package com.xcong.excoin.modules.okxNewPrice.okxWs;
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import cn.hutool.core.util.StrUtil;
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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.okxNewPrice.okxWs.enums.CoinEnums;
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import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.OrderParamEnums;
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import com.xcong.excoin.modules.okxNewPrice.okxWs.param.TradeRequestParam;
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import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListEnum;
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import com.xcong.excoin.modules.okxNewPrice.okxpi.MallUtils;
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import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild;
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import com.xcong.excoin.modules.okxNewPrice.utils.WsParamBuild;
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import com.xcong.excoin.utils.RedisUtils;
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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.math.RoundingMode;
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import java.util.Map;
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import java.util.concurrent.ConcurrentHashMap;
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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 OrderInfoWs {
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// 使用双层Map，第一层key为账号名称，第二层key为数据key
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public static final Map<String, Map<String, String>> ORDERINFOWSMAP = new ConcurrentHashMap<>();
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// 获取指定账号的Map，如果不存在则创建
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public static Map<String, String> getAccountMap(String accountName) {
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return ORDERINFOWSMAP.computeIfAbsent(accountName, k -> new ConcurrentHashMap<>());
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}
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public static final String ORDERINFOWS_CHANNEL = "orders";
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public static void subscribeOrderInfoChannel(WebSocketClient webSocketClient, String option) {
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try {
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JSONArray argsArray = new JSONArray();
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JSONObject args = new JSONObject();
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args.put("channel", ORDERINFOWS_CHANNEL);
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args.put("instType", CoinEnums.INSTTYPE_SWAP.getCode());
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args.put("instId", CoinEnums.HE_YUE.getCode());
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argsArray.add(args);
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String connId = MallUtils.getOrderNum(ORDERINFOWS_CHANNEL);
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JSONObject jsonObject = WsParamBuild.buildJsonObject(connId, option, argsArray);
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webSocketClient.send(jsonObject.toJSONString());
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// log.info("发送订单频道频道:{}", option);
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} catch (Exception e) {
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log.error("订阅订单频道构建失败", e);
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}
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}
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public static void initEvent(JSONObject response, String accountName) {
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// log.info("订阅成功: {}", response.getJSONObject("arg"));
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}
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private static final String DATA_KEY = "data";
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private static final String INSTID_KEY = "instId";
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private static final String ORDID_KEY = "ordId";
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private static final String CLORDID_KEY = "clOrdId";
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private static final String SIDE_KEY = "side";
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private static final String TDMODE_KEY = "tdMode";
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private static final String ACCFILLSZ_KEY = "accFillSz";
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private static final String AVGPX_KEY = "avgPx";
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private static final String STATE_KEY = "state";
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private static final String FILLFEE_KEY = "fillFee";
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private static final String POSSIDE_KEY = "posSide";
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public static TradeRequestParam handleEvent(JSONObject response, RedisUtils redisUtils, String accountName) {
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log.info("开始执行OrderInfoWs......");
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try {
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JSONArray dataArray = response.getJSONArray(DATA_KEY);
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if (dataArray == null || dataArray.isEmpty()) {
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log.warn("订单频道数据为空");
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return null;
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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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String instId = detail.getString(INSTID_KEY);
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if (!CoinEnums.HE_YUE.getCode().equals(instId)){
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log.info( "订单详情-币种: {} 没有成交订单", CoinEnums.HE_YUE.getCode() );
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continue;
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}
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String ordId = detail.getString(ORDID_KEY);
