
for (int id = 2; id <= stopCount; id++) {
GridElement elem = GridElement.findById(id);
if (elem == null) {
continue;
}
BigDecimal triggerPrice = elem.getGridPrice();
int finalId = id;
executor.placeStopLoss(triggerPrice, "close_short", config.getQuantity(),
profitId -> {
elem.setShortStopLossOrderId(profitId);
GridElement.refreshIndices();
log.info("[OKX] 空仓止损已挂, gridId:{}, 触发价:{}, slId:{}", finalId, triggerPrice, profitId);
});
}
for (int id = -2; id >= -stopCount; id--) {
GridElement elem = GridElement.findById(id);
if (elem == null) {
continue;
}
BigDecimal triggerPrice = elem.getGridPrice();
int finalId = id;
executor.placeStopLoss(triggerPrice, "close_long", config.getQuantity(),
profitId -> {
elem.setLongStopLossOrderId(profitId);
GridElement.refreshIndices();
log.info("[OKX] 多仓止损已挂, gridId:{}, 触发价:{}, slId:{}", finalId, triggerPrice, profitId);
});
}
log.info("[OKX] 止损单已全部挂完, 空仓止损: 2~{}, 多仓止损: -2~-{}", stopCount, stopCount);
state = StrategyState.ACTIVE;
}
}
// ---- TraderParam 更新辅助方法 ----
private void longTakeProfitTraderIdParam(GridElement e, String profitId, boolean flag) {
TraderParam tp = e.getLongTraderParam();
tp.setTakeProfitOrderId(profitId);
tp.setTakeProfitPlaced(flag);
e.setLongTakeProfitOrderId(profitId);
GridElement.refreshIndices();
}
private void shortTakeProfitTraderIdParam(GridElement e, String profitId, boolean flag) {
TraderParam tp = e.getShortTraderParam();
tp.setTakeProfitOrderId(profitId);
tp.setTakeProfitPlaced(flag);
e.setShortTakeProfitOrderId(profitId);
GridElement.refreshIndices();
}
private void longEntryTraderIdParam(GridElement e, String entryId, boolean flag) {
TraderParam tp = e.getLongTraderParam();
tp.setEntryOrderId(entryId);
tp.setEntryOrderPlaced(flag);
e.setHasLongOrder(flag);
e.setLongOrderId(entryId);
GridElement.refreshIndices();
}
private void shortEntryTraderIdParam(GridElement e, String entryId, boolean flag) {
TraderParam tp = e.getShortTraderParam();
tp.setEntryOrderId(entryId);
tp.setEntryOrderPlaced(flag);
e.setHasShortOrder(flag);
e.setShortOrderId(entryId);
GridElement.refreshIndices();
}
// ---- 队列生成 ----
private void generateShortQueue() {
shortPriceQueue.clear();
totalShortPriceQueue.clear();
totalLongPriceQueue.clear();
int prec = config.getPriceScale();
BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(prec, RoundingMode.HALF_UP);
config.setStep(step);
BigDecimal elem = shortBaseEntryPrice.subtract(step).setScale(prec, RoundingMode.HALF_UP);
for (int i = 0; i < config.getGridQueueSize(); i++) {
shortPriceQueue.add(elem);
totalLongPriceQueue.add(elem);
totalShortPriceQueue.add(elem);
elem = elem.subtract(step).setScale(prec, RoundingMode.HALF_UP);
if (elem.compareTo(BigDecimal.ZERO) <= 0) {
break;
}
}
shortPriceQueue.sort((a, b) -> b.compareTo(a));
log.info("[OKX] 空队列:{}", shortPriceQueue);
}
private void generateLongQueue() {
longPriceQueue.clear();
int prec = config.getPriceScale();
BigDecimal step = config.getStep();
BigDecimal elem = shortBaseEntryPrice.add(step).setScale(prec, RoundingMode.HALF_UP);
for (int i = 0; i < config.getGridQueueSize(); i++) {
longPriceQueue.add(elem);
totalLongPriceQueue.add(elem);
totalShortPriceQueue.add(elem);
elem = elem.add(step).setScale(prec, RoundingMode.HALF_UP);
}
longPriceQueue.sort(BigDecimal::compareTo);
log.info("[OKX] 多队列:{}", longPriceQueue);
totalShortPriceQueue.sort((a, b) -> b.compareTo(a));
totalLongPriceQueue.sort(BigDecimal::compareTo);
}
private void updateGridElements() {
List elements = new ArrayList<>();
