refactor(okxNewPrice): 优化交易参数设置逻辑

Administrator

2025-12-27 5afb21b23b4f7c968ed5cb76e6be29308d6bff91

 src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java

@@ -1,11 +1,13 @@
package com.xcong.excoin.modules.okxNewPrice;

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.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;
@@ -25,10 +27,7 @@
import java.math.BigDecimal;
import java.net.URI;
import java.net.URISyntaxException;
import java.util.ArrayList;
import java.util.Collection;
import java.util.LinkedHashMap;
import java.util.List;
import java.util.*;
import java.util.concurrent.*;
import java.util.concurrent.atomic.AtomicBoolean;
import java.util.concurrent.atomic.AtomicReference;
@@ -57,7 +56,8 @@
    private final AtomicBoolean isConnecting = new AtomicBoolean(false);
    private final AtomicBoolean isInitialized = new AtomicBoolean(false);

    private static final String CHANNEL = "candle15m";
    private static final String CHANNEL = "candle5m";
//    private static final String CHANNEL = "candle15m";

    // 心跳超时时间(秒)，小于30秒
    private static final int HEARTBEAT_TIMEOUT = 10;
@@ -257,10 +257,147 @@
                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();
                            tradeRequestParam.setPosSide(posSide);
                            String currentPrice = String.valueOf(closePx);
                            tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);

                            String side = tradingOrder.getSide();
                            tradeRequestParam.setSide(side);

                            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);
        }
    }

@@ -339,7 +476,7 @@
                    List<Kline> kline15MinuteData = getKlineDataByInstIdAndBar(instId, "15m");
                    //stream流获取kline15MinuteData中的o数据的集合
                    List<BigDecimal> prices = kline15MinuteData.stream()
                            .map(Kline::getO)
                            .map(Kline::getC)
                            .collect(Collectors.toList());

                    // 生成对应的高、低、收盘价数据
@@ -349,9 +486,7 @@
                    List<BigDecimal> low = kline15MinuteData.stream()
                            .map(Kline::getL)
                            .collect(Collectors.toList());
                    List<BigDecimal> close = kline15MinuteData.stream()
                            .map(Kline::getC)
                            .collect(Collectors.toList());
                    List<BigDecimal> close = prices;

                    // 生成成交量数据
                    List<BigDecimal> volume = kline15MinuteData.stream()
@@ -381,10 +516,10 @@
                    boolean hasUpcomingEvent = false; // 无即将到来的重大事件
                    // 确定市场方向
                    TradingStrategy.Direction direction = tradingStrategy.getDirection(prices, high, low, close, currentPrice);
                    System.out.println("市场方向（15分钟）: " + direction);
                    if (direction == TradingStrategy.Direction.RANGING){
                        return;
                    }
                    log.info("市场方向（15分钟）: {}", direction);
//                    if (direction == TradingStrategy.Direction.RANGING){
//                        return;
//                    }

                    /**
                     * 获取当前网格信息
@@ -414,7 +549,7 @@

                            }
                            //先判断账户是否有持空仓
                            String positionShortAccountName = PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_LONG.getCode());
                            String positionShortAccountName = PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_SHORT.getCode());
                            BigDecimal imrShort = PositionsWs.getAccountMap(positionShortAccountName).get("imr");
                            if (imrShort != null && imrShort.compareTo(BigDecimal.ZERO) > 0){
                                log.info("账户{}有持空仓", accountName);
@@ -496,33 +631,51 @@
    }

    private List<Kline> getKlineDataByInstIdAndBar(String instId, String bar) {


        LinkedHashMap<String, Object> requestParam = new LinkedHashMap<>();
        requestParam.put("instId",instId);
        requestParam.put("bar",bar);
        requestParam.put("limit","100");
        String result = ExchangeLoginService.getInstance(ExchangeInfoEnum.OKX_UAT.name()).lineHistory(requestParam);
        log.info("加载OKX-KLINE，{}", result);
        JSONObject json = JSON.parseObject(result);
        String data = json.getString("data");
        List<String[]> klinesList = JSON.parseArray(data, String[].class);
        if(CollUtil.isEmpty(klinesList)){
            return  null;
        List<Kline> klineList = new ArrayList<>();
        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);
            log.info("加载OKX-KLINE，{}", result);
            
            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) {
                            try {
                                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");
            }
        } 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);
        }
        ArrayList<Kline> objects = new ArrayList<>();
        for(String[] s : klinesList) {
            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]);
            objects.add(kline);
        }
        return objects;
        return klineList;
    }

    /**