package com.xcong.excoin.modules.okxNewPrice.okxWs; import cn.hutool.core.util.StrUtil; import com.alibaba.fastjson.JSONArray; 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.utils.WsMapBuild; import com.xcong.excoin.modules.okxNewPrice.utils.WsParamBuild; import lombok.extern.slf4j.Slf4j; import org.java_websocket.client.WebSocketClient; import java.math.BigDecimal; import java.util.Map; import java.util.concurrent.ConcurrentHashMap; /** * 交易订单处理类，负责构建和发送订单请求到OKX WebSocket * * @author Administrator */ @Slf4j public class TradeOrderWs { // 使用双层Map，第一层key为账号名称，第二层key为数据key public static final Map> TRADEORDERWSMAP = new ConcurrentHashMap<>(); // 获取指定账号的Map，如果不存在则创建 public static Map getAccountMap(String accountName) { return TRADEORDERWSMAP.computeIfAbsent(accountName, k -> new ConcurrentHashMap<>()); } public static final String ORDERWS_CHANNEL = "order"; public static void orderEvent(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) ){ 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 * 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 */ 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; } 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); 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); WsMapBuild.saveStringToMap(getAccountMap(accountName), "state", CoinEnums.ORDER_FILLED.getCode()); /** * 将状态更新为未准备就绪 */ WsMapBuild.saveBigDecimalToMap(PositionsWs.getAccountMap(positionAccountName), CoinEnums.READY_STATE.name(), WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_NO.getCode())); WsMapBuild.saveStringToMap(AccountWs.getAccountMap(accountName), CoinEnums.READY_STATE.name(), CoinEnums.READY_STATE_NO.getCode()); } catch (Exception e) { log.error("下单构建失败", e); } } public static void orderZhiYingZhiSunEventNoState(WebSocketClient webSocketClient, TradeRequestParam tradeRequestParam) { log.info("开始执行TradeOrderWs......"); if (tradeRequestParam == 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); 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); } } /** * 计算盈亏金额。 * * @param faceValue 面值 * @param position 持仓数量 * @param markPrice 标记价格 * @param openPrice 开仓价格 * @param isLong 是否为多头仓位 * @param minTickSz 最小变动单位精度 * @return 盈亏金额，保留指定精度的小数位 */ public BigDecimal profit(BigDecimal faceValue, BigDecimal position, BigDecimal markPrice, BigDecimal openPrice, boolean isLong, int minTickSz) { BigDecimal profit = BigDecimal.ZERO; if (isLong) { profit = markPrice.subtract(openPrice) .multiply(faceValue) .multiply(position); } else { profit = openPrice.subtract(markPrice) .multiply(faceValue) .multiply(position); } return profit.setScale(minTickSz, BigDecimal.ROUND_DOWN); } }