package com.yami.trading.huobi.hobi.internal;
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import cn.hutool.core.util.StrUtil;
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import com.alibaba.fastjson.JSON;
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import com.alibaba.fastjson.JSONArray;
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import com.alibaba.fastjson.JSONObject;
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import com.google.common.collect.Lists;
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import com.yami.trading.bean.cms.Infomation;
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import com.yami.trading.bean.data.domain.*;
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import com.yami.trading.common.util.RedisUtil;
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import com.yami.trading.huobi.data.DataCache;
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import com.yami.trading.huobi.data.internal.DepthTimeObject;
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import com.yami.trading.huobi.data.internal.KlineService;
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import com.yami.trading.huobi.data.internal.TradeTimeObject;
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import com.yami.trading.huobi.hobi.http.HttpHelper;
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import com.yami.trading.huobi.hobi.http.HttpMethodType;
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import com.yami.trading.service.cms.InfomationService;
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import com.yami.trading.service.item.ItemService;
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import org.apache.commons.lang3.StringUtils;
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import org.apache.http.NameValuePair;
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import org.apache.http.client.utils.URLEncodedUtils;
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import org.apache.http.message.BasicNameValuePair;
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import org.slf4j.Logger;
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import org.slf4j.LoggerFactory;
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import org.springframework.beans.factory.annotation.Autowired;
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import org.springframework.stereotype.Component;
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import java.math.BigDecimal;
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import java.math.RoundingMode;
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import java.util.*;
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import java.util.regex.Matcher;
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import java.util.regex.Pattern;
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import java.util.stream.Collectors;
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/**
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* 完成需求k线图采集
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*/
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@Component
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public class XueQiuDataServiceImpl {
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// https://stock.xueqiu.com/v5/stock/chart/kline.json?symbol=TSLA&begin=1682695800000&period=120m&type=before&count=-500&indicator=kline";
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public final static String klineUrl = "https://stock.xueqiu.com/v5/stock/chart/kline.json?symbol={}&begin={}&period={}&type=before&count=-500&indicator=kline";
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@Autowired
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private InfomationService infomationService;
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/**
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* live
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*/
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public final static String live = "https://stock.xueqiu.com/v5/stock/quote.json";
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public final static String markets = "https://stock.xueqiu.com/v5/stock/quote.json";
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public final static String pankou = "https://stock.xueqiu.com/v5/stock/realtime/pankou.json";
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public final static String tradeList = "https://stock.xueqiu.com/v5/stock/history/trade.json";
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private static Logger logger = LoggerFactory.getLogger(XueQiuDataServiceImpl.class);
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@Autowired
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private KlineService klineService;
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@Autowired
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private ItemService itemService;
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public static List<Depth> pankous(String symbols) {
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Map<String, String> param = new HashMap<>();
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param.put("symbol", symbols);
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String result = HttpHelper.getJSONFromHttpNew(pankou, param, HttpMethodType.GET);
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JSONObject resultJson = JSON.parseObject(result);
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String code = resultJson.getString("error_code");
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if ("0".equalsIgnoreCase(code)) {
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JSONObject jsonObject = JSON.parseObject(resultJson.getString("data"));
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List<Depth> depths = new ArrayList<>();
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Depth depth = new Depth();
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depth.setSymbol(jsonObject.getString("symbol"));
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depth.setTs(jsonObject.getLong("timestamp"));
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List<DepthEntry> asks = new ArrayList<>();
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List<DepthEntry> bids = new ArrayList<>();
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DepthEntry asks1 = new DepthEntry();
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asks1.setAmount(jsonObject.getDouble("sc1") / 100);
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asks1.setPrice(jsonObject.getDouble("sp1"));
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DepthEntry asks2 = new DepthEntry();
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asks2.setAmount(jsonObject.getDouble("sc2") / 100);
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asks2.setPrice(jsonObject.getDouble("sp2"));
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DepthEntry asks3 = new DepthEntry();
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asks3.setAmount(jsonObject.getDouble("sc3") / 100);
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asks3.setPrice(jsonObject.getDouble("sp3"));
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DepthEntry asks4 = new DepthEntry();
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asks4.setAmount(jsonObject.getDouble("sc4") / 100);
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asks4.setPrice(jsonObject.getDouble("sp4"));
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DepthEntry asks5 = new DepthEntry();
