From 32ee67f16729ce809e7f144549528a0f7cfd7aee Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Thu, 04 Jun 2026 21:26:13 +0800
Subject: [PATCH] feat(ws): 添加WebSocket订阅状态追踪功能
---
src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/CandlestickChannelHandler.java | 95 +++++++++++++++++++++++++++++++++++------------
1 files changed, 70 insertions(+), 25 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/CandlestickChannelHandler.java b/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/CandlestickChannelHandler.java
index cf44e10..1a7a2ea 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/CandlestickChannelHandler.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/CandlestickChannelHandler.java
@@ -11,21 +11,14 @@
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)
- * → 首次 K 线触发双开
- * → 后续 K 线仅缓存 lastKlinePrice 供补仓参考
- * </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
*/
@@ -33,19 +26,42 @@
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;
+ private volatile boolean subscribed = false;
+
+ /**
+ * @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;
}
+ /** @return 频道名称 "futures.candlesticks" */
@Override
public String getChannelName() { return CHANNEL_NAME; }
+ /**
+ * 发送 K 线频道订阅请求（公开频道，无需签名）。
+ *
+ * <h3>订阅格式</h3>
+ * <pre>
+ * {
+ * "time": <unix时间戳(秒)>,
+ * "channel": "futures.candlesticks",
+ * "event": "subscribe",
+ * "payload": ["1m", "{contract}"]
+ * }
+ * </pre>
+ */
@Override
public void subscribe(WebSocketClient ws) {
JSONObject msg = new JSONObject();
@@ -57,9 +73,12 @@
payload.add(contract);
msg.put("payload", payload);
ws.send(msg.toJSONString());
- log.info("[{}] subscribed, contract:{}, interval:{}", CHANNEL_NAME, contract, INTERVAL);
+ log.info("[{}] 订阅成功, 合约:{}, 周期:{}", CHANNEL_NAME, contract, INTERVAL);
}
+ /**
+ * 发送 K 线频道取消订阅请求。
+ */
@Override
public void unsubscribe(WebSocketClient ws) {
JSONObject msg = new JSONObject();
@@ -71,28 +90,54 @@
payload.add(contract);
msg.put("payload", payload);
ws.send(msg.toJSONString());
- log.info("[{}] unsubscribed", CHANNEL_NAME);
+ log.info("[{}] 取消订阅成功", CHANNEL_NAME);
}
+ /**
+ * 处理 K 线推送消息。
+ *
+ * <h3>数据提取</h3>
+ * result[0] 中提取：
+ * <ul>
+ * <li>c（close）：收盘价 → 传给 gridTradeService.onKline()</li>
+ * <li>n（name）：烛线名称（如 "1m_ETH_USDT"）</li>
+ * <li>t（time）：烛线起始时间戳</li>
+ * <li>w（window_close）：烛线是否完结（仅日志输出，不做门控）</li>
+ * </ul>
+ *
+ * <h3>注意</h3>
+ * 不判断 w（已完结）——策略需要 tick 级实时响应价格变动，
+ * 而非等 1 分钟烛线完结后才行动。
+ *
+ * @param response WebSocket 推送的完整 JSON
+ * @return true 表示已处理（匹配成功）
+ */
@Override
public boolean handleMessage(JSONObject response) {
- if (!CHANNEL_NAME.equals(response.getString("channel"))) return false;
+ if (!CHANNEL_NAME.equals(response.getString("channel"))) {
+ return false;
+ }
try {
JSONArray resultArray = response.getJSONArray("result");
- if (resultArray == null || resultArray.isEmpty()) { log.warn("[{}] empty", CHANNEL_NAME); return true; }
+ if (resultArray == null || resultArray.isEmpty()) { log.warn("[{}] 数据为空", CHANNEL_NAME); return true; }
JSONObject data = resultArray.getJSONObject(0);
BigDecimal closePx = new BigDecimal(data.getString("c"));
- log.info("========== Gate K线 ==========");
- log.info("n:{} t:{} o:{} h:{} l:{} c:{} v:{} a:{} w:{}",
- data.getString("n"), DateUtil.TimeStampToDateTime(data.getLong("t")),
- data.getString("o"), data.getString("h"), data.getString("l"),
- data.getString("c"), data.getString("v"), data.getString("a"),
- 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);
- } catch (Exception e) { log.error("[{}] handle fail", CHANNEL_NAME, e); }
+ if (gridTradeService != null) {
+ gridTradeService.onKline(closePx);
+ }
+ } catch (Exception e) { log.error("[{}] 处理数据失败", CHANNEL_NAME, e); }
return true;
}
+
+ @Override
+ public boolean isSubscribed() { return subscribed; }
+
+ @Override
+ public void setSubscribed(boolean subscribed) { this.subscribed = subscribed; }
}
--
Gitblit v1.9.1