package com.yami.trading.huobi.hobi.internal;
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import cn.hutool.core.collection.CollectionUtil;
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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.base.Splitter;
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import com.google.common.collect.Lists;
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import com.yami.trading.bean.data.domain.*;
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import com.yami.trading.bean.item.domain.Item;
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import com.yami.trading.common.util.Arith;
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import com.yami.trading.common.util.StringUtils;
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import com.yami.trading.common.util.ThreadUtils;
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import com.yami.trading.common.util.UTCDateUtils;
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import com.yami.trading.huobi.data.internal.KlineConstant;
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import com.yami.trading.huobi.data.internal.KlineService;
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import com.yami.trading.huobi.data.model.TimeseriesResult;
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import com.yami.trading.huobi.data.websocket.model.market.MarketDepthEvent;
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import com.yami.trading.huobi.data.websocket.model.market.MarketTrade;
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import com.yami.trading.huobi.data.websocket.model.market.MarketTradeEvent;
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import com.yami.trading.huobi.data.websocket.model.market.PriceLevel;
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import com.yami.trading.huobi.hobi.Config;
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import com.yami.trading.huobi.hobi.HobiDataService;
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import com.yami.trading.huobi.hobi.constant.TraderMadeOptions;
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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.item.ItemService;
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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.text.SimpleDateFormat;
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import java.util.*;
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@Component
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public class HobiDataServiceImpl implements HobiDataService {
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private static Logger logger = LoggerFactory.getLogger(HobiDataServiceImpl.class);
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@Autowired
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private XueQiuDataServiceImpl xueQiuDataService;
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@Autowired
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private XinLangDataServiceImpl xinLangDataService;
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@Autowired
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private ItemService itemService;
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@Autowired
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private KlineService klineService;
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/**
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* 接口调用间隔（毫秒）
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*/
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private int interval = 100;
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private int sleep = 100;
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/**
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* 最后一次访问接口时间
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*/
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private volatile Date last_time = new Date();
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private volatile boolean lock = false;
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public static void main(String[] args) {
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HobiDataServiceImpl huobi = new HobiDataServiceImpl();
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Map<String, List<Kline>> etcusd = huobi.getDailyWeekMonthHistory("ETCUSD");
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System.out.println(etcusd);
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}
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// 针对虚拟货币的
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@Override
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public List<Realtime> realtime(int maximum) {
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List<Realtime> list = new ArrayList<Realtime>();
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boolean current_lock = false;
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if (lock || (new Date().getTime() - last_time.getTime()) < interval) {
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ThreadUtils.sleep(sleep);
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if (maximum >= 100) {
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return list;
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} else {
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return realtime(++maximum);
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}
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} else {
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try {
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current_lock = true;
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lock = true;
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Map<String, Object> param = new HashMap<String, Object>();
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String result = HttpHelper.getJSONFromHttp(Config.url + Config.tickers, param, HttpMethodType.GET);
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JSONObject resultJson = JSON.parseObject(result);
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String status = resultJson.getString("status");
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if ("ok".equals(status)) {
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JSONArray dataArray = resultJson.getJSONArray("data");
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Long ts = resultJson.getLongValue("ts");
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for (int i = 0; i < dataArray.size(); i++) {
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JSONObject realtimeJson = dataArray.getJSONObject(i);
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Realtime realtime = new Realtime();
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Item item = itemService.findBySymbol(realtimeJson.getString("symbol"));
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if (item == null) {
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continue;
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}
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realtime.setSymbol(item.getSymbol());
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realtime.setName(item.getName());
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realtime.setTs(ts);
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realtime.setOpen(realtimeJson.getBigDecimal("open"));
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realtime.setClose(realtimeJson.getBigDecimal("close"));
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realtime.setHigh(realtimeJson.getBigDecimal("high"));
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realtime.setLow(realtimeJson.getBigDecimal("low"));
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realtime.setAmount(realtimeJson.getBigDecimal("amount"));
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realtime.setVolume(realtimeJson.getBigDecimal("vol"));
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list.add(realtime);
