From 377012b130a26728bed009a228076e72cd01f2f8 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 11 May 2026 16:57:34 +0800
Subject: [PATCH] refactor(gateApi): 优化网格交易逻辑和止盈策略
---
src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/CandlestickChannelHandler.java | 67 ++++++++++++++++++++++++++-------
1 files changed, 52 insertions(+), 15 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..bac9ef9 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
@@ -20,8 +20,8 @@
* <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
+ * → WAITING_KLINE: 首次 K 线触发基底双开
+ * → ACTIVE: 驱动 processShortGrid + processLongGrid 网格触发
* </pre>
*
* <h3>订阅格式</h3>
@@ -43,9 +43,23 @@
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 +71,12 @@
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 +88,48 @@
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;
}
}
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