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.okxpi.MallUtils; import com.xcong.excoin.modules.okxNewPrice.utils.WsParamBuild; import com.xcong.excoin.utils.RedisUtils; import lombok.extern.slf4j.Slf4j; import org.java_websocket.client.WebSocketClient; import org.springframework.beans.factory.annotation.Autowired; import org.springframework.stereotype.Component; import java.math.BigDecimal; import java.util.Optional; /** * @author Administrator */ @Slf4j public class PositionsWs { public static final String POSITIONSWS_CHANNEL = "positions"; private static final String REDIS_KEY_PREFIX = POSITIONSWS_CHANNEL + ":" + CoinEnums.HE_YUE.getCode(); public static void subscribePositionChannel(WebSocketClient webSocketClient, String option) { try { JSONArray argsArray = new JSONArray(); JSONObject args = new JSONObject(); args.put("channel", POSITIONSWS_CHANNEL); args.put("instType", CoinEnums.INSTTYPE_SWAP.getCode()); args.put("instId", CoinEnums.HE_YUE.getCode()); JSONObject updateInterval = new JSONObject(); updateInterval.put("updateInterval",CoinEnums.UPDATEINTERVAL.getCode()); args.put("extraParams", updateInterval); argsArray.add(args); String connId = MallUtils.getOrderNum(POSITIONSWS_CHANNEL); JSONObject jsonObject = WsParamBuild.buildJsonObject(connId, option, argsArray); webSocketClient.send(jsonObject.toJSONString()); log.info("发送持仓频道频道:{}", option); } catch (Exception e) { log.error("订阅持仓频道频道构建失败", e); } } public static void handleEvent(JSONObject response, RedisUtils redisUtils) { log.info("开始执行PositionsWs......"); try { JSONArray dataArray = response.getJSONArray("data"); if (dataArray == null || dataArray.isEmpty()) { log.info("账户持仓频道数据为空,已当前价买入,并且初始化网格"); JSONObject posData = new JSONObject(); processPositionData(posData, redisUtils); return; } for (int i = 0; i < dataArray.size(); i++) { JSONObject posData = dataArray.getJSONObject(i); String instId = posData.getString("instId"); if (CoinEnums.HE_YUE.getCode().equals(instId)) { log.info("查询到账户{}持仓数据",CoinEnums.HE_YUE.getCode()); String mgnMode = posData.getString("mgnMode"); String posSide = posData.getString("posSide"); String pos = posData.getString("pos"); String avgPx = posData.getString("avgPx"); String upl = posData.getString("upl"); String uplRatio = posData.getString("uplRatio"); String lever = posData.getString("lever"); String liqPx = posData.getString("liqPx"); String markPx = posData.getString("markPx"); String imr = posData.getString("imr"); String mgnRatio = posData.getString("mgnRatio"); String mmr = posData.getString("mmr"); String notionalUsd = posData.getString("notionalUsd"); String ccy = posData.getString("ccy"); String last = posData.getString("last"); String idxPx = posData.getString("idxPx"); String bePx = posData.getString("bePx"); String realizedPnl = posData.getString("realizedPnl"); String settledPnl = posData.getString("settledPnl"); log.info( "账户持仓频道-产品类型: {}, 保证金模式: {}, 持仓方向: {}, 持仓数量: {}, 开仓平均价: {}, " + "未实现收益: {}, 未实现收益率: {}, 杠杆倍数: {}, 预估强平价: {}, 初始保证金: {}, " + "维持保证金率: {}, 维持保证金: {}, 以美金价值为单位的持仓数量: {}, 占用保证金的币种: {}, " + "最新成交价: {}, 最新指数价格: {}, 盈亏平衡价: {}, 已实现收益: {}, 累计已结算收益: {}" + "最新标记价格: {}", instId, mgnMode, posSide, pos, avgPx, upl, uplRatio, lever, liqPx, imr, mgnRatio, mmr, notionalUsd, ccy, last, idxPx, bePx, realizedPnl, settledPnl, markPx ); processPositionData(posData, redisUtils); } } } catch (Exception e) { log.error("处理持仓频道推送数据失败", e); } } private static void processPositionData(JSONObject posData, RedisUtils redisUtils) { try { String avgPx = safeGetString(posData, "avgPx"); String