refactor(okx): 替换条件单处理器为订单处理器

Administrator

5 days ago 83017f78860526483a24e89052534222fd2e6466

refactor(okx): 替换条件单处理器为订单处理器

- 将 OrderAlgoOkxChannelHandler 替换为 OrdersOkxChannelHandler
- 使用 orders 频道替代 orders-algo 频道追踪条件单成交
- orders 频道提供 algoId 字段可直接关联到原始条件单 ID
- 实现 filled 状态订单的精确过滤和处理
- 添加基于 posSide 和 side 的订单类型映射逻辑
- 支持 long_short_mode 和 net_mode 下的订单类型识别

 src/main/java/com/xcong/excoin/modules/okxApi/OkxWebSocketClientMain.java

@@ -1,7 +1,7 @@
package com.xcong.excoin.modules.okxApi;

import com.xcong.excoin.modules.okxApi.wsHandler.handler.MarkPriceOkxChannelHandler;
import com.xcong.excoin.modules.okxApi.wsHandler.handler.OrderAlgoOkxChannelHandler;
import com.xcong.excoin.modules.okxApi.wsHandler.handler.OrdersOkxChannelHandler;
import com.xcong.excoin.modules.okxApi.wsHandler.handler.PositionsOkxChannelHandler;

import java.math.BigDecimal;
@@ -43,7 +43,7 @@
                config.getContract(), gridTradeService));
        wsClient.addPrivateHandler(new PositionsOkxChannelHandler(
                config, gridTradeService));
        wsClient.addPrivateHandler(new OrderAlgoOkxChannelHandler(
        wsClient.addPrivateHandler(new OrdersOkxChannelHandler(
                config, gridTradeService));

        gridTradeService.setWsClient(wsClient);

 src/main/java/com/xcong/excoin/modules/okxApi/OkxWebSocketClientManager.java

@@ -1,7 +1,7 @@
package com.xcong.excoin.modules.okxApi;

import com.xcong.excoin.modules.okxApi.wsHandler.handler.MarkPriceOkxChannelHandler;
import com.xcong.excoin.modules.okxApi.wsHandler.handler.OrderAlgoOkxChannelHandler;
import com.xcong.excoin.modules.okxApi.wsHandler.handler.OrdersOkxChannelHandler;
import com.xcong.excoin.modules.okxApi.wsHandler.handler.PositionsOkxChannelHandler;
import lombok.extern.slf4j.Slf4j;
import org.springframework.stereotype.Component;
@@ -25,7 +25,7 @@
 * <ol>
 *   <li>MarkPriceOkxChannelHandler — 公开频道，标记价格 → onKline() + setMarkPrice()</li>
 *   <li>PositionsOkxChannelHandler — 私有频道，仓位 → onPositionUpdate()</li>
 *   <li>OrderAlgoOkxChannelHandler — 私有频道，条件单状态 → onAutoOrder()</li>
 *   <li>OrdersOkxChannelHandler — 私有频道，订单成交(含algoId) → onAutoOrder()</li>
 * </ol>
 *
 * <h3>销毁顺序（{@code @PreDestroy}）</h3>
@@ -85,8 +85,8 @@
            // 私有频道：仓位
            wsClient.addPrivateHandler(new PositionsOkxChannelHandler(
                    config, gridTradeService));
            // 私有频道：条件单
            wsClient.addPrivateHandler(new OrderAlgoOkxChannelHandler(
            // 私有频道：条件单（orders 频道含 algoId，可追溯到源条件单）
            wsClient.addPrivateHandler(new OrdersOkxChannelHandler(
                    config, gridTradeService));

            gridTradeService.setWsClient(wsClient);

 src/main/java/com/xcong/excoin/modules/okxApi/wsHandler/handler/OrdersOkxChannelHandler.java

New file
@@ -0,0 +1,173 @@
package com.xcong.excoin.modules.okxApi.wsHandler.handler;

import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
import com.xcong.excoin.modules.okxApi.OkxConfig;
import com.xcong.excoin.modules.okxApi.OkxGridTradeService;
import com.xcong.excoin.modules.okxApi.wsHandler.AbstractOkxPrivateChannelHandler;
import lombok.extern.slf4j.Slf4j;
import org.java_websocket.client.WebSocketClient;