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String clOrdId = detail.getString(CLORDID_KEY);
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String side = detail.getString(SIDE_KEY);
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String tdMode = detail.getString(TDMODE_KEY);
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String accFillSz = detail.getString(ACCFILLSZ_KEY);
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String avgPx = detail.getString(AVGPX_KEY);
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String state = detail.getString(STATE_KEY);
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String fillFee = detail.getString(FILLFEE_KEY);
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String posSide = detail.getString(POSSIDE_KEY);
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log.info(
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"{}: 订单详情-币种: {}, 系统编号: {}, 自定义编号: {}, 订单方向: {}, 交易模式: {}," +
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" 累计成交数量: {}, 成交均价: {}, 订单状态: {}, 手续费: {}, 持仓方向: {}",
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accountName, instId, ordId, clOrdId, side, tdMode,
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accFillSz, avgPx,state, fillFee,posSide
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);
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Map<String, String> accountMap = getAccountMap(accountName);
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String stateStr = TradeOrderWs.getAccountMap(accountName).get("state");
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boolean longSell = CoinEnums.POSSIDE_LONG.getCode().equals(posSide) && CoinEnums.SIDE_SELL.getCode().equals(side);
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boolean shortBuy = CoinEnums.POSSIDE_SHORT.getCode().equals(posSide) && CoinEnums.SIDE_BUY.getCode().equals(side);
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if (
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CoinEnums.ORDER_FILLED.getCode().equals(state)
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&& (longSell || shortBuy)
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){
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WsMapBuild.saveStringToMap(accountMap, "orderPrice",avgPx);
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}
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String clOrdIdStr = TradeOrderWs.getAccountMap(accountName).get("clOrdId");
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if (
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StrUtil.isNotBlank(clOrdIdStr)
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&& clOrdId.equals(clOrdIdStr)
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&& StrUtil.isNotBlank(stateStr)
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&& state.equals(stateStr)
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){
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//记录成交均价
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if (accountMap.get("orderPrice") == null){
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log.info("成交均价: {}", avgPx);
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WsMapBuild.saveStringToMap(accountMap, "orderPrice",avgPx);
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}
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WsMapBuild.saveStringToMap(TradeOrderWs.getAccountMap(accountName), "state", CoinEnums.ORDER_LIVE.getCode());
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// 使用账号特定的Map
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String positionAccountName = PositionsWs.initAccountName(accountName, side);
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Map<String, BigDecimal> positionsMap = PositionsWs.getAccountMap(positionAccountName);
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WsMapBuild.saveBigDecimalToMap(positionsMap, CoinEnums.READY_STATE.name(), WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_NO.getCode()));
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Map<String, String> accountWsMap = AccountWs.getAccountMap(accountName);
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WsMapBuild.saveStringToMap(accountWsMap, CoinEnums.READY_STATE.name(), CoinEnums.READY_STATE_NO.getCode());
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log.info("{}: 订单详情已完成: {}, 自定义编号: {}", accountName, CoinEnums.HE_YUE.getCode(), clOrdId);
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TradeRequestParam tradeRequestParam = new TradeRequestParam();
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tradeRequestParam.setAccountName(accountName);
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BigDecimal zhiYingPx = getZhiYingPx(
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accountName,
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posSide,
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fillFee,
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WsMapBuild.parseBigDecimalSafe(InstrumentsWs.getAccountMap(accountName).get(CoinEnums.CTVAL.name())),
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WsMapBuild.parseBigDecimalSafe(accFillSz),
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WsMapBuild.parseBigDecimalSafe(InstrumentsWs.getAccountMap(accountName).get(CoinEnums.CONTRACTMULTIPLIER.name())),
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WsMapBuild.parseBigDecimalSafe(avgPx),
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WsMapBuild.parseBigDecimalSafe(CoinEnums.LEVERAGE.getCode())
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);
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tradeRequestParam.setMarkPx(String.valueOf(zhiYingPx));
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tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
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tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
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tradeRequestParam.setPosSide(posSide);
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tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_LIMIT.getCode());
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tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
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tradeRequestParam.setSide(CoinEnums.POSSIDE_LONG.getCode().equals(posSide) ? CoinEnums.SIDE_SELL.getCode() : CoinEnums.SIDE_BUY.getCode());
