feat(okx): 实现止盈订单功能并优化相关逻辑

Administrator

2025-12-20 249e016826505a9bcd02c43dad8012188f9b5163

 src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java

@@ -1,13 +1,11 @@
package com.xcong.excoin.modules.okxNewPrice;

import cn.hutool.core.util.ObjectUtil;
import cn.hutool.core.util.StrUtil;
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONObject;
import com.xcong.excoin.modules.okxNewPrice.celue.CaoZuoService;
import com.xcong.excoin.modules.okxNewPrice.okxWs.*;
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.enums.ExchangeInfoEnum;
import com.xcong.excoin.modules.okxNewPrice.okxWs.param.TradeRequestParam;
import com.xcong.excoin.modules.okxNewPrice.utils.SSLConfig;
import com.xcong.excoin.modules.okxNewPrice.wangge.WangGeService;
import com.xcong.excoin.utils.RedisUtils;
@@ -20,10 +18,10 @@

import javax.annotation.PostConstruct;
import javax.annotation.PreDestroy;
import java.math.BigDecimal;
import java.net.URI;
import java.net.URISyntaxException;
import java.util.concurrent.*;
import java.util.concurrent.atomic.AtomicBoolean;
import java.util.concurrent.atomic.AtomicReference;

/**
@@ -33,24 +31,43 @@
 * @author Administrator
 */
@Slf4j
@Component
@ConditionalOnProperty(prefix = "app", name = "quant", havingValue = "true")
public class OkxQuantWebSocketClient {
    @Autowired
    private WangGeService wangGeService;
    @Autowired
    private CaoZuoService caoZuoService;
    @Autowired
    private RedisUtils redisUtils;
    private final RedisUtils redisUtils;
    private final ExchangeInfoEnum account;

    private WebSocketClient webSocketClient;
    private ScheduledExecutorService heartbeatExecutor;
    private volatile ScheduledFuture<?> pongTimeoutFuture;
    private final AtomicReference<Long> lastMessageTime = new AtomicReference<>(System.currentTimeMillis());
    
    // 连接状态标志
    private final AtomicBoolean isConnected = new AtomicBoolean(false);
    private final AtomicBoolean isConnecting = new AtomicBoolean(false);
    
    /**
     * 获取WebSocketClient实例
     * @return WebSocketClient实例
     */
    public WebSocketClient getWebSocketClient() {
        return webSocketClient;
    }
    
    /**
     * 获取账号名称
     * @return 账号名称
     */
    public String getAccountName() {
        return account.name();
    }
    
    public OkxQuantWebSocketClient(ExchangeInfoEnum account,
                                   RedisUtils redisUtils) {
        this.account = account;
        this.redisUtils = redisUtils;
    }

    private static final String WS_URL_MONIPAN = "wss://wspap.okx.com:8443/ws/v5/private";
    private static final String WS_URL_SHIPAN = "wss://ws.okx.com:8443/ws/v5/private";
    private static final boolean INTERNET = false;

    /**
     * 订阅频道指令
@@ -68,12 +85,21 @@
        return t;
    });

    // 在 OkxQuantWebSocketClient 中添加初始化标记
    private final AtomicBoolean isInitialized = new AtomicBoolean(false);

    /**
     * 初始化方法，在 Spring Bean 构造完成后执行。
     * 负责建立 WebSocket 连接并启动心跳检测任务。
     */
    @PostConstruct
    public void init() {
        // 防止重复初始化
        if (!isInitialized.compareAndSet(false, true)) {
            log.warn("OkxQuantWebSocketClient 已经初始化过，跳过重复初始化");
            return;
        }

        connect();
        startHeartbeat();
    }
@@ -82,19 +108,50 @@
     * 销毁方法，在 Spring Bean 销毁前执行。
     * 关闭 WebSocket 连接、停止心跳定时器及相关的线程资源。
     */
//    @PreDestroy
//    public void destroy() {
//        if (webSocketClient != null && webSocketClient.isOpen()) {
//            subscribeAccountChannel(UNSUBSCRIBE);
//            subscribePositionChannel(UNSUBSCRIBE);
//            subscribeOrderInfoChannel(UNSUBSCRIBE);
//            webSocketClient.close();
//        }
//        shutdownExecutorGracefully(heartbeatExecutor);
//        if (pongTimeoutFuture != null) {
//            pongTimeoutFuture.cancel(true);
//        }
//        shutdownExecutorGracefully(sharedExecutor);
//
//        // 移除了 reconnectScheduler 的关闭操作
//    }
    @PreDestroy
    public void destroy() {
        if (webSocketClient != null && webSocketClient.isOpen()) {
            subscribeAccountChannel(UNSUBSCRIBE);
            subscribePositionChannel(UNSUBSCRIBE);
            subscribeOrderInfoChannel(UNSUBSCRIBE);
            webSocketClient.close();
        log.info("开始销毁OkxQuantWebSocketClient");

