refactor(gateApi): 重构 WebSocket 客户端架构并优化网格交易逻辑

Administrator

4 days ago c7cb31dcafe3046f925f17e3d05604b35938199e

 src/main/java/com/xcong/excoin/modules/gateApi/GateKlineWebSocketClient.java

@@ -1,93 +1,66 @@
package com.xcong.excoin.modules.gateApi;

import cn.hutool.core.collection.CollUtil;
import cn.hutool.json.JSONException;
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
import com.xcong.excoin.modules.blackchain.service.DateUtil;
import com.xcong.excoin.modules.okxNewPrice.celue.CaoZuoService;
import com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy.MacdEmaStrategy;
import com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy.MacdMaStrategy;
import com.xcong.excoin.modules.okxNewPrice.okxWs.InstrumentsWs;
import com.xcong.excoin.modules.okxNewPrice.okxWs.TradeOrderWs;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
import com.xcong.excoin.modules.okxNewPrice.okxWs.param.Kline;
import com.xcong.excoin.modules.okxNewPrice.okxWs.param.TradeRequestParam;
import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListService;
import com.xcong.excoin.modules.okxNewPrice.okxpi.config.ExchangeInfoEnum;
import com.xcong.excoin.modules.okxNewPrice.okxpi.config.ExchangeLoginService;
import com.xcong.excoin.modules.gateApi.wsHandler.GateChannelHandler;
import com.xcong.excoin.modules.okxNewPrice.utils.SSLConfig;
import com.xcong.excoin.modules.okxNewPrice.utils.WsParamBuild;
import lombok.extern.slf4j.Slf4j;
import org.java_websocket.client.WebSocketClient;
import org.java_websocket.handshake.ServerHandshake;

import java.math.BigDecimal;
import java.net.URI;
import java.net.URISyntaxException;
import java.util.*;
import java.util.ArrayList;
import java.util.List;
import java.util.concurrent.*;
import java.util.concurrent.atomic.AtomicBoolean;
import java.util.concurrent.atomic.AtomicReference;
import java.util.stream.Collectors;

/**
 * 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 连接管理器。
 * 负责建立连接、心跳检测、重连，将频道逻辑委托给 {@link GateChannelHandler} 实现类。
 *
 * <h3>频道处理</h3>
 * 每个频道由独立的 Handler 类负责：订阅、取消订阅、消息解析。
 * 运行时将消息按 channel 字段路由到对应 Handler。
 *
 * @author Administrator
 */
@Slf4j
public class GateKlineWebSocketClient {
    private final CaoZuoService caoZuoService;
    private final GateWebSocketClientManager clientManager;
    private final WangGeListService wangGeListService;

    private static final String FUTURES_PING = "futures.ping";
    private static final String FUTURES_PONG = "futures.pong";
    private static final int HEARTBEAT_TIMEOUT = 10;

    private static final String WS_URL_MONIPAN = "wss://ws-testnet.gate.com/v4/ws/futures/usdt";
    private static final String WS_URL_SHIPAN = "wss://fx-ws.gateio.ws/v4/ws/usdt";
    private static final boolean isAccountType = false;

    private WebSocketClient webSocketClient;
    private ScheduledExecutorService heartbeatExecutor;
    private volatile ScheduledFuture<?> pongTimeoutFuture;
    private final AtomicReference<Long> lastMessageTime = new AtomicReference<>(System.currentTimeMillis());

    // 连接状态标志
    private final AtomicBoolean isConnected = new AtomicBoolean(false);
    private final AtomicBoolean isConnecting = new AtomicBoolean(false);
    private final AtomicBoolean isInitialized = new AtomicBoolean(false);

    private static final String CHANNEL = "futures.candlesticks";
    private static final String FUTURES_PING = "futures.ping";
    private static final String FUTURES_PONG = "futures.pong";
    private static final String GATE_INTERVAL = "1m";
    private static final String GATE_CONTRACT = "XAU_USDT";
    private final List<GateChannelHandler> channelHandlers = new ArrayList<>();

    private GateGridTradeService gridTradeService;

    // 心跳超时时间(秒)，小于30秒
    private static final int HEARTBEAT_TIMEOUT = 10;

    // 共享线程池用于重连等异步任务
    private final ExecutorService sharedExecutor = Executors.newCachedThreadPool(r -> {
        Thread t = new Thread(r, "gate-kline-worker");
        Thread t = new Thread(r, "gate-ws-worker");
        t.setDaemon(true);
        return t;
    });

    public GateKlineWebSocketClient(CaoZuoService caoZuoService,
                                    GateWebSocketClientManager clientManager,
                                    WangGeListService wangGeListService
    ) {
        this.caoZuoService = caoZuoService;
        this.clientManager = clientManager;
        this.wangGeListService = wangGeListService;
    public GateKlineWebSocketClient() {
    }

    public void setGridTradeService(GateGridTradeService gridTradeService) {
        this.gridTradeService = gridTradeService;
    public void addChannelHandler(GateChannelHandler handler) {
        channelHandlers.add(handler);
    }

