package com.xcong.excoin.modules.gateApi;
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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.okxWs.wanggeList.WangGeListService;
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import com.xcong.excoin.modules.okxNewPrice.utils.SSLConfig;
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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 javax.crypto.Mac;
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import javax.crypto.spec.SecretKeySpec;
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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.nio.charset.StandardCharsets;
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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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/**
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* Gate WebSocket 客户端，通过 Java-WebSocket 库连接 Gate.io 的 WebSocket 接口。
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*
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* <h3>订阅频道</h3>
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* <ul>
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* <li>{@code futures.candlesticks} — 1m K 线数据（公开频道）</li>
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* <li>{@code futures.positions} — 用户仓位更新（私有频道，需 HMAC-SHA512 签名认证）</li>
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* <li>{@code futures.ping} — 应用层心跳</li>
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* </ul>
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*
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* <h3>数据流</h3>
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* <pre>
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* onMessage → handleWebSocketMessage → 按 channel 分流:
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* futures.pong → 取消心跳超时
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* subscribe/unsubscribe/error → 日志
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* futures.candlesticks → processPushDataV2 → GateGridTradeService.onKline()
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* futures.positions → processPositionData → GateGridTradeService.onPositionUpdate()
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* </pre>
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*
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* <h3>连接管理</h3>
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* 支持心跳检测、指数退避重连（最多 3 次）、优雅关闭。
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*
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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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/** 最后收到消息的时间戳，用于心跳超时检测 */
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private final AtomicReference<Long> lastMessageTime = new AtomicReference<>(System.currentTimeMillis());
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/** 连接状态 */
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private final AtomicBoolean isConnected = new AtomicBoolean(false);
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/** 连接中标记，防止重复连接 */
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private final AtomicBoolean isConnecting = new AtomicBoolean(false);
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/** 初始化标记，防止重复初始化 */
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private final AtomicBoolean isInitialized = new AtomicBoolean(false);
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/** K 线频道 */
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private static final String CHANNEL = "futures.candlesticks";
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/** 仓位频道（私有，需认证） */
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private static final String POSITIONS_CHANNEL = "futures.positions";
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/** 应用层 ping 频道 */
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private static final String FUTURES_PING = "futures.ping";
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/** 应用层 pong 频道 */
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private static final String FUTURES_PONG = "futures.pong";
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/** K 线周期 */
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private static final String GATE_INTERVAL = "1m";
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/** 订阅合约 */
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private static final String GATE_CONTRACT = "XAUT_USDT";
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/** 网格交易策略实例 */
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private GateGridTradeService gridTradeService;
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/** API 密钥，用于私有频道签名 */
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private final String apiKey;
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/** API 密钥 */
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private final String apiSecret;
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private static final char[] HEX_ARRAY = "0123456789abcdef".toCharArray();
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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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GateGridTradeService gridTradeService,
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String apiKey, String apiSecret
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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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this.gridTradeService = gridTradeService;
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this.apiKey = apiKey;
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this.apiSecret = apiSecret;
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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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unsubscribePositionsChannels();
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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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subscribePositionsChannels();
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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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/**
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* 发送应用层 ping 请求。
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* 用于探测连接状态，服务器会返回 futures.pong。
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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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/**
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* 订阅仓位频道（私有频道，需 HMAC-SHA512 签名认证）。
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* 签名算法: Hex(HmacSHA512(secret, "channel={channel}&event={event}&time={time}"))
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*/
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private void subscribePositionsChannels() {
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JSONObject subscribeMsg = new JSONObject();
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long timeSec = System.currentTimeMillis() / 1000;
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subscribeMsg.put("time", timeSec);
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subscribeMsg.put("channel", POSITIONS_CHANNEL);
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subscribeMsg.put("event", "subscribe");
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JSONArray payload = new JSONArray();
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payload.add("user_id");
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payload.add(GATE_CONTRACT);
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subscribeMsg.put("payload", payload);
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JSONObject auth = new JSONObject();
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auth.put("method", "api_key");
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auth.put("KEY", apiKey);
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auth.put("SIGN", hs512Sign(POSITIONS_CHANNEL, "subscribe", timeSec));
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subscribeMsg.put("auth", auth);
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webSocketClient.send(subscribeMsg.toJSONString());
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log.info("已发送仓位频道订阅请求（含认证），合约: {}", GATE_CONTRACT);
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}
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/**
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* 计算 Gate API v4 的 HMAC-SHA512 签名。
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*
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* @param channel 频道名
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* @param event 事件名（subscribe/unsubscribe）
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* @param timeSec 时间戳（秒）
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* @return 十六进制签名字符串
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*/
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private String hs512Sign(String channel, String event, long timeSec) {
