| | |
| | | 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.nio.charset.StandardCharsets; |
| | | 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, |
| | | * 实时获取并处理 K线(candlestick)数据。 |
| | | * 同时支持心跳检测、自动重连以及异常恢复机制。 |
| | | * Gate WebSocket 客户端,通过 Java-WebSocket 库连接 Gate.io 的 WebSocket 接口。 |
| | | * |
| | | * <h3>订阅频道</h3> |
| | | * <ul> |
| | | * <li>{@code futures.candlesticks} — 1m K 线数据(公开频道)</li> |
| | | * <li>{@code futures.positions} — 用户仓位更新(私有频道,需 HMAC-SHA512 签名认证)</li> |
| | | * <li>{@code futures.ping} — 应用层心跳</li> |
| | | * </ul> |
| | | * |
| | | * <h3>数据流</h3> |
| | | * <pre> |
| | | * onMessage → handleWebSocketMessage → 按 channel 分流: |
| | | * futures.pong → 取消心跳超时 |
| | | * subscribe/unsubscribe/error → 日志 |
| | | * futures.candlesticks → processPushDataV2 → GateGridTradeService.onKline() |
| | | * futures.positions → processPositionData → GateGridTradeService.onPositionUpdate() |
| | | * </pre> |
| | | * |
| | | * <h3>连接管理</h3> |
| | | * 支持心跳检测、指数退避重连(最多 3 次)、优雅关闭。 |
| | | * |
| | | * @author Administrator |
| | | */ |
| | | @Slf4j |
| | |
| | | private WebSocketClient webSocketClient; |
| | | private ScheduledExecutorService heartbeatExecutor; |
| | | private volatile ScheduledFuture<?> pongTimeoutFuture; |
| | | /** 最后收到消息的时间戳,用于心跳超时检测 */ |
| | | private final AtomicReference<Long> lastMessageTime = new AtomicReference<>(System.currentTimeMillis()); |
| | | |
| | | // 连接状态标志 |
| | | /** 连接状态 */ |
| | | private final AtomicBoolean isConnected = new AtomicBoolean(false); |
| | | /** 连接中标记,防止重复连接 */ |
| | | private final AtomicBoolean isConnecting = new AtomicBoolean(false); |
| | | /** 初始化标记,防止重复初始化 */ |
| | | private final AtomicBoolean isInitialized = new AtomicBoolean(false); |
| | | |
| | | /** K 线频道 */ |
| | | private static final String CHANNEL = "futures.candlesticks"; |
| | | /** 仓位频道(私有,需认证) */ |
| | | private static final String POSITIONS_CHANNEL = "futures.positions"; |
| | | /** 应用层 ping 频道 */ |
| | | private static final String FUTURES_PING = "futures.ping"; |
| | | /** 应用层 pong 频道 */ |
| | | private static final String FUTURES_PONG = "futures.pong"; |
| | | /** K 线周期 */ |
| | | private static final String GATE_INTERVAL = "1m"; |
| | | private static final String GATE_CONTRACT = "XAU_USDT"; |
| | | /** 订阅合约 */ |
| | | private static final String GATE_CONTRACT = "XAUT_USDT"; |
| | | |
| | | /** 网格交易策略实例 */ |
| | | private GateGridTradeService gridTradeService; |
| | | |
| | | /** API 密钥,用于私有频道签名 */ |
| | | private final String apiKey; |
| | | /** API 密钥 */ |
| | | 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; |
| | |
| | | |
| | | 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; |
| | | } |
| | | |
| | | /** |
| | |
| | | |
| | | if (webSocketClient != null && webSocketClient.isOpen()) { |
| | | unsubscribeKlineChannels(); |
| | | unsubscribePositionsChannels(); |
| | | try { |
| | | Thread.sleep(500); |
| | | } catch (InterruptedException e) { |
| | |
| | | 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"); |
| | |
| | | webSocketClient.send(subscribeMsg.toJSONString()); |