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}
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} else {
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logger.error(" realtime()error, resultJson [ " + resultJson.toJSONString() + " ]");
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}
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} catch (Exception e) {
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logger.error("error", e);
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} finally {
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if (current_lock) {
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lock = false;
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last_time = new Date();
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}
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}
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}
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return list;
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}
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@Override
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public List<Kline> kline(String symbol, String period, Integer num, int maximum) {
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List<Kline> list = new ArrayList<Kline>();
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Item item = itemService.findBySymbol(symbol);
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if (item == null) {
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return list;
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}
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boolean current_lock = false;
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if (lock || (new Date().getTime() - last_time.getTime()) < interval) {
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ThreadUtils.sleep(sleep);
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if (maximum >= 100) {
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return list;
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} else {
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return this.kline(symbol, period, num, ++maximum);
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}
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} else {
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try {
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current_lock = true;
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lock = true;
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Map<String, Object> param = new HashMap<String, Object>();
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param.put("symbol", symbol);
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param.put("period", period);
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if (num == null) {
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if (Kline.PERIOD_1MIN.equals(period)) {
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param.put("size", 1440);
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}
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if (Kline.PERIOD_5MIN.equals(period)) {
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param.put("size", 576);
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}
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if (Kline.PERIOD_15MIN.equals(period)) {
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param.put("size", 576);
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}
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if (Kline.PERIOD_30MIN.equals(period)) {
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param.put("size", 576);
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}
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if (Kline.PERIOD_60MIN.equals(period)) {
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param.put("size", 576);
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}
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if (Kline.PERIOD_4HOUR.equals(period)) {
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param.put("size", 576);
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}
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if (Kline.PERIOD_1DAY.equals(period)) {
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param.put("size", 500);
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}
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if (Kline.PERIOD_1MON.equals(period)) {
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param.put("size", 500);
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}
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if (Kline.PERIOD_1WEEK.equals(period)) {
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param.put("size", 500);
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}
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} else {
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param.put("size", num);
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}
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String result = HttpHelper.getJSONFromHttp(Config.url + Config.kline, param, HttpMethodType.GET);
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JSONObject resultJson = JSON.parseObject(result);
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String status = resultJson.getString("status");
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if ("ok".equals(status)) {
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JSONArray dataArray = resultJson.getJSONArray("data");
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/**
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* 丢弃第一行数据
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*/
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int start = 1;
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if (num != null && num == 1) start = 0;
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for (int i = start; i < dataArray.size(); i++) {
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JSONObject realtimeJson = dataArray.getJSONObject(i);
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Kline kline = new Kline();
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kline.setSymbol(item.getSymbol());
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kline.setPeriod(period);
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kline.setTs(Long.valueOf(realtimeJson.getString("id") + "000"));
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kline.setOpen(realtimeJson.getBigDecimal("open"));
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kline.setClose(realtimeJson.getBigDecimal("close"));
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kline.setHigh(realtimeJson.getBigDecimal("high"));
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kline.setLow(realtimeJson.getBigDecimal("low"));
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kline.setVolume(realtimeJson.getBigDecimal("vol"));
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list.add(kline);
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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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} finally {
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if (current_lock) {
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lock = false;
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last_time = new Date();
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}
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}
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}
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return list;
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}
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/**
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* 市场深度数据（20档）,包装，数据本地化处理
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*/
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public Depth depthDecorator(String symbol, int maximum) {
