| | |
| | | import java.math.BigDecimal; |
| | | import java.net.URI; |
| | | import java.net.URISyntaxException; |
| | | import java.nio.charset.StandardCharsets; |
| | | import java.util.concurrent.*; |
| | | import java.util.concurrent.atomic.AtomicBoolean; |
| | | import java.util.concurrent.atomic.AtomicReference; |
| | | |
| | | /** |
| | | * 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"; |
| | | /** 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(); |
| | |
| | | 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; |
| | |
| | | log.info("已发送仓位频道订阅请求(含认证),合约: {}", 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(), "HmacSHA512"); |
| | | SecretKeySpec spec = new SecretKeySpec(apiSecret.getBytes(StandardCharsets.UTF_8), "HmacSHA512"); |
| | | mac.init(spec); |
| | | byte[] hash = mac.doFinal(message.getBytes()); |
| | | 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]); |
| | | } |
| | | return hex.toString(); |
| | | 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); |
| | |
| | | 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); |
| | |
| | | } |
| | | } |
| | | |
| | | /** |
| | | * 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"); |