exchange.git - Gitblit

			@@ -208,17 +208,12 @@
			});
			}

			// ==================== 止盈条件单 ====================
			// ==================== 止盈/止损条件单 ====================

			/**
			* 异步创建止盈条件单（OKX 算法订单 — conditional 类型）。
			* 异步创建止盈条件单（OKX 算法订单 — conditional 类型，tpTriggerPx）。
			*
			* <p>服务器监控价格，达到触发价后自动以市价平仓。
			* 使用 OKX 的 {@code order-algo} 接口，ordType=conditional。
			*
			* <h3>止盈失败兜底</h3>
			* 止盈单创建失败时立即调用 {@link #marketClose(String, String)} 市价平仓，
			* 确保仓位不会因止损条件未挂上而无保护。
			* <p>止盈单创建失败时立即调用 {@link #marketClose(String, String)} 市价平仓兜底。
			*
			* @param triggerPrice 触发价格
			* @param orderType 平仓类型："close_long" 平多 / "close_short" 平空
			@@ -229,6 +224,34 @@
			String orderType,
			String size,
			Consumer<String> onSuccess) {
			placeConditionalClose(triggerPrice, orderType, size, onSuccess, false);
			}

			/**
			* 异步创建止损条件单（OKX 算法订单 — conditional 类型，slTriggerPx）。
			*
			* <p>止损单创建失败时立即调用 {@link #marketClose(String, String)} 市价平仓兜底。
			*
			* @param triggerPrice 触发价格
			* @param orderType 平仓类型："close_long" 平多 / "close_short" 平空
			* @param size 平仓张数（正数，如 "15"）
			* @param onSuccess 成功回调，接收 algoId（可为 null）
			*/
			public void placeStopLoss(BigDecimal triggerPrice,
			String orderType,
			String size,
			Consumer<String> onSuccess) {
			placeConditionalClose(triggerPrice, orderType, size, onSuccess, true);
			}

			/**
			* 通用平仓条件单：isStopLoss=true 用 slTriggerPx/slOrdPx，false 用 tpTriggerPx/tpOrdPx。
			*/
			private void placeConditionalClose(BigDecimal triggerPrice,
			String orderType,
			String size,
			Consumer<String> onSuccess,
			boolean isStopLoss) {
			executor.execute(() -> {
			String posSide = null;
			try {
			@@ -240,11 +263,11 @@
			side = "buy";
			posSide = "short";
			} else {
			log.error("[TradeExec-OKX] 未知止盈类型: {}", orderType);
			log.error("[TradeExec-OKX] 未知平仓类型: {}", orderType);
			return;
			}

			// OKX conditional 止盈止损使用 tpTriggerPx/tpOrdPx 或 slTriggerPx/slOrdPx
			String label = isStopLoss ? "止损" : "止盈";
			JSONObject body = new JSONObject();
			body.put("instId", contract);
			body.put("tdMode", "cross");
			@@ -252,29 +275,35 @@
			body.put("posSide", posSide);
			body.put("ordType", "conditional");
			body.put("sz", size);
			// "close_long"=平多(止盈), "close_short"=平空(止盈)
			body.put("tpTriggerPx", triggerPrice.stripTrailingZeros().toPlainString());
			body.put("tpTriggerPxType", "last");
			body.put("tpOrdPx", "-1");
			// 止盈用 tp 系列字段，止损用 sl 系列字段
			if (isStopLoss) {
			body.put("slTriggerPx", triggerPrice.stripTrailingZeros().toPlainString());
			body.put("slTriggerPxType", "last");
			body.put("slOrdPx", "-1");
			} else {
			body.put("tpTriggerPx", triggerPrice.stripTrailingZeros().toPlainString());
			body.put("tpTriggerPxType", "last");
			body.put("tpOrdPx", "-1");
			}

