package com.xcong.excoin.modules.okxNewPrice;
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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.Map;
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import java.util.concurrent.ConcurrentHashMap;
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/**
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* 网格价格层级，策略的最小操作单元。
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*
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* <h3>定位</h3>
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* 每个 OkxGridElement 对应网格中的一个价格点，同时持有该点的多仓和空仓挂单状态。
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* 维护全局静态 HashMap 索引实现 O(1) 双向查询。
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*
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* <h3>ID 体系与链表</h3>
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* <pre>
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* ID ≦ -1: 空仓队列区域（降序），ID 自减，gridPrice 递减
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* ID = 0: 基座位置，gridPrice = shortBaseEntryPrice
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* ID ≧ 1: 多仓队列区域（升序），ID 自增，gridPrice 递增
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*
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* 链表: ... ← -3 ← -2 ← -1 ← 0 → 1 → 2 → 3 → ...
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* </pre>
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*
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* <h3>8 个全局 O(1) 索引</h3>
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* <pre>
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* INDEX → findById(int) ID → 元素
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* PRICE_INDEX → findByPrice(BigDecimal) 价格 → 元素
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* LONG_ORDER_ID_INDEX → findByLongOrderId(String) 多仓挂单ID → 元素
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* SHORT_ORDER_ID_INDEX → findByShortOrderId(String) 空仓挂单ID → 元素
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* LONG_TP_ORDER_ID_INDEX→ findByLongTakeProfitOrderId(String) 多止盈ID → 元素
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* SHORT_TP_ORDER_ID_INDEX→ findByShortTakeProfitOrderId(String) 空止盈ID → 元素
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* LONG_SL_ORDER_ID_INDEX→ findByLongStopLossOrderId(String) 多止损ID → 元素
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* SHORT_SL_ORDER_ID_INDEX→ findByShortStopLossOrderId(String) 空止损ID → 元素
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* </pre>
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*
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* @author Administrator
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*/
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public class OkxGridElement {
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private int id;
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private BigDecimal gridPrice;
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private boolean hasLongOrder;
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private boolean hasShortOrder;
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private OkxTraderParam longTraderParam;
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private OkxTraderParam shortTraderParam;
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private Integer upId;
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private Integer downId;
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private String longOrderId;
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private String shortOrderId;
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private String longTakeProfitOrderId;
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private String shortTakeProfitOrderId;
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private String longStopLossOrderId;
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private String shortStopLossOrderId;
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// ==================== 全局索引 ====================
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private static final Map<Integer, OkxGridElement> INDEX = new ConcurrentHashMap<>();
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private static final Map<BigDecimal, OkxGridElement> PRICE_INDEX = new ConcurrentHashMap<>();
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private static final Map<String, OkxGridElement> LONG_ORDER_ID_INDEX = new ConcurrentHashMap<>();
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private static final Map<String, OkxGridElement> SHORT_ORDER_ID_INDEX = new ConcurrentHashMap<>();
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private static final Map<String, OkxGridElement> LONG_TP_ORDER_ID_INDEX = new ConcurrentHashMap<>();
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private static final Map<String, OkxGridElement> SHORT_TP_ORDER_ID_INDEX = new ConcurrentHashMap<>();
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private static final Map<String, OkxGridElement> LONG_SL_ORDER_ID_INDEX = new ConcurrentHashMap<>();
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private static final Map<String, OkxGridElement> SHORT_SL_ORDER_ID_INDEX = new ConcurrentHashMap<>();
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// ==================== 静态查找方法 ====================
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public static OkxGridElement findById(int id) {
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return INDEX.get(id);
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}
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public static OkxGridElement findByPrice(BigDecimal price) {
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return PRICE_INDEX.get(price);
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}
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public static OkxGridElement findByLongOrderId(String orderId) {
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return LONG_ORDER_ID_INDEX.get(orderId);
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}
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public static OkxGridElement findByShortOrderId(String orderId) {
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return SHORT_ORDER_ID_INDEX.get(orderId);
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}
