package com.xcong.excoin.modules.okxNewPrice.okxWs;
|
|
import cn.hutool.core.util.StrUtil;
|
import cn.hutool.json.JSONUtil;
|
import com.alibaba.fastjson.JSONArray;
|
import com.alibaba.fastjson.JSONObject;
|
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
|
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.OrderParamEnums;
|
import com.xcong.excoin.modules.okxNewPrice.okxWs.param.TradeRequestParam;
|
import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild;
|
import com.xcong.excoin.modules.okxNewPrice.utils.WsParamBuild;
|
import lombok.extern.slf4j.Slf4j;
|
import org.java_websocket.client.WebSocketClient;
|
|
import java.math.BigDecimal;
|
import java.util.Map;
|
import java.util.concurrent.ConcurrentHashMap;
|
|
/**
|
* 交易订单处理类，负责构建和发送订单请求到OKX WebSocket
|
*
|
* @author Administrator
|
*/
|
@Slf4j
|
public class TradeOrderWs {
|
|
// 使用双层Map，第一层key为账号名称，第二层key为数据key
|
public static final Map<String, Map<String,String>> TRADEORDERWSMAP = new ConcurrentHashMap<>();
|
|
// 获取指定账号的Map，如果不存在则创建
|
public static Map<String, String> getAccountMap(String accountName) {
|
return TRADEORDERWSMAP.computeIfAbsent(accountName, k -> new ConcurrentHashMap<>());
|
}
|
|
public static final String ORDERWS_CHANNEL = "order";
|
|
public static void orderEvent(WebSocketClient webSocketClient, TradeRequestParam tradeRequestParam) {
|
|
|
log.info("开始执行TradeOrderWs{}......", JSONUtil.parse(tradeRequestParam));
|
String accountName = tradeRequestParam.getAccountName();
|
String markPx = tradeRequestParam.getMarkPx();
|
String instId = tradeRequestParam.getInstId();
|
String tdMode = tradeRequestParam.getTdMode();
|
String posSide = tradeRequestParam.getPosSide();
|
String ordType = tradeRequestParam.getOrdType();
|
|
String tradeType = tradeRequestParam.getTradeType();
|
|
String clOrdId = tradeRequestParam.getClOrdId();
|
String side = tradeRequestParam.getSide();
|
String sz = tradeRequestParam.getSz();
|
log.info("账户：{}，类型：{}，触发价格：{}，币种：{}，方向：{}，买卖：{}，数量：{}，是否允许下单：{}，编号：{}，",
|
accountName,ordType, markPx, instId, posSide,side, sz, tradeType, clOrdId);
|
//验证是否允许下单
|
if (StrUtil.isNotEmpty(tradeType) && OrderParamEnums.TRADE_NO.getValue().equals(tradeType)) {
|
log.warn("账户{}不允许下单，取消发送", accountName);
|
return;
|
}
|
/**
|
* 校验必要参数
|
* 验证下单参数是否存在空值
|
*/
|
if (
|
StrUtil.isBlank(accountName)
|
|| StrUtil.isBlank(instId)
|
|| StrUtil.isBlank(tdMode)
|
|| StrUtil.isBlank(posSide)
|
|| StrUtil.isBlank(ordType)
|
|| StrUtil.isBlank(clOrdId)
|
|| StrUtil.isBlank(side)
|
|| StrUtil.isBlank(sz)
|
|
){
|
log.warn("下单参数缺失，取消发送");
|
return;
|
}
|
if (BigDecimal.ZERO.compareTo(new BigDecimal(sz)) >= 0) {
|
log.warn("下单数量{}不允许下单，取消发送", sz);
|
return;
|
}
|
|
/**
|
* 检验账户和仓位是否准备就绪
|
* 开多：买入开多（side 填写 buy； posSide 填写 long ）
|
* 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
|
* 平多：卖出平多（side 填写 sell；posSide 填写 long ）
|
* 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
|
*/
|
//买入开多、卖出开空则验证仓位通道是否准备就绪
|
|
String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
|
boolean b = posSide.equals(CoinEnums.POSSIDE_LONG.getCode()) && side.equals(CoinEnums.SIDE_BUY.getCode());
|
boolean c = posSide.equals(CoinEnums.POSSIDE_SHORT.getCode()) && side.equals(CoinEnums.SIDE_SELL.getCode());
|
if ( b || c ){
|
BigDecimal positionsReadyState = PositionsWs.getAccountMap(positionAccountName).get(CoinEnums.READY_STATE.name()) == null
|
? BigDecimal.ZERO : PositionsWs.getAccountMap(positionAccountName).get(CoinEnums.READY_STATE.name());
|
if (WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_YES.getCode()).compareTo(positionsReadyState) != 0) {
|
log.info("仓位{}通道未就绪，取消发送",positionAccountName);
|
return;
|
}
|
String accountReadyState = AccountWs.getAccountMap(accountName).get(CoinEnums.READY_STATE.name());
|
if (!CoinEnums.READY_STATE_YES.getCode().equals(accountReadyState)) {
|
log.info("账户通道未就绪，取消发送");
|
return;
|
}
|
}
|
|
try {
|
JSONArray argsArray = new JSONArray();
|
JSONObject args = new JSONObject();
|
