From c7cb31dcafe3046f925f17e3d05604b35938199e Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Fri, 08 May 2026 12:57:05 +0800
Subject: [PATCH] refactor(gateApi): 重构 WebSocket 客户端架构并优化网格交易逻辑
---
src/main/java/com/xcong/excoin/modules/gateApi/GateKlineWebSocketClient.java | 404 +++++++++------------------------------------------------
1 files changed, 65 insertions(+), 339 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/GateKlineWebSocketClient.java b/src/main/java/com/xcong/excoin/modules/gateApi/GateKlineWebSocketClient.java
index 42f639f..0ab0957 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateKlineWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateKlineWebSocketClient.java
@@ -1,87 +1,66 @@
package com.xcong.excoin.modules.gateApi;
-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;
-import com.xcong.excoin.modules.blackchain.service.DateUtil;
-import com.xcong.excoin.modules.okxNewPrice.celue.CaoZuoService;
-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.InstrumentsWs;
-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.Kline;
-import com.xcong.excoin.modules.okxNewPrice.okxWs.param.TradeRequestParam;
-import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListService;
-import com.xcong.excoin.modules.okxNewPrice.okxpi.config.ExchangeInfoEnum;
-import com.xcong.excoin.modules.okxNewPrice.okxpi.config.ExchangeLoginService;
+import com.xcong.excoin.modules.gateApi.wsHandler.GateChannelHandler;
import com.xcong.excoin.modules.okxNewPrice.utils.SSLConfig;
-import com.xcong.excoin.modules.okxNewPrice.utils.WsParamBuild;
import lombok.extern.slf4j.Slf4j;
import org.java_websocket.client.WebSocketClient;
import org.java_websocket.handshake.ServerHandshake;
-import java.math.BigDecimal;
import java.net.URI;
import java.net.URISyntaxException;
-import java.util.*;
+import java.util.ArrayList;
+import java.util.List;
import java.util.concurrent.*;
import java.util.concurrent.atomic.AtomicBoolean;
import java.util.concurrent.atomic.AtomicReference;
-import java.util.stream.Collectors;
/**
- * Gate K线 WebSocket 客户端类，用于连接 Gate 的 WebSocket 接口，
- * 实时获取并处理 K线（candlestick）数据。
- * 同时支持心跳检测、自动重连以及异常恢复机制。
+ * Gate WebSocket 连接管理器。
+ * 负责建立连接、心跳检测、重连，将频道逻辑委托给 {@link GateChannelHandler} 实现类。
+ *
+ * <h3>频道处理</h3>
+ * 每个频道由独立的 Handler 类负责：订阅、取消订阅、消息解析。
+ * 运行时将消息按 channel 字段路由到对应 Handler。
+ *
* @author Administrator
*/
@Slf4j
public class GateKlineWebSocketClient {
- private final CaoZuoService caoZuoService;
- private final GateWebSocketClientManager clientManager;
- private final WangGeListService wangGeListService;
+
+ private static final String FUTURES_PING = "futures.ping";
+ private static final String FUTURES_PONG = "futures.pong";
+ private static final int HEARTBEAT_TIMEOUT = 10;
+
+ private static final String WS_URL_MONIPAN = "wss://ws-testnet.gate.com/v4/ws/futures/usdt";
+ private static final String WS_URL_SHIPAN = "wss://fx-ws.gateio.ws/v4/ws/usdt";
+ private static final boolean isAccountType = false;
private WebSocketClient webSocketClient;
private ScheduledExecutorService heartbeatExecutor;
private volatile ScheduledFuture<?> pongTimeoutFuture;
private final AtomicReference<Long> lastMessageTime = new AtomicReference<>(System.currentTimeMillis());