int shortSize = shortPriceQueue.size();
int longSize = longPriceQueue.size();
int prec = config.getPriceScale();
BigDecimal step = config.getStep();
String qty = config.getQuantity();
// 空仓队列:id 从 -1 自减
for (int i = 0; i < shortSize; i++) {
int id = -(i + 1);
Integer upId = (i == 0) ? 0 : id + 1;
Integer downId = (i == shortSize - 1) ? null : id - 1;
BigDecimal price = shortPriceQueue.get(i);
elements.add(GridElement.builder()
.id(id).gridPrice(price).upId(upId).downId(downId)
.longTraderParam(TraderParam.builder().direction(TraderParam.Direction.LONG)
.entryPrice(price).takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
.quantity(qty).build())
.shortTraderParam(TraderParam.builder().direction(TraderParam.Direction.SHORT)
.entryPrice(price).takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP))
.quantity(qty).build())
.build());
}
// 位置 0
{
BigDecimal price = shortBaseEntryPrice;
elements.add(GridElement.builder()
.id(0).gridPrice(price)
.upId(longSize > 0 ? 1 : null).downId(shortSize > 0 ? -1 : null)
.longTraderParam(TraderParam.builder().direction(TraderParam.Direction.LONG)
.entryPrice(price).takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
.quantity(qty).build())
.shortTraderParam(TraderParam.builder().direction(TraderParam.Direction.SHORT)
.entryPrice(price).takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP))
.quantity(qty).build())
.build());
}
// 多仓队列:id 从 1 自增
for (int i = 0; i < longSize; i++) {
int id = i + 1;
Integer downId = (i == 0) ? 0 : id - 1;
Integer upId = (i == longSize - 1) ? null : id + 1;
BigDecimal price = longPriceQueue.get(i);
elements.add(GridElement.builder()
.id(id).gridPrice(price).upId(upId).downId(downId)
.longTraderParam(TraderParam.builder().direction(TraderParam.Direction.LONG)
.entryPrice(price).takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
.quantity(qty).build())
.shortTraderParam(TraderParam.builder().direction(TraderParam.Direction.SHORT)
.entryPrice(price).takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP))
.quantity(qty).build())
.build());
}
config.setGridElements(elements);
log.info("[OKX] 网格元素列表已构建, 共{}个元素 (空仓:{} 位置:0 多仓:{})", elements.size(), shortSize, longSize);
}
// ---- processShortGrid / processLongGrid ----
private void processShortGrid(BigDecimal currentPrice) {
BigDecimal matched = BigDecimal.ZERO;
synchronized (totalLongPriceQueue) {
for (BigDecimal p : totalLongPriceQueue) {
if (p.compareTo(currentPrice) >= 0) { matched = p; break; }
}
if (BigDecimal.ZERO.compareTo(matched) == 0) {
return;
}
GridElement matchedUpGridElement = GridElement.findByPrice(matched);
if (matchedUpGridElement != null && !matchedUpGridElement.isHasLongOrder()) {
Integer upId = matchedUpGridElement.getUpId();
GridElement newEntryGrid = GridElement.findById(upId);
if (newEntryGrid != null) {
GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());
String quantity = cancelGridElement != null
? cancelGridElement.getLongTraderParam().getQuantity()
: config.getBaseQuantity();
if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
String longOrderId = cancelGridElement.getLongOrderId();
executor.cancelConditionalOrder(longOrderId, oid -> {
longEntryTraderIdParam(cancelGridElement, null, false);
log.info("[OKX] 多仓仓位归零, 取消gridId:{}的多单,{}", cancelGridElement.getId(), longOrderId);
});
}
if (!newEntryGrid.isHasLongOrder()) {
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
String size = quantity;
log.info("[OKX] 多仓仓位归零 gridId:{}, 挂{}基础张多单", newEntryGrid.getId(), size);
