From 6b5efcaafe57c8c7f0e9c7761d960be063dfd8a2 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 29 Dec 2025 13:40:12 +0800
Subject: [PATCH] fix(okxNewPrice): 修复K线数据获取的时间间隔错误
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxNewPriceWebSocketClient.java | 265 +++++++++++++++++++++++++++++++++++++++++------------
1 files changed, 205 insertions(+), 60 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxNewPriceWebSocketClient.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxNewPriceWebSocketClient.java
index 800d900..782467e 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxNewPriceWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxNewPriceWebSocketClient.java
@@ -3,20 +3,24 @@
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
-import com.xcong.excoin.rabbit.pricequeue.WebsocketPriceService;
-import com.xcong.excoin.utils.CoinTypeConvert;
+import com.xcong.excoin.modules.okxNewPrice.celue.CaoZuoService;
+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.TradeRequestParam;
+import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListEnum;
+import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListService;
+import com.xcong.excoin.modules.okxNewPrice.utils.SSLConfig;
import com.xcong.excoin.utils.RedisUtils;
+import java.math.BigDecimal;
import lombok.extern.slf4j.Slf4j;
import org.java_websocket.client.WebSocketClient;
import org.java_websocket.handshake.ServerHandshake;
-import org.springframework.stereotype.Component;
-import javax.annotation.PostConstruct;
-import javax.annotation.PreDestroy;
-import javax.annotation.Resource;
import java.net.URI;
import java.net.URISyntaxException;
+import java.util.Collection;
import java.util.concurrent.*;
+import java.util.concurrent.atomic.AtomicBoolean;
import java.util.concurrent.atomic.AtomicReference;
/**
@@ -26,24 +30,23 @@
* @author Administrator
*/
@Slf4j
-@Component
public class OkxNewPriceWebSocketClient {
- @Resource
- private WebsocketPriceService websocketPriceService;
- @Resource
- private RedisUtils redisUtils;
+ private final RedisUtils redisUtils;
+ private final CaoZuoService caoZuoService;
+ private final OkxWebSocketClientManager clientManager;
+ private final WangGeListService wangGeListService;
private WebSocketClient webSocketClient;
private ScheduledExecutorService heartbeatExecutor;
private volatile ScheduledFuture<?> pongTimeoutFuture;
private final AtomicReference<Long> lastMessageTime = new AtomicReference<>(System.currentTimeMillis());
- private static final String WS_URL = "wss://ws.okx.com:8443/ws/v5/public";
- private static final String CHANNEL = "mark-price";
+ // 连接状态标志
+ private final AtomicBoolean isConnected = new AtomicBoolean(false);
+ private final AtomicBoolean isConnecting = new AtomicBoolean(false);
+ private final AtomicBoolean isInitialized = new AtomicBoolean(false);
- private static final String[] INST_IDS = {
- "BTC-USDT", "ETH-USDT", "XRP-USDT", "LTC-USDT", "BCH-USDT", "ETC-USDT"
- };
+ private static final String CHANNEL = "mark-price";
// 心跳超时时间(秒)，小于30秒
private static final int HEARTBEAT_TIMEOUT = 10;
@@ -55,47 +58,109 @@
return t;
});
+ public OkxNewPriceWebSocketClient(RedisUtils redisUtils,
+ CaoZuoService caoZuoService, OkxWebSocketClientManager clientManager,
+ WangGeListService wangGeListService) {
+ this.redisUtils = redisUtils;
+ this.caoZuoService = caoZuoService;
+ this.clientManager = clientManager;
+ this.wangGeListService = wangGeListService;
+ }
+
/**
- * 初始化方法，在 Spring Bean 构造完成后执行。
- * 负责建立 WebSocket 连接并启动心跳检测任务。
+ * 初始化方法，创建并初始化WebSocket客户端实例
*/
- @PostConstruct
public void init() {
+ if (!isInitialized.compareAndSet(false, true)) {
