feat(okxNewPrice): 添加价格数据日志记录功能

Administrator

7 days ago 0dac65efdc9533dd12317993e85d6babaa0a26a9

 src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java

@@ -3,6 +3,7 @@
import cn.hutool.core.collection.CollUtil;
import cn.hutool.core.util.ObjectUtil;
import cn.hutool.json.JSONException;
import cn.hutool.json.JSONUtil;
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
@@ -57,8 +58,8 @@
    private final AtomicBoolean isConnecting = new AtomicBoolean(false);
    private final AtomicBoolean isInitialized = new AtomicBoolean(false);

    private static final String CHANNEL = "mark-price";
//    private static final String CHANNEL = "candle5m";
//    private static final String CHANNEL = "mark-price";
    private static final String CHANNEL = "candle1m";
//    private static final String CHANNEL = "candle15m";

    // 心跳超时时间(秒)，小于30秒
@@ -123,7 +124,7 @@

    private static final String WS_URL_MONIPAN = "wss://wspap.okx.com:8443/ws/v5/business";
    private static final String WS_URL_SHIPAN = "wss://ws.okx.com:8443/ws/v5/business";
    private static final boolean isAccountType = true;
    private static final boolean isAccountType = false;

    /**
     * 建立与 OKX WebSocket 服务器的连接。
@@ -247,6 +248,11 @@
     */
    private void handleWebSocketMessage(String message) {
        try {
            if ("pong".equals(message)) {
                log.debug("{}: 收到心跳响应");
                cancelPongTimeout();
                return;
            }
            JSONObject response = JSON.parseObject(message);
            String event = response.getString("event");

@@ -275,193 +281,6 @@
     * @param response 包含价格数据的 JSON 对象
     */
    private void processPushDataV2(JSONObject response) {
        try {
            JSONArray dataArray = response.getJSONArray("data");
            if (dataArray != null && !dataArray.isEmpty()) {
                for (int i = 0; i < dataArray.size(); i++) {
                    try {
                        JSONObject priceData = dataArray.getJSONObject(i);
                        String instId = priceData.getString("instId");
                        String markPx = priceData.getString("markPx");
                        // 保存价格到Redis
                        redisUtils.set(CoinEnums.HE_YUE.getCode(), markPx);

                        log.debug("更新最新价格: {} = {}, 币种: {}", CoinEnums.HE_YUE.getCode(), markPx, instId);

                        // 价格变化时，触发所有账号的量化操作

                        //调用策略
                        // 创建策略实例
                        MacdMaStrategy strategy = new MacdMaStrategy();

                        // 生成100个15分钟价格数据点
                        List<Kline> kline15MinuteData = getKlineDataByInstIdAndBar(instId, "1m");
                        List<BigDecimal> historicalPrices = kline15MinuteData.stream()
                                .map(Kline::getC)
                                .collect(Collectors.toList());
                        log.info("生成100个15分钟价格数据点成功！");
                        // 使用策略分析最新价格数据
                        MacdMaStrategy.TradingOrder tradingOrderOpen = strategy.generateTradingOrder(historicalPrices,MacdMaStrategy.OperationType.open.name());
                        if (tradingOrderOpen == null ){
                            return;
                        }
                        Collection<OkxQuantWebSocketClient> allClients = clientManager.getAllClients();
                        //如果为空，则直接返回
                        if (allClients.isEmpty()) {
                            return;
                        }
                        // 获取所有OkxQuantWebSocketClient实例
                        for (OkxQuantWebSocketClient client : clientManager.getAllClients()) {
                            String accountName = client.getAccountName();
                            if (accountName != null) {
                                if (ObjectUtil.isNotEmpty(tradingOrderOpen)){
                                    // 根据信号执行交易操作
                                    TradeRequestParam tradeRequestParam = new TradeRequestParam();

