From 6a51f45e6a00b65a9e7b0b0707b453c11311f3ef Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 11 May 2026 22:38:13 +0800
Subject: [PATCH] feat(okxApi): 添加仓位模式配置和REST客户端功能
---
src/main/java/com/xcong/excoin/modules/okxApi/OkxTradeExecutor.java | 296 +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
1 files changed, 296 insertions(+), 0 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
new file mode 100644
index 0000000..789fe2a
--- /dev/null
+++ b/src/main/java/com/xcong/excoin/modules/okxApi/OkxTradeExecutor.java
@@ -0,0 +1,296 @@
+package com.xcong.excoin.modules.okxApi;
+
+import com.alibaba.fastjson.JSONArray;
+import com.alibaba.fastjson.JSONObject;
+import com.xcong.excoin.modules.okxApi.enums.OkxEnums;
+import com.xcong.excoin.modules.okxApi.param.TradeRequestParam;
+import lombok.extern.slf4j.Slf4j;
+import org.java_websocket.client.WebSocketClient;
+
+import java.math.BigDecimal;
+import java.util.List;
+import java.util.concurrent.ExecutorService;
+import java.util.concurrent.LinkedBlockingQueue;
+import java.util.concurrent.ThreadPoolExecutor;
+import java.util.concurrent.TimeUnit;
+
+/**
+ * OKX WebSocket 交易执行器。
+ *
+ * <h3>设计目的</h3>
+ * WebSocket 消息在回调线程中处理。下单操作参数构建等逻辑
+ * 提交到独立线程池异步执行，避免阻塞 WS 回调线程。
+ *
+ * <h3>回调设计</h3>
+ * 每个下单方法接受 onSuccess/onFailure 两个 Runnable。
+ * 基底开仓时 onSuccess 用于标记基底已开，网格触发时通常为 null（成交状态由仓位推送驱动）。
+ *
+ * <h3>线程模型</h3>
+ * <ul>
+ * <li><b>单线程</b>：保证下单顺序（开多→开空→止盈单），避免并发竞争</li>
+ * <li><b>有界队列 64</b>：防止堆积。极端行情下最多累积 64 个任务</li>
+ * <li><b>CallerRunsPolicy</b>：队列满时由提交线程直接同步执行，形成自然背压</li>
+ * <li><b>allowCoreThreadTimeOut</b>：60s 空闲后线程回收，不浪费资源</li>
+ * </ul>
+ *
+ * <h3>调用链</h3>
+ * <pre>
+ * OkxGridTradeService.onKline → executor.openLong/openShort (基底双开 + 网格触发)
+ * OkxGridTradeService.onPositionUpdate → executor.placeTakeProfit (开仓成交后设止盈)
+ * OkxGridTradeService.stopGrid → executor.cancelAllPriceTriggeredOrders
+ * </pre>
+ *
+ * @author Administrator
+ */
+@Slf4j
+public class OkxTradeExecutor {
+
+ private final String contract;
+ private final String marginMode;
+ private final String accountName;
+
+ private volatile WebSocketClient wsClient;
+
+ private final ExecutorService executor;
+
+ public OkxTradeExecutor(String contract, String marginMode, String accountName) {
+ this.contract = contract;
+ this.marginMode = marginMode;
+ this.accountName = accountName;
+ this.executor = new ThreadPoolExecutor(
+ 1, 1,
+ 60L, TimeUnit.SECONDS,
+ new LinkedBlockingQueue<>(64),
+ r -> {
+ Thread t = new Thread(r, "okxApi-trade-worker");
+ t.setDaemon(true);
+ return t;
+ },
+ new ThreadPoolExecutor.CallerRunsPolicy()
+ );
+ ((ThreadPoolExecutor) executor).allowCoreThreadTimeOut(true);
+ }
+
+ public void setWebSocketClient(WebSocketClient wsClient) {
+ this.wsClient = wsClient;
+ }
+
+ public void shutdown() {
+ executor.shutdown();
+ try {
+ executor.awaitTermination(10, TimeUnit.SECONDS);
+ } catch (InterruptedException e) {
+ Thread.currentThread().interrupt();
+ executor.shutdownNow();
+ }
+ }
+
+ /**
+ * 异步市价开多。quantity 为正数（如 "1"）。
+ *
+ * @param quantity 开仓张数（正数）
+ * @param onSuccess 成交成功回调（可为 null）
+ * @param onFailure 成交失败回调（可为 null）
