feat(okx): 实现止盈订单功能并优化相关逻辑

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2025-12-20 cbdb44b6c29818fd5caaf68fdccf3b28265ae5ee

feat(okx): 实现止盈订单功能并优化相关逻辑

- 新增限价单类型枚举值 ORDTYPE_LIMIT
- 新增合约乘积字段 CONTRACTMULTIPLIER 到配置映射
- 在订单处理中增加手续费和持仓方向字段解析
- 实现基于订单成交数据计算止盈价格的逻辑
- 新增 TradeRequestParam 类用于传递交易参数
- 实现自动发送止盈订单到 WebSocket 的功能
- 完善订单参数校验和下单前的状态检查
- 优化保证金和标记价格计算方法
- 修复订单处理返回值类型及空值处理问题

 src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java

@@ -5,6 +5,7 @@
import com.xcong.excoin.modules.okxNewPrice.celue.CaoZuoService;
import com.xcong.excoin.modules.okxNewPrice.okxWs.*;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.ExchangeInfoEnum;
import com.xcong.excoin.modules.okxNewPrice.okxWs.param.TradeRequestParam;
import com.xcong.excoin.modules.okxNewPrice.utils.SSLConfig;
import com.xcong.excoin.modules.okxNewPrice.wangge.WangGeService;
import com.xcong.excoin.utils.RedisUtils;
@@ -381,7 +382,8 @@
        // 注意：当前实现中，OrderInfoWs等类使用静态Map存储数据
        // 这会导致多账号之间的数据冲突。需要进一步修改这些类的设计，让数据存储与特定账号关联
        if (OrderInfoWs.ORDERINFOWS_CHANNEL.equals(channel)) {
            OrderInfoWs.handleEvent(response, redisUtils, account.name());
            TradeRequestParam tradeRequestParam = OrderInfoWs.handleEvent(response, redisUtils, account.name());
            TradeOrderWs.orderZhiYingEvent(webSocketClient, tradeRequestParam);
        }else if (AccountWs.ACCOUNTWS_CHANNEL.equals(channel)) {
            AccountWs.handleEvent(response, account.name());
//            String side = caoZuoService.caoZuo(account.name());

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

@@ -39,5 +39,6 @@
        WsMapBuild.saveStringToMap(accountMap, CoinEnums.KANG_CANG.name(), CoinEnums.KANG_CANG.getCode());
        WsMapBuild.saveStringToMap(accountMap, CoinEnums.PING_CANG_SHOUYI.name(), CoinEnums.PING_CANG_SHOUYI.getCode());
        WsMapBuild.saveStringToMap(accountMap, CoinEnums.TOTAL_ORDER_USDTPECENT.name(), CoinEnums.TOTAL_ORDER_USDTPECENT.getCode());
        WsMapBuild.saveStringToMap(accountMap, CoinEnums.CONTRACTMULTIPLIER.name(), CoinEnums.CONTRACTMULTIPLIER.getCode());
    }
}

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

@@ -5,6 +5,7 @@
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.okxpi.MallUtils;
import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild;
@@ -14,6 +15,7 @@
import org.java_websocket.client.WebSocketClient;

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

@@ -65,14 +67,16 @@
    private static final String ACCFILLSZ_KEY = "accFillSz";
    private static final String AVGPX_KEY = "avgPx";
    private static final String STATE_KEY = "state";
    public static void handleEvent(JSONObject response, RedisUtils redisUtils, String accountName) {
    private static final String FILLFEE_KEY = "fillFee";
    private static final String POSSIDE_KEY = "posSide";
    public static TradeRequestParam handleEvent(JSONObject response, RedisUtils redisUtils, String accountName) {

        log.info("开始执行OrderInfoWs......");
        try {
            JSONArray dataArray = response.getJSONArray(DATA_KEY);
            if (dataArray == null || dataArray.isEmpty()) {
                log.warn("订单频道数据为空");
                return;
                return  null;
            }

            for (int i = 0; i < dataArray.size(); i++) {
@@ -90,12 +94,14 @@
                String accFillSz = detail.getString(ACCFILLSZ_KEY);
                String avgPx = detail.getString(AVGPX_KEY);
                String state = detail.getString(STATE_KEY);
                String fillFee = detail.getString(FILLFEE_KEY);
                String posSide = detail.getString(POSSIDE_KEY);

                log.info(
                        "{}: 订单详情-币种: {}, 系统编号: {}, 自定义编号: {}, 订单方向: {}, 交易模式: {}," +
                                " 累计成交数量: {}, 成交均价: {}, 订单状态: {}",
                                " 累计成交数量: {}, 成交均价: {}, 订单状态: {}, 手续费: {}, 持仓方向: {}",
                        accountName, instId, ordId, clOrdId, side, tdMode,
                        accFillSz, avgPx,state
                        accFillSz, avgPx,state, fillFee,posSide
                );

                String clOrdIdStr = TradeOrderWs.getAccountMap(accountName).get("clOrdId");
@@ -123,11 +129,82 @@
                    WsMapBuild.saveStringToMap(accountWsMap, CoinEnums.READY_STATE.name(), CoinEnums.READY_STATE_NO.getCode());

                    log.info("{}: 订单详情已完成: {}, 自定义编号: {}", accountName, CoinEnums.HE_YUE.getCode(), clOrdId);