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asks5.setAmount(jsonObject.getDouble("sc5") / 100);
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asks5.setPrice(jsonObject.getDouble("sp5"));
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DepthEntry bids1 = new DepthEntry();
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bids1.setAmount(jsonObject.getDouble("bc1") / 100);
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bids1.setPrice(jsonObject.getDouble("bp1"));
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DepthEntry bids2 = new DepthEntry();
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bids2.setAmount(jsonObject.getDouble("bc2") / 100);
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bids2.setPrice(jsonObject.getDouble("bp2"));
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DepthEntry bids3 = new DepthEntry();
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bids3.setAmount(jsonObject.getDouble("bc3") / 100);
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bids3.setPrice(jsonObject.getDouble("bp3"));
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DepthEntry bids4 = new DepthEntry();
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bids4.setAmount(jsonObject.getDouble("bc4") / 100);
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bids4.setPrice(jsonObject.getDouble("bp4"));
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DepthEntry bids5 = new DepthEntry();
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bids5.setAmount(jsonObject.getDouble("bc5") / 100);
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bids5.setPrice(jsonObject.getDouble("bp5"));
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asks.add(asks1);
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asks.add(asks2);
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asks.add(asks3);
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asks.add(asks4);
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asks.add(asks5);
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depth.setAsks(asks);
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bids.add(bids1);
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bids.add(bids2);
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bids.add(bids3);
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bids.add(bids4);
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bids.add(bids5);
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depth.setBids(bids);
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depths.add(depth);
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return depths;
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}
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return Lists.newArrayList();
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}
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public static List<StockMarket> getMarkets(String symbols) {
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try{
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String cookie = HttpHelper.getCookie("https://xueqiu.com/");
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List<StockMarket> stockMarkets = new ArrayList<>();
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List<String> strings = Arrays.asList(symbols.split(","));
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for (String symbol: strings) {
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String result = HttpHelper.sendGetHttp(markets, "symbol=" + symbol, cookie);
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JSONObject resultJson = JSON.parseObject(result);
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String error_code = resultJson.getString("error_code");
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if("0".equalsIgnoreCase(error_code)){
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JSONObject data = resultJson.getJSONObject("data");
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JSONObject market = data.getJSONObject("market");
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market.put("symbol",symbol);
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StockMarket stockMarket = market.toJavaObject(StockMarket.class);
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stockMarkets.add(stockMarket);
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}
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}
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return stockMarkets;
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}catch (Exception e){
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logger.error("XueQiuData{}",e);
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return Lists.newArrayList();
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}
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}
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public static void main(String[] args) {
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XueQiuDataServiceImpl service = new XueQiuDataServiceImpl();
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// List<Kline> sz300750 = service.buildOneYearPeriod("AAPL");
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// System.out.println(sz300750.size());
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List<StockMarket> markets1 = service.getMarkets("AAPL,OIL");
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System.out.println(markets1);
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}
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public void getInformation() {
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String cookie = HttpHelper.getCookie("https://xueqiu.com/");
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String url = "https://xueqiu.com/statuses/livenews/list.json?since_id=-1&max_id=-1&count=15";
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String json = HttpHelper.sendGetHttp(url, null, cookie);
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JSONArray items = JSONObject.parseObject(json).getJSONArray("items");
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List<Infomation> infomations = new ArrayList<>();
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items.forEach(d -> {
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Infomation infom = new Infomation();
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JSONObject data = (JSONObject) d;
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String dataId = data.getString("id");
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infom.setDataId(dataId);
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String description = data.getString("text");
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infom.setDescription(description);
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String createAt = data.getString("created_at");
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infom.setCreatedAt(createAt);
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infom.setType("1");
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String originUrl = data.getString("target");
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infom.setOriginUrl(originUrl);
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String source = getSource(description);
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infom.setSource(source);
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infom.setLang("zh-CN");
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String key = "infomation" + originUrl;