                                    String posSide = tradingOrderOpen.getPosSide();
                                    tradeRequestParam.setPosSide(posSide);
                                    String currentPrice = String.valueOf(markPx);
                                    tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);

                                    String side = tradingOrderOpen.getSide();
                                    tradeRequestParam.setSide(side);

                                    String clOrdId = WsParamBuild.getOrderNum(side);
                                    tradeRequestParam.setClOrdId(clOrdId);

                                    String sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
                                    tradeRequestParam.setSz(sz);
                                    TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
                                }
                            }
                        }
                    } catch (Exception innerEx) {
                        log.warn("处理单条价格数据失败", innerEx);
                    }
                }
            }
        } catch (Exception e) {
            log.error("处理价格推送数据失败", e);
        }
//        try {
//            /**
//             * {
//             *   "arg": {
//             *     "channel": "candle1D",
//             *     "instId": "BTC-USDT"
//             *   },
//             *   "data": [
//             *     [
//             *       "1629993600000",
//             *       "42500",
//             *       "48199.9",
//             *       "41006.1",
//             *       "41006.1",
//             *       "3587.41204591",
//             *       "166741046.22583129",
//             *       "166741046.22583129",
//             *       "0"
//             *     ]
//             *   ]
//             * }
//             */
//            JSONObject arg = response.getJSONObject("arg");
//            if (arg == null) {
//                log.warn("{}: 无效的推送数据，缺少 'arg' 字段", response);
//                return;
//            }
//
//            String channel = arg.getString("channel");
//            if (channel == null) {
//                log.warn("{}: 无效的推送数据，缺少 'channel' 字段", response);
//                return;
//            }
//
//            String instId = arg.getString("instId");
//            if (instId == null) {
//                log.warn("{}: 无效的推送数据，缺少 'instId' 字段", response);
//                return;
//            }
//
//            if (CHANNEL.equals(channel) && CoinEnums.HE_YUE.getCode().equals(instId)) {
//                JSONArray dataArray = response.getJSONArray("data");
//                if (dataArray == null || dataArray.isEmpty()) {
//                    log.warn("K线频道数据为空");
//                    return;
//                }
//                JSONArray data = dataArray.getJSONArray(0);
//                BigDecimal openPx = new BigDecimal(data.getString(1));
//                BigDecimal highPx = new BigDecimal(data.getString(2));
//                BigDecimal lowPx = new BigDecimal(data.getString(3));
//                BigDecimal closePx = new BigDecimal(data.getString(4));
//                BigDecimal vol = new BigDecimal(data.getString(5));
//                /**
//                 * K线状态
//                 * 0：K线未完结
//                 * 1：K线已完结
//                 */
//                String confirm = data.getString(8);
//                if ("1".equals(confirm)){
//                    //调用策略
//                    // 创建策略实例
//                    MacdMaStrategy strategy = new MacdMaStrategy();
//
//                    // 生成100个15分钟价格数据点
//                    List<Kline> kline15MinuteData = getKlineDataByInstIdAndBar(instId, "1m");
//                    List<BigDecimal> historicalPrices = kline15MinuteData.stream()
//                            .map(Kline::getC)
//                            .collect(Collectors.toList());
//                    log.info("生成100个15分钟价格数据点成功！");
//                    // 使用策略分析最新价格数据
//                    MacdMaStrategy.TradingOrder tradingOrderOpen = strategy.generateTradingOrder(historicalPrices,MacdMaStrategy.OperationType.open.name());
//                    if (tradingOrderOpen == null ){
//                        return;
//                    }
//                    Collection<OkxQuantWebSocketClient> allClients = clientManager.getAllClients();
//                    //如果为空，则直接返回
//                    if (allClients.isEmpty()) {
//                        return;
//                    }
//                    // 获取所有OkxQuantWebSocketClient实例
//                    for (OkxQuantWebSocketClient client : clientManager.getAllClients()) {
//                        String accountName = client.getAccountName();
//                        if (accountName != null) {
//                            if (ObjectUtil.isNotEmpty(tradingOrderOpen)){
//                                // 根据信号执行交易操作
//                                TradeRequestParam tradeRequestParam = new TradeRequestParam();
//
//                                String posSide = tradingOrderOpen.getPosSide();
//                                tradeRequestParam.setPosSide(posSide);
//                                String currentPrice = String.valueOf(closePx);
//                                tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);
//
//                                String side = tradingOrderOpen.getSide();
//                                tradeRequestParam.setSide(side);
//
//                                String clOrdId = WsParamBuild.getOrderNum(side);
//                                tradeRequestParam.setClOrdId(clOrdId);
//
//                                String sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
//                                tradeRequestParam.setSz(sz);
//                                TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
//                            }
//                        }
//                    }
//                }
//            }
//        } catch (Exception e) {
//            log.error("处理 K线频道推送数据失败", e);
//        }
    }

