From 5c29bd9cc72880c9de59e69447e9eeafd53bf633 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Fri, 08 May 2026 12:45:45 +0800
Subject: [PATCH] feat(gateApi): 添加WebSocket频道处理器架构重构
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 106 ++---
src/main/java/com/xcong/excoin/modules/gateApi/GateWebSocketClientManager.java | 22
src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/GateChannelHandler.java | 37 ++
src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/CandlestickChannelHandler.java | 103 ++++++
src/main/java/com/xcong/excoin/modules/gateApi/GateKlineWebSocketClient.java | 466 +++-----------------------
src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/AbstractPrivateChannelHandler.java | 116 ++++++
src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/PositionClosesChannelHandler.java | 57 +++
src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/PositionsChannelHandler.java | 58 +++
8 files changed, 494 insertions(+), 471 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
index f06e972..311d8ff 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -21,14 +21,15 @@
* Gate 网格交易服务类。
*
* <h3>策略概述</h3>
- * 多空双开 → 各放止盈条件单 → 仓位推送驱动补仓 → history_pnl 判断停止
+ * 多空双开 → 各放止盈条件单 → 仓位推送检测平仓补仓 → 平仓推送累加 pnl → 判断停止
*
* <h3>触发逻辑</h3>
* <pre>
- * K线首次价格就绪 → dualOpenPositions() // 多空双开 + 止盈条件单
- * 仓位推送 size=0 → reopenXxxPosition() // 该方向被止盈平掉 → 补开
- * 仓位推送 history_pnl ≥ overallTp → 停止
- * 仓位推送 history_pnl ≤ -maxLoss → 停止
+ * K线首次价格就绪 → dualOpenPositions() // 多空双开 + 止盈条件单
+ * 仓位推送 size=0 → reopenXxxPosition() // 该方向被平仓 → 只补该方向
+ * 平仓推送 pnl → cumulativePnl += pnl // 累计盈亏
+ * cumulativePnl ≥ overallTp → 停止
+ * cumulativePnl ≤ -maxLoss → 停止
* </pre>
*
* <h3>止盈计算</h3>
@@ -37,7 +38,7 @@
*
* <h3>依赖</h3>
* 使用 {@code io.gate:gate-api (7.2.71)} SDK 通过 REST API 下单，
- * 市场数据由 {@link GateKlineWebSocketClient} 通过 WebSocket 提供。
+ * 市场数据由 WebSocket Handler 类提供。
*
* @author Administrator
*/
@@ -72,8 +73,8 @@
private BigDecimal shortEntryPrice;
/** WebSocket 推送的最新 K 线收盘价 */
private volatile BigDecimal lastKlinePrice;
- /** 服务器返回的累计已实现盈亏 */
- private BigDecimal totalHistoryPnl = BigDecimal.ZERO;
+ /** 平仓推送累计的盈亏 */
+ private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
/** 用户 ID，用于 WebSocket 私有频道订阅 */
private Long userId;
@@ -93,7 +94,7 @@
String contract, String leverage,
String marginMode, String positionMode,
BigDecimal gridRate, BigDecimal overallTp,
- int maxCycles, BigDecimal maxLoss,
+ BigDecimal maxLoss,
String quantity) {
this.contract = contract;
this.leverage = leverage;
@@ -111,7 +112,7 @@
}
/**
- * 初始化账户。设置杠杆、查询余额、切换持仓模式。
+ * 初始化账户。顺序：切持仓模式 → 清旧条件单 → 设杠杆 → 查余额。
*/
public void init() {
try {
@@ -120,6 +121,13 @@
this.userId = accountDetail.getUserId();
log.info("[GateGrid] 用户ID: {}", userId);
+ FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
+ String positionModeSet = account.getPositionMode();
+ if (!positionMode.equals(positionModeSet)) {
+ futuresApi.setPositionMode(SETTLE, positionMode);
+ }
+ log.info("[GateGrid] 已设置持仓模式: {}", positionMode);
+
futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract);
log.info("[GateGrid] 已取消所有既有止盈止损条件单");
@@ -127,14 +135,8 @@
SETTLE, contract, leverage, marginMode, positionMode, null);
log.info("[GateGrid] 已设置杠杆: {}x, 保证金模式: {}", leverage, marginMode);
- FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
log.info("[GateGrid] 账户可用余额: {}, 总资产: {}",
account.getAvailable(), account.getTotal());
- String positionModeSet = account.getPositionMode();
- if (!positionMode.equals(positionModeSet)) {
- futuresApi.setPositionMode(SETTLE, positionMode);
- }
- log.info("[GateGrid] 已设置双向持仓模式");
} catch (GateApiException e) {
log.error("[GateGrid] 初始化失败, label: {}, msg: {}", e.getErrorLabel(), e.getMessage());
} catch (ApiException e) {
@@ -151,7 +153,7 @@
return;
}
strategyActive = true;
- totalHistoryPnl = BigDecimal.ZERO;
+ cumulativePnl = BigDecimal.ZERO;
log.info("[GateGrid] 网格策略启动，等待K线价格...");
}
@@ -160,7 +162,7 @@
*/
public void stopGrid() {
strategyActive = false;
- log.info("[GateGrid] 网格策略已停止, history_pnl: {}", totalHistoryPnl);
+ log.info("[GateGrid] 网格策略已停止, cumulativePnl: {}", cumulativePnl);
}
/**
@@ -187,18 +189,15 @@
* <li>size=0 且之前活跃 → 该方向被平仓 → 补开</li>
* <li>size>0 → 确认仓位活跃，更新入场价</li>
* </ul>
- * 每次推送更新 history_pnl 并检查停止条件。
+ * 注意：累计盈亏由 onPositionClose 独立计算。
*
* @param contract 合约名
* @param mode 仓位模式（dual_long / dual_short）
* @param size 仓位数量（0 表示无仓位）
* @param entryPrice 入场价格
- * @param historyPnl 已实现累计盈亏
- * @param realisedPnl 已实现盈亏
*/
public void onPositionUpdate(String contract, String mode, BigDecimal size,
- BigDecimal entryPrice, BigDecimal historyPnl,
- BigDecimal realisedPnl) {
+ BigDecimal entryPrice) {
if (!strategyActive) {
return;
}
@@ -224,8 +223,22 @@
shortEntryPrice = entryPrice;
}
}
+ }
- totalHistoryPnl = historyPnl;
+ /**
+ * 平仓推送回调入口。由 {@link GateKlineWebSocketClient} 调用。
+ * 累加平仓盈亏，每次平仓推送后检查停止条件。
+ *
+ * @param contract 合约名
+ * @param side 平仓方向（long / short）
+ * @param pnl 该次平仓的盈亏
+ */
