| | |
| | | package com.xcong.excoin.modules.okxNewPrice; |
| | | |
| | | import com.xcong.excoin.modules.okxNewPrice.celue.CaoZuoService; |
| | | import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.ExchangeInfoEnum; |
| | | import com.xcong.excoin.modules.okxNewPrice.wangge.WangGeService; |
| | | import com.xcong.excoin.rabbit.pricequeue.WebsocketPriceService; |
| | | import com.xcong.excoin.utils.RedisUtils; |
| | | import com.xcong.excoin.modules.okxNewPrice.gridWs.OkxAlgoOrdersChannelHandler; |
| | | import com.xcong.excoin.modules.okxNewPrice.gridWs.OkxKlineChannelHandler; |
| | | import com.xcong.excoin.modules.okxNewPrice.gridWs.OkxPositionsChannelHandler; |
| | | import com.xcong.excoin.modules.okxNewPrice.okxpi.config.OKXAccount; |
| | | import com.xcong.excoin.modules.okxNewPrice.okxpi.config.enums.DefaultUrls; |
| | | import lombok.extern.slf4j.Slf4j; |
| | | import org.springframework.beans.factory.annotation.Autowired; |
| | | import org.springframework.boot.autoconfigure.condition.ConditionalOnProperty; |
| | | import org.springframework.stereotype.Component; |
| | | |
| | | import javax.annotation.PostConstruct; |
| | | import javax.annotation.PreDestroy; |
| | | import java.util.*; |
| | | import java.util.concurrent.ConcurrentHashMap; |
| | | import java.math.BigDecimal; |
| | | |
| | | /** |
| | | * 管理多个OKX WebSocket客户端实例,每个实例对应一个账号 |
| | | * OKX 网格交易系统 Spring 容器入口 — 组件组装 + 生命周期管理。 |
| | | * |
| | | * <h3>组装顺序({@code @PostConstruct})</h3> |
| | | * <ol> |
| | | * <li>{@link OkxConfig} — 构建配置(API 密钥、合约、策略参数)</li> |
| | | * <li>{@link OkxGridTradeService}.init() — 获取账户 → 清条件单 → 平仓 → 设杠杆</li> |
| | | * <li>{@link OkxGridWsClient} — 注册 3 个频道处理器 → init():建立 WS 连接并登录订阅</li> |
| | | * <li>{@code gridTradeService.startGrid()} — 状态重置,等待首根 K 线</li> |
| | | * </ol> |
| | | * |
| | | * <h3>3 个频道处理器</h3> |
| | | * <ol> |
| | | * <li>OkxKlineChannelHandler — candle1m,K线 → onKline()</li> |
| | | * <li>OkxPositionsChannelHandler — positions,持仓 → onPositionUpdate()</li> |
| | | * <li>OkxAlgoOrdersChannelHandler — orders-algo,条件单 → onOrderUpdate()</li> |
| | | * </ol> |
| | | * |
| | | * <h3>销毁顺序({@code @PreDestroy})</h3> |
| | | * <ol> |
| | | * <li>gridTradeService.stopGrid():取消所有条件单 → 关闭交易线程池</li> |
| | | * <li>gridWsClient.destroy():取消订阅 → 断开 WS → 关闭线程池</li> |
| | | * </ol> |
| | | * |
| | | * @author Administrator |
| | | */ |
| | | @Slf4j |
| | | @Component |
| | | @ConditionalOnProperty(prefix = "app", name = "quant", havingValue = "true") |
| | | public class OkxWebSocketClientManager { |
| | | @Autowired |
| | | private CaoZuoService caoZuoService; |
| | | @Autowired |
| | | private RedisUtils redisUtils; |
| | | |
| | | // 存储所有OkxQuantWebSocketClient实例,key为账号类型名称 |
| | | private final Map<String, OkxQuantWebSocketClient> quantClientMap = new ConcurrentHashMap<>(); |
| | | |
| | | // 存储OkxNewPriceWebSocketClient实例 |
| | | private OkxNewPriceWebSocketClient newPriceClient; |
| | | /** 网格交易 WS 客户端 */ |
| | | private OkxGridWsClient gridWsClient; |
| | | /** 网格交易策略服务 */ |
| | | private OkxGridTradeService gridTradeService; |