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Depth depth = this.depth(symbol, maximum);
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Item item = itemService.findBySymbol(symbol);
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if ((depth == null || item.getAdjustmentValue() == null || item.getAdjustmentValue().intValue() == 0) && (item.getMultiple().intValue() == 0 || item.getMultiple().intValue() == 1)) {
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return depth;
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}
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if(CollectionUtil.isNotEmpty(depth.getAsks()) ){
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List<DepthEntry> asks = depth.getAsks();
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for (int i = 0; i < asks.size(); i++) {
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DepthEntry depthEntry = asks.get(i);
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/**
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* 调整交易量倍数和 行情值
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*/
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if (item.getMultiple().doubleValue() > 0) {
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depthEntry.setAmount(Arith.mul(depthEntry.getAmount(), item.getMultiple().doubleValue()));
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} else {
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depthEntry.setAmount(depthEntry.getAmount());
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}
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depthEntry.setPrice(Arith.add(depthEntry.getPrice(), item.getAdjustmentValue().doubleValue()));
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}
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}
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if(CollectionUtil.isNotEmpty(depth.getBids())){
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List<DepthEntry> bids = depth.getBids();
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for (int i = 0; i < bids.size(); i++) {
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DepthEntry depthEntry = bids.get(i);
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/**
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* 调整交易量倍数和 行情值
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*/
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if (item.getMultiple().doubleValue() > 0) {
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depthEntry.setAmount(Arith.mul(depthEntry.getAmount(), item.getMultiple().doubleValue()));
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} else {
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depthEntry.setAmount(depthEntry.getAmount());
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}
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depthEntry.setPrice(Arith.add(depthEntry.getPrice(), item.getAdjustmentValue().doubleValue()));
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}
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}
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return depth;
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}
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/**
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* 市场深度数据（20档）,包装，数据本地化处理
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*/
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public Depth depthDecorator(MarketDepthEvent event, Item item) {
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Depth depth = new Depth();
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depth.setSymbol(item.getSymbol());
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depth.setTs(event.getTs());
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double multiple = item.getMultiple().doubleValue() == 0 ? 1 : item.getMultiple().doubleValue();
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double adjustmentValue = item.getAdjustmentValue() == null ? 0 : item.getMultiple().doubleValue();
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for (PriceLevel priceLevel : event.getDepth().getAsks()) {
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DepthEntry depthEntry = new DepthEntry();
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depthEntry.setPrice(Arith.add(depthEntry.getPrice(), adjustmentValue));
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depthEntry.setAmount(Arith.mul(priceLevel.getAmount().doubleValue(), multiple));
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depth.getAsks().add(depthEntry);
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}
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for (PriceLevel priceLevel : event.getDepth().getBids()) {
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DepthEntry depthEntry = new DepthEntry();
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depthEntry.setPrice(Arith.add(depthEntry.getPrice(), adjustmentValue));
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depthEntry.setAmount(Arith.mul(priceLevel.getAmount().doubleValue(), multiple));
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depth.getBids().add(depthEntry);
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}
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return depth;
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}
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@Override
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public Depth depth(String symbol, int maximum) {
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boolean current_lock = false;
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if (StringUtils.isNullOrEmpty(symbol)) {
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return null;
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}
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if (lock || (new Date().getTime() - last_time.getTime()) < interval) {
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ThreadUtils.sleep(sleep);
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if (maximum >= 100) {
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return null;
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} else {
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return this.depth(symbol, ++maximum);
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}
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} else {
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try {
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current_lock = true;
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lock = true;
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Map<String, Object> param = new HashMap<String, Object>();
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param.put("symbol", symbol);
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param.put("type", "step2");
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String result = HttpHelper.getJSONFromHttp(Config.url + Config.depth, param, HttpMethodType.GET);
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JSONObject resultJson = JSON.parseObject(result);
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String status = resultJson.getString("status");
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if ("ok".equals(status)) {
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JSONObject dataJson = resultJson.getJSONObject("tick");
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Long ts = resultJson.getLongValue("ts");
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Depth depth = new Depth();
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Item item = itemService.findBySymbol(symbol);
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if (item == null) {
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return null;
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}
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depth.setSymbol(item.getSymbol());
