From 2a8ece4ea5b248497bdd8394b54f9b98a4ae8551 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 29 Dec 2025 15:11:01 +0800
Subject: [PATCH] feat(okxNewPrice): 切换WebSocket数据源为标记价格并重构数据处理逻辑
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java | 267 ++++++++++++++++++++++++++++++++--------------------
1 files changed, 163 insertions(+), 104 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 c089ac6..8ac0c76 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
+++ b/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 = "mark-price";
+// private static final String CHANNEL = "candle5m";
// private static final String CHANNEL = "candle15m";
// 心跳超时时间(秒)，小于30秒
@@ -274,125 +276,182 @@
*/
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;
- }
+ JSONArray dataArray = response.getJSONArray("data");
+ if (dataArray != null && !dataArray.isEmpty()) {
+ for (int i = 0; i < dataArray.size(); i++) {
+ try {
+ JSONObject priceData = dataArray.getJSONObject(i);
+ String instId = priceData.getString("instId");
+ String markPx = priceData.getString("markPx");
+ // 保存价格到Redis
+ redisUtils.set(CoinEnums.HE_YUE.getCode(), markPx);
- String channel = arg.getString("channel");
- if (channel == null) {
- log.warn("{}: 无效的推送数据，缺少 'channel' 字段", response);
- return;
- }
+ log.debug("更新最新价格: {} = {}, 币种: {}", CoinEnums.HE_YUE.getCode(), markPx, instId);
- String instId = arg.getString("instId");
- if (instId == null) {
- log.warn("{}: 无效的推送数据，缺少 'instId' 字段", response);
- return;
- }
+ // 价格变化时，触发所有账号的量化操作
- 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();
+ //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, "15m");
- 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){
- 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) {
- // 根据信号执行交易操作
- TradeRequestParam tradeRequestParam = new TradeRequestParam();
+ // 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());
+ if (tradingOrderOpen == 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 = 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(markPx);
+ 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()){
- sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
- tradeRequestParam.setSz(sz);
- TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
- }else if (posSide == CoinEnums.POSSIDE_SHORT.getCode() && side == CoinEnums.SIDE_SELL.getCode()){
- sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
- tradeRequestParam.setSz(sz);
- TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
-
- BigDecimal pos = PositionsWs.getAccountMap(PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_LONG.getCode())).get("pos");
- if (BigDecimal.ZERO.compareTo( pos) >= 0) {
- TradeRequestParam tradeRequestParamOld = caoZuoService.caoZuoZhiSunEvent(accountName, String.valueOf(closePx), CoinEnums.POSSIDE_LONG.getCode());
- TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParamOld);
+ String sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
+ tradeRequestParam.setSz(sz);
+ TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
}
}
}
+ } catch (Exception innerEx) {
+ log.warn("处理单条价格数据失败", innerEx);
}
}
}
} catch (Exception e) {
- log.error("处理 K线频道推送数据失败", e);
+ log.error("处理价格推送数据失败", e);
}
+// 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());
+// if (tradingOrderOpen == 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);
+// }
+// }
+// }
+// }
+// }
+// } catch (Exception e) {
+// log.error("处理 K线频道推送数据失败", e);
+// }
}
/**
--
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