From 3a0a282099dc5354e2bc070e289e30b43358cd38 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Fri, 08 May 2026 09:45:44 +0800
Subject: [PATCH] refactor(gateApi): 重构网格交易服务为持续循环模式
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 361 ++++++++++++++++++---------------------------
src/main/java/com/xcong/excoin/modules/gateApi/GateWebSocketClientManager.java | 2
src/main/java/com/xcong/excoin/modules/gateApi/GateKlineWebSocketClient.java | 117 ++++++++++++--
3 files changed, 247 insertions(+), 233 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
index ba76e6d..a0d229f 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -14,23 +14,7 @@
import java.math.BigDecimal;
import java.math.RoundingMode;
-import java.util.List;
-/**
- * Gate 网格交易服务类，使用 gate-api SDK 进行合约下单。
- * 策略：多空双开 → 设置止盈止损点位 → 网格循环交易
- *
- * 测试参数：
- * 品种: XAU_USDT（黄金）
- * 杠杆: 100x（全仓）
- * 数量: 0.01 XAU
- * 网格: 0.0035（千分之三点五）
- * 整体止盈: 0.5 USDT
- * 循环次数: 3
- * 报警: 本金亏损 15%（初始本金 50 USDT）
- *
- * @author Administrator
- */
@Slf4j
public class GateGridTradeService {
@@ -43,24 +27,26 @@
private final String marginMode;
private final BigDecimal gridRate;
private final BigDecimal overallTp;
- private final int maxCycles;
private final BigDecimal maxLoss;
private final String quantity;
private final String positionMode;
private volatile boolean strategyActive = false;
- private int currentCycle = 0;
- private BigDecimal totalProfit = BigDecimal.ZERO;
+ private volatile boolean dualOpened = false;
+
+ private volatile boolean longActive = false;
+ private volatile boolean shortActive = false;
+
private BigDecimal longEntryPrice;
private BigDecimal shortEntryPrice;
- private Long longOrderId;
- private Long shortOrderId;
- private volatile BigDecimal lastClosePrice;
+ private volatile BigDecimal lastKlinePrice;
+
+ private BigDecimal totalHistoryPnl = BigDecimal.ZERO;
public GateGridTradeService(String apiKey, String apiSecret,
String contract, String leverage,
- String marginMode,String positionMode,
+ String marginMode, String positionMode,
BigDecimal gridRate, BigDecimal overallTp,
int maxCycles, BigDecimal maxLoss,
String quantity) {
@@ -69,7 +55,6 @@
this.marginMode = marginMode;
this.gridRate = gridRate;
this.overallTp = overallTp;
- this.maxCycles = maxCycles;
this.maxLoss = maxLoss;
this.quantity = quantity;
this.positionMode = positionMode;
@@ -80,9 +65,6 @@
this.futuresApi = new FuturesApi(apiClient);
}
- /**
- * 初始化账户：设置持仓模式 + 杠杆
- */
public void init() {
try {
futuresApi.updateContractPositionLeverageCall(
@@ -93,7 +75,7 @@
log.info("[GateGrid] 账户可用余额: {}, 总资产: {}",
account.getAvailable(), account.getTotal());
String positionModeSet = account.getPositionMode();
- if (!positionMode.equals(positionModeSet)){
+ if (!positionMode.equals(positionModeSet)) {
futuresApi.setPositionMode(SETTLE, positionMode);
}
log.info("[GateGrid] 已设置双向持仓模式");
@@ -104,69 +86,113 @@
}
}
- /**
- * 启动网格策略
- */
public void startGrid() {
if (strategyActive) {
log.warn("[GateGrid] 策略已在运行中");
return;
}
strategyActive = true;
- currentCycle = 0;
- totalProfit = BigDecimal.ZERO;
- log.info("[GateGrid] 网格策略启动, cycle: {}", currentCycle + 1);
- dualOpenPositions();
+ totalHistoryPnl = BigDecimal.ZERO;
+ log.info("[GateGrid] 网格策略启动，等待K线价格...");
}
- /**
- * 停止网格策略
- */