+ */
+ public void openLong(String quantity, Runnable onSuccess, Runnable onFailure) {
+ openPosition(quantity, OkxEnums.POSSIDE_LONG, OkxEnums.SIDE_BUY, "开多", onSuccess, onFailure);
+ }
+
+ /**
+ * 异步市价开空。quantity 为正数（如 "1"）。
+ *
+ * @param quantity 开仓张数（正数）
+ * @param onSuccess 成交成功回调（可为 null）
+ * @param onFailure 成交失败回调（可为 null）
+ */
+ public void openShort(String quantity, Runnable onSuccess, Runnable onFailure) {
+ openPosition(quantity, OkxEnums.POSSIDE_SHORT, OkxEnums.SIDE_SELL, "开空", onSuccess, onFailure);
+ }
+
+ private void openPosition(String sz, String posSide, String side, String label, Runnable onSuccess, Runnable onFailure) {
+ executor.execute(() -> {
+ try {
+ TradeRequestParam param = buildParam(side, posSide, sz, OkxEnums.ORDTYPE_MARKET);
+ sendOrder(param);
+
+ log.info("[TradeExec] {}已发送, 方向:{}, 数量:{}", label, posSide, sz);
+ if (onSuccess != null) {
+ onSuccess.run();
+ }
+ } catch (Exception e) {
+ log.error("[TradeExec] {}发送失败", label, e);
+ if (onFailure != null) {
+ onFailure.run();
+ }
+ }
+ });
+ }
+
+ /**
+ * 异步创建止盈条件单（仓位计划止盈止损）。
+ *
+ * <p>通过 OKX WebSocket 发送 algo order（conditional order），服务器监控价格，
+ * 达到触发价后自动平指定张数。
+ *
+ * <h3>orderType 说明</h3>
+ * <ul>
+ * <li>plan-close-long-position：平多仓，posSide=long, side=sell</li>
+ * <li>plan-close-short-position：平空仓，posSide=short, side=buy</li>
+ * </ul>
+ *
+ * <p>止盈单创建失败时，立即市价平仓兜底（marketClose）。
+ *
+ * @param triggerPrice 触发价格
+ * @param orderType stop 类型（plan-close-long-position / plan-close-short-position）
+ * @param size 平仓张数（正数）
+ */
+ public void placeTakeProfit(BigDecimal triggerPrice, String orderType, String size) {
+ executor.execute(() -> {
+ String posSide;
+ String side;
+ if (OkxEnums.ORDER_TYPE_CLOSE_LONG.equals(orderType)) {
+ posSide = OkxEnums.POSSIDE_LONG;
+ side = OkxEnums.SIDE_SELL;
+ } else if (OkxEnums.ORDER_TYPE_CLOSE_SHORT.equals(orderType)) {
+ posSide = OkxEnums.POSSIDE_SHORT;
+ side = OkxEnums.SIDE_BUY;
+ } else {
+ log.error("[TradeExec] 未知止盈类型: {}", orderType);
+ return;
+ }
+
+ try {
+ if (wsClient == null || !wsClient.isOpen()) {
+ log.warn("[TradeExec] WS未连接，跳过止盈单");
+ return;
+ }
+ if (BigDecimal.ZERO.compareTo(new BigDecimal(size)) >= 0) {
+ log.warn("[TradeExec] 止盈数量<=0，跳过");
+ return;
+ }
+
+ JSONArray argsArray = new JSONArray();
+ JSONObject args = new JSONObject();
+ args.put("instId", contract);
+ args.put("tdMode", marginMode);
+ args.put("side", side);
+ args.put("posSide", posSide);
+ args.put("ordType", OkxEnums.ORDTYPE_CONDITIONAL);
+ args.put("sz", size);
+ args.put("tpTriggerPx", triggerPrice.toString());
+ args.put("tpOrdPx", "-1");
+ argsArray.add(args);
+
+ String connId = OkxWsUtil.getOrderNum("algo");
+ JSONObject msg = OkxWsUtil.buildJsonObject(connId, "order-algo", argsArray);
+ wsClient.send(msg.toJSONString());
+ log.info("[TradeExec] 止盈单已发送, 触发价:{}, 类型:{}, size:{}", triggerPrice, orderType, size);
+ } catch (Exception e) {
+ log.error("[TradeExec] 止盈单发送失败, 触发价:{}, size:{}, 立即市价止盈", triggerPrice, size, e);
+ marketClose(side, posSide, size);
+ }
+ });
+ }
+
+ /**
+ * 市价止盈：在止盈条件单创建失败时立即市价平仓。
+ */
