From 3bec00212427e5e03fc386c2b28a0071359eb003 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 29 Dec 2025 16:26:53 +0800
Subject: [PATCH] feat(okxNewPrice): 切换WebSocket数据源为K线频道并优化数据处理逻辑
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java | 23 +++++------------------
1 files changed, 5 insertions(+), 18 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
index 439290d..3b5ff27 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
@@ -57,8 +57,8 @@
private final AtomicBoolean isConnecting = new AtomicBoolean(false);
private final AtomicBoolean isInitialized = new AtomicBoolean(false);
+// private static final String CHANNEL = "mark-price";
private static final String CHANNEL = "candle1m";
-// private static final String CHANNEL = "candle5m";
// private static final String CHANNEL = "candle15m";
// 心跳超时时间(秒),小于30秒
@@ -123,7 +123,7 @@
private static final String WS_URL_MONIPAN = "wss://wspap.okx.com:8443/ws/v5/business";
private static final String WS_URL_SHIPAN = "wss://ws.okx.com:8443/ws/v5/business";
- private static final boolean isAccountType = true;
+ private static final boolean isAccountType = false;
/**
* 建立与 OKX WebSocket 服务器的连接。
@@ -343,11 +343,10 @@
List<BigDecimal> historicalPrices = kline15MinuteData.stream()
.map(Kline::getC)
.collect(Collectors.toList());
- log.info("生成100个15分钟价格数据点成功!");
+ log.info("生成100个1分钟价格数据点成功!");
// 使用策略分析最新价格数据
MacdMaStrategy.TradingOrder tradingOrderOpen = strategy.generateTradingOrder(historicalPrices,MacdMaStrategy.OperationType.open.name());
- MacdMaStrategy.TradingOrder tradingOrderClose = strategy.generateTradingOrder(historicalPrices,MacdMaStrategy.OperationType.close.name());
- if (tradingOrderOpen == null && tradingOrderClose == null){
+ if (tradingOrderOpen == null ){
return;
}
Collection<OkxQuantWebSocketClient> allClients = clientManager.getAllClients();
@@ -378,18 +377,6 @@
tradeRequestParam.setSz(sz);
TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
}
- if (ObjectUtil.isNotEmpty(tradingOrderClose)){
- // 根据信号执行交易操作
- TradeRequestParam tradeRequestParam = new TradeRequestParam();
-
- String posSide = tradingOrderClose.getPosSide();
- tradeRequestParam.setPosSide(posSide);
- String currentPrice = String.valueOf(closePx);
- tradeRequestParam = caoZuoService.caoZuoZhiSunEvent(accountName, currentPrice, posSide);
-
- TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
- }
-
}
}
}
@@ -471,7 +458,7 @@
TradingStrategy tradingStrategy = new TradingStrategy();
// 生成100个15分钟价格数据点
- List<Kline> kline15MinuteData = getKlineDataByInstIdAndBar(instId, "15m");
+ List<Kline> kline15MinuteData = getKlineDataByInstIdAndBar(instId, "1m");
//stream流获取kline15MinuteData中的o数据的集合
List<BigDecimal> prices = kline15MinuteData.stream()
.map(Kline::getC)
--
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