public void stopGrid() {
strategyActive = false;
- closeAllPositions();
- log.info("[GateGrid] 网格策略已停止, 总盈亏: {}, 循环: {}", totalProfit, currentCycle);
+ log.info("[GateGrid] 网格策略已停止, history_pnl: {}", totalHistoryPnl);
}
/**
- * K线回调：收到新的收盘价
+ * K线回调：存储最新价格，首次价格就绪时双开
*/
public void onKline(BigDecimal closePrice) {
- lastClosePrice = closePrice;
+ lastKlinePrice = closePrice;
if (!strategyActive) {
return;
}
- checkPositions(closePrice);
+ if (!dualOpened) {
+ dualOpened = true;
+ dualOpenPositions();
+ }
}
/**
- * 多空双开
+ * 仓位推送回调：检测止盈平仓 → 补仓，累加 history_pnl → 判断停止
*/
+ public void onPositionUpdate(String contract, String mode, BigDecimal size,
+ BigDecimal entryPrice, BigDecimal historyPnl,
+ BigDecimal realisedPnl) {
+ if (!strategyActive) {
+ return;
+ }
+
+ boolean hasPosition = size.compareTo(BigDecimal.ZERO) > 0;
+
+ if ("dual_long".equals(mode)) {
+ if (longActive && !hasPosition) {
+ log.info("[GateGrid] 多头被平仓（止盈触发）, 重新开多");
+ longActive = false;
+ reopenLongPosition();
+ } else if (hasPosition) {
+ longActive = true;
+ longEntryPrice = entryPrice;
+ }
+ } else if ("dual_short".equals(mode)) {
+ if (shortActive && !hasPosition) {
+ log.info("[GateGrid] 空头被平仓（止盈触发）, 重新开空");
+ shortActive = false;
+ reopenShortPosition();
+ } else if (hasPosition) {
+ shortActive = true;
+ shortEntryPrice = entryPrice;
+ }
+ }
+
+ totalHistoryPnl = historyPnl;
+ checkStopConditions();
+ }
+
+ private void checkStopConditions() {
+ if (totalHistoryPnl.compareTo(overallTp) >= 0) {
+ log.info("[GateGrid] 累计止盈 {} 达到 {} USDT，停止策略", totalHistoryPnl, overallTp);
+ strategyActive = false;
+ return;
+ }
+ if (totalHistoryPnl.compareTo(maxLoss.negate()) <= 0) {
+ log.info("[GateGrid] 累计亏损 {} 达到上限 {} USDT，停止策略", totalHistoryPnl, maxLoss);
+ strategyActive = false;
+ }
+ }
+
private void dualOpenPositions() {
+ if (lastKlinePrice == null) {
+ log.warn("[GateGrid] K线价格未就绪，跳过双开");
+ dualOpened = false;
+ return;
+ }
try {
FuturesOrder longOrder = new FuturesOrder();
longOrder.setContract(contract);
longOrder.setSize(quantity);
longOrder.setPrice("0");
longOrder.setTif(FuturesOrder.TifEnum.IOC);
- longOrder.setText("t-grid-long-" + (currentCycle + 1));
+ longOrder.setText("t-grid-long-init");
FuturesOrder longResult = futuresApi.createFuturesOrder(SETTLE, longOrder, null);
- longOrderId = longResult.getId();
longEntryPrice = safeDecimal(longResult.getFillPrice());
- log.info("[GateGrid] 开多成功, price: {}, id: {}", longEntryPrice, longOrderId);
- placeLongTpSl(longEntryPrice);
+ longActive = true;
+ log.info("[GateGrid] 开多成功, price: {}, id: {}", longEntryPrice, longResult.getId());
+ placeLongTp(longEntryPrice);
FuturesOrder shortOrder = new FuturesOrder();
shortOrder.setContract(contract);
shortOrder.setSize(negateQuantity(quantity));
shortOrder.setPrice("0");
shortOrder.setTif(FuturesOrder.TifEnum.IOC);
- shortOrder.setText("t-grid-short-" + (currentCycle + 1));
+ shortOrder.setText("t-grid-short-init");
FuturesOrder shortResult = futuresApi.createFuturesOrder(SETTLE, shortOrder, null);
- shortOrderId = shortResult.getId();
shortEntryPrice = safeDecimal(shortResult.getFillPrice());
- log.info("[GateGrid] 开空成功, price: {}, id: {}", shortEntryPrice, shortOrderId);
- placeShortTpSl(shortEntryPrice);
+ shortActive = true;
