From a986f3571c7e18ade4665fe5999b445b5762264d Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 11 May 2026 23:07:15 +0800
Subject: [PATCH] refactor(gateApi): 修改网格交易队列生成算法
---
src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/CandlestickChannelHandler.java | 41 +++++++++++++++++++++++++++++++++++++----
1 files changed, 37 insertions(+), 4 deletions(-)
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
index 949f64e..bac9ef9 100644
--- 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
@@ -43,9 +43,23 @@
this.gridTradeService = gridTradeService;
}
+ /** @return 频道名称 "futures.candlesticks" */
@Override
public String getChannelName() { return CHANNEL_NAME; }
+ /**
+ * 发送 K 线频道订阅请求（公开频道，无需签名）。
+ *
+ * <h3>订阅格式</h3>
+ * <pre>
+ * {
+ * "time": <unix时间戳(秒)>,
+ * "channel": "futures.candlesticks",
+ * "event": "subscribe",
+ * "payload": ["1m", "{contract}"]
+ * }
+ * </pre>
+ */
@Override
public void subscribe(WebSocketClient ws) {
JSONObject msg = new JSONObject();
@@ -60,6 +74,9 @@
log.info("[{}] 订阅成功, 合约:{}, 周期:{}", CHANNEL_NAME, contract, INTERVAL);
}
+ /**
+ * 发送 K 线频道取消订阅请求。
+ */
@Override
public void unsubscribe(WebSocketClient ws) {
JSONObject msg = new JSONObject();
@@ -74,6 +91,25 @@
log.info("[{}] 取消订阅成功", CHANNEL_NAME);
}
+ /**
+ * 处理 K 线推送消息。
+ *
+ * <h3>数据提取</h3>
+ * result[0] 中提取：
+ * <ul>
+ * <li>c（close）：收盘价 → 传给 gridTradeService.onKline()</li>
+ * <li>n（name）：烛线名称（如 "1m_ETH_USDT"）</li>
+ * <li>t（time）：烛线起始时间戳</li>
+ * <li>w（window_close）：烛线是否完结（仅日志输出，不做门控）</li>
+ * </ul>
+ *
+ * <h3>注意</h3>
+ * 不判断 w（已完结）——策略需要 tick 级实时响应价格变动，
+ * 而非等 1 分钟烛线完结后才行动。
+ *
+ * @param response WebSocket 推送的完整 JSON
+ * @return true 表示已处理（匹配成功）
+ */
@Override
public boolean handleMessage(JSONObject response) {
if (!CHANNEL_NAME.equals(response.getString("channel"))) {
@@ -87,10 +123,7 @@
log.info("========== Gate K线数据 ==========");
log.info("名称: {} 时间: {}", data.getString("n"), DateUtil.TimeStampToDateTime(data.getLong("t")));
- log.info("开盘: {} 最高: {} 最低: {} 收盘: {} 成交量: {} 成交额: {} 已完结: {}",
- data.getString("o"), data.getString("h"), data.getString("l"),
- data.getString("c"), data.getString("v"), data.getString("a"),
- data.getBooleanValue("w"));
+ log.info("收盘: {} 已完结: {}",data.getString("c"),data.getBooleanValue("w"));
log.info("==================================");
if (gridTradeService != null) {
--
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