        // 设置关闭标志，避免重连
        if (sharedExecutor != null && !sharedExecutor.isShutdown()) {
            sharedExecutor.shutdown();
        }

        if (webSocketClient != null && webSocketClient.isOpen()) {
            try {
                subscribeAccountChannel(UNSUBSCRIBE);
                subscribePositionChannel(UNSUBSCRIBE);
                subscribeOrderInfoChannel(UNSUBSCRIBE);
                webSocketClient.closeBlocking();
            } catch (InterruptedException e) {
                Thread.currentThread().interrupt();
                log.warn("关闭WebSocket连接时被中断");
            }
        }

        shutdownExecutorGracefully(heartbeatExecutor);
        if (pongTimeoutFuture != null) {
            pongTimeoutFuture.cancel(true);
        }
        shutdownExecutorGracefully(sharedExecutor);

        log.info("OkxQuantWebSocketClient销毁完成");
    }

    private void shutdownExecutorGracefully(ExecutorService executor) {
@@ -117,24 +174,48 @@
     * 设置回调函数以监听连接打开、接收消息、关闭和错误事件。
     */
    private void connect() {
        // 避免重复连接
        if (isConnecting.get()) {
            log.info("连接已在进行中，跳过重复连接请求");
            return;
        }
        
        if (!isConnecting.compareAndSet(false, true)) {
            log.info("连接已在进行中，跳过重复连接请求");
            return;
        }
        
        try {
            InstrumentsWs.handleEvent(redisUtils);
            wangGeService.initWangGe();
            InstrumentsWs.handleEvent(account.name());
            SSLConfig.configureSSL();
            System.setProperty("https.protocols", "TLSv1.2,TLSv1.3");
            String WS_URL = WS_URL_MONIPAN;
            if (INTERNET){
            if (account.isAccountType()){
                WS_URL = WS_URL_SHIPAN;
            }
            URI uri = new URI(WS_URL);
            
            // 关闭之前的连接（如果存在）
            if (webSocketClient != null) {
                try {
                    webSocketClient.closeBlocking();
                } catch (InterruptedException e) {
                    Thread.currentThread().interrupt();
                    log.warn("关闭之前连接时被中断");
                }
            }
            
            webSocketClient = new WebSocketClient(uri) {
                @Override
                public void onOpen(ServerHandshake handshake) {
                    log.info("OKX account-order WebSocket连接成功");
                    // 检查应用是否正在关闭
                    isConnected.set(true);
                    isConnecting.set(false);
                    
                    // 棜查应用是否正在关闭
                    if (!sharedExecutor.isShutdown()) {
                        resetHeartbeatTimer();
                        websocketLogin();
                        websocketLogin(account);
                    } else {
                        log.warn("应用正在关闭，忽略WebSocket连接成功回调");
                    }
@@ -150,6 +231,8 @@
                @Override
                public void onClose(int code, String reason, boolean remote) {
                    log.warn("OKX account-order WebSocket连接关闭: code={}, reason={}", code, reason);
                    isConnected.set(false);
                    isConnecting.set(false);
                    cancelPongTimeout();

                    if (sharedExecutor != null && !sharedExecutor.isShutdown() && !sharedExecutor.isTerminated()) {
@@ -171,17 +254,19 @@
                @Override
                public void onError(Exception ex) {
                    log.error("OKX account-order WebSocket发生错误", ex);
                    isConnected.set(false);
                }
            };

            webSocketClient.connect();
        } catch (URISyntaxException e) {
            log.error("WebSocket URI格式错误", e);
            isConnecting.set(false);
        }
    }

    private void websocketLogin() {
        LoginWs.websocketLogin(webSocketClient);
    private void websocketLogin(ExchangeInfoEnum account) {
        LoginWs.websocketLogin(webSocketClient, account);
    }

