package com.yami.trading.huobi.task;
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import com.alibaba.fastjson.JSONObject;
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import com.yami.trading.bean.data.domain.Depth;
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import com.yami.trading.bean.data.domain.DepthEntry;
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import com.yami.trading.bean.data.domain.Realtime;
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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.huobi.data.TimeZoneConverterService;
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import com.yami.trading.service.MarketOpenChecker;
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import com.yami.trading.common.util.RandomUtil;
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import com.yami.trading.common.util.ThreadUtils;
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import com.yami.trading.common.web.ResultObject;
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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.websocket.WebSocketServer;
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import com.yami.trading.huobi.websocket.WebSocketSession;
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import com.yami.trading.service.data.DataService;
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import com.yami.trading.service.item.ItemService;
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import lombok.extern.slf4j.Slf4j;
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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.DecimalFormat;
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import java.util.*;
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import java.util.concurrent.ConcurrentHashMap;
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import java.util.stream.Collectors;
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@Component
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@Slf4j
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public class DepthPushJob implements Runnable {
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private ConcurrentHashMap<String, String> lastData = new ConcurrentHashMap<>();
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private Logger logger = LoggerFactory.getLogger(DepthPushJob.class);
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@Autowired
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private ItemService itemService;
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@Autowired
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private TimeZoneConverterService timeZoneConverterService;
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@Autowired
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private DataService dataService;
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public void start() {
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new Thread(this, "depthPushJob").start();
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if (logger.isInfoEnabled())
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logger.info("启动depthPushJob！");
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}
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public void run() {
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while (true) {
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try {
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this.depthHandle();
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} catch (Exception e) {
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logger.error("run fail", e);
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} finally {
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ThreadUtils.sleep(500);
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}
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}
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}
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private void depthHandle() {
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try {
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// 数据处理
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ResultObject depthResult = new ResultObject();
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Map<String, String> depthResultMap = new HashMap<>();
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if (!WebSocketServer.depthMap.isEmpty()) {
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// 客户端请求的所有币种，去重集合
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Set<String> symbolSet = new HashSet<String>();
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for (String socketKey : WebSocketServer.depthMap.keySet()) {
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WebSocketSession webSocketSession = WebSocketServer.depthMap.get(socketKey);
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String symbolKey = webSocketSession.getParam();
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symbolSet.add(symbolKey);
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}
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for (String symbol : symbolSet) {
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DepthTimeObject depth = DataCache.getDepth(symbol);
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Item bySymbol = itemService.findBySymbol(symbol);
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if (bySymbol == null) {
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logger.warn("---> DepthPushJob.depthHandle 当前 symbol:{} 没有对应的数据库记录", symbol);
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}
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if (depth == null) {
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dataService.depth(symbol);
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}
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if (null != depth && null != depth.getDepth()) {
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Depth depthData = depth.getDepth();
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Realtime realtime = DataCache.getRealtime(symbol);
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depthResult.setData(this.depthRevise(depthData, symbol, realtime.getClose(), true));
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}
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// 如果开市，直接放入
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if (MarketOpenChecker.isMarketOpenByItemCloseType(bySymbol.getOpenCloseType())) {
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String jsonString = JSONObject.toJSONString(depthResult);
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depthResultMap.put(symbol, jsonString);
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lastData.put(symbol, jsonString);
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// 如果休市且lastData没数据，bySymbol
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} else {
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// 如果缓存有，用缓存的
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if (lastData.containsKey(symbol)) {
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depthResultMap.put(symbol, lastData.get(symbol));
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// 否则初始化一次，之后再用缓存的
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} else {
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String jsonString = JSONObject.toJSONString(depthResult);
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depthResultMap.put(symbol, jsonString);
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lastData.put(symbol, jsonString);
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}
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}
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}
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if (depthResultMap.isEmpty()) {
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return;
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}
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for (String socketKey : WebSocketServer.depthMap.keySet()) {
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WebSocketSession webSocketSession = WebSocketServer.depthMap.get(socketKey);
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String type = webSocketSession.getType();
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String symbolKey = webSocketSession.getParam();
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WebSocketServer.sendToMessageById(socketKey, depthResultMap.get(symbolKey), type);
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}
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}
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} catch (Throwable e) {
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log.error("depthHandle error", e);
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}
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}
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/**
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* 市场深度数据 解析
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*/
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public Map<String, Object> depthRevise(Depth data, String symbol, Double close, boolean random) {
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Map<String, Object> map = new HashMap<String, Object>();
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map.put("symbol", symbol);
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Item item = this.itemService.findBySymbol(data.getSymbol());
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List<Map<String, Object>> asks_list = new ArrayList<Map<String, Object>>();
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int asksSize = data.getAsks().size();