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if (RedisUtil.get(key) == null) {
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infomations.add(infom);
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// url存一周
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RedisUtil.set(key, 1, 60 * 60 * 24 * 7);
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}
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});
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if(infomations.size()>1){
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infomationService.saveBatch(infomations);
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}
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}
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public static String getSource(String text) {
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String pattern = "（([^（）]*)）$"; // 匹配最后一个括号内的文本
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Pattern regex = Pattern.compile(pattern);
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Matcher matcher = regex.matcher(text);
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if (matcher.find()) {
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String endText = matcher.group(1);
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return endText;
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} else {
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return "";
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}
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}
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/**
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* 可以多个
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*
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* @param symbols
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*/
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public static void tradeList(String symbols, boolean isUSStock) {
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try{
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List<String> strings = Arrays.asList(symbols.split(","));
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String cookie = HttpHelper.getCookie("https://xueqiu.com/");
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for (String symbol: strings) {
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Map<String, String> param = new HashMap<>();
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param.put("symbol", symbol);
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StringBuilder parmStr = new StringBuilder();
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if (null != param && !param.isEmpty()) {
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List<NameValuePair> parm = new ArrayList<NameValuePair>(param.size());
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for (Map.Entry<String, String> paramEntity : param.entrySet()) {
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Object value = paramEntity.getValue();
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if (null != value && !StringUtils.isBlank(value.toString())) {
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parm.add(new BasicNameValuePair(paramEntity.getKey(), value.toString()));
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}
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}
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parmStr.append(URLEncodedUtils.format(parm, "UTF-8"));
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}
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String result = HttpHelper.sendGetHttp(tradeList, parmStr.toString(), cookie);
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JSONObject resultJson = JSON.parseObject(result);
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String code = resultJson.getString("error_code");
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if ("0".equals(code)) {
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JSONObject data = resultJson.getJSONObject("data");
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JSONArray items = data.getJSONArray("items");
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List<TradeDetails> tradeDetails = items.toJavaList(TradeDetails.class);
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if (tradeDetails.size() >= 1) {
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String symbol_flag = tradeDetails.get(0).getSymbol();
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DataCache.putStockTradeList(symbol_flag, tradeDetails);
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tradeListToTrade(symbol_flag, tradeDetails);
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if (isUSStock) {
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setTradeListToDepth(symbol_flag, tradeDetails);
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}
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}
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}
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}
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}catch (Exception e){}
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}
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public static void setTradeListToDepth(String symbol, List<TradeDetails> tradeDetails) {
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Depth depth = new Depth();
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depth.setTs(tradeDetails.get(0).getTimestamp() / 1000);
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depth.setSymbol(symbol);
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List<DepthEntry> asks = tradeDetails.stream().filter(t -> t.getSide() == -1).map(t -> {
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DepthEntry depthEntry = new DepthEntry();
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depthEntry.setAmount((double) t.getTrade_volume());
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depthEntry.setPrice(t.getCurrent());
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return depthEntry;
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}).collect(Collectors.toList());
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List<DepthEntry> bids = tradeDetails.stream().filter(t -> t.getSide() == 1).map(t -> {
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DepthEntry depthEntry = new DepthEntry();
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depthEntry.setAmount((double) t.getTrade_volume());
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depthEntry.setPrice(t.getCurrent());
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return depthEntry;
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}).collect(Collectors.toList());
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depth.setAsks(asks);
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depth.setBids(bids);
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DepthTimeObject timeObject = new DepthTimeObject();
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timeObject.setLastTime(new Date());
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timeObject.setDepth(depth);
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DataCache.getDepth().put(depth.getSymbol(), timeObject);
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}
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public static void tradeListToTrade(String symbol, List<TradeDetails> tradeDetails) {
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TradeTimeObject timeObject = DataCache.getTrade().get(symbol);
