exchange.git - Gitblit

			@@ -3,11 +3,14 @@
			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;
			import com.xcong.excoin.modules.blackchain.service.DateUtil;
			import com.xcong.excoin.modules.okxNewPrice.celue.CaoZuoService;
			import com.xcong.excoin.modules.okxNewPrice.indicator.TradingStrategy;
			import com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy.MacdEmaStrategy;
			import com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy.MacdMaStrategy;
			import com.xcong.excoin.modules.okxNewPrice.okxWs.*;
			import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
			@@ -332,6 +335,8 @@
			BigDecimal lowPx = new BigDecimal(data.getString(3));
			BigDecimal closePx = new BigDecimal(data.getString(4));
			BigDecimal vol = new BigDecimal(data.getString(5));
			//ts String 开始时间，Unix时间戳的毫秒数格式，如 1597026383085 转日期：2020-08-07 15:13:03.085
			String time = DateUtil.TimeStampToDateTime(Long.parseLong(data.getString(0)));
			/**
			* K线状态
			* 0：K线未完结
			@@ -339,37 +344,30 @@
			*/
			String confirm = data.getString(8);
			if ("1".equals(confirm)){
			log.info("{}开仓{}:{}",time,closePx,instId);
			//调用策略
			// 创建策略实例
			MacdMaStrategy strategy = new MacdMaStrategy();
			// MacdMaStrategy strategy = new MacdMaStrategy();
			MacdEmaStrategy strategy = new MacdEmaStrategy();

			// 生成100个15分钟价格数据点
			// 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());
			// 使用策略分析最新价格数据
			MacdMaStrategy.TradingOrder tradingOrderOpen1M = strategy.generateTradingOrder(historicalPrices1M,MacdMaStrategy.OperationType.open.name());
			if (tradingOrderOpen1M == null ){
			return;
			}

			// List<Kline> kline15MinuteData = getKlineDataByInstIdAndBar(instId, "15m");
			// List<BigDecimal> historicalPrices15M = kline15MinuteData.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());
			// // 使用策略分析最新价格数据
			// MacdMaStrategy.TradingOrder tradingOrderOpen15M = strategy.generateTradingOrder(historicalPrices15M,MacdMaStrategy.OperationType.open.name());
			// if (tradingOrderOpen15M == null ){
			// return;
			// }
			//
			// if (!tradingOrderOpen1M.getPosSide().equals(tradingOrderOpen15M.getPosSide())){
			// return;
			// }

			// log.info("1分钟和15分钟K线方向一致，开始执行交易操作！");

			// log.info("1D:{}", JSONUtil.parse( historicalPrices1D));
			// 使用策略分析最新价格数据
			// MacdMaStrategy.TradingOrder tradingOrderOpenOpen = strategy.generateTradingOrder(historicalPrices1M,historicalPrices1D,MacdMaStrategy.OperationType.open.name());
			MacdEmaStrategy.TradingOrder tradingOrderOpenOpen = strategy.generateTradingOrder(historicalPrices1M, MacdMaStrategy.OperationType.open.name());
			if (tradingOrderOpenOpen == null){
			return;
			}

			Collection<OkxQuantWebSocketClient> allClients = clientManager.getAllClients();
			//如果为空，则直接返回
			@@ -380,16 +378,16 @@
			for (OkxQuantWebSocketClient client : clientManager.getAllClients()) {
			String accountName = client.getAccountName();
			if (accountName != null) {
			if (ObjectUtil.isNotEmpty(tradingOrderOpen1M)){
			if (ObjectUtil.isNotEmpty(tradingOrderOpenOpen)){
			// 根据信号执行交易操作
			TradeRequestParam tradeRequestParam = new TradeRequestParam();

			String posSide = tradingOrderOpen1M.getPosSide();
			String posSide = tradingOrderOpenOpen.getPosSide();
			tradeRequestParam.setPosSide(posSide);
			String currentPrice = String.valueOf(closePx);
			tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);

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

			String clOrdId = WsParamBuild.getOrderNum(side);
			@@ -402,6 +400,64 @@
			}
			}
			}
			// else{
			// log.info("{}平仓{}:{}",time,closePx,instId);
			// //调用策略
			// // 创建策略实例
			// MacdMaStrategy strategy = new MacdMaStrategy();
			//
			// // 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());
			// // 使用策略分析最新价格数据
			// MacdMaStrategy.TradingOrder tradingOrderOpenClose = strategy.generateTradingOrder(historicalPrices1M,historicalPrices1D,MacdMaStrategy.OperationType.close.name());
			// if (tradingOrderOpenClose == 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(tradingOrderOpenClose)){
			// // 根据信号执行交易操作
			// TradeRequestParam tradeRequestParam = new TradeRequestParam();
			// tradeRequestParam.setAccountName(accountName);
			// tradeRequestParam.setMarkPx(String.valueOf(closePx));
			// tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
			// tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
			// tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
			// String posSide = tradingOrderOpenClose.getPosSide();
			// tradeRequestParam.setPosSide(posSide);
			//
			// String side = tradingOrderOpenClose.getSide();
			// tradeRequestParam.setSide(side);
			//
			// String clOrdId = WsParamBuild.getOrderNum(side);
			// tradeRequestParam.setClOrdId(clOrdId);
			//
			// String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
			// BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
			// tradeRequestParam.setSz(String.valueOf(pos));
			// TradeOrderWs.orderZhiYingZhiSunEventNoState(client.getWebSocketClient(), tradeRequestParam);
			// }
			// }
			// }
			// }
			}
			} catch (Exception e) {
			log.error("处理 K线频道推送数据失败", e);
			@@ -425,16 +481,19 @@
			for (String[] s : klinesList) {
			// 确保数组有足够的元素
			if (s != null && s.length >= 9) {
			String s1 = s[8];
			try {
			Kline kline = new Kline();
			kline.setTs(s[0]);
			kline.setO(new BigDecimal(s[1]));
			kline.setH(new BigDecimal(s[2]));
			kline.setL(new BigDecimal(s[3]));
			kline.setC(new BigDecimal(s[4]));
			kline.setVol(new BigDecimal(s[5]));
			kline.setConfirm(s[8]);
			klineList.add(kline);
			if ("1".equals(s1)){
			Kline kline = new Kline();
			kline.setTs(s[0]);
			kline.setO(new BigDecimal(s[1]));
			kline.setH(new BigDecimal(s[2]));
			kline.setL(new BigDecimal(s[3]));
			kline.setC(new BigDecimal(s[4]));
			kline.setVol(new BigDecimal(s[5]));
			kline.setConfirm(s[8]);
			klineList.add(kline);
			}
			} catch (NumberFormatException e) {
			log.error("K线数据转换为BigDecimal失败: {}", Arrays.toString(s), e);
			}