Administrator
20 hours ago 025c66091b6b6903b5e830c5bde981fdbacbc744
src/main/java/com/xcong/excoin/modules/okxApi/OkxTradeExecutor.java
@@ -22,26 +22,44 @@
 * WebSocket 消息在回调线程中处理。下单操作参数构建等逻辑
 * 提交到独立线程池异步执行,避免阻塞 WS 回调线程。
 *
 * <h3>回调设计</h3>
 * 每个下单方法接受 onSuccess/onFailure 两个 Runnable。
 * 基底开仓时 onSuccess 用于标记基底已开,网格触发时通常为 null(成交状态由仓位推送驱动)。
 *
 * <h3>线程模型</h3>
 * <ul>
 *   <li><b>单线程</b>:保证下单顺序(开多→开空→止盈单),避免并发竞争</li>
 *   <li><b>有界队列 64</b>:防止堆积</li>
 *   <li><b>有界队列 64</b>:防止堆积。极端行情下最多累积 64 个任务</li>
 *   <li><b>CallerRunsPolicy</b>:队列满时由提交线程直接同步执行,形成自然背压</li>
 *   <li><b>allowCoreThreadTimeOut</b>:60s 空闲后线程回收</li>
 *   <li><b>allowCoreThreadTimeOut</b>:60s 空闲后线程回收,不浪费资源</li>
 * </ul>
 *
 * <h3>调用链</h3>
 * <pre>
 *   OkxGridTradeService.onKline → executor.openLong/openShort (基底双开 + 网格触发)
 *   OkxGridTradeService.onPositionUpdate → executor.placeTakeProfit (开仓成交后设止盈)
 *   OkxGridTradeService.stopGrid → executor.cancelAllPriceTriggeredOrders
 * </pre>
 *
 * @author Administrator
 */
@Slf4j
public class OkxTradeExecutor {
    private final OkxConfig config;
    private static final String ORDER_TYPE_CLOSE_LONG = "plan-close-long-position";
    private static final String ORDER_TYPE_CLOSE_SHORT = "plan-close-short-position";
    private final String contract;
    private final String marginMode;
    private final String accountName;
    private volatile WebSocketClient wsClient;
    private final ExecutorService executor;
    public OkxTradeExecutor(OkxConfig config, String accountName) {
        this.config = config;
    public OkxTradeExecutor(String contract, String marginMode, String accountName) {
        this.contract = contract;
        this.marginMode = marginMode;
        this.accountName = accountName;
        this.executor = new ThreadPoolExecutor(
                1, 1,
@@ -57,6 +75,10 @@
        ((ThreadPoolExecutor) executor).allowCoreThreadTimeOut(true);
    }
    public void setWebSocketClient(WebSocketClient wsClient) {
        this.wsClient = wsClient;
    }
    public void shutdown() {
        executor.shutdown();
        try {
@@ -67,19 +89,33 @@
        }
    }
    public void openLong(WebSocketClient wsClient, Runnable onSuccess) {
        openPosition(wsClient, config.getQuantity(), OkxEnums.POSSIDE_LONG, OkxEnums.SIDE_BUY, "开多", onSuccess);
    /**
     * 异步市价开多。quantity 为正数(如 "1")。
     *
     * @param quantity  开仓张数(正数)
     * @param onSuccess 成交成功回调(可为 null)
     * @param onFailure 成交失败回调(可为 null)
     */
    public void openLong(String quantity, Runnable onSuccess, Runnable onFailure) {
        openPosition(quantity, OkxEnums.POSSIDE_LONG, OkxEnums.SIDE_BUY, "开多", onSuccess, onFailure);
    }
    public void openShort(WebSocketClient wsClient, Runnable onSuccess) {
        openPosition(wsClient, config.getQuantity(), OkxEnums.POSSIDE_SHORT, OkxEnums.SIDE_SELL, "开空", onSuccess);
    /**
     * 异步市价开空。quantity 为正数(如 "1")。
     *
     * @param quantity  开仓张数(正数)
     * @param onSuccess 成交成功回调(可为 null)
     * @param onFailure 成交失败回调(可为 null)
     */
    public void openShort(String quantity, Runnable onSuccess, Runnable onFailure) {
        openPosition(quantity, OkxEnums.POSSIDE_SHORT, OkxEnums.SIDE_SELL, "开空", onSuccess, onFailure);
    }
    private void openPosition(WebSocketClient wsClient, String sz, String posSide, String side, String label, Runnable onSuccess) {
    private void openPosition(String sz, String posSide, String side, String label, Runnable onSuccess, Runnable onFailure) {
        executor.execute(() -> {
            try {
                TradeRequestParam param = buildParam(side, posSide, sz, OkxEnums.ORDTYPE_MARKET);
                sendOrder(wsClient, param);
                sendOrder(param);
                log.info("[TradeExec] {}已发送, 方向:{}, 数量:{}", label, posSide, sz);
                if (onSuccess != null) {
@@ -87,24 +123,94 @@
                }
            } catch (Exception e) {
                log.error("[TradeExec] {}发送失败", label, e);
                if (onFailure != null) {
                    onFailure.run();
                }
            }
        });
    }
    public void placeTakeProfit(WebSocketClient wsClient, String posSide, BigDecimal triggerPrice, String size) {
    /**
     * 异步创建止盈条件单(仓位计划止盈止损)。
     *
     * <p>通过 OKX WebSocket 发送 algo order(conditional order),服务器监控价格,
     * 达到触发价后自动平指定张数。
     *
     * <h3>orderType 说明</h3>
     * <ul>
     *   <li>plan-close-long-position:平多仓,posSide=long, side=sell</li>
