package com.xcong.excoin.modules.gateApi;
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import cn.hutool.core.collection.CollUtil;
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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.blackchain.service.DateUtil;
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import com.xcong.excoin.modules.okxNewPrice.celue.CaoZuoService;
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import com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy.MacdEmaStrategy;
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import com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy.MacdMaStrategy;
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import com.xcong.excoin.modules.okxNewPrice.okxWs.InstrumentsWs;
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import com.xcong.excoin.modules.okxNewPrice.okxWs.TradeOrderWs;
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import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
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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.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 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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* Gate K线 WebSocket 客户端类，用于连接 Gate 的 WebSocket 接口，
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* 实时获取并处理 K线（candlestick）数据。
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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 GateKlineWebSocketClient {
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private final CaoZuoService caoZuoService;
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private final GateWebSocketClientManager 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 = "futures.candlesticks";
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private static final String FUTURES_PING = "futures.ping";
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private static final String FUTURES_PONG = "futures.pong";
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private static final String GATE_INTERVAL = "1m";
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private static final String GATE_CONTRACT = "BTC_USDT";
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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, "gate-kline-worker");
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t.setDaemon(true);
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return t;
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});
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public GateKlineWebSocketClient(CaoZuoService caoZuoService,
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GateWebSocketClientManager clientManager,
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WangGeListService wangGeListService
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) {
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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("GateKlineWebSocketClient 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GateKlineWebSocketClient");
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if (webSocketClient != null && webSocketClient.isOpen()) {
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unsubscribeKlineChannels();
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try {
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Thread.sleep(500);
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} catch (InterruptedException e) {
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Thread.currentThread().interrupt();
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log.warn("取消订阅等待被中断");
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}
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}
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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("GateKlineWebSocketClient销毁完成");
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}
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private static final String WS_URL_MONIPAN = "wss://ws-testnet.gate.com/v4/ws/futures/usdt";
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private static final String WS_URL_SHIPAN = "wss://fx-ws.gateio.ws/v4/ws/usdt";
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private static final boolean isAccountType = false;
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/**
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* 建立与 Gate 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("Gate 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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subscribeKlineChannels();
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subscribePingChannels();
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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("Gate 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("Gate Kline 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K线频道。
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* 构造 Gate 格式的订阅请求并发送给服务端。
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* payload: ["1m", "BTC_USDT"] (间隔, 合约名)
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*/
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private void subscribeKlineChannels() {
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JSONObject subscribeMsg = new JSONObject();
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subscribeMsg.put("time", System.currentTimeMillis() / 1000);
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subscribeMsg.put("channel", CHANNEL);
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subscribeMsg.put("event", "subscribe");
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JSONArray payload = new JSONArray();
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payload.add(GATE_INTERVAL);
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payload.add(GATE_CONTRACT);
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subscribeMsg.put("payload", payload);
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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，合约: {}, 周期: {}", GATE_CONTRACT, GATE_INTERVAL);
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}
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private void subscribePingChannels() {
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JSONObject subscribeMsg = new JSONObject();
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subscribeMsg.put("time", System.currentTimeMillis() / 1000);
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subscribeMsg.put("channel", FUTURES_PING);
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webSocketClient.send(subscribeMsg.toJSONString());
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log.info("已发送 futures.ping");
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}
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private void unsubscribeKlineChannels() {
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JSONObject unsubscribeMsg = new JSONObject();
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unsubscribeMsg.put("time", System.currentTimeMillis() / 1000);
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unsubscribeMsg.put("channel", CHANNEL);
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unsubscribeMsg.put("event", "unsubscribe");
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JSONArray payload = new JSONArray();
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payload.add(GATE_INTERVAL);
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payload.add(GATE_CONTRACT);
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unsubscribeMsg.put("payload", payload);
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webSocketClient.send(unsubscribeMsg.toJSONString());
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log.info("已发送 K线频道取消订阅请求，合约: {}, 周期: {}", GATE_CONTRACT, GATE_INTERVAL);
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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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JSONObject response = JSON.parseObject(message);
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String channel = response.getString("channel");
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String event = response.getString("event");
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if (FUTURES_PONG.equals(channel)) {
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log.debug("收到futures.pong响应");
