From 7903e78b53a98e4ff0670a41476f2d1c16ac19fb Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Tue, 06 Jan 2026 09:50:47 +0800
Subject: [PATCH] feat(okxNewPrice): 添加MACD和EMA组合交易策略实现
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java | 136 ++++++++++++++++++++++++++++++++-------------
1 files changed, 97 insertions(+), 39 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 953f4b6..1983e8a 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
@@ -3,11 +3,14 @@
import cn.hutool.core.collection.CollUtil;
import cn.hutool.core.util.ObjectUtil;
import cn.hutool.json.JSONException;
+import cn.hutool.json.JSONUtil;
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.indicator.TradingStrategy;
+import com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy.MacdEmaStrategy;
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;
@@ -247,6 +250,11 @@
*/
private void handleWebSocketMessage(String message) {
try {
+ if ("pong".equals(message)) {
+ log.debug("{}: 收到心跳响应");
+ cancelPongTimeout();
+ return;
+ }
JSONObject response = JSON.parseObject(message);
String event = response.getString("event");
@@ -327,6 +335,8 @@
BigDecimal lowPx = new BigDecimal(data.getString(3));
BigDecimal closePx = new BigDecimal(data.getString(4));
BigDecimal vol = new BigDecimal(data.getString(5));
+ //ts String 开始时间，Unix时间戳的毫秒数格式，如 1597026383085 转日期：2020-08-07 15:13:03.085
+ String time = DateUtil.TimeStampToDateTime(Long.parseLong(data.getString(0)));
/**
* K线状态
* 0：K线未完结
@@ -334,38 +344,30 @@
*/
String confirm = data.getString(8);
if ("1".equals(confirm)){
+ log.info("{}开仓{}:{}",time,closePx,instId);
//调用策略
// 创建策略实例
- MacdMaStrategy strategy = new MacdMaStrategy();
+// MacdMaStrategy strategy = new MacdMaStrategy();
+ MacdEmaStrategy strategy = new MacdEmaStrategy();
- // 生成100个15分钟价格数据点
+ // 生成200个1m价格数据点
List<Kline> kline1MinuteData = getKlineDataByInstIdAndBar(instId, "1m");
List<BigDecimal> historicalPrices1M = kline1MinuteData.stream()
.map(Kline::getC)
.collect(Collectors.toList());
- log.info("生成100个1分钟价格数据点成功！");
+
+ // 生成200个1D价格数据点
+// List<Kline> kline1DayData = getKlineDataByInstIdAndBar(instId, "1D");
+// List<BigDecimal> historicalPrices1D = kline1DayData.stream()
+// .map(Kline::getC)
+// .collect(Collectors.toList());
+// log.info("1D:{}", JSONUtil.parse( historicalPrices1D));
// 使用策略分析最新价格数据
- MacdMaStrategy.TradingOrder tradingOrderOpen1M = strategy.generateTradingOrder(historicalPrices1M,MacdMaStrategy.OperationType.open.name());
- if (tradingOrderOpen1M == null ){
+// MacdMaStrategy.TradingOrder tradingOrderOpenOpen = strategy.generateTradingOrder(historicalPrices1M,historicalPrices1D,MacdMaStrategy.OperationType.open.name());
+ MacdEmaStrategy.TradingOrder tradingOrderOpenOpen = strategy.generateTradingOrder(historicalPrices1M, MacdMaStrategy.OperationType.open.name());
+ if (tradingOrderOpenOpen == null){
return;
}
-
- List<Kline> kline15MinuteData = getKlineDataByInstIdAndBar(instId, "15m");
- List<BigDecimal> historicalPrices15M = kline15MinuteData.stream()
- .map(Kline::getC)
- .collect(Collectors.toList());
- // 使用策略分析最新价格数据
- MacdMaStrategy.TradingOrder tradingOrderOpen15M = strategy.generateTradingOrder(historicalPrices15M,MacdMaStrategy.OperationType.open.name());
- if (tradingOrderOpen15M == null ){
- return;
- }
-
- if (!tradingOrderOpen1M.getPosSide().equals(tradingOrderOpen15M.getPosSide())){
- return;
- }
-
- log.info("1分钟和15分钟K线方向一致，开始执行交易操作！");
-
Collection<OkxQuantWebSocketClient> allClients = clientManager.getAllClients();
