From 3f2a5a15d15052833f1eb864d9f04bc02ecd6cc0 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Wed, 24 Jun 2026 16:51:47 +0800
Subject: [PATCH] fix(okx): 修复OKX交易执行器和WebSocket客户端配置问题
---
src/main/java/com/xcong/excoin/modules/okxApi/OkxTradeExecutor.java | 131 +++++++++++++++++++++++++++++++++----------
1 files changed, 99 insertions(+), 32 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxApi/OkxTradeExecutor.java b/src/main/java/com/xcong/excoin/modules/okxApi/OkxTradeExecutor.java
index 0b8cb40..29874b6 100644
--- a/src/main/java/com/xcong/excoin/modules/okxApi/OkxTradeExecutor.java
+++ b/src/main/java/com/xcong/excoin/modules/okxApi/OkxTradeExecutor.java
@@ -208,17 +208,12 @@
});
}
- // ==================== 止盈条件单 ====================
+ // ==================== 止盈/止损条件单 ====================
/**
- * 异步创建止盈条件单（OKX 算法订单 — conditional 类型）。
+ * 异步创建止盈条件单（OKX 算法订单 — conditional 类型，tpTriggerPx）。
*
- * <p>服务器监控价格，达到触发价后自动以市价平仓。
- * 使用 OKX 的 {@code order-algo} 接口，ordType=conditional。
- *
- * <h3>止盈失败兜底</h3>
- * 止盈单创建失败时立即调用 {@link #marketClose(String, String)} 市价平仓，
- * 确保仓位不会因止损条件未挂上而无保护。
+ * <p>止盈单创建失败时立即调用 {@link #marketClose(String, String)} 市价平仓兜底。
*
* @param triggerPrice 触发价格
* @param orderType 平仓类型："close_long" 平多 / "close_short" 平空
@@ -229,6 +224,34 @@
String orderType,
String size,
Consumer<String> onSuccess) {
+ placeConditionalClose(triggerPrice, orderType, size, onSuccess, false);
+ }
+
+ /**
+ * 异步创建止损条件单（OKX 算法订单 — conditional 类型，slTriggerPx）。
+ *
+ * <p>止损单创建失败时立即调用 {@link #marketClose(String, String)} 市价平仓兜底。
+ *
+ * @param triggerPrice 触发价格
+ * @param orderType 平仓类型："close_long" 平多 / "close_short" 平空
+ * @param size 平仓张数（正数，如 "15"）
+ * @param onSuccess 成功回调，接收 algoId（可为 null）
+ */
+ public void placeStopLoss(BigDecimal triggerPrice,
+ String orderType,
+ String size,
+ Consumer<String> onSuccess) {
+ placeConditionalClose(triggerPrice, orderType, size, onSuccess, true);
+ }
+
+ /**
+ * 通用平仓条件单：isStopLoss=true 用 slTriggerPx/slOrdPx，false 用 tpTriggerPx/tpOrdPx。
+ */
+ private void placeConditionalClose(BigDecimal triggerPrice,
+ String orderType,
+ String size,
+ Consumer<String> onSuccess,
+ boolean isStopLoss) {
executor.execute(() -> {
String posSide = null;
try {
@@ -240,11 +263,11 @@
side = "buy";
posSide = "short";
} else {
- log.error("[TradeExec-OKX] 未知止盈类型: {}", orderType);
+ log.error("[TradeExec-OKX] 未知平仓类型: {}", orderType);
return;
}
- // OKX conditional 止盈止损使用 tpTriggerPx/tpOrdPx 或 slTriggerPx/slOrdPx
+ String label = isStopLoss ? "止损" : "止盈";
JSONObject body = new JSONObject();
body.put("instId", contract);
body.put("tdMode", "cross");
@@ -252,29 +275,35 @@
body.put("posSide", posSide);
body.put("ordType", "conditional");
body.put("sz", size);
- // "close_long"=平多(止盈), "close_short"=平空(止盈)
- body.put("tpTriggerPx", triggerPrice.stripTrailingZeros().toPlainString());
- body.put("tpTriggerPxType", "last");
- body.put("tpOrdPx", "-1");
+ // 止盈用 tp 系列字段，止损用 sl 系列字段
+ if (isStopLoss) {
+ body.put("slTriggerPx", triggerPrice.stripTrailingZeros().toPlainString());
+ body.put("slTriggerPxType", "last");
+ body.put("slOrdPx", "-1");
+ } else {
+ body.put("tpTriggerPx", triggerPrice.stripTrailingZeros().toPlainString());
+ body.put("tpTriggerPxType", "last");
+ body.put("tpOrdPx", "-1");
+ }
JSONObject resp = okPost("/api/v5/trade/order-algo", body.toJSONString());
String code = resp.getString("code");
if (!"0".equals(code)) {
- log.error("[TradeExec-OKX] 止盈单创建失败, code:{}, msg:{}, 立即市价止盈",
- code, resp.getString("msg"));
+ log.error("[TradeExec-OKX] {}单创建失败, code:{}, msg:{}, 立即市价{}",
+ label, code, resp.getString("msg"), label);
marketClose(size, posSide);
