package com.xcong.excoin.modules.okxApi;
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import com.alibaba.fastjson.JSONArray;
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import com.alibaba.fastjson.JSONObject;
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import com.xcong.excoin.modules.okxApi.enums.OkxEnums;
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import com.xcong.excoin.modules.okxApi.param.TradeRequestParam;
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import lombok.extern.slf4j.Slf4j;
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import org.java_websocket.client.WebSocketClient;
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import java.math.BigDecimal;
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import java.util.ArrayList;
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import java.util.List;
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import java.util.concurrent.ExecutorService;
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import java.util.concurrent.LinkedBlockingQueue;
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import java.util.concurrent.ThreadPoolExecutor;
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import java.util.concurrent.TimeUnit;
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/**
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* OKX WebSocket 交易执行器。
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*
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* <h3>设计目的</h3>
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* WebSocket 消息在回调线程中处理。下单操作参数构建等逻辑
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* 提交到独立线程池异步执行，避免阻塞 WS 回调线程。
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*
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* <h3>回调设计</h3>
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* 每个下单方法接受 onSuccess/onFailure 两个 Runnable。
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* 基底开仓时 onSuccess 用于标记基底已开，网格触发时通常为 null（成交状态由仓位推送驱动）。
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*
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* <h3>线程模型</h3>
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* <ul>
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* <li><b>单线程</b>：保证下单顺序（开多→开空→止盈单），避免并发竞争</li>
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* <li><b>有界队列 64</b>：防止堆积。极端行情下最多累积 64 个任务</li>
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* <li><b>CallerRunsPolicy</b>：队列满时由提交线程直接同步执行，形成自然背压</li>
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* <li><b>allowCoreThreadTimeOut</b>：60s 空闲后线程回收，不浪费资源</li>
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* </ul>
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*
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* <h3>调用链</h3>
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* <pre>
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* OkxGridTradeService.onKline → executor.openLong/openShort (基底双开 + 网格触发)
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* OkxGridTradeService.onPositionUpdate → executor.placeTakeProfit (开仓成交后设止盈)
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* OkxGridTradeService.stopGrid → executor.cancelAllPriceTriggeredOrders
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* </pre>
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*
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* @author Administrator
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*/
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@Slf4j
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public class OkxTradeExecutor {
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private static final String ORDER_TYPE_CLOSE_LONG = "plan-close-long-position";
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private static final String ORDER_TYPE_CLOSE_SHORT = "plan-close-short-position";
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private final String contract;
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private final String marginMode;
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private final String accountName;
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private volatile WebSocketClient wsClient;
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private final ExecutorService executor;
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public OkxTradeExecutor(String contract, String marginMode, String accountName) {
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this.contract = contract;
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this.marginMode = marginMode;
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this.accountName = accountName;
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this.executor = new ThreadPoolExecutor(
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1, 1,
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60L, TimeUnit.SECONDS,
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new LinkedBlockingQueue<>(64),
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r -> {
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Thread t = new Thread(r, "okxApi-trade-worker");
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t.setDaemon(true);
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return t;
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},
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new ThreadPoolExecutor.CallerRunsPolicy()
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);
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((ThreadPoolExecutor) executor).allowCoreThreadTimeOut(true);
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}
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public void setWebSocketClient(WebSocketClient wsClient) {
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this.wsClient = wsClient;
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}
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public void shutdown() {
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executor.shutdown();
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try {
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executor.awaitTermination(10, TimeUnit.SECONDS);
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} catch (InterruptedException e) {
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Thread.currentThread().interrupt();
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executor.shutdownNow();
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}
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}
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/**
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* 异步市价开多。quantity 为正数（如 "1"）。
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*
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* @param quantity 开仓张数（正数）
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* @param onSuccess 成交成功回调（可为 null）
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* @param onFailure 成交失败回调（可为 null）
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*/
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public void openLong(String quantity, Runnable onSuccess, Runnable onFailure) {
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openPosition(quantity, OkxEnums.POSSIDE_LONG, OkxEnums.SIDE_BUY, "开多", onSuccess, onFailure);
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}
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/**
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* 异步市价开空。quantity 为正数（如 "1"）。
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*
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* @param quantity 开仓张数（正数）
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* @param onSuccess 成交成功回调（可为 null）
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* @param onFailure 成交失败回调（可为 null）
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*/
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public void openShort(String quantity, Runnable onSuccess, Runnable onFailure) {
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openPosition(quantity, OkxEnums.POSSIDE_SHORT, OkxEnums.SIDE_SELL, "开空", onSuccess, onFailure);
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}
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private void openPosition(String sz, String posSide, String side, String label, Runnable onSuccess, Runnable onFailure) {
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executor.execute(() -> {
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try {
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TradeRequestParam param = buildParam(side, posSide, sz, OkxEnums.ORDTYPE_MARKET);
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sendOrder(param);
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log.info("[TradeExec] {}已发送, 方向:{}, 数量:{}", label, posSide, sz);
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if (onSuccess != null) {
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onSuccess.run();
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}
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} catch (Exception e) {
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log.error("[TradeExec] {}发送失败", label, e);
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if (onFailure != null) {
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onFailure.run();
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}
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}
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});
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}
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/**
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* 异步创建止盈条件单（仓位计划止盈止损）。
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*
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* <p>通过 OKX WebSocket 发送 algo order（conditional order），服务器监控价格，
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* 达到触发价后自动平指定张数。
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*
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* <h3>orderType 说明</h3>
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* <ul>
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* <li>plan-close-long-position：平多仓，posSide=long, side=sell</li>
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* <li>plan-close-short-position：平空仓，posSide=short, side=buy</li>
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* </ul>
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*
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* <p>止盈单创建失败时，立即市价平仓兜底（marketClose）。
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*
