From a8cc19ace8ba3c573afbb656c1c7d233c5e315d4 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Wed, 24 Dec 2025 15:36:02 +0800
Subject: [PATCH] feat(trading): 优化区间交易策略的信号生成逻辑
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java | 95 +++++++++++++++++++++++++++--------------------
1 files changed, 55 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 424fc76..d453dd9 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.json.JSONException;
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
@@ -25,10 +26,7 @@
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 +55,8 @@
private final AtomicBoolean isConnecting = new AtomicBoolean(false);
private final AtomicBoolean isInitialized = new AtomicBoolean(false);
- private static final String CHANNEL = "candle15m";
+ private static final String CHANNEL = "candle5m";
+// private static final String CHANNEL = "candle15m";
// 心跳超时时间(秒)，小于30秒
private static final int HEARTBEAT_TIMEOUT = 10;
@@ -339,7 +338,7 @@
List<Kline> kline15MinuteData = getKlineDataByInstIdAndBar(instId, "15m");
//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
@@ -349,9 +348,7 @@
List<BigDecimal> low = kline15MinuteData.stream()
.map(Kline::getL)
.collect(Collectors.toList());
- List<BigDecimal> close = kline15MinuteData.stream()
- .map(Kline::getC)
- .collect(Collectors.toList());
+ List<BigDecimal> close = prices;
// 生成成交量数据
List<BigDecimal> volume = kline15MinuteData.stream()
@@ -381,10 +378,10 @@
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
@@ -414,7 +411,7 @@
}
//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);
@@ -496,33 +493,51 @@
}
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", "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");
+
+ 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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