args.put("instId", instId);
|
args.put("tdMode", tdMode);
|
args.put("clOrdId", clOrdId);
|
args.put("side", side);
|
|
args.put("posSide", posSide);
|
args.put("ordType", ordType);
|
args.put("sz", sz);
|
argsArray.add(args);
|
|
String connId = WsParamBuild.getOrderNum(ORDERWS_CHANNEL);
|
JSONObject jsonObject = WsParamBuild.buildJsonObject(connId, ORDERWS_CHANNEL, argsArray);
|
webSocketClient.send(jsonObject.toJSONString());
|
log.info("发送下单频道:{},数量：{}", side, sz);
|
|
WsMapBuild.saveStringToMap(getAccountMap(accountName), "state", CoinEnums.ORDER_FILLED.getCode());
|
/**
|
* 将状态更新为未准备就绪
|
*/
|
WsMapBuild.saveBigDecimalToMap(PositionsWs.getAccountMap(positionAccountName), CoinEnums.READY_STATE.name(), WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_NO.getCode()));
|
WsMapBuild.saveStringToMap(AccountWs.getAccountMap(accountName), CoinEnums.READY_STATE.name(), CoinEnums.READY_STATE_NO.getCode());
|
|
} catch (Exception e) {
|
log.error("下单构建失败", e);
|
}
|
}
|
|
public static void orderZhiYingZhiSunEventNoState(WebSocketClient webSocketClient, TradeRequestParam tradeRequestParam) {
|
|
|
log.info("开始执行TradeOrderWs......");
|
if (tradeRequestParam == null){
|
|
log.warn("下单{}参数缺失，取消发送",tradeRequestParam);
|
return;
|
}
|
String accountName = tradeRequestParam.getAccountName();
|
String markPx = tradeRequestParam.getMarkPx();
|
String instId = tradeRequestParam.getInstId();
|
String tdMode = tradeRequestParam.getTdMode();
|
String posSide = tradeRequestParam.getPosSide();
|
String ordType = tradeRequestParam.getOrdType();
|
|
String tradeType = tradeRequestParam.getTradeType();
|
|
String clOrdId = tradeRequestParam.getClOrdId();
|
String side = tradeRequestParam.getSide();
|
String sz = tradeRequestParam.getSz();
|
/**
|
* 校验必要参数
|
* 验证下单参数是否存在空值
|
*/
|
if (
|
StrUtil.isBlank(accountName)
|
|| StrUtil.isBlank(instId)
|
|| StrUtil.isBlank(tdMode)
|
|| StrUtil.isBlank(posSide)
|
|| StrUtil.isBlank(ordType)
|
|| StrUtil.isBlank(clOrdId)
|
|| StrUtil.isBlank(side)
|
|| StrUtil.isBlank(sz)
|
|| StrUtil.isBlank(markPx)
|
|
){
|
log.warn("下单参数缺失，取消发送");
|
return;
|
}
|
log.info("账户：{}，类型：{}，触发价格：{}，币种：{}，方向：{}，买卖：{}，数量：{}，是否允许下单：{}，编号：{}，",
|
accountName,ordType, markPx, instId, posSide,side, sz, tradeType, clOrdId);
|
//验证是否允许下单
|
if (StrUtil.isNotEmpty(tradeType) && OrderParamEnums.TRADE_NO.getValue().equals(tradeType)) {
|
log.warn("账户{}不允许下单，取消发送", accountName);
|
return;
|
}
|
|
/**
|
* 检验账户和仓位是否准备就绪
|
* 开多：买入开多（side 填写 buy； posSide 填写 long ）
|
* 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
|
* 平多：卖出平多（side 填写 sell；posSide 填写 long ）
|
* 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
|
*/
|
|
try {
|
JSONArray argsArray = new JSONArray();
|
JSONObject args = new JSONObject();
|
args.put("instId", instId);
|
args.put("tdMode", tdMode);
|
args.put("clOrdId", clOrdId);
|
args.put("side", side);
|
|
args.put("posSide", posSide);
|
args.put("ordType", ordType);
|
args.put("sz", sz);
|
args.put("px", markPx);
|
argsArray.add(args);
|
|
String connId = WsParamBuild.getOrderNum(ORDERWS_CHANNEL);
|
JSONObject jsonObject = WsParamBuild.buildJsonObject(connId, ORDERWS_CHANNEL, argsArray);
|
webSocketClient.send(jsonObject.toJSONString());
|
log.info("发送下单频道:{},数量：{}", side, sz);
|
|
} catch (Exception e) {
|
log.error("下单构建失败", e);
|
}
|
}
|
|
|
|
/**
|
* 计算盈亏金额。
|
*
|
* @param faceValue 面值
|
* @param position 持仓数量
|
* @param markPrice 标记价格
|
* @param openPrice 开仓价格
|
* @param isLong 是否为多头仓位
|
* @param minTickSz 最小变动单位精度
|
* @return 盈亏金额，保留指定精度的小数位
|
*/
|
public BigDecimal profit(BigDecimal faceValue, BigDecimal position,
|
BigDecimal markPrice, BigDecimal openPrice, boolean isLong, int minTickSz) {
|
BigDecimal profit = BigDecimal.ZERO;
|
if (isLong) {
|
profit = markPrice.subtract(openPrice)
|
.multiply(faceValue)
|
.multiply(position);
|
} else {
|
profit = openPrice.subtract(markPrice)
|
.multiply(faceValue)
|
.multiply(position);
|
}
|
return profit.setScale(minTickSz, BigDecimal.ROUND_DOWN);
|
}
|
|
}
|
