| | |
| | | * <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 |
| | | * → WAITING_KLINE: 首次 K 线触发基底双开 |
| | | * → ACTIVE: 驱动 processShortGrid + processLongGrid 网格触发 |
| | | * </pre> |
| | | * |
| | | * <h3>订阅格式</h3> |
| | |
| | | payload.add(contract); |
| | | msg.put("payload", payload); |
| | | ws.send(msg.toJSONString()); |
| | | log.info("[{}] subscribed, contract:{}, interval:{}", CHANNEL_NAME, contract, INTERVAL); |
| | | log.info("[{}] 订阅成功, 合约:{}, 周期:{}", CHANNEL_NAME, contract, INTERVAL); |
| | | } |
| | | |
| | | @Override |
| | |
| | | payload.add(contract); |
| | | msg.put("payload", payload); |
| | | ws.send(msg.toJSONString()); |
| | | log.info("[{}] unsubscribed", CHANNEL_NAME); |
| | | log.info("[{}] 取消订阅成功", CHANNEL_NAME); |
| | | } |
| | | |
| | | @Override |
| | | public boolean handleMessage(JSONObject response) { |
| | | if (!CHANNEL_NAME.equals(response.getString("channel"))) return false; |
| | | if (!CHANNEL_NAME.equals(response.getString("channel"))) { |
| | | return false; |
| | | } |
| | | try { |
| | | JSONArray resultArray = response.getJSONArray("result"); |
| | | if (resultArray == null || resultArray.isEmpty()) { log.warn("[{}] empty", 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")); |
| | | |
| | | log.info("========== Gate K线 =========="); |
| | | log.info("n:{} t:{} o:{} h:{} l:{} c:{} v:{} a:{} w:{}", |
| | | data.getString("n"), DateUtil.TimeStampToDateTime(data.getLong("t")), |
| | | log.info("========== Gate K线数据 =========="); |
| | | 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("=============================="); |
| | | log.info("=================================="); |
| | | |
| | | if (gridTradeService != null) gridTradeService.onKline(closePx); |
| | | } catch (Exception e) { log.error("[{}] handle fail", CHANNEL_NAME, e); } |
| | | if (gridTradeService != null) { |
| | | gridTradeService.onKline(closePx); |
| | | } |
| | | } catch (Exception e) { log.error("[{}] 处理数据失败", CHANNEL_NAME, e); } |
| | | return true; |
| | | } |
| | | } |