| | | /** 统一配置 */ |
| | | private OkxConfig okxConfig; |
| | | |
| | | /** |
| | | * 初始化方法,在Spring Bean构造完成后执行 |
| | | * 创建并初始化所有账号的WebSocket客户端实例 |
| | | */ |
| | | @PostConstruct |
| | | public void init() { |
| | | log.info("开始初始化OkxWebSocketClientManager"); |
| | | |
| | | // 初始化价格WebSocket客户端 |
| | | log.info("[OKX-Manager] 开始初始化..."); |
| | | |
| | | try { |
| | | newPriceClient = new OkxNewPriceWebSocketClient(redisUtils, caoZuoService, this); |
| | | newPriceClient.init(); |
| | | log.info("已初始化OkxNewPriceWebSocketClient"); |
| | | } catch (Exception e) { |
| | | log.error("初始化OkxNewPriceWebSocketClient失败", e); |
| | | } |
| | | |
| | | // 获取所有ExchangeInfoEnum枚举值 |
| | | ExchangeInfoEnum[] accounts = ExchangeInfoEnum.values(); |
| | | |
| | | // 为每个账号创建一个WebSocket客户端实例 |
| | | for (ExchangeInfoEnum account : accounts) { |
| | | try { |
| | | OkxQuantWebSocketClient client = new OkxQuantWebSocketClient(account, redisUtils); |
| | | quantClientMap.put(account.name(), client); |
| | | client.init(); |
| | | log.info("已初始化账号 {} 的WebSocket客户端", account.name()); |
| | | } catch (Exception e) { |
| | | log.error("初始化账号 {} 的WebSocket客户端失败", account.name(), e); |
| | | // 获取账户配置 |
| | | ExchangeInfoEnum[] accounts = ExchangeInfoEnum.values(); |
| | | if (accounts == null || accounts.length == 0) { |
| | | log.error("[OKX-Manager] 无可用账户,初始化失败"); |
| | | return; |
| | | } |
| | | |
| | | // 使用第一个账户 |
| | | ExchangeInfoEnum primaryAccount = accounts[0]; |
| | | log.info("[OKX-Manager] 使用主账户: {}", primaryAccount.name()); |
| | | |
| | | // 1. 创建 OKXAccount(REST API 调用需要) |
| | | String baseUrl = primaryAccount.isAccountType() ? DefaultUrls.USDM_PROD_URL : DefaultUrls.USDM_UAT_URL; |
| | | OKXAccount okxAccount = new OKXAccount( |
| | | baseUrl, |
| | | primaryAccount.getApiKey(), |
| | | primaryAccount.getSecretKey(), |
| | | primaryAccount.getPassphrase(), |
| | | !primaryAccount.isAccountType() |
| | | ); |
| | | |
| | | // 2. 构建 OkxConfig |
| | | // TODO: 参数可通过配置文件/数据库动态读取 |
| | | okxConfig = OkxConfig.builder() |
| | | .apiKey(primaryAccount.getApiKey()) |
| | | .secretKey(primaryAccount.getSecretKey()) |
| | | .passphrase(primaryAccount.getPassphrase()) |
| | | .instId("BTC-USDT-SWAP") |
| | | .leverage("100") |
| | | .tdMode("cross") |
| | | .gridRate(new BigDecimal("0.0025")) |
| | | .expectedProfit(new BigDecimal("2")) |
| | | .maxLoss(new BigDecimal("15")) |
| | | .quantity("1") |
| | | .baseQuantity("10") |
| | | .priceScale(2) |
| | | .ctVal(new BigDecimal("0.1")) |
| | | .isSimulate(!primaryAccount.isAccountType()) |
| | | .gridQueueSize(300) |
| | | .marginRatioLimit(new BigDecimal("0.2")) |
| | | .build(); |
| | | |
| | | // 3. 初始化交易服务:查账户 → 清条件单 → 平已有仓位 → 设杠杆 |
| | | gridTradeService = new OkxGridTradeService(okxConfig, okxAccount); |
| | | gridTradeService.init(); |
| | | |
| | | // 4. 创建 WS 客户端并注册 3 个频道处理器 |
| | | gridWsClient = new OkxGridWsClient(primaryAccount); |
| | | gridWsClient.addChannelHandler(new OkxKlineChannelHandler(okxConfig.getInstId(), gridTradeService)); |
