From cbdb44b6c29818fd5caaf68fdccf3b28265ae5ee Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Sat, 20 Dec 2025 00:30:04 +0800
Subject: [PATCH] feat(okx): 实现止盈订单功能并优化相关逻辑
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/enums/CoinEnums.java | 2
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java | 4 +
src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/InstrumentsWs.java | 1
src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/OrderInfoWs.java | 85 +++++++++++++++++++++++++++-
src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/TradeOrderWs.java | 75 +++++++++++++++++++++++++
5 files changed, 162 insertions(+), 5 deletions(-)
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 2655ef0..3324b87 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxQuantWebSocketClient.java
@@ -5,6 +5,7 @@
import com.xcong.excoin.modules.okxNewPrice.celue.CaoZuoService;
import com.xcong.excoin.modules.okxNewPrice.okxWs.*;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.ExchangeInfoEnum;
+import com.xcong.excoin.modules.okxNewPrice.okxWs.param.TradeRequestParam;
import com.xcong.excoin.modules.okxNewPrice.utils.SSLConfig;
import com.xcong.excoin.modules.okxNewPrice.wangge.WangGeService;
import com.xcong.excoin.utils.RedisUtils;
@@ -381,7 +382,8 @@
// 注意：当前实现中，OrderInfoWs等类使用静态Map存储数据
// 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)) {
- OrderInfoWs.handleEvent(response, redisUtils, account.name());
+ TradeRequestParam tradeRequestParam = OrderInfoWs.handleEvent(response, redisUtils, account.name());
+ TradeOrderWs.orderZhiYingEvent(webSocketClient, tradeRequestParam);
}else if (AccountWs.ACCOUNTWS_CHANNEL.equals(channel)) {
AccountWs.handleEvent(response, account.name());
// String side = caoZuoService.caoZuo(account.name());
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/InstrumentsWs.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/InstrumentsWs.java
index d8b68ce..334443e 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/InstrumentsWs.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/InstrumentsWs.java
@@ -39,5 +39,6 @@
WsMapBuild.saveStringToMap(accountMap, CoinEnums.KANG_CANG.name(), CoinEnums.KANG_CANG.getCode());
WsMapBuild.saveStringToMap(accountMap, CoinEnums.PING_CANG_SHOUYI.name(), CoinEnums.PING_CANG_SHOUYI.getCode());
WsMapBuild.saveStringToMap(accountMap, CoinEnums.TOTAL_ORDER_USDTPECENT.name(), CoinEnums.TOTAL_ORDER_USDTPECENT.getCode());
+ WsMapBuild.saveStringToMap(accountMap, CoinEnums.CONTRACTMULTIPLIER.name(), CoinEnums.CONTRACTMULTIPLIER.getCode());
}
}
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 92d76f8..ba0ad6b 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
@@ -5,6 +5,7 @@
import com.alibaba.fastjson.JSONObject;
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.okxpi.MallUtils;
import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild;
@@ -14,6 +15,7 @@
import org.java_websocket.client.WebSocketClient;
import java.math.BigDecimal;
+import java.math.RoundingMode;
import java.util.Map;
import java.util.concurrent.ConcurrentHashMap;
@@ -65,14 +67,16 @@
private static final String ACCFILLSZ_KEY = "accFillSz";
private static final String AVGPX_KEY = "avgPx";
