| | |
| | | import com.alibaba.fastjson.JSONObject; |
| | | import com.xcong.excoin.modules.okxNewPrice.celue.CaoZuoService; |
| | | import com.xcong.excoin.modules.okxNewPrice.indicator.TradingStrategy; |
| | | 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; |
| | | import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.OrderParamEnums; |
| | |
| | | log.debug("收到pong响应"); |
| | | cancelPongTimeout(); |
| | | } else { |
| | | processPushData(response); |
| | | // processPushData(response); |
| | | processPushDataV2(response); |
| | | } |
| | | } catch (Exception e) { |
| | | log.error("处理WebSocket消息失败: {}", message, e); |
| | | } |
| | | } |
| | | |
| | | /** |
| | | * 解析并处理价格推送数据。 |
| | | * 将最新的标记价格存入 Redis 并触发后续业务逻辑比较处理。 |
| | | * 当价格变化时,调用CaoZuoService的caoZuo方法,触发所有账号的量化操作 |
| | | * |
| | | * @param response 包含价格数据的 JSON 对象 |
| | | */ |
| | | private void processPushDataV2(JSONObject response) { |
| | | try { |
| | | /** |
| | | * { |
| | | * "arg": { |
| | | * "channel": "candle1D", |
| | | * "instId": "BTC-USDT" |
| | | * }, |
| | | * "data": [ |
| | | * [ |
| | | * "1629993600000", |
| | | * "42500", |
| | | * "48199.9", |
| | | * "41006.1", |
| | | * "41006.1", |
| | | * "3587.41204591", |
| | | * "166741046.22583129", |
| | | * "166741046.22583129", |
| | | * "0" |
| | | * ] |
| | | * ] |
| | | * } |
| | | */ |
| | | JSONObject arg = response.getJSONObject("arg"); |
| | | if (arg == null) { |
| | | log.warn("{}: 无效的推送数据,缺少 'arg' 字段", response); |
| | | return; |
| | | } |
| | | |
| | | String channel = arg.getString("channel"); |
| | | if (channel == null) { |
| | | log.warn("{}: 无效的推送数据,缺少 'channel' 字段", response); |
| | | return; |
| | | } |
| | | |
| | | String instId = arg.getString("instId"); |
| | | if (instId == null) { |
| | | log.warn("{}: 无效的推送数据,缺少 'instId' 字段", response); |
| | | return; |
| | | } |
| | | |
| | | if (CHANNEL.equals(channel) && CoinEnums.HE_YUE.getCode().equals(instId)) { |
| | | JSONArray dataArray = response.getJSONArray("data"); |
| | | if (dataArray == null || dataArray.isEmpty()) { |
| | | log.warn("K线频道数据为空"); |
| | | return; |
| | | } |
| | | JSONArray data = dataArray.getJSONArray(0); |
| | | BigDecimal openPx = new BigDecimal(data.getString(1)); |
| | | BigDecimal highPx = new BigDecimal(data.getString(2)); |
| | | BigDecimal lowPx = new BigDecimal(data.getString(3)); |
| | | BigDecimal closePx = new BigDecimal(data.getString(4)); |
| | | BigDecimal vol = new BigDecimal(data.getString(5)); |
| | | /** |
| | | * K线状态 |
| | | * 0:K线未完结 |
| | | * 1:K线已完结 |
| | | */ |
| | | String confirm = data.getString(8); |
| | | if ("1".equals(confirm)){ |
| | | //调用策略 |
| | | // 创建策略实例 |
| | | MacdMaStrategy strategy = new MacdMaStrategy(); |
| | | |
| | | // 生成100个15分钟价格数据点 |
| | | List<Kline> kline15MinuteData = getKlineDataByInstIdAndBar(instId, "15m"); |
| | | List<BigDecimal> historicalPrices = kline15MinuteData.stream() |
| | | .map(Kline::getC) |
| | | .collect(Collectors.toList()); |
| | | log.info("生成100个15分钟价格数据点成功!"); |
| | | // 使用策略分析最新价格数据 |
| | | MacdMaStrategy.TradingOrder tradingOrder = strategy.generateTradingOrder(historicalPrices); |
| | | if (tradingOrder == 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) { |
| | | // 根据信号执行交易操作 |
| | | TradeRequestParam tradeRequestParam = new TradeRequestParam(); |
| | | String posSide = tradingOrder.getPosSide(); |
| | | String side = tradingOrder.getSide(); |
| | | String currentPrice = String.valueOf(closePx); |
| | | tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide); |
| | | String clOrdId = WsParamBuild.getOrderNum(side); |
| | | tradeRequestParam.setClOrdId(clOrdId); |
| | | String sz = null; |
| | | if (posSide == CoinEnums.POSSIDE_LONG.getCode() && side == CoinEnums.SIDE_BUY.getCode()){ |
| | | sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name()); |
| | | tradeRequestParam.setSz(sz); |
| | | TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam); |
| | | |
| | | BigDecimal pos = PositionsWs.getAccountMap(PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_SHORT.getCode())).get("pos"); |
| | | if (BigDecimal.ZERO.compareTo( pos) >= 0) { |
| | | TradeRequestParam tradeRequestParamOld = caoZuoService.caoZuoZhiSunEvent(accountName, String.valueOf(closePx), CoinEnums.POSSIDE_SHORT.getCode()); |
| | | TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParamOld); |
| | | } |
| | | }else if (posSide == CoinEnums.POSSIDE_SHORT.getCode() && side == CoinEnums.SIDE_SELL.getCode()){ |
| | | sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name()); |
| | | tradeRequestParam.setSz(sz); |
| | | TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam); |
| | | |
| | | BigDecimal pos = PositionsWs.getAccountMap(PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_LONG.getCode())).get("pos"); |
| | | if (BigDecimal.ZERO.compareTo( pos) >= 0) { |
| | | TradeRequestParam tradeRequestParamOld = caoZuoService.caoZuoZhiSunEvent(accountName, String.valueOf(closePx), CoinEnums.POSSIDE_LONG.getCode()); |
| | | TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParamOld); |
| | | } |
| | | } |
| | | } |
| | | } |
| | | } |
| | | } |
| | | } catch (Exception e) { |
| | | log.error("处理 K线频道推送数据失败", e); |
| | | } |
| | | } |
| | | |
| | |
| | | LinkedHashMap<String, Object> requestParam = new LinkedHashMap<>(); |
| | | requestParam.put("instId", instId); |
| | | requestParam.put("bar", bar); |
| | | requestParam.put("limit", "100"); |
| | | requestParam.put("limit", "200"); |
| | | String result = ExchangeLoginService.getInstance(ExchangeInfoEnum.OKX_UAT.name()).lineHistory(requestParam); |
| | | log.info("加载OKX-KLINE,{}", result); |
| | | |