+ public void onPositionClose(String contract, String side, BigDecimal pnl) {
+ if (!strategyActive) {
+ return;
+ }
+ cumulativePnl = cumulativePnl.add(pnl);
+ log.info("[GateGrid] 平仓盈亏累计, side:{}, pnl:{}, cumulativePnl:{}", side, pnl, cumulativePnl);
checkStopConditions();
}
@@ -237,13 +250,13 @@
* </ul>
*/
private void checkStopConditions() {
- if (totalHistoryPnl.compareTo(overallTp) >= 0) {
- log.info("[GateGrid] 累计止盈 {} 达到 {} USDT，停止策略", totalHistoryPnl, overallTp);
+ if (cumulativePnl.compareTo(overallTp) >= 0) {
+ log.info("[GateGrid] 累计止盈 {} 达到 {} USDT，停止策略", cumulativePnl, overallTp);
strategyActive = false;
return;
}
- if (totalHistoryPnl.compareTo(maxLoss.negate()) <= 0) {
- log.info("[GateGrid] 累计亏损 {} 达到上限 {} USDT，停止策略", totalHistoryPnl, maxLoss);
+ if (cumulativePnl.compareTo(maxLoss.negate()) <= 0) {
+ log.info("[GateGrid] 累计亏损 {} 达到上限 {} USDT，停止策略", cumulativePnl, maxLoss);
strategyActive = false;
}
}
@@ -381,36 +394,17 @@
FuturesPriceTrigger.RuleEnum rule,
String orderType,
String autoSize) {
+ FuturesPriceTriggeredOrder order = buildTriggeredOrder(triggerPrice, rule, orderType, autoSize);
try {
- FuturesPriceTrigger trigger = new FuturesPriceTrigger();
- trigger.setStrategyType(FuturesPriceTrigger.StrategyTypeEnum.NUMBER_0);
- trigger.setPriceType(FuturesPriceTrigger.PriceTypeEnum.NUMBER_0);
- trigger.setPrice(triggerPrice.toString());
- trigger.setRule(rule);
- trigger.setExpiration(0);
-
- FuturesInitialOrder initial = new FuturesInitialOrder();
- initial.setContract(contract);
- initial.setSize(0L);
- initial.setPrice("0");
- initial.setTif(FuturesInitialOrder.TifEnum.IOC);
- initial.setReduceOnly(true);
- initial.setAutoSize(autoSize);
-
- FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder();
- order.setTrigger(trigger);
- order.setInitial(initial);
- order.setOrderType(orderType);
-
TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
log.info("[GateGrid] 止盈条件单已创建, triggerPrice:{}, orderType:{}, autoSize:{}, id:{}",
triggerPrice, orderType, autoSize, response.getId());
} catch (GateApiException e) {
if ("AUTO_USER_EXIST_POSITION_ORDER".equals(e.getErrorLabel())) {
- log.warn("[GateGrid] 止盈条件单已存在，取消旧单后重试, label:{}", e.getErrorLabel());
+ log.warn("[GateGrid] 止盈条件单已存在，取消旧单后重试");
try {
futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract);
- TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, createPriceTriggeredOrderBean(triggerPrice, rule, orderType, autoSize));
+ TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
log.info("[GateGrid] 止盈条件单重试成功, triggerPrice:{}, orderType:{}, autoSize:{}, id:{}",
triggerPrice, orderType, autoSize, response.getId());
} catch (Exception retryEx) {
@@ -427,10 +421,10 @@
}
}
- private FuturesPriceTriggeredOrder createPriceTriggeredOrderBean(BigDecimal triggerPrice,
- FuturesPriceTrigger.RuleEnum rule,
- String orderType,
- String autoSize) {
+ private FuturesPriceTriggeredOrder buildTriggeredOrder(BigDecimal triggerPrice,
+ FuturesPriceTrigger.RuleEnum rule,
+ String orderType,
+ String autoSize) {
FuturesPriceTrigger trigger = new FuturesPriceTrigger();
trigger.setStrategyType(FuturesPriceTrigger.StrategyTypeEnum.NUMBER_0);
trigger.setPriceType(FuturesPriceTrigger.PriceTypeEnum.NUMBER_0);
@@ -498,8 +492,8 @@
return strategyActive;
}
- public BigDecimal getTotalHistoryPnl() {
- return totalHistoryPnl;
+ public BigDecimal getCumulativePnl() {
+ return cumulativePnl;
}
public Long getUserId() {
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 6fe824a..0ab0957 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateKlineWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateKlineWebSocketClient.java
@@ -1,119 +1,66 @@
package com.xcong.excoin.modules.gateApi;
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.okxWs.wanggeList.WangGeListService;
+import com.xcong.excoin.modules.gateApi.wsHandler.GateChannelHandler;
import com.xcong.excoin.modules.okxNewPrice.utils.SSLConfig;
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.nio.charset.StandardCharsets;
+import java.util.ArrayList;
+import java.util.List;
import java.util.concurrent.*;
import java.util.concurrent.atomic.AtomicBoolean;
import java.util.concurrent.atomic.AtomicReference;
/**
- * Gate WebSocket 客户端，通过 Java-WebSocket 库连接 Gate.io 的 WebSocket 接口。
+ * Gate WebSocket 连接管理器。
+ * 负责建立连接、心跳检测、重连，将频道逻辑委托给 {@link GateChannelHandler} 实现类。
*
- * <h3>订阅频道</h3>
- * <ul>
- * <li>{@code futures.candlesticks} — 1m K 线数据（公开频道）</li>
- * <li>{@code futures.positions} — 用户仓位更新（私有频道，需 HMAC-SHA512 签名认证）</li>
- * <li>{@code futures.ping} — 应用层心跳</li>
- * </ul>
- *
- * <h3>数据流</h3>
- * <pre>
- * onMessage → handleWebSocketMessage → 按 channel 分流:
- * futures.pong → 取消心跳超时
- * subscribe/unsubscribe/error → 日志
- * futures.candlesticks → processPushDataV2 → GateGridTradeService.onKline()
- * futures.positions → processPositionData → GateGridTradeService.onPositionUpdate()
- * </pre>
- *
- * <h3>连接管理</h3>
- * 支持心跳检测、指数退避重连（最多 3 次）、优雅关闭。
+ * <h3>频道处理</h3>
