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 |   67 ++++++++++++++++++++++++++-------
 1 files changed, 52 insertions(+), 15 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 cf44e10..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
@@ -20,8 +20,8 @@
  * <pre>
  *   WebSocket 推送 update event
  *     → handleMessage() → 解析 OHLCV → log 打印 → gridTradeService.onKline(closePx)
- *       → 首次 K 线触发双开
- *       → 后续 K 线仅缓存 lastKlinePrice 供补仓参考
+ *       → WAITING_KLINE: 首次 K 线触发基底双开
+ *       → ACTIVE: 驱动 processShortGrid + processLongGrid 网格触发
  * </pre>
  *
  * <h3>订阅格式</h3>
@@ -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":    &lt;unix时间戳(秒)&gt;,
+     *   "channel": "futures.candlesticks",
+     *   "event":   "subscribe",
+     *   "payload": ["1m", "{contract}"]
+     * }
+     * </pre>
+     */
     @Override
     public void subscribe(WebSocketClient ws) {
         JSONObject msg = new JSONObject();
@@ -57,9 +71,12 @@
         payload.add(contract);
         msg.put("payload", payload);
         ws.send(msg.toJSONString());
-        log.info("[{}] subscribed, contract:{}, interval:{}", CHANNEL_NAME, contract, INTERVAL);
+        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();
@@ -71,28 +88,48 @@
         payload.add(contract);
         msg.put("payload", payload);
         ws.send(msg.toJSONString());
-        log.info("[{}] unsubscribed", CHANNEL_NAME);
+        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"))) return false;
+        if (!CHANNEL_NAME.equals(response.getString("channel"))) {
+            return false;
+        }
         try {
             JSONArray resultArray = response.getJSONArray("result");
-            if (resultArray == null || resultArray.isEmpty()) { log.warn("[{}] empty", CHANNEL_NAME); return true; }
+            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"));
 
-            log.info("========== Gate K线 ==========");
-            log.info("n:{} t:{} o:{} h:{} l:{} c:{} v:{} a:{} w:{}",
-                    data.getString("n"), DateUtil.TimeStampToDateTime(data.getLong("t")),
-                    data.getString("o"), data.getString("h"), data.getString("l"),
-                    data.getString("c"), data.getString("v"), data.getString("a"),
-                    data.getBooleanValue("w"));
-            log.info("==============================");
+            log.info("========== Gate K线数据 ==========");
+            log.info("名称: {} 时间: {}", data.getString("n"), DateUtil.TimeStampToDateTime(data.getLong("t")));
+            log.info("收盘: {} 已完结: {}",data.getString("c"),data.getBooleanValue("w"));
+            log.info("==================================");
 
-            if (gridTradeService != null) gridTradeService.onKline(closePx);
-        } catch (Exception e) { log.error("[{}] handle fail", CHANNEL_NAME, e); }
+            if (gridTradeService != null) {
+                gridTradeService.onKline(closePx);
+            }
+        } catch (Exception e) { log.error("[{}] 处理数据失败", CHANNEL_NAME, e); }
         return true;
     }
 }

--
Gitblit v1.9.1