package com.xcong.excoin.modules.okxNewPrice;
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import cn.hutool.core.collection.CollUtil;
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import cn.hutool.core.util.ObjectUtil;
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import cn.hutool.json.JSONException;
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import com.alibaba.fastjson.JSON;
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import com.alibaba.fastjson.JSONArray;
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import com.alibaba.fastjson.JSONObject;
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import com.xcong.excoin.modules.okxNewPrice.celue.CaoZuoService;
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import com.xcong.excoin.modules.okxNewPrice.indicator.TradingStrategy;
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import com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy.MacdMaStrategy;
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import com.xcong.excoin.modules.okxNewPrice.okxWs.*;
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import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
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import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.OrderParamEnums;
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import com.xcong.excoin.modules.okxNewPrice.okxWs.param.Kline;
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import com.xcong.excoin.modules.okxNewPrice.okxWs.param.TradeRequestParam;
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import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListEnum;
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import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListService;
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import com.xcong.excoin.modules.okxNewPrice.okxpi.config.ExchangeInfoEnum;
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import com.xcong.excoin.modules.okxNewPrice.okxpi.config.ExchangeLoginService;
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import com.xcong.excoin.modules.okxNewPrice.utils.SSLConfig;
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import com.xcong.excoin.modules.okxNewPrice.utils.WsParamBuild;
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import com.xcong.excoin.utils.RedisUtils;
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import lombok.extern.slf4j.Slf4j;
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import org.java_websocket.client.WebSocketClient;
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import org.java_websocket.handshake.ServerHandshake;
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import java.math.BigDecimal;
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import java.net.URI;
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import java.net.URISyntaxException;
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import java.util.*;
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import java.util.concurrent.*;
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import java.util.concurrent.atomic.AtomicBoolean;
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import java.util.concurrent.atomic.AtomicReference;
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import java.util.stream.Collectors;
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/**
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* OKX 新价格 WebSocket 客户端类，用于连接 OKX 的 WebSocket 接口，
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* 实时获取并处理标记价格（mark price）数据，并将价格信息存储到 Redis 中。
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* 同时支持心跳检测、自动重连以及异常恢复机制。
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* @author Administrator
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*/
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@Slf4j
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public class OkxKlineWebSocketClient {
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private final RedisUtils redisUtils;
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private final CaoZuoService caoZuoService;
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private final OkxWebSocketClientManager clientManager;
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private final WangGeListService wangGeListService;
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private WebSocketClient webSocketClient;
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private ScheduledExecutorService heartbeatExecutor;
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private volatile ScheduledFuture<?> pongTimeoutFuture;
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private final AtomicReference<Long> lastMessageTime = new AtomicReference<>(System.currentTimeMillis());
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// 连接状态标志
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private final AtomicBoolean isConnected = new AtomicBoolean(false);
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private final AtomicBoolean isConnecting = new AtomicBoolean(false);
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private final AtomicBoolean isInitialized = new AtomicBoolean(false);
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// private static final String CHANNEL = "mark-price";
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private static final String CHANNEL = "candle1m";
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// private static final String CHANNEL = "candle15m";
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// 心跳超时时间(秒)，小于30秒
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private static final int HEARTBEAT_TIMEOUT = 10;
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// 共享线程池用于重连等异步任务
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private final ExecutorService sharedExecutor = Executors.newCachedThreadPool(r -> {
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Thread t = new Thread(r, "okx-ws-kline-worker");
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t.setDaemon(true);
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return t;
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});
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public OkxKlineWebSocketClient(RedisUtils redisUtils,
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CaoZuoService caoZuoService, OkxWebSocketClientManager clientManager,
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WangGeListService wangGeListService) {
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this.redisUtils = redisUtils;
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this.caoZuoService = caoZuoService;
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this.clientManager = clientManager;
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this.wangGeListService = wangGeListService;
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}
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/**
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* 初始化方法，创建并初始化WebSocket客户端实例
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*/
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public void init() {
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if (!isInitialized.compareAndSet(false, true)) {
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log.warn("OkxKlineWebSocketClient 已经初始化过，跳过重复初始化");
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return;
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}
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connect();
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startHeartbeat();
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}
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/**
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* 销毁方法，关闭WebSocket连接和相关资源
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*/
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public void destroy() {
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log.info("开始销毁OkxKlineWebSocketClient");
