package com.xcong.excoin.modules.okxApi.wsHandler.handler;
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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.OkxConfig;
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import com.xcong.excoin.modules.okxApi.OkxGridTradeService;
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import com.xcong.excoin.modules.okxApi.wsHandler.OkxChannelHandler;
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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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/**
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* OKX 订单信息频道处理器（orders）。
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*
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* <h3>数据用途</h3>
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* 监控订单成交（filled）状态，跟踪已实现盈亏（fillPnl）。
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* 成交后通过 batch-orders 频道设置止盈止损限价单。
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*
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* <h3>推送字段</h3>
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* instId, ordId, clOrdId, side, posSide, state, accFillSz, avgPx, fillPnl, fillFee
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*
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* <h3>数据处理</h3>
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* state=filled 且 accFillSz>0 → 成交 → 调用 gridTradeService.onOrderFilled() 跟踪盈亏
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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 OkxOrderInfoChannelHandler implements OkxChannelHandler {
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private static final String CHANNEL_NAME = "orders";
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private static final String CHANNEL = "orders";
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private final String instId;
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private final OkxGridTradeService gridTradeService;
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private final OkxConfig config;
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public OkxOrderInfoChannelHandler(String instId, OkxGridTradeService gridTradeService, OkxConfig config) {
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this.instId = instId;
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this.gridTradeService = gridTradeService;
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this.config = config;
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}
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@Override
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public String getChannelName() {
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return CHANNEL_NAME;
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}
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@Override
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public void subscribe(WebSocketClient ws) {
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JSONObject msg = new JSONObject();
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msg.put("op", "subscribe");
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JSONArray args = new JSONArray();
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JSONObject arg = new JSONObject();
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arg.put("channel", CHANNEL);
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arg.put("instType", "SWAP");
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arg.put("instId", instId);
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args.add(arg);
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msg.put("args", args);
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ws.send(msg.toJSONString());
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log.info("[{}] 订阅成功, 合约:{}", CHANNEL_NAME, instId);
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}
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@Override
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public void unsubscribe(WebSocketClient ws) {
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JSONObject msg = new JSONObject();
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msg.put("op", "unsubscribe");
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JSONArray args = new JSONArray();
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JSONObject arg = new JSONObject();
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arg.put("channel", CHANNEL);
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arg.put("instType", "SWAP");
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arg.put("instId", instId);
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args.add(arg);
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msg.put("args", args);
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ws.send(msg.toJSONString());
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log.info("[{}] 取消订阅成功", CHANNEL_NAME);
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}
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@Override
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public boolean handleMessage(JSONObject response) {
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JSONObject argObj = response.getJSONObject("arg");
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if (argObj == null) {
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return false;
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}
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String channel = argObj.getString("channel");
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if (!CHANNEL.equals(channel)) {
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return false;
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}
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try {
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JSONArray dataArray = response.getJSONArray("data");
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if (dataArray == null || dataArray.isEmpty()) {
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return true;
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}
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for (int i = 0; i < dataArray.size(); i++) {
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JSONObject detail = dataArray.getJSONObject(i);
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if (!instId.equals(detail.getString("instId"))) {
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continue;
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}
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String state = detail.getString("state");
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String accFillSz = detail.getString("accFillSz");
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String fillPnl = detail.getString("fillPnl");
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String posSide = detail.getString("posSide");
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String avgPx = detail.getString("avgPx");
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String clOrdId = detail.getString("clOrdId");
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log.info("[{}] 订单, 方向:{}, 状态:{}, 成交量:{}, 均价:{}, 盈亏:{}, 编号:{}",
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CHANNEL_NAME, posSide, state, accFillSz, avgPx, fillPnl, clOrdId);
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if ("filled".equals(state) && accFillSz != null && new BigDecimal(accFillSz).compareTo(BigDecimal.ZERO) > 0) {
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if (gridTradeService != null) {
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BigDecimal pnl = fillPnl != null ? new BigDecimal(fillPnl) : BigDecimal.ZERO;
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gridTradeService.onOrderFilled(posSide, new BigDecimal(accFillSz), pnl);
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}
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}
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}
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} catch (Exception e) {
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log.error("[{}] 处理数据失败", CHANNEL_NAME, e);
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}
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return true;
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}
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}
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