package org.example.server.impl;
|
|
import com.baomidou.mybatisplus.extension.service.impl.ServiceImpl;
|
import com.fasterxml.jackson.core.JsonProcessingException;
|
import com.fasterxml.jackson.databind.JsonNode;
|
import com.fasterxml.jackson.databind.ObjectMapper;
|
import com.google.common.reflect.TypeToken;
|
import com.google.gson.Gson;
|
import com.google.gson.GsonBuilder;
|
import lombok.Data;
|
import lombok.extern.slf4j.Slf4j;
|
import org.apache.commons.lang.StringUtils;
|
import org.example.dao.CurrencyMapper;
|
import org.example.pojo.Currency;
|
import org.example.pojo.Market;
|
import org.example.pojo.MarketDataOut;
|
import org.example.pojo.bo.AsksBo;
|
import org.example.pojo.bo.BidsBo;
|
import org.example.pojo.bo.MarketBo;
|
import org.example.server.CurrencySerivce;
|
import org.example.util.RedisUtil;
|
import org.example.websocket.server.WsServer;
|
import org.springframework.beans.factory.annotation.Autowired;
|
import org.springframework.stereotype.Service;
|
import org.yaml.snakeyaml.error.Mark;
|
import java.math.BigDecimal;
|
import java.math.RoundingMode;
|
import java.time.LocalDateTime;
|
import java.time.format.DateTimeFormatter;
|
import java.util.*;
|
import java.util.ArrayList;
|
import java.util.concurrent.*;
|
import java.util.concurrent.locks.Lock;
|
import java.util.concurrent.locks.ReentrantLock;
|
import java.util.stream.Collectors;
|
import java.io.ByteArrayOutputStream;
|
|
|
/**
|
* @program: demo
|
* @description:
|
* @create: 2024-07-16 15:23
|
**/
|
@Service
|
@Slf4j
|
public class CurrencySerivceImpl extends ServiceImpl<CurrencyMapper, Currency> implements CurrencySerivce {
|
|
private static final Gson gson = new Gson();
|
private ArrayList<String> keys;
|
|
List<MarketBo> mexcList = new ArrayList<>();
|
List<MarketBo> gateList = new ArrayList<>();
|
List<MarketBo> bitgetList = new ArrayList<>();
|
List<MarketBo> kucoinList = new ArrayList<>();
|
|
private final Lock syncCurrencyLock = new ReentrantLock();
|
|
@Autowired
|
private WsServer wsServer;
|
|
private void extracted() {
|
ExecutorService executor = Executors.newFixedThreadPool(4); // 适当增加线程数以匹配处理的交易所数量
|
|
// 异步处理每个交易所的数据
|
CompletableFuture<Void> mexcFuture = CompletableFuture.runAsync(() -> processMexc(), executor);
|
CompletableFuture<Void> gateFuture = CompletableFuture.runAsync(() -> processMarketData(RedisUtil.keys("gate"), gateList, "gate"), executor);
|
CompletableFuture<Void> bitgetFuture = CompletableFuture.runAsync(() -> processMarketData(RedisUtil.keys("bitget"), bitgetList, "bitget"), executor);
|
CompletableFuture<Void> kucoinFuture = CompletableFuture.runAsync(() -> processMarketData(RedisUtil.keys("kucoin"), kucoinList, "kucoin"), executor);
|
|
// 等待所有任务完成
|
CompletableFuture.allOf(mexcFuture, gateFuture, bitgetFuture, kucoinFuture).join();
|
|
executor.shutdown(); // 关闭线程池
|
}
|
|
private void processMexc() {
|
Set<String> mexcSet = RedisUtil.keys("mexc");
|
|
for (String key : mexcSet) {
|
MarketBo marketBo = new MarketBo();
|
|
String v = RedisUtil.get(key);
|
Map<String, Object> redisValueMap = gson.fromJson(v, new TypeToken<Map<String, Object>>() {}.getType());
|
Object asksObj = redisValueMap.get("asks");
|
Object bidsObj = redisValueMap.get("bids");
|
|
if (asksObj instanceof List && !((List<?>) asksObj).isEmpty()) {
|
List<?> asksList = (List<?>) asksObj;
|
Map<?, ?> asksMap = (Map<?, ?>) asksList.get(0);
|
AsksBo asksBo = new AsksBo();
|
asksBo.setP(new BigDecimal(asksMap.get("p").toString()));
|
asksBo.setV(new BigDecimal(asksMap.get("v").toString()));
|
marketBo.setAsks(asksBo);
|
}
|
|
if (bidsObj instanceof List && !((List<?>) bidsObj).isEmpty()) {
|
List<?> bidsList = (List<?>) bidsObj;