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// 设置关闭标志，避免重连
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if (sharedExecutor != null && !sharedExecutor.isShutdown()) {
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sharedExecutor.shutdown();
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}
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if (webSocketClient != null && webSocketClient.isOpen()) {
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try {
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webSocketClient.closeBlocking();
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} catch (InterruptedException e) {
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Thread.currentThread().interrupt();
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log.warn("关闭WebSocket连接时被中断");
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}
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}
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shutdownExecutorGracefully(heartbeatExecutor);
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if (pongTimeoutFuture != null) {
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pongTimeoutFuture.cancel(true);
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}
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shutdownExecutorGracefully(sharedExecutor);
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log.info("OkxKlineWebSocketClient销毁完成");
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}
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private static final String WS_URL_MONIPAN = "wss://wspap.okx.com:8443/ws/v5/business";
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private static final String WS_URL_SHIPAN = "wss://ws.okx.com:8443/ws/v5/business";
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private static final boolean isAccountType = false;
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/**
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* 建立与 OKX WebSocket 服务器的连接。
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* 设置回调函数以监听连接打开、接收消息、关闭和错误事件。
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*/
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private void connect() {
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// 避免重复连接
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if (isConnecting.get()) {
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log.info("连接已在进行中，跳过重复连接请求");
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return;
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}
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if (!isConnecting.compareAndSet(false, true)) {
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log.info("连接已在进行中，跳过重复连接请求");
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return;
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}
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try {
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SSLConfig.configureSSL();
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System.setProperty("https.protocols", "TLSv1.2,TLSv1.3");
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String WS_URL = WS_URL_MONIPAN;
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if (isAccountType){
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WS_URL = WS_URL_SHIPAN;
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}
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URI uri = new URI(WS_URL);
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// 关闭之前的连接（如果存在）
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if (webSocketClient != null) {
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try {
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webSocketClient.closeBlocking();
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} catch (InterruptedException e) {
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Thread.currentThread().interrupt();
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log.warn("关闭之前连接时被中断");
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}
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}
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webSocketClient = new WebSocketClient(uri) {
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@Override
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public void onOpen(ServerHandshake handshake) {
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log.info("OKX kline WebSocket连接成功");
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isConnected.set(true);
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isConnecting.set(false);
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// 检查应用是否正在关闭
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if (sharedExecutor != null && !sharedExecutor.isShutdown()) {
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resetHeartbeatTimer();
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subscribeChannels();
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} else {
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log.warn("应用正在关闭，忽略WebSocket连接成功回调");
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}
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}
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@Override
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public void onMessage(String message) {
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lastMessageTime.set(System.currentTimeMillis());
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handleWebSocketMessage(message);
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resetHeartbeatTimer();
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}
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@Override
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public void onClose(int code, String reason, boolean remote) {
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log.warn("OKX kline WebSocket连接关闭: code={}, reason={}", code, reason);
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isConnected.set(false);
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isConnecting.set(false);
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cancelPongTimeout();
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if (sharedExecutor != null && !sharedExecutor.isShutdown() && !sharedExecutor.isTerminated()) {
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sharedExecutor.execute(() -> {
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try {
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reconnectWithBackoff();
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} catch (InterruptedException e) {
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Thread.currentThread().interrupt();
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log.error("重连线程被中断", e);
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} catch (Exception e) {
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log.error("重连失败", e);
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}
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});
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} else {
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log.warn("共享线程池已关闭，无法执行重连任务");
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}
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}
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@Override
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public void onError(Exception ex) {
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log.error("OKX New Price WebSocket发生错误", ex);
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isConnected.set(false);
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}
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};
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webSocketClient.connect();
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} catch (URISyntaxException e) {
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log.error("WebSocket URI格式错误", e);
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isConnecting.set(false);