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public static OkxGridElement findByLongTakeProfitOrderId(String orderId) {
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return LONG_TP_ORDER_ID_INDEX.get(orderId);
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}
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public static OkxGridElement findByShortTakeProfitOrderId(String orderId) {
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return SHORT_TP_ORDER_ID_INDEX.get(orderId);
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}
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public static OkxGridElement findByLongStopLossOrderId(String orderId) {
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return LONG_SL_ORDER_ID_INDEX.get(orderId);
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}
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public static OkxGridElement findByShortStopLossOrderId(String orderId) {
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return SHORT_SL_ORDER_ID_INDEX.get(orderId);
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}
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/**
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* 全量重建全局索引。由 OkxConfig.setGridElements() 调用。
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*/
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public static void rebuildIndex(List<OkxGridElement> elements) {
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INDEX.clear();
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PRICE_INDEX.clear();
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LONG_ORDER_ID_INDEX.clear();
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SHORT_ORDER_ID_INDEX.clear();
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LONG_TP_ORDER_ID_INDEX.clear();
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SHORT_TP_ORDER_ID_INDEX.clear();
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LONG_SL_ORDER_ID_INDEX.clear();
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SHORT_SL_ORDER_ID_INDEX.clear();
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for (OkxGridElement e : elements) {
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INDEX.put(e.getId(), e);
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putDynamicIndices(e);
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}
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logAll();
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}
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/**
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* 增量刷新动态索引。每次修改订单状态后调用。
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*/
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public static void refreshIndices() {
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PRICE_INDEX.clear();
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LONG_ORDER_ID_INDEX.clear();
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SHORT_ORDER_ID_INDEX.clear();
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LONG_TP_ORDER_ID_INDEX.clear();
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SHORT_TP_ORDER_ID_INDEX.clear();
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LONG_SL_ORDER_ID_INDEX.clear();
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SHORT_SL_ORDER_ID_INDEX.clear();
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for (OkxGridElement e : INDEX.values()) {
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putDynamicIndices(e);
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}
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logAll();
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}
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/**
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* 获取所有已挂空仓条件单且当前价高于其价格、无止盈单的网格元素。
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*/
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public static List<OkxGridElement> findAllLongOrders(BigDecimal currentPrice) {
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List<OkxGridElement> result = new ArrayList<>();
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for (OkxGridElement e : INDEX.values()) {
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if (e.isHasLongOrder() && e.getGridPrice().compareTo(currentPrice) > 0 && e.getLongTakeProfitOrderId() == null) {
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result.add(e);
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}
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}
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return result;
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}
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/**
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* 获取所有已挂多仓条件单且当前价低于其价格、无止盈单的网格元素。
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*/
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public static List<OkxGridElement> findAllShortOrders(BigDecimal currentPrice) {
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List<OkxGridElement> result = new ArrayList<>();
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for (OkxGridElement e : INDEX.values()) {
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if (e.isHasShortOrder() && e.getGridPrice().compareTo(currentPrice) < 0 && e.getShortTakeProfitOrderId() == null) {
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result.add(e);
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}
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}
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return result;
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}
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private static void putDynamicIndices(OkxGridElement e) {
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PRICE_INDEX.put(e.getGridPrice(), e);
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if (e.getLongOrderId() != null) LONG_ORDER_ID_INDEX.put(e.getLongOrderId(), e);
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if (e.getShortOrderId() != null) SHORT_ORDER_ID_INDEX.put(e.getShortOrderId(), e);
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if (e.getLongTakeProfitOrderId() != null) LONG_TP_ORDER_ID_INDEX.put(e.getLongTakeProfitOrderId(), e);
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if (e.getShortTakeProfitOrderId() != null) SHORT_TP_ORDER_ID_INDEX.put(e.getShortTakeProfitOrderId(), e);
