| | |
| | | this.gridTradeService = gridTradeService; |
| | | } |
| | | |
| | | /** @return 频道名称 "futures.candlesticks" */ |
| | | @Override |
| | | public String getChannelName() { return CHANNEL_NAME; } |
| | | |
| | | /** |
| | | * 发送 K 线频道订阅请求(公开频道,无需签名)。 |
| | | * |
| | | * <h3>订阅格式</h3> |
| | | * <pre> |
| | | * { |
| | | * "time": <unix时间戳(秒)>, |
| | | * "channel": "futures.candlesticks", |
| | | * "event": "subscribe", |
| | | * "payload": ["1m", "{contract}"] |
| | | * } |
| | | * </pre> |
| | | */ |
| | | @Override |
| | | public void subscribe(WebSocketClient ws) { |
| | | JSONObject msg = new JSONObject(); |
| | |
| | | log.info("[{}] 订阅成功, 合约:{}, 周期:{}", CHANNEL_NAME, contract, INTERVAL); |
| | | } |
| | | |
| | | /** |
| | | * 发送 K 线频道取消订阅请求。 |
| | | */ |
| | | @Override |
| | | public void unsubscribe(WebSocketClient ws) { |
| | | JSONObject msg = new JSONObject(); |
| | |
| | | log.info("[{}] 取消订阅成功", CHANNEL_NAME); |
| | | } |
| | | |
| | | /** |
| | | * 处理 K 线推送消息。 |
| | | * |
| | | * <h3>数据提取</h3> |
| | | * result[0] 中提取: |
| | | * <ul> |
| | | * <li>c(close):收盘价 → 传给 gridTradeService.onKline()</li> |
| | | * <li>n(name):烛线名称(如 "1m_ETH_USDT")</li> |
| | | * <li>t(time):烛线起始时间戳</li> |
| | | * <li>w(window_close):烛线是否完结(仅日志输出,不做门控)</li> |
| | | * </ul> |
| | | * |
| | | * <h3>注意</h3> |
| | | * 不判断 w(已完结)——策略需要 tick 级实时响应价格变动, |
| | | * 而非等 1 分钟烛线完结后才行动。 |
| | | * |
| | | * @param response WebSocket 推送的完整 JSON |
| | | * @return true 表示已处理(匹配成功) |
| | | */ |
| | | @Override |
| | | public boolean handleMessage(JSONObject response) { |
| | | if (!CHANNEL_NAME.equals(response.getString("channel"))) { |
| | |
| | | |
| | | 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("收盘: {} 已完结: {}",data.getString("c"),data.getBooleanValue("w")); |
| | | log.info("=================================="); |
| | | |
| | | if (gridTradeService != null) { |