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}
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}
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/**
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* 订阅指定交易对的价格通道。
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* 构造订阅请求并发送给服务端。
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*/
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private void subscribeChannels() {
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JSONObject subscribeMsg = new JSONObject();
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subscribeMsg.put("op", "subscribe");
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JSONArray argsArray = new JSONArray();
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JSONObject arg = new JSONObject();
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arg.put("channel", CHANNEL);
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arg.put("instId", CoinEnums.HE_YUE.getCode());
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argsArray.add(arg);
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subscribeMsg.put("args", argsArray);
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webSocketClient.send(subscribeMsg.toJSONString());
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log.info("已发送 K线频道订阅请求，订阅通道数: {}", argsArray.size());
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}
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/**
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* 处理从 WebSocket 收到的消息。
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* 包括订阅确认、错误响应、心跳响应以及实际的数据推送。
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*
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* @param message 来自 WebSocket 的原始字符串消息
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*/
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private void handleWebSocketMessage(String message) {
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try {
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if ("pong".equals(message)) {
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log.debug("{}: 收到心跳响应");
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cancelPongTimeout();
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return;
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}
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JSONObject response = JSON.parseObject(message);
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String event = response.getString("event");
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if ("subscribe".equals(event)) {
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log.info(" K线频道订阅成功: {}", response.getJSONObject("arg"));
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} else if ("error".equals(event)) {
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log.error(" K线频道订阅错误: code={}, msg={}",
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response.getString("code"), response.getString("msg"));
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} else if ("pong".equals(event)) {
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log.debug("收到pong响应");
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cancelPongTimeout();
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} else {
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// processPushData(response);
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processPushDataV2(response);
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}
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} catch (Exception e) {
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log.error("处理WebSocket消息失败: {}", message, e);
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}
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}
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/**
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* 解析并处理价格推送数据。
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* 将最新的标记价格存入 Redis 并触发后续业务逻辑比较处理。
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* 当价格变化时，调用CaoZuoService的caoZuo方法，触发所有账号的量化操作
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*
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* @param response 包含价格数据的 JSON 对象
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*/
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private void processPushDataV2(JSONObject response) {
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try {
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/**
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* {
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* "arg": {
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* "channel": "candle1D",
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* "instId": "BTC-USDT"
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* },
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* "data": [
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* [
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* "1629993600000",
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* "42500",
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* "48199.9",
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* "41006.1",
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* "41006.1",
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* "3587.41204591",
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* "166741046.22583129",
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* "166741046.22583129",
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* "0"
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* ]
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* ]
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* }
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*/
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JSONObject arg = response.getJSONObject("arg");
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if (arg == null) {
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log.warn("{}: 无效的推送数据，缺少 'arg' 字段", response);
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return;
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}
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String channel = arg.getString("channel");
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if (channel == null) {
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log.warn("{}: 无效的推送数据，缺少 'channel' 字段", response);
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return;
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}
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String instId = arg.getString("instId");
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if (instId == null) {
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log.warn("{}: 无效的推送数据，缺少 'instId' 字段", response);
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return;
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}
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if (CHANNEL.equals(channel) && CoinEnums.HE_YUE.getCode().equals(instId)) {
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JSONArray dataArray = response.getJSONArray("data");
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if (dataArray == null || dataArray.isEmpty()) {
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log.warn("K线频道数据为空");
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return;
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}
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JSONArray data = dataArray.getJSONArray(0);
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BigDecimal openPx = new BigDecimal(data.getString(1));
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BigDecimal highPx = new BigDecimal(data.getString(2));
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BigDecimal lowPx = new BigDecimal(data.getString(3));
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BigDecimal closePx = new BigDecimal(data.getString(4));
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BigDecimal vol = new BigDecimal(data.getString(5));