     *   <li>plan-close-short-position:平空仓,posSide=short, side=buy</li>
     * </ul>
     *
     * <p>止盈单创建失败时,立即市价平仓兜底(marketClose)。
     *
     * @param triggerPrice 触发价格
     * @param orderType    stop 类型(plan-close-long-position / plan-close-short-position)
     * @param size         平仓张数(正数)
     */
    public void placeTakeProfit(BigDecimal triggerPrice, String orderType, String size) {
        executor.execute(() -> {
            try {
                String side = OkxEnums.POSSIDE_LONG.equals(posSide) ? OkxEnums.SIDE_SELL : OkxEnums.SIDE_BUY;
            String posSide;
            String side;
            if (ORDER_TYPE_CLOSE_LONG.equals(orderType)) {
                posSide = OkxEnums.POSSIDE_LONG;
                side = OkxEnums.SIDE_SELL;
            } else {
                posSide = OkxEnums.POSSIDE_SHORT;
                side = OkxEnums.SIDE_BUY;
            }
            try {
                TradeRequestParam param = buildParam(side, posSide, size, OkxEnums.ORDTYPE_LIMIT);
                param.setMarkPx(triggerPrice.toString());
                List<TradeRequestParam> params = new ArrayList<>();
                params.add(param);
                sendBatchOrders(wsClient, params);
                log.info("[TradeExec] 止盈单已发送, 方向:{}, 触发价:{}, 数量:{}", posSide, triggerPrice, size);
                sendBatchOrders(params);
                log.info("[TradeExec] 止盈单已发送, 触发价:{}, 类型:{}, size:{}", triggerPrice, orderType, size);
            } catch (Exception e) {
                log.error("[TradeExec] 止盈单发送失败", e);
                log.error("[TradeExec] 止盈单发送失败, 触发价:{}, size:{}, 立即市价止盈", triggerPrice, size, e);
                marketClose(side, posSide, size);
            }
        });
    }
    /**
     * 市价止盈:在止盈条件单创建失败时立即市价平仓。
     */
    private void marketClose(String side, String posSide, String size) {
        try {
            TradeRequestParam param = buildParam(side, posSide, size, OkxEnums.ORDTYPE_MARKET);
            param.setTradeType("3");
            sendOrder(param);
            log.info("[TradeExec] 市价止盈已发送, posSide:{}, size:{}", posSide, size);
        } catch (Exception e) {
            log.error("[TradeExec] 市价止盈也失败, posSide:{}, size:{}", posSide, size, e);
        }
    }
    /**
     * 异步清除指定合约的所有止盈止损条件单。
     */
    public void cancelAllPriceTriggeredOrders() {
        executor.execute(() -> {
            try {
                if (wsClient == null || !wsClient.isOpen()) {
                    log.warn("[TradeExec] WS未连接,跳过撤销条件单");
                    return;
                }
                JSONArray argsArray = new JSONArray();
                JSONObject args = new JSONObject();
                args.put("instId", contract);
                args.put("algoOrdType", "conditional");
                argsArray.add(args);
                String connId = OkxWsUtil.getOrderNum("cancel");
                JSONObject msg = OkxWsUtil.buildJsonObject(connId, "cancel-algos", argsArray);
                wsClient.send(msg.toJSONString());
                log.info("[TradeExec] 已发送撤销所有条件单请求");
            } catch (Exception e) {
                log.error("[TradeExec] 撤销条件单失败", e);
            }
        });
    }
@@ -112,8 +218,8 @@
    private TradeRequestParam buildParam(String side, String posSide, String sz, String ordType) {
        TradeRequestParam param = new TradeRequestParam();
        param.setAccountName(accountName);
        param.setInstId(config.getContract());
        param.setTdMode(config.getMarginMode());
        param.setInstId(contract);
        param.setTdMode(marginMode);
        param.setPosSide(posSide);
        param.setOrdType(ordType);
        param.setSide(side);
@@ -123,7 +229,7 @@
        return param;
    }
    private void sendOrder(WebSocketClient wsClient, TradeRequestParam param) {
    private void sendOrder(TradeRequestParam param) {
        if (wsClient == null || !wsClient.isOpen()) {
            log.warn("[TradeExec] WS未连接,跳过下单");
            return;
@@ -150,7 +256,7 @@
        log.info("[TradeExec] 发送下单: side={}, sz={}", param.getSide(), param.getSz());
    }
    private void sendBatchOrders(WebSocketClient wsClient, List<TradeRequestParam> params) {
    private void sendBatchOrders(List<TradeRequestParam> params) {
        if (wsClient == null || !wsClient.isOpen() || params == null || params.isEmpty()) {
            log.warn("[TradeExec] WS未连接或参数为空,跳过批量下单");
            return;