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 | 219 ++++++++++++++++++++++++++++++++++++++++++++----------
1 files changed, 179 insertions(+), 40 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 5d2b25e..3b5ff27 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
@@ -1,11 +1,14 @@
package com.xcong.excoin.modules.okxNewPrice;
import cn.hutool.core.collection.CollUtil;
+import cn.hutool.core.util.ObjectUtil;
+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.okxNewPrice.celue.CaoZuoService;
import com.xcong.excoin.modules.okxNewPrice.indicator.TradingStrategy;
+import com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy.MacdMaStrategy;
import com.xcong.excoin.modules.okxNewPrice.okxWs.*;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.OrderParamEnums;
@@ -25,10 +28,7 @@
import java.math.BigDecimal;
import java.net.URI;
import java.net.URISyntaxException;
-import java.util.ArrayList;
-import java.util.Collection;
-import java.util.LinkedHashMap;
-import java.util.List;
+import java.util.*;
import java.util.concurrent.*;
import java.util.concurrent.atomic.AtomicBoolean;
import java.util.concurrent.atomic.AtomicReference;
@@ -57,7 +57,8 @@
private final AtomicBoolean isConnecting = new AtomicBoolean(false);
private final AtomicBoolean isInitialized = new AtomicBoolean(false);
- private static final String CHANNEL = "candle5m";
+// private static final String CHANNEL = "mark-price";
+ private static final String CHANNEL = "candle1m";
// private static final String CHANNEL = "candle15m";
// 心跳超时时间(秒)，小于30秒
@@ -122,7 +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。
@@ -258,10 +259,130 @@
log.debug("收到pong响应");
cancelPongTimeout();
} else {
- processPushData(response);
+// processPushData(response);
+ processPushDataV2(response);
}
} catch (Exception e) {
log.error("处理WebSocket消息失败: {}", message, e);
+ }
+ }
+
+ /**
+ * 解析并处理价格推送数据。
+ * 将最新的标记价格存入 Redis 并触发后续业务逻辑比较处理。
+ * 当价格变化时，调用CaoZuoService的caoZuo方法，触发所有账号的量化操作
+ *
+ * @param response 包含价格数据的 JSON 对象
+ */
+ private void processPushDataV2(JSONObject response) {
+ try {
+ /**
+ * {
+ * "arg": {
+ * "channel": "candle1D",
+ * "instId": "BTC-USDT"
+ * },
+ * "data": [
+ * [
+ * "1629993600000",
+ * "42500",
+ * "48199.9",
+ * "41006.1",
+ * "41006.1",
+ * "3587.41204591",
+ * "166741046.22583129",
+ * "166741046.22583129",
+ * "0"
+ * ]
+ * ]
+ * }
+ */
+ JSONObject arg = response.getJSONObject("arg");
+ if (arg == null) {
+ log.warn("{}: 无效的推送数据，缺少 'arg' 字段", response);
+ return;
+ }
+
+ String channel = arg.getString("channel");
+ if (channel == null) {
+ log.warn("{}: 无效的推送数据，缺少 'channel' 字段", response);
+ return;
+ }
+
+ String instId = arg.getString("instId");
+ if (instId == null) {
+ log.warn("{}: 无效的推送数据，缺少 'instId' 字段", response);
+ return;
+ }
+
+ if (CHANNEL.equals(channel) && CoinEnums.HE_YUE.getCode().equals(instId)) {
+ JSONArray dataArray = response.getJSONArray("data");
+ if (dataArray == null || dataArray.isEmpty()) {
+ log.warn("K线频道数据为空");
+ return;
+ }
+ JSONArray data = dataArray.getJSONArray(0);
+ BigDecimal openPx = new BigDecimal(data.getString(1));
+ BigDecimal highPx = new BigDecimal(data.getString(2));
+ BigDecimal lowPx = new BigDecimal(data.getString(3));
+ BigDecimal closePx = new BigDecimal(data.getString(4));
+ BigDecimal vol = new BigDecimal(data.getString(5));
+ /**
+ * K线状态
+ * 0：K线未完结
+ * 1：K线已完结
+ */
+ String confirm = data.getString(8);
+ if ("1".equals(confirm)){
+ //调用策略
+ // 创建策略实例
+ MacdMaStrategy strategy = new MacdMaStrategy();