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/**
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* K线状态
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* 0：K线未完结
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* 1：K线已完结
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*/
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String confirm = data.getString(8);
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if ("1".equals(confirm)){
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//调用策略
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// 创建策略实例
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MacdMaStrategy strategy = new MacdMaStrategy();
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// 生成100个15分钟价格数据点
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List<Kline> kline1MinuteData = getKlineDataByInstIdAndBar(instId, "1m");
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List<BigDecimal> historicalPrices1M = kline1MinuteData.stream()
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.map(Kline::getC)
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.collect(Collectors.toList());
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// 使用策略分析最新价格数据
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MacdMaStrategy.TradingOrder tradingOrderOpen1M = strategy.generateTradingOrder(historicalPrices1M,MacdMaStrategy.OperationType.open.name());
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if (tradingOrderOpen1M == null ){
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return;
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}
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// List<Kline> kline15MinuteData = getKlineDataByInstIdAndBar(instId, "15m");
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// List<BigDecimal> historicalPrices15M = kline15MinuteData.stream()
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// .map(Kline::getC)
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// .collect(Collectors.toList());
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// // 使用策略分析最新价格数据
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// MacdMaStrategy.TradingOrder tradingOrderOpen15M = strategy.generateTradingOrder(historicalPrices15M,MacdMaStrategy.OperationType.open.name());
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// if (tradingOrderOpen15M == null ){
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// return;
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// }
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//
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// if (!tradingOrderOpen1M.getPosSide().equals(tradingOrderOpen15M.getPosSide())){
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// return;
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// }
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// log.info("1分钟和15分钟K线方向一致，开始执行交易操作！");
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Collection<OkxQuantWebSocketClient> allClients = clientManager.getAllClients();
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//如果为空，则直接返回
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if (allClients.isEmpty()) {
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return;
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}
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// 获取所有OkxQuantWebSocketClient实例
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for (OkxQuantWebSocketClient client : clientManager.getAllClients()) {
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String accountName = client.getAccountName();
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if (accountName != null) {
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if (ObjectUtil.isNotEmpty(tradingOrderOpen1M)){
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// 根据信号执行交易操作
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TradeRequestParam tradeRequestParam = new TradeRequestParam();
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String posSide = tradingOrderOpen1M.getPosSide();
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tradeRequestParam.setPosSide(posSide);
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String currentPrice = String.valueOf(closePx);
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tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);
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String side = tradingOrderOpen1M.getSide();
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tradeRequestParam.setSide(side);
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String clOrdId = WsParamBuild.getOrderNum(side);
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tradeRequestParam.setClOrdId(clOrdId);
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String sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
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tradeRequestParam.setSz(sz);
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TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
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}
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}
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}
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}
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}
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} catch (Exception e) {
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log.error("处理 K线频道推送数据失败", e);
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}
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}
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private List<Kline> getKlineDataByInstIdAndBar(String instId, String bar) {
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List<Kline> klineList = new ArrayList<>();
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try {
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LinkedHashMap<String, Object> requestParam = new LinkedHashMap<>();
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requestParam.put("instId", instId);
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requestParam.put("bar", bar);
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requestParam.put("limit", "200");
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String result = ExchangeLoginService.getInstance(ExchangeInfoEnum.OKX_UAT.name()).lineHistory(requestParam);
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JSONObject json = JSON.parseObject(result);
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String data = json.getString("data");
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if (data != null) {
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List<String[]> klinesList = JSON.parseArray(data, String[].class);
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if (!CollUtil.isEmpty(klinesList)) {
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for (String[] s : klinesList) {
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// 确保数组有足够的元素
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if (s != null && s.length >= 9) {
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try {
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Kline kline = new Kline();
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kline.setTs(s[0]);
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kline.setO(new BigDecimal(s[1]));
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kline.setH(new BigDecimal(s[2]));
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kline.setL(new BigDecimal(s[3]));
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kline.setC(new BigDecimal(s[4]));
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kline.setVol(new BigDecimal(s[5]));
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kline.setConfirm(s[8]);
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klineList.add(kline);
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} catch (NumberFormatException e) {
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log.error("K线数据转换为BigDecimal失败: {}", Arrays.toString(s), e);
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}