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if (timeObject == null) {
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timeObject = new TradeTimeObject();
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}
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timeObject.setLastTime(new Date());
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List<TradeEntry> data = tradeDetails.stream().map(a -> {
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TradeEntry tradeEntry = new TradeEntry();
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tradeEntry.setDirection(a.getSide() == 1 ? "sell" : "buy");
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tradeEntry.setAmount((double) a.getTrade_volume());
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tradeEntry.setPrice(a.getCurrent());
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tradeEntry.setTs(a.getTimestamp() / 1000);
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return tradeEntry;
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}).collect(Collectors.toList());
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timeObject.put(symbol, data);
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DataCache.getTrade().put(symbol, timeObject);
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}
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/**
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* 获取原始的K线图数据
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*
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* @param symbol
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* @param cookie
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* @return
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*/
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public String getRawTimeseriesByMinute(String symbol, String cookie) {
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long nowTs = System.currentTimeMillis();
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long begin = nowTs;
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String url = StrUtil.format(klineUrl, symbol, begin, "1m");
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return HttpHelper.sendGetHttp(url, null, cookie);
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}
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public List<Realtime> realtimeSingle(String symbols) {
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List<Realtime> list = new ArrayList<Realtime>();
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try {
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List<String> strings = Arrays.asList(symbols.split(","));
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String cookie = HttpHelper.getCookie("https://xueqiu.com/");
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for (String symbol: strings) {
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String result = HttpHelper.sendGetHttp(live, "symbol=" + symbol, cookie);
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JSONObject resultJson = JSON.parseObject(result);
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String code = resultJson.getString("error_code");
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if ("0".equals(code)) {
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JSONObject jsonObject = resultJson.getJSONObject("data").getJSONObject("quote");
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Realtime realtime = new Realtime();
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String currency;
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currency = symbol;
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int decimal = itemService.getDecimal(currency);
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realtime.setSymbol(currency);
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realtime.setName(currency);
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Long timestamp = jsonObject.getLong("timestamp");
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if (timestamp.toString().length() > 13) {
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timestamp = timestamp / 1000;
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}
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realtime.setTs(timestamp);
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realtime.setOpen(jsonObject.getBigDecimal("open").setScale(decimal, RoundingMode.DOWN));
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realtime.setClose(jsonObject.getBigDecimal("current").setScale(decimal, RoundingMode.DOWN));
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realtime.setHigh(jsonObject.getBigDecimal("high").setScale(decimal, RoundingMode.DOWN));
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realtime.setLow(jsonObject.getBigDecimal("low").setScale(decimal, RoundingMode.DOWN));
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realtime.setMarketCapital(jsonObject.getLong("market_capital"));
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realtime.setFloatMarketCapital(jsonObject.getLong("float_market_capital"));
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realtime.setPeForecast(jsonObject.getBigDecimal("pe_forecast"));
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realtime.setVolumeRatio(jsonObject.getBigDecimal("volume_ratio"));
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realtime.setTurnoverRate(jsonObject.getBigDecimal("turnover_rate"));
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BigDecimal amount = jsonObject.getBigDecimal("amount");
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if (amount == null) {
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amount = BigDecimal.ZERO;
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}
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realtime.setAmount(amount.setScale(decimal, RoundingMode.DOWN));
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BigDecimal volume = jsonObject.getBigDecimal("volume");
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if (volume == null) {
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volume = BigDecimal.ZERO;
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}
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realtime.setVolume(volume.setScale(decimal, RoundingMode.DOWN));
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// realtime.setAsk(realtimeJson.getBigDecimal("ask").setScale(decimal, RoundingMode.HALF_UP));
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// realtime.setBid(realtimeJson.getBigDecimal("pb").setScale(decimal, RoundingMode.HALF_UP));
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list.add(realtime);
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}
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}
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} catch (Exception e) {
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logger.error("error", e);
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}
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return list;
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}
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public List<Realtime> realtime(String symbols) {
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List<Realtime> realtimeList = realtimeSingle(symbols);
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return realtimeList;
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}
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/**