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depth.setTs(ts);
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JSONArray bidsArray = dataJson.getJSONArray("bids");
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for (int i = 0; i < bidsArray.size(); i++) {
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JSONArray object = (JSONArray) bidsArray.get(i);
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DepthEntry depthEntry = new DepthEntry();
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depthEntry.setPrice(object.getDouble(0));
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depthEntry.setAmount(object.getDouble(1));
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depth.getBids().add(depthEntry);
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}
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JSONArray asksArray = dataJson.getJSONArray("asks");
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for (int i = 0; i < asksArray.size(); i++) {
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JSONArray object = (JSONArray) asksArray.get(i);
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DepthEntry depthEntry = new DepthEntry();
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depthEntry.setPrice(object.getDouble(0));
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depthEntry.setAmount(object.getDouble(1));
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depth.getAsks().add(depthEntry);
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}
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return depth;
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}
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} catch (Exception e) {
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logger.error("error", e);
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} finally {
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if (current_lock) {
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lock = false;
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last_time = new Date();
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}
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}
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}
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return null;
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}
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/**
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* 获得近期交易记录,包装，数据本地化处理
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*/
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public Trade tradeDecorator(String symbol, int maximum) {
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Trade trade = this.trade(symbol, maximum);
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Item item = itemService.findBySymbol(symbol);
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if ((trade == null || item.getAdjustmentValue() == null || item.getAdjustmentValue().doubleValue() == 0) && (item.getMultiple().doubleValue() == 0 || item.getMultiple().doubleValue() == 1)) {
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return trade;
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}
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if(CollectionUtil.isNotEmpty(trade.getData())){
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List<TradeEntry> data = trade.getData();
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for (int i = 0; i < data.size(); i++) {
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TradeEntry tradeEntry = data.get(i);
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/**
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* 调整交易量倍数和 行情值
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*/
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if (item.getMultiple().doubleValue() > 0) {
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tradeEntry.setAmount(Arith.mul(tradeEntry.getAmount(), item.getMultiple().doubleValue()));
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} else {
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tradeEntry.setAmount(tradeEntry.getAmount());
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}
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tradeEntry.setPrice(Arith.add(tradeEntry.getPrice(), item.getAdjustmentValue().doubleValue()));
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}
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}
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return trade;
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}
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/**
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* 获得近期交易记录,包装，数据本地化处理
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*/
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public Trade tradeDecorator(MarketTradeEvent event, Item item) {
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Trade trade = new Trade();
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trade.setSymbol(item.getSymbol());
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trade.setTs(event.getTs());
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double multiple = item.getMultiple().doubleValue() == 0 ? 1 : item.getMultiple().doubleValue();
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double adjustmentValue = item.getAdjustmentValue() == null ? 0 : item.getMultiple().doubleValue();
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for (MarketTrade value : event.getList()) {
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TradeEntry entry = new TradeEntry();
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entry.setAmount(Arith.mul(value.getAmount().doubleValue(), multiple));
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entry.setPrice(Arith.add(value.getPrice().doubleValue(), adjustmentValue));
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entry.setTs(value.getTs());
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entry.setPrice(value.getPrice().doubleValue());
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entry.setAmount(value.getAmount().doubleValue());
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entry.setDirection(value.getDirection());
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trade.getData().add(entry);
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}
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return trade;
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}
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@Override
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public Trade trade(String symbol, int maximum) {
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boolean current_lock = false;
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if (StringUtils.isNullOrEmpty(symbol)) {
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return null;
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}
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if (lock || (new Date().getTime() - last_time.getTime()) < interval) {
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ThreadUtils.sleep(sleep);
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if (maximum >= 100) {
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return null;
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} else {
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return this.trade(symbol, ++maximum);
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}
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} else {
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try {
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current_lock = true;
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lock = true;
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Map<String, Object> param = new HashMap<String, Object>();
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param.put("symbol", symbol);
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String result = HttpHelper.getJSONFromHttp(Config.url + Config.trade, param, HttpMethodType.GET);