private static final String STATE_KEY = "state";
- public static void handleEvent(JSONObject response, RedisUtils redisUtils, String accountName) {
+ private static final String FILLFEE_KEY = "fillFee";
+ private static final String POSSIDE_KEY = "posSide";
+ public static TradeRequestParam handleEvent(JSONObject response, RedisUtils redisUtils, String accountName) {
log.info("开始执行OrderInfoWs......");
try {
JSONArray dataArray = response.getJSONArray(DATA_KEY);
if (dataArray == null || dataArray.isEmpty()) {
log.warn("订单频道数据为空");
- return;
+ return null;
}
for (int i = 0; i < dataArray.size(); i++) {
@@ -90,12 +94,14 @@
String accFillSz = detail.getString(ACCFILLSZ_KEY);
String avgPx = detail.getString(AVGPX_KEY);
String state = detail.getString(STATE_KEY);
+ String fillFee = detail.getString(FILLFEE_KEY);
+ String posSide = detail.getString(POSSIDE_KEY);
log.info(
"{}: 订单详情-币种: {}, 系统编号: {}, 自定义编号: {}, 订单方向: {}, 交易模式: {}," +
- " 累计成交数量: {}, 成交均价: {}, 订单状态: {}",
+ " 累计成交数量: {}, 成交均价: {}, 订单状态: {}, 手续费: {}, 持仓方向: {}",
accountName, instId, ordId, clOrdId, side, tdMode,
- accFillSz, avgPx,state
+ accFillSz, avgPx,state, fillFee,posSide
);
String clOrdIdStr = TradeOrderWs.getAccountMap(accountName).get("clOrdId");
@@ -123,11 +129,82 @@
WsMapBuild.saveStringToMap(accountWsMap, CoinEnums.READY_STATE.name(), CoinEnums.READY_STATE_NO.getCode());
log.info("{}: 订单详情已完成: {}, 自定义编号: {}", accountName, CoinEnums.HE_YUE.getCode(), clOrdId);
+
+ TradeRequestParam tradeRequestParam = new TradeRequestParam();
+ tradeRequestParam.setAccountName(accountName);
+ BigDecimal zhiYingPx = getZhiYingPx(
+ accountName,
+ posSide,
+ fillFee,
+ WsMapBuild.parseBigDecimalSafe(InstrumentsWs.getAccountMap(accountName).get(CoinEnums.CTVAL.name())),
+ WsMapBuild.parseBigDecimalSafe(accFillSz),
+ WsMapBuild.parseBigDecimalSafe(InstrumentsWs.getAccountMap(accountName).get(CoinEnums.CONTRACTMULTIPLIER.name())),
+ WsMapBuild.parseBigDecimalSafe(avgPx),
+ WsMapBuild.parseBigDecimalSafe(CoinEnums.LEVERAGE.getCode())
+ );
+ tradeRequestParam.setMarkPx(String.valueOf(zhiYingPx));
+ tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
+ tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
+ tradeRequestParam.setPosSide(posSide);
+ tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_LIMIT.getCode());
+ tradeRequestParam.setTradeType(OrderParamEnums.TRADE_YES.getValue());
+ tradeRequestParam.setSide(CoinEnums.POSSIDE_LONG.getCode().equals(posSide) ? CoinEnums.SIDE_SELL.getCode() : CoinEnums.SIDE_BUY.getCode());
+ tradeRequestParam.setClOrdId(WsParamBuild.getOrderNum(side));
+ tradeRequestParam.setSz(accFillSz);
+ return tradeRequestParam;
+
}
+ return null;
}
} catch (Exception e) {
log.error("处理订单频道推送数据失败", e);
}
+ return null;
+ }
+ /**
+ * 计算预期收益
+ */
+ public static BigDecimal getZhiYingPx(
+ String accountName, String posSide, String fillFee, BigDecimal coinValue, BigDecimal coinNum,
+ BigDecimal contractMultiplier, BigDecimal avgPx, BigDecimal leverage
+ ) {
+ BigDecimal initMargin = getInitMargin(coinValue, coinNum, contractMultiplier, avgPx, leverage);
+ String pingCangImr = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.PING_CANG_SHOUYI.name());