    /**
     * 初始化方法，创建并初始化WebSocket客户端实例
     */
    public void init() {
        if (!isInitialized.compareAndSet(false, true)) {
            log.warn("GateKlineWebSocketClient 已经初始化过，跳过重复初始化");
@@ -97,24 +70,19 @@
        startHeartbeat();
    }

    /**
     * 销毁方法，关闭WebSocket连接和相关资源
     */
    public void destroy() {
        log.info("开始销毁GateKlineWebSocketClient");

        if (webSocketClient != null && webSocketClient.isOpen()) {
            unsubscribeKlineChannels();
            for (GateChannelHandler handler : channelHandlers) {
                handler.unsubscribe(webSocketClient);
            }
            try {
                Thread.sleep(500);
            } catch (InterruptedException e) {
                Thread.currentThread().interrupt();
                log.warn("取消订阅等待被中断");
            }
        }

        if (sharedExecutor != null && !sharedExecutor.isShutdown()) {
            sharedExecutor.shutdown();
        }

        if (webSocketClient != null && webSocketClient.isOpen()) {
@@ -126,6 +94,10 @@
            }
        }

        if (sharedExecutor != null && !sharedExecutor.isShutdown()) {
            sharedExecutor.shutdown();
        }

        shutdownExecutorGracefully(heartbeatExecutor);
        if (pongTimeoutFuture != null) {
            pongTimeoutFuture.cancel(true);
@@ -135,36 +107,16 @@
        log.info("GateKlineWebSocketClient销毁完成");
    }

    private static final String WS_URL_MONIPAN = "wss://ws-testnet.gate.com/v4/ws/futures/usdt";
    private static final String WS_URL_SHIPAN = "wss://fx-ws.gateio.ws/v4/ws/usdt";
    private static final boolean isAccountType = false;

    /**
     * 建立与 Gate WebSocket 服务器的连接。
     * 设置回调函数以监听连接打开、接收消息、关闭和错误事件。
     */
    private void connect() {
        // 避免重复连接
        if (isConnecting.get()) {
        if (isConnecting.get() || !isConnecting.compareAndSet(false, true)) {
            log.info("连接已在进行中，跳过重复连接请求");
            return;
        }
        
        if (!isConnecting.compareAndSet(false, true)) {
            log.info("连接已在进行中，跳过重复连接请求");
            return;
        }
        
        try {
            SSLConfig.configureSSL();
            System.setProperty("https.protocols", "TLSv1.2,TLSv1.3");
            String WS_URL = WS_URL_MONIPAN;
            if (isAccountType){
                WS_URL = WS_URL_SHIPAN;
            }
            String WS_URL = isAccountType ? WS_URL_SHIPAN : WS_URL_MONIPAN;
            URI uri = new URI(WS_URL);
            
            // 关闭之前的连接（如果存在）
            if (webSocketClient != null) {
                try {
                    webSocketClient.closeBlocking();
@@ -173,19 +125,18 @@
                    log.warn("关闭之前连接时被中断");
                }
            }
            
            webSocketClient = new WebSocketClient(uri) {
                @Override
                public void onOpen(ServerHandshake handshake) {
                    log.info("Gate Kline WebSocket连接成功");
                    log.info("Gate WebSocket连接成功");
                    isConnected.set(true);
                    isConnecting.set(false);
                    
                    // 检查应用是否正在关闭
                    if (sharedExecutor != null && !sharedExecutor.isShutdown()) {
                        resetHeartbeatTimer();
                        subscribeKlineChannels();
                        subscribePingChannels();
                        for (GateChannelHandler handler : channelHandlers) {
                            handler.subscribe(webSocketClient);
                        }
                        sendPing();
                    } else {
                        log.warn("应用正在关闭，忽略WebSocket连接成功回调");
                    }
@@ -194,17 +145,16 @@
                @Override
                public void onMessage(String message) {
                    lastMessageTime.set(System.currentTimeMillis());
                    handleWebSocketMessage(message);
                    handleMessage(message);
                    resetHeartbeatTimer();
                }

                @Override
                public void onClose(int code, String reason, boolean remote) {
                    log.warn("Gate Kline WebSocket连接关闭: code={}, reason={}", code, reason);
                    log.warn("Gate WebSocket连接关闭: code={}, reason={}", code, reason);
                    isConnected.set(false);
                    isConnecting.set(false);
                    cancelPongTimeout();

                    if (sharedExecutor != null && !sharedExecutor.isShutdown() && !sharedExecutor.isTerminated()) {
                        sharedExecutor.execute(() -> {
                            try {
@@ -223,11 +173,10 @@