- // 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 CHANNEL = "futures.candlesticks";
- private static final String FUTURES_PING = "futures.ping";
- private static final String FUTURES_PONG = "futures.pong";
- private static final String GATE_INTERVAL = "1m";
- private static final String GATE_CONTRACT = "BTC_USDT";
+ private final List<GateChannelHandler> channelHandlers = new ArrayList<>();
- // 心跳超时时间(秒)，小于30秒
- private static final int HEARTBEAT_TIMEOUT = 10;
-
- // 共享线程池用于重连等异步任务
private final ExecutorService sharedExecutor = Executors.newCachedThreadPool(r -> {
- Thread t = new Thread(r, "gate-kline-worker");
+ Thread t = new Thread(r, "gate-ws-worker");
t.setDaemon(true);
return t;
});
- public GateKlineWebSocketClient(CaoZuoService caoZuoService,
- GateWebSocketClientManager clientManager,
- WangGeListService wangGeListService
- ) {
- this.caoZuoService = caoZuoService;
- this.clientManager = clientManager;
- this.wangGeListService = wangGeListService;
+ public GateKlineWebSocketClient() {
}
- /**
- * 初始化方法，创建并初始化WebSocket客户端实例
- */
+ public void addChannelHandler(GateChannelHandler handler) {
+ channelHandlers.add(handler);
+ }
+
public void init() {
if (!isInitialized.compareAndSet(false, true)) {
log.warn("GateKlineWebSocketClient 已经初始化过，跳过重复初始化");
@@ -91,24 +70,19 @@
startHeartbeat();
}
- /**
- * 销毁方法，关闭WebSocket连接和相关资源
- */
public void destroy() {
log.info("开始销毁GateKlineWebSocketClient");
if (webSocketClient != null && webSocketClient.isOpen()) {
- unsubscribeKlineChannels();
+ for (GateChannelHandler handler : channelHandlers) {
+ handler.unsubscribe(webSocketClient);
+ }
try {
Thread.sleep(500);
} catch (InterruptedException e) {
Thread.currentThread().interrupt();
log.warn("取消订阅等待被中断");
}
- }
-
- if (sharedExecutor != null && !sharedExecutor.isShutdown()) {
- sharedExecutor.shutdown();
}
if (webSocketClient != null && webSocketClient.isOpen()) {
@@ -120,6 +94,10 @@
}
}
+ if (sharedExecutor != null && !sharedExecutor.isShutdown()) {
+ sharedExecutor.shutdown();
+ }
+
shutdownExecutorGracefully(heartbeatExecutor);
if (pongTimeoutFuture != null) {
pongTimeoutFuture.cancel(true);
@@ -129,36 +107,16 @@
log.info("GateKlineWebSocketClient销毁完成");
}
- private static final String WS_URL_MONIPAN = "wss://ws-testnet.gate.com/v4/ws/futures/usdt";
- private static final String WS_URL_SHIPAN = "wss://fx-ws.gateio.ws/v4/ws/usdt";
- private static final boolean isAccountType = false;
-
- /**
- * 建立与 Gate 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()) {
+ if (isConnecting.get() || !isConnecting.compareAndSet(false, true)) {
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;
- }
+ String WS_URL = isAccountType ? WS_URL_SHIPAN : WS_URL_MONIPAN;
URI uri = new URI(WS_URL);
-
- // 关闭之前的连接（如果存在）
if (webSocketClient != null) {
try {
webSocketClient.closeBlocking();
@@ -167,19 +125,18 @@
log.warn("关闭之前连接时被中断");
}
}
-
webSocketClient = new WebSocketClient(uri) {
@Override
public void onOpen(ServerHandshake handshake) {
- log.info("Gate Kline WebSocket连接成功");
+ log.info("Gate WebSocket连接成功");
isConnected.set(true);
isConnecting.set(false);
-
- // 检查应用是否正在关闭
if (sharedExecutor != null && !sharedExecutor.isShutdown()) {
resetHeartbeatTimer();
- subscribeKlineChannels();
- subscribePingChannels();
