From 6a51883c6d96702df7e1df023b3ad3e0fd575b16 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Wed, 17 Dec 2025 16:15:33 +0800
Subject: [PATCH] feat(okx): 实现新的价格WebSocket客户端并优化量化操作
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxWebSocketClientManager.java | 55 ++++-
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java | 20 +
src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java | 27 ++
src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/OrderInfoWs.java | 7
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxNewPriceWebSocketClient.java | 453 +++++++++++++++++++++++++++++++++++++++++++++
5 files changed, 534 insertions(+), 28 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxNewPriceWebSocketClient.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxNewPriceWebSocketClient.java
new file mode 100644
index 0000000..f079744
--- /dev/null
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxNewPriceWebSocketClient.java
@@ -0,0 +1,453 @@
+package com.xcong.excoin.modules.okxNewPrice;
+
+import com.alibaba.fastjson.JSON;
+import com.alibaba.fastjson.JSONArray;
+import com.alibaba.fastjson.JSONObject;
+import com.xcong.excoin.modules.okxNewPrice.celue.CaoZuoService;
+import com.xcong.excoin.modules.okxNewPrice.OkxWebSocketClientManager;
+import com.xcong.excoin.modules.okxNewPrice.okxWs.TradeOrderWs;
+import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
+import com.xcong.excoin.modules.okxNewPrice.utils.SSLConfig;
+import com.xcong.excoin.rabbit.pricequeue.WebsocketPriceService;
+import com.xcong.excoin.utils.CoinTypeConvert;
+import com.xcong.excoin.utils.RedisUtils;
+import lombok.extern.slf4j.Slf4j;
+import org.java_websocket.client.WebSocketClient;
+import org.java_websocket.handshake.ServerHandshake;
+
+import java.net.URI;
+import java.net.URISyntaxException;
+import java.util.concurrent.*;
+import java.util.concurrent.atomic.AtomicBoolean;
+import java.util.concurrent.atomic.AtomicReference;
+
+/**
+ * OKX 新价格 WebSocket 客户端类，用于连接 OKX 的 WebSocket 接口，
+ * 实时获取并处理标记价格（mark price）数据，并将价格信息存储到 Redis 中。
+ * 同时支持心跳检测、自动重连以及异常恢复机制。
+ * @author Administrator
+ */
+@Slf4j
+public class OkxNewPriceWebSocketClient {
+ private final RedisUtils redisUtils;
+ private final CaoZuoService caoZuoService;
+ private final OkxWebSocketClientManager clientManager;
+
+ private WebSocketClient webSocketClient;
+ private ScheduledExecutorService heartbeatExecutor;
+ private volatile ScheduledFuture<?> pongTimeoutFuture;
+ private final AtomicReference<Long> lastMessageTime = new AtomicReference<>(System.currentTimeMillis());
+
+ // 连接状态标志
+ private final AtomicBoolean isConnected = new AtomicBoolean(false);
+ private final AtomicBoolean isConnecting = new AtomicBoolean(false);
+ private final AtomicBoolean isInitialized = new AtomicBoolean(false);
+
+ private static final String CHANNEL = "mark-price";
+
+ // 心跳超时时间(秒)，小于30秒
+ private static final int HEARTBEAT_TIMEOUT = 10;
+
+ // 共享线程池用于重连等异步任务
+ private final ExecutorService sharedExecutor = Executors.newCachedThreadPool(r -> {
+ Thread t = new Thread(r, "okx-ws-shared-worker");
+ t.setDaemon(true);
+ return t;
+ });
+
+ public OkxNewPriceWebSocketClient(RedisUtils redisUtils,
+ CaoZuoService caoZuoService, OkxWebSocketClientManager clientManager) {
+ this.redisUtils = redisUtils;