                    TradeRequestParam tradeRequestParam = new TradeRequestParam();
                    tradeRequestParam.setAccountName(accountName);
                    BigDecimal zhiYingPx = getZhiYingPx(
                            accountName,
                            posSide,
                            fillFee,
                            WsMapBuild.parseBigDecimalSafe(InstrumentsWs.getAccountMap(accountName).get(CoinEnums.CTVAL.name())),
                            WsMapBuild.parseBigDecimalSafe(accFillSz),
                            WsMapBuild.parseBigDecimalSafe(InstrumentsWs.getAccountMap(accountName).get(CoinEnums.CONTRACTMULTIPLIER.name())),
                            WsMapBuild.parseBigDecimalSafe(avgPx),
                            WsMapBuild.parseBigDecimalSafe(CoinEnums.LEVERAGE.getCode())
                    );
                    tradeRequestParam.setMarkPx(String.valueOf(zhiYingPx));
                    tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
                    tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
                    tradeRequestParam.setPosSide(posSide);
                    tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_LIMIT.getCode());
                    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(side));
                    tradeRequestParam.setSz(accFillSz);
                    return tradeRequestParam;

                }
                return null;
            }
        } catch (Exception e) {
            log.error("处理订单频道推送数据失败", e);
        }
        return null;
    }
    /**
     * 计算预期收益
     */
    public static BigDecimal getZhiYingPx(
            String accountName, String posSide, String fillFee, BigDecimal coinValue, BigDecimal coinNum,
            BigDecimal contractMultiplier, BigDecimal avgPx, BigDecimal leverage
    ) {
        BigDecimal initMargin = getInitMargin(coinValue, coinNum, contractMultiplier, avgPx, leverage);
        String pingCangImr = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.PING_CANG_SHOUYI.name());
        BigDecimal expectProfit = (initMargin).multiply(new BigDecimal(pingCangImr)).add(new BigDecimal(fillFee).abs()).setScale(4, RoundingMode.DOWN);
        log.info("{}: 订单详情-预期收益: {}", accountName, expectProfit);
        return getMarkPrice(expectProfit,posSide, coinValue, coinNum, contractMultiplier, avgPx, leverage);
    }

    /**
     * 计算初始保证金
     * 面值 * 张数 * 合约乘数 * 标记价格 / 杠杆倍数
     */
    public static BigDecimal getInitMargin(BigDecimal coinValue, BigDecimal coinNum, BigDecimal contractMultiplier, BigDecimal avgPx, BigDecimal leverage) {
        BigDecimal initMargin = coinValue.multiply(coinNum).multiply(contractMultiplier).multiply(avgPx).divide(leverage, 4, RoundingMode.DOWN);
        log.info("{}: 订单详情-初始保证金: {}", initMargin);
        return initMargin;
    }
    /**
     * USDT保证金合约
     * 多仓收益 = 面值 * |张数| * 合约乘数 *（标记价格 - 开仓均价）
     *      （标记价格 - 开仓均价） = 多仓收益 /(面值 * |张数| * 合约乘数)
     *      标记价格 = 多仓收益 /(面值 * |张数| * 合约乘数) + 开仓均价
     * 空仓收益 = 面值 * |张数| * 合约乘数 *（开仓均价 - 标记价格）
     *      （开仓均价 - 标记价格） = 空仓收益 /(面值 * |张数| * 合约乘数)
     *      标记价格 = 开仓均价 - 空仓收益 /(面值 * |张数| * 合约乘数)
     */
    public static BigDecimal getMarkPrice(BigDecimal expectProfit,String posSide,BigDecimal coinValue, BigDecimal sz, BigDecimal contractMultiplier, BigDecimal openPrice, BigDecimal leverage) {
        BigDecimal markPrice = BigDecimal.ZERO;
        BigDecimal multiply = coinValue.multiply(sz.abs()).multiply(contractMultiplier);
        BigDecimal bigDecimal = expectProfit.divide(multiply, 2, RoundingMode.DOWN);
        if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)){
            markPrice = openPrice.add(bigDecimal).setScale(2, RoundingMode.DOWN);
        }
        if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)){
            markPrice = openPrice.subtract(bigDecimal).setScale(2, RoundingMode.DOWN);
        }
        log.info("订单详情-止盈标记价格: {}", markPrice);
        return markPrice;
    }

}

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

@@ -127,6 +127,81 @@
        }
    }

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


        log.info("开始执行TradeOrderWs......");
        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：{}，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);
            return;
        }
        /**
         * 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;
        }

        /**
         * 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
         */

        try {
            JSONArray argsArray = new JSONArray();
            JSONObject args = new JSONObject();
            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("发送下单频道:{},数量：{}", side, sz);

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



    /**

 src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/enums/CoinEnums.java

@@ -22,6 +22,7 @@
    INSTTYPE_SWAP("SWAP","SWAP"),

    ORDTYPE_MARKET("market","market"),
    ORDTYPE_LIMIT("limit","limit"),

    POSSIDE_SHORT("short","short"),

@@ -54,6 +55,7 @@
    BUY_CNT_TIME("每次开仓张数的倍数基础值buyCntTime","20"),
    OUT("是否允许下单out","操作中"),
    CTVAL("合约面值ctVal","0.1"),
    CONTRACTMULTIPLIER("合约乘积ctVal","1"),
    TICKSZ("下单价格精度tickSz","2"),
    MINSZ("最小下单数小数位minSz","2"),
    LEVERAGE("合约杠杆leverage","100"),