feat: 添加市场结算判断逻辑,支持赢了和输了的价格处理
- 添加市场已关闭时的结算判断逻辑 - 如果市场已关闭且该 outcome 赢了(价格 >= 0.99),返回价格为 1 - 如果市场已关闭且该 outcome 输了(价格 <= 0.01),返回价格为 0 - 优先使用 outcomePrices(结算价格数组)判断 - 如果没有 outcomePrices,使用 bestBid 判断 - 支持多元市场的价格转换 - 当没有仓位但有未完成订单时,正确判断市场结算状态并设置价格
This commit is contained in:
+100
-1
@@ -21,6 +21,8 @@ import org.springframework.context.i18n.LocaleContextHolder
|
||||
import com.wrbug.polymarketbot.service.system.SystemConfigService
|
||||
import com.wrbug.polymarketbot.service.system.RelayClientService
|
||||
import com.wrbug.polymarketbot.service.system.TelegramNotificationService
|
||||
import com.wrbug.polymarketbot.util.RetrofitFactory
|
||||
import com.wrbug.polymarketbot.util.JsonUtils
|
||||
import org.springframework.stereotype.Service
|
||||
import java.math.BigDecimal
|
||||
import java.util.concurrent.ConcurrentHashMap
|
||||
@@ -42,7 +44,8 @@ class PositionCheckService(
|
||||
private val relayClientService: RelayClientService,
|
||||
private val telegramNotificationService: TelegramNotificationService?,
|
||||
private val accountRepository: AccountRepository,
|
||||
private val messageSource: MessageSource
|
||||
private val messageSource: MessageSource,
|
||||
private val retrofitFactory: RetrofitFactory
|
||||
) {
|
||||
|
||||
private val logger = LoggerFactory.getLogger(PositionCheckService::class.java)
|
||||
@@ -391,9 +394,40 @@ class PositionCheckService(
|
||||
/**
|
||||
* 获取当前市场最新价(用于更新订单卖出价)
|
||||
* 优先使用 bestBid(最优买价),如果没有则使用 midpoint(中间价)
|
||||
* 如果市场已关闭:
|
||||
* - 该 outcome 赢了,返回 1
|
||||
* - 该 outcome 输了,返回 0
|
||||
*/
|
||||
private suspend fun getCurrentMarketPrice(marketId: String, outcomeIndex: Int): BigDecimal {
|
||||
return try {
|
||||
// 先获取市场信息,检查市场是否已关闭
|
||||
val gammaApi = retrofitFactory.createGammaApi()
|
||||
val marketResponse = gammaApi.listMarkets(conditionIds = listOf(marketId))
|
||||
|
||||
if (marketResponse.isSuccessful && marketResponse.body() != null) {
|
||||
val markets = marketResponse.body()!!
|
||||
val market = markets.firstOrNull()
|
||||
|
||||
if (market != null && market.closed == true) {
|
||||
// 市场已关闭,检查该 outcome 是赢了还是输了
|
||||
val outcomeResult = checkOutcomeResult(market, outcomeIndex)
|
||||
when (outcomeResult) {
|
||||
OutcomeResult.WON -> {
|
||||
logger.info("市场已关闭且该 outcome 赢了,返回价格为 1: marketId=$marketId, outcomeIndex=$outcomeIndex")
|
||||
return BigDecimal.ONE
|
||||
}
|
||||
OutcomeResult.LOST -> {
|
||||
logger.info("市场已关闭且该 outcome 输了,返回价格为 0: marketId=$marketId, outcomeIndex=$outcomeIndex")
|
||||
return BigDecimal.ZERO
|
||||
}
|
||||
OutcomeResult.UNKNOWN -> {
|
||||
// 无法判断,继续使用正常价格逻辑
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// 如果市场未关闭或无法判断输赢,获取正常价格
|
||||
val priceResult = accountService.getMarketPrice(marketId, outcomeIndex)
|
||||
val marketPrice = priceResult.getOrNull()
|
||||
if (marketPrice != null) {
|
||||
@@ -409,6 +443,71 @@ class PositionCheckService(
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Outcome 结果枚举
|
||||
*/
|
||||
private enum class OutcomeResult {
|
||||
WON, // 赢了
|
||||
LOST, // 输了
|
||||
UNKNOWN // 无法判断
|
||||
}
|
||||
|
||||
/**
|
||||
* 检查该 outcome 的结果(赢了、输了或无法判断)
|
||||
* @param market 市场信息
|
||||
* @param outcomeIndex outcome 索引
|
||||
* @return OutcomeResult
|
||||
*/
|
||||
private fun checkOutcomeResult(market: com.wrbug.polymarketbot.api.MarketResponse, outcomeIndex: Int): OutcomeResult {
|
||||
return try {
|
||||
// 优先使用 outcomePrices(结算价格数组)
|
||||
val outcomePrices = market.outcomePrices
|
||||
if (outcomePrices != null && outcomePrices.isNotBlank()) {
|
||||
val prices = JsonUtils.parseStringArray(outcomePrices)
|
||||
if (outcomeIndex < prices.size) {
|
||||
val price = prices[outcomeIndex].toSafeBigDecimal()
|
||||
// 如果价格 >= 0.99,认为赢了
|
||||
if (price >= BigDecimal("0.99")) {
|
||||
return OutcomeResult.WON
|
||||
}
|
||||
// 如果价格 <= 0.01,认为输了
|
||||
if (price <= BigDecimal("0.01")) {
|
||||
return OutcomeResult.LOST
|
||||
}
|
||||
// 其他情况,无法判断
|
||||
return OutcomeResult.UNKNOWN
|
||||
}
|
||||
}
|
||||
|
||||
// 如果没有 outcomePrices,使用 bestBid 和 bestAsk 判断
|
||||
val bestBid = market.bestBid ?: 0.0
|
||||
val bestAsk = market.bestAsk ?: 0.0
|
||||
|
||||
// 如果目标 outcome 不是第一个(index != 0),需要转换价格
|
||||
val targetBid = if (outcomeIndex > 0) {
|
||||
// 第二个 outcome 的 bestBid = 1 - 第一个 outcome 的 bestAsk
|
||||
BigDecimal.ONE.subtract(BigDecimal.valueOf(bestAsk))
|
||||
} else {
|
||||
BigDecimal.valueOf(bestBid)
|
||||
}
|
||||
|
||||
// 如果 bestBid >= 0.99,认为赢了
|
||||
if (targetBid >= BigDecimal("0.99")) {
|
||||
return OutcomeResult.WON
|
||||
}
|
||||
// 如果 bestBid <= 0.01,认为输了
|
||||
if (targetBid <= BigDecimal("0.01")) {
|
||||
return OutcomeResult.LOST
|
||||
}
|
||||
// 其他情况,无法判断
|
||||
OutcomeResult.UNKNOWN
|
||||
} catch (e: Exception) {
|
||||
logger.warn("检查 outcome 结果失败: marketId=${market.conditionId}, outcomeIndex=$outcomeIndex, error=${e.message}", e)
|
||||
OutcomeResult.UNKNOWN
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
/**
|
||||
* 在仓位赎回成功后,更新订单状态为已卖出
|
||||
* 使用卖出逻辑更新所有订单状态(未卖出订单的)
|
||||
|
||||
Reference in New Issue
Block a user