From 23ece6103fd890655f0eef79331d3d73921611a2 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Wed, 07 Jan 2026 11:59:23 +0800
Subject: [PATCH] feat(trade): 优化交易系统止损逻辑和订单处理机制
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/TradeOrderWs.java | 207 +++++++++++++++++++++++++++++++++++++++------------
1 files changed, 158 insertions(+), 49 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/TradeOrderWs.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/TradeOrderWs.java
index 2ae3e93..36b99e1 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/TradeOrderWs.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/TradeOrderWs.java
@@ -1,16 +1,20 @@
package com.xcong.excoin.modules.okxNewPrice.okxWs;
+import cn.hutool.core.collection.CollUtil;
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.okxWs.param.TradeRequestParam;
import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild;
import com.xcong.excoin.modules.okxNewPrice.utils.WsParamBuild;
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;
@@ -22,85 +26,190 @@
@Slf4j
public class TradeOrderWs {
- public static final Map<String,String> TRADEORDERWSMAP = new ConcurrentHashMap<>();
+ // 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, String side) {
+ public static void orderEvent(WebSocketClient webSocketClient, TradeRequestParam tradeRequestParam) {
+
log.info("开始执行TradeOrderWs......");
- // 校验必要参数
- if (StrUtil.isBlank(side)) {
- log.warn("下单参数 side 为空，取消发送");
+ 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;
}
- String buyCnt = "";
- if (OrderParamEnums.HOLDING.getValue().equals(side)){
- log.info("当前状态为持仓中，取消发送");
- return;
- }else if (OrderParamEnums.OUT.getValue().equals(side)){
- log.info("当前状态为止损");
- side = OrderParamEnums.SELL.getValue();
- buyCnt = String.valueOf(PositionsWs.POSITIONSWSMAP.get("pos"));
- }else if (OrderParamEnums.INIT.getValue().equals(side)){
- log.info("当前状态为初始化");
- side = OrderParamEnums.BUY.getValue();
- String buyCntTime = OrderInfoWs.ORDERINFOWSMAP.get("buyCntTime");
- String buyCntStr = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.BUY_CNT.name());
- buyCnt = String.valueOf(new BigDecimal(buyCntTime).multiply(new BigDecimal(buyCntStr)));
- }else if (OrderParamEnums.BUY.getValue().equals(side)){
- log.info("当前状态为加仓");
- String buyCntTime = OrderInfoWs.ORDERINFOWSMAP.get("buyCntTime");
- String buyCntStr = InstrumentsWs.INSTRUMENTSWSMAP.get(CoinEnums.BUY_CNT.name());
- buyCnt = String.valueOf(new BigDecimal(buyCntTime).multiply(new BigDecimal(buyCntStr)));
- }else if (OrderParamEnums.SELL.getValue().equals(side)){
- log.info("当前状态为减仓");
- buyCnt = String.valueOf(PositionsWs.POSITIONSWSMAP.get("pos"));
- }else{
- log.warn("交易状态异常，取消发送");
+ /**
+ * 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;
}
- if (StrUtil.isBlank(buyCnt)) {
- log.warn("下单数量 buyCnt 为空，取消发送");
+ /**
+ * 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
+ */
+
+ String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
+ 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;
+ }
+ 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 = WsParamBuild.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 = 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);
+ log.info("发送下单频道:{},数量：{}", side, sz);
- WsMapBuild.saveStringToMap(TRADEORDERWSMAP, "clOrdId", clOrdId);
- WsMapBuild.saveStringToMap(TRADEORDERWSMAP, "state", CoinEnums.ORDER_FILLED.getCode());
-
- if (OrderParamEnums.SELL.getValue().equals(side)){
- WsMapBuild.saveBigDecimalToMap(PositionsWs.POSITIONSWSMAP, "pos", BigDecimal.ZERO);
- }
-
- if (OrderParamEnums.BUY.getValue().equals(side)){
- WsMapBuild.saveBigDecimalToMap(PositionsWs.POSITIONSWSMAP, "pos", new BigDecimal(buyCnt));
- }
-
+ WsMapBuild.saveStringToMap(getAccountMap(accountName), "clOrdId", clOrdId);
+ 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);
}
}
+ public static void orderZhiYingEvent(WebSocketClient webSocketClient, List<TradeRequestParam> tradeRequestParams) {
+
+
+ log.info("开始执行限价{}......",JSONUtil.parse(tradeRequestParams));
+ if (tradeRequestParams == null){
+ log.warn("限价下单参数缺失，取消发送");
+ return;
+ }
+ 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");
+ return;
+ }
+ 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;
+ }
+
+ /**
+ * 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);
+ }
+ }
+ }
/**
--
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