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for (int i = 0; i < 20 - asksSize; i++) {
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DepthEntry e = new DepthEntry();
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e.setAmount(RandomUtil.randomFloat(10, 100, 0));
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e.setPrice(close);
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data.getAsks().add(e);
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}
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int bidsSize = data.getBids().size();
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for (int i = 0; i < 20 - bidsSize; i++) {
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DepthEntry e = new DepthEntry();
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e.setAmount(RandomUtil.randomFloat(10, 100, 0));
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e.setPrice(close);
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data.getBids().add(e);
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}
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Set<String> asksPrices = new HashSet<>();
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asksSize = data.getAsks().size();
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bidsSize = data.getBids().size();
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for (int i = 0; i < asksSize; i++) {
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DepthEntry depthEntry = data.getAsks().get(i);
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Map<String, Object> asks_map = new HashMap<String, Object>();
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double price;
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double amount;
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if (random) {
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double addPriceValue = getRandomValue(String.valueOf(depthEntry.getPrice()), item.getDecimals());
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double addAmountValue = getRandomValue((int) depthEntry.getAmount().doubleValue());
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price = Arith.add(depthEntry.getPrice(), addPriceValue);
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if (price < close) {
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price = Arith.add(close, addPriceValue);
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} else {
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price = Arith.add(close, addPriceValue / 10);
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}
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amount = Arith.add(depthEntry.getAmount(), addAmountValue);
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} else {
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price = depthEntry.getPrice();
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amount = depthEntry.getAmount();
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}
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if(price <=0 ){
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continue;
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}
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if (item.getDecimals() < 0) {
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asks_map.put("price", price);
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asks_map.put("amount", amount);
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} else {
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String format = "";
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if (item.getDecimals() == 0) {
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format = "#";
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} else {
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format = "#.";
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for (int j = 0; j < item.getDecimals(); j++) {
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format = format + "#";
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}
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}
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DecimalFormat df = new DecimalFormat(format);
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df.setRoundingMode(RoundingMode.FLOOR);// 向下取整
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asks_map.put("price", df.format(price));
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if (asksPrices.contains(df.format(price))) {
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continue;
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} else {
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asksPrices.add(df.format(price));
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}
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asks_map.put("amount", df.format(amount));
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try {
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String timeZone = timeZoneConverterService.getTimeZoneByItemCloseType(item.getOpenCloseType());
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String dateStr = timeZoneConverterService.convertTimeZone(timeZone);
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asks_map.put("current_time", dateStr.split(" ")[1]);
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}catch (Exception e){
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log.error("深度图设置 current_time失败");
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}
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}
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asks_list.add(asks_map);
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}
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// buy
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map.put("asks", asks_list.stream().sorted((a,b)->{
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String priceA = (String) a.get("price");
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String priceB = (String) b.get("price");
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return Double.compare(Double.parseDouble(priceA), Double.parseDouble(priceB));
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}).collect(Collectors.toList()));
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Set<String> bidPriceSet = new HashSet<>();
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List<Map<String, Object>> bids_list = new ArrayList<Map<String, Object>>();
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for (int i = 0; i < bidsSize; i++) {
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DepthEntry depthEntry = data.getBids().get(i);
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String priceTemp = new BigDecimal(String.valueOf(depthEntry.getPrice())).toPlainString();
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double addPriceValue = getRandomValue(priceTemp, item.getDecimals());
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double addAmountValue = getRandomValue((int) depthEntry.getAmount().doubleValue());
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double price;
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double amount;
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if (random) {
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price = Arith.add(depthEntry.getPrice(), -addPriceValue);
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if (price >= close) {
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price = Arith.add(close, -addPriceValue);
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} else {
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price = Arith.add(close, -addPriceValue / 10);
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}
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amount = Arith.add(depthEntry.getAmount(), addAmountValue);
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} else {
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price = depthEntry.getPrice();
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amount = depthEntry.getAmount();
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}
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if(price <=0 ){
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continue;
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}
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Map<String, Object> bids_map = new HashMap<>();
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if (item.getDecimals() < 0) {
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bids_map.put("price", price);
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bids_map.put("amount", amount);
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} else {
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String format = "";
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if (item.getDecimals() == 0) {
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format = "#";
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} else {
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format = "#.";
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for (int j = 0; j < item.getDecimals(); j++) {
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format = format + "#";
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}
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}
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DecimalFormat df = new DecimalFormat(format);
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bids_map.put("price", df.format(price));
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if (bidPriceSet.contains(df.format(price))) {
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continue;
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} else {
