package com.xcong.excoin.modules.okxApi; import com.alibaba.fastjson.JSONArray; import com.alibaba.fastjson.JSONObject; import com.xcong.excoin.modules.okxApi.enums.OkxEnums; import com.xcong.excoin.modules.okxApi.param.TradeRequestParam; import lombok.extern.slf4j.Slf4j; import org.java_websocket.client.WebSocketClient; import java.math.BigDecimal; import java.util.List; import java.util.concurrent.ExecutorService; import java.util.concurrent.LinkedBlockingQueue; import java.util.concurrent.ThreadPoolExecutor; import java.util.concurrent.TimeUnit; /** * OKX WebSocket 交易执行器。 * *
* OkxGridTradeService.onKline → executor.openLong/openShort (基底双开 + 网格触发) * OkxGridTradeService.onPositionUpdate → executor.placeTakeProfit (开仓成交后设止盈) * OkxGridTradeService.stopGrid → executor.cancelAllPriceTriggeredOrders ** * @author Administrator */ @Slf4j public class OkxTradeExecutor { private final String contract; private final String marginMode; private final String accountName; private volatile WebSocketClient wsClient; private final ExecutorService executor; public OkxTradeExecutor(String contract, String marginMode, String accountName) { this.contract = contract; this.marginMode = marginMode; this.accountName = accountName; this.executor = new ThreadPoolExecutor( 1, 1, 60L, TimeUnit.SECONDS, new LinkedBlockingQueue<>(64), r -> { Thread t = new Thread(r, "okxApi-trade-worker"); t.setDaemon(true); return t; }, new ThreadPoolExecutor.CallerRunsPolicy() ); ((ThreadPoolExecutor) executor).allowCoreThreadTimeOut(true); } public void setWebSocketClient(WebSocketClient wsClient) { this.wsClient = wsClient; } public void shutdown() { executor.shutdown(); try { executor.awaitTermination(10, TimeUnit.SECONDS); } catch (InterruptedException e) { Thread.currentThread().interrupt(); executor.shutdownNow(); } } /** * 异步市价开多。quantity 为正数(如 "1")。 * * @param quantity 开仓张数(正数) * @param onSuccess 成交成功回调(可为 null) * @param onFailure 成交失败回调(可为 null) */ public void openLong(String quantity, Runnable onSuccess, Runnable onFailure) { openPosition(quantity, OkxEnums.POSSIDE_LONG, OkxEnums.SIDE_BUY, "开多", onSuccess, onFailure); } /** * 异步市价开空。quantity 为正数(如 "1")。 * * @param quantity 开仓张数(正数) * @param onSuccess 成交成功回调(可为 null) * @param onFailure 成交失败回调(可为 null) */ public void openShort(String quantity, Runnable onSuccess, Runnable onFailure) { openPosition(quantity, OkxEnums.POSSIDE_SHORT, OkxEnums.SIDE_SELL, "开空", onSuccess, onFailure); } private void openPosition(String sz, String posSide, String side, String label, Runnable onSuccess, Runnable onFailure) { executor.execute(() -> { try { TradeRequestParam param = buildParam(side, posSide, sz, OkxEnums.ORDTYPE_MARKET); sendOrder(param); log.info("[TradeExec] {}已发送, 方向:{}, 数量:{}", label, posSide, sz); if (onSuccess != null) { onSuccess.run(); } } catch (Exception e) { log.error("[TradeExec] {}发送失败", label, e); if (onFailure != null) { onFailure.run(); } } }); } /** * 异步创建止盈条件单(仓位计划止盈止损)。 * *
通过 OKX WebSocket 发送 algo order(conditional order),服务器监控价格, * 达到触发价后自动平指定张数。 * *
止盈单创建失败时,立即市价平仓兜底(marketClose)。
*
* @param triggerPrice 触发价格
* @param orderType stop 类型(plan-close-long-position / plan-close-short-position)
* @param size 平仓张数(正数)
*/
public void placeTakeProfit(BigDecimal triggerPrice, String orderType, String size) {
executor.execute(() -> {
String posSide;
String side;
if (OkxEnums.ORDER_TYPE_CLOSE_LONG.equals(orderType)) {
posSide = OkxEnums.POSSIDE_LONG;
side = OkxEnums.SIDE_SELL;
} else if (OkxEnums.ORDER_TYPE_CLOSE_SHORT.equals(orderType)) {