+ BigDecimal expectProfit = (initMargin).multiply(new BigDecimal(pingCangImr)).add(new BigDecimal(fillFee).abs()).setScale(4, RoundingMode.DOWN);
+ log.info("{}: 订单详情-预期收益: {}", accountName, expectProfit);
+ return getMarkPrice(expectProfit,posSide, coinValue, coinNum, contractMultiplier, avgPx, leverage);
+ }
+
+ /**
+ * 计算初始保证金
+ * 面值 * 张数 * 合约乘数 * 标记价格 / 杠杆倍数
+ */
+ public static BigDecimal getInitMargin(BigDecimal coinValue, BigDecimal coinNum, BigDecimal contractMultiplier, BigDecimal avgPx, BigDecimal leverage) {
+ BigDecimal initMargin = coinValue.multiply(coinNum).multiply(contractMultiplier).multiply(avgPx).divide(leverage, 4, RoundingMode.DOWN);
+ log.info("{}: 订单详情-初始保证金: {}", initMargin);
+ return initMargin;
+ }
+ /**
+ * USDT保证金合约
+ * 多仓收益 = 面值 * |张数| * 合约乘数 *（标记价格 - 开仓均价）
+ * （标记价格 - 开仓均价） = 多仓收益 /(面值 * |张数| * 合约乘数)
+ * 标记价格 = 多仓收益 /(面值 * |张数| * 合约乘数) + 开仓均价
+ * 空仓收益 = 面值 * |张数| * 合约乘数 *（开仓均价 - 标记价格）
+ * （开仓均价 - 标记价格） = 空仓收益 /(面值 * |张数| * 合约乘数)
+ * 标记价格 = 开仓均价 - 空仓收益 /(面值 * |张数| * 合约乘数)
+ */
+ public static BigDecimal getMarkPrice(BigDecimal expectProfit,String posSide,BigDecimal coinValue, BigDecimal sz, BigDecimal contractMultiplier, BigDecimal openPrice, BigDecimal leverage) {
+ BigDecimal markPrice = BigDecimal.ZERO;
+ BigDecimal multiply = coinValue.multiply(sz.abs()).multiply(contractMultiplier);
+ BigDecimal bigDecimal = expectProfit.divide(multiply, 2, RoundingMode.DOWN);
+ if (CoinEnums.POSSIDE_LONG.getCode().equals(posSide)){
+ markPrice = openPrice.add(bigDecimal).setScale(2, RoundingMode.DOWN);
+ }
+ if (CoinEnums.POSSIDE_SHORT.getCode().equals(posSide)){
+ markPrice = openPrice.subtract(bigDecimal).setScale(2, RoundingMode.DOWN);
+ }
+ log.info("订单详情-止盈标记价格: {}", markPrice);
+ return markPrice;
}
}
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 0238445..fc9873b 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
@@ -127,6 +127,81 @@
}
}
+ public static void orderZhiYingEvent(WebSocketClient webSocketClient, TradeRequestParam tradeRequestParam) {
+
+
+ log.info("开始执行TradeOrderWs......");
+ 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();
+ 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;
+ }
+ /**
+ * 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;
+ }
+
+ /**
+ * 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);
+
+ 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);
+
+ } catch (Exception e) {
+ log.error("下单构建失败", e);
+ }
+ }
+
/**
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/enums/CoinEnums.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/enums/CoinEnums.java
index 09774b1..579fec2 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/enums/CoinEnums.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/okxWs/enums/CoinEnums.java
@@ -22,6 +22,7 @@
INSTTYPE_SWAP("SWAP","SWAP"),
ORDTYPE_MARKET("market","market"),
+ ORDTYPE_LIMIT("limit","limit"),
POSSIDE_SHORT("short","short"),
@@ -54,6 +55,7 @@
BUY_CNT_TIME("每次开仓张数的倍数基础值buyCntTime","20"),
OUT("是否允许下单out","操作中"),
CTVAL("合约面值ctVal","0.1"),
+ CONTRACTMULTIPLIER("合约乘积ctVal","1"),
TICKSZ("下单价格精度tickSz","2"),
MINSZ("最小下单数小数位minSz","2"),
LEVERAGE("合约杠杆leverage","100"),
--
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