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bidPriceSet.add(df.format(price));
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}
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bids_map.put("amount", df.format(amount));
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try {
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String timeZone = timeZoneConverterService.getTimeZoneByItemCloseType(item.getOpenCloseType());
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String dateStr = timeZoneConverterService.convertTimeZone(timeZone);
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bids_map.put("current_time", dateStr.split(" ")[1]);
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}catch (Exception e){
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log.error("深度图设置 current_time失败");
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}
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}
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bids_list.add(bids_map);
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}
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// sell
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map.put("bids", bids_list.stream().sorted((a,b)->{
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String priceA = (String) a.get("price");
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String priceB = (String) b.get("price");
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return Double.compare(Double.parseDouble(priceA), Double.parseDouble(priceB));
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}).collect(Collectors.toList()));
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return map;
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}
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private double getRandomValue(int value) {
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double addValue;
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if (value > 0) {
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int count = 0;
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while (value > 0) {
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value = value / 10;
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count++;
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}
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// 个
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if (count == 1) {
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addValue = RandomUtil.randomFloat(0.01, 0.1999, 4);
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return addValue;
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}
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// 十
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if (count == 2) {
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addValue = RandomUtil.randomFloat(0.1, 0.5999, 4);
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return addValue;
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}
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// 百
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if (count == 3) {
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addValue = RandomUtil.randomFloat(0.1, 2.9999, 4);
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return addValue;
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}
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// 千
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if (count == 4) {
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addValue = RandomUtil.randomFloat(1, 3.9999, 4);
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return addValue;
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}
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// 万
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if (count == 5) {
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addValue = RandomUtil.randomFloat(1, 5.9999, 4);
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return addValue;
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}
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// 十万
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else {
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addValue = RandomUtil.randomFloat(1, 5.9999, 4);
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return addValue;
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}
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} else {
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addValue = RandomUtil.randomFloat(0.01, 0.2999, 4);
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return addValue;
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}
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}
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private double getRandomValue(String value, int decimal) {
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double addValue;
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double d = Double.valueOf(value);
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int val = (int) d;
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// 个位数>0
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if (val > 0) {
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int count = 0;
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while (val > 0) {
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val = val / 10;
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count++;
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}
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// 个
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if (count == 1) {
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addValue = RandomUtil.randomFloat(0.01, 0.1999, 4);
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return addValue;
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}
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// 十
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if (count == 2) {
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addValue = RandomUtil.randomFloat(0.1, 0.5999, 4);
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return addValue;
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}
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// 百
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if (count == 3) {
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addValue = RandomUtil.randomFloat(0.1, 2.9999, 4);
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return addValue;
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}
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// 千
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if (count == 4) {
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addValue = RandomUtil.randomFloat(1, 3.9999, 4);
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return addValue;
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}
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// 万
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if (count == 5) {
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addValue = RandomUtil.randomFloat(1, 5.9999, 4);
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return addValue;
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}
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// 十万
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else {
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addValue = RandomUtil.randomFloat(1, 5.9999, 4);
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return addValue;
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}
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}
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// 个位=0
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else {
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// String[] valueSplit = value.split("\\.");
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int valueLength = decimal;
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if (valueLength <= 4) {
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addValue = RandomUtil.randomFloat(0.0001, 0.0299, 4);
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return addValue;
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}
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if (4 < valueLength && valueLength <= 6) {
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addValue = RandomUtil.randomFloat(0.000001, 0.00299, 6);
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return addValue;
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}
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if (6 < valueLength && valueLength <= 8) {
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addValue = RandomUtil.randomFloat(0.00000001, 0.0000299, 8);
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return addValue;
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}
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if (8 < valueLength && valueLength <= 10) {
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addValue = RandomUtil.randomFloat(0.00000001, 0.0000299, 10);
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return addValue;
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} else {
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addValue = RandomUtil.randomFloat(0.00000000001, 0.0000000299, 11);
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return addValue;
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}
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}
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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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}
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