+ for (GateChannelHandler handler : channelHandlers) {
+ handler.subscribe(webSocketClient);
+ }
+ sendPing();
} else {
log.warn("应用正在关闭，忽略WebSocket连接成功回调");
}
@@ -188,17 +145,16 @@
@Override
public void onMessage(String message) {
lastMessageTime.set(System.currentTimeMillis());
- handleWebSocketMessage(message);
+ handleMessage(message);
resetHeartbeatTimer();
}
@Override
public void onClose(int code, String reason, boolean remote) {
- log.warn("Gate Kline WebSocket连接关闭: code={}, reason={}", code, reason);
+ log.warn("Gate WebSocket连接关闭: code={}, reason={}", code, reason);
isConnected.set(false);
isConnecting.set(false);
cancelPongTimeout();
-
if (sharedExecutor != null && !sharedExecutor.isShutdown() && !sharedExecutor.isTerminated()) {
sharedExecutor.execute(() -> {
try {
@@ -217,11 +173,10 @@
@Override
public void onError(Exception ex) {
- log.error("Gate Kline WebSocket发生错误", ex);
+ log.error("Gate WebSocket发生错误", ex);
isConnected.set(false);
}
};
-
webSocketClient.connect();
} catch (URISyntaxException e) {
log.error("WebSocket URI格式错误", e);
@@ -229,53 +184,7 @@
}
}
- /**
- * 订阅K线频道。
- * 构造 Gate 格式的订阅请求并发送给服务端。
- * payload: ["1m", "BTC_USDT"] (间隔, 合约名)
- */
- private void subscribeKlineChannels() {
- JSONObject subscribeMsg = new JSONObject();
- subscribeMsg.put("time", System.currentTimeMillis() / 1000);
- subscribeMsg.put("channel", CHANNEL);
- subscribeMsg.put("event", "subscribe");
-
- JSONArray payload = new JSONArray();
- payload.add(GATE_INTERVAL);
- payload.add(GATE_CONTRACT);
- subscribeMsg.put("payload", payload);
-
- webSocketClient.send(subscribeMsg.toJSONString());
- log.info("已发送 K线频道订阅请求，合约: {}, 周期: {}", GATE_CONTRACT, GATE_INTERVAL);
- }
- private void subscribePingChannels() {
- JSONObject subscribeMsg = new JSONObject();
- subscribeMsg.put("time", System.currentTimeMillis() / 1000);
- subscribeMsg.put("channel", FUTURES_PING);
- webSocketClient.send(subscribeMsg.toJSONString());
- log.info("已发送 futures.ping");
- }
-
- private void unsubscribeKlineChannels() {
- JSONObject unsubscribeMsg = new JSONObject();
- unsubscribeMsg.put("time", System.currentTimeMillis() / 1000);
- unsubscribeMsg.put("channel", CHANNEL);
- unsubscribeMsg.put("event", "unsubscribe");
- JSONArray payload = new JSONArray();
- payload.add(GATE_INTERVAL);
- payload.add(GATE_CONTRACT);
- unsubscribeMsg.put("payload", payload);
- webSocketClient.send(unsubscribeMsg.toJSONString());
- log.info("已发送 K线频道取消订阅请求，合约: {}, 周期: {}", GATE_CONTRACT, GATE_INTERVAL);
- }
-
- /**
- * 处理从 WebSocket 收到的消息。
- * 包括订阅确认、错误响应、心跳响应以及实际的数据推送。
- *
- * @param message 来自 WebSocket 的原始字符串消息
- */
- private void handleWebSocketMessage(String message) {
+ private void handleMessage(String message) {
try {
JSONObject response = JSON.parseObject(message);
String channel = response.getString("channel");
@@ -284,237 +193,67 @@
if (FUTURES_PONG.equals(channel)) {
log.debug("收到futures.pong响应");
cancelPongTimeout();
- } else if ("subscribe".equals(event)) {
+ return;
+ }
+
+ if ("subscribe".equals(event)) {
log.info("{} 频道订阅成功: {}", channel, response.getJSONObject("result"));
- } else if ("unsubscribe".equals(event)) {
+ return;
+ }
+ if ("unsubscribe".equals(event)) {
log.info("{} 频道取消订阅成功", channel);
- } else if ("error".equals(event)) {
+ return;
+ }
