From e45e705c22df5bc979e72db6014dd1ff9637be42 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Wed, 24 Jun 2026 22:21:58 +0800
Subject: [PATCH] fix(okx): 修复网格交易成交日志记录问题
---
src/main/java/com/xcong/excoin/modules/okxApi/wsHandler/handler/MarkPriceOkxChannelHandler.java | 188 +++++++++++++++++++++++++++++++++++++++++++++++
1 files changed, 188 insertions(+), 0 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxApi/wsHandler/handler/MarkPriceOkxChannelHandler.java b/src/main/java/com/xcong/excoin/modules/okxApi/wsHandler/handler/MarkPriceOkxChannelHandler.java
new file mode 100644
index 0000000..cdcd091
--- /dev/null
+++ b/src/main/java/com/xcong/excoin/modules/okxApi/wsHandler/handler/MarkPriceOkxChannelHandler.java
@@ -0,0 +1,188 @@
+package com.xcong.excoin.modules.okxApi.wsHandler.handler;
+
+import com.alibaba.fastjson.JSONArray;
+import com.alibaba.fastjson.JSONObject;
+import com.xcong.excoin.modules.okxApi.OkxGridTradeService;
+import com.xcong.excoin.modules.okxApi.wsHandler.OkxChannelHandler;
+import lombok.extern.slf4j.Slf4j;
+import org.java_websocket.client.WebSocketClient;
+
+import java.math.BigDecimal;
+
+/**
+ * OKX 标记价格频道处理器（mark-price）— 策略的价格驱动源。
+ *
+ * <h3>定位</h3>
+ * 这是一个<b>公开频道</b>，连接到 OKX 公开 WebSocket 端点，无需登录认证。
+ * 替代 candle1m K 线频道，作为策略唯一的实时价格来源。
+ * 标记价格变化时每 200ms 推送一次，无变化时每 10s 推送一次。
+ *
+ * <h3>双回调</h3>
+ * <ul>
+ * <li>{@link OkxGridTradeService#onKline(BigDecimal)} — 驱动网格策略（处理开仓/止盈逻辑）</li>
+ * <li>{@link OkxGridTradeService#setMarkPrice(BigDecimal)} — PnLPriceMode.MARK_PRICE 计算未实现盈亏</li>
+ * </ul>
+ *
+ * <h3>订阅格式</h3>
+ * <pre>
+ * {"op":"subscribe","args":[{"channel":"mark-price","instId":"ETH-USDT-SWAP"}]}
+ * </pre>
+ *
+ * <h3>数据推送格式</h3>
+ * <pre>
+ * {
+ * "arg": {"channel":"mark-price","instId":"ETH-USDT-SWAP"},
+ * "data": [{
+ * "instType": "SWAP",
+ * "instId": "ETH-USDT-SWAP",
+ * "markPx": "42310.6",
+ * "ts": "1630049139746"
+ * }]
+ * }
+ * </pre>
+ *
+ * <h3>推送频率</h3>
+ * <ul>
+ * <li>标记价格变化 → 每 200ms 推送一次</li>
+ * <li>标记价格无变化 → 每 10s 推送一次</li>
+ * </ul>
+ *
+ * @author Administrator
+ */
+@Slf4j
+public class MarkPriceOkxChannelHandler implements OkxChannelHandler {
+
+ /** 频道名称 */
+ private static final String CHANNEL_NAME = "mark-price";
+
+ /** 交易对标识，如 "ETH-USDT-SWAP" */
+ private final String instId;
+
+ /** 网格交易服务，接收标记价格回调 */
+ private final OkxGridTradeService gridTradeService;
+
+ /** 订阅确认状态 */
+ private volatile boolean subscribed = false;
+
+ /**
+ * 构造标记价格频道处理器。
+ *
+ * @param instId 交易对标识（如 "ETH-USDT-SWAP"）
+ * @param gridTradeService OKX 网格交易策略服务实例
+ */
+ public MarkPriceOkxChannelHandler(String instId, OkxGridTradeService gridTradeService) {
+ this.instId = instId;