+ * 每个频道由独立的 Handler 类负责：订阅、取消订阅、消息解析。
+ * 运行时将消息按 channel 字段路由到对应 Handler。
*
* @author Administrator
*/
@Slf4j
public class GateKlineWebSocketClient {
- private final CaoZuoService caoZuoService;
- private final GateWebSocketClientManager clientManager;
- private final WangGeListService wangGeListService;
+
+ private static final String FUTURES_PING = "futures.ping";
+ private static final String FUTURES_PONG = "futures.pong";
+ private static final int HEARTBEAT_TIMEOUT = 10;
+
+ private static final String WS_URL_MONIPAN = "wss://ws-testnet.gate.com/v4/ws/futures/usdt";
+ private static final String WS_URL_SHIPAN = "wss://fx-ws.gateio.ws/v4/ws/usdt";
+ private static final boolean isAccountType = false;
private WebSocketClient webSocketClient;
private ScheduledExecutorService heartbeatExecutor;
private volatile ScheduledFuture<?> pongTimeoutFuture;
- /** 最后收到消息的时间戳，用于心跳超时检测 */
private final AtomicReference<Long> lastMessageTime = new AtomicReference<>(System.currentTimeMillis());
- /** 连接状态 */
private final AtomicBoolean isConnected = new AtomicBoolean(false);
- /** 连接中标记，防止重复连接 */
private final AtomicBoolean isConnecting = new AtomicBoolean(false);
- /** 初始化标记，防止重复初始化 */
private final AtomicBoolean isInitialized = new AtomicBoolean(false);
- /** K 线频道 */
- private static final String CHANNEL = "futures.candlesticks";
- /** 仓位频道（私有，需认证） */
- private static final String POSITIONS_CHANNEL = "futures.positions";
- /** 应用层 ping 频道 */
- private static final String FUTURES_PING = "futures.ping";
- /** 应用层 pong 频道 */
- private static final String FUTURES_PONG = "futures.pong";
- /** K 线周期 */
- private static final String GATE_INTERVAL = "1m";
- /** 订阅合约 */
- private static final String GATE_CONTRACT = "XAUT_USDT";
+ private final List<GateChannelHandler> channelHandlers = new ArrayList<>();
- /** 网格交易策略实例 */
- private GateGridTradeService gridTradeService;
-
- /** API 密钥，用于私有频道签名 */
- private final String apiKey;
- /** API 密钥 */
- 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;
-
- // 共享线程池用于重连等异步任务
private final ExecutorService sharedExecutor = Executors.newCachedThreadPool(r -> {
- Thread t = new Thread(r, "gate-kline-worker");
+ Thread t = new Thread(r, "gate-ws-worker");
t.setDaemon(true);
return t;
});
- public GateKlineWebSocketClient(CaoZuoService caoZuoService,
- GateWebSocketClientManager clientManager,
- 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;
+ public GateKlineWebSocketClient() {
}
- /**
- * 初始化方法，创建并初始化WebSocket客户端实例
- */
+ public void addChannelHandler(GateChannelHandler handler) {
+ channelHandlers.add(handler);
+ }
+
public void init() {
if (!isInitialized.compareAndSet(false, true)) {
log.warn("GateKlineWebSocketClient 已经初始化过，跳过重复初始化");
@@ -123,25 +70,19 @@
startHeartbeat();
}
- /**
- * 销毁方法，关闭WebSocket连接和相关资源
- */
public void destroy() {
log.info("开始销毁GateKlineWebSocketClient");
if (webSocketClient != null && webSocketClient.isOpen()) {
- unsubscribeKlineChannels();
- unsubscribePositionsChannels();
+ for (GateChannelHandler handler : channelHandlers) {
+ handler.unsubscribe(webSocketClient);
+ }
try {
Thread.sleep(500);
} catch (InterruptedException e) {
Thread.currentThread().interrupt();
log.warn("取消订阅等待被中断");
}
- }
-
- if (sharedExecutor != null && !sharedExecutor.isShutdown()) {
- sharedExecutor.shutdown();
}
if (webSocketClient != null && webSocketClient.isOpen()) {
@@ -153,6 +94,10 @@
}
}
+ if (sharedExecutor != null && !sharedExecutor.isShutdown()) {
+ sharedExecutor.shutdown();
+ }
+
shutdownExecutorGracefully(heartbeatExecutor);
if (pongTimeoutFuture != null) {
pongTimeoutFuture.cancel(true);
@@ -162,36 +107,16 @@
log.info("GateKlineWebSocketClient销毁完成");
}
- private static final String WS_URL_MONIPAN = "wss://ws-testnet.gate.com/v4/ws/futures/usdt";
- private static final String WS_URL_SHIPAN = "wss://fx-ws.gateio.ws/v4/ws/usdt";
- private static final boolean isAccountType = false;
-
- /**
- * 建立与 Gate WebSocket 服务器的连接。
- * 设置回调函数以监听连接打开、接收消息、关闭和错误事件。
- */
private void connect() {
- // 避免重复连接
- if (isConnecting.get()) {
+ if (isConnecting.get() || !isConnecting.compareAndSet(false, true)) {
log.info("连接已在进行中，跳过重复连接请求");
return;
}
-
- if (!isConnecting.compareAndSet(false, true)) {
- log.info("连接已在进行中，跳过重复连接请求");
- return;
- }
-
try {
SSLConfig.configureSSL();
System.setProperty("https.protocols", "TLSv1.2,TLSv1.3");
- String WS_URL = WS_URL_MONIPAN;
- if (isAccountType){
- WS_URL = WS_URL_SHIPAN;
- }
+ String WS_URL = isAccountType ? WS_URL_SHIPAN : WS_URL_MONIPAN;
URI uri = new URI(WS_URL);
-
- // 关闭之前的连接（如果存在）
if (webSocketClient != null) {
try {
webSocketClient.closeBlocking();
@@ -200,20 +125,18 @@
log.warn("关闭之前连接时被中断");
}
}
-
webSocketClient = new WebSocketClient(uri) {
@Override
public void onOpen(ServerHandshake handshake) {
- log.info("Gate Kline WebSocket连接成功");
+ log.info("Gate WebSocket连接成功");
isConnected.set(true);
isConnecting.set(false);
-
- // 检查应用是否正在关闭
if (sharedExecutor != null && !sharedExecutor.isShutdown()) {