    private void subscribeBalanceAndPositionChannel(String option) {
@@ -209,7 +294,7 @@
    private void handleWebSocketMessage(String message) {
        try {
            if ("pong".equals(message)) {
                log.info("收到心跳响应");
                log.debug("{}: 收到心跳响应", account.name());
                cancelPongTimeout();
                return;
            }
@@ -220,26 +305,49 @@
                String code = response.getString("code");
                if ("0".equals(code)) {
                    String connId = response.getString("connId");
                    log.info("WebSocket登录成功, connId: {}", connId);
                    log.info("{}: WebSocket登录成功, connId: {}", account.name(), connId);
                    subscribeAccountChannel(SUBSCRIBE);
                    subscribeOrderInfoChannel(SUBSCRIBE);
                    subscribePositionChannel(SUBSCRIBE);
                } else {
                    log.error("WebSocket登录失败, code: {}, msg: {}", code, response.getString("msg"));
                    log.error("{}: WebSocket登录失败, code: {}, msg: {}", account.name(), code, response.getString("msg"));
                }
            } else if ("subscribe".equals(event)) {
                log.info("订阅成功: {}", response.getJSONObject("arg"));
                subscribeEvent(response);
            } else if ("error".equals(event)) {
                log.error("订阅错误: code={}, msg={}",
                         response.getString("code"), response.getString("msg"));
                log.error("{}: 订阅错误: code={}, msg={}",
                         account.name(), response.getString("code"), response.getString("msg"));
            } else if ("channel-conn-count".equals(event)) {
                log.info("连接限制更新: channel={}, connCount={}",
                         response.getString("channel"), response.getString("connCount"));
                log.info("{}: 连接限制更新: channel={}, connCount={}",
                         account.name(), response.getString("channel"), response.getString("connCount"));
            } else {
                processPushData(response);
            }
        } catch (Exception e) {
            log.error("处理WebSocket消息失败: {}", message, e);
            log.error("{}: 处理WebSocket消息失败: {}", account.name(), message, e);
        }
    }

    private void subscribeEvent(JSONObject response) {
        JSONObject arg = response.getJSONObject("arg");
        if (arg == null) {
            log.warn("无效的推送数据，缺少 'arg' 字段 :{}",response);
            return;
        }

        String channel = arg.getString("channel");
        if (channel == null) {
            log.warn("无效的推送数据，缺少 'channel' 字段{}",response);
            return;
        }
        if (OrderInfoWs.ORDERINFOWS_CHANNEL.equals(channel)) {
            OrderInfoWs.initEvent(response, account.name());
        }
        if (AccountWs.ACCOUNTWS_CHANNEL.equals(channel)) {
            AccountWs.initEvent(response, account.name());
        }
        if (PositionsWs.POSITIONSWS_CHANNEL.equals(channel)) {
            PositionsWs.initEvent(response, account.name());
        }
    }

@@ -250,52 +358,38 @@
     * @param response 包含价格数据的 JSON 对象
     */
    private void processPushData(JSONObject response) {
        String op = response.getString("op");
        if (op != null){
            if (TradeOrderWs.ORDERWS_CHANNEL.equals(op)) {
                // 直接使用Object类型接收，避免强制类型转换
                Object data = response.get("data");
                log.info("{}: 收到下单推送结果: {}", account.name(), JSON.toJSONString(data));
                return;
            }
        }
        JSONObject arg = response.getJSONObject("arg");
        if (arg == null) {
            log.warn("无效的推送数据，缺少 'arg' 字段");
            log.warn("{}: 无效的推送数据，缺少 'arg' 字段 :{}", account.name(), response);
            return;
        }

        String channel = arg.getString("channel");
        if (channel == null) {
            log.warn("无效的推送数据，缺少 'channel' 字段");
            log.warn("{}: 无效的推送数据，缺少 'channel' 字段{}", account.name(), response);
            return;
        }

        // 注意：当前实现中，OrderInfoWs等类使用静态Map存储数据
        // 这会导致多账号之间的数据冲突。需要进一步修改这些类的设计，让数据存储与特定账号关联
        if (OrderInfoWs.ORDERINFOWS_CHANNEL.equals(channel)) {
            OrderInfoWs.handleEvent(response, redisUtils);
            TradeRequestParam tradeRequestParam = OrderInfoWs.handleEvent(response, redisUtils, account.name());
            TradeOrderWs.orderZhiYingEvent(webSocketClient, tradeRequestParam);
        }else if (AccountWs.ACCOUNTWS_CHANNEL.equals(channel)) {
            AccountWs.handleEvent(response, redisUtils);
            AccountWs.handleEvent(response, account.name());
//            String side = caoZuoService.caoZuo(account.name());
//            TradeOrderWs.orderEvent(webSocketClient, side, account.name());
        } else if (PositionsWs.POSITIONSWS_CHANNEL.equals(channel)) {
            PositionsWs.handleEvent(response, redisUtils);

