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开仓按照名义价值计算数量

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This commit is contained in:
tony 2026-07-14 15:34:28 +08:00
parent 8ac9a8ec1a
commit 1f882561d2
1 changed files with 24 additions and 5 deletions
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29
src/main/java/com/sample/trend/strategy/AutoGridStrategy.java
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@ -51,6 +51,7 @@ public class AutoGridStrategy extends BaseStrategy {
private final Logger logger = LoggerFactory.getLogger(AutoGridStrategy.class);
// 运行参数
/** 每格购买价值（报价币金额），下单数量 = baseQuantity / price */
private BigDecimal baseQuantity;
private BigDecimal atrMultiplier;
private String gridGrpScript;
@ -613,9 +614,15 @@ public class AutoGridStrategy extends BaseStrategy {
return;
}
BigDecimal quantity = quantityFromBaseValue(normalizedPrice);
if (quantity.compareTo(BigDecimal.ZERO) <= 0) {
logger.warn("按购买价值换算数量无效：价值={}，价格={}", baseQuantity, normalizedPrice);
return;
}
String clientOrderId = buildClientOrderId("BUY", normalizedPrice);
try {
JSONObject orderInfo = buildOrderRequest("buy", "open", "limit", normalizedPrice, baseQuantity);
JSONObject orderInfo = buildOrderRequest("buy", "open", "limit", normalizedPrice, quantity);
orderInfo.put("clientOid", clientOrderId);
JSONObject result = bitGetClient.placeOrder(orderInfo);
@ -625,8 +632,9 @@ public class AutoGridStrategy extends BaseStrategy {
gridBuyOrder.exchangeOrderId = exchangeOrderId;
pendingBuyOrders.put(priceKey(normalizedPrice), gridBuyOrder);
logger.info("挂买单成功：价格={}，订单号={}", normalizedPrice, exchangeOrderId);
submitOrderSync(exchangeOrderId, clientOrderId, normalizedPrice, baseQuantity,
logger.info("挂买单成功：价格={}，数量={}（价值={}），订单号={}",
normalizedPrice, quantity, baseQuantity, exchangeOrderId);
submitOrderSync(exchangeOrderId, clientOrderId, normalizedPrice, quantity,
OrderSide.BUY, OrderStatus.NEW);
} catch (Exception e) {
logger.error("挂买单失败，价格={}", normalizedPrice, e);
@ -1052,7 +1060,8 @@ public class AutoGridStrategy extends BaseStrategy {
? "POS_" + entryPrice.toPlainString()
: "SYNC_POS_" + price.toPlainString();
if (quantity == null) {
quantity = baseQuantity;
BigDecimal refPrice = entryPrice != null ? entryPrice : price;
quantity = quantityFromBaseValue(refPrice);
}
GridSellOrder sellOrder = new GridSellOrder(clientOid, clientPositionId, price, quantity);
sellOrder.exchangeOrderId = exchangeOrderId;
@ -1232,7 +1241,7 @@ public class AutoGridStrategy extends BaseStrategy {
JSONObject row = new JSONObject();
row.put("type", "待成交买单");
row.put("price", formatPrice(order.buyPrice));
row.put("quantity", baseQuantity.toPlainString());
row.put("quantity", quantityFromBaseValue(order.buyPrice).toPlainString());
row.put("takeProfit", "-");
rows.add(row);
}
@ -1350,6 +1359,16 @@ public class AutoGridStrategy extends BaseStrategy {
return qty.setScale(quantityPrecision, RoundingMode.DOWN);
}
/**
* 购买价值换算为合约/币数量：数量 = baseQuantity / price
*/
private BigDecimal quantityFromBaseValue(BigDecimal price) {
if (baseQuantity == null || price == null || price.compareTo(BigDecimal.ZERO) <= 0) {
return BigDecimal.ZERO;
}
return normalizeQuantity(baseQuantity.divide(price, quantityPrecision + 8, RoundingMode.DOWN));
}
private String priceKey(BigDecimal price) {
return normalizePrice(price).toPlainString();
}