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>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</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</li>
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* </ul>
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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 final OkxConfig config;
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private final String accountName;
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private final ExecutorService executor;
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public OkxTradeExecutor(OkxConfig config, String accountName) {
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this.config = config;
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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 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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public void openLong(WebSocketClient wsClient, Runnable onSuccess) {
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openPosition(wsClient, config.getQuantity(), OkxEnums.POSSIDE_LONG, OkxEnums.SIDE_BUY, "开多", onSuccess);
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}
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public void openShort(WebSocketClient wsClient, Runnable onSuccess) {
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openPosition(wsClient, config.getQuantity(), OkxEnums.POSSIDE_SHORT, OkxEnums.SIDE_SELL, "开空", onSuccess);
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}
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private void openPosition(WebSocketClient wsClient, String sz, String posSide, String side, String label, Runnable onSuccess) {
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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(wsClient, 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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}
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});
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}
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public void placeTakeProfit(WebSocketClient wsClient, String posSide, BigDecimal triggerPrice, String size) {
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executor.execute(() -> {
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try {
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String side = OkxEnums.POSSIDE_LONG.equals(posSide) ? OkxEnums.SIDE_SELL : OkxEnums.SIDE_BUY;
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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(wsClient, params);
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log.info("[TradeExec] 止盈单已发送, 方向:{}, 触发价:{}, 数量:{}", posSide, triggerPrice, size);
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} catch (Exception e) {
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log.error("[TradeExec] 止盈单发送失败", 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(config.getContract());
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param.setTdMode(config.getMarginMode());
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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(WebSocketClient wsClient, 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(WebSocketClient wsClient, 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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