+ this.caoZuoService = caoZuoService;
+ this.clientManager = clientManager;
+ }
+
+ /**
+ * 初始化方法，创建并初始化WebSocket客户端实例
+ */
+ public void init() {
+ if (!isInitialized.compareAndSet(false, true)) {
+ log.warn("OkxNewPriceWebSocketClient 已经初始化过，跳过重复初始化");
+ return;
+ }
+ connect();
+ startHeartbeat();
+ }
+
+ /**
+ * 销毁方法，关闭WebSocket连接和相关资源
+ */
+ public void destroy() {
+ log.info("开始销毁OkxNewPriceWebSocketClient");
+
+ // 设置关闭标志，避免重连
+ if (sharedExecutor != null && !sharedExecutor.isShutdown()) {
+ sharedExecutor.shutdown();
+ }
+
+ if (webSocketClient != null && webSocketClient.isOpen()) {
+ try {
+ webSocketClient.closeBlocking();
+ } catch (InterruptedException e) {
+ Thread.currentThread().interrupt();
+ log.warn("关闭WebSocket连接时被中断");
+ }
+ }
+
+ shutdownExecutorGracefully(heartbeatExecutor);
+ if (pongTimeoutFuture != null) {
+ pongTimeoutFuture.cancel(true);
+ }
+ shutdownExecutorGracefully(sharedExecutor);
+
+ log.info("OkxNewPriceWebSocketClient销毁完成");
+ }
+
+ private static final String WS_URL_MONIPAN = "wss://wspap.okx.com:8443/ws/v5/public";
+ private static final String WS_URL_SHIPAN = "wss://ws.okx.com:8443/ws/v5/public";
+ private static final boolean isAccountType = false;
+
+ /**
+ * 建立与 OKX WebSocket 服务器的连接。
+ * 设置回调函数以监听连接打开、接收消息、关闭和错误事件。
+ */
+ private void connect() {
+ // 避免重复连接
+ if (isConnecting.get()) {
+ log.info("连接已在进行中，跳过重复连接请求");
+ return;
+ }
+
+ if (!isConnecting.compareAndSet(false, true)) {
+ log.info("连接已在进行中，跳过重复连接请求");
+ return;
+ }
+
+ try {
+ SSLConfig.configureSSL();
+ System.setProperty("https.protocols", "TLSv1.2,TLSv1.3");
+ String WS_URL = WS_URL_MONIPAN;
+ if (isAccountType){
+ WS_URL = WS_URL_SHIPAN;
+ }
+ URI uri = new URI(WS_URL);
+
+ // 关闭之前的连接（如果存在）
+ if (webSocketClient != null) {
+ try {
+ webSocketClient.closeBlocking();
+ } catch (InterruptedException e) {
+ Thread.currentThread().interrupt();
+ log.warn("关闭之前连接时被中断");
+ }
+ }
+
+ webSocketClient = new WebSocketClient(uri) {
+ @Override
+ public void onOpen(ServerHandshake handshake) {
+ log.info("OKX New Price WebSocket连接成功");
+ isConnected.set(true);
+ isConnecting.set(false);
+
+ // 检查应用是否正在关闭
+ if (sharedExecutor != null && !sharedExecutor.isShutdown()) {
+ resetHeartbeatTimer();
+ subscribeChannels();
+ } else {
+ log.warn("应用正在关闭，忽略WebSocket连接成功回调");
+ }
+ }
+
+ @Override
+ public void onMessage(String message) {
+ lastMessageTime.set(System.currentTimeMillis());
+ handleWebSocketMessage(message);
+ resetHeartbeatTimer();
+ }
+
+ @Override
+ public void onClose(int code, String reason, boolean remote) {
+ log.warn("OKX New Price WebSocket连接关闭: code={}, reason={}", code, reason);
+ isConnected.set(false);
+ isConnecting.set(false);
+ cancelPongTimeout();
+
+ if (sharedExecutor != null && !sharedExecutor.isShutdown() && !sharedExecutor.isTerminated()) {
+ sharedExecutor.execute(() -> {
+ try {
+ reconnectWithBackoff();
+ } catch (InterruptedException e) {
+ Thread.currentThread().interrupt();
+ log.error("重连线程被中断", e);
+ } catch (Exception e) {
+ log.error("重连失败", e);
+ }
+ });
+ } else {
+ log.warn("共享线程池已关闭，无法执行重连任务");
+ }
+ }
+
+ @Override
+ public void onError(Exception ex) {
+ log.error("OKX New Price WebSocket发生错误", ex);
+ isConnected.set(false);
+ }
+ };
+
+ webSocketClient.connect();
+ } catch (URISyntaxException e) {
+ log.error("WebSocket URI格式错误", e);
