package com.xcong.excoin.modules.okxNewPrice.okxWs; 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.okxWs.wanggeList.WangGeListEnum; import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListService; import com.xcong.excoin.modules.okxNewPrice.okxpi.MallUtils; 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.math.RoundingMode; import java.util.ArrayList; import java.util.List; import java.util.Map; import java.util.concurrent.ConcurrentHashMap; /** * @author Administrator */ @Slf4j public class PositionsWs { // 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> POSITIONSWSMAP = 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 POSITIONSWSMAP.computeIfAbsent(accountName, k -> new ConcurrentHashMap<>()); } public static final String POSITIONSWS_CHANNEL = "positions"; 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()); 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 String initAccountName(String accountName, String posSide) { return accountName+"_"+ posSide; } public static void initEvent(JSONObject response, String accountName) { log.info("订阅成功,数据初始化: {}", response.getJSONObject("arg")); JSONObject arg = response.getJSONObject("arg"); initParam(arg, accountName,CoinEnums.POSSIDE_LONG.getCode()); initParam(arg, accountName,CoinEnums.POSSIDE_SHORT.getCode()); } public static List handleEvent(JSONObject response, String accountName) { 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,等待更新"); return null; } List tradeRequestParamList = new ArrayList<>(); 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"); String fee = posData.getString("fee"); String fundingFee = posData.getString("fundingFee"); 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: {},累计手续费: {},累计持仓费: {},", initAccountName(accountName, posSide), instId, mgnMode, posSide, pos, avgPx, upl, uplRatio, lever, liqPx, imr, mgnRatio, mmr, notionalUsd, ccy, last, idxPx, bePx, realizedPnl, settledPnl, markPx,fee,fundingFee ); //先更新缓存 Map stringBigDecimalMap = initParam(posData, accountName, posSide); //构建止损参数 if (stringBigDecimalMap.get("pos").compareTo(BigDecimal.ZERO) > 0){ TradeRequestParam tradeRequestParam = new TradeRequestParam(); // 1. 判断当前价格属于哪个网格 WangGeListEnum gridByPriceNew = WangGeListEnum.getGridByPrice(new BigDecimal(avgPx)); if (gridByPriceNew != null) { String zhiSunDian = gridByPriceNew.getZhi_sun_dian(); String fangXiang = gridByPriceNew.getFang_xiang(); BigDecimal fangXiangNow = stringBigDecimalMap.get("posSide"); if (fangXiangNow.equals(fangXiang)){ tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_LIMIT.getCode()); tradeRequestParam.setMarkPx(String.valueOf(zhiSunDian)); }else{ tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode()); tradeRequestParam.setMarkPx(String.valueOf(markPx)); } }else{ tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode()); tradeRequestParam.setMarkPx(String.valueOf(markPx)); } tradeRequestParam.setAccountName(accountName); tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode()); tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode()); tradeRequestParam.setPosSide(posSide); 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(tradeRequestParam.getSide())); tradeRequestParam.setSz(String.valueOf(stringBigDecimalMap.get("pos"))); tradeRequestParamList.add(tradeRequestParam); } } } return tradeRequestParamList; } catch (Exception e) { log.error("处理持仓频道推送数据失败", e); } return null; } private static Map initParam(JSONObject posData, String accountName,String posSide) { String accountNamePositons = initAccountName(accountName, posSide); Map accountMap = getAccountMap(accountNamePositons); WsMapBuild.saveBigDecimalToMap(accountMap, "avgPx", WsMapBuild.parseBigDecimalSafe(posData.getString("avgPx"))); WsMapBuild.saveBigDecimalToMap(accountMap, "pos", WsMapBuild.parseBigDecimalSafe(posData.getString("pos"))); WsMapBuild.saveBigDecimalToMap(accountMap, "upl", WsMapBuild.parseBigDecimalSafe(posData.getString("upl"))); WsMapBuild.saveBigDecimalToMap(accountMap, "imr", WsMapBuild.parseBigDecimalSafe(posData.getString("imr"))); WsMapBuild.saveBigDecimalToMap(accountMap, "mgnRatio", WsMapBuild.parseBigDecimalSafe(posData.getString("mgnRatio"))); WsMapBuild.saveBigDecimalToMap(accountMap, "markPx", WsMapBuild.parseBigDecimalSafe(posData.getString("markPx"))); WsMapBuild.saveBigDecimalToMap(accountMap, "bePx", WsMapBuild.parseBigDecimalSafe(posData.getString("bePx"))); WsMapBuild.saveBigDecimalToMap(accountMap, "realizedPnl", WsMapBuild.parseBigDecimalSafe(posData.getString("realizedPnl"))); WsMapBuild.saveBigDecimalToMap(accountMap, "fee", WsMapBuild.parseBigDecimalSafe(posData.getString("fee"))); WsMapBuild.saveBigDecimalToMap(accountMap, "fundingFee", WsMapBuild.parseBigDecimalSafe(posData.getString("fundingFee"))); BigDecimal ordFrozImr = PositionsWs.getAccountMap(accountNamePositons).get("imr"); BigDecimal totalOrderUsdt = WsMapBuild.parseBigDecimalSafe(AccountWs.getAccountMap(accountName).get(CoinEnums.TOTAL_ORDER_USDT.name())) .divide(new BigDecimal("2"), RoundingMode.DOWN); if (ordFrozImr.compareTo(totalOrderUsdt) <= 0){ WsMapBuild.saveBigDecimalToMap(accountMap, CoinEnums.READY_STATE.name(), WsMapBuild.parseBigDecimalSafe(CoinEnums.READY_STATE_YES.getCode())); } return accountMap; } }