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，
@@ -55,10 +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 = "BTC_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;
@@ -72,11 +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;
        this.gridTradeService = gridTradeService;
        this.apiKey = apiKey;
        this.apiSecret = apiSecret;
    }

    /**
@@ -99,6 +100,7 @@

        if (webSocketClient != null && webSocketClient.isOpen()) {
            unsubscribeKlineChannels();
            unsubscribePositionsChannels();
            try {
                Thread.sleep(500);
            } catch (InterruptedException e) {
@@ -179,6 +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");
@@ -256,6 +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);
@@ -267,6 +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);
    }

    /**
@@ -295,7 +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);
@@ -351,115 +410,58 @@
            BigDecimal vol = new BigDecimal(data.getString("v"));
            BigDecimal baseVol = new BigDecimal(data.getString("a"));
            String name = data.getString("n");
            long tsSeconds = data.getLong("t");
            long t = data.getLong("t");
            boolean windowClosed = data.getBooleanValue("w");
            String time = DateUtil.TimeStampToDateTime(tsSeconds * 1000);
            String time = DateUtil.TimeStampToDateTime(t);

            System.out.println("========== Gate K线数据 ==========");
            System.out.println("名称(n): " + name);
            System.out.println("时间  : " + time);
            System.out.println("开盘(o): " + openPx);
            System.out.println("最高(h): " + highPx);
            System.out.println("最低(l): " + lowPx);
            System.out.println("收盘(c): " + closePx);
            System.out.println("成交量(v): " + vol);
            System.out.println("成交额(a): " + baseVol);
            System.out.println("K线完结(w): " + windowClosed);
            System.out.println("==================================");
            log.info("========== Gate K线数据 ==========");
            log.info("名称(n): " + name);
            log.info("时间  : " + time);
            log.info("开盘(o): " + openPx);
            log.info("最高(h): " + highPx);
            log.info("最低(l): " + lowPx);
            log.info("收盘(c): " + closePx);
            log.info("成交量(v): " + vol);
            log.info("成交额(a): " + baseVol);
            log.info("K线完结(w): " + windowClosed);
            log.info("==================================");

            if (windowClosed) {
                MacdEmaStrategy strategy = new MacdEmaStrategy();

                List<Kline> kline1MinuteData = getKlineDataByInstIdAndBar(CoinEnums.HE_YUE.getCode(), "1m");
                List<BigDecimal> historicalPrices1M = kline1MinuteData.stream()
                        .map(Kline::getC)
                        .collect(Collectors.toList());

                MacdEmaStrategy.TradingOrder tradingOrderOpenOpen = strategy.generateTradingOrder(historicalPrices1M, MacdMaStrategy.OperationType.open.name());
                if (tradingOrderOpenOpen == null) {
                    return;
                }

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

    private void doOpen(WebSocketClient webSocketClient, String accountName, MacdEmaStrategy.TradingOrder tradingOrderOpenOpen, BigDecimal closePx) {
        // 根据信号执行交易操作
        TradeRequestParam tradeRequestParam = new TradeRequestParam();

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

        String side = tradingOrderOpenOpen.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(webSocketClient, tradeRequestParam);
    }

    private List<Kline> getKlineDataByInstIdAndBar(String instId, String bar) {
        List<Kline> klineList = new ArrayList<>();
    private void processPositionData(JSONObject response) {
        try {
            LinkedHashMap<String, Object> requestParam = new LinkedHashMap<>();
            requestParam.put("instId", instId);
            requestParam.put("bar", bar);
            requestParam.put("limit", "200");
            String result = ExchangeLoginService.getInstance(ExchangeInfoEnum.OKX_UAT.name()).lineHistory(requestParam);
            JSONObject json = JSON.parseObject(result);
            String data = json.getString("data");
            
            if (data != null) {
                List<String[]> klinesList = JSON.parseArray(data, String[].class);
                if (!CollUtil.isEmpty(klinesList)) {
                    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 {
                                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);
                            }
                        } else {
                            log.warn("K线数据数组长度不足: {}", Arrays.toString(s));
                        }
                    }
                }
            } else {
                log.warn("K线数据为空");
            JSONArray resultArray = response.getJSONArray("result");
            if (resultArray == null || resultArray.isEmpty()) {
                return;
            }
        } catch (JSONException e) {
            log.error("K线数据解析失败", e);
        } catch (Exception e) {
            log.error("获取K线数据异常", e);
        }
        return klineList;
    }
            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"));

    /**
     * 构建 Redis Key
     */
    private String buildRedisKey(String instId) {
        return "PRICE_" + instId.replace("-", "");
                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);
        }
    }

    /**