From e9a397babbbfa9cff8a5ed026447d585e739c37f Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Tue, 12 May 2026 21:47:21 +0800
Subject: [PATCH] refactor(gateApi): 将网格交易策略从限价单改为条件单
---
src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/CandlestickChannelHandler.java | 48 ++++++++++++++++++++++++++++++++++++++++++++----
1 files changed, 44 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..e05520a 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
@@ -33,19 +33,40 @@
public class CandlestickChannelHandler implements GateChannelHandler {
private static final String CHANNEL_NAME = "futures.candlesticks";
+ /** K 线周期，固定 1 分钟 */
private static final String INTERVAL = "1m";
+ /** 合约名称 */
private final String contract;
+ /** 网格交易服务，接收 K 线回调 */
private final GateGridTradeService gridTradeService;
+ /**
+ * @param contract 合约名称（如 ETH_USDT）
+ * @param gridTradeService 网格交易策略服务实例
+ */
public CandlestickChannelHandler(String contract, GateGridTradeService gridTradeService) {
this.contract = contract;
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 +81,9 @@
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 +98,25 @@
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 +130,7 @@
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) {
--
Gitblit v1.9.1