| | |
| | | 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) { |
| | | |
| | | String buyCnt = null; |
| | | |
| | | if (OrderParamEnums.ORDERING.getValue().equals(side)) { |
| | | // 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; |
| | | } else if (OrderParamEnums.HOLDING.getValue().equals(side)) { |
| | | return; |
| | | } else if (OrderParamEnums.INIT.getValue().equals(side)) { |
| | | side = OrderParamEnums.BUY.getValue(); |
| | | String buyCntNormal = getRedisValue(redisUtils, PositionsWs.POSITIONSWS_CHANNEL, ":buyCnt"); |
| | | if (StrUtil.isNotBlank(buyCntNormal)) { |
| | | buyCnt = buyCntNormal; |
| | | }else{ |
| | | buyCnt = getRedisValue(redisUtils, InstrumentsWs.INSTRUMENTSWS_CHANNEL, ":ctVal"); |
| | | } |
| | | } else if (OrderParamEnums.OUT.getValue().equals(side)) { |
| | | side = OrderParamEnums.SELL.getValue(); |
| | | buyCnt = getRedisValue(redisUtils, PositionsWs.POSITIONSWS_CHANNEL, ":pos"); |
| | | } else { |
| | | if (OrderParamEnums.BUY.getValue().equals(side)){ |
| | | String buyCntNormal = getRedisValue(redisUtils, PositionsWs.POSITIONSWS_CHANNEL, ":buyCnt"); |
| | | if (StrUtil.isNotBlank(buyCntNormal)) { |
| | | buyCnt = buyCntNormal; |
| | | } |
| | | }else{ |
| | | side = OrderParamEnums.SELL.getValue(); |
| | | buyCnt = getRedisValue(redisUtils, PositionsWs.POSITIONSWS_CHANNEL, ":pos"); |
| | | } |
| | | } |
| | | |
| | | 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"); |
| | |
| | | } |
| | | |
| | | 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); |
| | | } |
| | |
| | | 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); |
| | | } |
| | | } |
| | | } |