+ isConnecting.set(false);
+ }
+ }
+
+ /**
+ * 订阅指定交易对的价格通道。
+ * 构造订阅请求并发送给服务端。
+ */
+ private void subscribeChannels() {
+ JSONObject subscribeMsg = new JSONObject();
+ subscribeMsg.put("op", "subscribe");
+
+ JSONArray argsArray = new JSONArray();
+ JSONObject arg = new JSONObject();
+ arg.put("channel", CHANNEL);
+ arg.put("instId", CoinEnums.HE_YUE.getCode());
+ argsArray.add(arg);
+
+ subscribeMsg.put("args", argsArray);
+ webSocketClient.send(subscribeMsg.toJSONString());
+ log.info("已发送价格订阅请求，订阅通道数: {}", argsArray.size());
+ }
+
+ /**
+ * 处理从 WebSocket 收到的消息。
+ * 包括订阅确认、错误响应、心跳响应以及实际的数据推送。
+ *
+ * @param message 来自 WebSocket 的原始字符串消息
+ */
+ private void handleWebSocketMessage(String message) {
+ try {
+ JSONObject response = JSON.parseObject(message);
+ String event = response.getString("event");
+
+ if ("subscribe".equals(event)) {
+ log.info("价格订阅成功: {}", response.getJSONObject("arg"));
+ } else if ("error".equals(event)) {
+ log.error("价格订阅错误: code={}, msg={}",
+ response.getString("code"), response.getString("msg"));
+ } else if ("pong".equals(event)) {
+ log.debug("收到pong响应");
+ cancelPongTimeout();
+ } else {
+ processPushData(response);
+ }
+ } catch (Exception e) {
+ log.error("处理WebSocket消息失败: {}", message, e);
+ }
+ }
+
+ /**
+ * 解析并处理价格推送数据。
+ * 将最新的标记价格存入 Redis 并触发后续业务逻辑比较处理。
+ * 当价格变化时，调用CaoZuoService的caoZuo方法，触发所有账号的量化操作
+ *
+ * @param response 包含价格数据的 JSON 对象
+ */
+ private void processPushData(JSONObject response) {
+ try {
+ JSONArray dataArray = response.getJSONArray("data");
+ if (dataArray != null && !dataArray.isEmpty()) {
+ for (int i = 0; i < dataArray.size(); i++) {
+ try {
+ JSONObject priceData = dataArray.getJSONObject(i);
+ String instId = priceData.getString("instId");
+ String markPx = priceData.getString("markPx");
+ // 保存价格到Redis
+ redisUtils.set(CoinEnums.HE_YUE.getCode(), markPx);
+
+ log.debug("更新最新价格: {} = {}, 币种: {}", CoinEnums.HE_YUE.getCode(), markPx, instId);
+
+ // 价格变化时，触发所有账号的量化操作
+ triggerQuantOperations(markPx);
+ } catch (Exception innerEx) {
+ log.warn("处理单条价格数据失败", innerEx);
+ }
+ }
+ }
+ } catch (Exception e) {
+ log.error("处理价格推送数据失败", e);
+ }
+ }
+
+ /**
+ * 触发所有账号的量化操作
+ * @param markPx 当前标记价格
+ */
+ private void triggerQuantOperations(String markPx) {
+ try {
+ // 获取所有OkxQuantWebSocketClient实例
+ for (OkxQuantWebSocketClient client : clientManager.getAllClients()) {
+ // 由于OkxQuantWebSocketClient没有直接暴露账号名称的方法，我们需要从clientManager中获取
+ // 这里可以通过遍历clientMap的方式获取账号名称
+ // 或者修改OkxQuantWebSocketClient，添加getAccountName方法
+ // 暂时使用这种方式获取账号名称
+ String accountName = getAccountNameFromClient(client);
+ if (accountName != null) {
+ // 调用CaoZuoService的caoZuo方法，触发量化操作
+ String side = caoZuoService.caoZuo(accountName);
+ TradeOrderWs.orderEvent(client.getWebSocketClient(), side, accountName);
+ log.info("价格变化触发量化操作: 账号={}, 价格={}, 操作方向={}", accountName, markPx, side);
+ }
+ }
+ } catch (Exception e) {
+ log.error("触发量化操作失败", e);
+ }
+ }
+
+ /**
+ * 从OkxQuantWebSocketClient实例中获取账号名称
+ * 由于OkxQuantWebSocketClient没有直接暴露账号名称的方法，这里需要通过反射获取
+ * 更好的方式是修改OkxQuantWebSocketClient，添加getAccountName方法
+ */
+ private String getAccountNameFromClient(OkxQuantWebSocketClient client) {
+ try {
+ // 通过反射获取account字段的值
+ java.lang.reflect.Field accountField = OkxQuantWebSocketClient.class.getDeclaredField("account");
+ accountField.setAccessible(true);