+ log.info("[GateGrid] 开空成功, price: {}, id: {}", shortEntryPrice, shortResult.getId());
+ placeShortTp(shortEntryPrice);
printGridInfo();
} catch (GateApiException e) {
@@ -178,13 +204,63 @@
}
}
- private void placeLongTpSl(BigDecimal entryPrice) {
+ private void reopenLongPosition() {
+ if (lastKlinePrice == null || !strategyActive) {
+ return;
+ }
+ if (longActive) {
+ log.warn("[GateGrid] 多头已存在，跳过补开");
+ return;
+ }
+ try {
+ FuturesOrder longOrder = new FuturesOrder();
+ longOrder.setContract(contract);
+ longOrder.setSize(quantity);
+ longOrder.setPrice("0");
+ longOrder.setTif(FuturesOrder.TifEnum.IOC);
+ longOrder.setText("t-grid-long-reopen");
+ FuturesOrder longResult = futuresApi.createFuturesOrder(SETTLE, longOrder, null);
+ longEntryPrice = safeDecimal(longResult.getFillPrice());
+ longActive = true;
+ log.info("[GateGrid] 补开多成功, price: {}, id: {}", longEntryPrice, longResult.getId());
+ placeLongTp(longEntryPrice);
+ } catch (Exception e) {
+ log.error("[GateGrid] 补开多失败", e);
+ }
+ }
+
+ private void reopenShortPosition() {
+ if (lastKlinePrice == null || !strategyActive) {
+ return;
+ }
+ if (shortActive) {
+ log.warn("[GateGrid] 空头已存在，跳过补开");
+ return;
+ }
+ try {
+ FuturesOrder shortOrder = new FuturesOrder();
+ shortOrder.setContract(contract);
+ shortOrder.setSize(negateQuantity(quantity));
+ shortOrder.setPrice("0");
+ shortOrder.setTif(FuturesOrder.TifEnum.IOC);
+ shortOrder.setText("t-grid-short-reopen");
+ FuturesOrder shortResult = futuresApi.createFuturesOrder(SETTLE, shortOrder, null);
+ shortEntryPrice = safeDecimal(shortResult.getFillPrice());
+ shortActive = true;
+ log.info("[GateGrid] 补开空成功, price: {}, id: {}", shortEntryPrice, shortResult.getId());
+ placeShortTp(shortEntryPrice);
+ } catch (Exception e) {
+ log.error("[GateGrid] 补开空失败", e);
+ }
+ }
+
+ private void placeLongTp(BigDecimal entryPrice) {
BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
placePriceTriggeredOrder(tpPrice, FuturesPriceTrigger.RuleEnum.NUMBER_1, "close-long-position", "close_long");
log.info("[GateGrid] 多头止盈已设置, TP:{}", tpPrice);
}
- private void placeShortTpSl(BigDecimal entryPrice) {
+ private void placeShortTp(BigDecimal entryPrice) {
BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
placePriceTriggeredOrder(tpPrice, FuturesPriceTrigger.RuleEnum.NUMBER_2, "close-short-position", "close_short");
log.info("[GateGrid] 空头止盈已设置, TP:{}", tpPrice);
@@ -216,173 +292,30 @@
order.setOrderType(orderType);
TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
- log.info("[GateGrid] 止盈条件单已创建, triggerPrice:{}, rule:{}, orderType:{}, autoSize:{}, id:{}",
- triggerPrice, rule, orderType, autoSize, response.getId());
+ log.info("[GateGrid] 止盈条件单已创建, triggerPrice:{}, orderType:{}, autoSize:{}, id:{}",
+ triggerPrice, orderType, autoSize, response.getId());
} catch (Exception e) {
- log.error("[GateGrid] 止盈条件单创建失败, triggerPrice:{}, rule:{}, orderType:{}, autoSize:{}",
- triggerPrice, rule, orderType, autoSize, e);
+ log.error("[GateGrid] 止盈条件单创建失败, triggerPrice:{}, orderType:{}, autoSize:{}",
+ triggerPrice, orderType, autoSize, e);
}
- }
-
- /**
- * 检查多空仓位是否触及止盈止损
- */
- private void checkPositions(BigDecimal currentPrice) {
- if (longEntryPrice == null || shortEntryPrice == null) {
- return;
- }
-