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if (e.getLongStopLossOrderId() != null) LONG_SL_ORDER_ID_INDEX.put(e.getLongStopLossOrderId(), e);
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if (e.getShortStopLossOrderId() != null) SHORT_SL_ORDER_ID_INDEX.put(e.getShortStopLossOrderId(), e);
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}
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public static void logAll() {
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List<OkxGridElement> sorted = new ArrayList<>(INDEX.values());
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sorted.sort((a, b) -> Integer.compare(a.getId(), b.getId()));
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StringBuilder sb = new StringBuilder("\n========== OKX 网格数据 ==========\n");
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for (OkxGridElement e : sorted) {
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if (e.isHasLongOrder() || e.isHasShortOrder()
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|| e.getLongStopLossOrderId() != null || e.getShortStopLossOrderId() != null) {
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sb.append(String.format(
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" ID=%4d 价格=%s up=%s down=%s 多仓=%s(%s) 空仓=%s(%s) 多止盈=%s 空止盈=%s 多止损=%s 空止损=%s\n",
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e.getId(), e.getGridPrice(), e.getUpId(), e.getDownId(),
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e.isHasLongOrder() ? "有" : "无", e.getLongOrderId() != null ? e.getLongOrderId() : "-",
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e.isHasShortOrder() ? "有" : "无", e.getShortOrderId() != null ? e.getShortOrderId() : "-",
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e.getLongTakeProfitOrderId() != null ? e.getLongTakeProfitOrderId() : "-",
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e.getShortTakeProfitOrderId() != null ? e.getShortTakeProfitOrderId() : "-",
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e.getLongStopLossOrderId() != null ? e.getLongStopLossOrderId() : "-",
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e.getShortStopLossOrderId() != null ? e.getShortStopLossOrderId() : "-"));
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}
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}
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sb.append(String.format(
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" 索引统计: ID=%d 价格=%d 多仓订单ID=%d 空仓订单ID=%d 多止盈ID=%d 空止盈ID=%d 多止损ID=%d 空止损ID=%d\n",
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INDEX.size(), PRICE_INDEX.size(), LONG_ORDER_ID_INDEX.size(), SHORT_ORDER_ID_INDEX.size(),
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LONG_TP_ORDER_ID_INDEX.size(), SHORT_TP_ORDER_ID_INDEX.size(),
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LONG_SL_ORDER_ID_INDEX.size(), SHORT_SL_ORDER_ID_INDEX.size()));
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sb.append("================================\n");
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System.out.println(sb);
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}
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public OkxGridElement getUp() {
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return upId != null ? INDEX.get(upId) : null;
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}
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public OkxGridElement getDown() {
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return downId != null ? INDEX.get(downId) : null;
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}
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private OkxGridElement(Builder builder) {
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this.id = builder.id;
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this.gridPrice = builder.gridPrice;
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this.hasLongOrder = builder.hasLongOrder;
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this.hasShortOrder = builder.hasShortOrder;
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this.longTraderParam = builder.longTraderParam;
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this.shortTraderParam = builder.shortTraderParam;
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this.upId = builder.upId;
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this.downId = builder.downId;
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this.longOrderId = builder.longOrderId;
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this.shortOrderId = builder.shortOrderId;
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this.longTakeProfitOrderId = builder.longTakeProfitOrderId;
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this.shortTakeProfitOrderId = builder.shortTakeProfitOrderId;
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this.longStopLossOrderId = builder.longStopLossOrderId;
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this.shortStopLossOrderId = builder.shortStopLossOrderId;
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}
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// ==================== getters/setters ====================
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public int getId() { return id; }
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public void setId(int id) { this.id = id; }
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public BigDecimal getGridPrice() { return gridPrice; }
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public void setGridPrice(BigDecimal gridPrice) { this.gridPrice = gridPrice; }
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public boolean isHasLongOrder() { return hasLongOrder; }
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public void setHasLongOrder(boolean hasLongOrder) { this.hasLongOrder = hasLongOrder; }
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public boolean isHasShortOrder() { return hasShortOrder; }
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public void setHasShortOrder(boolean hasShortOrder) { this.hasShortOrder = hasShortOrder; }
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public OkxTraderParam getLongTraderParam() { return longTraderParam; }
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public void setLongTraderParam(OkxTraderParam longTraderParam) { this.longTraderParam = longTraderParam; }
