From 75836d48785da412552e67050e2332a74da2a435 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Thu, 08 Jan 2026 09:42:54 +0800
Subject: [PATCH] fix(okx): 修复交易参数配置和网格策略
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxNewPriceWebSocketClient.java | 498 +++++++++++++++++++++++++++++++++++++++++++++++++++++++
1 files changed, 498 insertions(+), 0 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..0c855f3
--- /dev/null
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxNewPriceWebSocketClient.java
@@ -0,0 +1,498 @@
+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.okxWs.AccountWs;
+import com.xcong.excoin.modules.okxNewPrice.okxWs.PositionsWs;
+import com.xcong.excoin.modules.okxNewPrice.okxWs.TradeOrderWs;
+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.okxWs.wanggeList.WangGeListEnum;
+import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListService;
+import com.xcong.excoin.modules.okxNewPrice.utils.SSLConfig;
+import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild;
+import com.xcong.excoin.utils.RedisUtils;
+import java.math.BigDecimal;
+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.Collection;
+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 final WangGeListService wangGeListService;
+
+ 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,
+ WangGeListService wangGeListService) {
+ this.redisUtils = redisUtils;
+ this.caoZuoService = caoZuoService;
+ this.clientManager = clientManager;
+ this.wangGeListService = wangGeListService;
+ }
+
+ /**
+ * 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 = true;
+
+ /**
+ * 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 {
+
+// markPx = String.valueOf(new BigDecimal(markPx).subtract(new BigDecimal("20")));
+ // 1. 判断当前价格属于哪个网格
+ WangGeListEnum gridByPriceNew = WangGeListEnum.getGridByPrice(new BigDecimal(markPx));
+ if (gridByPriceNew == null) {
+ log.error("当前价格{}不在任何网格范围内，无法触发量化操作", markPx);
+ return;
+ }
+ /**
+ * 获取当前网格信息
+ * 根据当前网格的持仓方向获取反方向是否存在持仓
+ * 如果持有，直接止损
+ */
+ Collection<OkxQuantWebSocketClient> allClients = clientManager.getAllClients();
+ //如果为空，则直接返回
+ if (allClients.isEmpty()) {
+ return;
+ }
+ // 获取所有OkxQuantWebSocketClient实例
+ for (OkxQuantWebSocketClient client : clientManager.getAllClients()) {
+ String accountName = client.getAccountName();
+ if (accountName != null) {
+ log.error("当前价格{}属于网格: {}-{}({}-{})", markPx, gridByPriceNew.getName(),gridByPriceNew.getFang_xiang(), gridByPriceNew.getJiage_xiaxian(), gridByPriceNew.getJiage_shangxian());
+ //处理历史网格信息
+ String fangXiang = gridByPriceNew.getFang_xiang();
+ String posSideOld = null;
+ if (CoinEnums.POSSIDE_LONG.getCode().equals(fangXiang)) {
+ posSideOld = CoinEnums.POSSIDE_SHORT.getCode();
+ }
+ if (CoinEnums.POSSIDE_SHORT.getCode().equals(fangXiang)) {
+ posSideOld = CoinEnums.POSSIDE_LONG.getCode();
+ }
+
+ String positionAccountName = PositionsWs.initAccountName(accountName, posSideOld);
+ // 判断是否保证金超标
+ if (
+ PositionsWs.getAccountMap(positionAccountName).get("pos") != null
+ && PositionsWs.getAccountMap(positionAccountName).get("pos").compareTo(BigDecimal.ZERO) > 0
+ ){
+ BigDecimal avgPx = PositionsWs.getAccountMap(positionAccountName).get("avgPx");
+ WangGeListEnum gridByPriceOld = WangGeListEnum.getGridByPrice(avgPx);
+ if (gridByPriceOld != null){
+ String zhiSunDian = gridByPriceOld.getZhi_sun_dian();
+ if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSideOld)) {
+ boolean flag = new BigDecimal(markPx).compareTo(new BigDecimal(zhiSunDian)) > 0;
+ log.error("{}历史网格方向{},当前价格大于止损点{}",gridByPriceOld.name(),posSideOld,flag);
+ if (flag){
+ TradeRequestParam tradeRequestParam = caoZuoService.caoZuoZhiSunEvent(accountName, markPx, posSideOld);
+ TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
+
+ }
+ }
+ if (CoinEnums.POSSIDE_LONG.getCode().equals(posSideOld)) {
+ boolean flag = new BigDecimal(markPx).compareTo(new BigDecimal(zhiSunDian)) < 0;
+ log.error("{}历史网格方向{},当前价格小于止损点{}",gridByPriceOld.name(),posSideOld,flag);
+ if (flag){
+ TradeRequestParam tradeRequestParam = caoZuoService.caoZuoZhiSunEvent(accountName, markPx, posSideOld);
+ TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
+ }
+ }
+ }
+ }
+
+ //当前下单
+ wangGeListService.initWangGe(markPx);
+ TradeRequestParam tradeRequestParam = caoZuoService.caoZuoHandler(accountName, markPx, gridByPriceNew.getFang_xiang());
+ TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
+ log.info("价格变化触发量化操作: 账号={}, 价格={}", accountName, markPx);
+ }
+ }
+ } catch (Exception e) {
+ log.error("触发量化操作失败", e);
+ }
+ }
+
+ /**
+ * 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 = 3;
+ 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
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