- BigDecimal longTp = longEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
- BigDecimal longSl = longEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
- BigDecimal shortTp = shortEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
- BigDecimal shortSl = shortEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
-
- System.out.println("========== Gate 网格状态 ==========");
- System.out.println("当前价格: " + currentPrice);
- System.out.println("多头入场: " + longEntryPrice + " TP: " + longTp + " SL: " + longSl);
- System.out.println("空头入场: " + shortEntryPrice + " TP: " + shortTp + " SL: " + shortSl);
- System.out.println("累计盈亏: " + totalProfit + " 循环: " + currentCycle + "/" + maxCycles);
- System.out.println("===================================");
-
- // 多头止盈
- if (currentPrice.compareTo(longTp) >= 0) {
- log.info("[GateGrid] 多头止盈触发! entry:{}, current:{}", longEntryPrice, currentPrice);
- BigDecimal cnt = new BigDecimal(quantity);
- BigDecimal profit = currentPrice.subtract(longEntryPrice).multiply(cnt);
- totalProfit = totalProfit.add(profit);
- log.info("[GateGrid] 多头止盈 profit:{}, totalProfit:{}", profit, totalProfit);
- closeLongPosition();
- closeShortPosition();
- currentCycle++;
- checkStopConditions();
- return;
- }
- // 多头止损
- if (currentPrice.compareTo(longSl) <= 0) {
- log.info("[GateGrid] 多头止损触发! entry:{}, current:{}", longEntryPrice, currentPrice);
- BigDecimal cnt = new BigDecimal(quantity);
- BigDecimal loss = longEntryPrice.subtract(currentPrice).multiply(cnt);
- totalProfit = totalProfit.subtract(loss);
- log.info("[GateGrid] 多头止损 loss:{}, totalProfit:{}", loss, totalProfit);
- closeLongPosition();
- currentCycle++;
- checkStopConditions();
- return;
- }
- // 空头止盈
- if (currentPrice.compareTo(shortTp) <= 0) {
- log.info("[GateGrid] 空头止盈触发! entry:{}, current:{}", shortEntryPrice, currentPrice);
- BigDecimal cnt = new BigDecimal(quantity);
- BigDecimal profit = shortEntryPrice.subtract(currentPrice).multiply(cnt);
- totalProfit = totalProfit.add(profit);
- log.info("[GateGrid] 空头止盈 profit:{}, totalProfit:{}", profit, totalProfit);
- closeShortPosition();
- closeLongPosition();
- currentCycle++;
- checkStopConditions();
- return;
- }
- // 空头止损
- if (currentPrice.compareTo(shortSl) >= 0) {
- log.info("[GateGrid] 空头止损触发! entry:{}, current:{}", shortEntryPrice, currentPrice);
- BigDecimal cnt = new BigDecimal(quantity);
- BigDecimal loss = currentPrice.subtract(shortEntryPrice).multiply(cnt);
- totalProfit = totalProfit.subtract(loss);
- log.info("[GateGrid] 空头止损 loss:{}, totalProfit:{}", loss, totalProfit);
- closeShortPosition();
- currentCycle++;
- checkStopConditions();
- }
- }
-
- private void checkStopConditions() {
- if (totalProfit.compareTo(overallTp) >= 0) {
- log.info("[GateGrid] 达到整体止盈 {} USDT，停止策略", overallTp);
- strategyActive = false;
- return;
- }
- if (BigDecimal.ZERO.subtract(totalProfit).compareTo(maxLoss) >= 0) {
- log.info("[GateGrid] 亏损 {} 达到上限 {} USDT，停止策略", totalProfit.negate(), maxLoss);
- strategyActive = false;
- return;
- }
- if (currentCycle >= maxCycles) {
- log.info("[GateGrid] 达到最大循环次数 {}，停止策略", maxCycles);
- strategyActive = false;
- return;
- }
- log.info("[GateGrid] 进入下一轮循环: {}", currentCycle + 1);
- dualOpenPositions();
- }
-
- private void closeLongPosition() {
- if (longEntryPrice == null) {
- return;
