Administrator
2025-12-29 9b0494e23f7873418752c6c69874b59af58c0397
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
@@ -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 = "candle1m";
//    private static final String CHANNEL = "candle5m";
//    private static final String CHANNEL = "candle15m";
    // 心跳超时时间(秒),小于30秒
@@ -337,14 +339,15 @@
                    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){
                    MacdMaStrategy.TradingOrder tradingOrderOpen = strategy.generateTradingOrder(historicalPrices,MacdMaStrategy.OperationType.open.name());
                    MacdMaStrategy.TradingOrder tradingOrderClose = strategy.generateTradingOrder(historicalPrices,MacdMaStrategy.OperationType.close.name());
                    if (tradingOrderOpen == null && tradingOrderClose == null){
                        return;
                    }
                    Collection<OkxQuantWebSocketClient> allClients = clientManager.getAllClients();
@@ -356,38 +359,37 @@
                    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);
                            if (ObjectUtil.isNotEmpty(tradingOrderClose)){
                                // 根据信号执行交易操作
                                TradeRequestParam tradeRequestParam = new TradeRequestParam();
                                String posSide = tradingOrderClose.getPosSide();
                                tradeRequestParam.setPosSide(posSide);
                                String currentPrice = String.valueOf(closePx);
                                tradeRequestParam = caoZuoService.caoZuoZhiSunEvent(accountName, currentPrice, posSide);
                                TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
                            }
                        }
                    }
                }