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.okxpi.MallUtils;
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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 org.springframework.beans.factory.annotation.Autowired;
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import org.springframework.stereotype.Component;
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import java.math.BigDecimal;
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import java.util.Optional;
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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 PositionsWs {
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public static final String POSITIONSWS_CHANNEL = "positions";
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private static final String REDIS_KEY_PREFIX = POSITIONSWS_CHANNEL + ":" + CoinEnums.HE_YUE.getCode();
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public static void subscribePositionChannel(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", POSITIONSWS_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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JSONObject updateInterval = new JSONObject();
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updateInterval.put("updateInterval","2000");
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args.put("updateInterval", updateInterval);
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argsArray.add(args);
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String connId = MallUtils.getOrderNum(POSITIONSWS_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("发送持仓频道频道:{}", option);
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} catch (Exception e) {
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log.error("订阅持仓频道频道构建失败", e);
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}
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}
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public static void handleEvent(JSONObject response, RedisUtils redisUtils) {
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log.info("开始执行PositionsWs......");
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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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log.info("账户持仓频道数据为空,已当前价买入，并且初始化网格");
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JSONObject posData = new JSONObject();
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processPositionData(posData, redisUtils);
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return;
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}
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for (int i = 0; i < dataArray.size(); i++) {
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JSONObject posData = dataArray.getJSONObject(i);
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String instId = posData.getString("instId");
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if (CoinEnums.HE_YUE.getCode().equals(instId)) {
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log.info("查询到账户{}持仓数据",CoinEnums.HE_YUE.getCode());
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String mgnMode = posData.getString("mgnMode");
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String posSide = posData.getString("posSide");
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String pos = posData.getString("pos");
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String avgPx = posData.getString("avgPx");
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String upl = posData.getString("upl");
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String uplRatio = posData.getString("uplRatio");
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String lever = posData.getString("lever");
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String liqPx = posData.getString("liqPx");
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String markPx = posData.getString("markPx");
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String imr = posData.getString("imr");
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String mgnRatio = posData.getString("mgnRatio");
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String mmr = posData.getString("mmr");
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String notionalUsd = posData.getString("notionalUsd");
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String ccy = posData.getString("ccy");
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String last = posData.getString("last");
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String idxPx = posData.getString("idxPx");
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String bePx = posData.getString("bePx");
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String realizedPnl = posData.getString("realizedPnl");
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String settledPnl = posData.getString("settledPnl");
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log.info(
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"账户持仓频道-产品类型: {}, 保证金模式: {}, 持仓方向: {}, 持仓数量: {}, 开仓平均价: {}, "
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+ "未实现收益: {}, 未实现收益率: {}, 杠杆倍数: {}, 预估强平价: {}, 初始保证金: {}, "
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+ "维持保证金率: {}, 维持保证金: {}, 以美金价值为单位的持仓数量: {}, 占用保证金的币种: {}, "
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+ "最新成交价: {}, 最新指数价格: {}, 盈亏平衡价: {}, 已实现收益: {}, 累计已结算收益: {}"
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+ "最新标记价格: {}",
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instId, mgnMode, posSide, pos, avgPx,
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upl, uplRatio, lever, liqPx, imr,
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mgnRatio, mmr, notionalUsd, ccy,
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last, idxPx, bePx, realizedPnl, settledPnl,
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markPx
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);
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processPositionData(posData, redisUtils);
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}
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}
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} catch (Exception e) {
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log.error("处理持仓频道推送数据失败", e);
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}
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}
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private static void processPositionData(JSONObject posData, RedisUtils redisUtils) {
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try {
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String avgPx = safeGetString(posData, "avgPx");
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String pos = safeGetString(posData, "pos");
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String upl = safeGetString(posData, "upl");
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String imr = safeGetString(posData, "imr");
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String mgnRatio = safeGetString(posData, "mgnRatio");
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String markPx = safeGetString(posData, "markPx");
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String bePx = safeGetString(posData, "bePx");
