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/TradeOrderWs.java

@@ -1,6 +1,7 @@
package com.xcong.excoin.modules.okxNewPrice.okxWs;

import cn.hutool.core.util.StrUtil;
import cn.hutool.json.JSONUtil;
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
@@ -12,6 +13,7 @@
import org.java_websocket.client.WebSocketClient;

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

@@ -32,11 +34,12 @@
    }

    public static final String ORDERWS_CHANNEL = "order";
    public static final String BATCH_ORDERSWS_CHANNEL = "batch-orders";

    public static void orderEvent(WebSocketClient webSocketClient, TradeRequestParam tradeRequestParam) {


        log.info("开始执行TradeOrderWs......");
        log.info("开始执行TradeOrderWs{}......", JSONUtil.parse(tradeRequestParam));
        String accountName = tradeRequestParam.getAccountName();
        String markPx = tradeRequestParam.getMarkPx();
        String instId = tradeRequestParam.getInstId();
@@ -49,8 +52,8 @@
        String clOrdId = tradeRequestParam.getClOrdId();
        String side = tradeRequestParam.getSide();
        String sz = tradeRequestParam.getSz();
        log.info("账户：{}，触发价格：{}，币种：{}，方向：{}，买卖：{}，数量：{}，是否允许下单：{}，编号：{}，",
                accountName, markPx, instId, posSide,side,  sz, tradeType, clOrdId);
        log.info("账户：{}，类型：{}，触发价格：{}，币种：{}，方向：{}，买卖：{}，数量：{}，是否允许下单：{}，编号：{}，",
                accountName,ordType, markPx, instId, posSide,side,  sz, tradeType, clOrdId);
        //验证是否允许下单
        if (StrUtil.isNotEmpty(tradeType) && OrderParamEnums.TRADE_NO.getValue().equals(tradeType)) {
            log.warn("账户{}不允许下单，取消发送", accountName);
@@ -74,6 +77,10 @@
            log.warn("下单参数缺失，取消发送");
            return;
        }
        if (BigDecimal.ZERO.compareTo(new BigDecimal(sz)) >= 0) {
            log.warn("下单数量{}不允许下单，取消发送", sz);
            return;
        }

        /**
         * 检验账户和仓位是否准备就绪
@@ -82,18 +89,23 @@
         * 平多：卖出平多（side 填写 sell；posSide 填写 long ）
         * 平空：买入平空（side 填写 buy； posSide 填写 short ） 需要检验仓位通道是否准备就绪
         */
        //买入开多、卖出开空则验证仓位通道是否准备就绪

        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;
        }
        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;
        boolean b = posSide.equals(CoinEnums.POSSIDE_LONG.getCode()) && side.equals(CoinEnums.SIDE_BUY.getCode());
        boolean c = posSide.equals(CoinEnums.POSSIDE_SHORT.getCode()) && side.equals(CoinEnums.SIDE_SELL.getCode());
        if ( b || c ){
            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;
            }
            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;
            }
        }

        try {
@@ -126,64 +138,65 @@
        }
    }

    public static void orderZhiYingZhiSunEventNoState(WebSocketClient webSocketClient, TradeRequestParam tradeRequestParam) {
    public static void orderZhiYingZhiSunEventNoState(WebSocketClient webSocketClient, List<TradeRequestParam> tradeRequestParams) {


        log.info("开始执行TradeOrderWs......");
        if (tradeRequestParam == null){
        if (tradeRequestParams == null){

            log.warn("下单{}参数缺失，取消发送",tradeRequestParam);
            return;
        }
        String accountName = tradeRequestParam.getAccountName();
        String markPx = tradeRequestParam.getMarkPx();
        String instId = tradeRequestParam.getInstId();
        String tdMode = tradeRequestParam.getTdMode();
        String posSide = tradeRequestParam.getPosSide();
        String ordType = tradeRequestParam.getOrdType();

        String tradeType = tradeRequestParam.getTradeType();

        String clOrdId = tradeRequestParam.getClOrdId();
        String side = tradeRequestParam.getSide();
        String sz = tradeRequestParam.getSz();
        /**
         * 校验必要参数
         * 验证下单参数是否存在空值
         */
        if (
                StrUtil.isBlank(accountName)
                        || StrUtil.isBlank(instId)
                        || StrUtil.isBlank(tdMode)
                        || StrUtil.isBlank(posSide)
                        || StrUtil.isBlank(ordType)
                        || StrUtil.isBlank(clOrdId)
                        || StrUtil.isBlank(side)
                        || StrUtil.isBlank(sz)
                        || StrUtil.isBlank(markPx)

