| | |
| | | import java.math.BigDecimal; |
| | | |
| | | /** |
| | | * K 线(Candlestick)频道处理器。 |
| | | * K 线频道处理器(futures.candlesticks)— 策略的唯一价格时间驱动源。 |
| | | * |
| | | * <h3>特点</h3> |
| | | * 公开频道,无需 HMAC-SHA512 认证签名。订阅 1m 周期的 K 线数据。 |
| | | * |
| | | * <h3>数据流</h3> |
| | | * <pre> |
| | | * WebSocket 推送 update event |
| | | * → handleMessage() → 解析 OHLCV → log 打印 → gridTradeService.onKline(closePx) |
| | | * → WAITING_KLINE: 首次 K 线触发基底双开 |
| | | * → ACTIVE: 驱动 processShortGrid + processLongGrid 网格触发 |
| | | * </pre> |
| | | * <h3>定位</h3> |
| | | * 订阅 1 分钟 K 线实时推送,每收到一根 K 线(不等待完结)即触发 |
| | | * {@link GateGridTradeService#onKline(BigDecimal)},由策略引擎决定是否开仓/止盈。 |
| | | * |
| | | * <h3>订阅格式</h3> |
| | | * payload: {@code ["1m", contract]} |
| | | * 公开频道,无需认证签名。payload: {@code ["1m", contract]}。 |
| | | * |
| | | * @author Administrator |
| | | */ |
| | |
| | | public class CandlestickChannelHandler implements GateChannelHandler { |
| | | |
| | | private static final String CHANNEL_NAME = "futures.candlesticks"; |
| | | /** K 线周期,固定 1 分钟 */ |
| | | private static final String INTERVAL = "1m"; |
| | | |
| | | /** 合约名称 */ |
| | | private final String contract; |
| | | /** 网格交易服务,接收 K 线回调 */ |
| | | private final GateGridTradeService gridTradeService; |
| | | |
| | | /** |
| | | * @param contract 合约名称(如 ETH_USDT) |
| | | * @param gridTradeService 网格交易策略服务实例 |
| | | */ |
| | | public CandlestickChannelHandler(String contract, GateGridTradeService gridTradeService) { |
| | | this.contract = contract; |
| | | this.gridTradeService = gridTradeService; |
| | |
| | | JSONObject data = resultArray.getJSONObject(0); |
| | | BigDecimal closePx = new BigDecimal(data.getString("c")); |
| | | |
| | | log.info("========== Gate K线数据 =========="); |
| | | log.info("名称: {} 时间: {}", data.getString("n"), DateUtil.TimeStampToDateTime(data.getLong("t"))); |
| | | log.info("收盘: {} 已完结: {}",data.getString("c"),data.getBooleanValue("w")); |
| | | log.info("=================================="); |
| | | // log.info("========== Gate K线数据 =========="); |
| | | // log.info("名称: {} 时间: {}", data.getString("n"), DateUtil.TimeStampToDateTime(data.getLong("t"))); |
| | | // log.info("收盘: {} 已完结: {}",data.getString("c"),data.getBooleanValue("w")); |
| | | // log.info("=================================="); |
| | | |
| | | if (gridTradeService != null) { |
| | | gridTradeService.onKline(closePx); |