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String realizedPnl = safeGetString(posData, "realizedPnl");
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boolean setResult = saveToRedis(redisUtils, avgPx, pos, upl, imr, mgnRatio, markPx, bePx,realizedPnl);
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if (setResult) {
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calculateAndSaveBuyCount(redisUtils);
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} else {
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log.warn("Redis操作失败");
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}
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} catch (Exception e) {
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log.error("Redis操作异常", e);
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}
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}
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private static boolean saveToRedis(RedisUtils redisUtils,
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String avgPx, String pos, String upl,
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String imr, String mgnRatio, String markPx, String bePx, String realizedPnl) {
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return redisUtils.set(REDIS_KEY_PREFIX + ":avgPx", avgPx, 0)
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&& redisUtils.set(REDIS_KEY_PREFIX + ":pos", pos, 0)
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&& redisUtils.set(REDIS_KEY_PREFIX + ":upl", upl, 0)
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&& redisUtils.set(REDIS_KEY_PREFIX + ":imr", imr, 0)
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&& redisUtils.set(REDIS_KEY_PREFIX + ":mgnRatio", mgnRatio, 0)
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&& redisUtils.set(REDIS_KEY_PREFIX + ":markPx", markPx, 0)
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&& redisUtils.set(REDIS_KEY_PREFIX + ":bePx", bePx, 0)
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&& redisUtils.set(REDIS_KEY_PREFIX + ":realizedPnl", realizedPnl, 0);
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}
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private static void calculateAndSaveBuyCount(RedisUtils redisUtils) {
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try {
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String ctValStr = (String) redisUtils.get(InstrumentsWs.INSTRUMENTSWS_CHANNEL + ":" + CoinEnums.HE_YUE.getCode() + ":ctVal");
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String markPxStr = (String) redisUtils.get(REDIS_KEY_PREFIX + ":markPx");
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String minSzStr = (String) redisUtils.get(InstrumentsWs.INSTRUMENTSWS_CHANNEL + ":" + CoinEnums.HE_YUE.getCode() + ":minSz");
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String everyTimeUsdt = (String) redisUtils.get(AccountWs.ACCOUNTWS_CHANNEL + ":" + CoinEnums.USDT.getCode() + ":everyTimeUsdt");
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BigDecimal margin = parseBigDecimal(everyTimeUsdt, "0");
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BigDecimal leverage = parseBigDecimal(OrderParamEnums.LEVERAGE.getValue(), "1");
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BigDecimal faceValue = parseBigDecimal(ctValStr, "0");
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BigDecimal markPrice = parseBigDecimal(markPxStr, "0"); // 默认值需谨慎对待
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int minLotSz = parseInt(minSzStr, 0);
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BigDecimal buyCnt = buyCnt(margin, leverage, faceValue, markPrice, minLotSz);
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redisUtils.set(REDIS_KEY_PREFIX + ":buyCnt", buyCnt.toString(), 0);
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} catch (NumberFormatException | ArithmeticException e) {
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log.error("计算购买数量时发生数字转换错误", e);
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}
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}
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private static String safeGetString(JSONObject obj, String key) {
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return Optional.ofNullable(obj.getString(key)).orElse("0");
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}
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private static BigDecimal parseBigDecimal(String value, String defaultValue) {
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return new BigDecimal(Optional.ofNullable(value).filter(s -> !s.isEmpty()).orElse(defaultValue));
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}
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private static int parseInt(String value, int defaultValue) {
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try {
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return Integer.parseInt(value);
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} catch (NumberFormatException e) {
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return defaultValue;
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}
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}
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/**
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* 计算购买合约的数量
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*
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* USDT 币本位合约
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* 公式：张数 = 保证金 / (面值 * 标记价格 / 杠杆倍数)
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*
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* @param margin 用户的保证金金额
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* @param leverage 杠杆倍数
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* @param faceValue 合约面值
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* @param markPrice 标记价格
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* @param minLotSz 最小下单精度
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* @return 返回用户可以购买的合约数量
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*/
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public static BigDecimal buyCnt(BigDecimal margin, BigDecimal leverage, BigDecimal faceValue, BigDecimal markPrice, int minLotSz) {
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if (margin.compareTo(BigDecimal.ZERO) <= 0 ||
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leverage.compareTo(BigDecimal.ZERO) <= 0 ||
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faceValue.compareTo(BigDecimal.ZERO) <= 0 ||
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markPrice.compareTo(BigDecimal.ZERO) <= 0) {
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return BigDecimal.ZERO;
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}
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BigDecimal divisor = markPrice.divide(leverage, 10, BigDecimal.ROUND_DOWN);
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BigDecimal denominator = faceValue.multiply(divisor);
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return margin.divide(denominator, minLotSz, BigDecimal.ROUND_DOWN);
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}
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}
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