                @Override
                public void onError(Exception ex) {
                    log.error("Gate Kline WebSocket发生错误", ex);
                    log.error("Gate WebSocket发生错误", ex);
                    isConnected.set(false);
                }
            };

            webSocketClient.connect();
        } catch (URISyntaxException e) {
            log.error("WebSocket URI格式错误", e);
@@ -235,53 +184,7 @@
        }
    }

    /**
     * 订阅K线频道。
     * 构造 Gate 格式的订阅请求并发送给服务端。
     * payload: ["1m", "BTC_USDT"] (间隔, 合约名)
     */
    private void subscribeKlineChannels() {
        JSONObject subscribeMsg = new JSONObject();
        subscribeMsg.put("time", System.currentTimeMillis() / 1000);
        subscribeMsg.put("channel", CHANNEL);
        subscribeMsg.put("event", "subscribe");

        JSONArray payload = new JSONArray();
        payload.add(GATE_INTERVAL);
        payload.add(GATE_CONTRACT);
        subscribeMsg.put("payload", payload);

        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);
    }
    private void subscribePingChannels() {
        JSONObject subscribeMsg = new JSONObject();
        subscribeMsg.put("time", System.currentTimeMillis() / 1000);
        subscribeMsg.put("channel", FUTURES_PING);
        webSocketClient.send(subscribeMsg.toJSONString());
        log.info("已发送 futures.ping");
    }

    private void unsubscribeKlineChannels() {
        JSONObject unsubscribeMsg = new JSONObject();
        unsubscribeMsg.put("time", System.currentTimeMillis() / 1000);
        unsubscribeMsg.put("channel", CHANNEL);
        unsubscribeMsg.put("event", "unsubscribe");
        JSONArray payload = new JSONArray();
        payload.add(GATE_INTERVAL);
        payload.add(GATE_CONTRACT);
        unsubscribeMsg.put("payload", payload);
        webSocketClient.send(unsubscribeMsg.toJSONString());
        log.info("已发送 K线频道取消订阅请求，合约: {}, 周期: {}", GATE_CONTRACT, GATE_INTERVAL);
    }

    /**
     * 处理从 WebSocket 收到的消息。
     * 包括订阅确认、错误响应、心跳响应以及实际的数据推送。
     *
     * @param message 来自 WebSocket 的原始字符串消息
     */
    private void handleWebSocketMessage(String message) {
    private void handleMessage(String message) {
        try {
            JSONObject response = JSON.parseObject(message);
            String channel = response.getString("channel");
@@ -290,150 +193,67 @@
            if (FUTURES_PONG.equals(channel)) {
                log.debug("收到futures.pong响应");
                cancelPongTimeout();
            } else if ("subscribe".equals(event)) {
                return;
            }

            if ("subscribe".equals(event)) {
                log.info("{} 频道订阅成功: {}", channel, response.getJSONObject("result"));
            } else if ("unsubscribe".equals(event)) {
                return;
            }
            if ("unsubscribe".equals(event)) {
                log.info("{} 频道取消订阅成功", channel);
            } else if ("error".equals(event)) {
                return;
            }
            if ("error".equals(event)) {
                JSONObject error = response.getJSONObject("error");
                log.error("{} 频道错误: code={}, msg={}",
                        channel,
                        error != null ? error.getInteger("code") : "N/A",
                        error != null ? error.getString("message") : response.getString("msg"));
            } else if ("update".equals(event) || "all".equals(event)) {
                processPushDataV2(response);
                return;
            }

            if ("update".equals(event) || "all".equals(event)) {
                for (GateChannelHandler handler : channelHandlers) {
                    if (handler.handleMessage(response)) {
                        return;
                    }
                }
            }
        } catch (Exception e) {
            log.error("处理WebSocket消息失败: {}", message, e);
        }
    }

    /**
     * 解析并处理K线推送数据。
     * 控制台输出K线数据，并在K线完结时触发策略和量化操作。
     *
     * @param response 包含K线数据的 JSON 对象
     */
    private void processPushDataV2(JSONObject response) {
        try {
            /**
             * Gate K线推送格式：
             * {
             *   "time": 1542162490,
             *   "time_ms": 1542162490123,
             *   "channel": "futures.candlesticks",
             *   "event": "update",
             *   "result": [
             *     {
             *       "t": 1545129300,
             *       "v": "27525555",
             *       "c": "95.4",
             *       "h": "96.9",
             *       "l": "89.5",
             *       "o": "94.3",
             *       "n": "1m_BTC_USD",
             *       "a": "314732.87412",
             *       "w": false
             *     }
             *   ]
             * }
             */
            String channel = response.getString("channel");
            if (!CHANNEL.equals(channel)) {
                return;
            }