			JSONObject resp = okPost("/api/v5/trade/order-algo", body.toJSONString());
			String code = resp.getString("code");
			if (!"0".equals(code)) {
			log.error("[TradeExec-OKX] 止盈单创建失败, code:{}, msg:{}, 立即市价止盈",
			code, resp.getString("msg"));
			log.error("[TradeExec-OKX] {}单创建失败, code:{}, msg:{}, 立即市价{}",
			label, code, resp.getString("msg"), label);
			marketClose(size, posSide);
			return;
			}
			JSONArray data = resp.getJSONArray("data");
			String algoId = (data != null && !data.isEmpty())
			? data.getJSONObject(0).getString("algoId") : null;
			log.info("[TradeExec-OKX] 止盈单已创建, triggerPx:{}, type:{}, sz:{}, algoId:{}",
			triggerPrice, orderType, size, algoId);
			log.info("[TradeExec-OKX] {}单已创建, triggerPx:{}, type:{}, sz:{}, algoId:{}",
			label, triggerPrice, orderType, size, algoId);
			if (onSuccess != null) {
			onSuccess.accept(algoId);
			}
			} catch (Exception e) {
			log.error("[TradeExec-OKX] 止盈单创建失败, triggerPx:{}, sz:{}, 立即市价止盈",
			log.error("[TradeExec-OKX] 创建失败, triggerPx:{}, sz:{}, 立即市价{}",
			triggerPrice, size, e);
			if (posSide != null) {
			marketClose(size, posSide);
			@@ -448,39 +477,43 @@
			public void cancelAllPriceTriggeredOrders() {
			executor.execute(() -> {
			try {
			// 1. 查询所有待处理的算法订单
			String queryPath = "/api/v5/trade/orders-algo-pending?instId=" + contract;
			JSONObject queryResp = okGet(queryPath);
			String code = queryResp.getString("code");
			if (!"0".equals(code)) {
			log.warn("[TradeExec-OKX] 查询待处理条件单失败, code:{}, msg:{}",
			code, queryResp.getString("msg"));
			return;
			// ordType 是 orders-algo-pending 的必填参数，需分别查询 conditional 和 trigger
			JSONArray cancelBody = new JSONArray();
			for (String ordType : new String[]{"conditional", "trigger"}) {
			String queryPath = "/api/v5/trade/orders-algo-pending?instId=" + contract
			+ "&ordType=" + ordType;
			try {
			JSONObject queryResp = okGet(queryPath);
			if (!"0".equals(queryResp.getString("code"))) {
			log.warn("[TradeExec-OKX] 查询 pending ordType={} 失败, code:{}, msg:{}",
			ordType, queryResp.getString("code"), queryResp.getString("msg"));
			continue;
			}
			JSONArray data = queryResp.getJSONArray("data");
			if (data != null) {
			for (int i = 0; i < data.size(); i++) {
			JSONObject order = data.getJSONObject(i);
			String algoId = order.getString("algoId");
			if (algoId == null) {
			continue;
			}
			JSONObject item = new JSONObject();
			item.put("algoId", algoId);
			item.put("instId", contract);
			cancelBody.add(item);
			}
			}
			} catch (Exception e) {
			log.warn("[TradeExec-OKX] 查询待处理条件单失败, ordType:{}", ordType, e);
			}
			}

			JSONArray data = queryResp.getJSONArray("data");
			if (data == null \|\| data.isEmpty()) {
			if (cancelBody.isEmpty()) {
			log.info("[TradeExec-OKX] 无待处理条件单");
			return;
			}

			// 2. 收集所有 algoId
			JSONArray cancelBody = new JSONArray();
			for (int i = 0; i < data.size(); i++) {
			JSONObject order = data.getJSONObject(i);
			String algoId = order.getString("algoId");
			if (algoId == null) continue;
			JSONObject item = new JSONObject();
			item.put("algoId", algoId);
			item.put("instId", contract);
			cancelBody.add(item);
			}

			if (cancelBody.isEmpty()) {
			return;
			}

			// 3. 批量取消
			// 批量取消
			JSONObject cancelResp = okPost("/api/v5/trade/cancel-algos", cancelBody.toJSONString());
			String cancelCode = cancelResp.getString("code");
			if (!"0".equals(cancelCode)) {