newEntryGrid.getLongTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice, size);
}
}
}
}
}
private void processLongGrid(BigDecimal currentPrice) {
BigDecimal matched = BigDecimal.ZERO;
synchronized (totalShortPriceQueue) {
for (BigDecimal p : totalShortPriceQueue) {
if (p.compareTo(currentPrice) <= 0) { matched = p; break; }
}
if (BigDecimal.ZERO.compareTo(matched) == 0) {
return;
}
GridElement matchedUpGridElement = GridElement.findByPrice(matched);
if (matchedUpGridElement != null && !matchedUpGridElement.isHasShortOrder()) {
Integer downId = matchedUpGridElement.getDownId();
GridElement newEntryGrid = GridElement.findById(downId);
if (newEntryGrid != null) {
GridElement cancelGridElement = GridElement.findById(newEntryGrid.getDownId());
String quantity = cancelGridElement != null
? cancelGridElement.getShortTraderParam().getQuantity()
: config.getBaseQuantity();
if (cancelGridElement != null && cancelGridElement.isHasShortOrder()) {
String shortOrderId = cancelGridElement.getShortOrderId();
executor.cancelConditionalOrder(shortOrderId, oid -> {
shortEntryTraderIdParam(cancelGridElement, null, false);
log.info("[OKX] 空仓仓位归零, 取消gridId:{}的空单{}", cancelGridElement.getId(), shortOrderId);
});
}
if (!newEntryGrid.isHasShortOrder()) {
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
String size = quantity;
log.info("[OKX] 空仓仓位归零 gridId:{}, 挂{}基础张空单", newEntryGrid.getId(), size);
newEntryGrid.getShortTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice, negate(size));
}
}
}
}
}
// ---- 止损处理 ----
private void handleLongStopLossTriggered(GridElement gridElement) {
gridElement.setLongStopLossOrderId(null);
int gridId = gridElement.getId();
log.info("[OKX] 多仓止损触发 gridId:{}, 开始追单", gridId);
int newEntryGridId = gridId + 1;
GridElement newEntryGrid = GridElement.findById(newEntryGridId);
if (newEntryGrid == null) {
log.warn("[OKX] 多仓止损触发 but gridId:{} 不存在", newEntryGridId);
GridElement.refreshIndices();
return;
}
if (!newEntryGrid.isHasLongOrder()) {
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
accumulatedLongLossCount += Integer.parseInt(config.getQuantity());
String size = String.valueOf(accumulatedLongLossCount + Integer.parseInt(config.getQuantity()));
log.info("[OKX] 多仓止损触发 gridId:{}, 在gridId:{}挂{}基础张多单", gridId, newEntryGridId, size);
newEntryGrid.getLongTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice, size);
} else {
log.warn("[OKX] 多仓止损触发 gridId:{}, 目标gridId:{}已有挂单,跳过", gridId, newEntryGridId);
}
int cancelGridId = gridId + 2;
GridElement cancelGrid = GridElement.findById(cancelGridId);
if (cancelGrid != null && cancelGrid.isHasLongOrder()) {
executor.cancelConditionalOrder(cancelGrid.getLongOrderId(), oid -> {
longEntryTraderIdParam(cancelGrid, null, false);
log.info("[OKX] 多仓止损触发, 取消gridId:{}的多单", cancelGridId);
});
}
GridElement farthestLongTp = null;
for (GridElement e : config.getGridElements()) {
if (e.getLongTakeProfitOrderId() != null) {
if (farthestLongTp == null || e.getGridPrice().compareTo(farthestLongTp.getGridPrice()) > 0) {
farthestLongTp = e;
}
}
}
if (farthestLongTp != null) {
String tpOrderId = farthestLongTp.getLongTakeProfitOrderId();
GridElement finalFarthest = farthestLongTp;
executor.cancelConditionalOrder(tpOrderId, oid -> {
longTakeProfitTraderIdParam(finalFarthest, null, false);
log.info("[OKX] 多仓止损触发, 取消最远止盈 gridId:{}, orderId:{}", finalFarthest.getId(), tpOrderId);
});
}
}
private void handleShortStopLossTriggered(GridElement gridElement) {
gridElement.setShortStopLossOrderId(null);
int gridId = gridElement.getId();
