From 1b55621d4dcf3b4ee6b9c4beb81ad69e5b7a5856 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Fri, 05 Jun 2026 17:58:08 +0800
Subject: [PATCH] refactor(okxNewPrice): 优化止损管理器的挂单数量计算逻辑
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxWebSocketClientManager.java | 226 ++++++++++++++++++++++++++++++++-----------------------
1 files changed, 131 insertions(+), 95 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxWebSocketClientManager.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxWebSocketClientManager.java
index be64554..95a7096 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxWebSocketClientManager.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxWebSocketClientManager.java
@@ -1,133 +1,169 @@
package com.xcong.excoin.modules.okxNewPrice;
-import com.xcong.excoin.modules.okxNewPrice.celue.CaoZuoService;
-import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.ExchangeInfoEnum;
-import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListService;
-import com.xcong.excoin.modules.okxNewPrice.wangge.WangGeService;
-import com.xcong.excoin.rabbit.pricequeue.WebsocketPriceService;
-import com.xcong.excoin.utils.RedisUtils;
+import com.xcong.excoin.modules.okxNewPrice.gridWs.OkxKlineChannelHandler;
+import com.xcong.excoin.modules.okxNewPrice.gridWs.OkxOrdersChannelHandler;
+import com.xcong.excoin.modules.okxNewPrice.gridWs.OkxPositionsChannelHandler;
+import com.xcong.excoin.modules.okxNewPrice.okxpi.config.OKXAccount;
+import com.xcong.excoin.modules.okxNewPrice.okxpi.config.enums.DefaultUrls;
import lombok.extern.slf4j.Slf4j;
-import org.springframework.beans.factory.annotation.Autowired;
import org.springframework.boot.autoconfigure.condition.ConditionalOnProperty;
import org.springframework.stereotype.Component;
import javax.annotation.PostConstruct;
import javax.annotation.PreDestroy;
-import java.util.*;
-import java.util.concurrent.ConcurrentHashMap;
+import java.math.BigDecimal;
/**
- * 管理多个OKX WebSocket客户端实例，每个实例对应一个账号
+ * OKX 网格交易系统 Spring 容器入口 — 组件组装 + 生命周期管理。
+ *
+ * <h3>组装顺序（{@code @PostConstruct}）</h3>
+ * <ol>
+ * <li>{@link OkxConfig} — 构建配置（API 密钥、合约、策略参数）</li>
+ * <li>{@link OkxGridTradeService}.init() — 获取账户 → 清条件单 → 平仓 → 设杠杆</li>
+ * <li>{@link OkxGridWsClient} — 注册 3 个频道处理器 → init()：建立 WS 连接并登录订阅</li>
+ * <li>{@code gridTradeService.startGrid()} — 状态重置，等待首根 K 线</li>
+ * </ol>
+ *
+ * <h3>3 个频道处理器</h3>
+ * <ol>
+ * <li>OkxKlineChannelHandler — candle1m，K线 → onKline()</li>
+ * <li>OkxPositionsChannelHandler — positions，持仓 → onPositionUpdate()</li>
+ * <li>OkxAlgoOrdersChannelHandler — orders-algo，条件单 → onOrderUpdate()</li>
+ * </ol>
+ *
+ * <h3>销毁顺序（{@code @PreDestroy}）</h3>
+ * <ol>
+ * <li>gridTradeService.stopGrid()：取消所有条件单 → 关闭交易线程池</li>
+ * <li>gridWsClient.destroy()：取消订阅 → 断开 WS → 关闭线程池</li>
+ * </ol>
+ *
+ * @author Administrator
*/
@Slf4j
@Component
@ConditionalOnProperty(prefix = "app", name = "quant", havingValue = "true")
public class OkxWebSocketClientManager {
- @Autowired
- private CaoZuoService caoZuoService;
- @Autowired
- private RedisUtils redisUtils;
- @Autowired