            JSONArray resultArray = response.getJSONArray("result");
            if (resultArray == null || resultArray.isEmpty()) {
                log.warn("K线频道数据为空");
                return;
            }

            JSONObject data = resultArray.getJSONObject(0);
            BigDecimal openPx = new BigDecimal(data.getString("o"));
            BigDecimal highPx = new BigDecimal(data.getString("h"));
            BigDecimal lowPx = new BigDecimal(data.getString("l"));
            BigDecimal closePx = new BigDecimal(data.getString("c"));
            BigDecimal vol = new BigDecimal(data.getString("v"));
            BigDecimal baseVol = new BigDecimal(data.getString("a"));
            String name = data.getString("n");
            long t = data.getLong("t");
            boolean windowClosed = data.getBooleanValue("w");
            String time = DateUtil.TimeStampToDateTime(t);

            log.info("========== Gate K线数据 ==========");
            log.info("名称(n): " + name);
            log.info("时间  : " + time);
            log.info("开盘(o): " + openPx);
            log.info("最高(h): " + highPx);
            log.info("最低(l): " + lowPx);
            log.info("收盘(c): " + closePx);
            log.info("成交量(v): " + vol);
            log.info("成交额(a): " + baseVol);
            log.info("K线完结(w): " + windowClosed);
            log.info("==================================");

            if (gridTradeService != null) {
                gridTradeService.onKline(closePx, windowClosed);
            }
        } catch (Exception e) {
            log.error("处理 K线频道推送数据失败", e);
        }
    }

    /**
     * 启动心跳检测任务。
     * 使用 ScheduledExecutorService 定期检查是否需要发送 ping 请求来维持连接。
     */
    private void startHeartbeat() {
        if (heartbeatExecutor != null && !heartbeatExecutor.isTerminated()) {
            heartbeatExecutor.shutdownNow();
        }

        heartbeatExecutor = Executors.newSingleThreadScheduledExecutor(r -> {
            Thread t = new Thread(r, "gate-kline-heartbeat");
            Thread t = new Thread(r, "gate-ws-heartbeat");
            t.setDaemon(true);
            return t;
        });

        heartbeatExecutor.scheduleWithFixedDelay(this::checkHeartbeatTimeout, 25, 25, TimeUnit.SECONDS);
    }

    /**
     * 重置心跳计时器。
     * 当收到新消息或发送 ping 后取消当前超时任务并重新安排下一次超时检查。
     */
    private synchronized void resetHeartbeatTimer() {
        cancelPongTimeout();

        if (heartbeatExecutor != null && !heartbeatExecutor.isShutdown()) {
            pongTimeoutFuture = heartbeatExecutor.schedule(this::checkHeartbeatTimeout,
                    HEARTBEAT_TIMEOUT, TimeUnit.SECONDS);
        }
    }

    /**
     * 检查心跳超时情况。
     * 若长时间未收到任何消息则主动发送 ping 请求保持连接活跃。
     */
    private void checkHeartbeatTimeout() {
        // 只有在连接状态下才检查心跳
        if (!isConnected.get()) {
            return;
        }
        
        long currentTime = System.currentTimeMillis();
        long lastTime = lastMessageTime.get();

        if (currentTime - lastTime >= HEARTBEAT_TIMEOUT * 1000L) {
        if (System.currentTimeMillis() - lastMessageTime.get() >= HEARTBEAT_TIMEOUT * 1000L) {
            sendPing();
        }
    }

    /**
     * 发送 ping 请求至 WebSocket 服务端。
     * 用于维持长连接有效性。
     */
    private void sendPing() {
        try {
            if (webSocketClient != null && webSocketClient.isOpen()) {
@@ -448,25 +268,16 @@
        }
    }

    /**
     * 取消当前的心跳超时任务。
     * 在收到 pong 或其他有效消息时调用此方法避免不必要的断开重连。
     */
    private synchronized void cancelPongTimeout() {
        if (pongTimeoutFuture != null && !pongTimeoutFuture.isDone()) {
            pongTimeoutFuture.cancel(true);
        }
    }

    /**
     * 执行 WebSocket 重连操作。
     * 在连接意外中断后尝试重新建立连接。
     */
    private void reconnectWithBackoff() throws InterruptedException {
        int attempt = 0;
        int maxAttempts = 3;
        long delayMs = 5000;

        while (attempt < maxAttempts) {
            try {
                Thread.sleep(delayMs);
@@ -478,13 +289,9 @@
                attempt++;
            }
        }

        log.error("超过最大重试次数({})仍未连接成功", maxAttempts);
    }

    /**
     * 优雅关闭线程池
     */
    private void shutdownExecutorGracefully(ExecutorService executor) {
        if (executor == null || executor.isTerminated()) {
            return;
@@ -499,4 +306,4 @@
            executor.shutdownNow();
        }
    }
}
}