log.info("[OKX] 空仓止损触发 gridId:{}, 开始追单", gridId);
int newEntryGridId = gridId - 1;
GridElement newEntryGrid = GridElement.findById(newEntryGridId);
if (newEntryGrid == null) {
log.warn("[OKX] 空仓止损触发 but gridId:{} 不存在", newEntryGridId);
GridElement.refreshIndices();
return;
}
if (!newEntryGrid.isHasShortOrder()) {
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
accumulatedShortLossCount += Integer.parseInt(config.getQuantity());
String size = String.valueOf(accumulatedShortLossCount + Integer.parseInt(config.getQuantity()));
log.info("[OKX] 空仓止损触发 gridId:{}, 在gridId:{}挂{}基础张空单", gridId, newEntryGridId, size);
newEntryGrid.getShortTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice, negate(size));
} else {
log.warn("[OKX] 空仓止损触发 gridId:{}, 目标gridId:{}已有挂单,跳过", gridId, newEntryGridId);
}
int cancelGridId = gridId - 2;
GridElement cancelGrid = GridElement.findById(cancelGridId);
if (cancelGrid != null && cancelGrid.isHasShortOrder()) {
executor.cancelConditionalOrder(cancelGrid.getShortOrderId(), oid -> {
shortEntryTraderIdParam(cancelGrid, null, false);
log.info("[OKX] 空仓止损触发, 取消gridId:{}的空单", cancelGridId);
});
}
GridElement farthestShortTp = null;
for (GridElement e : config.getGridElements()) {
if (e.getShortTakeProfitOrderId() != null) {
if (farthestShortTp == null || e.getGridPrice().compareTo(farthestShortTp.getGridPrice()) < 0) {
farthestShortTp = e;
}
}
}
if (farthestShortTp != null) {
String tpOrderId = farthestShortTp.getShortTakeProfitOrderId();
GridElement finalFarthest = farthestShortTp;
executor.cancelConditionalOrder(tpOrderId, oid -> {
shortTakeProfitTraderIdParam(finalFarthest, null, false);
log.info("[OKX] 空仓止损触发, 取消最远止盈 gridId:{}, orderId:{}", finalFarthest.getId(), tpOrderId);
});
}
}
// ---- 止盈/止损取消辅助 ----
private void checkLastTakeProfitAndRestart() {
int span = config.getRestartGridSpan();
if (span <= 0) {
return;
}
if (GridElement.getLongTakeProfitCount() > 0 || GridElement.getShortTakeProfitCount() > 0) {
log.info("[OKX] 尚有未触发止盈单, 暂不检查跨度重启 longTpCount:{}, shortTpCount:{}",
GridElement.getLongTakeProfitCount(), GridElement.getShortTakeProfitCount());
return;
}
BigDecimal step = config.getStep();
if (step == null || step.compareTo(BigDecimal.ZERO) == 0) {
return;
}
BigDecimal threshold = step.multiply(new BigDecimal(span));
BigDecimal currentPrice = lastKlinePrice;
if (currentPrice == null || currentPrice.compareTo(BigDecimal.ZERO) == 0) {
return;
}
// 查交易所获取最新持仓均价
OkxPositionInfo longPos = queryPosition(OkxPosMode.LONG);
OkxPositionInfo shortPos = queryPosition(OkxPosMode.SHORT);
boolean hasLong = longPos != null && Math.abs(Integer.parseInt(longPos.size)) > 0;
boolean hasShort = shortPos != null && Math.abs(Integer.parseInt(shortPos.size)) > 0;
BigDecimal longAvgPrice = (longPos != null && longPos.entryPrice != null)
? new BigDecimal(longPos.entryPrice) : BigDecimal.ZERO;
BigDecimal shortAvgPrice = (shortPos != null && shortPos.entryPrice != null)
? new BigDecimal(shortPos.entryPrice) : BigDecimal.ZERO;
boolean shouldRestart = false;
String reason = "";
if (hasLong && hasShort) {
BigDecimal gap = shortAvgPrice.subtract(longAvgPrice);
if (gap.compareTo(threshold) >= 0) {
shouldRestart = true;
reason = StrUtil.format("双边跨度 |多均价:{} − 空均价:{}| = {} >= {} (span:{}×step:{})",
longAvgPrice, shortAvgPrice, gap, threshold, span, step);
}
} else if (hasLong) {
BigDecimal gap = currentPrice.subtract(longAvgPrice);
if (gap.compareTo(threshold) >= 0) {
shouldRestart = true;