resetHeartbeatTimer();
- subscribeKlineChannels();
- subscribePositionsChannels();
- subscribePingChannels();
+ for (GateChannelHandler handler : channelHandlers) {
+ handler.subscribe(webSocketClient);
+ }
+ sendPing();
} else {
log.warn("应用正在关闭，忽略WebSocket连接成功回调");
}
@@ -222,17 +145,16 @@
@Override
public void onMessage(String message) {
lastMessageTime.set(System.currentTimeMillis());
- handleWebSocketMessage(message);
+ handleMessage(message);
resetHeartbeatTimer();
}
@Override
public void onClose(int code, String reason, boolean remote) {
- log.warn("Gate Kline WebSocket连接关闭: code={}, reason={}", code, reason);
+ log.warn("Gate WebSocket连接关闭: code={}, reason={}", code, reason);
isConnected.set(false);
isConnecting.set(false);
cancelPongTimeout();
-
if (sharedExecutor != null && !sharedExecutor.isShutdown() && !sharedExecutor.isTerminated()) {
sharedExecutor.execute(() -> {
try {
@@ -251,11 +173,10 @@
@Override
public void onError(Exception ex) {
- log.error("Gate Kline WebSocket发生错误", ex);
+ log.error("Gate WebSocket发生错误", ex);
isConnected.set(false);
}
};
-
webSocketClient.connect();
} catch (URISyntaxException e) {
log.error("WebSocket URI格式错误", e);
@@ -263,134 +184,7 @@
}
}
- /**
- * 订阅K线频道。
- * 构造 Gate 格式的订阅请求并发送给服务端。
- * payload: ["1m", "BTC_USDT"] (间隔, 合约名)
- */
- private void subscribeKlineChannels() {
- JSONObject subscribeMsg = new JSONObject();
- subscribeMsg.put("time", System.currentTimeMillis() / 1000);
- subscribeMsg.put("channel", CHANNEL);
- subscribeMsg.put("event", "subscribe");
-
- JSONArray payload = new JSONArray();
- payload.add(GATE_INTERVAL);
- payload.add(GATE_CONTRACT);
- subscribeMsg.put("payload", payload);
-
- webSocketClient.send(subscribeMsg.toJSONString());
- log.info("已发送 K线频道订阅请求，合约: {}, 周期: {}", GATE_CONTRACT, GATE_INTERVAL);
- }
- /**
- * 发送应用层 ping 请求。
- * 用于探测连接状态，服务器会返回 futures.pong。
- */
- private void subscribePingChannels() {
- JSONObject subscribeMsg = new JSONObject();
- subscribeMsg.put("time", System.currentTimeMillis() / 1000);
- subscribeMsg.put("channel", FUTURES_PING);
- webSocketClient.send(subscribeMsg.toJSONString());
- log.info("已发送 futures.ping");
- }
-
- /**
- * 订阅仓位频道（私有频道，需 HMAC-SHA512 签名认证）。
- * 签名算法: Hex(HmacSHA512(secret, "channel={channel}&event={event}&time={time}"))
- */
- private void subscribePositionsChannels() {
- JSONObject subscribeMsg = new JSONObject();
- long timeSec = System.currentTimeMillis() / 1000;
- subscribeMsg.put("id", timeSec * 1000000 + (System.currentTimeMillis() % 1000));
- subscribeMsg.put("time", timeSec);
- subscribeMsg.put("channel", POSITIONS_CHANNEL);
- subscribeMsg.put("event", "subscribe");
-
- String uid = gridTradeService != null && gridTradeService.getUserId() != null
- ? String.valueOf(gridTradeService.getUserId()) : "";
-
- JSONArray payload = new JSONArray();
- payload.add(uid);
- 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），userId:{}, 合约: {}", uid, GATE_CONTRACT);
- }
-
- /**
- * 计算 Gate API v4 的 HMAC-SHA512 签名。
- *
- * @param channel 频道名
- * @param event 事件名（subscribe/unsubscribe）
- * @param timeSec 时间戳（秒）
- * @return 十六进制签名字符串
- */
- 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(StandardCharsets.UTF_8), "HmacSHA512");
- mac.init(spec);
- byte[] hash = mac.doFinal(message.getBytes(StandardCharsets.UTF_8));
- StringBuilder hex = new StringBuilder(hash.length * 2);
- for (byte b : hash) {
- hex.append(HEX_ARRAY[(b >> 4) & 0xF]);
- hex.append(HEX_ARRAY[b & 0xF]);
- }
- String sign = hex.toString();
- log.debug("签名计算, message: {}, sign: {}", message, sign);
- return sign;
- } catch (Exception e) {
- log.error("签名计算失败", e);
- return "";
- }
- }
-
- /**
- * 取消订阅 K 线频道。
- */
- private void unsubscribeKlineChannels() {
- JSONObject unsubscribeMsg = new JSONObject();
- unsubscribeMsg.put("time", System.currentTimeMillis() / 1000);
- unsubscribeMsg.put("channel", CHANNEL);
- unsubscribeMsg.put("event", "unsubscribe");
- JSONArray payload = new JSONArray();
- payload.add(GATE_INTERVAL);
- payload.add(GATE_CONTRACT);
- 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);
- }
-
- /**
- * 取消订阅仓位频道。
- */
- 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);
- }
-
- /**
- * 处理从 WebSocket 收到的消息。
- * 包括订阅确认、错误响应、心跳响应以及实际的数据推送。
- *
- * @param message 来自 WebSocket 的原始字符串消息
- */
- private void handleWebSocketMessage(String message) {
+ private void handleMessage(String message) {
try {
JSONObject response = JSON.parseObject(message);
String channel = response.getString("channel");
@@ -399,21 +193,31 @@
if (FUTURES_PONG.equals(channel)) {
log.debug("收到futures.pong响应");
cancelPongTimeout();
- } else if ("subscribe".equals(event)) {
+ return;
+ }
+
+ if ("subscribe".equals(event)) {
log.info("{} 频道订阅成功: {}", channel, response.getJSONObject("result"));
- } else if ("unsubscribe".equals(event)) {
+ return;
+ }
+ if ("unsubscribe".equals(event)) {
log.info("{} 频道取消订阅成功", channel);
- } else if ("error".equals(event)) {
+ return;
+ }
+ if ("error".equals(event)) {