+ Object account = accountField.get(client);
+ // 调用account的name()方法获取账号名称
+ java.lang.reflect.Method nameMethod = account.getClass().getMethod("name");
+ return (String) nameMethod.invoke(account);
+ } catch (Exception e) {
+ log.error("获取账号名称失败", e);
+ return null;
+ }
+ }
+
+ /**
+ * 构建 Redis Key
+ */
+ private String buildRedisKey(String instId) {
+ return "PRICE_" + instId.replace("-", "");
+ }
+
+ /**
+ * 启动心跳检测任务。
+ * 使用 ScheduledExecutorService 定期检查是否需要发送 ping 请求来维持连接。
+ */
+ private void startHeartbeat() {
+ if (heartbeatExecutor != null && !heartbeatExecutor.isTerminated()) {
+ heartbeatExecutor.shutdownNow();
+ }
+
+ heartbeatExecutor = Executors.newSingleThreadScheduledExecutor(r -> {
+ Thread t = new Thread(r, "okx-newprice-heartbeat");
+ t.setDaemon(true);
+ return t;
+ });
+
+ heartbeatExecutor.scheduleWithFixedDelay(this::checkHeartbeatTimeout, 25, 25, TimeUnit.SECONDS);
+ }
+
+ /**
+ * 重置心跳计时器。
+ * 当收到新消息或发送 ping 后取消当前超时任务并重新安排下一次超时检查。
+ */
+ private synchronized void resetHeartbeatTimer() {
+ cancelPongTimeout();
+
+ if (heartbeatExecutor != null && !heartbeatExecutor.isShutdown()) {
+ pongTimeoutFuture = heartbeatExecutor.schedule(this::checkHeartbeatTimeout,
+ HEARTBEAT_TIMEOUT, TimeUnit.SECONDS);
+ }
+ }
+
+ /**
+ * 检查心跳超时情况。
+ * 若长时间未收到任何消息则主动发送 ping 请求保持连接活跃。
+ */
+ private void checkHeartbeatTimeout() {
+ // 只有在连接状态下才检查心跳
+ if (!isConnected.get()) {
+ return;
+ }
+
+ long currentTime = System.currentTimeMillis();
+ long lastTime = lastMessageTime.get();
+
+ if (currentTime - lastTime >= HEARTBEAT_TIMEOUT * 1000L) {
+ sendPing();
+ }
+ }
+
+ /**
+ * 发送 ping 请求至 WebSocket 服务端。
+ * 用于维持长连接有效性。
+ */
+ private void sendPing() {
+ try {
+ if (webSocketClient != null && webSocketClient.isOpen()) {
+ JSONObject ping = new JSONObject();
+ ping.put("op", "ping");
+ webSocketClient.send(ping.toJSONString());
+ log.debug("发送ping请求");
+ }
+ } catch (Exception e) {
+ log.warn("发送ping失败", e);
+ }
+ }
+
+ /**
+ * 取消当前的心跳超时任务。
+ * 在收到 pong 或其他有效消息时调用此方法避免不必要的断开重连。
+ */
+ private synchronized void cancelPongTimeout() {
+ if (pongTimeoutFuture != null && !pongTimeoutFuture.isDone()) {
+ pongTimeoutFuture.cancel(true);
+ }
+ }
+
+ /**
+ * 执行 WebSocket 重连操作。
+ * 在连接意外中断后尝试重新建立连接。
+ */
+ private void reconnectWithBackoff() throws InterruptedException {
+ int attempt = 0;
+ int maxAttempts = 5;
+ long delayMs = 5000;
+
+ while (attempt < maxAttempts) {
+ try {
+ Thread.sleep(delayMs);
+ connect();
+ return;
+ } catch (Exception e) {
+ log.warn("第{}次重连失败", attempt + 1, e);
+ delayMs *= 2;
+ attempt++;
+ }
+ }
+
+ log.error("超过最大重试次数({})仍未连接成功", maxAttempts);
+ }
+
+ /**
+ * 优雅关闭线程池
+ */
+ private void shutdownExecutorGracefully(ExecutorService executor) {
+ if (executor == null || executor.isTerminated()) {
+ return;
+ }
+ try {
+ executor.shutdown();
+ if (!executor.awaitTermination(5, TimeUnit.SECONDS)) {
+ executor.shutdownNow();
+ }
+ } catch (InterruptedException e) {
+ Thread.currentThread().interrupt();
+ executor.shutdownNow();
+ }
+ }
+}
\ No newline at end of file
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java
index cdb9117..8c97c0b 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java
@@ -31,8 +31,6 @@
*/
@Slf4j
public class OkxQuantWebSocketClient {
- private final WangGeService wangGeService;
- private final CaoZuoService caoZuoService;
