From de38155f608f47bd89a58c6790c82bbb4b2c58d8 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 05 Jan 2026 16:40:37 +0800
Subject: [PATCH] fix(okxNewPrice): 解决K线数据处理中的数组越界问题
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java | 67 +++++++++++++++++----------------
1 files changed, 35 insertions(+), 32 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..33e270f 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
@@ -3,9 +3,11 @@
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.MacdMaStrategy;
@@ -247,6 +249,11 @@
*/
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 +334,8 @@
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 +343,33 @@
*/
String confirm = data.getString(8);
if ("1".equals(confirm)){
+ log.info("{}K线已完结{}:{}",time,closePx,instId);
//调用策略
// 创建策略实例
MacdMaStrategy strategy = new MacdMaStrategy();
- // 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！");
+
+ log.info("1m:{}", JSONUtil.parse( historicalPrices1M));
+
+ // 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());
+ MacdMaStrategy.TradingOrder tradingOrderOpen1M = strategy.generateTradingOrder(historicalPrices1M,historicalPrices1D,MacdMaStrategy.OperationType.open.name());
if (tradingOrderOpen1M == 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 ){
+ if (historicalPrices1D == 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
@@ -412,8 +416,6 @@
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 +425,19 @@
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 +520,7 @@
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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