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 | 119 +++++++++++++++++++++++++++++++++++++++++++++++++++--------
1 files changed, 102 insertions(+), 17 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 4e93ba0..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);
@@ -372,13 +427,43 @@
log.info("==================================");
if (gridTradeService != null) {
- gridTradeService.onKline(closePx, windowClosed);
+ gridTradeService.onKline(closePx);
}
} catch (Exception e) {
log.error("处理 K线频道推送数据失败", e);
}
}
+ 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。
--
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