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 | 56 ++++++++++++++++++++++----------------------------------
1 files changed, 22 insertions(+), 34 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 6ad0cb8..3b5ff27 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
@@ -1,6 +1,7 @@
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;
@@ -56,8 +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
@@ -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。
@@ -338,14 +339,14 @@
MacdMaStrategy strategy = new MacdMaStrategy();
// 生成100个15分钟价格数据点
- List<Kline> kline15MinuteData = getKlineDataByInstIdAndBar(instId, "15m");
+ List<Kline> kline15MinuteData = getKlineDataByInstIdAndBar(instId, "1m");
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 tradingOrder = strategy.generateTradingOrder(historicalPrices);
- if (tradingOrder == null){
+ MacdMaStrategy.TradingOrder tradingOrderOpen = strategy.generateTradingOrder(historicalPrices,MacdMaStrategy.OperationType.open.name());
+ if (tradingOrderOpen == null ){
return;
}
Collection<OkxQuantWebSocketClient> allClients = clientManager.getAllClients();
@@ -357,38 +358,25 @@
for (OkxQuantWebSocketClient client : clientManager.getAllClients()) {
String accountName = client.getAccountName();
if (accountName != null) {
- // 根据信号执行交易操作
- TradeRequestParam tradeRequestParam = new TradeRequestParam();
+ if (ObjectUtil.isNotEmpty(tradingOrderOpen)){
+ // 根据信号执行交易操作
+ TradeRequestParam tradeRequestParam = new TradeRequestParam();
- String posSide = tradingOrder.getPosSide();
- tradeRequestParam.setPosSide(posSide);
- String currentPrice = String.valueOf(closePx);
- tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);
+ String posSide = tradingOrderOpen.getPosSide();
+ tradeRequestParam.setPosSide(posSide);
+ String currentPrice = String.valueOf(closePx);
+ tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);
- String side = tradingOrder.getSide();
- tradeRequestParam.setSide(side);
+ String side = tradingOrderOpen.getSide();
+ tradeRequestParam.setSide(side);
- String clOrdId = WsParamBuild.getOrderNum(side);
- tradeRequestParam.setClOrdId(clOrdId);
+ String clOrdId = WsParamBuild.getOrderNum(side);
+ tradeRequestParam.setClOrdId(clOrdId);
- String sz = null;
- if (
- (posSide == CoinEnums.POSSIDE_LONG.getCode() && side == CoinEnums.SIDE_BUY.getCode())
- ||
- (posSide == CoinEnums.POSSIDE_SHORT.getCode() && side == CoinEnums.SIDE_SELL.getCode())
- ){
- sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
- }else if (
- (posSide == CoinEnums.POSSIDE_LONG.getCode() && side == CoinEnums.SIDE_SELL.getCode())
- ||
- (posSide == CoinEnums.POSSIDE_SHORT.getCode() && side == CoinEnums.SIDE_BUY.getCode())
- ){
- BigDecimal pos = PositionsWs.getAccountMap(PositionsWs.initAccountName(accountName, posSide)).get("pos");
-
- sz = String.valueOf(pos);
+ String sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
+ tradeRequestParam.setSz(sz);
+ TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
}
- tradeRequestParam.setSz(sz);
- TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
}
}
}
@@ -470,7 +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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