JSONObject error = response.getJSONObject("error");
log.error("{} 频道错误: code={}, msg={}",
channel,
error != null ? error.getInteger("code") : "N/A",
error != null ? error.getString("message") : response.getString("msg"));
- } else if ("update".equals(event) || "all".equals(event)) {
- if (POSITIONS_CHANNEL.equals(channel)) {
- processPositionData(response);
- } else if (CHANNEL.equals(channel)) {
- processPushDataV2(response);
+ return;
+ }
+
+ if ("update".equals(event) || "all".equals(event)) {
+ for (GateChannelHandler handler : channelHandlers) {
+ if (handler.handleMessage(response)) {
+ return;
+ }
}
}
} catch (Exception e) {
@@ -421,168 +225,35 @@
}
}
- /**
- * 解析并处理K线推送数据。
- * 控制台输出K线数据，并在K线完结时触发策略和量化操作。
- *
- * @param response 包含K线数据的 JSON 对象
- */
- private void processPushDataV2(JSONObject response) {
- try {
- /**
- * Gate K线推送格式：
- * {
- * "time": 1542162490,
- * "time_ms": 1542162490123,
- * "channel": "futures.candlesticks",
- * "event": "update",
- * "result": [
- * {
- * "t": 1545129300,
- * "v": "27525555",
- * "c": "95.4",
- * "h": "96.9",
- * "l": "89.5",
- * "o": "94.3",
- * "n": "1m_BTC_USD",
- * "a": "314732.87412",
- * "w": false
- * }
- * ]
- * }
- */
- String channel = response.getString("channel");
- if (!CHANNEL.equals(channel)) {
- return;
- }
-
- JSONArray resultArray = response.getJSONArray("result");
- if (resultArray == null || resultArray.isEmpty()) {
- log.warn("K线频道数据为空");
- return;
- }
-
- JSONObject data = resultArray.getJSONObject(0);
- BigDecimal openPx = new BigDecimal(data.getString("o"));
- BigDecimal highPx = new BigDecimal(data.getString("h"));
- BigDecimal lowPx = new BigDecimal(data.getString("l"));
- BigDecimal closePx = new BigDecimal(data.getString("c"));
- BigDecimal vol = new BigDecimal(data.getString("v"));
- BigDecimal baseVol = new BigDecimal(data.getString("a"));
- String name = data.getString("n");
- long t = data.getLong("t");
- boolean windowClosed = data.getBooleanValue("w");
- String time = DateUtil.TimeStampToDateTime(t);
-
- 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 (gridTradeService != null) {
- gridTradeService.onKline(closePx);
- }
- } catch (Exception e) {
- log.error("处理 K线频道推送数据失败", e);
- }
- }
-
- /**
- * 解析仓位推送数据，提取目标合约的仓位信息并回调交易服务。
- * 推送字段: contract, mode(dual_long/dual_short), size, entry_price, history_pnl, realised_pnl
- *
- * @param response 仓位推送的 JSON 对象
- */
- 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。
- */
private void startHeartbeat() {
if (heartbeatExecutor != null && !heartbeatExecutor.isTerminated()) {
heartbeatExecutor.shutdownNow();
}
-
heartbeatExecutor = Executors.newSingleThreadScheduledExecutor(r -> {
- Thread t = new Thread(r, "gate-kline-heartbeat");
+ Thread t = new Thread(r, "gate-ws-heartbeat");
t.setDaemon(true);
return t;
});
-
heartbeatExecutor.scheduleWithFixedDelay(this::checkHeartbeatTimeout, 25, 25, TimeUnit.SECONDS);
}
- /**
- * 重置心跳计时器。
- * 当收到新消息或发送 ping 后取消当前超时任务并重新安排下一次超时检查。
- */
private synchronized void resetHeartbeatTimer() {
cancelPongTimeout();
-
if (heartbeatExecutor != null && !heartbeatExecutor.isShutdown()) {
pongTimeoutFuture = heartbeatExecutor.schedule(this::checkHeartbeatTimeout,
HEARTBEAT_TIMEOUT, TimeUnit.SECONDS);
}
}
- /**
- * 检查心跳超时情况。
- * 若长时间未收到任何消息则主动发送 ping 请求保持连接活跃。
- */
private void checkHeartbeatTimeout() {
- // 只有在连接状态下才检查心跳
if (!isConnected.get()) {
return;
}
-
- long currentTime = System.currentTimeMillis();
- long lastTime = lastMessageTime.get();
-
- if (currentTime - lastTime >= HEARTBEAT_TIMEOUT * 1000L) {
+ if (System.currentTimeMillis() - lastMessageTime.get() >= HEARTBEAT_TIMEOUT * 1000L) {
sendPing();
}
}
- /**
- * 发送 ping 请求至 WebSocket 服务端。
- * 用于维持长连接有效性。
- */
private void sendPing() {
try {
if (webSocketClient != null && webSocketClient.isOpen()) {
@@ -597,25 +268,16 @@
}
}
- /**
- * 取消当前的心跳超时任务。
- * 在收到 pong 或其他有效消息时调用此方法避免不必要的断开重连。
- */
private synchronized void cancelPongTimeout() {
if (pongTimeoutFuture != null && !pongTimeoutFuture.isDone()) {
pongTimeoutFuture.cancel(true);
}
}
- /**
- * 执行 WebSocket 重连操作。
- * 在连接意外中断后尝试重新建立连接。
- */
private void reconnectWithBackoff() throws InterruptedException {
int attempt = 0;
int maxAttempts = 3;
long delayMs = 5000;
-
while (attempt < maxAttempts) {
try {
Thread.sleep(delayMs);
@@ -627,13 +289,9 @@
attempt++;
}
}
-
log.error("超过最大重试次数({})仍未连接成功", maxAttempts);
}
- /**
- * 优雅关闭线程池
- */
private void shutdownExecutorGracefully(ExecutorService executor) {
if (executor == null || executor.isTerminated()) {
return;
@@ -648,4 +306,4 @@
executor.shutdownNow();
}
}
-}
\ No newline at end of file
+}
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/GateWebSocketClientManager.java b/src/main/java/com/xcong/excoin/modules/gateApi/GateWebSocketClientManager.java
index 63f478c..1d7af64 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateWebSocketClientManager.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateWebSocketClientManager.java
@@ -1,9 +1,9 @@
package com.xcong.excoin.modules.gateApi;
