From f83e5493c0a4d36214f4753c7ee09fe392d306c2 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 05 Jan 2026 16:27:17 +0800
Subject: [PATCH] feat(okxNewPrice): 添加K线时间戳转换和日志记录功能
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java | 41 +++++++++++++++++++----------------------
1 files changed, 19 insertions(+), 22 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 d221c88..5389a35 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;
@@ -332,6 +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
@@ -339,38 +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 ){
-// 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!");
-
+ if (historicalPrices1D == null ){
+ return;
+ }
Collection<OkxQuantWebSocketClient> allClients = clientManager.getAllClients();
//如果为空,则直接返回
@@ -417,8 +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");
--
Gitblit v1.9.1