refactor(gateApi): 重构网格交易服务为持续循环模式

Administrator

4 days ago 3a0a282099dc5354e2bc070e289e30b43358cd38

 src/main/java/com/xcong/excoin/modules/gateApi/GateKlineWebSocketClient.java

@@ -1,36 +1,24 @@
package com.xcong.excoin.modules.gateApi;

import cn.hutool.core.collection.CollUtil;
import cn.hutool.json.JSONException;
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.macdAndMatrategy.MacdEmaStrategy;
import com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy.MacdMaStrategy;
import com.xcong.excoin.modules.okxNewPrice.okxWs.InstrumentsWs;
import com.xcong.excoin.modules.okxNewPrice.okxWs.TradeOrderWs;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
import com.xcong.excoin.modules.okxNewPrice.okxWs.param.Kline;
import com.xcong.excoin.modules.okxNewPrice.okxWs.param.TradeRequestParam;
import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListService;
import com.xcong.excoin.modules.okxNewPrice.okxpi.config.ExchangeInfoEnum;
import com.xcong.excoin.modules.okxNewPrice.okxpi.config.ExchangeLoginService;
import com.xcong.excoin.modules.okxNewPrice.utils.SSLConfig;
import com.xcong.excoin.modules.okxNewPrice.utils.WsParamBuild;
import lombok.extern.slf4j.Slf4j;
import org.java_websocket.client.WebSocketClient;
import org.java_websocket.handshake.ServerHandshake;

import javax.crypto.Mac;
import javax.crypto.spec.SecretKeySpec;
import java.math.BigDecimal;
import java.net.URI;
import java.net.URISyntaxException;
import java.util.*;
import java.util.concurrent.*;
import java.util.concurrent.atomic.AtomicBoolean;
import java.util.concurrent.atomic.AtomicReference;
import java.util.stream.Collectors;

/**
 * Gate K线 WebSocket 客户端类，用于连接 Gate 的 WebSocket 接口，
@@ -55,12 +43,18 @@
    private final AtomicBoolean isInitialized = new AtomicBoolean(false);

    private static final String CHANNEL = "futures.candlesticks";
    private static final String POSITIONS_CHANNEL = "futures.positions";
    private static final String FUTURES_PING = "futures.ping";
    private static final String FUTURES_PONG = "futures.pong";
    private static final String GATE_INTERVAL = "1m";
    private static final String GATE_CONTRACT = "XAU_USDT";
    private static final String GATE_CONTRACT = "XAUT_USDT";

    private GateGridTradeService gridTradeService;

    private final String apiKey;
    private final String apiSecret;

    private static final char[] HEX_ARRAY = "0123456789abcdef".toCharArray();

    // 心跳超时时间(秒)，小于30秒
    private static final int HEARTBEAT_TIMEOUT = 10;
@@ -74,15 +68,16 @@

    public GateKlineWebSocketClient(CaoZuoService caoZuoService,
                                    GateWebSocketClientManager clientManager,
                                    WangGeListService wangGeListService
                                    WangGeListService wangGeListService,
                                    GateGridTradeService gridTradeService,
                                    String apiKey, String apiSecret
    ) {
        this.caoZuoService = caoZuoService;
        this.clientManager = clientManager;
        this.wangGeListService = wangGeListService;
    }

    public void setGridTradeService(GateGridTradeService gridTradeService) {
        this.gridTradeService = gridTradeService;
        this.apiKey = apiKey;
        this.apiSecret = apiSecret;
    }

    /**
@@ -105,6 +100,7 @@

        if (webSocketClient != null && webSocketClient.isOpen()) {
            unsubscribeKlineChannels();
            unsubscribePositionsChannels();
            try {
                Thread.sleep(500);
            } catch (InterruptedException e) {
@@ -185,6 +181,7 @@
                    if (sharedExecutor != null && !sharedExecutor.isShutdown()) {
                        resetHeartbeatTimer();
                        subscribeKlineChannels();
                        subscribePositionsChannels();
                        subscribePingChannels();
                    } else {
                        log.warn("应用正在关闭，忽略WebSocket连接成功回调");
@@ -262,6 +259,46 @@
        log.info("已发送 futures.ping");
    }

    private void subscribePositionsChannels() {
        JSONObject subscribeMsg = new JSONObject();
        long timeSec = System.currentTimeMillis() / 1000;
        subscribeMsg.put("time", timeSec);
        subscribeMsg.put("channel", POSITIONS_CHANNEL);
        subscribeMsg.put("event", "subscribe");
        JSONArray payload = new JSONArray();
        payload.add("user_id");
        payload.add(GATE_CONTRACT);
        subscribeMsg.put("payload", payload);