|
Map<?, ?> bidsMap = (Map<?, ?>) bidsList.get(bidsList.size() - 1);
|
BidsBo bidsBo = new BidsBo();
|
bidsBo.setP(new BigDecimal(bidsMap.get("p").toString()));
|
bidsBo.setV(new BigDecimal(bidsMap.get("v").toString()));
|
marketBo.setBids(bidsBo);
|
}
|
|
marketBo.setKey(key.replaceAll("mexc", ""));
|
marketBo.setExchange("mexc");
|
mexcList.add(marketBo);
|
}
|
}
|
|
private void processMarketData(Set<String> set, List<MarketBo> list, String exchangeName) {
|
for (String key : set) {
|
String v = RedisUtil.get(key);
|
Map<String, Object> redisValueMap = gson.fromJson(v, new TypeToken<Map<String, Object>>() {}.getType());
|
Object asksObj = redisValueMap.get("asks");
|
Object bidsObj = redisValueMap.get("bids");
|
MarketBo marketBo = new MarketBo();
|
|
if (asksObj instanceof List && !((List<?>) asksObj).isEmpty()) {
|
List<?> asksList = (List<?>) asksObj;
|
String[][] dataArray = gson.fromJson(gson.toJson(asksList), String[][].class);
|
String[] asksData = dataArray[0];
|
AsksBo asksBo = new AsksBo();
|
asksBo.setP(new BigDecimal(asksData[0]));
|
asksBo.setV(new BigDecimal(asksData[1]));
|
marketBo.setAsks(asksBo);
|
}
|
|
if (bidsObj instanceof List && !((List<?>) bidsObj).isEmpty()) {
|
List<?> bidsList = (List<?>) bidsObj;
|
String[][] dataArray = gson.fromJson(gson.toJson(bidsList), String[][].class);
|
String[] bidsData = dataArray[bidsList.size() - 1];
|
BidsBo bidsBo = new BidsBo();
|
bidsBo.setP(new BigDecimal(bidsData[0]));
|
bidsBo.setV(new BigDecimal(bidsData[1]));
|
marketBo.setBids(bidsBo);
|
}
|
|
marketBo.setKey(key.replaceAll(exchangeName, ""));
|
marketBo.setExchange(exchangeName);
|
list.add(marketBo);
|
}
|
}
|
|
// 计算利润百分比
|
private static BigDecimal calculateProfitPercentage(BigDecimal buyPrice, BigDecimal sellPrice) {
|
BigDecimal profit = sellPrice.subtract(buyPrice);
|
if (buyPrice.compareTo(BigDecimal.ZERO) == 0) {
|
return BigDecimal.ZERO; // 防止除以零
|
}
|
BigDecimal profitPercentage = profit.divide(buyPrice, 12, RoundingMode.DOWN).multiply(new BigDecimal(100));
|
return profitPercentage;
|
}
|
|
private void findProfitablePairs(List<MarketBo>... exchangeLists) {
|
Map<String, Map<String, MarketBo>> marketMap = new HashMap<>();
|
List<MarketDataOut> marketDataOuts = Collections.synchronizedList(new ArrayList<>()); // 使用线程安全的集合
|
|
// 按币种名称和交易所分组市场数据
|
for (List<MarketBo> exchangeList : exchangeLists) {
|
for (MarketBo market : exchangeList) {
|
String coinName = market.getKey();
|
String exchangeName = market.getExchange();
|
marketMap.computeIfAbsent(coinName, k -> new HashMap<>())
|
.put(exchangeName, market);
|
}
|
}
|
|
// 过滤出至少在两个交易所都有的币种
|
marketMap.values().removeIf(exchangeMap -> exchangeMap.size() == 1);
|
|
// 并行计算利润百分比
|
ExecutorService executor = Executors.newFixedThreadPool(Math.min(8, marketMap.size())); // 根据需要调整线程池大小
|
|
List<CompletableFuture<Void>> futures = new ArrayList<>();
|
|
// 获取当前时间,用于后续所有 MarketDataOut 的时间戳
|
LocalDateTime currentTime = LocalDateTime.now();
|
String formattedDateTime = currentTime.format(DateTimeFormatter.ofPattern("yyyy-MM-dd HH:mm:ss")); // 格式化时间字符串
|
|
for (Map.Entry<String, Map<String, MarketBo>> entry : marketMap.entrySet()) {
|
String coinName = entry.getKey();
|
Map<String, MarketBo> exchangeMap = entry.getValue();
|
String[] exchanges = exchangeMap.keySet().toArray(new String[0]);
|
|
for (int i = 0; i < exchanges.length; i++) {
|
MarketBo markets1 = exchangeMap.get(exchanges[i]);
|
if (markets1.getBids() == null) continue;
|
|
for (int j = 0; j < exchanges.length; j++) {
|
if (i == j) continue;
|
|
MarketBo markets2 = exchangeMap.get(exchanges[j]);
|
if (markets2.getAsks() == null) continue;
|
|
