From c8b80dc38d75e89aa44574659b154ddea2e8fce5 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Wed, 07 Jan 2026 14:16:32 +0800
Subject: [PATCH] refactor(okx): 重构WebSocket客户端实现止盈止损逻辑
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java | 20 ----
src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/OrderInfoWs.java | 7 -
src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/TradeOrderWs.java | 128 +++++++++++++++----------------
src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/AccountWs.java | 3
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxNewPriceWebSocketClient.java | 41 ++++++++++
5 files changed, 108 insertions(+), 91 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
index 7a9885e..94a7c43 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxNewPriceWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxNewPriceWebSocketClient.java
@@ -4,12 +4,16 @@
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;
@@ -313,6 +317,43 @@
String accountName = client.getAccountName();
if (accountName != null) {
log.info("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)) {
+ if (new BigDecimal(markPx).compareTo(new BigDecimal(zhiSunDian)) > 0){
+ TradeRequestParam tradeRequestParam = caoZuoService.caoZuoZhiSunEvent(accountName, markPx, posSideOld);
+ TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
+
+ }
+ }
+ if (CoinEnums.POSSIDE_LONG.getCode().equals(posSideOld)) {
+ if (new BigDecimal(markPx).compareTo(new BigDecimal(zhiSunDian)) < 0){
+ 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);
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 65f5676..03b9d7e 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java
@@ -120,22 +120,6 @@
* 销毁方法，在 Spring Bean 销毁前执行。
* 关闭 WebSocket 连接、停止心跳定时器及相关的线程资源。
*/
-// @PreDestroy
-// public void destroy() {
-// if (webSocketClient != null && webSocketClient.isOpen()) {
-// subscribeAccountChannel(UNSUBSCRIBE);
-// subscribePositionChannel(UNSUBSCRIBE);
-// subscribeOrderInfoChannel(UNSUBSCRIBE);
-// webSocketClient.close();
-// }
-// shutdownExecutorGracefully(heartbeatExecutor);
-// if (pongTimeoutFuture != null) {
-// pongTimeoutFuture.cancel(true);
-// }
-// shutdownExecutorGracefully(sharedExecutor);
-//
-// // 移除了 reconnectScheduler 的关闭操作
-// }
@PreDestroy
public void destroy() {
log.info("开始销毁OkxQuantWebSocketClient");
@@ -395,8 +379,8 @@
// 这会导致多账号之间的数据冲突。需要进一步修改这些类的设计，让数据存储与特定账号关联
if (OrderInfoWs.ORDERINFOWS_CHANNEL.equals(channel)) {
- List<TradeRequestParam> tradeRequestParams = OrderInfoWs.handleEvent(response, redisUtils, account.name());
- TradeOrderWs.orderZhiYingEvent(webSocketClient, tradeRequestParams);
+ TradeRequestParam tradeRequestParam = OrderInfoWs.handleEvent(response, redisUtils, account.name());
+ TradeOrderWs.orderZhiYingEvent(webSocketClient, tradeRequestParam);
}else if (AccountWs.ACCOUNTWS_CHANNEL.equals(channel)) {
AccountWs.handleEvent(response, account.name());
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/AccountWs.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/AccountWs.java
index 1ccae82..3828eda 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/AccountWs.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/AccountWs.java
@@ -55,14 +55,12 @@
String connId = MallUtils.getOrderNum(ACCOUNTWS_CHANNEL);
JSONObject jsonObject = WsParamBuild.buildJsonObject(connId, option, argsArray);
webSocketClient.send(jsonObject.toJSONString());
-// log.info("发送账户频道:{}", option);
} catch (Exception e) {
log.error("订阅账户频道构建失败", e);
}
}
public static void initEvent(JSONObject response, String accountName) {
-// log.info("订阅成功: {}", response.getJSONObject("arg"));
JSONObject arg = response.getJSONObject("arg");
initParam(arg, accountName);
}
@@ -76,7 +74,6 @@
public static void handleEvent(JSONObject response, String accountName) {
-// log.info("开始执行AccountWs......{}",ACCOUNTWS_CHANNEL);
try {
JSONArray dataArray = response.getJSONArray("data");
if (dataArray == null || dataArray.isEmpty()) {
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 f6cf2f8..af1f996 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
@@ -71,7 +71,7 @@
private static final String STATE_KEY = "state";
private static final String FILLFEE_KEY = "fillFee";
private static final String POSSIDE_KEY = "posSide";
- public static List<TradeRequestParam> handleEvent(JSONObject response, RedisUtils redisUtils, String accountName) {
+ public static TradeRequestParam handleEvent(JSONObject response, RedisUtils redisUtils, String accountName) {
log.info("开始执行OrderInfoWs......");
try {
@@ -142,8 +142,6 @@
log.info("{}: 订单详情已完成: {}, 自定义编号: {}", accountName, CoinEnums.HE_YUE.getCode(), clOrdId);
- List<TradeRequestParam> tradeRequestParamList = new ArrayList<>();
-
TradeRequestParam tradeRequestParam = new TradeRequestParam();
tradeRequestParam.setAccountName(accountName);
BigDecimal zhiYingPx = getZhiYingPx(
@@ -178,9 +176,8 @@
tradeRequestParam.setSide(CoinEnums.POSSIDE_LONG.getCode().equals(posSide) ? CoinEnums.SIDE_SELL.getCode() : CoinEnums.SIDE_BUY.getCode());
tradeRequestParam.setClOrdId(WsParamBuild.getOrderNum(side));
tradeRequestParam.setSz(accFillSz);
- tradeRequestParamList.add(tradeRequestParam);
- return tradeRequestParamList;
+ return tradeRequestParam;
}
return null;
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 36b99e1..3abaa37 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
@@ -130,84 +130,82 @@
}
}
- public static void orderZhiYingEvent(WebSocketClient webSocketClient, List<TradeRequestParam> tradeRequestParams) {
+ public static void orderZhiYingEvent(WebSocketClient webSocketClient, TradeRequestParam tradeRequestParam) {
- log.info("开始执行限价{}......",JSONUtil.parse(tradeRequestParams));
- if (tradeRequestParams == null){
+ log.info("开始执行限价{}......",JSONUtil.parse(tradeRequestParam));
+ if (tradeRequestParam == null){
log.warn("限价下单参数缺失，取消发送");
return;
}
- 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();
+ 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 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)
+ 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);
- return;
- }
+ ){
+ 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);
+ 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
- */
+ /**
+ * 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
+ */
- try {
- JSONArray argsArray = new JSONArray();
- JSONObject args = new JSONObject();
- args.put("instId", instId);
- args.put("tdMode", tdMode);
- args.put("clOrdId", clOrdId);
- args.put("side", side);
+ try {
+ JSONArray argsArray = new JSONArray();
+ JSONObject args = new JSONObject();
+ args.put("instId", instId);
+ args.put("tdMode", tdMode);
+ args.put("clOrdId", clOrdId);
+ args.put("side", side);
- args.put("posSide", posSide);
- args.put("ordType", ordType);
- args.put("sz", sz);
- args.put("px", markPx);
- argsArray.add(args);
+ args.put("posSide", posSide);
+ args.put("ordType", ordType);
+ 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);
+ 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);
- }
+ } catch (Exception e) {
+ log.error("下单构建失败", e);
}
}
--
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