reason = StrUtil.format("多仓跨度 当前价:{} − 多均价:{} = {} > {} (span:{}×step:{})",
currentPrice, longAvgPrice, gap, threshold, span, step);
}
} else if (hasShort) {
BigDecimal gap = shortAvgPrice.subtract(currentPrice);
if (gap.compareTo(threshold) >= 0) {
shouldRestart = true;
reason = StrUtil.format("空仓跨度 空均价:{} − 当前价:{} = {} > {} (span:{}×step:{})",
shortAvgPrice, currentPrice, gap, threshold, span, step);
}
}
if (shouldRestart) {
log.info("[OKX] 跨度已达要求 → {},最后一个止盈触发策略重启", reason);
executor.cancelAllPriceTriggeredOrders();
closeExistingPositions();
state = StrategyState.STOPPED;
executor.submitTask(() -> {
try { Thread.sleep(3000); } catch (InterruptedException ex) { Thread.currentThread().interrupt(); }
startGrid();
});
}
}
private void cancelFarthestLongStopLoss() {
GridElement farthest = null;
for (GridElement e : config.getGridElements()) {
if (e.getLongStopLossOrderId() != null) {
if (farthest == null || e.getId() < farthest.getId()) {
farthest = e;
}
}
}
if (farthest != null) {
String slId = farthest.getLongStopLossOrderId();
farthest.setLongStopLossOrderId(null);
GridElement.refreshIndices();
GridElement finalFarthest = farthest;
executor.cancelConditionalOrder(slId, oid ->
log.info("[OKX] 止盈触发, 取消最远多仓止损 gridId:{}, orderId:{}", finalFarthest.getId(), slId));
}
}
private void cancelFarthestShortStopLoss() {
GridElement farthest = null;
for (GridElement e : config.getGridElements()) {
if (e.getShortStopLossOrderId() != null) {
if (farthest == null || e.getId() > farthest.getId()) {
farthest = e;
}
}
}
if (farthest != null) {
String slId = farthest.getShortStopLossOrderId();
farthest.setShortStopLossOrderId(null);
GridElement.refreshIndices();
GridElement finalFarthest = farthest;
executor.cancelConditionalOrder(slId, oid ->
log.info("[OKX] 止盈触发, 取消最远空仓止损 gridId:{}, orderId:{}", finalFarthest.getId(), slId));
}
}
private void cancelAllLongTakeProfitsAndStopLosses() {
for (GridElement e : config.getGridElements()) {
String tpId = e.getLongTakeProfitOrderId();
if (tpId != null) { e.setLongTakeProfitOrderId(null); executor.cancelConditionalOrder(tpId, oid -> {}); }
String slId = e.getLongStopLossOrderId();
if (slId != null) { e.setLongStopLossOrderId(null); executor.cancelConditionalOrder(slId, oid -> {}); }
}
GridElement.refreshIndices();
log.info("[OKX] 已提交取消所有多仓止盈+止损");
}
private void cancelAllShortTakeProfitsAndStopLosses() {
for (GridElement e : config.getGridElements()) {
String tpId = e.getShortTakeProfitOrderId();
if (tpId != null) { e.setShortTakeProfitOrderId(null); executor.cancelConditionalOrder(tpId, oid -> {}); }
String slId = e.getShortStopLossOrderId();
if (slId != null) { e.setShortStopLossOrderId(null); executor.cancelConditionalOrder(slId, oid -> {}); }
}
GridElement.refreshIndices();
log.info("[OKX] 已提交取消所有空仓止盈+止损");
}
// ---- 止损追单 ----
private void extendLongStopLoss(int filledQty, int gridId) {
int furthestSlId = 0;
for (GridElement e : config.getGridElements()) {
if (e.getLongStopLossOrderId() != null && e.getId() < furthestSlId) {
furthestSlId = e.getId();
}
}
int interval = 1;
if (furthestSlId == 0) { furthestSlId = gridId; interval = 2; }
int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
log.info("[OKX] 多仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
for (int i = 0; i < stopLossCount; i++) {
int newSlId = furthestSlId - i - interval;
GridElement elem = GridElement.findById(newSlId);
if (elem == null) {
continue;
}
BigDecimal triggerPrice = elem.getGridPrice();
int finalSlId = newSlId;
executor.placeStopLoss(triggerPrice, "close_long", config.getQuantity(),