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JSONObject resultJson = JSON.parseObject(result);
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String status = resultJson.getString("status");
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if ("ok".equals(status)) {
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JSONObject dataJson = resultJson.getJSONObject("tick");
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Long ts = resultJson.getLongValue("ts");
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Trade trade = new Trade();
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Item item = itemService.findBySymbol(symbol);
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if (item == null) {
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return null;
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}
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trade.setSymbol(item.getSymbol());
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trade.setTs(ts);
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JSONArray dataArray = dataJson.getJSONArray("data");
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for (int i = 0; i < dataArray.size(); i++) {
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JSONObject object = dataArray.getJSONObject(i);
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TradeEntry tradeEntry = new TradeEntry();
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tradeEntry.setTs(object.getLong("ts"));
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tradeEntry.setPrice(object.getDouble("price"));
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tradeEntry.setAmount(object.getDouble("amount"));
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tradeEntry.setDirection(object.getString("direction"));
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trade.getData().add(tradeEntry);
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}
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return trade;
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}
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} catch (Exception e) {
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logger.error("error", e);
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} finally {
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if (current_lock) {
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lock = false;
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last_time = new Date();
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}
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}
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}
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return null;
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}
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@Override
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public List<Symbols> symbols() {
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List<Symbols> list = new ArrayList<Symbols>();
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boolean current_lock = false;
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if (lock || (new Date().getTime() - last_time.getTime()) < interval) {
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return list;
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} else {
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try {
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current_lock = true;
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lock = true;
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Map<String, Object> param = new HashMap<String, Object>();
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String result = HttpHelper.getJSONFromHttp(Config.url + Config.symbols, param, HttpMethodType.GET);
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JSONObject resultJson = JSON.parseObject(result);
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String status = resultJson.getString("status");
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if ("ok".equals(status)) {
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JSONArray dataArray = resultJson.getJSONArray("data");
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for (int i = 0; i < dataArray.size(); i++) {
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JSONObject realtimeJson = dataArray.getJSONObject(i);
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Symbols symbols = new Symbols();
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symbols.setBaseCurrency(realtimeJson.getString("base-currency"));
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symbols.setQuoteCurrency(realtimeJson.getString("quote-currency"));
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symbols.setLeverageRatio(realtimeJson.getBigDecimal("leverage-ratio"));
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symbols.setPricePrecision(realtimeJson.getIntValue("price-precision"));
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symbols.setState(realtimeJson.getString("state"));
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symbols.setSymbol(realtimeJson.getString("symbol"));
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list.add(symbols);
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}
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} else {
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logger.error(" symbols()error, resultJson [ " + resultJson.toJSONString() + " ]");
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}
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} catch (Exception e) {
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logger.error("error", e);
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} finally {
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if (current_lock) {
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lock = false;
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last_time = new Date();
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}
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}
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}
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return list;
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}
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public void setItemService(ItemService itemService) {
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this.itemService = itemService;
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}
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public boolean isXueQiu(String symbol) {
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String type = itemService.findBySymbol(symbol).getType();
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return type.contains("stock") || (type.equalsIgnoreCase(Item.indices));
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}
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public boolean isXinlang(String symbol) {
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if("XAUUSD,XAGUSD,OIL".contains(symbol)){
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return false;
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}
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Item bySymbol = itemService.findBySymbol(symbol);
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String type = bySymbol.getType();
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return Item.forex.contains(type) && Item.forex.equals(bySymbol.getCategory());
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}
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public List<Realtime> realtimeSingle(String symbol) {
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if (isXueQiu(symbol)) {
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return xueQiuDataService.realtimeSingle(symbol);
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}
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if (isXinlang(symbol)) {