private final RedisUtils redisUtils;
private final ExchangeInfoEnum account;
@@ -45,11 +43,17 @@
private final AtomicBoolean isConnected = new AtomicBoolean(false);
private final AtomicBoolean isConnecting = new AtomicBoolean(false);
- public OkxQuantWebSocketClient(ExchangeInfoEnum account, WangGeService wangGeService,
- CaoZuoService caoZuoService, RedisUtils redisUtils) {
+ /**
+ * 获取WebSocketClient实例
+ * @return WebSocketClient实例
+ */
+ public WebSocketClient getWebSocketClient() {
+ return webSocketClient;
+ }
+
+ public OkxQuantWebSocketClient(ExchangeInfoEnum account,
+ RedisUtils redisUtils) {
this.account = account;
- this.wangGeService = wangGeService;
- this.caoZuoService = caoZuoService;
this.redisUtils = redisUtils;
}
@@ -372,8 +376,8 @@
OrderInfoWs.handleEvent(response, redisUtils, account.name());
}else if (AccountWs.ACCOUNTWS_CHANNEL.equals(channel)) {
AccountWs.handleEvent(response, account.name());
- String side = caoZuoService.caoZuo(account.name());
- TradeOrderWs.orderEvent(webSocketClient, side, account.name());
+// String side = caoZuoService.caoZuo(account.name());
+// TradeOrderWs.orderEvent(webSocketClient, side, account.name());
} else if (PositionsWs.POSITIONSWS_CHANNEL.equals(channel)) {
PositionsWs.handleEvent(response, account.name());
} else if (BalanceAndPositionWs.CHANNEL_NAME.equals(channel)) {
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 d8981d0..21dc07e 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxWebSocketClientManager.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxWebSocketClientManager.java
@@ -3,6 +3,7 @@
import com.xcong.excoin.modules.okxNewPrice.celue.CaoZuoService;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.ExchangeInfoEnum;
import com.xcong.excoin.modules.okxNewPrice.wangge.WangGeService;
+import com.xcong.excoin.rabbit.pricequeue.WebsocketPriceService;
import com.xcong.excoin.utils.RedisUtils;
import lombok.extern.slf4j.Slf4j;
import org.springframework.beans.factory.annotation.Autowired;
@@ -22,14 +23,15 @@
@ConditionalOnProperty(prefix = "app", name = "quant", havingValue = "true")
public class OkxWebSocketClientManager {
@Autowired
- private WangGeService wangGeService;
- @Autowired
private CaoZuoService caoZuoService;
@Autowired
private RedisUtils redisUtils;
- // 存储所有WebSocket客户端实例，key为账号类型名称
- private final Map<String, OkxQuantWebSocketClient> clientMap = new ConcurrentHashMap<>();
+ // 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;
/**
* 初始化方法，在Spring Bean构造完成后执行
@@ -39,14 +41,23 @@
public void init() {
log.info("开始初始化OkxWebSocketClientManager");
+ // 初始化价格WebSocket客户端
+ try {
+ newPriceClient = new OkxNewPriceWebSocketClient(redisUtils, caoZuoService, this);
+ 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, wangGeService, caoZuoService, redisUtils);
- clientMap.put(account.name(), client);
+ 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) {
@@ -65,8 +76,18 @@
public void destroy() {
log.info("开始销毁OkxWebSocketClientManager");
- // 关闭所有客户端实例
- for (Map.Entry<String, OkxQuantWebSocketClient> entry : clientMap.entrySet()) {
+ // 关闭价格WebSocket客户端
+ if (newPriceClient != null) {
+ try {
+ newPriceClient.destroy();
+ log.info("已销毁OkxNewPriceWebSocketClient");
+ } catch (Exception e) {
+ log.error("销毁OkxNewPriceWebSocketClient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()) {