+ log.warn("OkxNewPriceWebSocketClient 已经初始化过，跳过重复初始化");
+ return;
+ }
connect();
startHeartbeat();
}
/**
- * 销毁方法，在 Spring Bean 销毁前执行。
- * 关闭 WebSocket 连接、停止心跳定时器及相关的线程资源。
+ * 销毁方法，关闭WebSocket连接和相关资源
*/
- @PreDestroy
public void destroy() {
+ log.info("开始销毁OkxNewPriceWebSocketClient");
+
+ // 设置关闭标志，避免重连
+ if (sharedExecutor != null && !sharedExecutor.isShutdown()) {
+ sharedExecutor.shutdown();
+ }
+
if (webSocketClient != null && webSocketClient.isOpen()) {
- webSocketClient.close();
+ try {
+ webSocketClient.closeBlocking();
+ } catch (InterruptedException e) {
+ Thread.currentThread().interrupt();
+ log.warn("关闭WebSocket连接时被中断");
+ }
}
- if (heartbeatExecutor != null) {
- heartbeatExecutor.shutdownNow();
- }
+
+ shutdownExecutorGracefully(heartbeatExecutor);
if (pongTimeoutFuture != null) {
pongTimeoutFuture.cancel(true);
}
- sharedExecutor.shutdownNow();
+ shutdownExecutorGracefully(sharedExecutor);
+
+ log.info("OkxNewPriceWebSocketClient销毁完成");
}
+
+ private static final String WS_URL_MONIPAN = "wss://wspap.okx.com:8443/ws/v5/public";
+ private static final String WS_URL_SHIPAN = "wss://ws.okx.com:8443/ws/v5/public";
+ private static final boolean isAccountType = true;
/**
* 建立与 OKX 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()) {
+ 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;
+ }
URI uri = new URI(WS_URL);
+
+ // 关闭之前的连接（如果存在）
+ if (webSocketClient != null) {
+ try {
+ webSocketClient.closeBlocking();
+ } catch (InterruptedException e) {
+ Thread.currentThread().interrupt();
+ log.warn("关闭之前连接时被中断");
+ }
+ }
+
webSocketClient = new WebSocketClient(uri) {
@Override
public void onOpen(ServerHandshake handshake) {
log.info("OKX New Price WebSocket连接成功");
- resetHeartbeatTimer();
- subscribeChannels();
+ isConnected.set(true);
+ isConnecting.set(false);
+
+ // 检查应用是否正在关闭
+ if (sharedExecutor != null && !sharedExecutor.isShutdown()) {
+ resetHeartbeatTimer();
+ subscribeChannels();
+ } else {
+ log.warn("应用正在关闭，忽略WebSocket连接成功回调");
+ }
}
@Override
@@ -108,28 +173,37 @@
@Override
public void onClose(int code, String reason, boolean remote) {
log.warn("OKX New Price WebSocket连接关闭: code={}, reason={}", code, reason);
+ isConnected.set(false);
+ isConnecting.set(false);
cancelPongTimeout();
- sharedExecutor.execute(() -> {
- try {
- reconnectWithBackoff();
- } catch (InterruptedException ignored) {
- Thread.currentThread().interrupt();
- } catch (Exception e) {
- log.error("重连失败", e);
- }
- });
+ if (sharedExecutor != null && !sharedExecutor.isShutdown() && !sharedExecutor.isTerminated()) {
+ sharedExecutor.execute(() -> {
+ try {
+ reconnectWithBackoff();
+ } catch (InterruptedException e) {
+ Thread.currentThread().interrupt();
+ log.error("重连线程被中断", e);
+ } catch (Exception e) {
+ log.error("重连失败", e);
+ }
+ });
+ } else {
+ log.warn("共享线程池已关闭，无法执行重连任务");
+ }
}
@Override
public void onError(Exception ex) {
log.error("OKX New Price WebSocket发生错误", ex);
+ isConnected.set(false);
}
};
webSocketClient.connect();
} catch (URISyntaxException e) {
log.error("WebSocket URI格式错误", e);
+ isConnecting.set(false);
}
}
@@ -142,12 +216,10 @@
subscribeMsg.put("op", "subscribe");
JSONArray argsArray = new JSONArray();
- for (String instId : INST_IDS) {
- JSONObject arg = new JSONObject();
- arg.put("channel", CHANNEL);
- arg.put("instId", instId);
- argsArray.add(arg);
- }
+ JSONObject arg = new JSONObject();
+ arg.put("channel", CHANNEL);
+ arg.put("instId", CoinEnums.HE_YUE.getCode());
+ argsArray.add(arg);
subscribeMsg.put("args", argsArray);
webSocketClient.send(subscribeMsg.toJSONString());
@@ -184,6 +256,7 @@
/**
* 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
*/
@@ -196,19 +269,13 @@