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* 1day 历史数据 ： 周期 1年
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* 1week,1mon 历史数据 ： 周期 5年
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* 请求 350次
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*/
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public Map<String, List<Kline>> getDailyWeekMonthHistory(String symbol) {
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Map<String, List<Kline>> map = new HashMap<>();
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map.put(Kline.PERIOD_1WEEK, buildOneWeekPeriod(symbol));
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map.put(Kline.PERIOD_1MON, buildOneMonthPeriod(symbol));
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map.put(Kline.PERIOD_1DAY, buildOneDayPeriod(symbol));
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map.put(Kline.PERIOD_5DAY, buildFiveDayPeriod(symbol));
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map.put(Kline.PERIOD_QUARTER, buildOneQuarterPeriod(symbol));
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map.put(Kline.PERIOD_YEAR, buildOneYearPeriod(symbol));
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return map;
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}
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public List<Kline> buildOneDayPeriod(String currency) {
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return getTimeseriesByPeriod(currency, "day", Kline.PERIOD_1DAY, 365);
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}
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public List<Kline> buildOneWeekPeriod(String currency) {
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return getTimeseriesByPeriod(currency, "week", Kline.PERIOD_1WEEK, 365 * 5);
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}
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public List<Kline> buildOneMonthPeriod(String currency) {
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return getTimeseriesByPeriod(currency, "month", Kline.PERIOD_1MON, 365 * 5);
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}
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public List<Kline> buildOneQuarterPeriod(String currency) {
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return getTimeseriesByPeriod(currency, "quarter", Kline.PERIOD_QUARTER, 365 * 100);
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}
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public List<Kline> buildOneYearPeriod(String currency) {
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return getTimeseriesByPeriod(currency, "year", Kline.PERIOD_YEAR, 365 * 100);
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}
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/**
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* 雪球支持120分钟的，讲120分钟的，
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* Hourly
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* 4hourly 3月
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*/
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public List<Kline> buildFiveDayPeriod(String currency) {
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List<Kline> result = Lists.newArrayList();
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List<Kline> timeseriesByOneDay = getTimeseriesByPeriod(currency, "day", Kline.PERIOD_1DAY, 1000);
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Collections.sort(timeseriesByOneDay, Kline::compareTo);
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int lastIndex = timeseriesByOneDay.size() - 1;
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for (int i = lastIndex; i >= 5; i = i - 5) {
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// 1天K线最新的5条数据
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List<Kline> klineOneTop5 = new ArrayList<>();
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klineOneTop5.add(timeseriesByOneDay.get(i));
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klineOneTop5.add(timeseriesByOneDay.get(i - 1));
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klineOneTop5.add(timeseriesByOneDay.get(i - 2));
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klineOneTop5.add(timeseriesByOneDay.get(i - 3));
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klineOneTop5.add(timeseriesByOneDay.get(i - 4));
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Double high = null;
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Double low = null;
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for (Kline kline : klineOneTop5) {
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if (high == null || high <= kline.getHigh().doubleValue()) {
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high = kline.getHigh().doubleValue();
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}
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if (low == null || low >= kline.getLow().doubleValue()) {
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low = kline.getLow().doubleValue();
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}
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}
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// 保存K线到数据库
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Kline kline = new Kline();
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kline.setSymbol(currency);
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kline.setTs(klineOneTop5.get(4).getTs());
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kline.setOpen(klineOneTop5.get(4).getOpen());
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kline.setHigh(new BigDecimal(high));
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kline.setLow(new BigDecimal(low));
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kline.setClose(klineOneTop5.get(0).getClose());
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kline.setPeriod(Kline.PERIOD_5DAY);
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// 格式化小数点位
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klineService.formatPoint(kline);
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BigDecimal sumAmount = klineOneTop5.stream()
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.map(Kline::getAmount)
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.filter(amount -> amount != null)
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.reduce(BigDecimal.ZERO, BigDecimal::add);
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BigDecimal sumVolume = klineOneTop5.stream()
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.map(Kline::getVolume)
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.filter(volume -> volume != null)
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.reduce(BigDecimal.ZERO, BigDecimal::add);
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kline.setAmount(sumAmount);
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kline.setVolume(sumVolume);
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klineService.repairKline(kline);
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result.add(kline);
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}
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Collections.sort(result);
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// 不需要首尾连
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// int len = result.size();
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// for (int i = 1; i < len; i++) {
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// result.get(i).setOpen(result.get(i - 1).getClose());