posSide = OkxEnums.POSSIDE_SHORT;
side = OkxEnums.SIDE_BUY;
} else {
log.error("[TradeExec] 未知止盈类型: {}", orderType);
return;
}
try {
if (wsClient == null || !wsClient.isOpen()) {
log.warn("[TradeExec] WS未连接,跳过止盈单");
return;
}
if (BigDecimal.ZERO.compareTo(new BigDecimal(size)) >= 0) {
log.warn("[TradeExec] 止盈数量<=0,跳过");
return;
}
JSONArray argsArray = new JSONArray();
JSONObject args = new JSONObject();
args.put("instId", contract);
args.put("tdMode", marginMode);
args.put("side", side);
args.put("posSide", posSide);
args.put("ordType", OkxEnums.ORDTYPE_CONDITIONAL);
args.put("sz", size);
args.put("tpTriggerPx", triggerPrice.toString());
args.put("tpOrdPx", "-1");
argsArray.add(args);
String connId = OkxWsUtil.getOrderNum("algo");
JSONObject msg = OkxWsUtil.buildJsonObject(connId, "order-algo", argsArray);
wsClient.send(msg.toJSONString());
log.info("[TradeExec] 止盈单已发送, 触发价:{}, 类型:{}, size:{}", triggerPrice, orderType, size);
} catch (Exception e) {
log.error("[TradeExec] 止盈单发送失败, 触发价:{}, size:{}, 立即市价止盈", triggerPrice, size, e);
marketClose(side, posSide, size);
}
});
}
/**
* 市价止盈:在止盈条件单创建失败时立即市价平仓。
*/
private void marketClose(String side, String posSide, String size) {
try {
TradeRequestParam param = buildParam(side, posSide, size, OkxEnums.ORDTYPE_MARKET);
param.setTradeType("3");
sendOrder(param);
log.info("[TradeExec] 市价止盈已发送, posSide:{}, size:{}", posSide, size);
} catch (Exception e) {
log.error("[TradeExec] 市价止盈也失败, posSide:{}, size:{}", posSide, size, e);
}
}
/**
* 异步清除指定合约的所有止盈止损条件单。
*/
public void cancelAllPriceTriggeredOrders() {
executor.execute(() -> {
try {
if (wsClient == null || !wsClient.isOpen()) {
log.warn("[TradeExec] WS未连接,跳过撤销条件单");
return;
}
JSONArray argsArray = new JSONArray();
JSONObject args = new JSONObject();
args.put("instId", contract);
args.put("algoOrdType", "conditional");
argsArray.add(args);
String connId = OkxWsUtil.getOrderNum("cancel");
JSONObject msg = OkxWsUtil.buildJsonObject(connId, "cancel-algos", argsArray);
wsClient.send(msg.toJSONString());
log.info("[TradeExec] 已发送撤销所有条件单请求");
} catch (Exception e) {
log.error("[TradeExec] 撤销条件单失败", e);
}
});
}
private TradeRequestParam buildParam(String side, String posSide, String sz, String ordType) {
TradeRequestParam param = new TradeRequestParam();
param.setAccountName(accountName);
param.setInstId(contract);
param.setTdMode(marginMode);
param.setPosSide(posSide);
param.setOrdType(ordType);
param.setSide(side);
param.setClOrdId(OkxWsUtil.getOrderNum(side));
param.setSz(sz);
param.setTradeType("1");
return param;
}
private JSONObject buildOrderArgs(TradeRequestParam param) {
JSONObject args = new JSONObject();
args.put("instId", param.getInstId());
args.put("tdMode", param.getTdMode());
args.put("clOrdId", param.getClOrdId());
args.put("side", param.getSide());
args.put("posSide", param.getPosSide());
args.put("ordType", param.getOrdType());
args.put("sz", param.getSz());
return args;
}
private void sendOrder(TradeRequestParam param) {
if (wsClient == null || !wsClient.isOpen()) {
log.warn("[TradeExec] WS未连接,跳过下单");
return;
}
if (BigDecimal.ZERO.compareTo(new BigDecimal(param.getSz())) >= 0) {
log.warn("[TradeExec] 下单数量<=0,跳过");
return;
}
JSONArray argsArray = new JSONArray();
argsArray.add(buildOrderArgs(param));
String connId = OkxWsUtil.getOrderNum("order");
JSONObject msg = OkxWsUtil.buildJsonObject(connId, "order", argsArray);
wsClient.send(msg.toJSONString());
log.info("[TradeExec] 发送下单: side={}, sz={}", param.getSide(), param.getSz());
}
private void sendBatchOrders(List