JSONObject priceData = dataArray.getJSONObject(i);
String instId = priceData.getString("instId");
String markPx = priceData.getString("markPx");
- String ts = priceData.getString("ts");
+ // 保存价格到Redis
+ redisUtils.set(CoinEnums.HE_YUE.getCode(), markPx);
- String redisKey = buildRedisKey(instId);
- redisUtils.set(redisKey, markPx);
-
- String symbol = CoinTypeConvert.okxConvert(instId);
- if (symbol != null) {
- redisUtils.set(CoinTypeConvert.convertToKey(symbol), markPx);
- websocketPriceService.comparePriceAsc(symbol, markPx);
- websocketPriceService.comparePriceDesc(symbol, markPx);
- }
-
- log.debug("更新最新价格: {} = {}, 时间: {}", redisKey, markPx, ts);
+ log.debug("更新最新价格: {} = {}, 币种: {}", CoinEnums.HE_YUE.getCode(), markPx, instId);
+
+ // 价格变化时，触发所有账号的量化操作
+ triggerQuantOperations(markPx);
} catch (Exception innerEx) {
log.warn("处理单条价格数据失败", innerEx);
}
@@ -216,6 +283,61 @@
}
} catch (Exception e) {
log.error("处理价格推送数据失败", e);
+ }
+ }
+
+ /**
+ * 触发所有账号的量化操作
+ * @param markPx 当前标记价格
+ */
+ private void triggerQuantOperations(String markPx) {
+ try {
+ // 1. 判断当前价格属于哪个网格
+ WangGeListEnum gridByPriceNew = WangGeListEnum.getGridByPrice(new BigDecimal(markPx));
+ if (gridByPriceNew == null) {
+ log.error("当前价格{}不在任何网格范围内，无法触发量化操作", markPx);
+ return;
+ }
+ /**
+ * 获取当前网格信息
+ * 根据当前网格的持仓方向获取反方向是否存在持仓
+ * 如果持有，直接止损
+ */
+ 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) {
+ /**
+ * 处理历史网格的订单
+ * 根据历史网格的开单方向，是否需要止损处理
+ * 如果方向一致就不需要处理
+ * 如果不一致则需要处理
+ */
+ String fangXiang = gridByPriceNew.getFang_xiang();
+ String fangXiangOld = CoinEnums.POSSIDE_LONG.getCode().equals(fangXiang) ? CoinEnums.POSSIDE_SHORT.getCode() : CoinEnums.POSSIDE_LONG.getCode();
+ log.info("历史网格方向为：{}", fangXiangOld);
+ if (!fangXiang.equals(fangXiangOld)){
+ TradeRequestParam tradeRequestParamOld = caoZuoService.caoZuoZhiSunEvent(accountName, markPx, fangXiangOld);
+ TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParamOld);
+ }
+
+ /**
+ * 处理当前网格的订单，触发量化操作
+ */
+ log.info("当前价格{}属于网格: {}-{}({}-{})", markPx, gridByPriceNew.getName(),gridByPriceNew.getFang_xiang(), gridByPriceNew.getJiage_xiaxian(), gridByPriceNew.getJiage_shangxian());
+ wangGeListService.initWangGe(markPx);
+ TradeRequestParam tradeRequestParam = caoZuoService.caoZuoHandler(accountName, markPx, gridByPriceNew.getFang_xiang());
+ TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
+ log.info("价格变化触发量化操作: 账号={}, 价格={}", accountName, markPx);
+ }
+ }
+ } catch (Exception e) {
+ log.error("触发量化操作失败", e);
}
}
@@ -231,7 +353,7 @@
* 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) {
+ if (heartbeatExecutor != null && !heartbeatExecutor.isTerminated()) {
heartbeatExecutor.shutdownNow();
}
@@ -251,7 +373,7 @@
private synchronized void resetHeartbeatTimer() {
cancelPongTimeout();
- if (heartbeatExecutor != null) {
+ if (heartbeatExecutor != null && !heartbeatExecutor.isShutdown()) {
pongTimeoutFuture = heartbeatExecutor.schedule(this::checkHeartbeatTimeout,
HEARTBEAT_TIMEOUT, TimeUnit.SECONDS);
}
@@ -262,6 +384,11 @@
* 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();
@@ -303,7 +430,7 @@
*/
private void reconnectWithBackoff() throws InterruptedException {
int attempt = 0;
- int maxAttempts = 5;
+ int maxAttempts = 3;
long delayMs = 5000;
while (attempt < maxAttempts) {
@@ -320,4 +447,22 @@
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;
+ }
+ try {
+ executor.shutdown();
+ if (!executor.awaitTermination(5, TimeUnit.SECONDS)) {
+ executor.shutdownNow();
+ }
+ } catch (InterruptedException e) {
+ Thread.currentThread().interrupt();
+ executor.shutdownNow();
+ }
+ }
+}
\ No newline at end of file
--
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