//如果为空，则直接返回
@@ -376,16 +378,16 @@
for (OkxQuantWebSocketClient client : clientManager.getAllClients()) {
String accountName = client.getAccountName();
if (accountName != null) {
- if (ObjectUtil.isNotEmpty(tradingOrderOpen1M)){
+ if (ObjectUtil.isNotEmpty(tradingOrderOpenOpen)){
// 根据信号执行交易操作
TradeRequestParam tradeRequestParam = new TradeRequestParam();
- String posSide = tradingOrderOpen1M.getPosSide();
+ String posSide = tradingOrderOpenOpen.getPosSide();
tradeRequestParam.setPosSide(posSide);
String currentPrice = String.valueOf(closePx);
tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);
- String side = tradingOrderOpen1M.getSide();
+ String side = tradingOrderOpenOpen.getSide();
tradeRequestParam.setSide(side);
String clOrdId = WsParamBuild.getOrderNum(side);
@@ -394,6 +396,63 @@
String sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
tradeRequestParam.setSz(sz);
TradeOrderWs.orderEvent(client.getWebSocketClient(), tradeRequestParam);
+ }
+ }
+ }
+ }else{
+ log.info("{}平仓{}:{}",time,closePx,instId);
+ //调用策略
+ // 创建策略实例
+ MacdMaStrategy strategy = new MacdMaStrategy();
+
+ // 生成200个1m价格数据点
+ List<Kline> kline1MinuteData = getKlineDataByInstIdAndBar(instId, "1m");
+ List<BigDecimal> historicalPrices1M = kline1MinuteData.stream()
+ .map(Kline::getC)
+ .collect(Collectors.toList());
+
+
+ // 生成200个1D价格数据点
+ List<Kline> kline1DayData = getKlineDataByInstIdAndBar(instId, "1D");
+ List<BigDecimal> historicalPrices1D = kline1DayData.stream()
+ .map(Kline::getC)
+ .collect(Collectors.toList());
+ // 使用策略分析最新价格数据
+ MacdMaStrategy.TradingOrder tradingOrderOpenClose = strategy.generateTradingOrder(historicalPrices1M,historicalPrices1D,MacdMaStrategy.OperationType.close.name());
+ if (tradingOrderOpenClose == 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(tradingOrderOpenClose)){
+ // 根据信号执行交易操作
+ TradeRequestParam tradeRequestParam = new TradeRequestParam();
+ tradeRequestParam.setAccountName(accountName);
+ tradeRequestParam.setMarkPx(String.valueOf(closePx));
+ tradeRequestParam.setInstId(CoinEnums.HE_YUE.getCode());
+ tradeRequestParam.setTdMode(CoinEnums.CROSS.getCode());
+ tradeRequestParam.setOrdType(CoinEnums.ORDTYPE_MARKET.getCode());
+ String posSide = tradingOrderOpenClose.getPosSide();
+ tradeRequestParam.setPosSide(posSide);
+
+ String side = tradingOrderOpenClose.getSide();
+ tradeRequestParam.setSide(side);
+
+ String clOrdId = WsParamBuild.getOrderNum(side);
+ tradeRequestParam.setClOrdId(clOrdId);
+
+ String positionAccountName = PositionsWs.initAccountName(accountName, posSide);
+ BigDecimal pos = PositionsWs.getAccountMap(positionAccountName).get("pos");
+ tradeRequestParam.setSz(String.valueOf(pos));
+ TradeOrderWs.orderZhiYingZhiSunEventNoState(client.getWebSocketClient(), tradeRequestParam);
}
}
}
@@ -412,8 +471,6 @@
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");
@@ -423,16 +480,19 @@
for (String[] s : klinesList) {
// 确保数组有足够的元素
if (s != null && s.length >= 9) {
+ String s1 = s[8];
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);
+ if ("1".equals(s1)){
+ 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);
}
@@ -515,9 +575,7 @@
private void sendPing() {
try {
if (webSocketClient != null && webSocketClient.isOpen()) {
- JSONObject ping = new JSONObject();
- ping.put("op", "ping");
- webSocketClient.send(ping.toJSONString());
+ webSocketClient.send("ping");
log.debug("发送ping请求");
}
} catch (Exception e) {
--
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