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// }
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// 默认是升序。最后一个开始，每次step为2 取数据
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return result;
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}
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/**
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* 雪球支持120分钟的，讲120分钟的，
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* Hourly
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* 4hourly 3月
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*/
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public List<Kline> getTimeseriesForFourHourly(String currency) {
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List<Kline> result = Lists.newArrayList();
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List<Kline> timeseriesByMinute = getTimeseriesByMinute(currency, 120, 90);
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Collections.sort(timeseriesByMinute, Kline::compareTo);
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int lastIndex = timeseriesByMinute.size() - 1;
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for (int i = lastIndex; i >= 1; i = i - 2) {
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Kline first = timeseriesByMinute.get(i);
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Kline secnd = timeseriesByMinute.get(i - 1);
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Kline kline = new Kline();
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kline.setPeriod(Kline.PERIOD_4HOUR);
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kline.setSymbol(currency);
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Long timestamp = first.getTs();
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if (timestamp.toString().length() > 13) {
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timestamp = timestamp / 1000;
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}
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kline.setTs(timestamp);
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kline.setOpen(secnd.getOpen());
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kline.setClose(first.getClose());
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kline.setHigh(first.getHigh().compareTo(secnd.getHigh()) > 0 ? first.getHigh() : secnd.getHigh());
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kline.setLow(first.getLow().compareTo(secnd.getLow()) < 0 ? first.getLow() : secnd.getLow());
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kline.setAmount(first.getAmount().add(secnd.getAmount()));
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kline.setVolume(first.getVolume().add(secnd.getVolume()));
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klineService.repairKline(kline);
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result.add(kline);
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}
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Collections.sort(result);
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// int len = result.size();
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// for (int i = 1; i < len; i++) {
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// result.get(i).setOpen(result.get(i - 1).getClose());
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// }
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// 默认是升序。最后一个开始，每次step为2 取数据
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return result;
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}
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/**
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* Hourly
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* 1hourly 2个小时
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*/
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public List<Kline> getTimeseriesForTwoHourly(String currency) {
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return getTimeseriesByMinute(currency, 120, 300);
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}
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/**
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* Hourly
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* 1hourly 1月
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*/
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public List<Kline> getTimeseriesForOneHourly(String currency) {
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return getTimeseriesByMinute(currency, 60, 300);
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}
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/**
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* Minute
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* 30minute 10天
|
* 15minute 5天
|
* 5minute 2天
|
* 1minute 1天
|
*/
|
public List<Kline> getTimeseriesOneMinute(String currency) {
|
return getTimeseriesByMinute(currency, 1, 15);
|
|
}
|
|
/**
|
* Minute
|
* 30minute 10天
|
* 15minute 5天
|
* 5minute 2天
|
* 1minute 1天
|
*/
|
public List<Kline> getTimeseriesFiveMinute(String currency) {
|
return getTimeseriesByMinute(currency, 5, 15);
|
|
}
|
|
/**
|
* Minute
|
* 30minute 10天
|
* 15minute 5天
|
* 5minute 2天
|
* 1minute 1天
|
*/
|
public List<Kline> getTimeseriesFifteenMinute(String currency) {
|
return getTimeseriesByMinute(currency, 15, 15);
|
}
|
|
/**
|
* Minute
|
* 30minute 15
|
* 15minute 15
|
* 5minute 15
|
* 1minute 15
|
*/
|
public List<Kline> getTimeseriesThirtyMinute(String currency) {
|
return getTimeseriesByMinute(currency, 30, 10);
|
}
|
|
public List<Kline> getTimeseriesByPeriod(String currency, String periodXieQiu, String sysPeriod, long limitDays) {
|
List<Kline> resList = new ArrayList<>();
|
long nowTs = System.currentTimeMillis();
|
long startTs = System.currentTimeMillis() - limitDays * 24 * 60 * 60 * 1000;
|
long begin = nowTs;
|
String cookie = HttpHelper.getCookie("https://xueqiu.com/");
|
|
Set<Long> tsSet = new HashSet<>();
|
while (begin > startTs) {
|
String url = StrUtil.format(klineUrl, currency, begin, periodXieQiu);
|
String json = HttpHelper.sendGetHttp(url, null, cookie);
|
JSONObject resultJson = JSON.parseObject(json);
|
JSONArray dataArray = resultJson.getJSONObject("data").getJSONArray("item");
|
List<List> lists = dataArray.toJavaList(List.class);
|
long minTS = begin;
|
for (List result : lists) {
|
Kline kline = new Kline();
|
kline.setSymbol(currency);
|
kline.setPeriod(sysPeriod);
|
// 毫秒
|
long ts = Long.parseLong(result.get(0).toString());
|
if (Long.toString(ts).length() > 13) {
|
ts = ts / 1000;
|
}
|
if (tsSet.contains(ts)) {
|
continue;
|
} else {
|
tsSet.add(ts);
|
}
|
kline.setTs(ts);
|
kline.setOpen(new BigDecimal(result.get(2).toString()));
|
kline.setClose(new BigDecimal(result.get(5).toString()));
|
kline.setHigh(new BigDecimal(result.get(3).toString()));
|
kline.setLow(new BigDecimal(result.get(4).toString()));
|
kline.setVolume(new BigDecimal(result.get(1).toString()));
|
kline.setAmount(new BigDecimal(result.get(9).toString()));
|
if (klineService != null) {
|
klineService.repairKline(kline);
|
}
|
resList.add(kline);
|
if (ts < minTS) {
|
minTS = ts;
|
}
|
|
}
|
if (minTS == begin) {
|
break;
|
}
|
begin = minTS;
|
if (begin < startTs) {
|
break;
|
}
|
}
|
Collections.sort(resList);
|
int len = resList.size();
|
for (int i = 1; i < len; i++) {
|
resList.get(i).setOpen(resList.get(i - 1).getClose());
|
}
|
return resList;
|
|
}
|
|
public List<Kline> getTimeseriesByMinute(String currency, int minute, long limitDays) {
|
return getTimeseriesByPeriod(currency, minute + "m", minute + "min", limitDays);
|
}
|
}
|