-import com.xcong.excoin.modules.okxNewPrice.celue.CaoZuoService;
-import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListService;
+import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
+import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionClosesChannelHandler;
+import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionsChannelHandler;
import lombok.extern.slf4j.Slf4j;
-import org.springframework.beans.factory.annotation.Autowired;
import org.springframework.stereotype.Component;
import javax.annotation.PostConstruct;
@@ -41,10 +41,6 @@
@Slf4j
@Component
public class GateWebSocketClientManager {
- @Autowired
- private CaoZuoService caoZuoService;
- @Autowired
- private WangGeListService wangGeListService;
/** K 线 WebSocket 客户端 */
private GateKlineWebSocketClient klinePriceClient;
@@ -55,6 +51,8 @@
private static final String API_KEY = "d90ca272391992b8e74f8f92cedb21ec";
/** Gate 测试网 API Secret */
private static final String API_SECRET = "1861e4f52de4bb53369ea3208d9ede38ece4777368030f96c77d27934c46c274";
+ /** 合约 */
+ private static final String CONTRACT = "XAUT_USDT";
/**
* Spring 容器启动后自动调用。初始化网格交易服务和 WebSocket 客户端。
@@ -66,21 +64,23 @@
try {
gridTradeService = new GateGridTradeService(
API_KEY, API_SECRET,
- "XAUT_USDT",
+ CONTRACT,
"30",
"cross",
"dual",
new BigDecimal("0.0035"),
new BigDecimal("0.5"),
- 3,
new BigDecimal("7.5"),
"10"
);
gridTradeService.init();
- klinePriceClient = new GateKlineWebSocketClient(caoZuoService, this, wangGeListService, gridTradeService, API_KEY, API_SECRET);
+ klinePriceClient = new GateKlineWebSocketClient();
+ klinePriceClient.addChannelHandler(new CandlestickChannelHandler(CONTRACT, gridTradeService));
+ klinePriceClient.addChannelHandler(new PositionsChannelHandler(API_KEY, API_SECRET, CONTRACT, gridTradeService));
+ klinePriceClient.addChannelHandler(new PositionClosesChannelHandler(API_KEY, API_SECRET, CONTRACT, gridTradeService));
klinePriceClient.init();
- log.info("已初始化GateKlineWebSocketClient");
+ log.info("已初始化GateKlineWebSocketClient及3个频道Handler");
gridTradeService.startGrid();
} catch (Exception e) {
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/AbstractPrivateChannelHandler.java b/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/AbstractPrivateChannelHandler.java
new file mode 100644
index 0000000..9cf12e9
--- /dev/null
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/AbstractPrivateChannelHandler.java
@@ -0,0 +1,116 @@
+package com.xcong.excoin.modules.gateApi.wsHandler;
+
+import com.alibaba.fastjson.JSONArray;
+import com.alibaba.fastjson.JSONObject;
+import com.xcong.excoin.modules.gateApi.GateGridTradeService;
+import com.xcong.excoin.modules.gateApi.wsHandler.GateChannelHandler;
+import lombok.extern.slf4j.Slf4j;
+import org.java_websocket.client.WebSocketClient;
+
+import javax.crypto.Mac;
+import javax.crypto.spec.SecretKeySpec;
+import java.nio.charset.StandardCharsets;
+
+/**
+ * 私有频道的抽象基类，封装 HMAC-SHA512 签名和认证请求构建。
+ *
+ * @author Administrator
+ */
+@Slf4j
+public abstract class AbstractPrivateChannelHandler implements GateChannelHandler {
+
+ private static final char[] HEX_ARRAY = "0123456789abcdef".toCharArray();
+
+ private final String channelName;
+ private final String apiKey;
+ private final String apiSecret;
+ private final String contract;
+ private final GateGridTradeService gridTradeService;
+
+ public AbstractPrivateChannelHandler(String channelName,
+ String apiKey, String apiSecret,
+ String contract,
+ GateGridTradeService gridTradeService) {
+ this.channelName = channelName;
+ this.apiKey = apiKey;
+ this.apiSecret = apiSecret;
+ this.contract = contract;
+ this.gridTradeService = gridTradeService;
+ }
+
+ @Override
+ public String getChannelName() {
+ return channelName;
+ }
+
+ @Override
+ public void subscribe(WebSocketClient ws) {
+ long timeSec = System.currentTimeMillis() / 1000;
+ JSONObject msg = buildAuthRequest("subscribe", buildUid(), timeSec);
+ ws.send(msg.toJSONString());
+ log.info("[{}] 已发送订阅请求（含认证），合约: {}", channelName, contract);
+ }
+
+ @Override
+ public void unsubscribe(WebSocketClient ws) {
+ JSONObject unsubscribeMsg = new JSONObject();
+ unsubscribeMsg.put("time", System.currentTimeMillis() / 1000);
+ unsubscribeMsg.put("channel", channelName);
+ unsubscribeMsg.put("event", "unsubscribe");
+ JSONArray payload = new JSONArray();
+ payload.add(contract);
+ unsubscribeMsg.put("payload", payload);
+ ws.send(unsubscribeMsg.toJSONString());
+ log.info("[{}] 已发送取消订阅请求，合约: {}", channelName, contract);
+ }
+
+ protected GateGridTradeService getGridTradeService() {
+ return gridTradeService;
+ }
+
+ protected String getContract() {
+ return contract;
+ }
+
+ private String buildUid() {
+ return gridTradeService != null && gridTradeService.getUserId() != null
+ ? String.valueOf(gridTradeService.getUserId()) : "";
+ }
+
+ private JSONObject buildAuthRequest(String event, String uid, long timeSec) {
+ JSONObject msg = new JSONObject();
