exchange.git - Gitblit

			@@ -1,6 +1,7 @@
			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;
			@@ -56,7 +57,8 @@
			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 = "mark-price";
			// private static final String CHANNEL = "candle5m";
			// private static final String CHANNEL = "candle15m";

			// 心跳超时时间(秒)，小于30秒
			@@ -119,9 +121,9 @@
			log.info("OkxKlineWebSocketClient销毁完成");
			}

			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 String WS_URL_MONIPAN = "wss://wspap.okx.com:8443/ws/v5/public";
			private static final String WS_URL_SHIPAN = "wss://ws.okx.com:8443/ws/v5/public";
			private static final boolean isAccountType = false;

			/**
			* 建立与 OKX WebSocket 服务器的连接。
			@@ -274,140 +276,182 @@
			*/
			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, "1D");
			List<BigDecimal> fiveMinPrices = kline15MinuteData.stream()
			.map(Kline::getC)
			.collect(Collectors.toList());
			JSONArray dataArray = response.getJSONArray("data");
			if (dataArray != null && !dataArray.isEmpty()) {
			for (int i = 0; i < dataArray.size(); i++) {
			try {
			// 执行策略
			strategy.execute(fiveMinPrices);
			boolean skip = strategy.getSkip();
			if (skip){
			log.info("跳过");
			JSONObject priceData = dataArray.getJSONObject(i);
			String instId = priceData.getString("instId");
			String markPx = priceData.getString("markPx");
			// 保存价格到Redis
			redisUtils.set(CoinEnums.HE_YUE.getCode(), markPx);

			log.debug("更新最新价格: {} = {}, 币种: {}", CoinEnums.HE_YUE.getCode(), markPx, instId);

			// 价格变化时，触发所有账号的量化操作

			//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, "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 tradingOrderOpen = strategy.generateTradingOrder(historicalPrices,MacdMaStrategy.OperationType.open.name());
			if (tradingOrderOpen == null ){
			return;
			}

			System.out.println("策略初始化成功！");
			} catch (Exception e) {
			System.err.println("策略初始化失败：" + e.getMessage());
			e.printStackTrace();
			}

			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) {
			TradeRequestParam tradeRequestParam = new TradeRequestParam();
			tradeRequestParam = strategy.getOrderParamOpen(tradeRequestParam);
			String posSide = tradeRequestParam.getPosSide();
			String side = tradeRequestParam.getSide();
			BigDecimal posHold = PositionsWs.getAccountMap(PositionsWs.initAccountName(accountName, posSide)).get("pos");
			if (posHold != null && posHold.compareTo(BigDecimal.ZERO) > 0){
			tradeRequestParam = strategy.getOrderParamClose(tradeRequestParam);
			}
			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()){
			if (side == CoinEnums.SIDE_BUY.getCode()){
			sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
			}else if (side == CoinEnums.SIDE_SELL.getCode()){
			BigDecimal pos = PositionsWs.getAccountMap(PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_LONG.getCode())).get("pos");
			if (BigDecimal.ZERO.compareTo( pos) >= 0) {
			tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
			}
			sz = String.valueOf( pos);
			}
			}else if (posSide == CoinEnums.POSSIDE_SHORT.getCode()){
			if (side == CoinEnums.SIDE_BUY.getCode()){
			BigDecimal pos = PositionsWs.getAccountMap(PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_SHORT.getCode())).get("pos");
			if (BigDecimal.ZERO.compareTo( pos) >= 0) {
			tradeRequestParam.setTradeType(OrderParamEnums.TRADE_NO.getValue());
			}
			sz = String.valueOf( pos);
			}else if (side == CoinEnums.SIDE_SELL.getCode()){
			sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
			}
			}
			tradeRequestParam.setSz(sz);
			TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
			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) {
			if (ObjectUtil.isNotEmpty(tradingOrderOpen)){
			// 根据信号执行交易操作
			TradeRequestParam tradeRequestParam = new TradeRequestParam();

			String posSide = tradingOrderOpen.getPosSide();
			tradeRequestParam.setPosSide(posSide);
			String currentPrice = String.valueOf(markPx);
			tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);

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

			String clOrdId = WsParamBuild.getOrderNum(side);
			tradeRequestParam.setClOrdId(clOrdId);

			String sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
			tradeRequestParam.setSz(sz);
			TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
			}
			}
			}
			} catch (Exception innerEx) {
			log.warn("处理单条价格数据失败", innerEx);
			}
			}
			}
			} catch (Exception e) {
			log.error("处理 K线频道推送数据失败", e);
			log.error("处理价格推送数据失败", e);
			}
			// 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, "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 tradingOrderOpen = strategy.generateTradingOrder(historicalPrices,MacdMaStrategy.OperationType.open.name());
			// if (tradingOrderOpen == 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) {
			// if (ObjectUtil.isNotEmpty(tradingOrderOpen)){
			// // 根据信号执行交易操作
			// TradeRequestParam tradeRequestParam = new TradeRequestParam();
			//
			// String posSide = tradingOrderOpen.getPosSide();
			// tradeRequestParam.setPosSide(posSide);
			// String currentPrice = String.valueOf(closePx);
			// tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);
			//
			// String side = tradingOrderOpen.getSide();
			// tradeRequestParam.setSide(side);
			//
			// String clOrdId = WsParamBuild.getOrderNum(side);
			// tradeRequestParam.setClOrdId(clOrdId);
			//
			// String sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
			// tradeRequestParam.setSz(sz);
			// TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
			// }
			// }
			// }
			// }
			// }
			// } catch (Exception e) {
			// log.error("处理 K线频道推送数据失败", e);
			// }
			}

			/**