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* @param triggerPrice 触发价格
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* @param orderType stop 类型（plan-close-long-position / plan-close-short-position）
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* @param size 平仓张数（正数）
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*/
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public void placeTakeProfit(BigDecimal triggerPrice, String orderType, String size) {
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executor.execute(() -> {
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String posSide;
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String side;
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if (ORDER_TYPE_CLOSE_LONG.equals(orderType)) {
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posSide = OkxEnums.POSSIDE_LONG;
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side = OkxEnums.SIDE_SELL;
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} else {
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posSide = OkxEnums.POSSIDE_SHORT;
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side = OkxEnums.SIDE_BUY;
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}
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try {
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TradeRequestParam param = buildParam(side, posSide, size, OkxEnums.ORDTYPE_LIMIT);
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param.setMarkPx(triggerPrice.toString());
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List<TradeRequestParam> params = new ArrayList<>();
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params.add(param);
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sendBatchOrders(params);
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log.info("[TradeExec] 止盈单已发送, 触发价:{}, 类型:{}, size:{}", triggerPrice, orderType, size);
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} catch (Exception e) {
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log.error("[TradeExec] 止盈单发送失败, 触发价:{}, size:{}, 立即市价止盈", triggerPrice, size, e);
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marketClose(side, posSide, size);
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}
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});
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}
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/**
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* 市价止盈：在止盈条件单创建失败时立即市价平仓。
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*/
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private void marketClose(String side, String posSide, String size) {
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try {
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TradeRequestParam param = buildParam(side, posSide, size, OkxEnums.ORDTYPE_MARKET);
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param.setTradeType("3");
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sendOrder(param);
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log.info("[TradeExec] 市价止盈已发送, posSide:{}, size:{}", posSide, size);
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} catch (Exception e) {
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log.error("[TradeExec] 市价止盈也失败, posSide:{}, size:{}", posSide, size, e);
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}
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}
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/**
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* 异步清除指定合约的所有止盈止损条件单。
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*/
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public void cancelAllPriceTriggeredOrders() {
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executor.execute(() -> {
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try {
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if (wsClient == null || !wsClient.isOpen()) {
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log.warn("[TradeExec] WS未连接，跳过撤销条件单");
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return;
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}
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JSONArray argsArray = new JSONArray();
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JSONObject args = new JSONObject();
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args.put("instId", contract);
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args.put("algoOrdType", "conditional");
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argsArray.add(args);
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String connId = OkxWsUtil.getOrderNum("cancel");
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JSONObject msg = OkxWsUtil.buildJsonObject(connId, "cancel-algos", argsArray);
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wsClient.send(msg.toJSONString());
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log.info("[TradeExec] 已发送撤销所有条件单请求");
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} catch (Exception e) {
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log.error("[TradeExec] 撤销条件单失败", e);
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}
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});
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}
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private TradeRequestParam buildParam(String side, String posSide, String sz, String ordType) {
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TradeRequestParam param = new TradeRequestParam();
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param.setAccountName(accountName);
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param.setInstId(contract);
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param.setTdMode(marginMode);
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param.setPosSide(posSide);
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param.setOrdType(ordType);
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param.setSide(side);
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param.setClOrdId(OkxWsUtil.getOrderNum(side));
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param.setSz(sz);
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param.setTradeType("1");
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return param;
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}
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private void sendOrder(TradeRequestParam param) {
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if (wsClient == null || !wsClient.isOpen()) {
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log.warn("[TradeExec] WS未连接，跳过下单");
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return;
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}
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if (BigDecimal.ZERO.compareTo(new BigDecimal(param.getSz())) >= 0) {
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log.warn("[TradeExec] 下单数量<=0，跳过");
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return;
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}
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JSONArray argsArray = new JSONArray();
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JSONObject args = new JSONObject();
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args.put("instId", param.getInstId());
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args.put("tdMode", param.getTdMode());
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args.put("clOrdId", param.getClOrdId());
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args.put("side", param.getSide());
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args.put("posSide", param.getPosSide());
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args.put("ordType", param.getOrdType());
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args.put("sz", param.getSz());
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argsArray.add(args);
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String connId = OkxWsUtil.getOrderNum("order");
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JSONObject msg = OkxWsUtil.buildJsonObject(connId, "order", argsArray);
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wsClient.send(msg.toJSONString());
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log.info("[TradeExec] 发送下单: side={}, sz={}", param.getSide(), param.getSz());
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}
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private void sendBatchOrders(List<TradeRequestParam> params) {
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if (wsClient == null || !wsClient.isOpen() || params == null || params.isEmpty()) {
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log.warn("[TradeExec] WS未连接或参数为空，跳过批量下单");
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return;
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}
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JSONArray argsArray = new JSONArray();
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for (TradeRequestParam p : params) {
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JSONObject args = new JSONObject();
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args.put("instId", p.getInstId());
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args.put("tdMode", p.getTdMode());
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args.put("clOrdId", p.getClOrdId());
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args.put("side", p.getSide());
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args.put("posSide", p.getPosSide());
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args.put("ordType", p.getOrdType());
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args.put("sz", p.getSz());
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args.put("px", p.getMarkPx());
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argsArray.add(args);
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}
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String connId = OkxWsUtil.getOrderNum(null);
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JSONObject msg = OkxWsUtil.buildJsonObject(connId, "batch-orders", argsArray);
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wsClient.send(msg.toJSONString());
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log.info("[TradeExec] 发送批量下单: {}条", params.size());
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}
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}
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