profitId -> {
elem.setLongStopLossOrderId(profitId);
GridElement.refreshIndices();
log.info("[OKX] 多仓止损追加, gridId:{}, 触发价:{}, slId:{}", finalSlId, triggerPrice, profitId);
});
}
}
private void extendShortStopLoss(int filledQty, int gridId) {
int furthestSlId = 0;
for (GridElement e : config.getGridElements()) {
if (e.getShortStopLossOrderId() != null && e.getId() > furthestSlId) {
furthestSlId = e.getId();
}
}
int interval = 1;
if (furthestSlId == 0) { furthestSlId = gridId; interval = 2; }
int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
log.info("[OKX] 空仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
for (int i = 0; i < stopLossCount; i++) {
int newSlId = furthestSlId + i + interval;
GridElement elem = GridElement.findById(newSlId);
if (elem == null) {
continue;
}
BigDecimal triggerPrice = elem.getGridPrice();
int finalSlId = newSlId;
executor.placeStopLoss(triggerPrice, "close_short", config.getQuantity(),
profitId -> {
elem.setShortStopLossOrderId(profitId);
GridElement.refreshIndices();
log.info("[OKX] 空仓止损追加, gridId:{}, 触发价:{}, slId:{}", finalSlId, triggerPrice, profitId);
});
}
}
// ---- 工具 ----
private String negate(String qty) {
return qty.startsWith("-") ? qty.substring(1) : "-" + qty;
}
private void placeEntryOrderWithPreFlag(GridElement gridElement, boolean isLong,
BigDecimal triggerPrice, String size) {
if (isLong) {
gridElement.setHasLongOrder(true);
} else {
gridElement.setHasShortOrder(true);
}
executor.placeConditionalEntryOrder(triggerPrice, isLong, size,
orderId -> {
if (isLong) {
longEntryTraderIdParam(gridElement, orderId, true);
} else {
shortEntryTraderIdParam(gridElement, orderId, true);
}
},
() -> {
if (isLong) {
gridElement.setHasLongOrder(false);
gridElement.setLongOrderId(null);
} else {
gridElement.setHasShortOrder(false);
gridElement.setShortOrderId(null);
}
GridElement.refreshIndices();
log.warn("[OKX] 条件单创建失败,回滚标志位 gridId:{}, isLong:{}", gridElement.getId(), isLong);
});
}
private void updateUnrealizedPnl() {
BigDecimal price = resolvePnlPrice();
if (price == null || price.compareTo(BigDecimal.ZERO) == 0) {
return;
}
BigDecimal multiplier = config.getContractMultiplier();
BigDecimal longPnl = BigDecimal.ZERO;
BigDecimal shortPnl = BigDecimal.ZERO;
if (longPositionSize.compareTo(BigDecimal.ZERO) > 0 && longEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
longPnl = longPositionSize.multiply(multiplier).multiply(price.subtract(longEntryPrice));
}
if (shortPositionSize.compareTo(BigDecimal.ZERO) > 0 && shortEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
shortPnl = shortPositionSize.multiply(multiplier).multiply(shortEntryPrice.subtract(price));
}
unrealizedPnl = longPnl.add(shortPnl);
log.info("[OKX] 未实现盈亏: {}", unrealizedPnl);
}
private BigDecimal resolvePnlPrice() {
if (config.getUnrealizedPnlPriceMode() == OkxConfig.PnLPriceMode.MARK_PRICE
&& markPrice.compareTo(BigDecimal.ZERO) > 0) {
return markPrice;
}
return lastKlinePrice;
}
// ---- getters ----
public BigDecimal getLastKlinePrice() { return lastKlinePrice; }
public void setMarkPrice(BigDecimal markPrice) { this.markPrice = markPrice; }
public boolean isStrategyActive() { return state != StrategyState.STOPPED && state != StrategyState.WAITING_KLINE; }
public BigDecimal getCumulativePnl() { return cumulativePnl; }
public BigDecimal getUnrealizedPnl() { return unrealizedPnl; }
public StrategyState getState() { return state; }
public void setWsClient(OkxKlineWebSocketClient wsClient) { this.wsClient = wsClient; }
}