+ this.gridTradeService = gridTradeService;
+ }
+
+ /**
+ * @return 频道名称 "mark-price"
+ */
+ @Override
+ public String getChannelName() {
+ return CHANNEL_NAME;
+ }
+
+ /**
+ * @return 交易对标识（如 "ETH-USDT-SWAP"）
+ */
+ @Override
+ public String getInstId() {
+ return instId;
+ }
+
+ /**
+ * 发送标记价格频道订阅请求（公开频道，无需签名）。
+ *
+ * @param ws OKX 公开 WebSocket 客户端
+ */
+ @Override
+ public void subscribe(WebSocketClient ws) {
+ JSONObject msg = new JSONObject();
+ msg.put("op", "subscribe");
+ JSONArray args = new JSONArray();
+ JSONObject arg = new JSONObject();
+ arg.put("channel", CHANNEL_NAME);
+ arg.put("instId", instId);
+ args.add(arg);
+ msg.put("args", args);
+ ws.send(msg.toJSONString());
+ log.info("[OKX-WS] 订阅标记价格频道, instId: {}", instId);
+ }
+
+ /**
+ * 发送标记价格频道取消订阅请求。
+ *
+ * @param ws OKX 公开 WebSocket 客户端
+ */
+ @Override
+ public void unsubscribe(WebSocketClient ws) {
+ JSONObject msg = new JSONObject();
+ msg.put("op", "unsubscribe");
+ JSONArray args = new JSONArray();
+ JSONObject arg = new JSONObject();
+ arg.put("channel", CHANNEL_NAME);
+ arg.put("instId", instId);
+ args.add(arg);
+ msg.put("args", args);
+ ws.send(msg.toJSONString());
+ log.info("[OKX-WS] 取消订阅标记价格频道, instId: {}", instId);
+ }
+
+ /**
+ * 处理标记价格推送消息。
+ *
+ * <h3>数据提取</h3>
+ * 从 {@code data[0].markPx} 提取标记价格，同时回调：
+ * <ol>
+ * <li>{@code gridTradeService.onKline(markPrice)} — 驱动网格策略</li>
+ * <li>{@code gridTradeService.setMarkPrice(markPrice)} — PnL 计算用</li>
+ * </ol>
+ *
+ * @param response WebSocket 推送的完整 JSON
+ * @return true 表示已处理（匹配成功）
+ */
+ @Override
+ public boolean handleMessage(JSONObject response) {
+ JSONObject arg = response.getJSONObject("arg");
+ if (arg == null || !CHANNEL_NAME.equals(arg.getString("channel"))) {
+ return false;
+ }
+ try {
+ JSONArray dataArray = response.getJSONArray("data");
+ if (dataArray == null || dataArray.isEmpty()) {
+ return true;
+ }
+ // data[0] 是一个 JSONObject: {instType, instId, markPx, ts}
+ JSONObject markData = dataArray.getJSONObject(0);
+ if (markData == null) {
+ return true;
+ }
+ String markPxStr = markData.getString("markPx");
+ if (markPxStr == null || markPxStr.isEmpty()) {
+ return true;
+ }
+ BigDecimal markPrice = new BigDecimal(markPxStr);
+
+ if (gridTradeService != null) {
+ gridTradeService.setMarkPrice(markPrice);
+ gridTradeService.onKline(markPrice);
+ }
+ } catch (Exception e) {
+ log.error("[OKX-WS] 处理 mark-price 数据失败", e);
+ }
+ return true;
+ }
+
+ // ==================== 订阅状态 ====================
+
+ @Override
+ public boolean isSubscribed() {
+ return subscribed;
+ }
+
+ @Override
+ public void setSubscribed(boolean subscribed) {
+ this.subscribed = subscribed;
+ }
+}
--
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