From 0cfd84ebe2adf4a4616ba72078b135a1797e8cfe Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Tue, 12 May 2026 17:50:38 +0800
Subject: [PATCH] fix(trade): 修复网格交易逻辑并更新生产配置
---
src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/CandlestickChannelHandler.java | 110 +++++++++++++++++++++++++++++++++++-------------------
1 files changed, 71 insertions(+), 39 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 c445e49..bac9ef9 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
@@ -11,8 +11,21 @@
import java.math.BigDecimal;
/**
- * K 线频道处理器。
- * 公开频道，无需认证。订阅 1m K 线，解析后回调 {@link GateGridTradeService#onKline}。
+ * K 线（Candlestick）频道处理器。
+ *
+ * <h3>特点</h3>
+ * 公开频道，无需 HMAC-SHA512 认证签名。订阅 1m 周期的 K 线数据。
+ *
+ * <h3>数据流</h3>
+ * <pre>
+ * WebSocket 推送 update event
+ * → handleMessage() → 解析 OHLCV → log 打印 → gridTradeService.onKline(closePx)
+ * → WAITING_KLINE: 首次 K 线触发基底双开
+ * → ACTIVE: 驱动 processShortGrid + processLongGrid 网格触发
+ * </pre>
+ *
+ * <h3>订阅格式</h3>
+ * payload: {@code ["1m", contract]}
*
* @author Administrator
*/
@@ -30,74 +43,93 @@
this.gridTradeService = gridTradeService;
}
+ /** @return 频道名称 "futures.candlesticks" */
@Override
- public String getChannelName() {
- return CHANNEL_NAME;
- }
+ 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 subscribeMsg = new JSONObject();
- subscribeMsg.put("time", System.currentTimeMillis() / 1000);
- subscribeMsg.put("channel", CHANNEL_NAME);
- subscribeMsg.put("event", "subscribe");
+ JSONObject msg = new JSONObject();
+ msg.put("time", System.currentTimeMillis() / 1000);
+ msg.put("channel", CHANNEL_NAME);
+ msg.put("event", "subscribe");
JSONArray payload = new JSONArray();
payload.add(INTERVAL);
payload.add(contract);
- subscribeMsg.put("payload", payload);
- ws.send(subscribeMsg.toJSONString());
- log.info("[{}] 已发送订阅请求，合约: {}, 周期: {}", CHANNEL_NAME, contract, INTERVAL);
+ msg.put("payload", payload);
+ ws.send(msg.toJSONString());
+ 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 unsubscribeMsg = new JSONObject();
- unsubscribeMsg.put("time", System.currentTimeMillis() / 1000);
- unsubscribeMsg.put("channel", CHANNEL_NAME);
- unsubscribeMsg.put("event", "unsubscribe");
+ JSONObject msg = new JSONObject();
+ msg.put("time", System.currentTimeMillis() / 1000);
+ msg.put("channel", CHANNEL_NAME);
+ msg.put("event", "unsubscribe");
JSONArray payload = new JSONArray();
payload.add(INTERVAL);
payload.add(contract);
- unsubscribeMsg.put("payload", payload);
- ws.send(unsubscribeMsg.toJSONString());
- log.info("[{}] 已发送取消订阅请求，合约: {}, 周期: {}", CHANNEL_NAME, contract, INTERVAL);
+ msg.put("payload", payload);
+ ws.send(msg.toJSONString());
+ 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) {
- String channel = response.getString("channel");
- if (!CHANNEL_NAME.equals(channel)) {
+ if (!CHANNEL_NAME.equals(response.getString("channel"))) {
return false;
}
try {
JSONArray resultArray = response.getJSONArray("result");
- if (resultArray == null || resultArray.isEmpty()) {
- log.warn("[{}] 数据为空", CHANNEL_NAME);
- return true;
- }
+ if (resultArray == null || resultArray.isEmpty()) { log.warn("[{}] 数据为空", CHANNEL_NAME); return true; }
JSONObject data = resultArray.getJSONObject(0);
BigDecimal closePx = new BigDecimal(data.getString("c"));
- long t = data.getLong("t");
- boolean windowClosed = data.getBooleanValue("w");
log.info("========== Gate K线数据 ==========");
- log.info("名称(n): {}", data.getString("n"));
- log.info("时间 : {}", DateUtil.TimeStampToDateTime(t));
- log.info("开盘(o): {}", data.getString("o"));
- log.info("最高(h): {}", data.getString("h"));
- log.info("最低(l): {}", data.getString("l"));
- log.info("收盘(c): {}", data.getString("c"));
- log.info("成交量(v): {}", data.getString("v"));
- log.info("成交额(a): {}", data.getString("a"));
- log.info("K线完结(w): {}", windowClosed);
+ log.info("名称: {} 时间: {}", data.getString("n"), DateUtil.TimeStampToDateTime(data.getLong("t")));
+ log.info("收盘: {} 已完结: {}",data.getString("c"),data.getBooleanValue("w"));
log.info("==================================");
if (gridTradeService != null) {
gridTradeService.onKline(closePx);
}
- } catch (Exception e) {
- log.error("[{}] 处理数据失败", CHANNEL_NAME, e);
- }
+ } catch (Exception e) { log.error("[{}] 处理数据失败", CHANNEL_NAME, e); }
return true;
}
}
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