- private WangGeListService wangGeListService;
- // 存储所有OkxQuantWebSocketClient实例，key为账号类型名称
- private final Map<String, OkxQuantWebSocketClient> quantClientMap = new ConcurrentHashMap<>();
-
- // 存储OkxNewPriceWebSocketClient实例
- private OkxNewPriceWebSocketClient newPriceClient;
+ /** 网格交易公共 WS 客户端（candle1m） */
+ private OkxGridWsClient gridWsClientPublic;
+ /** 网格交易私有 WS 客户端（positions / orders-algo） */
+ private OkxGridWsClient gridWsClientPrivate;
+ /** 网格交易策略服务 */
+ private OkxGridTradeService gridTradeService;
+ /** 统一配置 */
+ private OkxConfig okxConfig;
- /**
- * 初始化方法，在Spring Bean构造完成后执行
- * 创建并初始化所有账号的WebSocket客户端实例
- */
@PostConstruct
public void init() {
- log.info("开始初始化OkxWebSocketClientManager");
-
- // 初始化价格WebSocket客户端
+ log.info("[OKX-Manager] 开始初始化...");
+
try {
- newPriceClient = new OkxNewPriceWebSocketClient(redisUtils, caoZuoService, this, wangGeListService);
- newPriceClient.init();
- log.info("已初始化OkxNewPriceWebSocketClient");
- } catch (Exception e) {
- log.error("初始化OkxNewPriceWebSocketClient失败", e);
- }
-
- // 获取所有ExchangeInfoEnum枚举值
- ExchangeInfoEnum[] accounts = ExchangeInfoEnum.values();
-
- // 为每个账号创建一个WebSocket客户端实例
- for (ExchangeInfoEnum account : accounts) {
- try {
- OkxQuantWebSocketClient client = new OkxQuantWebSocketClient(account, redisUtils);
- quantClientMap.put(account.name(), client);
- client.init();
- log.info("已初始化账号 {} 的WebSocket客户端", account.name());
- } catch (Exception e) {
- log.error("初始化账号 {} 的WebSocket客户端失败", account.name(), e);
+ // 获取账户配置
+ ExchangeInfoEnum[] accounts = ExchangeInfoEnum.values();
+ if (accounts == null || accounts.length == 0) {
+ log.error("[OKX-Manager] 无可用账户，初始化失败");
+ return;
}
+
+ // 使用第一个账户
+ ExchangeInfoEnum primaryAccount = accounts[0];
+ log.info("[OKX-Manager] 使用主账户: {}", primaryAccount.name());
+
+ // 1. 创建 OKXAccount（REST API 调用需要）
+ String baseUrl = primaryAccount.isAccountType() ? DefaultUrls.USDM_PROD_URL : DefaultUrls.USDM_UAT_URL;
+ OKXAccount okxAccount = new OKXAccount(
+ baseUrl,
+ primaryAccount.getApiKey(),
+ primaryAccount.getSecretKey(),
+ primaryAccount.getPassphrase(),
+ !primaryAccount.isAccountType()
+ );
+
+ // 2. 构建 OkxConfig
+ // TODO: 参数可通过配置文件/数据库动态读取
+ okxConfig = OkxConfig.builder()
+ .apiKey(primaryAccount.getApiKey())
+ .secretKey(primaryAccount.getSecretKey())
+ .passphrase(primaryAccount.getPassphrase())
+ .instId("ETH-USDT-SWAP")
+ .leverage("100")
+ .tdMode("cross")
+ .gridRate(new BigDecimal("0.002"))
+ .expectedProfit(new BigDecimal("180"))
+ .maxLoss(new BigDecimal("30"))
+ .quantity("5")
+ .baseQuantity("50")
+ .priceScale(2)
+ .ctVal(new BigDecimal("0.01"))
+ .isSimulate(!primaryAccount.isAccountType())
+ .gridQueueSize(300)
+ .marginRatioLimit(new BigDecimal("0.2"))
+ .build();
+
+ // 3. 初始化交易服务：查账户 → 清条件单 → 平已有仓位 → 设杠杆
+ gridTradeService = new OkxGridTradeService(okxConfig, okxAccount);
+ gridTradeService.init();
+
+ // 4. 创建 WS 客户端并注册频道处理器
+ // 业务 WS（/v5/business）：candle1m
+ gridWsClientPublic = new OkxGridWsClient(primaryAccount, true);
+ gridWsClientPublic.addChannelHandler(new OkxKlineChannelHandler(okxConfig.getInstId(), gridTradeService));