    /**
     * 解析并处理价格推送数据。
     * 将最新的标记价格存入 Redis 并触发后续业务逻辑比较处理。
     * 当价格变化时，调用CaoZuoService的caoZuo方法，触发所有账号的量化操作
     *
     * @param response 包含价格数据的 JSON 对象
     */
    private void processPushData(JSONObject response) {
        try {
            /**
             * {
@@ -522,63 +341,32 @@
                String confirm = data.getString(8);
                if ("1".equals(confirm)){
                    //调用策略
                    // 创建交易策略
                    TradingStrategy tradingStrategy = new TradingStrategy();
                    // 创建策略实例
                    MacdMaStrategy strategy = new MacdMaStrategy();

                    // 生成100个15分钟价格数据点
                    List<Kline> kline15MinuteData = getKlineDataByInstIdAndBar(instId, "15m");
                    //stream流获取kline15MinuteData中的o数据的集合
                    List<BigDecimal> prices = kline15MinuteData.stream()
                    // 生成200个1m价格数据点
                    List<Kline> kline1MinuteData = getKlineDataByInstIdAndBar(instId, "1m");
                    List<BigDecimal> historicalPrices1M = kline1MinuteData.stream()
                            .map(Kline::getC)
                            .collect(Collectors.toList());

                    // 生成对应的高、低、收盘价数据
                    List<BigDecimal> high = kline15MinuteData.stream()
                            .map(Kline::getH)
                            .collect(Collectors.toList());
                    List<BigDecimal> low = kline15MinuteData.stream()
                            .map(Kline::getL)
                            .collect(Collectors.toList());
                    List<BigDecimal> close = prices;
                    log.info("1m:{}", JSONUtil.parse( kline1MinuteData));

                    // 生成成交量数据
                    List<BigDecimal> volume = kline15MinuteData.stream()
                            .map(Kline::getVol)
                            .collect(Collectors.toList());

                    // 获取最新价格
                    BigDecimal currentPrice = closePx;

                    // 生成多周期价格数据（5分钟、1小时、4小时）
                    List<Kline> kline5MinuteData = getKlineDataByInstIdAndBar(instId, "5m");
                    List<BigDecimal> fiveMinPrices = kline5MinuteData.stream()
                    // 生成200个1D价格数据点
                    List<Kline> kline1DayData = getKlineDataByInstIdAndBar(instId, "1D");
                    List<BigDecimal> historicalPrices1D = kline1DayData.stream()
                            .map(Kline::getC)
                            .collect(Collectors.toList());
                    List<Kline> kline60MinuteData = getKlineDataByInstIdAndBar(instId, "1H");
                    List<BigDecimal> oneHourPrices = kline60MinuteData.stream()
                            .map(Kline::getC)
                            .collect(Collectors.toList());
                    List<Kline> kline240MinuteData = getKlineDataByInstIdAndBar(instId, "4H");
                    List<BigDecimal> fourHourPrices = kline240MinuteData.stream()
                            .map(Kline::getC)
                            .collect(Collectors.toList());
                    log.info("1D:{}", JSONUtil.parse( historicalPrices1D));
                    // 使用策略分析最新价格数据
                    MacdMaStrategy.TradingOrder tradingOrderOpen1M = strategy.generateTradingOrder(historicalPrices1M,historicalPrices1D,MacdMaStrategy.OperationType.open.name());
                    if (tradingOrderOpen1M == null ){
                        return;
                    }
                    if (historicalPrices1D == null ){
                        return;
                    }