+ private void marketClose(String side, String posSide, String size) {
+ try {
+ TradeRequestParam param = buildParam(side, posSide, size, OkxEnums.ORDTYPE_MARKET);
+ param.setTradeType("3");
+ sendOrder(param);
+ log.info("[TradeExec] 市价止盈已发送, posSide:{}, size:{}", posSide, size);
+ } catch (Exception e) {
+ log.error("[TradeExec] 市价止盈也失败, posSide:{}, size:{}", posSide, size, e);
+ }
+ }
+
+ /**
+ * 异步清除指定合约的所有止盈止损条件单。
+ */
+ public void cancelAllPriceTriggeredOrders() {
+ executor.execute(() -> {
+ try {
+ if (wsClient == null || !wsClient.isOpen()) {
+ log.warn("[TradeExec] WS未连接，跳过撤销条件单");
+ return;
+ }
+ JSONArray argsArray = new JSONArray();
+ JSONObject args = new JSONObject();
+ args.put("instId", contract);
+ args.put("algoOrdType", "conditional");
+ argsArray.add(args);
+
+ String connId = OkxWsUtil.getOrderNum("cancel");
+ JSONObject msg = OkxWsUtil.buildJsonObject(connId, "cancel-algos", argsArray);
+ wsClient.send(msg.toJSONString());
+ log.info("[TradeExec] 已发送撤销所有条件单请求");
+ } catch (Exception e) {
+ log.error("[TradeExec] 撤销条件单失败", e);
+ }
+ });
+ }
+
+ private TradeRequestParam buildParam(String side, String posSide, String sz, String ordType) {
+ TradeRequestParam param = new TradeRequestParam();
+ param.setAccountName(accountName);
+ param.setInstId(contract);
+ param.setTdMode(marginMode);
+ param.setPosSide(posSide);
+ param.setOrdType(ordType);
+ param.setSide(side);
+ param.setClOrdId(OkxWsUtil.getOrderNum(side));
+ param.setSz(sz);
+ param.setTradeType("1");
+ return param;
+ }
+
+ private JSONObject buildOrderArgs(TradeRequestParam param) {
+ JSONObject args = new JSONObject();
+ args.put("instId", param.getInstId());
+ args.put("tdMode", param.getTdMode());
+ args.put("clOrdId", param.getClOrdId());
+ args.put("side", param.getSide());
+ args.put("posSide", param.getPosSide());
+ args.put("ordType", param.getOrdType());
+ args.put("sz", param.getSz());
+ return args;
+ }
+
+ private void sendOrder(TradeRequestParam param) {
+ if (wsClient == null || !wsClient.isOpen()) {
+ log.warn("[TradeExec] WS未连接，跳过下单");
+ return;
+ }
+ if (BigDecimal.ZERO.compareTo(new BigDecimal(param.getSz())) >= 0) {
+ log.warn("[TradeExec] 下单数量<=0，跳过");
+ return;
+ }
+
+ JSONArray argsArray = new JSONArray();
+ argsArray.add(buildOrderArgs(param));
+
+ String connId = OkxWsUtil.getOrderNum("order");
+ JSONObject msg = OkxWsUtil.buildJsonObject(connId, "order", argsArray);
+ wsClient.send(msg.toJSONString());
+ log.info("[TradeExec] 发送下单: side={}, sz={}", param.getSide(), param.getSz());
+ }
+
+ private void sendBatchOrders(List<TradeRequestParam> params) {
+ if (wsClient == null || !wsClient.isOpen() || params == null || params.isEmpty()) {
+ log.warn("[TradeExec] WS未连接或参数为空，跳过批量下单");
+ return;
+ }
+
+ JSONArray argsArray = new JSONArray();
+ for (TradeRequestParam p : params) {
+ argsArray.add(buildOrderArgs(p));
+ }
+
+ String connId = OkxWsUtil.getOrderNum(null);
+ JSONObject msg = OkxWsUtil.buildJsonObject(connId, "batch-orders", argsArray);
+ wsClient.send(msg.toJSONString());
+ log.info("[TradeExec] 发送批量下单: {}条", params.size());
+ }
+}
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