package com.yami.trading.huobi.hobi.internal;
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import cn.hutool.core.collection.CollUtil;
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import cn.hutool.core.map.MapUtil;
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import cn.hutool.core.util.StrUtil;
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import cn.hutool.http.HttpUtil;
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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.google.common.collect.Maps;
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import com.yami.trading.bean.data.domain.Kline;
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import com.yami.trading.bean.data.domain.Realtime;
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import com.yami.trading.huobi.data.internal.KlineService;
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import com.yami.trading.huobi.hobi.http.HttpHelper;
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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.retry.annotation.Backoff;
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import org.springframework.retry.annotation.Retryable;
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import org.springframework.stereotype.Component;
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import java.math.BigDecimal;
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import java.util.*;
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/**
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* 华尔街见闻 外汇，大众商品，指数 接口
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* @哪吒出海
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*/
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@Component
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public class WallstreetcnDataServiceImpl {
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/**
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* 新接口 华尔街见闻
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*/
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public final static String klineUrl = "https://api-ddc-wscn.awtmt.com/market/kline?prod_code=%s&tick_count=500&period_type=%s&adjust_price_type=forward&fields=tick_at,open_px,close_px,high_px,low_px,turnover_volume,turnover_value,average_px,px_change,px_change_rate,avg_px,ma2";
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public final static String klineDay = "https://api-ddc-wscn.awtmt.com/market/kline?prod_code=%s&tick_count=500&period_type=86400&adjust_price_type=forward&fields=tick_at,open_px,close_px,high_px,low_px,turnover_volume,turnover_value,average_px,px_change,px_change_rate,avg_px,ma2";
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private static Logger logger = LoggerFactory.getLogger(XinLangDataServiceImpl.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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/**
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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 symbol) {
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//logger.info("正在采集外汇行情数据: {}" ,symbol);
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List<Realtime> list = new ArrayList<Realtime>();
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try {
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List<String> symbols = Splitter.on(",").trimResults().splitToList(symbol);
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symbols.forEach(val -> {
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Map<String, Object> realData = getRealData(val);
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if (Objects.isNull(realData)) {
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return;
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}
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Realtime realtime = new Realtime();
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realtime.setSymbol(MapUtil.getStr(realData, "symbol"));
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realtime.setName(MapUtil.getStr(realData, "prod_name"));
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realtime.setOpen(Double.valueOf(MapUtil.getDouble(realData, "open_px")));
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realtime.setClose(Double.valueOf(MapUtil.getDouble(realData, "last_px")));
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realtime.setHigh(Double.valueOf(MapUtil.getDouble(realData, "high_px")));
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realtime.setLow(Double.valueOf(MapUtil.getDouble(realData, "low_px")));
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String pxChangeRate = MapUtil.getStr(realData, "px_change_rate");
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String pxChange = MapUtil.getStr(realData, "px_change");
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BigDecimal pxChangeRateBig = new BigDecimal(pxChangeRate).setScale(2, BigDecimal.ROUND_UP);
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BigDecimal pxChangeBig = new BigDecimal(pxChange).setScale(6, BigDecimal.ROUND_UP);
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realtime.setChangeRatio(pxChangeRateBig.doubleValue());
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realtime.setNetChange(pxChangeBig.doubleValue());
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realtime.setTs(MapUtil.getLong(realData, "update_time"));
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realtime.setAmount(new BigDecimal("0").doubleValue());
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realtime.setVolume(new BigDecimal("0").doubleValue());
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list.add(realtime);
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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 Map<String, Object> getRealData(String symbol) {
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//Item bySymbol = itemService.findBySymbol(symbol);
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//if(Item.commodities.equalsIgnoreCase(bySymbol.getCategory())){
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// symbol = symbol + ".OTC";
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//}
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symbol = symbol + ".OTC";
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String url = "https://api-ddc-wscn.awtmt.com/market/real?fields=symbol,en_name,prod_name,last_px,px_change,px_change_rate,high_px,low_px,open_px,preclose_px,market_value,turnover_volume,turnover_ratio,turnover_value,dyn_pb_rate,amplitude,dyn_pe,trade_status,circulation_value,update_time,price_precision,week_52_high,week_52_low,static_pe,source&prod_code=" + symbol.toUpperCase();
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String body = HttpUtil.get(url);
