feat(okx): 实现新的价格WebSocket客户端并优化量化操作

Administrator

2025-12-17 6a51883c6d96702df7e1df023b3ad3e0fd575b16

 src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/TradeOrderWs.java

@@ -5,70 +5,111 @@
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.okxpi.MallUtils;
import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild;
import com.xcong.excoin.modules.okxNewPrice.utils.WsParamBuild;
import com.xcong.excoin.utils.RedisUtils;
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, RedisUtils redisUtils, String side) {
    public static void orderEvent(WebSocketClient webSocketClient, String side, String accountName) {

        log.info("开始执行TradeOrderWs......");
        if (StrUtil.isBlank( side)){
            log.warn("止损了，下次再战...");
//        log.info("开始执行TradeOrderWs......");
        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;
        }

        String buyCnt = null;
        String ctval = getRedisValue(redisUtils, InstrumentsWs.INSTRUMENTSWS_CHANNEL, ":ctVal");
        String buyCntNormal = getRedisValue(redisUtils, PositionsWs.POSITIONSWS_CHANNEL, ":buyCnt");
        String pos = getRedisValue(redisUtils, PositionsWs.POSITIONSWS_CHANNEL, ":pos");
        if (OrderParamEnums.ORDERING.getValue().equals(side)) {
            log.warn("正在下单中，等待下单结束...");
            return;
        } else if (OrderParamEnums.HOLDING.getValue().equals(side)) {
            return;
        } else if (OrderParamEnums.INIT.getValue().equals(side)) {
            side = OrderParamEnums.BUY.getValue();
            if (StrUtil.isNotBlank(buyCntNormal) && new BigDecimal(buyCntNormal).compareTo(BigDecimal.ZERO) > 0) {
                buyCnt = buyCntNormal;
            }else{
                buyCnt = ctval;
            }
        } else if (OrderParamEnums.OUT.getValue().equals(side)) {
            log.info(OrderParamEnums.getNameByValue(OrderParamEnums.OUT.getValue()));
            side = OrderParamEnums.SELL.getValue();
            buyCnt = pos;
        } else if (OrderParamEnums.BUY.getValue().equals(side)){
            side = OrderParamEnums.BUY.getValue();
            if (StrUtil.isNotBlank(buyCntNormal) && new BigDecimal(buyCntNormal).compareTo(BigDecimal.ZERO) > 0) {
                buyCnt = buyCntNormal;
            }else{
                buyCnt = ctval;
            }
        }else if (OrderParamEnums.SELL.getValue().equals(side)){
            side = OrderParamEnums.SELL.getValue();
            buyCnt = getRedisValue(redisUtils, PositionsWs.POSITIONSWS_CHANNEL, ":pos");
        }else{
            log.warn("操作信号异常，请检查下单操作...");
        String posSide = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.POSSIDE.name());
        String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
        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;
        }

        // 校验必要参数
        if (StrUtil.isBlank(side)) {
            log.warn("下单参数 side 为空，取消发送");
            return;
        }
        // 校验必要参数
        if (StrUtil.isBlank(posSide)) {
            log.warn("下单参数 posSide 为空，取消发送");
            return;
        }