try {
OkxQuantWebSocketClient client = entry.getValue();
client.destroy();
@@ -77,25 +98,33 @@
}
// 清空客户端映射
- clientMap.clear();
+ quantClientMap.clear();
log.info("OkxWebSocketClientManager销毁完成");
}
/**
- * 获取指定账号的WebSocket客户端实例
+ * 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 clientMap.get(accountName);
+ return quantClientMap.get(accountName);
}
/**
- * 获取所有WebSocket客户端实例
+ * 获取所有OkxQuantWebSocketClient实例
* @return 所有客户端实例的集合
*/
public Collection<OkxQuantWebSocketClient> getAllClients() {
- return clientMap.values();
+ 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
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java
index fb46a4d..9328774 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/celue/CaoZuoServiceImpl.java
@@ -9,8 +9,6 @@
import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListQueue;
import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListService;
import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild;
-import com.xcong.excoin.modules.okxNewPrice.wangge.WangGeQueue;
-import com.xcong.excoin.modules.okxNewPrice.wangge.WangGeService;
import com.xcong.excoin.rabbit.pricequeue.AscBigDecimal;
import com.xcong.excoin.rabbit.pricequeue.DescBigDecimal;
import com.xcong.excoin.utils.RedisUtils;
@@ -34,7 +32,6 @@
@RequiredArgsConstructor
public class CaoZuoServiceImpl implements CaoZuoService {
- private final WangGeService wangGeService;
private final WangGeListService wangGeListService;
private final RedisUtils redisUtils;
@@ -87,7 +84,29 @@
? 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 null;
+ // 判断是否保证金超标
+ if (PositionsWs.getAccountMap(positionAccountName).get("imr") == null){
+ log.error("没有获取到持仓信息，等待初始化......");
+ return null;
+ }
+ BigDecimal ordFrozImr = PositionsWs.getAccountMap(positionAccountName).get("imr");
+ BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get(CoinEnums.TOTAL_ORDER_USDT.name()));
+ if (ordFrozImr.compareTo(totalOrderUsdt) >= 0){
+ log.error("已满仓......");
+ return OrderParamEnums.HOLDING.getValue();
+ }
+ if (PositionsWs.getAccountMap(positionAccountName).get("pos") == null){
+ log.error("没有获取到持仓信息，等待初始化......");
+ return null;
+ }
+ BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
+ if (BigDecimal.ZERO.compareTo( pos) >= 0) {
+ log.error("持仓数量为零，进行初始化订单");
+ return OrderParamEnums.INIT.getValue();
+ }else{
+ log.error("仓位有持仓，等待持仓更新");
+ return null;
+ }
}
// 系统设置的开关，等于冷静中，则代表不开仓
String outStr = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.OUT.name());
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/OrderInfoWs.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/OrderInfoWs.java
index 7dbdb35..6c68e71 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/OrderInfoWs.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/OrderInfoWs.java
@@ -108,9 +108,10 @@
){
Map<String, String> accountMap = getAccountMap(accountName);
//记录成交均价
- log.info("成交均价: {}", avgPx);
- WsMapBuild.saveStringToMap(accountMap, "orderPrice",avgPx);
-
+ if (accountMap.get("orderPrice") == null){
+ log.info("成交均价: {}", avgPx);
+ WsMapBuild.saveStringToMap(accountMap, "orderPrice",avgPx);
+ }
WsMapBuild.saveStringToMap(TradeOrderWs.getAccountMap(accountName), "state", CoinEnums.ORDER_LIVE.getCode());
//保存上一个网格信息
--
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