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return xinLangDataService.realtimeSingle(symbol);
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}
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List<Realtime> list = new ArrayList<Realtime>();
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try {
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Map<String, String> param = new HashMap<>();
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param.put("currency", symbol);
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String result = HttpHelper.getJSONFromHttpNew(TraderMadeOptions.live, param, HttpMethodType.GET);
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JSONObject resultJson = JSON.parseObject(result);
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String code = resultJson.getString("code");
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if ("ok".equals(code)) {
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JSONArray dataArray = resultJson.getJSONArray("data");
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for (int i = 0; i < dataArray.size(); i++) {
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JSONObject realtimeJson = dataArray.getJSONObject(i);
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Realtime realtime = new Realtime();
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String currency = symbol;
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currency = realtimeJson.getString("currency");
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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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realtime.setTs(realtimeJson.getLong("timestamp"));
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realtime.setOpen(realtimeJson.getBigDecimal("open").setScale(decimal, RoundingMode.HALF_UP));
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realtime.setClose(realtimeJson.getBigDecimal("mid").setScale(decimal, RoundingMode.HALF_UP));
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realtime.setHigh(realtimeJson.getBigDecimal("high").setScale(decimal, RoundingMode.HALF_UP));
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realtime.setLow(realtimeJson.getBigDecimal("low").setScale(decimal, RoundingMode.HALF_UP));
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realtime.setAmount(BigDecimal.ZERO);
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realtime.setVolume(BigDecimal.ZERO);
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realtime.setAsk(realtimeJson.getBigDecimal("ask").setScale(decimal, RoundingMode.HALF_UP));
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realtime.setBid(realtimeJson.getBigDecimal("bid").setScale(decimal, RoundingMode.HALF_UP));
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list.add(realtime);
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}
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} else {
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logger.error(" realtime()error, resultJson [ " + resultJson.toJSONString() + " ]");
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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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public List<Realtime> realtime(String symbols) {
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List<Realtime> realtimeList = Collections.synchronizedList(new ArrayList<Realtime>());
|
Splitter.on(",").omitEmptyStrings().splitToList(symbols).parallelStream().map(this::realtimeSingle).forEach(realtimeList::addAll);
|
return realtimeList;
|
}
|
|
@Override
|
public List<Realtime> realtimeXueQiu(String symbols) {
|
return xueQiuDataService.realtimeSingle(symbols);
|
}
|
|
@Override
|
public List<Realtime> realtimeXinLang(String symbols) {
|
return xinLangDataService.realtimeSingle(symbols);
|
}
|
|
/**
|
* 1day 历史数据 ： 周期 1年
|
* 1week,1mon 历史数据 ： 周期 5年
|
* 请求 350次
|
*/
|
public Map<String, List<Kline>> getDailyWeekMonthHistory(String symbol) {
|
if (isXueQiu(symbol)) {
|
return xueQiuDataService.getDailyWeekMonthHistory(symbol);
|
}else if(isXinlang(symbol)){
|
return xinLangDataService.getDailyWeekMonthHistory(symbol);
|
|
}
|
Map<String, List<Kline>> map = new HashMap<>();
|
SimpleDateFormat f = new SimpleDateFormat("yyyy-MM-dd");
|
f.setTimeZone(TimeZone.getTimeZone(UTCDateUtils.GMT_TIME_ZONE));
|
Date now = new Date();
|
// 每次只能取一年的数据，需要遍历5年
|
for (int i = 0; i < TraderMadeOptions.weekAndMonthPeriod; i++) {
|
String startDate = UTCDateUtils.addYear(now, -1);
|
String endDate = f.format(now);
|
now = UTCDateUtils.toDate(startDate, "yyyy-MM-dd");
|
|
Map<String, String> param = new HashMap<>();
|
param.put("currency", symbol);
|
param.put("start_date", startDate);
|
param.put("end_date", endDate);
|
param.put("format", "records");
|
param.put("api_key", TraderMadeOptions.apiKey);
|
String json = null;
|
try {
|
json = HttpHelper.getJSONFromHttpNew(TraderMadeOptions.timeseries, param, HttpMethodType.GET);
|
} catch (Exception e) {
|
logger.error("采集外汇k线图失败:{} ", param);
|
continue;
|
}
|
|
JSONObject resultJson = JSON.parseObject(json);
|
JSONArray dataArray = resultJson.getJSONArray("quotes");
|
if (dataArray.size() > 0) {
|
List<TimeseriesResult> list = JSONObject.parseArray(JSONObject.toJSONString(dataArray), TimeseriesResult.class);
|
Map<String, List<TimeseriesResult>> monthMap = new LinkedHashMap<>();
|
Map<String, List<TimeseriesResult>> weekMap = new LinkedHashMap<>();
|
for (TimeseriesResult result : list) {
|
String month = result.getDate().substring(0, 7);
|
if (monthMap.containsKey(month)) {
|
monthMap.get(month).add(result);
|
} else {
|
List<TimeseriesResult> monthList = new ArrayList<>();
|
monthList.add(result);
|
monthMap.put(month, monthList);
|
}
|
|
String firstDateOfWeek = UTCDateUtils.getFirstDateOfWeek(UTCDateUtils.toDate(result.getDate(), "yyyy-MM-dd"));
|
if (weekMap.containsKey(firstDateOfWeek)) {
|
weekMap.get(firstDateOfWeek).add(result);
|
} else {
|
List<TimeseriesResult> weekList = new ArrayList<>();
|
weekList.add(result);
|
weekMap.put(firstDateOfWeek, weekList);
|
}
|
}
|
|
map.put(Kline.PERIOD_1WEEK, buildOneWeekPeriod(weekMap, symbol));
|
map.put(Kline.PERIOD_1MON, buildOneMonthPeriod(monthMap, symbol));
|
|
// 1day历史数据 ： 周期 1年
|
if (0 == i) {
|
map.put(Kline.PERIOD_1DAY, buildOneDayPeriod(list, symbol));
|
}
|
}
|
}
|
try {
|
List<Kline> dayList = map.get(Kline.PERIOD_1DAY);
|
if (CollectionUtil.isNotEmpty(dayList)) {
|
map.put(Kline.PERIOD_5DAY, klineService.calculateKline(symbol, 5, Kline.PERIOD_5DAY, dayList));
|
}
|
List<Kline> montList = map.get(Kline.PERIOD_1MON);
|
|
if (CollectionUtil.isNotEmpty(montList)) {
|
map.put(Kline.PERIOD_QUARTER, klineService.calculateKline(symbol, 3, Kline.PERIOD_1MON, montList));
|
}
|
|
} catch (Exception e) {
|
logger.error("外汇计算 5日和季度k线图失败", e);
|
}
|
|
|
return map;
|
}
|
|
|
/**
|
* 获取分钟数据
|
*/
|
public Map<String, List<Kline>> getHourlyAndMinuteHistory(String symbol) {
|
Map<String, List<Kline>> map = new HashMap<>();
|
|
List<Kline> fourHourlyList = getTimeseriesForFourHourly(symbol);
|
map.put(KlineConstant.PERIOD_4HOUR, fourHourlyList);
|
|
List<Kline> oneHourlyList = getTimeseriesForOneHourly(symbol);
|
map.put(KlineConstant.PERIOD_60MIN, oneHourlyList);
|
|
List<Kline> twoHourlyList = getTimeseriesForTwoHourly(symbol);
|
if (CollectionUtil.isEmpty(twoHourlyList)) {
|
try {
|
List<Kline> hourList = map.get(Kline.PERIOD_60MIN);
|
if (CollectionUtil.isNotEmpty(hourList)) {
|
map.put(Kline.PERIOD_2HOUR, klineService.calculateKline(symbol, 2, Kline.PERIOD_2HOUR, hourList));
|
}
|
} catch (Exception e) {
|
logger.error("外汇计算 120mink线图失败", e);
|
}
|
} else {
|
map.put(KlineConstant.PERIOD_2HOUR, twoHourlyList);
|
|
}
|
|
|
List<Kline> thirtyMinuteList = getTimeseriesThirtyMinute(symbol);
|
map.put(KlineConstant.PERIOD_30MIN, thirtyMinuteList);
|
|
List<Kline> fifteenMinuteList = getTimeseriesFifteenMinute(symbol);
|
map.put(KlineConstant.PERIOD_15MIN, fifteenMinuteList);
|
|
List<Kline> fiveMinuteList = getTimeseriesFiveMinute(symbol);
|
