| | |
| | | package com.xcong.excoin.modules.okxNewPrice; |
| | | |
| | | import cn.hutool.core.collection.CollUtil; |
| | | import cn.hutool.core.util.ObjectUtil; |
| | | import cn.hutool.json.JSONException; |
| | | import com.alibaba.fastjson.JSON; |
| | | import com.alibaba.fastjson.JSONArray; |
| | |
| | | private final AtomicBoolean isConnecting = new AtomicBoolean(false); |
| | | private final AtomicBoolean isInitialized = new AtomicBoolean(false); |
| | | |
| | | // private static final String CHANNEL = "mark-price"; |
| | | 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 |
| | |
| | | |
| | | private static final String WS_URL_MONIPAN = "wss://wspap.okx.com:8443/ws/v5/business"; |
| | | private static final String WS_URL_SHIPAN = "wss://ws.okx.com:8443/ws/v5/business"; |
| | | private static final boolean isAccountType = true; |
| | | private static final boolean isAccountType = false; |
| | | |
| | | /** |
| | | * 建立与 OKX WebSocket 服务器的连接。 |
| | |
| | | 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!"); |
| | | log.info("生成100个1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){ |
| | | MacdMaStrategy.TradingOrder tradingOrderOpen = strategy.generateTradingOrder(historicalPrices,MacdMaStrategy.OperationType.open.name()); |
| | | if (tradingOrderOpen == null ){ |
| | | return; |
| | | } |
| | | Collection<OkxQuantWebSocketClient> allClients = clientManager.getAllClients(); |
| | |
| | | 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(); |
| | | if (ObjectUtil.isNotEmpty(tradingOrderOpen)){ |
| | | // 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 posSide = tradingOrderOpen.getPosSide(); |
| | | tradeRequestParam.setPosSide(posSide); |
| | | String currentPrice = String.valueOf(closePx); |
| | | tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide); |
| | | |
| | | String side = tradingOrder.getSide(); |
| | | tradeRequestParam.setSide(side); |
| | | String side = tradingOrderOpen.getSide(); |
| | | tradeRequestParam.setSide(side); |
| | | |
| | | String clOrdId = WsParamBuild.getOrderNum(side); |
| | | tradeRequestParam.setClOrdId(clOrdId); |
| | | String clOrdId = WsParamBuild.getOrderNum(side); |
| | | tradeRequestParam.setClOrdId(clOrdId); |
| | | |
| | | String sz = null; |
| | | 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()); |
| | | }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"); |
| | | |
| | | sz = String.valueOf(pos); |
| | | String sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name()); |
| | | tradeRequestParam.setSz(sz); |
| | | TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam); |
| | | } |
| | | tradeRequestParam.setSz(sz); |
| | | TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam); |
| | | } |
| | | } |
| | | } |
| | |
| | | TradingStrategy tradingStrategy = new TradingStrategy(); |
| | | |
| | | // 生成100个15分钟价格数据点 |
| | | List<Kline> kline15MinuteData = getKlineDataByInstIdAndBar(instId, "15m"); |
| | | List<Kline> kline15MinuteData = getKlineDataByInstIdAndBar(instId, "1m"); |
| | | //stream流获取kline15MinuteData中的o数据的集合 |
| | | List<BigDecimal> prices = kline15MinuteData.stream() |
| | | .map(Kline::getC) |