                    // 其他参数
                    BigDecimal fundingRate = new BigDecimal("0.001"); // 正常资金费率
                    boolean hasLargeTransfer = false; // 无大额转账
                    boolean hasUpcomingEvent = false; // 无即将到来的重大事件
                    // 确定市场方向
                    TradingStrategy.Direction direction = tradingStrategy.getDirection(prices, high, low, close, currentPrice);
                    log.info("市场方向（15分钟）: {}", direction);
//                    if (direction == TradingStrategy.Direction.RANGING){
//                        return;
//                    }

                    /**
                     * 获取当前网格信息
                     *      根据当前网格的持仓方向获取反方向是否存在持仓
                     *      如果持有，直接止损
                     */
                    Collection<OkxQuantWebSocketClient> allClients = clientManager.getAllClients();
                    //如果为空，则直接返回
                    if (allClients.isEmpty()) {
@@ -588,70 +376,23 @@
                    for (OkxQuantWebSocketClient client : clientManager.getAllClients()) {
                        String accountName = client.getAccountName();
                        if (accountName != null) {
                            TradingStrategy.SignalType signal = TradingStrategy.SignalType.NONE;
                            TradeRequestParam tradeRequestParam = new TradeRequestParam();
                            // 检查当前持仓状态
                            boolean hasLongPosition = false;  // 示例：无当前做多持仓
                            boolean hasShortPosition = false; // 示例：无当前做空持仓
                            //先判断账户是否有持多仓
                            String positionLongAccountName = PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_LONG.getCode());
                            BigDecimal imrLong = PositionsWs.getAccountMap(positionLongAccountName).get("imr");
                            if (imrLong != null && imrLong.compareTo(BigDecimal.ZERO) > 0){
                                log.info("账户{}有持多仓", accountName);
                                hasLongPosition = true;
                            if (ObjectUtil.isNotEmpty(tradingOrderOpen1M)){
                                // 根据信号执行交易操作
                                TradeRequestParam tradeRequestParam = new TradeRequestParam();

                            }
                            //先判断账户是否有持空仓
                            String positionShortAccountName = PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_SHORT.getCode());
                            BigDecimal imrShort = PositionsWs.getAccountMap(positionShortAccountName).get("imr");
                            if (imrShort != null && imrShort.compareTo(BigDecimal.ZERO) > 0){
                                log.info("账户{}有持空仓", accountName);
                                hasShortPosition = true;
                            }
                            signal = tradingStrategy.generateSignal(prices, high, low, close, volume, currentPrice,
                                    hasLongPosition, hasShortPosition,
                                    fiveMinPrices, oneHourPrices, fourHourPrices,
                                    fundingRate, hasLargeTransfer, hasUpcomingEvent);
                            log.info("账户{}交易信号: " + signal, accountName);
                            if (TradingStrategy.SignalType.NONE == signal) {
                                continue;
                            }else if (TradingStrategy.SignalType.BUY == signal){
                                tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, String.valueOf(currentPrice), CoinEnums.POSSIDE_LONG.getCode());
                                tradeRequestParam.setSide(CoinEnums.SIDE_BUY.getCode());
                                String clOrdId = WsParamBuild.getOrderNum(CoinEnums.SIDE_BUY.getCode());
                                String posSide = tradingOrderOpen1M.getPosSide();
                                tradeRequestParam.setPosSide(posSide);
                                String currentPrice = String.valueOf(closePx);
                                tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);

