package com.xcong.excoin.modules.gateApi; import cn.hutool.core.collection.CollUtil; import cn.hutool.json.JSONException; 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.macdAndMatrategy.MacdEmaStrategy; import com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy.MacdMaStrategy; import com.xcong.excoin.modules.okxNewPrice.okxWs.InstrumentsWs; import com.xcong.excoin.modules.okxNewPrice.okxWs.TradeOrderWs; import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums; import com.xcong.excoin.modules.okxNewPrice.okxWs.param.Kline; import com.xcong.excoin.modules.okxNewPrice.okxWs.param.TradeRequestParam; import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListService; 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.WsParamBuild; import lombok.extern.slf4j.Slf4j; import org.java_websocket.client.WebSocketClient; import org.java_websocket.handshake.ServerHandshake; import java.math.BigDecimal; import java.net.URI; import java.net.URISyntaxException; import java.util.*; import java.util.concurrent.*; import java.util.concurrent.atomic.AtomicBoolean; import java.util.concurrent.atomic.AtomicReference; import java.util.stream.Collectors; /** * Gate K线 WebSocket 客户端类,用于连接 Gate 的 WebSocket 接口, * 实时获取并处理 K线(candlestick)数据。 * 同时支持心跳检测、自动重连以及异常恢复机制。 * @author Administrator */ @Slf4j public class GateKlineWebSocketClient { private final CaoZuoService caoZuoService; private final GateWebSocketClientManager clientManager; private final WangGeListService wangGeListService; private WebSocketClient webSocketClient; private ScheduledExecutorService heartbeatExecutor; private volatile ScheduledFuture pongTimeoutFuture; private final AtomicReference lastMessageTime = new AtomicReference<>(System.currentTimeMillis()); // 连接状态标志 private final AtomicBoolean isConnected = new AtomicBoolean(false); private final AtomicBoolean isConnecting = new AtomicBoolean(false); private final AtomicBoolean isInitialized = new AtomicBoolean(false); private static final String CHANNEL = "futures.candlesticks"; private static final String FUTURES_PING = "futures.ping"; private static final String FUTURES_PONG = "futures.pong"; private static final String GATE_INTERVAL = "1m"; private static final String GATE_CONTRACT = "BTC_USDT"; // 心跳超时时间(秒),小于30秒 private static final int HEARTBEAT_TIMEOUT = 10; // 共享线程池用于重连等异步任务 private final ExecutorService sharedExecutor = Executors.newCachedThreadPool(r -> { Thread t = new Thread(r, "gate-kline-worker"); t.setDaemon(true); return t; }); public GateKlineWebSocketClient(CaoZuoService caoZuoService, GateWebSocketClientManager clientManager, WangGeListService wangGeListService ) { this.caoZuoService = caoZuoService; this.clientManager = clientManager; this.wangGeListService = wangGeListService; } /** * 初始化方法,创建并初始化WebSocket客户端实例 */ public void init() { if (!isInitialized.compareAndSet(false, true)) { log.warn("GateKlineWebSocketClient 已经初始化过,跳过重复初始化"); return; } connect(); startHeartbeat(); } /** * 销毁方法,关闭WebSocket连接和相关资源 */ public void destroy() { log.info("开始销毁GateKlineWebSocketClient"); if (webSocketClient != null && webSocketClient.isOpen()) { unsubscribeKlineChannels(); try { Thread.sleep(500); } catch (InterruptedException e) { Thread.currentThread().interrupt(); log.warn("取消订阅等待被中断"); } } if (sharedExecutor != null && !sharedExecutor.isShutdown()) { sharedExecutor.shutdown(); } if (webSocketClient != null && webSocketClient.isOpen()) { try { webSocketClient.closeBlocking(); } catch (InterruptedException