From 24bd0399d73a2d48e50233326fca7d9526f06259 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 29 Dec 2025 14:15:59 +0800
Subject: [PATCH] refactor(trading): 重构MACD策略交易信号生成逻辑
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java | 142 ++++++++++++++++++++++++++++++++++++++++++++++-
1 files changed, 139 insertions(+), 3 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
index d453dd9..439290d 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
@@ -1,12 +1,14 @@
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;
import com.alibaba.fastjson.JSONObject;
import com.xcong.excoin.modules.okxNewPrice.celue.CaoZuoService;
import com.xcong.excoin.modules.okxNewPrice.indicator.TradingStrategy;
+import com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy.MacdMaStrategy;
import com.xcong.excoin.modules.okxNewPrice.okxWs.*;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.OrderParamEnums;
@@ -55,7 +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
@@ -256,10 +259,143 @@
log.debug("收到pong响应");
cancelPongTimeout();
} else {
- processPushData(response);
+// processPushData(response);
+ processPushDataV2(response);
}
} catch (Exception e) {
log.error("处理WebSocket消息失败: {}", message, e);
+ }
+ }
+
+ /**
+ * 解析并处理价格推送数据。
+ * 将最新的标记价格存入 Redis 并触发后续业务逻辑比较处理。
+ * 当价格变化时，调用CaoZuoService的caoZuo方法，触发所有账号的量化操作
+ *
+ * @param response 包含价格数据的 JSON 对象
+ */
+ 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, "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());
+ MacdMaStrategy.TradingOrder tradingOrderClose = strategy.generateTradingOrder(historicalPrices,MacdMaStrategy.OperationType.close.name());
+ if (tradingOrderOpen == null && tradingOrderClose == 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);
+ }
+ 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);
+ }
+
+ }
+ }
+ }
+ }
+ } catch (Exception e) {
+ log.error("处理 K线频道推送数据失败", e);
}
}
@@ -498,7 +634,7 @@
LinkedHashMap<String, Object> requestParam = new LinkedHashMap<>();
requestParam.put("instId", instId);
requestParam.put("bar", bar);
- requestParam.put("limit", "100");
+ requestParam.put("limit", "200");
String result = ExchangeLoginService.getInstance(ExchangeInfoEnum.OKX_UAT.name()).lineHistory(requestParam);
log.info("加载OKX-KLINE，{}", result);
--
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