                                String side = tradingOrderOpen1M.getSide();
                                tradeRequestParam.setSide(side);

                                String clOrdId = WsParamBuild.getOrderNum(side);
                                tradeRequestParam.setClOrdId(clOrdId);

                                String sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
                                tradeRequestParam.setSz(sz);
                                TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
                            }else if (TradingStrategy.SignalType.SELL == signal){
                                tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, String.valueOf(currentPrice), CoinEnums.POSSIDE_SHORT.getCode());
                                tradeRequestParam.setSide(CoinEnums.SIDE_SELL.getCode());
                                String clOrdId = WsParamBuild.getOrderNum(CoinEnums.SIDE_SELL.getCode());
                                tradeRequestParam.setClOrdId(clOrdId);
                                String sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
                                tradeRequestParam.setSz(sz);
                                TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
                            }else if (TradingStrategy.SignalType.CLOSE_BUY == signal){
                                tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, String.valueOf(currentPrice), CoinEnums.POSSIDE_LONG.getCode());
                                tradeRequestParam.setSide(CoinEnums.SIDE_SELL.getCode());
                                String clOrdId = WsParamBuild.getOrderNum(CoinEnums.SIDE_SELL.getCode());
                                tradeRequestParam.setClOrdId(clOrdId);
                                BigDecimal pos = PositionsWs.getAccountMap(PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_LONG.getCode())).get("pos");
                                if (BigDecimal.ZERO.compareTo( pos) >= 0) {
                                    tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
                                }
                                tradeRequestParam.setSz(String.valueOf( pos));
                                TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
                            }else if (TradingStrategy.SignalType.CLOSE_SELL == signal){
                                tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, String.valueOf(currentPrice), CoinEnums.POSSIDE_SHORT.getCode());
                                tradeRequestParam.setSide(CoinEnums.SIDE_BUY.getCode());
                                String clOrdId = WsParamBuild.getOrderNum(CoinEnums.SIDE_BUY.getCode());
                                tradeRequestParam.setClOrdId(clOrdId);
                                BigDecimal pos = PositionsWs.getAccountMap(PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_SHORT.getCode())).get("pos");
                                if (BigDecimal.ZERO.compareTo( pos) >= 0) {
                                    tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
                                }
                                tradeRequestParam.setSz(String.valueOf( pos));
                                TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
                            }
                        }
@@ -663,26 +404,6 @@
        }
    }



    /**
     * 触发所有账号的量化操作
     * @param markPx 当前标记价格
     */
    private void triggerQuantOperations(String markPx) {
        try {
            // 1. 判断当前价格属于哪个网格
            WangGeListEnum gridByPriceNew = WangGeListEnum.getGridByPrice(new BigDecimal(markPx));
            if (gridByPriceNew == null) {
                log.error("当前 K线频道{}不在任何网格范围内，无法触发量化操作", markPx);
                return;
            }

        } catch (Exception e) {
            log.error("触发量化操作失败", e);
        }
    }

    private List<Kline> getKlineDataByInstIdAndBar(String instId, String bar) {
        List<Kline> klineList = new ArrayList<>();
        try {
@@ -691,8 +412,6 @@
            requestParam.put("bar", bar);
            requestParam.put("limit", "200");
            String result = ExchangeLoginService.getInstance(ExchangeInfoEnum.OKX_UAT.name()).lineHistory(requestParam);
            log.info("加载OKX-KLINE，{}", result);
            
            JSONObject json = JSON.parseObject(result);
            String data = json.getString("data");
            
@@ -794,9 +513,7 @@
    private void sendPing() {
        try {
            if (webSocketClient != null && webSocketClient.isOpen()) {
                JSONObject ping = new JSONObject();
                ping.put("op", "ping");
                webSocketClient.send(ping.toJSONString());
                webSocketClient.send("ping");
                log.debug("发送ping请求");
            }
        } catch (Exception e) {