            String posKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + CoinEnums.HE_YUE.getCode() + ":pos";
            String pos = (String) redisUtils.get(posKey);
            if (StrUtil.isBlank(pos)) {
                log.error("未获取到持仓数量");
                TradeOrderWs.orderEvent(webSocketClient, redisUtils, OrderParamEnums.INIT.getValue());
                return;
            }

            String state = (String) redisUtils.get(InstrumentsWs.INSTRUMENTSWS_CHANNEL + ":" + CoinEnums.HE_YUE.getCode() + ":state");
            String uplKey = PositionsWs.POSITIONSWS_CHANNEL + ":" + CoinEnums.HE_YUE.getCode() + ":upl";
            String totalOrderUsdtKey = AccountWs.ACCOUNTWS_CHANNEL + ":" + CoinEnums.USDT.getCode() + ":totalOrderUsdt";

            String upl =  ObjectUtil.isEmpty(redisUtils.get(uplKey)) ? "0" : (String)redisUtils.get(uplKey);

            String totalOrderUsdt = (String) redisUtils.get(totalOrderUsdtKey);
            BigDecimal multiply = new BigDecimal(upl).multiply(new BigDecimal("-1"));

            if (new BigDecimal(totalOrderUsdt).compareTo(multiply) < 0 || OrderParamEnums.STATE_3.getValue().equals(state)) {
                log.error("持仓盈亏超过下单总保证金，止损冷静一天......");
                TradeOrderWs.orderEvent(webSocketClient, redisUtils, OrderParamEnums.OUT.getValue());
                return;
            }

            String side = caoZuoService.caoZuo();
            if (StrUtil.isNotBlank(pos)) {
                TradeOrderWs.orderEvent(webSocketClient, redisUtils, side);
            }
            PositionsWs.handleEvent(response, account.name());
        } else if (BalanceAndPositionWs.CHANNEL_NAME.equals(channel)) {
            BalanceAndPositionWs.handleEvent(response);
        }
@@ -316,8 +410,11 @@
            return t;
        });

        heartbeatExecutor.scheduleWithFixedDelay(this::checkHeartbeatTimeout, 25, 25, TimeUnit.SECONDS);
        heartbeatExecutor.scheduleWithFixedDelay(this::checkHeartbeatTimeout,
                HEARTBEAT_TIMEOUT, HEARTBEAT_TIMEOUT, TimeUnit.SECONDS);
    }

    // 移除了 schedulePeriodicReconnect 方法

    /**
     * 重置心跳计时器。
@@ -333,11 +430,18 @@
        }
    }

    // 移除了 performScheduledReconnect 方法

    /**
     * 检查心跳超时情况。
     * 若长时间未收到任何消息则主动发送 ping 请求保持连接活跃。
     */
    private void checkHeartbeatTimeout() {
        // 只有在连接状态下才检查心跳
        if (!isConnected.get()) {
            return;
        }
        
        long currentTime = System.currentTimeMillis();
        long lastTime = lastMessageTime.get();

@@ -376,15 +480,30 @@
     * 在连接意外中断后尝试重新建立连接。
     */
    private void reconnectWithBackoff() throws InterruptedException {
        // 如果正在连接，则不重复发起重连
        if (isConnecting.get()) {
            log.info("连接已在进行中，跳过重连请求");
            return;
        }
        
        int attempt = 0;
        int maxAttempts = 5;
        int maxAttempts = 3;
        long delayMs = 1000;

        while (attempt < maxAttempts) {
        while (attempt < maxAttempts && !isConnected.get()) {
            try {
                Thread.sleep(delayMs);
                connect();
                return;
                
                // 等待连接建立
                for (int i = 0; i < 10 && isConnecting.get(); i++) {
                    Thread.sleep(500);
                }
                
                if (isConnected.get()) {
                    log.info("重连成功");
                    return;
                }
            } catch (Exception e) {
                log.warn("第{}次重连失败", attempt + 1, e);
                delayMs *= 2;
@@ -394,4 +513,4 @@

        log.error("超过最大重试次数({})仍未连接成功", maxAttempts);
    }
}
}