+
+ // 生成100个15分钟价格数据点
+ List<Kline> kline15MinuteData = getKlineDataByInstIdAndBar(instId, "1m");
+ List<BigDecimal> historicalPrices = kline15MinuteData.stream()
+ .map(Kline::getC)
+ .collect(Collectors.toList());
+ 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());
+ if (tradingOrderOpen == null ){
+ return;
+ }
+ Collection<OkxQuantWebSocketClient> allClients = clientManager.getAllClients();
+ //如果为空，则直接返回
+ if (allClients.isEmpty()) {
+ return;
+ }
+ // 获取所有OkxQuantWebSocketClient实例
+ for (OkxQuantWebSocketClient client : clientManager.getAllClients()) {
+ String accountName = client.getAccountName();
+ if (accountName != null) {
+ if (ObjectUtil.isNotEmpty(tradingOrderOpen)){
+ // 根据信号执行交易操作
+ TradeRequestParam tradeRequestParam = new TradeRequestParam();
+
+ String posSide = tradingOrderOpen.getPosSide();
+ tradeRequestParam.setPosSide(posSide);
+ String currentPrice = String.valueOf(closePx);
+ tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);
+
+ String side = tradingOrderOpen.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(client.getWebSocketClient(), tradeRequestParam);
+ }
+ }
+ }
+ }
+ }
+ } catch (Exception e) {
+ log.error("处理 K线频道推送数据失败", e);
}
}
@@ -337,10 +458,10 @@
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::getO)
+ .map(Kline::getC)
.collect(Collectors.toList());
// 生成对应的高、低、收盘价数据
@@ -380,10 +501,10 @@
boolean hasUpcomingEvent = false; // 无即将到来的重大事件
// 确定市场方向
TradingStrategy.Direction direction = tradingStrategy.getDirection(prices, high, low, close, currentPrice);
- System.out.println("市场方向（15分钟）: " + direction);
- if (direction == TradingStrategy.Direction.RANGING){
- return;
- }
+ log.info("市场方向（15分钟）: {}", direction);
+// if (direction == TradingStrategy.Direction.RANGING){
+// return;
+// }
/**
* 获取当前网格信息
@@ -413,7 +534,7 @@
}
//先判断账户是否有持空仓
- String positionShortAccountName = PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_LONG.getCode());
+ String positionShortAccountName = PositionsWs.initAccountName(accountName, CoinEnums.POSSIDE_SHORT.getCode());
BigDecimal imrShort = PositionsWs.getAccountMap(positionShortAccountName).get("imr");
if (imrShort != null && imrShort.compareTo(BigDecimal.ZERO) > 0){
log.info("账户{}有持空仓", accountName);
@@ -495,33 +616,51 @@
}
private List<Kline> getKlineDataByInstIdAndBar(String instId, String bar) {
-
-
- LinkedHashMap<String, Object> requestParam = new LinkedHashMap<>();
- requestParam.put("instId",instId);
- requestParam.put("bar",bar);
- requestParam.put("limit","100");
- String result = ExchangeLoginService.getInstance(ExchangeInfoEnum.OKX_UAT.name()).lineHistory(requestParam);
- log.info("加载OKX-KLINE，{}", result);
- JSONObject json = JSON.parseObject(result);
- String data = json.getString("data");
- List<String[]> klinesList = JSON.parseArray(data, String[].class);
- if(CollUtil.isEmpty(klinesList)){
- return null;
+ List<Kline> klineList = new ArrayList<>();
+ 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);
+ log.info("加载OKX-KLINE，{}", result);
+
+ 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) {
+ try {
+ 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");
+ }
+ } 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);
}
- ArrayList<Kline> objects = new ArrayList<>();
- for(String[] s : klinesList) {
- 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]);
- objects.add(kline);
- }
- return objects;
+ return klineList;
}
/**
--
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