return;
}
JSONArray data = resp.getJSONArray("data");
String algoId = (data != null && !data.isEmpty())
? data.getJSONObject(0).getString("algoId") : null;
- log.info("[TradeExec-OKX] 止盈单已创建, triggerPx:{}, type:{}, sz:{}, algoId:{}",
- triggerPrice, orderType, size, algoId);
+ log.info("[TradeExec-OKX] {}单已创建, triggerPx:{}, type:{}, sz:{}, algoId:{}",
+ label, triggerPrice, orderType, size, algoId);
if (onSuccess != null) {
onSuccess.accept(algoId);
}
} catch (Exception e) {
- log.error("[TradeExec-OKX] 止盈单创建失败, triggerPx:{}, sz:{}, 立即市价止盈",
+ log.error("[TradeExec-OKX] 创建失败, triggerPx:{}, sz:{}, 立即市价{}",
triggerPrice, size, e);
if (posSide != null) {
marketClose(size, posSide);
@@ -363,13 +392,17 @@
executor.execute(() -> {
try {
String side = isLong ? "buy" : "sell";
+ String posSide = isLong ? "long" : "short";
+ // OKX sz 必须为正数，strategy 层传入的负数需转正
+ String absSz = size.startsWith("-") ? size.substring(1) : size;
JSONObject body = new JSONObject();
body.put("instId", contract);
body.put("tdMode", "cross");
body.put("side", side);
+ body.put("posSide", posSide); // 双向持仓模式必须指定
body.put("ordType", "trigger"); // 计划委托 = 触发后开仓
- body.put("sz", size);
+ body.put("sz", absSz);
body.put("triggerPx", triggerPrice.stripTrailingZeros().toPlainString());
body.put("triggerPxType", "last");
body.put("orderPx", "-1"); // OKX 使用 orderPx，非 ordPx
@@ -440,25 +473,59 @@
}
/**
- * 异步清除指定合约的所有算法订单（条件单）。
- * 发送不含 algoId 的取消请求，OKX 会取消该合约下所有待触发算法单。
+ * 异步清除指定合约的所有算法订单（条件单/止盈止损单）。
+ *
+ * <p>OKX 的 cancel-algos 接口要求必须传 algoId 或 algoClOrdId，
+ * 不能仅凭 instId 批量取消。因此先查询待处理列表，再逐个取消。
*/
public void cancelAllPriceTriggeredOrders() {
executor.execute(() -> {
try {
- JSONArray bodyArr = new JSONArray();
- JSONObject item = new JSONObject();
- item.put("instId", contract);
- bodyArr.add(item);
+ // ordType 是 orders-algo-pending 的必填参数，需分别查询 conditional 和 trigger
+ JSONArray cancelBody = new JSONArray();
+ for (String ordType : new String[]{"conditional", "trigger"}) {
+ String queryPath = "/api/v5/trade/orders-algo-pending?instId=" + contract
+ + "&ordType=" + ordType;
+ try {
+ JSONObject queryResp = okGet(queryPath);
+ if (!"0".equals(queryResp.getString("code"))) {
+ log.warn("[TradeExec-OKX] 查询 pending ordType={} 失败, code:{}, msg:{}",
+ ordType, queryResp.getString("code"), queryResp.getString("msg"));
+ continue;
+ }
+ JSONArray data = queryResp.getJSONArray("data");
+ if (data != null) {
+ for (int i = 0; i < data.size(); i++) {
+ JSONObject order = data.getJSONObject(i);
+ String algoId = order.getString("algoId");
+ if (algoId == null) {
+ continue;
+ }
+ JSONObject item = new JSONObject();
+ item.put("algoId", algoId);
+ item.put("instId", contract);
+ cancelBody.add(item);
+ }
+ }
+ } catch (Exception e) {
+ log.warn("[TradeExec-OKX] 查询待处理条件单失败, ordType:{}", ordType, e);
+ }
+ }
- JSONObject resp = okPost("/api/v5/trade/cancel-algos", bodyArr.toJSONString());
- String code = resp.getString("code");
- if (!"0".equals(code)) {
- log.warn("[TradeExec-OKX] 清除所有条件单失败, code:{}, msg:{}",
- code, resp.getString("msg"));
+ if (cancelBody.isEmpty()) {
+ log.info("[TradeExec-OKX] 无待处理条件单");
return;
}
- log.info("[TradeExec-OKX] 已清除所有条件单");
+
+ // 批量取消
+ JSONObject cancelResp = okPost("/api/v5/trade/cancel-algos", cancelBody.toJSONString());
+ String cancelCode = cancelResp.getString("code");
+ if (!"0".equals(cancelCode)) {
+ log.warn("[TradeExec-OKX] 清除条件单部分失败, code:{}, msg:{}",
+ cancelCode, cancelResp.getString("msg"));
+ return;
+ }
+ log.info("[TradeExec-OKX] 已清除{}个条件单", cancelBody.size());
} catch (Exception e) {
log.error("[TradeExec-OKX] 清除条件单失败", e);
}
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