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.utils.WsMapBuild;
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import com.xcong.excoin.modules.okxNewPrice.utils.WsParamBuild;
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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.Map;
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import java.util.concurrent.ConcurrentHashMap;
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/**
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* 交易订单处理类，负责构建和发送订单请求到OKX WebSocket
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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 TradeOrderWs {
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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>> TRADEORDERWSMAP = 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 TRADEORDERWSMAP.computeIfAbsent(accountName, k -> new ConcurrentHashMap<>());
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}
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public static final String ORDERWS_CHANNEL = "order";
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public static void orderEvent(WebSocketClient webSocketClient, TradeRequestParam tradeRequestParam) {
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log.info("开始执行TradeOrderWs......");
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String accountName = tradeRequestParam.getAccountName();
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String markPx = tradeRequestParam.getMarkPx();
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String instId = tradeRequestParam.getInstId();
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String tdMode = tradeRequestParam.getTdMode();
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String posSide = tradeRequestParam.getPosSide();
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String ordType = tradeRequestParam.getOrdType();
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String tradeType = tradeRequestParam.getTradeType();
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String clOrdId = tradeRequestParam.getClOrdId();
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String side = tradeRequestParam.getSide();
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String sz = tradeRequestParam.getSz();
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log.info("账户：{}，触发价格：{}，币种：{}，方向：{}，买卖：{}，数量：{}，是否允许下单：{}，编号：{}，", accountName, markPx, instId, posSide,side, sz, tradeType, clOrdId);
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//验证是否允许下单
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if (StrUtil.isNotEmpty(tradeType) && OrderParamEnums.TRADE_NO.getValue().equals(tradeType)) {
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log.warn("账户{}不允许下单，取消发送", accountName);
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return;
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}
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/**
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* 校验必要参数
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* 验证下单参数是否存在空值
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*/
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if (
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StrUtil.isBlank(accountName)
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|| StrUtil.isBlank(instId)
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|| StrUtil.isBlank(tdMode)
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|| StrUtil.isBlank(posSide)
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|| StrUtil.isBlank(ordType)
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|| StrUtil.isBlank(clOrdId)
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|| StrUtil.isBlank(side)
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|| StrUtil.isBlank(sz)
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){
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log.warn("下单参数缺失，取消发送");
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return;
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}
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/**
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* 检验账户和仓位是否准备就绪
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* 开多：买入开多（side 填写 buy； posSide 填写 long ）
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* 开空：卖出开空（side 填写 sell； posSide 填写 short ） 需要检验账户通道是否准备就绪
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* 平多：卖出平多（side 填写 sell；posSide 填写 long ）
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* 平空：买入平空（side 填写 buy； posSide 填写 short ） 需要检验仓位通道是否准备就绪
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*/
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String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
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if (
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(posSide.equals(CoinEnums.POSSIDE_LONG.getCode()) && side.equals(CoinEnums.SIDE_BUY.getCode()))
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|| (posSide.equals(CoinEnums.POSSIDE_SHORT.getCode()) && side.equals(CoinEnums.SIDE_SELL.getCode()))
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){
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String accountReadyState = AccountWs.getAccountMap(accountName).get(CoinEnums.READY_STATE.name());
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if (!CoinEnums.READY_STATE_YES.getCode().equals(accountReadyState)) {
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log.info("账户通道未就绪，取消发送");
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return;
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}
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}else if (
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(posSide.equals(CoinEnums.POSSIDE_LONG.getCode()) && side.equals(CoinEnums.SIDE_SELL.getCode()))
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|| (posSide.equals(CoinEnums.POSSIDE_SHORT.getCode()) && side.equals(CoinEnums.SIDE_BUY.getCode()))
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) {
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BigDecimal positionsReadyState = PositionsWs.getAccountMap(positionAccountName).get(CoinEnums.READY_STATE.name()) == null
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? BigDecimal.ZERO : PositionsWs.getAccountMap(positionAccountName).get(CoinEnums.READY_STATE.name());
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if (WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_YES.getCode()).compareTo(positionsReadyState) != 0) {
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log.info("仓位{}通道未就绪，取消发送",positionAccountName);
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return;
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}
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}else{
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log.info("下单构建失败{},{}，取消发送",posSide, side);
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return;
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}
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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("instId", instId);
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args.put("tdMode", tdMode);
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args.put("clOrdId", clOrdId);
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args.put("side", side);
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args.put("posSide", posSide);
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args.put("ordType", ordType);
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args.put("sz", sz);
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argsArray.add(args);
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String connId = WsParamBuild.getOrderNum(ORDERWS_CHANNEL);
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JSONObject jsonObject = WsParamBuild.buildJsonObject(connId, ORDERWS_CHANNEL, argsArray);
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webSocketClient.send(jsonObject.toJSONString());
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log.info("发送下单频道:{},数量：{}", side, sz);
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WsMapBuild.saveStringToMap(getAccountMap(accountName), "clOrdId", clOrdId);
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WsMapBuild.saveStringToMap(getAccountMap(accountName), "state", CoinEnums.ORDER_FILLED.getCode());
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/**
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* 将状态更新为未准备就绪
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*/
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WsMapBuild.saveBigDecimalToMap(PositionsWs.getAccountMap(positionAccountName), CoinEnums.READY_STATE.name(), WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_NO.getCode()));
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WsMapBuild.saveStringToMap(AccountWs.getAccountMap(accountName), CoinEnums.READY_STATE.name(), CoinEnums.READY_STATE_NO.getCode());
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} catch (Exception e) {
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log.error("下单构建失败", e);
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}
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}
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/**
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* 计算盈亏金额。
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*
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* @param faceValue 面值
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* @param position 持仓数量
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* @param markPrice 标记价格
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* @param openPrice 开仓价格
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* @param isLong 是否为多头仓位
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* @param minTickSz 最小变动单位精度
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* @return 盈亏金额，保留指定精度的小数位
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*/
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public BigDecimal profit(BigDecimal faceValue, BigDecimal position,
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BigDecimal markPrice, BigDecimal openPrice, boolean isLong, int minTickSz) {
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BigDecimal profit = BigDecimal.ZERO;
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if (isLong) {
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profit = markPrice.subtract(openPrice)
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.multiply(faceValue)
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.multiply(position);
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} else {
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profit = openPrice.subtract(markPrice)
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.multiply(faceValue)
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.multiply(position);
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}
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return profit.setScale(minTickSz, BigDecimal.ROUND_DOWN);
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}
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}
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