| | |
| | | import com.alibaba.fastjson.JSONArray; |
| | | 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.okxWs.param.TradeRequestParam; |
| | | import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListEnum; |
| | | import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListService; |
| | | 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 org.java_websocket.client.WebSocketClient; |
| | | |
| | | 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; |
| | | |
| | |
| | | initParam(arg, accountName,CoinEnums.POSSIDE_SHORT.getCode()); |
| | | } |
| | | |
| | | public static void handleEvent(JSONObject response, String accountName) { |
| | | public static List<TradeRequestParam> handleEvent(JSONObject response, String accountName) { |
| | | |
| | | |
| | | log.info("开始执行PositionsWs......"); |
| | |
| | | JSONArray dataArray = response.getJSONArray("data"); |
| | | if (dataArray == null || dataArray.isEmpty()) { |
| | | log.info("账户持仓频道数据为空,等待更新"); |
| | | return; |
| | | return null; |
| | | } |
| | | |
| | | List<TradeRequestParam> tradeRequestParamList = new ArrayList<>(); |
| | | |
| | | for (int i = 0; i < dataArray.size(); i++) { |
| | | JSONObject posData = dataArray.getJSONObject(i); |
| | |
| | | last, idxPx, bePx, realizedPnl, settledPnl, |
| | | markPx,fee,fundingFee |
| | | ); |
| | | initParam(posData, accountName,posSide); |
| | | //先更新缓存 |
| | | Map<String, BigDecimal> stringBigDecimalMap = initParam(posData, accountName, posSide); |
| | | //构建止损参数 |
| | | if (stringBigDecimalMap.get("pos").compareTo(BigDecimal.ZERO) > 0){ |
| | | TradeRequestParam tradeRequestParam = new TradeRequestParam(); |
| | | // 1. 判断当前价格属于哪个网格 |
| | | WangGeListEnum gridByPriceNew = WangGeListEnum.getGridByPrice(new BigDecimal(avgPx)); |
| | | if (gridByPriceNew != null) { |
| | | String zhiSunDian = gridByPriceNew.getZhi_sun_dian(); |
| | | String fangXiang = gridByPriceNew.getFang_xiang(); |
| | | BigDecimal fangXiangNow = stringBigDecimalMap.get("posSide"); |
| | | if (fangXiangNow.equals(fangXiang)){ |
| | | tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_LIMIT.getCode()); |
| | | tradeRequestParam.setMarkPx(String.valueOf(zhiSunDian)); |
| | | }else{ |
| | | tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode()); |
| | | tradeRequestParam.setMarkPx(String.valueOf(markPx)); |
| | | } |
| | | }else{ |
| | | tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode()); |
| | | tradeRequestParam.setMarkPx(String.valueOf(markPx)); |
| | | } |
| | | |
| | | |
| | | tradeRequestParam.setAccountName(accountName); |
| | | tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode()); |
| | | tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode()); |
| | | tradeRequestParam.setPosSide(posSide); |
| | | 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(String.valueOf(stringBigDecimalMap.get("pos"))); |
| | | tradeRequestParamList.add(tradeRequestParam); |
| | | } |
| | | } |
| | | } |
| | | return tradeRequestParamList; |
| | | } catch (Exception e) { |
| | | log.error("处理持仓频道推送数据失败", e); |
| | | } |
| | | return null; |
| | | } |
| | | |
| | | private static void initParam(JSONObject posData, String accountName,String posSide) { |
| | | private static Map<String, BigDecimal> initParam(JSONObject posData, String accountName,String posSide) { |
| | | String accountNamePositons = initAccountName(accountName, posSide); |
| | | Map<String, BigDecimal> accountMap = getAccountMap(accountNamePositons); |
| | | WsMapBuild.saveBigDecimalToMap(accountMap, "avgPx", WsMapBuild.parseBigDecimalSafe(posData.getString("avgPx"))); |
| | |
| | | WsMapBuild.saveBigDecimalToMap(accountMap, "fee", WsMapBuild.parseBigDecimalSafe(posData.getString("fee"))); |
| | | WsMapBuild.saveBigDecimalToMap(accountMap, "fundingFee", WsMapBuild.parseBigDecimalSafe(posData.getString("fundingFee"))); |
| | | |
| | | WsMapBuild.saveBigDecimalToMap(accountMap, CoinEnums.READY_STATE.name(), WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_YES.getCode())); |
| | | BigDecimal ordFrozImr = PositionsWs.getAccountMap(accountNamePositons).get("imr"); |
| | | BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get(CoinEnums.TOTAL_ORDER_USDT.name())) |
| | | .divide(new BigDecimal("2"), RoundingMode.DOWN); |
| | | if (ordFrozImr.compareTo(totalOrderUsdt) <= 0){ |
| | | WsMapBuild.saveBigDecimalToMap(accountMap, CoinEnums.READY_STATE.name(), WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_YES.getCode())); |
| | | } |
| | | return accountMap; |
| | | } |
| | | } |