| | | gridWsClient.addChannelHandler(new OkxPositionsChannelHandler(okxConfig.getInstId(), gridTradeService)); |
| | | gridWsClient.addChannelHandler(new OkxAlgoOrdersChannelHandler(okxConfig.getInstId(), gridTradeService)); |
| | | gridWsClient.init(); |
| | | log.info("[OKX-Manager] WS已连接, 已注册 3 个频道处理器: candle1m/positions/orders-algo"); |
| | | |
| | | // 5. 激活策略,等待首根 K 线触发基底双开 |
| | | gridTradeService.startGrid(); |
| | | |
| | | log.info("[OKX-Manager] 初始化完成"); |
| | | } catch (Exception e) { |
| | | log.error("[OKX-Manager] 初始化失败", e); |
| | | } |
| | | |
| | | log.info("OkxWebSocketClientManager初始化完成"); |
| | | } |
| | | |
| | | /** |
| | | * 销毁方法,在Spring Bean销毁前执行 |
| | | * 关闭所有WebSocket客户端连接和相关资源 |
| | | * 销毁:停止策略 → 关闭交易线程池 → 取消 WS 订阅 → 断开连接 → 关闭 WS 线程池。 |
| | | */ |
| | | @PreDestroy |
| | | public void destroy() { |
| | | log.info("开始销毁OkxWebSocketClientManager"); |
| | | |
| | | // 关闭价格WebSocket客户端 |
| | | if (newPriceClient != null) { |
| | | log.info("[OKX-Manager] 开始销毁..."); |
| | | |
| | | if (gridTradeService != null) { |
| | | try { |
| | | newPriceClient.destroy(); |
| | | log.info("已销毁OkxNewPriceWebSocketClient"); |
| | | gridTradeService.stopGrid(); |
| | | } catch (Exception e) { |
| | | log.error("销毁OkxNewPriceWebSocketClient失败", e); |
| | | log.error("[OKX-Manager] 停止策略失败", e); |
| | | } |
| | | } |
| | | |
| | | // 关闭所有量化交易WebSocket客户端实例 |
| | | for (Map.Entry<String, OkxQuantWebSocketClient> entry : quantClientMap.entrySet()) { |
| | | if (gridWsClient != null) { |
| | | try { |
| | | OkxQuantWebSocketClient client = entry.getValue(); |
| | | client.destroy(); |
| | | log.info("已销毁账号 {} 的WebSocket客户端", entry.getKey()); |
| | | gridWsClient.destroy(); |
| | | } catch (Exception e) { |
| | | log.error("销毁账号 {} 的WebSocket客户端失败", entry.getKey(), e); |
| | | log.error("[OKX-Manager] 销毁WS客户端失败", e); |
| | | } |
| | | } |
| | | |
| | | // 清空客户端映射 |
| | | quantClientMap.clear(); |
| | | |
| | | log.info("OkxWebSocketClientManager销毁完成"); |
| | | |
| | | log.info("[OKX-Manager] 销毁完成"); |
| | | } |
| | | |
| | | /** |
| | | * 获取指定账号的OkxQuantWebSocketClient实例 |
| | | * @param accountName 账号类型名称 |
| | | * @return WebSocket客户端实例 |
| | | */ |
| | | public OkxQuantWebSocketClient getClient(String accountName) { |
| | | return quantClientMap.get(accountName); |
| | | } |
| | | |
| | | /** |
| | | * 获取所有OkxQuantWebSocketClient实例 |
| | | * @return 所有客户端实例的集合 |
| | | */ |
| | | public Collection<OkxQuantWebSocketClient> getAllClients() { |
| | | return quantClientMap.values(); |
| | | } |
| | | |
| | | /** |
| | | * 获取OkxNewPriceWebSocketClient实例 |
| | | * @return 价格WebSocket客户端实例 |
| | | */ |
| | | public OkxNewPriceWebSocketClient getNewPriceClient() { |
| | | return newPriceClient; |
| | | } |
| | | } |
| | | /** @return 网格交易策略服务实例 */ |
| | | public OkxGridTradeService getGridTradeService() { return gridTradeService; } |
| | | /** @return 网格交易 WS 客户端实例 */ |
| | | public OkxGridWsClient getGridWsClient() { return gridWsClient; } |
| | | /** @return 统一配置实例 */ |
| | | public OkxConfig getOkxConfig() { return okxConfig; } |
| | | } |