refactor(okxWs): 优化下单参数构建逻辑

Administrator

6 days ago fe4d5467b8431ef1461bc93e4eba4f9153125da9

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

@@ -1,96 +1,246 @@
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;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.OrderParamEnums;
import com.xcong.excoin.modules.okxNewPrice.okxpi.MallUtils;
import com.xcong.excoin.modules.okxNewPrice.okxWs.param.TradeRequestParam;
import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild;
import com.xcong.excoin.modules.okxNewPrice.utils.WsParamBuild;
import com.xcong.excoin.utils.RedisUtils;
import lombok.extern.slf4j.Slf4j;
import org.java_websocket.client.WebSocketClient;

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

/**
 * 交易订单处理类，负责构建和发送订单请求到OKX WebSocket
 * 
 * @author Administrator
 */
@Slf4j
public class TradeOrderWs {

    // 使用双层Map，第一层key为账号名称，第二层key为数据key
    public static  final Map<String, Map<String,String>> TRADEORDERWSMAP = new ConcurrentHashMap<>();
    
    // 获取指定账号的Map，如果不存在则创建
    public static Map<String, String> getAccountMap(String accountName) {
        return TRADEORDERWSMAP.computeIfAbsent(accountName, k -> new ConcurrentHashMap<>());
    }

    public static final String ORDERWS_CHANNEL = "order";

    public static void orderEvent(WebSocketClient webSocketClient, RedisUtils redisUtils, String side) {
    public static void orderEvent(WebSocketClient webSocketClient, TradeRequestParam tradeRequestParam) {

        String buyCnt = null;

        if (OrderParamEnums.ORDERING.getValue().equals(side)) {
        log.info("开始执行TradeOrderWs{}......", JSONUtil.parse(tradeRequestParam));
        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();
        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);
            return;
        } else if (OrderParamEnums.HOLDING.getValue().equals(side)) {
        }
        /**
         * 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)

        ){
            log.warn("下单参数缺失，取消发送");
            return;
        } else if (OrderParamEnums.INIT.getValue().equals(side)) {
            side = OrderParamEnums.BUY.getValue();
            buyCnt = getRedisValue(redisUtils, InstrumentsWs.INSTRUMENTSWS_CHANNEL, ":ctVal");
        } else if (OrderParamEnums.OUT.getValue().equals(side)) {
            side = OrderParamEnums.SELL.getValue();
            buyCnt = getRedisValue(redisUtils, PositionsWs.POSITIONSWS_CHANNEL, ":pos");
        } else {
            String buyCntNormal = getRedisValue(redisUtils, PositionsWs.POSITIONSWS_CHANNEL, ":buyCnt");
            if (StrUtil.isNotBlank(buyCntNormal)) {
                buyCnt = buyCntNormal;
        }
        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
         * 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
         */
        //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);
        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;
            }
        }

        // 校验必要参数
        if (StrUtil.isBlank(side)) {
            log.warn("下单参数 side 为空，取消发送");
            return;
        }

        if (StrUtil.isBlank(buyCnt)) {
            log.warn("下单数量 buyCnt 为空，取消发送");
            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 {
            String clOrdId = MallUtils.getOrderNum(side);
            JSONArray argsArray = new JSONArray();
            JSONObject args = new JSONObject();
            args.put("instId", CoinEnums.HE_YUE.getCode());
            args.put("tdMode", CoinEnums.CROSS.getCode());
            args.put("instId", instId);
            args.put("tdMode", tdMode);
            args.put("clOrdId", clOrdId);
            args.put("side", side);
            args.put("posSide", CoinEnums.POSSIDE_LONG.getCode());
            args.put("ordType", CoinEnums.ORDTYPE_MARKET.getCode());
            args.put("sz", buyCnt);

            args.put("posSide", posSide);
            args.put("ordType", ordType);
            args.put("sz", sz);
            argsArray.add(args);

            String connId = MallUtils.getOrderNum(ORDERWS_CHANNEL);
            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, buyCnt);
            boolean setResult =
                    redisUtils.set(ORDERWS_CHANNEL + ":" + CoinEnums.HE_YUE.getCode() + ":clOrdId", clOrdId, 0)
                    && redisUtils.set(ORDERWS_CHANNEL + ":" + CoinEnums.HE_YUE.getCode() + ":state", CoinEnums.ORDER_FILLED.getCode(), 0)
                    && redisUtils.set(InstrumentsWs.INSTRUMENTSWS_CHANNEL + ":" + CoinEnums.HE_YUE.getCode() + ":state", OrderParamEnums.STATE_4.getValue(), 0);
            if (!setResult) {
                log.warn("Redis set operation failed for key: order:{}", CoinEnums.HE_YUE.getCode());
            }
            log.info("发送下单频道:{},数量：{}", side, sz);

            WsMapBuild.saveStringToMap(getAccountMap(accountName), "state", CoinEnums.ORDER_FILLED.getCode());
            /**
             * 将状态更新为未准备就绪
             */
            WsMapBuild.saveBigDecimalToMap(PositionsWs.getAccountMap(positionAccountName), CoinEnums.READY_STATE.name(), WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_NO.getCode()));
            WsMapBuild.saveStringToMap(AccountWs.getAccountMap(accountName), CoinEnums.READY_STATE.name(), CoinEnums.READY_STATE_NO.getCode());

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

    /**
     * 统一封装 Redis Key 构建逻辑
     *
     * @param redisUtils Redis 工具类实例
     * @param prefix     渠道前缀
     * @param suffix     字段后缀
     * @return Redis 中存储的值
     */
    private static String getRedisValue(RedisUtils redisUtils, String prefix, String suffix) {
        String key = prefix + ":" + CoinEnums.HE_YUE.getCode() + suffix;
        Object valueObj = redisUtils.get(key);
        return valueObj == null ? null : String.valueOf(valueObj);
    public static void orderZhiYingZhiSunEventNoState(WebSocketClient webSocketClient, List<TradeRequestParam> tradeRequestParams) {


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

            log.warn("下单{}参数缺失，取消发送",tradeRequestParams);
            return;
        }

        JSONArray argsArray = new JSONArray();
        JSONObject args = new JSONObject();
        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();

            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
             */

            args.put("instId", instId);
            args.put("tdMode", tdMode);
            args.put("clOrdId", clOrdId);
            args.put("side", side);

            args.put("posSide", posSide);
            args.put("ordType", ordType);
            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("发送止盈止损下单频道:{}",argsArray);
    }
}



    /**
     * 计算盈亏金额。
     *
     * @param faceValue 面值
     * @param position 持仓数量
     * @param markPrice 标记价格
     * @param openPrice 开仓价格
     * @param isLong 是否为多头仓位
     * @param minTickSz 最小变动单位精度
     * @return 盈亏金额，保留指定精度的小数位
     */
    public BigDecimal profit(BigDecimal faceValue, BigDecimal position,
                             BigDecimal markPrice, BigDecimal openPrice, boolean isLong, int minTickSz) {
        BigDecimal profit = BigDecimal.ZERO;
        if (isLong) {
            profit = markPrice.subtract(openPrice)
                    .multiply(faceValue)
                    .multiply(position);
        } else {
            profit = openPrice.subtract(markPrice)
                    .multiply(faceValue)
                    .multiply(position);
        }
        return profit.setScale(minTickSz, BigDecimal.ROUND_DOWN);
    }

}