+ if ("error".equals(event)) {
JSONObject error = response.getJSONObject("error");
log.error("{} 频道错误: code={}, msg={}",
channel,
error != null ? error.getInteger("code") : "N/A",
error != null ? error.getString("message") : response.getString("msg"));
- } else if ("update".equals(event) || "all".equals(event)) {
- processPushDataV2(response);
+ return;
+ }
+
+ if ("update".equals(event) || "all".equals(event)) {
+ for (GateChannelHandler handler : channelHandlers) {
+ if (handler.handleMessage(response)) {
+ return;
+ }
+ }
}
} catch (Exception e) {
log.error("处理WebSocket消息失败: {}", message, e);
}
}
- /**
- * 解析并处理K线推送数据。
- * 控制台输出K线数据，并在K线完结时触发策略和量化操作。
- *
- * @param response 包含K线数据的 JSON 对象
- */
- private void processPushDataV2(JSONObject response) {
- try {
- /**
- * Gate K线推送格式：
- * {
- * "time": 1542162490,
- * "time_ms": 1542162490123,
- * "channel": "futures.candlesticks",
- * "event": "update",
- * "result": [
- * {
- * "t": 1545129300,
- * "v": "27525555",
- * "c": "95.4",
- * "h": "96.9",
- * "l": "89.5",
- * "o": "94.3",
- * "n": "1m_BTC_USD",
- * "a": "314732.87412",
- * "w": false
- * }
- * ]
- * }
- */
- String channel = response.getString("channel");
- if (!CHANNEL.equals(channel)) {
- return;
- }
-
- JSONArray resultArray = response.getJSONArray("result");
- if (resultArray == null || resultArray.isEmpty()) {
- log.warn("K线频道数据为空");
- return;
- }
-
- JSONObject data = resultArray.getJSONObject(0);
- BigDecimal openPx = new BigDecimal(data.getString("o"));
- BigDecimal highPx = new BigDecimal(data.getString("h"));
- BigDecimal lowPx = new BigDecimal(data.getString("l"));
- BigDecimal closePx = new BigDecimal(data.getString("c"));
- BigDecimal vol = new BigDecimal(data.getString("v"));
- BigDecimal baseVol = new BigDecimal(data.getString("a"));
- String name = data.getString("n");
- long tsSeconds = data.getLong("t");
- boolean windowClosed = data.getBooleanValue("w");
- String time = DateUtil.TimeStampToDateTime(tsSeconds * 1000);
-
- System.out.println("========== Gate K线数据 ==========");
- System.out.println("名称(n): " + name);
- System.out.println("时间 : " + time);
- System.out.println("开盘(o): " + openPx);
- System.out.println("最高(h): " + highPx);
- System.out.println("最低(l): " + lowPx);
- System.out.println("收盘(c): " + closePx);
- System.out.println("成交量(v): " + vol);
- System.out.println("成交额(a): " + baseVol);
- System.out.println("K线完结(w): " + windowClosed);
- System.out.println("==================================");
-
- if (windowClosed) {
- MacdEmaStrategy strategy = new MacdEmaStrategy();
-
- List<Kline> kline1MinuteData = getKlineDataByInstIdAndBar(CoinEnums.HE_YUE.getCode(), "1m");
- List<BigDecimal> historicalPrices1M = kline1MinuteData.stream()
- .map(Kline::getC)
- .collect(Collectors.toList());
-
- MacdEmaStrategy.TradingOrder tradingOrderOpenOpen = strategy.generateTradingOrder(historicalPrices1M, MacdMaStrategy.OperationType.open.name());
- if (tradingOrderOpenOpen == null) {
- return;
- }
-
- }
- } catch (Exception e) {
- log.error("处理 K线频道推送数据失败", e);
- }
- }
-
- private void doOpen(WebSocketClient webSocketClient, String accountName, MacdEmaStrategy.TradingOrder tradingOrderOpenOpen, BigDecimal closePx) {
- // 根据信号执行交易操作
- TradeRequestParam tradeRequestParam = new TradeRequestParam();
