From bccc54b8b005e424ac9937ac421f2be4a52910e1 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Tue, 06 Jan 2026 17:28:50 +0800
Subject: [PATCH] feat(okxWs): 添加批量订单WebSocket支持
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/TradeOrderWs.java | 153 +++++++++++++++++++++++++++------------------------
1 files changed, 81 insertions(+), 72 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 6c1961b..389952d 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
@@ -1,6 +1,7 @@
package com.xcong.excoin.modules.okxNewPrice.okxWs;
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;
@@ -12,6 +13,7 @@
import org.java_websocket.client.WebSocketClient;
import java.math.BigDecimal;
+import java.util.List;
import java.util.Map;
import java.util.concurrent.ConcurrentHashMap;
@@ -32,11 +34,12 @@
}
public static final String ORDERWS_CHANNEL = "order";
+ public static final String BATCH_ORDERSWS_CHANNEL = "batch-orders";
public static void orderEvent(WebSocketClient webSocketClient, TradeRequestParam tradeRequestParam) {
- log.info("开始执行TradeOrderWs......");
+ log.info("开始执行TradeOrderWs{}......", JSONUtil.parse(tradeRequestParam));
String accountName = tradeRequestParam.getAccountName();
String markPx = tradeRequestParam.getMarkPx();
String instId = tradeRequestParam.getInstId();
@@ -49,8 +52,8 @@
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);
+ log.info("账户：{}，类型：{}，触发价格：{}，币种：{}，方向：{}，买卖：{}，数量：{}，是否允许下单：{}，编号：{}，",
+ accountName,ordType, 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);
@@ -74,6 +77,10 @@
log.warn("下单参数缺失，取消发送");
return;
}
+ if (BigDecimal.ZERO.compareTo(new BigDecimal(sz)) >= 0) {
+ log.warn("下单数量{}不允许下单，取消发送", sz);
+ return;
+ }
/**
* 检验账户和仓位是否准备就绪
@@ -82,18 +89,23 @@
* 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
*/
+ //买入开多、卖出开空则验证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;
+ boolean b = posSide.equals(CoinEnums.POSSIDE_LONG.getCode()) && side.equals(CoinEnums.SIDE_BUY.getCode());
+ boolean c = posSide.equals(CoinEnums.POSSIDE_SHORT.getCode()) && side.equals(CoinEnums.SIDE_SELL.getCode());
+ if ( b || c ){
+ 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 {
@@ -114,7 +126,6 @@
webSocketClient.send(jsonObject.toJSONString());
log.info("发送下单频道:{},数量：{}", side, sz);
- 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
@@ -127,64 +138,65 @@
}
}
- public static void orderZhiYingEvent(WebSocketClient webSocketClient, TradeRequestParam tradeRequestParam) {
+ public static void orderZhiYingZhiSunEventNoState(WebSocketClient webSocketClient, List<TradeRequestParam> tradeRequestParams) {
log.info("开始执行TradeOrderWs......");
- if (tradeRequestParam == null){
+ if (tradeRequestParams == null){
- log.warn("下单{}参数缺失，取消发送",tradeRequestParam);
- return;
- }
- 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);
+ log.warn("下单{}参数缺失，取消发送",tradeRequestParams);
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
- */
+ JSONArray argsArray = new JSONArray();
+ 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();
- try {
- JSONArray argsArray = new JSONArray();
+ 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");
+ continue;
+ }
+ log.info("账户：{}，类型：{}，触发价格：{}，币种：{}，方向：{}，买卖：{}，数量：{}，是否允许下单：{}，编号：{}，",
+ accountName,ordType, 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);
+ continue;
+ }
+
+ /**
+ * 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
+ */
+
JSONObject args = new JSONObject();
args.put("instId", instId);
args.put("tdMode", tdMode);
@@ -196,15 +208,12 @@
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);
}
+
+ String connId = WsParamBuild.getOrderNum(BATCH_ORDERSWS_CHANNEL);
+ JSONObject jsonObject = WsParamBuild.buildJsonObject(connId, BATCH_ORDERSWS_CHANNEL, argsArray);
+ webSocketClient.send(jsonObject.toJSONString());
+ log.info("发送止盈止损批量下单频道:{}",argsArray);
}
--
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