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JSONObject jsonObj = JSON.parseObject(body);
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JSONObject dataObj = jsonObj.getJSONObject("data");
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JSONArray fieldsArr = dataObj.getJSONArray("fields");
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JSONObject snapshotObj = dataObj.getJSONObject("snapshot");
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JSONArray snapshotArr = snapshotObj.getJSONArray(symbol.toUpperCase());
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if (CollUtil.isEmpty(snapshotArr)) {
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return null;
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}
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// 创建Map存放结果
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Map<String, Object> snapshotMap = new HashMap<>();
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// 将fields和snapshot数据对应起来放入Map
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for (int i = 0; i < fieldsArr.size(); i++) {
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String key = fieldsArr.getString(i);
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Object value = snapshotArr.get(i);
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snapshotMap.put(key, value);
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}
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return snapshotMap;
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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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List<Kline> oneDayPeriod = buildOneDayPeriod(symbol);
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// public List<Kline> calculateKline(String symbol, int seq, String period, List<Kline> klineList) ;
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map.put(Kline.PERIOD_1WEEK, klineService.calculateKline(symbol, 7, Kline.PERIOD_1WEEK, oneDayPeriod));
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map.put(Kline.PERIOD_1MON, klineService.calculateKline(symbol, 30, Kline.PERIOD_1MON, oneDayPeriod));
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map.put(Kline.PERIOD_1DAY, oneDayPeriod);
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map.put(Kline.PERIOD_5DAY, klineService.calculateKline(symbol, 5, Kline.PERIOD_5DAY, oneDayPeriod));
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map.put(Kline.PERIOD_QUARTER, klineService.calculateKline(symbol, 90, Kline.PERIOD_QUARTER, oneDayPeriod));
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map.put(Kline.PERIOD_YEAR, klineService.calculateKline(symbol, 365, Kline.PERIOD_YEAR, oneDayPeriod));
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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 getTimeseriesByPeriodOneDay(currency);
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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 4小时
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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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return getTimeseriesByPeriodMinute(currency, 240, Kline.PERIOD_4HOUR);
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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 getTimeseriesByPeriodMinute(currency, 120, Kline.PERIOD_2HOUR);
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}
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/**
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* Hourly 1小时
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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 getTimeseriesByPeriodMinute(currency, 60, Kline.PERIOD_60MIN);
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}
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/**
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* Minute
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* 30minute 10天
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* 15minute 5天
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* 5minute 2天
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* 1minute 1天
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*/
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public List<Kline> getTimeseriesOneMinute(String currency) {
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return getTimeseriesByPeriodMinute(currency, 1, Kline.PERIOD_1MIN);
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}
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/**
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* Minute
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* 30minute 10天
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* 15minute 5天
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* 5minute 2天
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* 1minute 1天
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*/
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public List<Kline> getTimeseriesFiveMinute(String currency) {
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return getTimeseriesByPeriodMinute(currency, 5, Kline.PERIOD_5MIN);
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}
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/**
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* Minute
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* 30minute 10天
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* 15minute 5天
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* 5minute 2天
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* 1minute 1天
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*/
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public List<Kline> getTimeseriesFifteenMinute(String currency) {
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return getTimeseriesByPeriodMinute(currency, 15, Kline.PERIOD_15MIN);
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}
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/**
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* Minute
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* 30minute 15
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* 15minute 15
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* 5minute 15
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* 1minute 15
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*/
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public List<Kline> getTimeseriesThirtyMinute(String currency) {
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return getTimeseriesByPeriodMinute(currency, 30, Kline.PERIOD_30MIN);
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}
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public List<Map<String, Object>> getKlineData(String urlStr, String symbol, String scale) {