        String buyCnt = "";
        if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)){
            if (OrderParamEnums.HOLDING.getValue().equals(side)){
                log.info("当前状态为持仓中，取消发送");
                return;
            }else if (OrderParamEnums.OUT.getValue().equals(side)){
                log.info("当前状态为止损");
                side = OrderParamEnums.SELL.getValue();
                buyCnt = String.valueOf(PositionsWs.getAccountMap(positionAccountName).get("pos"));
            }else if (OrderParamEnums.INIT.getValue().equals(side)){
                log.info("当前状态为初始化");
                side = OrderParamEnums.BUY.getValue();
                buyCnt = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
            }else if (OrderParamEnums.BUY.getValue().equals(side)){
                log.info("当前状态为加仓");
                String buyCntTime = getAccountMap(accountName).get("buyCntTime");
                String buyCntStr = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT.name());
                buyCnt = String.valueOf(new BigDecimal(buyCntTime).multiply(new BigDecimal(buyCntStr)));
            }else if (OrderParamEnums.SELL.getValue().equals(side)){
                log.info("当前状态为减仓");
                buyCnt = String.valueOf(PositionsWs.getAccountMap(positionAccountName).get("pos"));
            }else{
                log.warn("交易状态异常，取消发送");
                return;
            }
        }else if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)){
            if (OrderParamEnums.HOLDING.getValue().equals(side)){
                log.info("当前状态为持仓中，取消发送");
                return;
            }else if (OrderParamEnums.OUT.getValue().equals(side)){
                log.info("当前状态为止损");
                side = OrderParamEnums.BUY.getValue();
                buyCnt = String.valueOf(PositionsWs.getAccountMap(positionAccountName).get("pos"));
            }else if (OrderParamEnums.INIT.getValue().equals(side)){
                log.info("当前状态为初始化");
                side = OrderParamEnums.SELL.getValue();
                buyCnt = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
            }else if (OrderParamEnums.BUY.getValue().equals(side)){
                log.info("当前状态为减仓");
                buyCnt = String.valueOf(PositionsWs.getAccountMap(positionAccountName).get("pos"));
            }else if (OrderParamEnums.SELL.getValue().equals(side)){
                log.info("当前状态为加仓");
                String buyCntTime = getAccountMap(accountName).get("buyCntTime");
                String buyCntStr = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT.name());
                buyCnt = String.valueOf(new BigDecimal(buyCntTime).multiply(new BigDecimal(buyCntStr)));
            }else{
                log.warn("交易状态异常，取消发送");
                return;
            }
        }


        if (StrUtil.isBlank(buyCnt)) {
            log.warn("下单数量 buyCnt 为空，取消发送");
@@ -76,29 +117,31 @@
        }

        try {
            String clOrdId = MallUtils.getOrderNum(side);
            String clOrdId = WsParamBuild.getOrderNum(side);
            JSONArray argsArray = new JSONArray();
            JSONObject args = new JSONObject();
            args.put("instId", CoinEnums.HE_YUE.getCode());
            args.put("tdMode", CoinEnums.CROSS.getCode());
            args.put("clOrdId", clOrdId);
            args.put("side", side);
            args.put("posSide", CoinEnums.POSSIDE_LONG.getCode());

            args.put("posSide", posSide);
            args.put("ordType", CoinEnums.ORDTYPE_MARKET.getCode());
            args.put("sz", buyCnt);
            argsArray.add(args);

            String connId = MallUtils.getOrderNum(ORDERWS_CHANNEL);
            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, buyCnt);
            boolean setResult =
                    redisUtils.set(ORDERWS_CHANNEL + ":" + CoinEnums.HE_YUE.getCode() + ":clOrdId", clOrdId, 0)
                    && redisUtils.set(ORDERWS_CHANNEL + ":" + CoinEnums.HE_YUE.getCode() + ":state", CoinEnums.ORDER_FILLED.getCode(), 0)
                    && redisUtils.set(InstrumentsWs.INSTRUMENTSWS_CHANNEL + ":" + CoinEnums.HE_YUE.getCode() + ":state", OrderParamEnums.STATE_4.getValue(), 0);
            if (!setResult) {
                log.warn("Redis set operation failed for key: order:{}", CoinEnums.HE_YUE.getCode());
            }

            WsMapBuild.saveStringToMap(getAccountMap(accountName), "buyCntTime",String.valueOf(BigDecimal.ONE));
            WsMapBuild.saveStringToMap(getAccountMap(accountName), "clOrdId", clOrdId);
            WsMapBuild.saveStringToMap(getAccountMap(accountName), "state", CoinEnums.ORDER_FILLED.getCode());

            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);
        }
@@ -132,17 +175,4 @@
        return profit.setScale(minTickSz, BigDecimal.ROUND_DOWN);
    }

    /**
     * 统一封装 Redis Key 构建逻辑
     *
     * @param redisUtils Redis 工具类实例
     * @param prefix     渠道前缀
     * @param suffix     字段后缀
     * @return Redis 中存储的值
     */
    private static String getRedisValue(RedisUtils redisUtils, String prefix, String suffix) {
        String key = prefix + ":" + CoinEnums.HE_YUE.getCode() + suffix;
        Object valueObj = redisUtils.get(key);
        return valueObj == null ? null : String.valueOf(valueObj);
    }
}
}