- }
- try {
- FuturesOrder closeOrder = new FuturesOrder();
- closeOrder.setContract(contract);
- closeOrder.setSize(negateQuantity(quantity));
- closeOrder.setPrice("0");
- closeOrder.setTif(FuturesOrder.TifEnum.IOC);
- closeOrder.setReduceOnly(true);
- closeOrder.setText("t-grid-close-long");
- FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
- log.info("[GateGrid] 平多成功, id: {}, fillPrice: {}", result.getId(), result.getFillPrice());
- } catch (Exception e) {
- log.error("[GateGrid] 平多失败", e);
- }
- longEntryPrice = null;
- longOrderId = null;
- }
-
- private void closeShortPosition() {
- if (shortEntryPrice == null) {
- return;
- }
- try {
- FuturesOrder closeOrder = new FuturesOrder();
- closeOrder.setContract(contract);
- closeOrder.setSize(quantity);
- closeOrder.setPrice("0");
- closeOrder.setTif(FuturesOrder.TifEnum.IOC);
- closeOrder.setReduceOnly(true);
- closeOrder.setText("t-grid-close-short");
- FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
- log.info("[GateGrid] 平空成功, id: {}, fillPrice: {}", result.getId(), result.getFillPrice());
- } catch (Exception e) {
- log.error("[GateGrid] 平空失败", e);
- }
- shortEntryPrice = null;
- shortOrderId = null;
- }
-
- private void closeAllPositions() {
- closeLongPosition();
- closeShortPosition();
}
private void printGridInfo() {
BigDecimal longTp = BigDecimal.ZERO;
- BigDecimal longSl = BigDecimal.ZERO;
BigDecimal shortTp = BigDecimal.ZERO;
- BigDecimal shortSl = BigDecimal.ZERO;
if (longEntryPrice != null) {
longTp = longEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
- longSl = longEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
}
if (shortEntryPrice != null) {
shortTp = shortEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
- shortSl = shortEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
}
- System.out.println("========== Gate 网格开仓 ==========");
- System.out.println("合约: " + contract + " 杠杆: " + leverage + "x " + marginMode);
- System.out.println("多头入场: " + longEntryPrice + " TP: " + longTp + " SL: " + longSl);
- System.out.println("空头入场: " + shortEntryPrice + " TP: " + shortTp + " SL: " + shortSl);
- System.out.println("数量: " + quantity + " 网格间距: " + gridRate.multiply(new BigDecimal("100")) + "%");
- System.out.println("整体止盈: " + overallTp + " USDT 最大循环: " + maxCycles);
- System.out.println("最大亏损: " + maxLoss + " USDT");
- System.out.println("=====================================");
+ log.info("========== Gate 网格开仓 ==========");
+ log.info("合约: {} 杠杆: {}x {}", contract, leverage, marginMode);
+ log.info("多头入场: {} TP: {}", longEntryPrice, longTp);
+ log.info("空头入场: {} TP: {}", shortEntryPrice, shortTp);
+ log.info("数量: {} 网格间距: {}%", quantity, gridRate.multiply(new BigDecimal("100")));
+ log.info("整体止盈: {} USDT 最大亏损: {} USDT", overallTp, maxLoss);
+ log.info("=====================================");
}
private String negateQuantity(String qty) {
@@ -399,19 +332,15 @@
return new BigDecimal(val);
}
- public BigDecimal getLastClosePrice() {
- return lastClosePrice;
+ public BigDecimal getLastKlinePrice() {
+ return lastKlinePrice;
}
public boolean isStrategyActive() {
return strategyActive;
}
- public BigDecimal getTotalProfit() {
- return totalProfit;
- }
-
- public int getCurrentCycle() {
- return currentCycle;