| | | log.info("已发送 K线频道订阅请求,合约: {}, 周期: {}", GATE_CONTRACT, GATE_INTERVAL); |
| | | } |
| | | /** |
| | | * 发送应用层 ping 请求。 |
| | | * 用于探测连接状态,服务器会返回 futures.pong。 |
| | | */ |
| | | private void subscribePingChannels() { |
| | | JSONObject subscribeMsg = new JSONObject(); |
| | | subscribeMsg.put("time", System.currentTimeMillis() / 1000); |
| | |
| | | log.info("已发送 futures.ping"); |
| | | } |
| | | |
| | | /** |
| | | * 订阅仓位频道(私有频道,需 HMAC-SHA512 签名认证)。 |
| | | * 签名算法: Hex(HmacSHA512(secret, "channel={channel}&event={event}&time={time}")) |
| | | */ |
| | | private void subscribePositionsChannels() { |
| | | JSONObject subscribeMsg = new JSONObject(); |
| | | long timeSec = System.currentTimeMillis() / 1000; |
| | | subscribeMsg.put("id", timeSec * 1000000 + (System.currentTimeMillis() % 1000)); |
| | | subscribeMsg.put("time", timeSec); |
| | | subscribeMsg.put("channel", POSITIONS_CHANNEL); |
| | | subscribeMsg.put("event", "subscribe"); |
| | | |
| | | String uid = gridTradeService != null && gridTradeService.getUserId() != null |
| | | ? String.valueOf(gridTradeService.getUserId()) : ""; |
| | | |
| | | JSONArray payload = new JSONArray(); |
| | | payload.add(uid); |
| | | 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),userId:{}, 合约: {}", uid, GATE_CONTRACT); |
| | | } |
| | | |
| | | /** |
| | | * 计算 Gate API v4 的 HMAC-SHA512 签名。 |
| | | * |
| | | * @param channel 频道名 |
| | | * @param event 事件名(subscribe/unsubscribe) |
| | | * @param timeSec 时间戳(秒) |
| | | * @return 十六进制签名字符串 |
| | | */ |
| | | 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(StandardCharsets.UTF_8), "HmacSHA512"); |
| | | mac.init(spec); |
| | | byte[] hash = mac.doFinal(message.getBytes(StandardCharsets.UTF_8)); |
| | | StringBuilder hex = new StringBuilder(hash.length * 2); |
| | | for (byte b : hash) { |
| | | hex.append(HEX_ARRAY[(b >> 4) & 0xF]); |
| | | hex.append(HEX_ARRAY[b & 0xF]); |
| | | } |
| | | String sign = hex.toString(); |
| | | log.debug("签名计算, message: {}, sign: {}", message, sign); |
| | | return sign; |
| | | } catch (Exception e) { |
| | | log.error("签名计算失败", e); |
| | | return ""; |
| | | } |
| | | } |
| | | |
| | | /** |
| | | * 取消订阅 K 线频道。 |
| | | */ |
| | | private void unsubscribeKlineChannels() { |
| | | JSONObject unsubscribeMsg = new JSONObject(); |
| | | unsubscribeMsg.put("time", System.currentTimeMillis() / 1000); |
| | |
| | | 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); |
| | | } |
| | | |
| | | /** |
| | | * 取消订阅仓位频道。 |
| | | */ |
| | | 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); |
| | | } |
| | | |
| | | /** |
| | |
| | | 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); |
| | |
| | | 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); |
| | |
| | | } |
| | | |
| | | /** |
| | | * 解析仓位推送数据,提取目标合约的仓位信息并回调交易服务。 |
| | | * 推送字段: contract, mode(dual_long/dual_short), size, entry_price, history_pnl, realised_pnl |
| | | * |
| | | * @param response 仓位推送的 JSON 对象 |
| | | */ |
| | | 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。 |
| | | */ |