map.put(KlineConstant.PERIOD_5MIN, fiveMinuteList);
|
|
List<Kline> oneMinuteList = getTimeseriesOneMinute(symbol);
|
map.put(KlineConstant.PERIOD_1MIN, oneMinuteList);
|
return map;
|
}
|
|
public List<Kline> buildOneDayPeriod(List<TimeseriesResult> list, String currency) {
|
if (isXueQiu(currency)) {
|
return xueQiuDataService.buildOneDayPeriod(currency);
|
}if (isXinlang(currency)) {
|
return xinLangDataService.buildOneDayPeriod(currency);
|
}
|
List<Kline> resList = new ArrayList<>();
|
for (TimeseriesResult result : list) {
|
Kline kline = new Kline();
|
kline.setSymbol(currency);
|
kline.setPeriod(Kline.PERIOD_1DAY);
|
kline.setTs(UTCDateUtils.toDate(result.getDate(), "yyyy-MM-dd").getTime());
|
kline.setOpen(result.getOpen());
|
kline.setClose(result.getClose());
|
kline.setHigh(result.getHigh());
|
kline.setLow(result.getLow());
|
kline.setVolume(BigDecimal.ZERO);
|
resList.add(kline);
|
}
|
return resList;
|
}
|
|
|
|
public List<Kline> buildOneWeekPeriod(Map<String, List<TimeseriesResult>> weekMap, String currency) {
|
if (isXueQiu(currency)) {
|
return xueQiuDataService.buildOneWeekPeriod(currency);
|
}
|
|
List<Kline> resList = new ArrayList<>();
|
for (List<TimeseriesResult> list : weekMap.values()) {
|
BigDecimal high = list.stream().map(TimeseriesResult::getHigh).filter(Objects::nonNull).max(BigDecimal::compareTo).orElse(BigDecimal.ZERO);
|
BigDecimal low = list.stream().map(TimeseriesResult::getLow).filter(Objects::nonNull).min(BigDecimal::compareTo).orElse(BigDecimal.ZERO);
|
Kline kline = new Kline();
|
kline.setSymbol(currency);
|
kline.setPeriod(Kline.PERIOD_1WEEK);
|
// 毫秒
|
kline.setTs(UTCDateUtils.toDate(list.get(list.size() - 1).getDate()).getTime());
|
kline.setOpen(list.get(0).getOpen());
|
kline.setClose(list.get(list.size() - 1).getClose());
|
kline.setHigh(high);
|
kline.setLow(low);
|
kline.setVolume(BigDecimal.ZERO);
|
resList.add(kline);
|
}
|
return resList;
|
}
|
|
public List<Kline> buildOneMonthPeriod(Map<String, List<TimeseriesResult>> monthMap, String currency) {
|
if (isXueQiu(currency)) {
|
return xueQiuDataService.buildOneMonthPeriod(currency);
|
}
|
List<Kline> resList = new ArrayList<>();
|
for (List<TimeseriesResult> list : monthMap.values()) {
|
BigDecimal high = list.stream().map(TimeseriesResult::getHigh).filter(Objects::nonNull).max(BigDecimal::compareTo).orElse(BigDecimal.ZERO);
|
BigDecimal low = list.stream().map(TimeseriesResult::getLow).filter(Objects::nonNull).min(BigDecimal::compareTo).orElse(BigDecimal.ZERO);
|
Kline kline = new Kline();
|
kline.setSymbol(currency);
|
kline.setPeriod(Kline.PERIOD_1MON);
|
// 毫秒
|
kline.setTs(UTCDateUtils.toDate(list.get(list.size() - 1).getDate()).getTime());
|
kline.setOpen(list.get(0).getOpen());
|
kline.setClose(list.get(list.size() - 1).getClose());
|
kline.setHigh(high);
|
kline.setLow(low);
|
kline.setVolume(BigDecimal.ZERO);
|
resList.add(kline);
|
}
|
return resList;
|
}
|
|
public List<Kline> buildQuarterPeriod(Map<String, List<TimeseriesResult>> quarterMap, String currency) {
|
if (isXueQiu(currency)) {
|
return xueQiuDataService.buildOneMonthPeriod(currency);
|
}
|
List<Kline> resList = new ArrayList<>();
|
for (List<TimeseriesResult> list : quarterMap.values()) {
|
BigDecimal high = list.stream().map(TimeseriesResult::getHigh).filter(Objects::nonNull).max(BigDecimal::compareTo).orElse(BigDecimal.ZERO);
|
BigDecimal low = list.stream().map(TimeseriesResult::getLow).filter(Objects::nonNull).min(BigDecimal::compareTo).orElse(BigDecimal.ZERO);
|
Kline kline = new Kline();
|
kline.setSymbol(currency);
|
kline.setPeriod(Kline.PERIOD_QUARTER);
|
// 毫秒
|
kline.setTs(UTCDateUtils.toDate(list.get(list.size() - 1).getDate()).getTime());
|
kline.setOpen(list.get(0).getOpen());
|
kline.setClose(list.get(list.size() - 1).getClose());
|
kline.setHigh(high);
|
kline.setLow(low);
|
kline.setVolume(BigDecimal.ZERO);
|
resList.add(kline);
|
}
|
return resList;
|
}
|
|
public List<Kline> buildYearPeriod(Map<String, List<TimeseriesResult>> yearMap, String currency) {
|
if (isXueQiu(currency)) {
|
return xueQiuDataService.buildOneMonthPeriod(currency);
|
}
|
List<Kline> resList = new ArrayList<>();
|
for (List<TimeseriesResult> list : yearMap.values()) {
|
BigDecimal high = list.stream().map(TimeseriesResult::getHigh).filter(Objects::nonNull).max(BigDecimal::compareTo).orElse(BigDecimal.ZERO);
|
BigDecimal low = list.stream().map(TimeseriesResult::getLow).filter(Objects::nonNull).min(BigDecimal::compareTo).orElse(BigDecimal.ZERO);
|
Kline kline = new Kline();
|
kline.setSymbol(currency);
|
kline.setPeriod(Kline.PERIOD_YEAR);
|
// 毫秒
|
kline.setTs(UTCDateUtils.toDate(list.get(list.size() - 1).getDate()).getTime());
|
kline.setOpen(list.get(0).getOpen());
|
kline.setClose(list.get(list.size() - 1).getClose());
|
kline.setHigh(high);
|
kline.setLow(low);
|
kline.setVolume(BigDecimal.ZERO);
|
resList.add(kline);
|
}
|
return resList;
|
}
|
|
/**
|
* Hourly
|
* 4hourly 3月
|
*/
|
public List<Kline> getTimeseriesForFourHourly(String currency) {
|
if (isXueQiu(currency)) {
|
return xueQiuDataService.getTimeseriesForFourHourly(currency);
|
} else if (isXinlang(currency)) {
|
return xinLangDataService.getTimeseriesForFourHourly(currency);
|
|
}
|
List<Kline> resList = new ArrayList<>();
|
// 每次只能取一个月的数据，需要遍历3个月
|
SimpleDateFormat f = new SimpleDateFormat("yyyy-MM-dd-HH:mm");
|
f.setTimeZone(TimeZone.getTimeZone(UTCDateUtils.GMT_TIME_ZONE));
|
// Date now = UTCDateUtils.toDate(UTCDateUtils.addHour(new Date(), -4), "yyyy-MM-dd-HH:mm");
|
Date now = new Date();
|
for (int i = 0; i < TraderMadeOptions.fourHourlyPeriod; i++) {
|
String startDate = UTCDateUtils.addDay(now, -30);
|
String endDate = f.format(now);
|
now = UTCDateUtils.toDate(startDate, "yyyy-MM-dd-HH:mm");
|
|
Map<String, String> param = new HashMap<>();
|
param.put("currency", currency);
|
param.put("start_date", startDate);
|
param.put("end_date", endDate);
|
param.put("interval", "hourly");
|
param.put("period", "4");
|
param.put("format", "records");
|
param.put("api_key", TraderMadeOptions.apiKey);
|
String json = HttpHelper.getJSONFromHttpNew(TraderMadeOptions.timeseries, param, HttpMethodType.GET);
|
JSONObject resultJson = JSON.parseObject(json);
|
JSONArray dataArray = resultJson.getJSONArray("quotes");
|
if (dataArray.size() > 0) {
|
List<TimeseriesResult> list = JSONObject.parseArray(JSONObject.toJSONString(dataArray), TimeseriesResult.class);
|
for (TimeseriesResult result : list) {
|
Kline kline = new Kline();
|
kline.setSymbol(currency);
|
kline.setPeriod(Kline.PERIOD_4HOUR);
|
// 毫秒
|
kline.setTs(UTCDateUtils.toDate(result.getDate(), "yyyy-MM-dd HH:mm").getTime());
|
kline.setOpen(result.getOpen());
|
kline.setClose(result.getClose());
|
kline.setHigh(result.getHigh());
|
kline.setLow(result.getLow());
|
kline.setVolume(BigDecimal.ZERO);
|
resList.add(kline);
|
}
|
}
|
}
|
return resList;
|
}
|
|
/**
|
* Hourly
|
* 1hourly 1月
|
*/
|
public List<Kline> getTimeseriesForOneHourly(String currency) {
|
if (isXueQiu(currency)) {
|
return xueQiuDataService.getTimeseriesForOneHourly(currency);
|
}
|
if (isXinlang(currency)) {
|
return xinLangDataService.getTimeseriesForOneHourly(currency);
|
}
|
List<Kline> resList = new ArrayList<>();
|
SimpleDateFormat f = new SimpleDateFormat("yyyy-MM-dd-HH:mm");
|
f.setTimeZone(TimeZone.getTimeZone(UTCDateUtils.GMT_TIME_ZONE));
|
// Date now = UTCDateUtils.toDate(UTCDateUtils.addHour(new Date(), -1), "yyyy-MM-dd-HH:mm");
|
Date now = new Date();
|
String startDate = UTCDateUtils.addDay(now, -30);
|
String endDate = f.format(now);
|
|
Map<String, String> param = new HashMap<>();
|
param.put("currency", currency);
|
param.put("start_date", startDate);
|
param.put("end_date", endDate);
|
param.put("interval", "hourly");
|
param.put("period", "1");
|
param.put("format", "records");
|
param.put("api_key", TraderMadeOptions.apiKey);
|
String json = HttpHelper.getJSONFromHttpNew(TraderMadeOptions.timeseries, param, HttpMethodType.GET);
|
JSONObject resultJson = JSON.parseObject(json);
|
JSONArray dataArray = resultJson.getJSONArray("quotes");
|
if (dataArray.size() > 0) {
|