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cancelPongTimeout();
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} else if ("subscribe".equals(event)) {
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log.info("{} 频道订阅成功: {}", channel, response.getJSONObject("result"));
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} else if ("unsubscribe".equals(event)) {
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log.info("{} 频道取消订阅成功", channel);
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} else if ("error".equals(event)) {
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JSONObject error = response.getJSONObject("error");
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log.error("{} 频道错误: code={}, msg={}",
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channel,
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error != null ? error.getInteger("code") : "N/A",
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error != null ? error.getString("message") : response.getString("msg"));
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} else if ("update".equals(event) || "all".equals(event)) {
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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K线推送数据。
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* 控制台输出K线数据，并在K线完结时触发策略和量化操作。
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*
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* @param response 包含K线数据的 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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* Gate K线推送格式：
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* {
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* "time": 1542162490,
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* "time_ms": 1542162490123,
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* "channel": "futures.candlesticks",
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* "event": "update",
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* "result": [
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* {
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* "t": 1545129300,
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* "v": "27525555",
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* "c": "95.4",
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* "h": "96.9",
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* "l": "89.5",
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* "o": "94.3",
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* "n": "1m_BTC_USD",
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* "a": "314732.87412",
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* "w": false
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* }
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* ]
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* }
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*/
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String channel = response.getString("channel");
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if (!CHANNEL.equals(channel)) {
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return;
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}
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JSONArray resultArray = response.getJSONArray("result");
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if (resultArray == null || resultArray.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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JSONObject data = resultArray.getJSONObject(0);
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BigDecimal openPx = new BigDecimal(data.getString("o"));
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BigDecimal highPx = new BigDecimal(data.getString("h"));
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BigDecimal lowPx = new BigDecimal(data.getString("l"));
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BigDecimal closePx = new BigDecimal(data.getString("c"));
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BigDecimal vol = new BigDecimal(data.getString("v"));
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BigDecimal baseVol = new BigDecimal(data.getString("a"));
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String name = data.getString("n");
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long t = data.getLong("t");
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boolean windowClosed = data.getBooleanValue("w");
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String time = DateUtil.TimeStampToDateTime(t);
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System.out.println("========== Gate K线数据 ==========");
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System.out.println("名称(n): " + name);
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System.out.println("时间 : " + time);
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System.out.println("开盘(o): " + openPx);
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System.out.println("最高(h): " + highPx);
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System.out.println("最低(l): " + lowPx);
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System.out.println("收盘(c): " + closePx);
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System.out.println("成交量(v): " + vol);
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System.out.println("成交额(a): " + baseVol);
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System.out.println("K线完结(w): " + windowClosed);
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System.out.println("==================================");
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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 void doOpen(WebSocketClient webSocketClient, String accountName, MacdEmaStrategy.TradingOrder tradingOrderOpenOpen, BigDecimal closePx) {
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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 = tradingOrderOpenOpen.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 = tradingOrderOpenOpen.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(webSocketClient, tradeRequestParam);
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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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String s1 = s[8];
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try {
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if ("1".equals(s1)){
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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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}
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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, "gate-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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JSONObject pingMsg = new JSONObject();
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pingMsg.put("time", System.currentTimeMillis() / 1000);
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pingMsg.put("channel", FUTURES_PING);
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webSocketClient.send(pingMsg.toJSONString());
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log.debug("发送futures.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。
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* 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。
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* 在连接意外中断后尝试重新建立连接。
|
*/
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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
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*/
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private void shutdownExecutorGracefully(ExecutorService executor) {
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if (executor == null || executor.isTerminated()) {
|
return;
|
}
|
try {
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executor.shutdown();
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if (!executor.awaitTermination(5, TimeUnit.SECONDS)) {
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executor.shutdownNow();
|
}
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} catch (InterruptedException e) {
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Thread.currentThread().interrupt();
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executor.shutdownNow();
|
}
|
}
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}
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