pos = safeGetString(posData, "pos"); String upl = safeGetString(posData, "upl"); String imr = safeGetString(posData, "imr"); String mgnRatio = safeGetString(posData, "mgnRatio"); String markPx = safeGetString(posData, "markPx"); String bePx = safeGetString(posData, "bePx"); String realizedPnl = safeGetString(posData, "realizedPnl"); boolean setResult = saveToRedis(redisUtils, avgPx, pos, upl, imr, mgnRatio, markPx, bePx,realizedPnl); if (setResult) { calculateAndSaveBuyCount(redisUtils); } else { log.warn("Redis操作失败"); } } catch (Exception e) { log.error("Redis操作异常", e); } } private static boolean saveToRedis(RedisUtils redisUtils, String avgPx, String pos, String upl, String imr, String mgnRatio, String markPx, String bePx, String realizedPnl) { return redisUtils.set(REDIS_KEY_PREFIX + ":avgPx", avgPx, 0) && redisUtils.set(REDIS_KEY_PREFIX + ":pos", pos, 0) && redisUtils.set(REDIS_KEY_PREFIX + ":upl", upl, 0) && redisUtils.set(REDIS_KEY_PREFIX + ":imr", imr, 0) && redisUtils.set(REDIS_KEY_PREFIX + ":mgnRatio", mgnRatio, 0) && redisUtils.set(REDIS_KEY_PREFIX + ":markPx", markPx, 0) && redisUtils.set(REDIS_KEY_PREFIX + ":bePx", bePx, 0) && redisUtils.set(REDIS_KEY_PREFIX + ":realizedPnl", realizedPnl, 0); } private static void calculateAndSaveBuyCount(RedisUtils redisUtils) { try { String ctValStr = (String) redisUtils.get(InstrumentsWs.INSTRUMENTSWS_CHANNEL + ":" + CoinEnums.HE_YUE.getCode() + ":ctVal"); String markPxStr = (String) redisUtils.get(REDIS_KEY_PREFIX + ":markPx"); String minSzStr = (String) redisUtils.get(InstrumentsWs.INSTRUMENTSWS_CHANNEL + ":" + CoinEnums.HE_YUE.getCode() + ":minSz"); String everyTimeUsdt = (String) redisUtils.get(AccountWs.ACCOUNTWS_CHANNEL + ":" + CoinEnums.USDT.getCode() + ":everyTimeUsdt"); BigDecimal margin = parseBigDecimal(everyTimeUsdt, "0"); BigDecimal leverage = parseBigDecimal(OrderParamEnums.LEVERAGE.getValue(), "1"); BigDecimal faceValue = parseBigDecimal(ctValStr, "0"); BigDecimal markPrice = parseBigDecimal(markPxStr, "0"); // 默认值需谨慎对待 int minLotSz = parseInt(minSzStr, 0); BigDecimal buyCnt = buyCnt(margin, leverage, faceValue, markPrice, minLotSz); redisUtils.set(REDIS_KEY_PREFIX + ":buyCnt", buyCnt.toString(), 0); } catch (NumberFormatException | ArithmeticException e) { log.error("计算购买数量时发生数字转换错误", e); } } private static String safeGetString(JSONObject obj, String key) { return Optional.ofNullable(obj.getString(key)).orElse("0"); } private static BigDecimal parseBigDecimal(String value, String defaultValue) { return new BigDecimal(Optional.ofNullable(value).filter(s -> !s.isEmpty()).orElse(defaultValue)); } private static int parseInt(String value, int defaultValue) { try { return Integer.parseInt(value); } catch (NumberFormatException e) { return defaultValue; } } /** * 计算购买合约的数量 * * USDT 币本位合约 * 公式:张数 = 保证金 / (面值 * 标记价格 / 杠杆倍数) * * @param margin 用户的保证金金额 * @param leverage 杠杆倍数 * @param faceValue 合约面值 * @param markPrice 标记价格 * @param minLotSz 最小下单精度 * @return 返回用户可以购买的合约数量 */ public static BigDecimal buyCnt(BigDecimal margin, BigDecimal leverage, BigDecimal faceValue, BigDecimal markPrice, int minLotSz) { if (margin.compareTo(BigDecimal.ZERO) <= 0 || leverage.compareTo(BigDecimal.ZERO) <= 0 || faceValue.compareTo(BigDecimal.ZERO) <= 0 || markPrice.compareTo(BigDecimal.ZERO) <= 0) { return BigDecimal.ZERO; } BigDecimal divisor = markPrice.divide(leverage, 10, BigDecimal.ROUND_DOWN); BigDecimal denominator = faceValue.multiply(divisor); return margin.divide(denominator, minLotSz, BigDecimal.ROUND_DOWN); } }