-
- String posSide = tradingOrderOpenOpen.getPosSide();
- tradeRequestParam.setPosSide(posSide);
- String currentPrice = String.valueOf(closePx);
- tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);
-
- String side = tradingOrderOpenOpen.getSide();
- tradeRequestParam.setSide(side);
-
- String clOrdId = WsParamBuild.getOrderNum(side);
- tradeRequestParam.setClOrdId(clOrdId);
-
- String sz = InstrumentsWs.getAccountMap(accountName).get(CoinEnums.BUY_CNT_INIT.name());
- tradeRequestParam.setSz(sz);
- TradeOrderWs.orderEvent(webSocketClient, tradeRequestParam);
- }
-
- private List<Kline> getKlineDataByInstIdAndBar(String instId, String bar) {
- List<Kline> klineList = new ArrayList<>();
- try {
- LinkedHashMap<String, Object> requestParam = new LinkedHashMap<>();
- requestParam.put("instId", instId);
- requestParam.put("bar", bar);
- requestParam.put("limit", "200");
- String result = ExchangeLoginService.getInstance(ExchangeInfoEnum.OKX_UAT.name()).lineHistory(requestParam);
- 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) {
- String s1 = s[8];
- try {
- 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);
- }
- } 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);
- }
- return klineList;
- }
-
- /**
- * 构建 Redis Key
- */
- private String buildRedisKey(String instId) {
- return "PRICE_" + instId.replace("-", "");
- }
-
- /**
- * 启动心跳检测任务。
- * 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 && !heartbeatExecutor.isTerminated()) {
heartbeatExecutor.shutdownNow();
}
-
heartbeatExecutor = Executors.newSingleThreadScheduledExecutor(r -> {
- Thread t = new Thread(r, "gate-kline-heartbeat");
+ Thread t = new Thread(r, "gate-ws-heartbeat");
t.setDaemon(true);
return t;
});
-
heartbeatExecutor.scheduleWithFixedDelay(this::checkHeartbeatTimeout, 25, 25, TimeUnit.SECONDS);
}
- /**
- * 重置心跳计时器。
- * 当收到新消息或发送 ping 后取消当前超时任务并重新安排下一次超时检查。
- */
private synchronized void resetHeartbeatTimer() {
cancelPongTimeout();
-
if (heartbeatExecutor != null && !heartbeatExecutor.isShutdown()) {
pongTimeoutFuture = heartbeatExecutor.schedule(this::checkHeartbeatTimeout,
HEARTBEAT_TIMEOUT, TimeUnit.SECONDS);
}
}
- /**
- * 检查心跳超时情况。
- * 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();
-
- if (currentTime - lastTime >= HEARTBEAT_TIMEOUT * 1000L) {
+ if (System.currentTimeMillis() - lastMessageTime.get() >= HEARTBEAT_TIMEOUT * 1000L) {
sendPing();
}
}
- /**
- * 发送 ping 请求至 WebSocket 服务端。
- * 用于维持长连接有效性。
- */
private void sendPing() {
try {
if (webSocketClient != null && webSocketClient.isOpen()) {
@@ -529,25 +268,16 @@
}
}
- /**
- * 取消当前的心跳超时任务。
- * 在收到 pong 或其他有效消息时调用此方法避免不必要的断开重连。
- */
private synchronized void cancelPongTimeout() {
if (pongTimeoutFuture != null && !pongTimeoutFuture.isDone()) {
pongTimeoutFuture.cancel(true);
}
}
- /**
- * 执行 WebSocket 重连操作。
- * 在连接意外中断后尝试重新建立连接。
- */
private void reconnectWithBackoff() throws InterruptedException {
int attempt = 0;
int maxAttempts = 3;
long delayMs = 5000;
-
while (attempt < maxAttempts) {
try {
Thread.sleep(delayMs);
@@ -559,13 +289,9 @@
attempt++;
}
}
-
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;
@@ -580,4 +306,4 @@
executor.shutdownNow();
}
}
-}
\ No newline at end of file
+}
--
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