CompletableFuture<Void> future = CompletableFuture.runAsync(() -> {
|
try {
|
BigDecimal buyPrice = markets1.getBids().getP();
|
BigDecimal sellPrice = markets2.getAsks().getP();
|
BigDecimal profitPercentage = calculateProfitPercentage(buyPrice, sellPrice);
|
|
// 只有在利润百分比大于0时才组装市场数据
|
if (profitPercentage.compareTo(BigDecimal.ZERO) > 0) {
|
assembleMarketDataOut(coinName, markets1, markets2, profitPercentage, buyPrice, sellPrice, marketDataOuts, formattedDateTime);
|
}
|
} catch (Exception e) {
|
e.printStackTrace(); // 输出异常信息
|
}
|
}, executor);
|
|
futures.add(future); // 收集所有 Future
|
}
|
}
|
}
|
|
// 等待所有任务完成
|
CompletableFuture<Void> allFutures = CompletableFuture.allOf(futures.toArray(new CompletableFuture[0]));
|
allFutures.join();
|
|
executor.shutdown(); // 关闭线程池
|
|
pushWs(marketDataOuts); // 推送结果
|
}
|
|
private static void assembleMarketDataOut(String coinName, MarketBo markets1, MarketBo markets2, BigDecimal profitPercentage, BigDecimal buyPrice, BigDecimal sellPrice, List<MarketDataOut> marketDataOuts, String formattedDateTime) {
|
MarketDataOut marketDataOut = new MarketDataOut();
|
marketDataOut.setBaseAsset(coinName.replaceAll("USDT","").toLowerCase()); // 设置基础资产
|
marketDataOut.setBuyingPlatform(markets1.getExchange()); // 设置买入平台
|
marketDataOut.setSellPlatform(markets2.getExchange()); // 设置卖出平台
|
marketDataOut.setSpread(profitPercentage.toString()); // 设置利润百分比
|
marketDataOut.setBuyPrice(buyPrice.toString()); // 设置买入价格
|
marketDataOut.setSellPrice(sellPrice.toString()); // 设置卖出价格
|
marketDataOut.setBuyNumber(markets1.getBids().getV().toString()); // 设置买入数量
|
marketDataOut.setSellNumber(markets2.getAsks().getV().toString()); // 设置卖出数量
|
marketDataOut.setBuyTotalPrice(markets1.getBids().getP().multiply(markets1.getBids().getV()).toString()); // 设置买入总价
|
marketDataOut.setSellTotalPrice(markets2.getAsks().getP().multiply(markets2.getAsks().getV()).toString()); // 设置卖出总价
|
marketDataOut.setServceTime(formattedDateTime); // 设置服务时间
|
marketDataOuts.add(marketDataOut); // 添加到输出列表
|
}
|
|
private void pushWs(List<MarketDataOut> marketDataOuts) {
|
// String key = "MARKET_Date";
|
// // 创建 Gson 对象
|
Gson gson = new GsonBuilder().setPrettyPrinting().create();
|
// 将列表转换为 JSON 字符串
|
String json = gson.toJson(marketDataOuts);
|
// RedisUtil.set(key,json);
|
try {
|
// 全体发送
|
wsServer.sendMessageToAll(json);
|
} catch (Exception e) {
|
e.printStackTrace();
|
}
|
}
|
|
public void quotationCalculation(){
|
extracted();
|
findProfitablePairs(mexcList, gateList, bitgetList, kucoinList);
|
}
|
|
public void scheduler(){
|
ScheduledExecutorService scheduler = Executors.newScheduledThreadPool(1);
|
|
// 获取当前时间
|
Calendar now = Calendar.getInstance();
|
int currentHour = now.get(Calendar.HOUR_OF_DAY);
|
int currentMinute = now.get(Calendar.MINUTE);
|
|
// 计算距离下一个1点的小时数和分钟数
|
int hourToSchedule = 1;
|
int minuteToSchedule = 0;
|
if (currentHour > hourToSchedule || (currentHour == hourToSchedule && currentMinute >= minuteToSchedule)) {
|
now.add(Calendar.DAY_OF_MONTH, 1); // 如果当前时间已过1点,则将调度时间设为明天的1点
|
}
|
now.set(Calendar.HOUR_OF_DAY, hourToSchedule);
|
now.set(Calendar.MINUTE, minuteToSchedule);
|
now.set(Calendar.SECOND, 0);
|
now.set(Calendar.MILLISECOND, 0);
|
|
Date scheduledTime = now.getTime();
|
long initialDelay = scheduledTime.getTime() - System.currentTimeMillis();
|
|
// 调度任务
|
scheduler.scheduleAtFixedRate(task, initialDelay, TimeUnit.DAYS.toMillis(1), TimeUnit.MILLISECONDS);
|
}
|
|
Runnable task = new Runnable() {
|
@Override
|
public void run() {
|
|
// 获取所有 Redis 键
|
Set<String> setKeys = RedisUtil.keys("*");
|
keys = new ArrayList<>(setKeys);
|
log.info("---------------------更新交易对完成---------------------");
|
}
|
};
|
}
|