+ msg.put("id", timeSec * 1000000 + (System.currentTimeMillis() % 1000));
+ msg.put("time", timeSec);
+ msg.put("channel", channelName);
+ msg.put("event", event);
+ JSONArray payload = new JSONArray();
+ payload.add(uid);
+ payload.add(contract);
+ msg.put("payload", payload);
+ JSONObject auth = new JSONObject();
+ auth.put("method", "api_key");
+ auth.put("KEY", apiKey);
+ auth.put("SIGN", hs512Sign(event, timeSec));
+ msg.put("auth", auth);
+ return msg;
+ }
+
+ private String hs512Sign(String event, long timeSec) {
+ try {
+ String message = "channel=" + channelName + "&event=" + event + "&time=" + timeSec;
+ Mac mac = Mac.getInstance("HmacSHA512");
+ SecretKeySpec spec = new SecretKeySpec(apiSecret.getBytes(StandardCharsets.UTF_8), "HmacSHA512");
+ mac.init(spec);
+ byte[] hash = mac.doFinal(message.getBytes(StandardCharsets.UTF_8));
+ 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", channelName, e);
+ return "";
+ }
+ }
+}
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/GateChannelHandler.java b/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/GateChannelHandler.java
new file mode 100644
index 0000000..398d18c
--- /dev/null
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/GateChannelHandler.java
@@ -0,0 +1,37 @@
+package com.xcong.excoin.modules.gateApi.wsHandler;
+
+import com.alibaba.fastjson.JSONObject;
+import org.java_websocket.client.WebSocketClient;
+
+/**
+ * WebSocket 频道处理器接口。
+ * 每个 Gate 频道（K线/仓位/平仓）对应一个实现类，
+ * 负责该频道的订阅、取消订阅、消息处理。
+ *
+ * @author Administrator
+ */
+public interface GateChannelHandler {
+
+ /**
+ * 频道名称，如 "futures.candlesticks"
+ */
+ String getChannelName();
+
+ /**
+ * 发送订阅请求
+ */
+ void subscribe(WebSocketClient ws);
+
+ /**
+ * 发送取消订阅请求
+ */
+ void unsubscribe(WebSocketClient ws);
+
+ /**
+ * 处理频道推送消息
+ *
+ * @param response WebSocket 推送的 JSON 消息
+ * @return true 表示已处理，false 表示不匹配（频道名不对）
+ */
+ boolean handleMessage(JSONObject response);
+}
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/CandlestickChannelHandler.java b/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/CandlestickChannelHandler.java
new file mode 100644
index 0000000..c445e49
--- /dev/null
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/CandlestickChannelHandler.java
@@ -0,0 +1,103 @@
+package com.xcong.excoin.modules.gateApi.wsHandler.handler;
+
+import com.alibaba.fastjson.JSONArray;
+import com.alibaba.fastjson.JSONObject;
+import com.xcong.excoin.modules.blackchain.service.DateUtil;
+import com.xcong.excoin.modules.gateApi.GateGridTradeService;
+import com.xcong.excoin.modules.gateApi.wsHandler.GateChannelHandler;
+import lombok.extern.slf4j.Slf4j;
+import org.java_websocket.client.WebSocketClient;
+
+import java.math.BigDecimal;
+
+/**
+ * K 线频道处理器。
+ * 公开频道，无需认证。订阅 1m K 线，解析后回调 {@link GateGridTradeService#onKline}。
+ *
+ * @author Administrator
+ */
+@Slf4j
+public class CandlestickChannelHandler implements GateChannelHandler {
+
+ private static final String CHANNEL_NAME = "futures.candlesticks";
+ private static final String INTERVAL = "1m";
+
+ private final String contract;
+ private final GateGridTradeService gridTradeService;
+
+ public CandlestickChannelHandler(String contract, GateGridTradeService gridTradeService) {
+ this.contract = contract;
+ this.gridTradeService = gridTradeService;
+ }
+
+ @Override
+ public String getChannelName() {
+ return CHANNEL_NAME;
+ }
+
+ @Override
+ public void subscribe(WebSocketClient ws) {
+ JSONObject subscribeMsg = new JSONObject();
+ subscribeMsg.put("time", System.currentTimeMillis() / 1000);
+ subscribeMsg.put("channel", CHANNEL_NAME);
+ subscribeMsg.put("event", "subscribe");
+ JSONArray payload = new JSONArray();
+ payload.add(INTERVAL);
+ payload.add(contract);
+ subscribeMsg.put("payload", payload);
+ ws.send(subscribeMsg.toJSONString());
+ log.info("[{}] 已发送订阅请求，合约: {}, 周期: {}", CHANNEL_NAME, contract, INTERVAL);
+ }
+
+ @Override
+ public void unsubscribe(WebSocketClient ws) {
+ JSONObject unsubscribeMsg = new JSONObject();
+ unsubscribeMsg.put("time", System.currentTimeMillis() / 1000);
+ unsubscribeMsg.put("channel", CHANNEL_NAME);
+ unsubscribeMsg.put("event", "unsubscribe");
+ JSONArray payload = new JSONArray();
+ payload.add(INTERVAL);
+ payload.add(contract);
+ unsubscribeMsg.put("payload", payload);
+ ws.send(unsubscribeMsg.toJSONString());
+ log.info("[{}] 已发送取消订阅请求，合约: {}, 周期: {}", CHANNEL_NAME, contract, INTERVAL);
+ }
+
+ @Override
+ public boolean handleMessage(JSONObject response) {
+ String channel = response.getString("channel");
+ if (!CHANNEL_NAME.equals(channel)) {
+ return false;
+ }
+ try {
+ JSONArray resultArray = response.getJSONArray("result");
+ if (resultArray == null || resultArray.isEmpty()) {
+ log.warn("[{}] 数据为空", CHANNEL_NAME);
+ return true;
+ }
+ JSONObject data = resultArray.getJSONObject(0);
+ BigDecimal closePx = new BigDecimal(data.getString("c"));
+ long t = data.getLong("t");
+ boolean windowClosed = data.getBooleanValue("w");
+
