From fe4d5467b8431ef1461bc93e4eba4f9153125da9 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Tue, 06 Jan 2026 17:24:42 +0800
Subject: [PATCH] refactor(okxWs): 优化下单参数构建逻辑
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java | 82 ++++++++++++++++++++++-------------------
1 files changed, 44 insertions(+), 38 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 b6190a0..cf5c9fd 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/OkxKlineWebSocketClient.java
@@ -3,11 +3,14 @@
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.MacdEmaStrategy;
import com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy.MacdMaStrategy;
import com.xcong.excoin.modules.okxNewPrice.okxWs.*;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
@@ -19,6 +22,7 @@
import com.xcong.excoin.modules.okxNewPrice.okxpi.config.ExchangeInfoEnum;
import com.xcong.excoin.modules.okxNewPrice.okxpi.config.ExchangeLoginService;
import com.xcong.excoin.modules.okxNewPrice.utils.SSLConfig;
+import com.xcong.excoin.modules.okxNewPrice.utils.WsMapBuild;
import com.xcong.excoin.modules.okxNewPrice.utils.WsParamBuild;
import com.xcong.excoin.utils.RedisUtils;
import lombok.extern.slf4j.Slf4j;
@@ -332,6 +336,8 @@
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
@@ -341,7 +347,7 @@
if ("1".equals(confirm)){
//调用策略
// 创建策略实例
- MacdMaStrategy strategy = new MacdMaStrategy();
+ MacdEmaStrategy strategy = new MacdEmaStrategy();
// 生成200个1m价格数据点
List<Kline> kline1MinuteData = getKlineDataByInstIdAndBar(instId, "1m");
@@ -349,17 +355,9 @@
.map(Kline::getC)
.collect(Collectors.toList());
- // 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());
// 使用策略分析最新价格数据
- MacdMaStrategy.TradingOrder tradingOrderOpen1M = strategy.generateTradingOrder(historicalPrices1M,historicalPrices1D,MacdMaStrategy.OperationType.open.name());
- if (tradingOrderOpen1M == null ){
- return;
- }
- if (historicalPrices1D == null ){
+ MacdEmaStrategy.TradingOrder tradingOrderOpenOpen = strategy.generateTradingOrder(historicalPrices1M, MacdMaStrategy.OperationType.open.name());
+ if (tradingOrderOpenOpen == null){
return;
}
@@ -372,24 +370,9 @@
for (OkxQuantWebSocketClient client : clientManager.getAllClients()) {
String accountName = client.getAccountName();
if (accountName != null) {
- if (ObjectUtil.isNotEmpty(tradingOrderOpen1M)){
- // 根据信号执行交易操作
- TradeRequestParam tradeRequestParam = new TradeRequestParam();
-
- String posSide = tradingOrderOpen1M.getPosSide();
- tradeRequestParam.setPosSide(posSide);
- String currentPrice = String.valueOf(closePx);
- tradeRequestParam = caoZuoService.caoZuoStrategy(accountName, currentPrice, posSide);
-
- String side = tradingOrderOpen1M.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(client.getWebSocketClient(), tradeRequestParam);
+ if (ObjectUtil.isNotEmpty(tradingOrderOpenOpen)){
+ log.info("{}开仓{}:{}",instId,tradingOrderOpenOpen.getPosSide(),tradingOrderOpenOpen.getSide());
+ doOpen(client.getWebSocketClient(),accountName, tradingOrderOpenOpen, closePx);
}
}
}
@@ -398,6 +381,26 @@
} 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) {
@@ -417,16 +420,19 @@
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);
}
--
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