/**
 * OKX 订单频道处理器（orders），替代 orders-algo 追踪条件单成交。
 *
 * <h3>为什么用 orders 替代 orders-algo</h3>
 * 当 algo 订单（conditional/trigger）触发后，OKX 会生成对应的普通市价单并成交。
 * orders 频道的 fill 数据中包含 {@code algoId} 字段，可直接关联到原始条件单 ID。
 * 相比 orders-algo（只推送状态变更），orders 频道能拿到真实的 {@code fillPx/fillSz/tradeId}。
 *
 * <h3>订阅格式</h3>
 * 私有频道，标准格式无需 instFamily：
 * <pre>
 * {"op":"subscribe","args":[{"channel":"orders","instType":"SWAP"}]}
 * </pre>
 *
 * <h3>数据推送格式（含 algoId 的 fill）</h3>
 * <pre>
 * {
 *   "arg": {"channel":"orders","instType":"SWAP"},
 *   "data": [{
 *     "instId": "ETH-USDT-SWAP",
 *     "ordId": "...",
 *     "algoId": "...",          // 链接回原始条件单
 *     "state": "filled",        // 只处理 filled 状态
 *     "side": "sell",
 *     "posSide": "long",
 *     "fillPx": "3000",
 *     "fillSz": "1",
 *     "tradeId": "...",
 *     "ordType": "market"
 *   }]
 * }
 * </pre>
 *
 * <h3>状态映射 — 仅处理 filled</h3>
 * <ul>
 *   <li>"filled" → status="finished" → 回调 onAutoOrder()</li>
 *   <li>"canceled"/"live"/"partially_filled" → 忽略</li>
 * </ul>
 *
 * <h3>订单类型映射（同 orders-algo 逻辑）</h3>
 * <table>
 *   <tr><th>posSide</th><th>side</th><th>含义</th><th>orderType</th></tr>
 *   <tr><td>long</td><td>sell</td><td>平多仓(止盈/止损)</td><td>plan-close-long-position</td></tr>
 *   <tr><td>short</td><td>buy</td><td>平空仓(止盈/止损)</td><td>plan-close-short-position</td></tr>
 *   <tr><td>long</td><td>buy</td><td>开多仓(条件单触发)</td><td>entry-long</td></tr>
 *   <tr><td>short</td><td>sell</td><td>开空仓(条件单触发)</td><td>entry-short</td></tr>
 * </table>
 *
 * @author Administrator
 */
@Slf4j
public class OrdersOkxChannelHandler extends AbstractOkxPrivateChannelHandler {

    /** OKX 订单频道名称 */
    private static final String CHANNEL_NAME = "orders";

    /** OKX 配置，用于按合约名称过滤 */
    private final OkxConfig config;

    /**
     * 构造订单频道处理器。
     *
     * @param config           OKX 配置实例
     * @param gridTradeService OKX 网格交易策略服务实例
     */
    public OrdersOkxChannelHandler(OkxConfig config, OkxGridTradeService gridTradeService) {
        super(CHANNEL_NAME,
                config.getApiKey(), config.getApiSecret(), config.getPassphrase(),
                config.getContract(),
                gridTradeService);
        this.config = config;
    }

    /**
     * 处理订单推送消息。
     *
     * <h3>处理流程</h3>
     * <ol>
     *   <li>按 instId 精确过滤出目标合约</li>
     *   <li>仅处理 state="filled"（成交），忽略其余状态</li>
     *   <li>过滤无 algoId 的订单（非条件单触发的普通订单）</li>
     *   <li>从 posSide + side 推断 orderType</li>
     *   <li>回调 gridTradeService.onAutoOrder(algoId, "finished", "filled", orderType, tradeId)</li>
     * </ol>
     *
     * @param response WebSocket 推送的完整 JSON
     * @return true 表示已处理（匹配成功）
     */
    @Override
    public boolean handleMessage(JSONObject response) {
        JSONObject arg = response.getJSONObject("arg");
        if (arg == null || !CHANNEL_NAME.equals(arg.getString("channel"))) {
            return false;
        }
        try {
            JSONArray dataArray = response.getJSONArray("data");
            if (dataArray == null || dataArray.isEmpty()) {
                return true;
            }

            String contract = config.getContract();
            for (int i = 0; i < dataArray.size(); i++) {
                JSONObject orderData = dataArray.getJSONObject(i);

                // 按合约名称精确过滤
                String dataInstId = orderData.getString("instId");
                if (dataInstId == null || !contract.equals(dataInstId)) {
                    continue;
                }

                // 仅处理已成交
                String state = orderData.getString("state");
                if (!"filled".equals(state)) {
                    continue;
                }

                // 必须有 algoId（否则不是条件单触发的订单）
                String algoId = orderData.getString("algoId");
                if (algoId == null || algoId.isEmpty()) {
                    continue;
                }

                String posSide = orderData.getString("posSide");
                String side = orderData.getString("side");
                String tradeId = orderData.getString("tradeId");
                String fillSz = orderData.getString("fillSz");

                // 推断订单类型
                String orderType = mapOrderType(posSide, side);

                log.info("[OKX-WS] orders fill, algoId:{}, state:filled, orderType:{}, side:{}, posSide:{}, fillSz:{}, tradeId:{}",
                        algoId, orderType, side, posSide, fillSz, tradeId);

                if (getGridTradeService() != null) {
                    getGridTradeService().onAutoOrder(algoId, "finished", state, orderType, tradeId);
                }
            }
        } catch (Exception e) {
            log.error("[OKX-WS] 处理 orders 数据失败", e);
        }
        return true;
    }

    /**
     * 根据 posSide 和 side 推断订单类型。
     */
    private String mapOrderType(String posSide, String side) {
        // 平仓方向（止盈/止损触发）
        if ("long".equals(posSide) && "sell".equals(side)) {
            return "plan-close-long-position";
        } else if ("short".equals(posSide) && "buy".equals(side)) {
            return "plan-close-short-position";
        }
        // 开仓方向 — 覆盖 long_short_mode 和 net_mode
        if (("long".equals(posSide) || "net".equals(posSide)) && "buy".equals(side)) {
            return "entry-long";
        } else if (("short".equals(posSide) || "net".equals(posSide)) && "sell".equals(side)) {
            return "entry-short";
        }
        log.warn("[OKX-WS] orders 未知订单类型, posSide:{}, side:{}", posSide, side);
        return "unknown";
    }
}