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/GateKlineWebSocketClient.java | 230 +++++++++++++++++++++++++++++----------------------------
1 files changed, 116 insertions(+), 114 deletions(-)
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 42f639f..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，
@@ -55,10 +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 = "BTC_USDT";
+ 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;
@@ -72,11 +68,16 @@
public GateKlineWebSocketClient(CaoZuoService caoZuoService,
GateWebSocketClientManager clientManager,
- WangGeListService wangGeListService
+ WangGeListService wangGeListService,
+ GateGridTradeService gridTradeService,
+ String apiKey, String apiSecret
) {
this.caoZuoService = caoZuoService;
this.clientManager = clientManager;
this.wangGeListService = wangGeListService;
+ this.gridTradeService = gridTradeService;
+ this.apiKey = apiKey;
+ this.apiSecret = apiSecret;
}
/**
@@ -99,6 +100,7 @@
if (webSocketClient != null && webSocketClient.isOpen()) {
unsubscribeKlineChannels();
+ unsubscribePositionsChannels();
try {
Thread.sleep(500);
} catch (InterruptedException e) {
@@ -179,6 +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");
@@ -256,6 +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);
@@ -267,6 +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);
}
/**
@@ -295,7 +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);
@@ -351,115 +410,58 @@
BigDecimal vol = new BigDecimal(data.getString("v"));
BigDecimal baseVol = new BigDecimal(data.getString("a"));
String name = data.getString("n");
- long tsSeconds = data.getLong("t");
+ long t = data.getLong("t");
boolean windowClosed = data.getBooleanValue("w");
- String time = DateUtil.TimeStampToDateTime(tsSeconds * 1000);
+ String time = DateUtil.TimeStampToDateTime(t);
- System.out.println("========== Gate K线数据 ==========");
- System.out.println("名称(n): " + name);
- System.out.println("时间 : " + time);
- System.out.println("开盘(o): " + openPx);
- System.out.println("最高(h): " + highPx);
- System.out.println("最低(l): " + lowPx);
- System.out.println("收盘(c): " + closePx);
- System.out.println("成交量(v): " + vol);
- System.out.println("成交额(a): " + baseVol);
- System.out.println("K线完结(w): " + windowClosed);
- System.out.println("==================================");
+ log.info("========== Gate K线数据 ==========");
+ log.info("名称(n): " + name);
+ log.info("时间 : " + time);
+ log.info("开盘(o): " + openPx);
+ log.info("最高(h): " + highPx);
+ log.info("最低(l): " + lowPx);
+ log.info("收盘(c): " + closePx);
+ log.info("成交量(v): " + vol);
+ log.info("成交额(a): " + baseVol);
+ log.info("K线完结(w): " + windowClosed);
+ log.info("==================================");
- if (windowClosed) {
- MacdEmaStrategy strategy = new MacdEmaStrategy();
-
- List<Kline> kline1MinuteData = getKlineDataByInstIdAndBar(CoinEnums.HE_YUE.getCode(), "1m");
- List<BigDecimal> historicalPrices1M = kline1MinuteData.stream()
- .map(Kline::getC)
- .collect(Collectors.toList());
-
- MacdEmaStrategy.TradingOrder tradingOrderOpenOpen = strategy.generateTradingOrder(historicalPrices1M, MacdMaStrategy.OperationType.open.name());
- if (tradingOrderOpenOpen == null) {
- return;
- }
-
+ if (gridTradeService != null) {
+ gridTradeService.onKline(closePx);
}
} catch (Exception e) {
log.error("处理 K线频道推送数据失败", e);
}
}
- private void doOpen(WebSocketClient webSocketClient, String accountName, MacdEmaStrategy.TradingOrder tradingOrderOpenOpen, BigDecimal closePx) {
- // 根据信号执行交易操作
- TradeRequestParam tradeRequestParam = new TradeRequestParam();
-
- String posSide = tradingOrderOpenOpen.getPosSide();
- tradeRequestParam.setPosSide(posSide);
- String currentPrice = String.valueOf(closePx);
- tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);
-
- String side = tradingOrderOpenOpen.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(webSocketClient, tradeRequestParam);
- }
-
- private List<Kline> getKlineDataByInstIdAndBar(String instId, String bar) {
- List<Kline> klineList = new ArrayList<>();
+ private void processPositionData(JSONObject response) {
try {
- LinkedHashMap<String, Object> requestParam = new LinkedHashMap<>();
- requestParam.put("instId", instId);
- requestParam.put("bar", bar);
- requestParam.put("limit", "200");
- String result = ExchangeLoginService.getInstance(ExchangeInfoEnum.OKX_UAT.name()).lineHistory(requestParam);
- JSONObject json = JSON.parseObject(result);
- String data = json.getString("data");
-
- if (data != null) {
- List<String[]> klinesList = JSON.parseArray(data, String[].class);
- if (!CollUtil.isEmpty(klinesList)) {
- for (String[] s : klinesList) {
- // 确保数组有足够的元素
- if (s != null && s.length >= 9) {
- String s1 = s[8];
- try {
- if ("1".equals(s1)){
- Kline kline = new Kline();
- kline.setTs(s[0]);
- kline.setO(new BigDecimal(s[1]));
- kline.setH(new BigDecimal(s[2]));
- kline.setL(new BigDecimal(s[3]));
- kline.setC(new BigDecimal(s[4]));
- kline.setVol(new BigDecimal(s[5]));
- kline.setConfirm(s[8]);
- klineList.add(kline);
- }
- } catch (NumberFormatException e) {
- log.error("K线数据转换为BigDecimal失败: {}", Arrays.toString(s), e);
- }
- } else {
- log.warn("K线数据数组长度不足: {}", Arrays.toString(s));
- }
- }
- }
- } else {
- log.warn("K线数据为空");
+ JSONArray resultArray = response.getJSONArray("result");
+ if (resultArray == null || resultArray.isEmpty()) {
+ return;
}
- } catch (JSONException e) {
- log.error("K线数据解析失败", e);
- } catch (Exception e) {
- log.error("获取K线数据异常", e);
- }
- return klineList;
- }
+ 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"));
- /**
- * 构建 Redis Key
- */
- private String buildRedisKey(String instId) {
- return "PRICE_" + instId.replace("-", "");
+ 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);
+ }
}
/**
--
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