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tradeRequestParam.setClOrdId(WsParamBuild.getOrderNum(side));
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tradeRequestParam.setSz(accFillSz);
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return tradeRequestParam;
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}
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return null;
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}
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} catch (Exception e) {
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log.error("处理订单频道推送数据失败", e);
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}
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return null;
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}
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public static void main(String[] args) {
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System.out.println(
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getZhiYingPx(
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"eth",
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CoinEnums.POSSIDE_LONG.getCode(),
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"0.0001",
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new BigDecimal("0.1"),
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new BigDecimal("0.05"),
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new BigDecimal("1"),
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new BigDecimal("2950"),
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new BigDecimal("100"))
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);
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}
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/**
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* 计算预期收益
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*/
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public static BigDecimal getZhiYingPx(
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String accountName, String posSide, String fillFee, BigDecimal coinValue, BigDecimal coinNum,
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BigDecimal contractMultiplier, BigDecimal avgPx, BigDecimal leverage
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) {
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BigDecimal initMargin = getInitMargin(coinValue, coinNum, contractMultiplier, avgPx, leverage);
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String pingCangImr = StrUtil.isEmpty(InstrumentsWs.getAccountMap(accountName).get(CoinEnums.PING_CANG_SHOUYI.name())) ? "0.2" : InstrumentsWs.getAccountMap(accountName).get(CoinEnums.PING_CANG_SHOUYI.name());
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BigDecimal expectProfit = (initMargin).multiply(new BigDecimal(pingCangImr)).add(new BigDecimal(fillFee).abs()).setScale(4, RoundingMode.DOWN);
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log.info("{}: 订单详情-预期收益: {}", accountName, expectProfit);
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return getMarkPrice(expectProfit,posSide, coinValue, coinNum, contractMultiplier, avgPx, leverage);
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}
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/**
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* 计算初始保证金
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* 面值 * 张数 * 合约乘数 * 标记价格 / 杠杆倍数
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*/
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public static BigDecimal getInitMargin(BigDecimal coinValue, BigDecimal coinNum, BigDecimal contractMultiplier, BigDecimal avgPx, BigDecimal leverage) {
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BigDecimal initMargin = coinValue.multiply(coinNum).multiply(contractMultiplier).multiply(avgPx).divide(leverage, 4, RoundingMode.DOWN);
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log.info("订单详情-初始保证金: {}", initMargin);
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return initMargin;
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}
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/**
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* USDT保证金合约
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* 多仓收益 = 面值 * |张数| * 合约乘数 *（标记价格 - 开仓均价）
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* （标记价格 - 开仓均价） = 多仓收益 /(面值 * |张数| * 合约乘数)
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* 标记价格 = 多仓收益 /(面值 * |张数| * 合约乘数) + 开仓均价
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* 空仓收益 = 面值 * |张数| * 合约乘数 *（开仓均价 - 标记价格）
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* （开仓均价 - 标记价格） = 空仓收益 /(面值 * |张数| * 合约乘数)
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* 标记价格 = 开仓均价 - 空仓收益 /(面值 * |张数| * 合约乘数)
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*/
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public static BigDecimal getMarkPrice(BigDecimal expectProfit,String posSide,BigDecimal coinValue, BigDecimal sz, BigDecimal contractMultiplier, BigDecimal openPrice, BigDecimal leverage) {
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BigDecimal markPrice = BigDecimal.ZERO;
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BigDecimal multiply = coinValue.multiply(sz.abs()).multiply(contractMultiplier);
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BigDecimal bigDecimal = expectProfit.divide(multiply, 2, RoundingMode.DOWN);
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if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)){
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markPrice = openPrice.add(bigDecimal).setScale(2, RoundingMode.DOWN);
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}
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if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)){
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markPrice = openPrice.subtract(bigDecimal).setScale(2, RoundingMode.DOWN);
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}
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log.info("订单详情-止盈标记价格: {}", markPrice);
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return markPrice;
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}
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}
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