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try {
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String message = "channel=" + channel + "&event=" + event + "&time=" + timeSec;
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Mac mac = Mac.getInstance("HmacSHA512");
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SecretKeySpec spec = new SecretKeySpec(apiSecret.getBytes(StandardCharsets.UTF_8), "HmacSHA512");
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mac.init(spec);
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byte[] hash = mac.doFinal(message.getBytes(StandardCharsets.UTF_8));
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StringBuilder hex = new StringBuilder(hash.length * 2);
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for (byte b : hash) {
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hex.append(HEX_ARRAY[(b >> 4) & 0xF]);
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hex.append(HEX_ARRAY[b & 0xF]);
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}
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String sign = hex.toString();
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log.debug("签名计算, message: {}, sign: {}", message, sign);
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return sign;
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} catch (Exception e) {
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log.error("签名计算失败", e);
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return "";
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}
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}
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/**
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* 取消订阅 K 线频道。
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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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* 取消订阅仓位频道。
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*/
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private void unsubscribePositionsChannels() {
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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", POSITIONS_CHANNEL);
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unsubscribeMsg.put("event", "unsubscribe");
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JSONArray payload = new JSONArray();
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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("已发送仓位频道取消订阅请求，合约: {}", GATE_CONTRACT);
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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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if (POSITIONS_CHANNEL.equals(channel)) {
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processPositionData(response);
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} else if (CHANNEL.equals(channel)) {
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processPushDataV2(response);
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}
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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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log.info("========== Gate K线数据 ==========");
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log.info("名称(n): " + name);
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log.info("时间 : " + time);
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log.info("开盘(o): " + openPx);
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log.info("最高(h): " + highPx);
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log.info("最低(l): " + lowPx);
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log.info("收盘(c): " + closePx);
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log.info("成交量(v): " + vol);
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log.info("成交额(a): " + baseVol);
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log.info("K线完结(w): " + windowClosed);
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log.info("==================================");
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if (gridTradeService != null) {
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gridTradeService.onKline(closePx);
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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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/**
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* 解析仓位推送数据，提取目标合约的仓位信息并回调交易服务。
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* 推送字段: contract, mode(dual_long/dual_short), size, entry_price, history_pnl, realised_pnl
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*
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* @param response 仓位推送的 JSON 对象
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*/
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private void processPositionData(JSONObject response) {
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try {
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JSONArray resultArray = response.getJSONArray("result");
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if (resultArray == null || resultArray.isEmpty()) {
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return;
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}
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for (int i = 0; i < resultArray.size(); i++) {
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JSONObject pos = resultArray.getJSONObject(i);
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String contract = pos.getString("contract");
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if (!GATE_CONTRACT.equals(contract)) {
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continue;
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}
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String mode = pos.getString("mode");
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BigDecimal size = new BigDecimal(pos.getString("size"));
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BigDecimal entryPrice = new BigDecimal(pos.getString("entry_price"));
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BigDecimal historyPnl = new BigDecimal(pos.getString("history_pnl"));
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BigDecimal realisedPnl = new BigDecimal(pos.getString("realised_pnl"));
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log.info("仓位推送: contract={}, mode={}, size={}, entry_price={}, history_pnl={}, realised_pnl={}",
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contract, mode, size, entryPrice, historyPnl, realisedPnl);
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if (gridTradeService != null) {
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gridTradeService.onPositionUpdate(contract, mode, size, entryPrice, historyPnl, realisedPnl);
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}
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}
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} catch (Exception e) {
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log.error("处理仓位推送数据失败", e);
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}
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}
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/**
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* 启动心跳检测任务。
|
* 使用 ScheduledExecutorService 定期检查是否需要发送 ping 请求来维持连接。
|
*/
|
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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* 重置心跳计时器。
|
* 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。
|
*/
|
private synchronized void resetHeartbeatTimer() {
|
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);
|
}
|
}
|
|
/**
|
* 检查心跳超时情况。
|
* 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。
|
*/
|
private void checkHeartbeatTimeout() {
|
// 只有在连接状态下才检查心跳
|
if (!isConnected.get()) {
|
return;
|
}
|
|
long currentTime = System.currentTimeMillis();
|
long lastTime = lastMessageTime.get();
|
|
if (currentTime - lastTime >= HEARTBEAT_TIMEOUT * 1000L) {
|
sendPing();
|
}
|
}
|
|
/**
|
* 发送 ping 请求至 WebSocket 服务端。
|
* 用于维持长连接有效性。
|
*/
|
private void sendPing() {
|
try {
|
if (webSocketClient != null && webSocketClient.isOpen()) {
|
JSONObject pingMsg = new JSONObject();
|
pingMsg.put("time", System.currentTimeMillis() / 1000);
|
pingMsg.put("channel", FUTURES_PING);
|
webSocketClient.send(pingMsg.toJSONString());
|
log.debug("发送futures.ping请求");
|
}
|
} catch (Exception e) {
|
log.warn("发送ping失败", e);
|
}
|
}
|
|
/**
|
* 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。
|
*/
|
private synchronized void cancelPongTimeout() {
|
if (pongTimeoutFuture != null && !pongTimeoutFuture.isDone()) {
|
pongTimeoutFuture.cancel(true);
|
}
|
}
|
|
/**
|
* 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 {
|
int attempt = 0;
|
int maxAttempts = 3;
|
long delayMs = 5000;
|
|
while (attempt < maxAttempts) {
|
try {
|
Thread.sleep(delayMs);
|
connect();
|
return;
|
} catch (Exception e) {
|
log.warn("第{}次重连失败", attempt + 1, e);
|
delayMs *= 2;
|
attempt++;
|
}
|
}
|
|
log.error("超过最大重试次数({})仍未连接成功", maxAttempts);
|
}
|
|
/**
|
* 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();
|
}
|
}
|
}
|
