| | |
| | | import java.math.BigDecimal; |
| | | |
| | | /** |
| | | * K 线频道处理器。 |
| | | * 公开频道,无需认证。订阅 1m K 线,解析后回调 {@link GateGridTradeService#onKline}。 |
| | | * K 线(Candlestick)频道处理器。 |
| | | * |
| | | * <h3>特点</h3> |
| | | * 公开频道,无需 HMAC-SHA512 认证签名。订阅 1m 周期的 K 线数据。 |
| | | * |
| | | * <h3>数据流</h3> |
| | | * <pre> |
| | | * WebSocket 推送 update event |
| | | * → handleMessage() → 解析 OHLCV → log 打印 → gridTradeService.onKline(closePx) |
| | | * → 首次 K 线触发双开 |
| | | * → 后续 K 线仅缓存 lastKlinePrice 供补仓参考 |
| | | * </pre> |
| | | * |
| | | * <h3>订阅格式</h3> |
| | | * payload: {@code ["1m", contract]} |
| | | * |
| | | * @author Administrator |
| | | */ |
| | |
| | | } |
| | | |
| | | @Override |
| | | public String getChannelName() { |
| | | return CHANNEL_NAME; |
| | | } |
| | | public String getChannelName() { return CHANNEL_NAME; } |
| | | |
| | | @Override |
| | | public void subscribe(WebSocketClient ws) { |
| | | JSONObject subscribeMsg = new JSONObject(); |
| | | subscribeMsg.put("time", System.currentTimeMillis() / 1000); |
| | | subscribeMsg.put("channel", CHANNEL_NAME); |
| | | subscribeMsg.put("event", "subscribe"); |
| | | JSONObject msg = new JSONObject(); |
| | | msg.put("time", System.currentTimeMillis() / 1000); |
| | | msg.put("channel", CHANNEL_NAME); |
| | | msg.put("event", "subscribe"); |
| | | JSONArray payload = new JSONArray(); |
| | | payload.add(INTERVAL); |
| | | payload.add(contract); |
| | | subscribeMsg.put("payload", payload); |
| | | ws.send(subscribeMsg.toJSONString()); |
| | | log.info("[{}] 已发送订阅请求,合约: {}, 周期: {}", CHANNEL_NAME, contract, INTERVAL); |
| | | msg.put("payload", payload); |
| | | ws.send(msg.toJSONString()); |
| | | log.info("[{}] 订阅成功, 合约:{}, 周期:{}", CHANNEL_NAME, contract, INTERVAL); |
| | | } |
| | | |
| | | @Override |
| | | public void unsubscribe(WebSocketClient ws) { |
| | | JSONObject unsubscribeMsg = new JSONObject(); |
| | | unsubscribeMsg.put("time", System.currentTimeMillis() / 1000); |
| | | unsubscribeMsg.put("channel", CHANNEL_NAME); |
| | | unsubscribeMsg.put("event", "unsubscribe"); |
| | | JSONObject msg = new JSONObject(); |
| | | msg.put("time", System.currentTimeMillis() / 1000); |
| | | msg.put("channel", CHANNEL_NAME); |
| | | msg.put("event", "unsubscribe"); |
| | | JSONArray payload = new JSONArray(); |
| | | payload.add(INTERVAL); |
| | | payload.add(contract); |
| | | unsubscribeMsg.put("payload", payload); |
| | | ws.send(unsubscribeMsg.toJSONString()); |
| | | log.info("[{}] 已发送取消订阅请求,合约: {}, 周期: {}", CHANNEL_NAME, contract, INTERVAL); |
| | | msg.put("payload", payload); |
| | | ws.send(msg.toJSONString()); |
| | | log.info("[{}] 取消订阅成功", CHANNEL_NAME); |
| | | } |
| | | |
| | | @Override |
| | | public boolean handleMessage(JSONObject response) { |
| | | String channel = response.getString("channel"); |
| | | if (!CHANNEL_NAME.equals(channel)) { |
| | | if (!CHANNEL_NAME.equals(response.getString("channel"))) { |
| | | return false; |
| | | } |
| | | try { |
| | | JSONArray resultArray = response.getJSONArray("result"); |
| | | if (resultArray == null || resultArray.isEmpty()) { |
| | | log.warn("[{}] 数据为空", CHANNEL_NAME); |
| | | return true; |
| | | } |
| | | if (resultArray == null || resultArray.isEmpty()) { log.warn("[{}] 数据为空", CHANNEL_NAME); return true; } |
| | | JSONObject data = resultArray.getJSONObject(0); |
| | | BigDecimal closePx = new BigDecimal(data.getString("c")); |
| | | long t = data.getLong("t"); |
| | | boolean windowClosed = data.getBooleanValue("w"); |
| | | |
| | | log.info("========== Gate K线数据 =========="); |
| | | log.info("名称(n): {}", data.getString("n")); |
| | | log.info("时间 : {}", DateUtil.TimeStampToDateTime(t)); |
| | | log.info("开盘(o): {}", data.getString("o")); |
| | | log.info("最高(h): {}", data.getString("h")); |
| | | log.info("最低(l): {}", data.getString("l")); |
| | | log.info("收盘(c): {}", data.getString("c")); |
| | | log.info("成交量(v): {}", data.getString("v")); |
| | | log.info("成交额(a): {}", data.getString("a")); |
| | | log.info("K线完结(w): {}", windowClosed); |
| | | log.info("名称: {} 时间: {}", data.getString("n"), DateUtil.TimeStampToDateTime(data.getLong("t"))); |
| | | log.info("开盘: {} 最高: {} 最低: {} 收盘: {} 成交量: {} 成交额: {} 已完结: {}", |
| | | data.getString("o"), data.getString("h"), data.getString("l"), |
| | | data.getString("c"), data.getString("v"), data.getString("a"), |
| | | data.getBooleanValue("w")); |
| | | log.info("=================================="); |
| | | |
| | | if (gridTradeService != null) { |
| | | gridTradeService.onKline(closePx); |
| | | } |
| | | } catch (Exception e) { |
| | | log.error("[{}] 处理数据失败", CHANNEL_NAME, e); |
| | | } |
| | | } catch (Exception e) { log.error("[{}] 处理数据失败", CHANNEL_NAME, e); } |
| | | return true; |
| | | } |
| | | } |