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public OkxTraderParam getShortTraderParam() { return shortTraderParam; }
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public void setShortTraderParam(OkxTraderParam shortTraderParam) { this.shortTraderParam = shortTraderParam; }
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public Integer getUpId() { return upId; }
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public void setUpId(Integer upId) { this.upId = upId; }
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public Integer getDownId() { return downId; }
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public void setDownId(Integer downId) { this.downId = downId; }
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public String getLongOrderId() { return longOrderId; }
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public void setLongOrderId(String longOrderId) { this.longOrderId = longOrderId; }
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public String getShortOrderId() { return shortOrderId; }
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public void setShortOrderId(String shortOrderId) { this.shortOrderId = shortOrderId; }
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public String getLongTakeProfitOrderId() { return longTakeProfitOrderId; }
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public void setLongTakeProfitOrderId(String longTakeProfitOrderId) { this.longTakeProfitOrderId = longTakeProfitOrderId; }
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public String getShortTakeProfitOrderId() { return shortTakeProfitOrderId; }
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public void setShortTakeProfitOrderId(String shortTakeProfitOrderId) { this.shortTakeProfitOrderId = shortTakeProfitOrderId; }
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public String getLongStopLossOrderId() { return longStopLossOrderId; }
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public void setLongStopLossOrderId(String longStopLossOrderId) { this.longStopLossOrderId = longStopLossOrderId; }
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public String getShortStopLossOrderId() { return shortStopLossOrderId; }
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public void setShortStopLossOrderId(String shortStopLossOrderId) { this.shortStopLossOrderId = shortStopLossOrderId; }
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public static Builder builder() {
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return new Builder();
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}
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public static class Builder {
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private int id;
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private BigDecimal gridPrice;
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private boolean hasLongOrder = false;
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private boolean hasShortOrder = false;
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private OkxTraderParam longTraderParam;
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private OkxTraderParam shortTraderParam;
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private Integer upId;
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private Integer downId;
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private String longOrderId;
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private String shortOrderId;
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private String longTakeProfitOrderId;
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private String shortTakeProfitOrderId;
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private String longStopLossOrderId;
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private String shortStopLossOrderId;
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public Builder id(int id) { this.id = id; return this; }
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public Builder gridPrice(BigDecimal gridPrice) { this.gridPrice = gridPrice; return this; }
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public Builder hasLongOrder(boolean hasLongOrder) { this.hasLongOrder = hasLongOrder; return this; }
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public Builder hasShortOrder(boolean hasShortOrder) { this.hasShortOrder = hasShortOrder; return this; }
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public Builder longTraderParam(OkxTraderParam longTraderParam) { this.longTraderParam = longTraderParam; return this; }
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public Builder shortTraderParam(OkxTraderParam shortTraderParam) { this.shortTraderParam = shortTraderParam; return this; }
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public Builder upId(Integer upId) { this.upId = upId; return this; }
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public Builder downId(Integer downId) { this.downId = downId; return this; }
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public Builder longOrderId(String longOrderId) { this.longOrderId = longOrderId; return this; }
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public Builder shortOrderId(String shortOrderId) { this.shortOrderId = shortOrderId; return this; }
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public Builder longTakeProfitOrderId(String longTakeProfitOrderId) { this.longTakeProfitOrderId = longTakeProfitOrderId; return this; }
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public Builder shortTakeProfitOrderId(String shortTakeProfitOrderId) { this.shortTakeProfitOrderId = shortTakeProfitOrderId; return this; }
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public Builder longStopLossOrderId(String longStopLossOrderId) { this.longStopLossOrderId = longStopLossOrderId; return this; }
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public Builder shortStopLossOrderId(String shortStopLossOrderId) { this.shortStopLossOrderId = shortStopLossOrderId; return this; }
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public OkxGridElement build() {
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return new OkxGridElement(this);
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}
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}
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}
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