+ public BigDecimal getTotalHistoryPnl() {
+ return totalHistoryPnl;
}
}
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/GateKlineWebSocketClient.java b/src/main/java/com/xcong/excoin/modules/gateApi/GateKlineWebSocketClient.java
index e9636de..f210f05 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateKlineWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateKlineWebSocketClient.java
@@ -1,36 +1,24 @@
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.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 javax.crypto.Mac;
+import javax.crypto.spec.SecretKeySpec;
import java.math.BigDecimal;
import java.net.URI;
import java.net.URISyntaxException;
-import java.util.*;
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，
@@ -55,12 +43,18 @@
private final AtomicBoolean isInitialized = new AtomicBoolean(false);
private static final String CHANNEL = "futures.candlesticks";
+ private static final String POSITIONS_CHANNEL = "futures.positions";
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 = "XAUT_USDT";
private GateGridTradeService gridTradeService;
+
+ private final String apiKey;
+ private final String apiSecret;
+
+ private static final char[] HEX_ARRAY = "0123456789abcdef".toCharArray();
// 心跳超时时间(秒)，小于30秒
private static final int HEARTBEAT_TIMEOUT = 10;
@@ -75,12 +69,15 @@
public GateKlineWebSocketClient(CaoZuoService caoZuoService,
GateWebSocketClientManager clientManager,
WangGeListService wangGeListService,
- GateGridTradeService gridTradeService
+ GateGridTradeService gridTradeService,
+ String apiKey, String apiSecret
) {
this.caoZuoService = caoZuoService;
this.clientManager = clientManager;
this.wangGeListService = wangGeListService;
this.gridTradeService = gridTradeService;
+ this.apiKey = apiKey;
+ this.apiSecret = apiSecret;
}
/**
@@ -103,6 +100,7 @@
if (webSocketClient != null && webSocketClient.isOpen()) {
unsubscribeKlineChannels();
+ unsubscribePositionsChannels();
try {
Thread.sleep(500);
} catch (InterruptedException e) {
@@ -183,6 +181,7 @@
if (sharedExecutor != null && !sharedExecutor.isShutdown()) {
resetHeartbeatTimer();
subscribeKlineChannels();
+ subscribePositionsChannels();
subscribePingChannels();
} else {
log.warn("应用正在关闭，忽略WebSocket连接成功回调");
@@ -260,6 +259,46 @@
log.info("已发送 futures.ping");
}
+ private void subscribePositionsChannels() {
+ JSONObject subscribeMsg = new JSONObject();
+ long timeSec = System.currentTimeMillis() / 1000;
+ subscribeMsg.put("time", timeSec);
+ subscribeMsg.put("channel", POSITIONS_CHANNEL);
+ subscribeMsg.put("event", "subscribe");
+ JSONArray payload = new JSONArray();
+ payload.add("user_id");
+ payload.add(GATE_CONTRACT);
+ subscribeMsg.put("payload", payload);
+
+ JSONObject auth = new JSONObject();
+ auth.put("method", "api_key");
+ auth.put("KEY", apiKey);
+ auth.put("SIGN", hs512Sign(POSITIONS_CHANNEL, "subscribe", timeSec));
+ subscribeMsg.put("auth", auth);
+
+ webSocketClient.send(subscribeMsg.toJSONString());
+ log.info("已发送仓位频道订阅请求（含认证），合约: {}", GATE_CONTRACT);
+ }
+
+ private String hs512Sign(String channel, String event, long timeSec) {
+ try {
+ String message = "channel=" + channel + "&event=" + event + "&time=" + timeSec;
+ Mac mac = Mac.getInstance("HmacSHA512");
+ SecretKeySpec spec = new SecretKeySpec(apiSecret.getBytes(), "HmacSHA512");