+ gridWsClientPublic.init();
+
+ // 私有 WS（/v5/private）：positions + orders（algo触发后订单fill带algoId可匹配）
+ gridWsClientPrivate = new OkxGridWsClient(primaryAccount, false);
+ gridWsClientPrivate.addChannelHandler(new OkxPositionsChannelHandler(okxConfig.getInstId(), gridTradeService));
+ gridWsClientPrivate.addChannelHandler(new OkxOrdersChannelHandler(okxConfig.getInstId(), gridTradeService));
+ gridWsClientPrivate.init();
+
+ log.info("[OKX-Manager] WS已连接, business: candle1m, private: positions/orders");
+
+ // 5. 激活策略，等待首根 K 线触发基底双开
+ gridTradeService.startGrid();
+
+ log.info("[OKX-Manager] 初始化完成");
+ } catch (Exception e) {
+ log.error("[OKX-Manager] 初始化失败", e);
}
-
- log.info("OkxWebSocketClientManager初始化完成");
}
/**
- * 销毁方法，在Spring Bean销毁前执行
- * 关闭所有WebSocket客户端连接和相关资源
+ * 销毁：停止策略 → 关闭交易线程池 → 取消 WS 订阅 → 断开连接 → 关闭 WS 线程池。
*/
@PreDestroy
public void destroy() {
- log.info("开始销毁OkxWebSocketClientManager");
-
- // 关闭价格WebSocket客户端
- if (newPriceClient != null) {
+ log.info("[OKX-Manager] 开始销毁...");
+
+ if (gridTradeService != null) {
try {
- newPriceClient.destroy();
- log.info("已销毁OkxNewPriceWebSocketClient");
+ gridTradeService.stopGrid();
} catch (Exception e) {
- log.error("销毁OkxNewPriceWebSocketClient失败", e);
+ log.error("[OKX-Manager] 停止策略失败", e);
}
}
-
- // 关闭所有量化交易WebSocket客户端实例
- for (Map.Entry<String, OkxQuantWebSocketClient> entry : quantClientMap.entrySet()) {
+ if (gridWsClientPublic != null) {
try {
- OkxQuantWebSocketClient client = entry.getValue();
- client.destroy();
- log.info("已销毁账号 {} 的WebSocket客户端", entry.getKey());
+ gridWsClientPublic.destroy();
} catch (Exception e) {
- log.error("销毁账号 {} 的WebSocket客户端失败", entry.getKey(), e);
+ log.error("[OKX-Manager] 销毁公共WS客户端失败", e);
}
}
-
- // 清空客户端映射
- quantClientMap.clear();
-
- log.info("OkxWebSocketClientManager销毁完成");
+ if (gridWsClientPrivate != null) {
+ try {
+ gridWsClientPrivate.destroy();
+ } catch (Exception e) {
+ log.error("[OKX-Manager] 销毁私有WS客户端失败", e);
+ }
+ }
+
+ log.info("[OKX-Manager] 销毁完成");
}
- /**
- * 获取指定账号的OkxQuantWebSocketClient实例
- * @param accountName 账号类型名称
- * @return WebSocket客户端实例
- */
- public OkxQuantWebSocketClient getClient(String accountName) {
- return quantClientMap.get(accountName);
- }
-
- /**
- * 获取所有OkxQuantWebSocketClient实例
- * @return 所有客户端实例的集合
- */
- public Collection<OkxQuantWebSocketClient> getAllClients() {
- return quantClientMap.values();
- }
-
- /**
- * 获取OkxNewPriceWebSocketClient实例
- * @return 价格WebSocket客户端实例
- */
- public OkxNewPriceWebSocketClient getNewPriceClient() {
- return newPriceClient;
- }
-}
\ No newline at end of file
+ /** @return 网格交易策略服务实例 */
+ public OkxGridTradeService getGridTradeService() { return gridTradeService; }
+ /** @return 网格交易公共 WS 客户端实例 */
+ public OkxGridWsClient getGridWsClientPublic() { return gridWsClientPublic; }
+ /** @return 网格交易私有 WS 客户端实例 */
+ public OkxGridWsClient getGridWsClientPrivate() { return gridWsClientPrivate; }
+ public OkxConfig getOkxConfig() { return okxConfig; }
+}
--
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