+ log.info("========== Gate K线数据 ==========");
+ log.info("名称(n): {}", data.getString("n"));
+ log.info("时间 : {}", DateUtil.TimeStampToDateTime(t));
+ log.info("开盘(o): {}", data.getString("o"));
+ log.info("最高(h): {}", data.getString("h"));
+ log.info("最低(l): {}", data.getString("l"));
+ log.info("收盘(c): {}", data.getString("c"));
+ log.info("成交量(v): {}", data.getString("v"));
+ log.info("成交额(a): {}", data.getString("a"));
+ log.info("K线完结(w): {}", windowClosed);
+ log.info("==================================");
+
+ if (gridTradeService != null) {
+ gridTradeService.onKline(closePx);
+ }
+ } catch (Exception e) {
+ log.error("[{}] 处理数据失败", CHANNEL_NAME, e);
+ }
+ return true;
+ }
+}
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/PositionClosesChannelHandler.java b/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/PositionClosesChannelHandler.java
new file mode 100644
index 0000000..deefcdb
--- /dev/null
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/PositionClosesChannelHandler.java
@@ -0,0 +1,57 @@
+package com.xcong.excoin.modules.gateApi.wsHandler.handler;
+
+import com.alibaba.fastjson.JSONArray;
+import com.alibaba.fastjson.JSONObject;
+import com.xcong.excoin.modules.gateApi.GateGridTradeService;
+import com.xcong.excoin.modules.gateApi.wsHandler.AbstractPrivateChannelHandler;
+import lombok.extern.slf4j.Slf4j;
+
+import java.math.BigDecimal;
+
+/**
+ * 平仓频道处理器。
+ * 私有频道，需认证。解析平仓推送后回调 {@link GateGridTradeService#onPositionClose}。
+ *
+ * @author Administrator
+ */
+@Slf4j
+public class PositionClosesChannelHandler extends AbstractPrivateChannelHandler {
+
+ private static final String CHANNEL_NAME = "futures.position_closes";
+
+ public PositionClosesChannelHandler(String apiKey, String apiSecret,
+ String contract,
+ GateGridTradeService gridTradeService) {
+ super(CHANNEL_NAME, apiKey, apiSecret, contract, gridTradeService);
+ }
+
+ @Override
+ public boolean handleMessage(JSONObject response) {
+ String channel = response.getString("channel");
+ if (!CHANNEL_NAME.equals(channel)) {
+ return false;
+ }
+ try {
+ JSONArray resultArray = response.getJSONArray("result");
+ if (resultArray == null || resultArray.isEmpty()) {
+ return true;
+ }
+ for (int i = 0; i < resultArray.size(); i++) {
+ JSONObject item = resultArray.getJSONObject(i);
+ if (!getContract().equals(item.getString("contract"))) {
+ continue;
+ }
+ BigDecimal pnl = new BigDecimal(item.getString("pnl"));
+ String side = item.getString("side");
+ log.info("[{}] 推送: contract={}, side={}, pnl={}",
+ CHANNEL_NAME, getContract(), side, pnl);
+ if (getGridTradeService() != null) {
+ getGridTradeService().onPositionClose(getContract(), side, pnl);
+ }
+ }
+ } catch (Exception e) {
+ log.error("[{}] 处理数据失败", CHANNEL_NAME, e);
+ }
+ return true;
+ }
+}
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/PositionsChannelHandler.java b/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/PositionsChannelHandler.java
new file mode 100644
index 0000000..6584fb9
--- /dev/null
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/PositionsChannelHandler.java
@@ -0,0 +1,58 @@
+package com.xcong.excoin.modules.gateApi.wsHandler.handler;
+
+import com.alibaba.fastjson.JSONArray;
+import com.alibaba.fastjson.JSONObject;
+import com.xcong.excoin.modules.gateApi.GateGridTradeService;
+import com.xcong.excoin.modules.gateApi.wsHandler.AbstractPrivateChannelHandler;
+import lombok.extern.slf4j.Slf4j;
+
+import java.math.BigDecimal;
+
+/**
+ * 仓位频道处理器。
+ * 私有频道，需认证。解析仓位推送后回调 {@link GateGridTradeService#onPositionUpdate}。
+ *
+ * @author Administrator
+ */
+@Slf4j
+public class PositionsChannelHandler extends AbstractPrivateChannelHandler {
+
+ private static final String CHANNEL_NAME = "futures.positions";
+
+ public PositionsChannelHandler(String apiKey, String apiSecret,
+ String contract,
+ GateGridTradeService gridTradeService) {
+ super(CHANNEL_NAME, apiKey, apiSecret, contract, gridTradeService);
+ }
+
+ @Override
+ public boolean handleMessage(JSONObject response) {
+ String channel = response.getString("channel");
+ if (!CHANNEL_NAME.equals(channel)) {
+ return false;
+ }
+ try {
+ JSONArray resultArray = response.getJSONArray("result");
+ if (resultArray == null || resultArray.isEmpty()) {
+ return true;
+ }
+ for (int i = 0; i < resultArray.size(); i++) {
+ JSONObject pos = resultArray.getJSONObject(i);
+ if (!getContract().equals(pos.getString("contract"))) {
+ continue;
+ }
+ String mode = pos.getString("mode");
+ BigDecimal size = new BigDecimal(pos.getString("size"));
+ BigDecimal entryPrice = new BigDecimal(pos.getString("entry_price"));
+ log.info("[{}] 推送: contract={}, mode={}, size={}, entry_price={}",
+ CHANNEL_NAME, getContract(), mode, size, entryPrice);
+ if (getGridTradeService() != null) {
+ getGridTradeService().onPositionUpdate(getContract(), mode, size, entryPrice);
+ }
+ }
+ } catch (Exception e) {
+ log.error("[{}] 处理数据失败", CHANNEL_NAME, e);
+ }
+ return true;
+ }
+}
--
Gitblit v1.9.1