+ mac.init(spec);
+ byte[] hash = mac.doFinal(message.getBytes());
+ StringBuilder hex = new StringBuilder(hash.length * 2);
+ for (byte b : hash) {
+ hex.append(HEX_ARRAY[(b >> 4) & 0xF]);
+ hex.append(HEX_ARRAY[b & 0xF]);
+ }
+ return hex.toString();
+ } catch (Exception e) {
+ log.error("签名计算失败", e);
+ return "";
+ }
+ }
+
private void unsubscribeKlineChannels() {
JSONObject unsubscribeMsg = new JSONObject();
unsubscribeMsg.put("time", System.currentTimeMillis() / 1000);
@@ -271,6 +310,18 @@
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);
+ }
+
+ private void unsubscribePositionsChannels() {
+ JSONObject unsubscribeMsg = new JSONObject();
+ unsubscribeMsg.put("time", System.currentTimeMillis() / 1000);
+ unsubscribeMsg.put("channel", POSITIONS_CHANNEL);
+ unsubscribeMsg.put("event", "unsubscribe");
+ JSONArray payload = new JSONArray();
+ payload.add(GATE_CONTRACT);
+ unsubscribeMsg.put("payload", payload);
+ webSocketClient.send(unsubscribeMsg.toJSONString());
+ log.info("已发送仓位频道取消订阅请求，合约: {}", GATE_CONTRACT);
}
/**
@@ -299,7 +350,11 @@
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);
+ if (POSITIONS_CHANNEL.equals(channel)) {
+ processPositionData(response);
+ } else if (CHANNEL.equals(channel)) {
+ processPushDataV2(response);
+ }
}
} catch (Exception e) {
log.error("处理WebSocket消息失败: {}", message, e);
@@ -379,6 +434,36 @@
}
}
+ private void processPositionData(JSONObject response) {
+ try {
+ JSONArray resultArray = response.getJSONArray("result");
+ if (resultArray == null || resultArray.isEmpty()) {
+ return;
+ }
+ for (int i = 0; i < resultArray.size(); i++) {
+ JSONObject pos = resultArray.getJSONObject(i);
+ String contract = pos.getString("contract");
+ if (!GATE_CONTRACT.equals(contract)) {
+ continue;
+ }
+ String mode = pos.getString("mode");
+ BigDecimal size = new BigDecimal(pos.getString("size"));
+ BigDecimal entryPrice = new BigDecimal(pos.getString("entry_price"));
+ BigDecimal historyPnl = new BigDecimal(pos.getString("history_pnl"));
+ BigDecimal realisedPnl = new BigDecimal(pos.getString("realised_pnl"));
+
+ log.info("仓位推送: contract={}, mode={}, size={}, entry_price={}, history_pnl={}, realised_pnl={}",
+ contract, mode, size, entryPrice, historyPnl, realisedPnl);
+
+ if (gridTradeService != null) {
+ gridTradeService.onPositionUpdate(contract, mode, size, entryPrice, historyPnl, realisedPnl);
+ }
+ }
+ } catch (Exception e) {
+ log.error("处理仓位推送数据失败", 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。
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/GateWebSocketClientManager.java b/src/main/java/com/xcong/excoin/modules/gateApi/GateWebSocketClientManager.java
index 736bf77..9575b49 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateWebSocketClientManager.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateWebSocketClientManager.java
@@ -47,7 +47,7 @@
);
gridTradeService.init();
- klinePriceClient = new GateKlineWebSocketClient(caoZuoService, this, wangGeListService,gridTradeService);
+ klinePriceClient = new GateKlineWebSocketClient(caoZuoService, this, wangGeListService, gridTradeService, API_KEY, API_SECRET);
klinePriceClient.init();
log.info("已初始化GateKlineWebSocketClient");
--
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