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symbol = symbol + ".OTC";
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String url = String.format(urlStr, symbol, scale);
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String body = HttpUtil.get(url);
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JSONObject jsonObj = JSON.parseObject(body);
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JSONObject dataObj = jsonObj.getJSONObject("data");
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JSONArray fieldsArr = dataObj.getJSONArray("fields");
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JSONObject candleObj = dataObj.getJSONObject("candle");
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JSONObject candleArr = candleObj.getJSONObject(symbol.toUpperCase());
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JSONArray klineArr = candleArr.getJSONArray("lines");
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if (CollUtil.isEmpty(klineArr)) {
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return null;
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}
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// 创建Map存放结果
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List<Map<String, Object>> snapshotMap = Lists.newArrayList();
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for (int i = 0; i < klineArr.size(); i++) {
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Map<String, Object> dataMap = Maps.newHashMap();
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JSONArray dataArr = klineArr.getJSONArray(i);
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for (int i1 = 0; i1 < dataArr.size(); i1++) {
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String key = fieldsArr.getString(i1);
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Object value = dataArr.get(i1);
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dataMap.put(key, value);
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}
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snapshotMap.add(dataMap);
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}
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return snapshotMap;
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}
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@Retryable(
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value = {RuntimeException.class}, // 需要重试的异常类型
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maxAttempts = 5, // 最大重试次数
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backoff = @Backoff(delay = 2000) // 退避策略：每次重试之间的延迟
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)
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public List<Kline> getTimeseriesByPeriodMinute(String currency, int scale, String period) {
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List<Kline> resList = Lists.newArrayList();
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List<Map<String, Object>> klineData = getKlineData(klineUrl, currency, String.valueOf(scale));
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for (Map<String, Object> result : klineData) {
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Kline kline = new Kline();
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kline.setSymbol(currency);
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kline.setPeriod(period);
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// 转换成时间戳（毫秒）
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long ts = MapUtil.getLong(result, "tick_at") * 1000;
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kline.setTs(ts);
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kline.setOpen(Double.valueOf(MapUtil.getStr(result, "open_px")));
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kline.setClose(Double.valueOf(MapUtil.getStr(result, "close_px")));
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kline.setHigh(Double.valueOf(MapUtil.getStr(result, "high_px")));
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kline.setLow(Double.valueOf(MapUtil.getStr(result, "low_px")));
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kline.setVolume(Double.valueOf("0"));
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kline.setAmount(Double.valueOf("0"));
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resList.add(kline);
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}
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return resList;
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}
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@Retryable(
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value = {RuntimeException.class}, // 需要重试的异常类型
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maxAttempts = 5, // 最大重试次数
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backoff = @Backoff(delay = 2000) // 退避策略：每次重试之间的延迟
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)
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public List<Kline> getTimeseriesByPeriodOneDay(String currency) {
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List<Kline> resList = Lists.newArrayList();
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List<Map<String, Object>> klineData = getKlineData(klineDay, currency, "");
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for (int i = 0; i < klineData.size(); i++) {
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Map<String, Object> kData = klineData.get(i);
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Kline kline = new Kline();
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kline.setSymbol(currency);
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kline.setPeriod(Kline.PERIOD_1DAY);
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long ts = MapUtil.getLong(kData,"tick_at") * 1000;
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kline.setTs(ts);
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kline.setOpen(Double.valueOf(MapUtil.getStr(kData, "open_px")));
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kline.setClose(Double.valueOf(MapUtil.getStr(kData, "close_px")));
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kline.setHigh(Double.valueOf(MapUtil.getStr(kData, "high_px")));
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kline.setLow(Double.valueOf(MapUtil.getStr(kData, "low_px")));
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kline.setVolume(Double.valueOf(0));
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kline.setAmount(Double.valueOf(0));
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resList.add(kline);
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}
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return resList;
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}
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}
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