        ){
            log.warn("下单参数缺失，取消发送");
            return;
        }
        log.info("账户：{}，触发价格：{}，币种：{}，方向：{}，买卖：{}，数量：{}，是否允许下单：{}，编号：{}，",
                accountName, markPx, instId, posSide,side,  sz, tradeType, clOrdId);
        //验证是否允许下单
        if (StrUtil.isNotEmpty(tradeType) && OrderParamEnums.TRADE_NO.getValue().equals(tradeType)) {
            log.warn("账户{}不允许下单，取消发送", accountName);
            log.warn("下单{}参数缺失，取消发送",tradeRequestParams);
            return;
        }

        /**
         * 检验账户和仓位是否准备就绪
         * 开多：买入开多（side 填写 buy； posSide 填写 long ）
         * 开空：卖出开空（side 填写 sell； posSide 填写 short ） 需要检验账户通道是否准备就绪
         * 平多：卖出平多（side 填写 sell；posSide 填写 long ）
         * 平空：买入平空（side 填写 buy； posSide 填写 short ） 需要检验仓位通道是否准备就绪
         */
        JSONArray argsArray = new JSONArray();
        for (TradeRequestParam tradeRequestParam : tradeRequestParams){
            String accountName = tradeRequestParam.getAccountName();
            String markPx = tradeRequestParam.getMarkPx();
            String instId = tradeRequestParam.getInstId();
            String tdMode = tradeRequestParam.getTdMode();
            String posSide = tradeRequestParam.getPosSide();
            String ordType = tradeRequestParam.getOrdType();

        try {
            JSONArray argsArray = new JSONArray();
            String tradeType = tradeRequestParam.getTradeType();

            String clOrdId = tradeRequestParam.getClOrdId();
            String side = tradeRequestParam.getSide();
            String sz = tradeRequestParam.getSz();
            /**
             * 校验必要参数
             * 验证下单参数是否存在空值
             */
            if (
                    StrUtil.isBlank(accountName)
                            || StrUtil.isBlank(instId)
                            || StrUtil.isBlank(tdMode)
                            || StrUtil.isBlank(posSide)
                            || StrUtil.isBlank(ordType)
                            || StrUtil.isBlank(clOrdId)
                            || StrUtil.isBlank(side)
                            || StrUtil.isBlank(sz)
                            || StrUtil.isBlank(markPx)

            ){
                log.warn("下单参数缺失，取消发送");
                continue;
            }
            log.info("账户：{}，类型：{}，触发价格：{}，币种：{}，方向：{}，买卖：{}，数量：{}，是否允许下单：{}，编号：{}，",
                    accountName,ordType, markPx, instId, posSide,side,  sz, tradeType, clOrdId);
            //验证是否允许下单
            if (StrUtil.isNotEmpty(tradeType) && OrderParamEnums.TRADE_NO.getValue().equals(tradeType)) {
                log.warn("账户{}不允许下单，取消发送", accountName);
                continue;
            }

            /**
             * 检验账户和仓位是否准备就绪
             * 开多：买入开多（side 填写 buy； posSide 填写 long ）
             * 开空：卖出开空（side 填写 sell； posSide 填写 short ） 需要检验账户通道是否准备就绪
             * 平多：卖出平多（side 填写 sell；posSide 填写 long ）
             * 平空：买入平空（side 填写 buy； posSide 填写 short ） 需要检验仓位通道是否准备就绪
             */

            JSONObject args = new JSONObject();
            args.put("instId", instId);
            args.put("tdMode", tdMode);
@@ -195,15 +208,12 @@
            args.put("sz", sz);
            args.put("px", markPx);
            argsArray.add(args);

            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, sz);

        } catch (Exception e) {
            log.error("下单构建失败", e);
        }

        String connId = WsParamBuild.getOrderNum(BATCH_ORDERSWS_CHANNEL);
        JSONObject jsonObject = WsParamBuild.buildJsonObject(connId, BATCH_ORDERSWS_CHANNEL, argsArray);
        webSocketClient.send(jsonObject.toJSONString());
        log.info("发送止盈止损批量下单频道:{}",argsArray);
    }