| | |
| | | private final AtomicBoolean isConnecting = new AtomicBoolean(false); |
| | | private final AtomicBoolean isInitialized = new AtomicBoolean(false); |
| | | |
| | | private static final String CHANNEL = "candle5m"; |
| | | private static final String CHANNEL = "candle1m"; |
| | | // private static final String CHANNEL = "candle5m"; |
| | | // private static final String CHANNEL = "candle15m"; |
| | | |
| | | // 心跳超时时间(秒),小于30秒 |
| | |
| | | MacdMaStrategy strategy = new MacdMaStrategy(); |
| | | |
| | | // 生成100个15分钟价格数据点 |
| | | List<Kline> kline15MinuteData = getKlineDataByInstIdAndBar(instId, "15m"); |
| | | List<Kline> kline15MinuteData = getKlineDataByInstIdAndBar(instId, "1m"); |
| | | 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()) { |
| | |
| | | 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(); |
| | | 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()){ |
| | | if ( |
| | | (posSide == CoinEnums.POSSIDE_LONG.getCode() && side == CoinEnums.SIDE_BUY.getCode()) |
| | | || |
| | | (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); |
| | | }else if ( |
| | | (posSide == CoinEnums.POSSIDE_LONG.getCode() && side == CoinEnums.SIDE_SELL.getCode()) |
| | | || |
| | | (posSide == CoinEnums.POSSIDE_SHORT.getCode() && side == CoinEnums.SIDE_BUY.getCode()) |
| | | ){ |
| | | BigDecimal pos = PositionsWs.getAccountMap(PositionsWs.initAccountName(accountName, posSide)).get("pos"); |
| | | |
| | | 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); |
| | | } |
| | | sz = String.valueOf(pos); |
| | | } |
| | | tradeRequestParam.setSz(sz); |
| | | TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam); |
| | | } |
| | | } |
| | | } |