List<TimeseriesResult> list = JSONObject.parseArray(JSONObject.toJSONString(dataArray), TimeseriesResult.class);
|
for (TimeseriesResult result : list) {
|
Kline kline = new Kline();
|
kline.setSymbol(currency);
|
kline.setPeriod(Kline.PERIOD_60MIN);
|
// 毫秒
|
kline.setTs(UTCDateUtils.toDate(result.getDate(), "yyyy-MM-dd HH:mm").getTime());
|
kline.setOpen(result.getOpen());
|
kline.setClose(result.getClose());
|
kline.setHigh(result.getHigh());
|
kline.setLow(result.getLow());
|
kline.setVolume(BigDecimal.ZERO);
|
resList.add(kline);
|
}
|
}
|
return resList;
|
}
|
|
@Override
|
public List<Kline> getTimeseriesForTwoHourly(String currency) {
|
if (isXueQiu(currency)) {
|
return xueQiuDataService.getTimeseriesForTwoHourly(currency);
|
}
|
if (isXinlang(currency)) {
|
return xinLangDataService.getTimeseriesForTwoHourly(currency);
|
}
|
return Lists.newArrayList();
|
}
|
|
/**
|
* Minute
|
* 30minute 10天
|
* 15minute 5天
|
* 5minute 2天
|
* 1minute 1天
|
*/
|
public List<Kline> getTimeseriesOneMinute(String currency) {
|
if (isXueQiu(currency)) {
|
return xueQiuDataService.getTimeseriesOneMinute(currency);
|
}
|
if (isXinlang(currency)) {
|
return xinLangDataService.getTimeseriesOneMinute(currency);
|
}
|
List<Kline> resList = new ArrayList<>();
|
SimpleDateFormat f = new SimpleDateFormat("yyyy-MM-dd-HH:mm");
|
f.setTimeZone(TimeZone.getTimeZone(UTCDateUtils.GMT_TIME_ZONE));
|
Date now = new Date();
|
String startDate = UTCDateUtils.addDay(now, -1);
|
String endDate = f.format(now);
|
|
Map<String, String> param = new HashMap<>();
|
param.put("currency", currency);
|
param.put("start_date", startDate);
|
param.put("end_date", endDate);
|
param.put("interval", "minute");
|
param.put("period", "1");
|
param.put("format", "records");
|
param.put("api_key", TraderMadeOptions.apiKey);
|
String json = HttpHelper.getJSONFromHttpNew(TraderMadeOptions.timeseries, param, HttpMethodType.GET);
|
JSONObject resultJson = JSON.parseObject(json);
|
JSONArray dataArray = resultJson.getJSONArray("quotes");
|
if (dataArray.size() > 0) {
|
List<TimeseriesResult> list = JSONObject.parseArray(JSONObject.toJSONString(dataArray), TimeseriesResult.class);
|
for (TimeseriesResult result : list) {
|
Kline kline = new Kline();
|
kline.setSymbol(currency);
|
kline.setPeriod(Kline.PERIOD_1MIN);
|
// 毫秒
|
kline.setTs(UTCDateUtils.toDate(result.getDate(), "yyyy-MM-dd HH:mm").getTime());
|
kline.setOpen(result.getOpen());
|
kline.setClose(result.getClose());
|
kline.setHigh(result.getHigh());
|
kline.setLow(result.getLow());
|
kline.setVolume(BigDecimal.ZERO);
|
resList.add(kline);
|
}
|
}
|
return resList;
|
}
|
|
/**
|
* Minute
|
* 30minute 10天
|
* 15minute 5天
|
* 5minute 2天
|
* 1minute 1天
|
*/
|
public List<Kline> getTimeseriesFiveMinute(String currency) {
|
if (isXueQiu(currency)) {
|
return xueQiuDataService.getTimeseriesFiveMinute(currency);
|
}
|
if (isXinlang(currency)) {
|
return xinLangDataService.getTimeseriesFiveMinute(currency);
|
}
|
List<Kline> resList = new ArrayList<>();
|
SimpleDateFormat f = new SimpleDateFormat("yyyy-MM-dd-HH:mm");
|
f.setTimeZone(TimeZone.getTimeZone(UTCDateUtils.GMT_TIME_ZONE));
|
Date now = new Date();
|
String startDate = UTCDateUtils.addDay(now, -2);
|
String endDate = f.format(now);
|
|
Map<String, String> param = new HashMap<>();
|
param.put("currency", currency);
|
param.put("start_date", startDate);
|
param.put("end_date", endDate);
|
param.put("interval", "minute");
|
param.put("period", "5");
|
param.put("format", "records");
|
param.put("api_key", TraderMadeOptions.apiKey);
|
String json = HttpHelper.getJSONFromHttpNew(TraderMadeOptions.timeseries, param, HttpMethodType.GET);
|
JSONObject resultJson = JSON.parseObject(json);
|
JSONArray dataArray = resultJson.getJSONArray("quotes");
|
if (dataArray.size() > 0) {
|
List<TimeseriesResult> list = JSONObject.parseArray(JSONObject.toJSONString(dataArray), TimeseriesResult.class);
|
for (TimeseriesResult result : list) {
|
Kline kline = new Kline();
|
kline.setSymbol(currency);
|
kline.setPeriod(Kline.PERIOD_5MIN);
|
// 毫秒
|
kline.setTs(UTCDateUtils.toDate(result.getDate(), "yyyy-MM-dd HH:mm").getTime());
|
kline.setOpen(result.getOpen());
|
kline.setClose(result.getClose());
|
kline.setHigh(result.getHigh());
|
kline.setLow(result.getLow());
|
kline.setVolume(BigDecimal.ZERO);
|
resList.add(kline);
|
}
|
}
|
return resList;
|
}
|
|
/**
|
* Minute
|
* 30minute 10天
|
* 15minute 5天
|
* 5minute 2天
|
* 1minute 1天
|
*/
|
public List<Kline> getTimeseriesFifteenMinute(String currency) {
|
if (isXueQiu(currency)) {
|
return xueQiuDataService.getTimeseriesFifteenMinute(currency);
|
}
|
if (isXinlang(currency)) {
|
return xinLangDataService.getTimeseriesFifteenMinute(currency);
|
}
|
List<Kline> resList = new ArrayList<>();
|
SimpleDateFormat f = new SimpleDateFormat("yyyy-MM-dd-HH:mm");
|
f.setTimeZone(TimeZone.getTimeZone(UTCDateUtils.GMT_TIME_ZONE));
|
Date now = new Date();
|
for (int i = 0; i < TraderMadeOptions.fifteenMinutePeriod; i++) {
|
String startDate = UTCDateUtils.addDay(now, -2);
|
String endDate = f.format(now);
|
now = UTCDateUtils.toDate(startDate, "yyyy-MM-dd-HH:mm");
|
Map<String, String> param = new HashMap<>();
|
param.put("currency", currency);
|
param.put("start_date", startDate);
|
param.put("end_date", endDate);
|
param.put("interval", "minute");
|
param.put("period", "15");
|
param.put("format", "records");
|
param.put("api_key", TraderMadeOptions.apiKey);
|
String json = HttpHelper.getJSONFromHttpNew(TraderMadeOptions.timeseries, param, HttpMethodType.GET);
|
JSONObject resultJson = JSON.parseObject(json);
|
JSONArray dataArray = resultJson.getJSONArray("quotes");
|
if (dataArray.size() > 0) {
|
List<TimeseriesResult> list = JSONObject.parseArray(JSONObject.toJSONString(dataArray), TimeseriesResult.class);
|
for (TimeseriesResult result : list) {
|
Kline kline = new Kline();
|
kline.setSymbol(currency);
|
kline.setPeriod(Kline.PERIOD_15MIN);
|
// 毫秒
|
kline.setTs(UTCDateUtils.toDate(result.getDate(), "yyyy-MM-dd HH:mm").getTime());
|
kline.setOpen(result.getOpen());
|
kline.setClose(result.getClose());
|
kline.setHigh(result.getHigh());
|
kline.setLow(result.getLow());
|
kline.setVolume(BigDecimal.ZERO);
|
resList.add(kline);
|
}
|
}
|
}
|
return resList;
|
}
|
|
/**
|
* Minute
|
* 30minute 10天
|
* 15minute 5天
|
* 5minute 2天
|
* 1minute 1天
|
*/
|
public List<Kline> getTimeseriesThirtyMinute(String currency) {
|
if (isXueQiu(currency)) {
|
return xueQiuDataService.getTimeseriesThirtyMinute(currency);
|
}
|
if (isXinlang(currency)) {
|
return xinLangDataService.getTimeseriesThirtyMinute(currency);
|
}
|
List<Kline> resList = new ArrayList<>();
|
SimpleDateFormat f = new SimpleDateFormat("yyyy-MM-dd-HH:mm");
|
f.setTimeZone(TimeZone.getTimeZone(UTCDateUtils.GMT_TIME_ZONE));
|
Date now = new Date();
|
for (int i = 0; i < TraderMadeOptions.thirtyMinutePeriod; i++) {
|
String startDate = UTCDateUtils.addDay(now, -2);
|
String endDate = f.format(now);
|
now = UTCDateUtils.toDate(startDate, "yyyy-MM-dd-HH:mm");
|
Map<String, String> param = new HashMap<>();
|
param.put("currency", currency);
|
param.put("start_date", startDate);
|
param.put("end_date", endDate);
|
param.put("interval", "minute");
|
param.put("period", "15");
|
param.put("format", "records");
|
param.put("api_key", TraderMadeOptions.apiKey);
|
String json = HttpHelper.getJSONFromHttpNew(TraderMadeOptions.timeseries, param, HttpMethodType.GET);
|
JSONObject resultJson = JSON.parseObject(json);
|
JSONArray dataArray = resultJson.getJSONArray("quotes");
|
if (dataArray.size() > 0) {
|
List<TimeseriesResult> list = JSONObject.parseArray(JSONObject.toJSONString(dataArray), TimeseriesResult.class);
|
for (TimeseriesResult result : list) {
|
Kline kline = new Kline();
|
kline.setSymbol(currency);
|
kline.setPeriod(Kline.PERIOD_30MIN);
|
// 毫秒
|
kline.setTs(UTCDateUtils.toDate(result.getDate(), "yyyy-MM-dd HH:mm").getTime());
|
kline.setOpen(result.getOpen());
|
kline.setClose(result.getClose());
|
kline.setHigh(result.getHigh());
|
kline.setLow(result.getLow());
|
kline.setVolume(BigDecimal.ZERO);
|
resList.add(kline);
|
}
|
}
|
}
|
return resList;
|
}
|
}
|