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} else {
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log.warn("K线数据数组长度不足: {}", Arrays.toString(s));
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}
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}
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}
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} else {
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log.warn("K线数据为空");
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}
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} catch (JSONException e) {
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log.error("K线数据解析失败", e);
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} catch (Exception e) {
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log.error("获取K线数据异常", e);
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}
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return klineList;
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}
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/**
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* 构建 Redis Key
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*/
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private String buildRedisKey(String instId) {
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return "PRICE_" + instId.replace("-", "");
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}
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/**
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* 启动心跳检测任务。
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* 使用 ScheduledExecutorService 定期检查是否需要发送 ping 请求来维持连接。
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*/
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private void startHeartbeat() {
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if (heartbeatExecutor != null && !heartbeatExecutor.isTerminated()) {
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heartbeatExecutor.shutdownNow();
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}
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heartbeatExecutor = Executors.newSingleThreadScheduledExecutor(r -> {
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Thread t = new Thread(r, "okx-kline-heartbeat");
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t.setDaemon(true);
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return t;
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});
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heartbeatExecutor.scheduleWithFixedDelay(this::checkHeartbeatTimeout, 25, 25, TimeUnit.SECONDS);
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}
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/**
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* 重置心跳计时器。
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* 当收到新消息或发送 ping 后取消当前超时任务并重新安排下一次超时检查。
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*/
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private synchronized void resetHeartbeatTimer() {
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cancelPongTimeout();
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if (heartbeatExecutor != null && !heartbeatExecutor.isShutdown()) {
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pongTimeoutFuture = heartbeatExecutor.schedule(this::checkHeartbeatTimeout,
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HEARTBEAT_TIMEOUT, TimeUnit.SECONDS);
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}
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}
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/**
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* 检查心跳超时情况。
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* 若长时间未收到任何消息则主动发送 ping 请求保持连接活跃。
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*/
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private void checkHeartbeatTimeout() {
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// 只有在连接状态下才检查心跳
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if (!isConnected.get()) {
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return;
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}
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long currentTime = System.currentTimeMillis();
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long lastTime = lastMessageTime.get();
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if (currentTime - lastTime >= HEARTBEAT_TIMEOUT * 1000L) {
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sendPing();
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}
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}
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/**
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* 发送 ping 请求至 WebSocket 服务端。
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* 用于维持长连接有效性。
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*/
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private void sendPing() {
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try {
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if (webSocketClient != null && webSocketClient.isOpen()) {
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webSocketClient.send("ping");
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log.debug("发送ping请求");
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}
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} catch (Exception e) {
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log.warn("发送ping失败", e);
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}
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}
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/**
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* 取消当前的心跳超时任务。
|
* 在收到 pong 或其他有效消息时调用此方法避免不必要的断开重连。
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*/
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private synchronized void cancelPongTimeout() {
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if (pongTimeoutFuture != null && !pongTimeoutFuture.isDone()) {
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pongTimeoutFuture.cancel(true);
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}
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}
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/**
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* 执行 WebSocket 重连操作。
|
* 在连接意外中断后尝试重新建立连接。
|
*/
|
private void reconnectWithBackoff() throws InterruptedException {
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int attempt = 0;
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int maxAttempts = 3;
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long delayMs = 5000;
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while (attempt < maxAttempts) {
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try {
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Thread.sleep(delayMs);
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connect();
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return;
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} catch (Exception e) {
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log.warn("第{}次重连失败", attempt + 1, e);
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delayMs *= 2;
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attempt++;
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}
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}
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log.error("超过最大重试次数({})仍未连接成功", maxAttempts);
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}
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|
/**
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* 优雅关闭线程池
|
*/
|
private void shutdownExecutorGracefully(ExecutorService executor) {
|
if (executor == null || executor.isTerminated()) {
|
return;
|
}
|
try {
|
executor.shutdown();
|
if (!executor.awaitTermination(5, TimeUnit.SECONDS)) {
|
executor.shutdownNow();
|
}
|
} catch (InterruptedException e) {
|
Thread.currentThread().interrupt();
|
executor.shutdownNow();
|
}
|
}
|
}
|
