feat(okxWs): 添加批量订单WebSocket支持

Administrator

6 days ago bccc54b8b005e424ac9937ac421f2be4a52910e1

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

@@ -16,6 +16,8 @@

import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.ArrayList;
import java.util.List;
import java.util.Map;
import java.util.concurrent.ConcurrentHashMap;

@@ -69,7 +71,7 @@
    private static final String STATE_KEY = "state";
    private static final String FILLFEE_KEY = "fillFee";
    private static final String POSSIDE_KEY = "posSide";
    public static TradeRequestParam handleEvent(JSONObject response, RedisUtils redisUtils, String accountName) {
    public static List<TradeRequestParam> handleEvent(JSONObject response, RedisUtils redisUtils, String accountName) {

        log.info("开始执行OrderInfoWs......");
        try {
@@ -107,7 +109,7 @@
                String stateStr = TradeOrderWs.getAccountMap(accountName).get("state");
                if (StrUtil.isNotBlank(stateStr) && state.equals(stateStr)){
                    // 使用账号特定的Map
                    String positionAccountName = PositionsWs.initAccountName(accountName, side);
                    String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
                    Map<String, BigDecimal> positionsMap = PositionsWs.getAccountMap(positionAccountName);
                    WsMapBuild.saveBigDecimalToMap(positionsMap, CoinEnums.READY_STATE.name(), WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_NO.getCode()));

@@ -115,6 +117,53 @@
                    WsMapBuild.saveStringToMap(accountWsMap, CoinEnums.READY_STATE.name(), CoinEnums.READY_STATE_NO.getCode());

                    log.info("{}: 订单详情已完成: {}, 自定义编号: {}", accountName, CoinEnums.HE_YUE.getCode(), clOrdId);

                    ArrayList<TradeRequestParam> tradeRequestParams = new ArrayList<>();
                    TradeRequestParam tradeRequestParam = new TradeRequestParam();
                    tradeRequestParam.setAccountName(accountName);
                    BigDecimal zhiYingPx = getZhiYingPx(
                            accountName,
                            posSide,
                            fillFee,
                            WsMapBuild.parseBigDecimalSafe(InstrumentsWs.getAccountMap(accountName).get(CoinEnums.CTVAL.name())),
                            WsMapBuild.parseBigDecimalSafe(accFillSz),
                            WsMapBuild.parseBigDecimalSafe(InstrumentsWs.getAccountMap(accountName).get(CoinEnums.CONTRACTMULTIPLIER.name())),
                            WsMapBuild.parseBigDecimalSafe(avgPx),
                            WsMapBuild.parseBigDecimalSafe(CoinEnums.LEVERAGE.getCode())
                    );
                    tradeRequestParam.setMarkPx(String.valueOf(zhiYingPx));
                    tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
                    tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
                    tradeRequestParam.setPosSide(posSide);
                    tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_LIMIT.getCode());
                    tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
                    tradeRequestParam.setSide(CoinEnums.POSSIDE_LONG.getCode().equals(posSide) ? CoinEnums.SIDE_SELL.getCode() : CoinEnums.SIDE_BUY.getCode());
                    tradeRequestParam.setClOrdId(WsParamBuild.getOrderNum(tradeRequestParam.getSide()));
                    tradeRequestParam.setSz(accFillSz);

                    TradeRequestParam tradeRequestParamZhiSun = new TradeRequestParam();
                    tradeRequestParamZhiSun.setAccountName(accountName);
                    BigDecimal zhiSunPx = getZhiSunPx(
                            accountName,
                            posSide,
                            fillFee,
                            WsMapBuild.parseBigDecimalSafe(InstrumentsWs.getAccountMap(accountName).get(CoinEnums.CTVAL.name())),
                            WsMapBuild.parseBigDecimalSafe(accFillSz),
                            WsMapBuild.parseBigDecimalSafe(InstrumentsWs.getAccountMap(accountName).get(CoinEnums.CONTRACTMULTIPLIER.name())),
                            WsMapBuild.parseBigDecimalSafe(avgPx),
                            WsMapBuild.parseBigDecimalSafe(CoinEnums.LEVERAGE.getCode())
                    );
                    tradeRequestParamZhiSun.setMarkPx(String.valueOf(zhiSunPx));
                    tradeRequestParamZhiSun.setInstId(CoinEnums.HE_YUE.getCode());
                    tradeRequestParamZhiSun.setTdMode(CoinEnums.CROSS.getCode());
                    tradeRequestParamZhiSun.setPosSide(posSide);
                    tradeRequestParamZhiSun.setOrdType(CoinEnums.ORDTYPE_LIMIT.getCode());
                    tradeRequestParamZhiSun.setTradeType(OrderParamEnums.TRADE_YES.getValue());
                    tradeRequestParamZhiSun.setSide(CoinEnums.POSSIDE_LONG.getCode().equals(posSide) ? CoinEnums.SIDE_SELL.getCode() : CoinEnums.SIDE_BUY.getCode());
                    tradeRequestParamZhiSun.setClOrdId(WsParamBuild.getOrderNum(tradeRequestParamZhiSun.getSide()));
                    tradeRequestParamZhiSun.setSz(accFillSz);
                    tradeRequestParams.add(tradeRequestParamZhiSun);
                    return tradeRequestParams;

                }
                return null;
@@ -141,6 +190,23 @@
    /**
     * 计算预期收益
     */
    public static BigDecimal getZhiSunPx(
            String accountName, String posSide, String fillFee, BigDecimal coinValue, BigDecimal coinNum,
            BigDecimal contractMultiplier, BigDecimal avgPx, BigDecimal leverage
    ) {
        BigDecimal initMargin = getInitMargin(coinValue, coinNum, contractMultiplier, avgPx, leverage);
        String pingCangImr = StrUtil.isEmpty(InstrumentsWs.getAccountMap(accountName).get(CoinEnums.PING_CANG_SHOUYI.name())) ? "0.2" : InstrumentsWs.getAccountMap(accountName).get(CoinEnums.PING_CANG_SHOUYI.name());
        BigDecimal expectProfit = (initMargin)
                .multiply(new BigDecimal(pingCangImr))
                .add(new BigDecimal(fillFee).abs())
                .multiply(new BigDecimal("-1"))
                .setScale(4, RoundingMode.DOWN);
        log.info("{}: 订单详情-预期收益: {}", accountName, expectProfit);
        return getMarkPrice(expectProfit,posSide, coinValue, coinNum, contractMultiplier, avgPx, leverage);
    }
    /**
     * 计算预期收益
     */
    public static BigDecimal getZhiYingPx(
            String accountName, String posSide, String fillFee, BigDecimal coinValue, BigDecimal coinNum,
            BigDecimal contractMultiplier, BigDecimal avgPx, BigDecimal leverage