e) { Thread.currentThread().interrupt(); log.warn("关闭WebSocket连接时被中断"); } } shutdownExecutorGracefully(heartbeatExecutor); if (pongTimeoutFuture != null) { pongTimeoutFuture.cancel(true); } shutdownExecutorGracefully(sharedExecutor); log.info("GateKlineWebSocketClient销毁完成"); } private static final String WS_URL_MONIPAN = "wss://ws-testnet.gate.com/v4/ws/futures/usdt"; private static final String WS_URL_SHIPAN = "wss://fx-ws.gateio.ws/v4/ws/usdt"; private static final boolean isAccountType = false; /** * 建立与 Gate WebSocket 服务器的连接。 * 设置回调函数以监听连接打开、接收消息、关闭和错误事件。 */ private void connect() { // 避免重复连接 if (isConnecting.get()) { log.info("连接已在进行中,跳过重复连接请求"); return; } if (!isConnecting.compareAndSet(false, true)) { log.info("连接已在进行中,跳过重复连接请求"); return; } try { SSLConfig.configureSSL(); System.setProperty("https.protocols", "TLSv1.2,TLSv1.3"); String WS_URL = WS_URL_MONIPAN; if (isAccountType){ WS_URL = WS_URL_SHIPAN; } URI uri = new URI(WS_URL); // 关闭之前的连接(如果存在) if (webSocketClient != null) { try { webSocketClient.closeBlocking(); } catch (InterruptedException e) { Thread.currentThread().interrupt(); log.warn("关闭之前连接时被中断"); } } webSocketClient = new WebSocketClient(uri) { @Override public void onOpen(ServerHandshake handshake) { log.info("Gate Kline WebSocket连接成功"); isConnected.set(true); isConnecting.set(false); // 检查应用是否正在关闭 if (sharedExecutor != null && !sharedExecutor.isShutdown()) { resetHeartbeatTimer(); subscribeKlineChannels(); subscribePingChannels(); } else { log.warn("应用正在关闭,忽略WebSocket连接成功回调"); } } @Override public void onMessage(String message) { lastMessageTime.set(System.currentTimeMillis()); handleWebSocketMessage(message); resetHeartbeatTimer(); } @Override public void onClose(int code, String reason, boolean remote) { log.warn("Gate Kline WebSocket连接关闭: code={}, reason={}", code, reason); isConnected.set(false); isConnecting.set(false); cancelPongTimeout(); if (sharedExecutor != null && !sharedExecutor.isShutdown() && !sharedExecutor.isTerminated()) { sharedExecutor.execute(() -> { try { reconnectWithBackoff(); } catch (InterruptedException e) { Thread.currentThread().interrupt(); log.error("重连线程被中断", e); } catch (Exception e) { log.error("重连失败", e); } }); } else { log.warn("共享线程池已关闭,无法执行重连任务"); } } @Override public void onError(Exception ex) { log.error("Gate Kline WebSocket发生错误", ex); isConnected.set(false); } }; webSocketClient.connect(); } catch (URISyntaxException e) { log.error("WebSocket URI格式错误", e); isConnecting.set(false); } } /** * 订阅K线频道。 * 构造 Gate 格式的订阅请求并发送给服务端。 * payload: ["1m", "BTC_USDT"] (间隔, 合约名) */ private void subscribeKlineChannels() { JSONObject subscribeMsg = new JSONObject(); subscribeMsg.put("time", System.currentTimeMillis() / 1000); subscribeMsg.put("channel", CHANNEL); subscribeMsg.put("event", "subscribe"); JSONArray payload = new JSONArray(); payload.add(GATE_INTERVAL); payload.add(GATE_CONTRACT); subscribeMsg.put("payload", payload); webSocketClient.send(subscribeMsg.toJSONString()); log.info("已发送 K线频道订阅请求,合约: {}, 周期: {}", GATE_CONTRACT, GATE_INTERVAL); } private void subscribePingChannels() { JSONObject subscribeMsg = new JSONObject(); subscribeMsg.put("time", System.currentTimeMillis() / 1000); subscribeMsg.put("channel", FUTURES_PING); webSocketClient.send(subscribeMsg.toJSONString()); log.info("已发送 futures.ping"); } private void unsubscribeKlineChannels() { JSONObject unsubscribeMsg = new JSONObject(); unsubscribeMsg.put("time", System.currentTimeMillis() / 1000); unsubscribeMsg.put("channel", CHANNEL); unsubscribeMsg.put("event", "unsubscribe"); JSONArray payload = new JSONArray(); payload.add(GATE_INTERVAL); payload.add(GATE_CONTRACT); unsubscribeMsg.put("payload", payload); webSocketClient.send(unsubscribeMsg.toJSONString()); log.info("已发送 K线频道取消订阅请求,合约: {}, 周期: {}", GATE_CONTRACT, GATE_INTERVAL); } /** * 处理从 WebSocket 收到的消息。 * 包括订阅确认、错误响应、心跳响应以及实际的数据推送。 * * @param message 来自 WebSocket 的原始字符串消息 */ private void handleWebSocketMessage(String message) { try { JSONObject response = JSON.parseObject(message); String channel = response.getString("channel"); String event = response.getString("event"); if (FUTURES_PONG.equals(channel)) { log.debug("收到futures.pong响应"); cancelPongTimeout(); } else if ("subscribe".equals(event)) { log.info("{} 频道订阅成功: {}", channel, response.getJSONObject("result")); } else if ("unsubscribe".equals(event)) { log.info("{} 频道取消订阅成功", channel); } else if ("error".equals(event)) { JSONObject error = response.getJSONObject("error"); log.error("{} 频道错误: code={}, msg={}", channel, error != null ? error.getInteger("code") : "N/A", error != null ? error.getString("message") : response.getString("msg")); } else if ("update".equals(event) || "all".equals(event)) { processPushDataV2(response); } } catch (Exception e) { log.error("处理WebSocket消息失败: {}", message, e); } } /** * 解析并处理K线推送数据。 * 控制台输出K线数据,并在K线完结时触发策略和量化操作。 * * @param response 包含K线数据的 JSON 对象 */ private void processPushDataV2(JSONObject response) { try { /** * Gate K线推送格式: * { * "time": 1542162490, * "time_ms": 1542162490123, * "channel": "futures.candlesticks", * "event": "update", * "result": [ * { * "t": 1545129300, * "v": "27525555", * "c": "95.4", * "h": "96.9", * "l": "89.5", * "o": "94.3", * "n": "1m_BTC_USD", * "a": "314732.87412", * "w": false * } * ] * } */ String channel = response.getString("channel"); if (!CHANNEL.equals(channel)) { return; } JSONArray resultArray = response.getJSONArray("result"); if (resultArray == null || resultArray.isEmpty()) { log.warn("K线频道数据为空"); return; } JSONObject data = resultArray.getJSONObject(0); BigDecimal openPx = new BigDecimal(data.getString("o")); BigDecimal highPx = new BigDecimal(data.getString("h")); BigDecimal lowPx = new BigDecimal(data.getString("l")); BigDecimal closePx = new BigDecimal(data.getString("c")); BigDecimal vol = new BigDecimal(data.getString("v")); BigDecimal baseVol = new BigDecimal(data.getString("a")); String name = data.getString("n"); long tsSeconds = data.getLong("t"); boolean windowClosed = data.getBooleanValue("w"); String time = DateUtil.TimeStampToDateTime(tsSeconds * 1000); System.out.println("========== Gate K线数据 =========="); System.out.println("名称(n): " + name); System.out.println("时间 : " + time); System.out.println("开盘(o): " + openPx); System.out.println("最高(h): " + highPx); System.out.println("最低(l): " + lowPx); System.out.println("收盘(c): " + closePx); System.out.println("成交量(v): " + vol); System.out.println("成交额(a): " + baseVol); System.out.println("K线完结(w): " + windowClosed); System.out.println("=================================="); if (windowClosed) { MacdEmaStrategy strategy = new MacdEmaStrategy(); List kline1MinuteData = getKlineDataByInstIdAndBar(CoinEnums.HE_YUE.getCode(), "1m"); List historicalPrices1M = kline1MinuteData.stream() .map(Kline::getC) .collect(Collectors.toList()); MacdEmaStrategy.TradingOrder tradingOrderOpenOpen = strategy.generateTradingOrder(historicalPrices1M, MacdMaStrategy.OperationType.open.name()); if (tradingOrderOpenOpen == null) { return; } } } 