        JSONObject auth = new JSONObject();
        auth.put("method", "api_key");
        auth.put("KEY", apiKey);
        auth.put("SIGN", hs512Sign(POSITIONS_CHANNEL, "subscribe", timeSec));
        subscribeMsg.put("auth", auth);

        webSocketClient.send(subscribeMsg.toJSONString());
        log.info("已发送仓位频道订阅请求（含认证），合约: {}", GATE_CONTRACT);
    }

    private String hs512Sign(String channel, String event, long timeSec) {
        try {
            String message = "channel=" + channel + "&event=" + event + "&time=" + timeSec;
            Mac mac = Mac.getInstance("HmacSHA512");
            SecretKeySpec spec = new SecretKeySpec(apiSecret.getBytes(), "HmacSHA512");
            mac.init(spec);
            byte[] hash = mac.doFinal(message.getBytes());
            StringBuilder hex = new StringBuilder(hash.length * 2);
            for (byte b : hash) {
                hex.append(HEX_ARRAY[(b >> 4) & 0xF]);
                hex.append(HEX_ARRAY[b & 0xF]);
            }
            return hex.toString();
        } catch (Exception e) {
            log.error("签名计算失败", e);
            return "";
        }
    }

    private void unsubscribeKlineChannels() {
        JSONObject unsubscribeMsg = new JSONObject();
        unsubscribeMsg.put("time", System.currentTimeMillis() / 1000);
@@ -273,6 +310,18 @@
        unsubscribeMsg.put("payload", payload);
        webSocketClient.send(unsubscribeMsg.toJSONString());
        log.info("已发送 K线频道取消订阅请求，合约: {}, 周期: {}", GATE_CONTRACT, GATE_INTERVAL);
    }

    private void unsubscribePositionsChannels() {
        JSONObject unsubscribeMsg = new JSONObject();
        unsubscribeMsg.put("time", System.currentTimeMillis() / 1000);
        unsubscribeMsg.put("channel", POSITIONS_CHANNEL);
        unsubscribeMsg.put("event", "unsubscribe");
        JSONArray payload = new JSONArray();
        payload.add(GATE_CONTRACT);
        unsubscribeMsg.put("payload", payload);
        webSocketClient.send(unsubscribeMsg.toJSONString());
        log.info("已发送仓位频道取消订阅请求，合约: {}", GATE_CONTRACT);
    }

    /**
@@ -301,7 +350,11 @@
                        error != null ? error.getInteger("code") : "N/A",
                        error != null ? error.getString("message") : response.getString("msg"));
            } else if ("update".equals(event) || "all".equals(event)) {
                processPushDataV2(response);
                if (POSITIONS_CHANNEL.equals(channel)) {
                    processPositionData(response);
                } else if (CHANNEL.equals(channel)) {
                    processPushDataV2(response);
                }
            }
        } catch (Exception e) {
            log.error("处理WebSocket消息失败: {}", message, e);
@@ -374,13 +427,43 @@
            log.info("==================================");

            if (gridTradeService != null) {
                gridTradeService.onKline(closePx, windowClosed);
                gridTradeService.onKline(closePx);
            }
        } catch (Exception e) {
            log.error("处理 K线频道推送数据失败", e);
        }
    }

    private void processPositionData(JSONObject response) {
        try {
            JSONArray resultArray = response.getJSONArray("result");
            if (resultArray == null || resultArray.isEmpty()) {
                return;
            }
            for (int i = 0; i < resultArray.size(); i++) {
                JSONObject pos = resultArray.getJSONObject(i);
                String contract = pos.getString("contract");
                if (!GATE_CONTRACT.equals(contract)) {
                    continue;
                }
                String mode = pos.getString("mode");
                BigDecimal size = new BigDecimal(pos.getString("size"));
                BigDecimal entryPrice = new BigDecimal(pos.getString("entry_price"));
                BigDecimal historyPnl = new BigDecimal(pos.getString("history_pnl"));
                BigDecimal realisedPnl = new BigDecimal(pos.getString("realised_pnl"));

                log.info("仓位推送: contract={}, mode={}, size={}, entry_price={}, history_pnl={}, realised_pnl={}",
                        contract, mode, size, entryPrice, historyPnl, realisedPnl);

                if (gridTradeService != null) {
                    gridTradeService.onPositionUpdate(contract, mode, size, entryPrice, historyPnl, realisedPnl);
                }
            }
        } catch (Exception e) {
            log.error("处理仓位推送数据失败", e);
        }
    }

    /**
     * 启动心跳检测任务。
     * 使用 ScheduledExecutorService 定期检查是否需要发送 ping 请求来维持连接。