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 getKlineDataByInstIdAndBar(String instId, String bar) { List klineList = new ArrayList<>(); try { LinkedHashMap requestParam = new LinkedHashMap<>(); requestParam.put("instId", instId); requestParam.put("bar", bar); requestParam.put("limit", "200"); String result = ExchangeLoginService.getInstance(ExchangeInfoEnum.OKX_UAT.name()).lineHistory(requestParam); JSONObject json = JSON.parseObject(result); String data = json.getString("data"); if (data != null) { List klinesList = JSON.parseArray(data, String[].class); if (!CollUtil.isEmpty(klinesList)) { 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 { 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); } } else { log.warn("K线数据数组长度不足: {}", Arrays.toString(s)); } } } } else { log.warn("K线数据为空"); } } catch (JSONException e) { log.error("K线数据解析失败", e); } catch (Exception e) { log.error("获取K线数据异常", e); } return klineList; } /** * 构建 Redis Key */ private String buildRedisKey(String instId) { return "PRICE_" + instId.replace("-", ""); } /** * 启动心跳检测任务。 * 使用 ScheduledExecutorService 定期检查是否需要发送 ping 请求来维持连接。 */ private void startHeartbeat() { if (heartbeatExecutor != null && !heartbeatExecutor.isTerminated()) { heartbeatExecutor.shutdownNow(); } heartbeatExecutor = Executors.newSingleThreadScheduledExecutor(r -> { Thread t = new Thread(r, "gate-kline-heartbeat"); t.setDaemon(true); return t; }); heartbeatExecutor.scheduleWithFixedDelay(this::checkHeartbeatTimeout, 25, 25, TimeUnit.SECONDS); } /** * 重置心跳计时器。 * 当收到新消息或发送 ping 后取消当前超时任务并重新安排下一次超时检查。 */ private synchronized void resetHeartbeatTimer() { cancelPongTimeout(); if (heartbeatExecutor != null && !heartbeatExecutor.isShutdown()) { pongTimeoutFuture = heartbeatExecutor.schedule(this::checkHeartbeatTimeout, HEARTBEAT_TIMEOUT, TimeUnit.SECONDS); } } /** * 检查心跳超时情况。 * 若长时间未收到任何消息则主动发送 ping 请求保持连接活跃。 */ private void checkHeartbeatTimeout() { // 只有在连接状态下才检查心跳 if (!isConnected.get()) { return; } long currentTime = System.currentTimeMillis(); long lastTime = lastMessageTime.get(); if (currentTime - lastTime >= HEARTBEAT_TIMEOUT * 1000L) { sendPing(); } } /** * 发送 ping 请求至 WebSocket 服务端。 * 用于维持长连接有效性。 */ private void sendPing() { try { if (webSocketClient != null && webSocketClient.isOpen()) { JSONObject pingMsg = new JSONObject(); pingMsg.put("time", System.currentTimeMillis() / 1000); pingMsg.put("channel", FUTURES_PING); webSocketClient.send(pingMsg.toJSONString()); log.debug("发送futures.ping请求"); } } catch (Exception e) { log.warn("发送ping失败", e); } } /** * 取消当前的心跳超时任务。 * 在收到 pong 或其他有效消息时调用此方法避免不必要的断开重连。 */ private synchronized void cancelPongTimeout() { if (pongTimeoutFuture != null && !pongTimeoutFuture.isDone()) { pongTimeoutFuture.cancel(true); } } /** * 执行 WebSocket 重连操作。 * 在连接意外中断后尝试重新建立连接。 */ private void reconnectWithBackoff() throws InterruptedException { int attempt = 0; int maxAttempts = 3; long delayMs = 5000; while (attempt < maxAttempts) { try { Thread.sleep(delayMs); connect(); return; } catch (Exception e) { log.warn("第{}次重连失败", attempt + 1, e); delayMs *= 2; attempt++; } } log.error("超过最大重试次数({})仍未连接成功", maxAttempts); } /** * 优雅关闭线程池 */ private void shutdownExecutorGracefully(ExecutorService executor) { if (executor == null || executor.isTerminated()) { return; } try { executor.shutdown(); if (!executor.awaitTermination(5, TimeUnit.SECONDS)) { executor.shutdownNow(); } } catch (InterruptedException e) { Thread.currentThread().interrupt(); executor.shutdownNow(); } } }