package com.yami.trading.huobi.hobi.internal;
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import cn.hutool.core.util.StrUtil;
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import com.alibaba.fastjson.JSON;
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import com.alibaba.fastjson.JSONArray;
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import com.alibaba.fastjson.JSONObject;
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import com.fasterxml.jackson.databind.ObjectMapper;
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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.cms.Infomation;
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import com.yami.trading.bean.data.domain.*;
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import com.yami.trading.bean.data.respDto.TradeTickResp;
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import com.yami.trading.bean.item.domain.Item;
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import com.yami.trading.common.util.RedisUtil;
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import com.yami.trading.common.util.StringUtils;
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import com.yami.trading.common.util.UTCDateUtils;
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import com.yami.trading.huobi.data.DataCache;
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import com.yami.trading.huobi.data.internal.DepthTimeObject;
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import com.yami.trading.huobi.data.internal.KlineConstant;
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import com.yami.trading.huobi.data.internal.KlineService;
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import com.yami.trading.huobi.data.internal.TradeTimeObject;
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import com.yami.trading.huobi.data.model.AlltickBatchKlineResult;
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import com.yami.trading.huobi.data.model.AlltickNewPriceResult;
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import com.yami.trading.huobi.data.model.AllticktradeResult;
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import com.yami.trading.huobi.hobi.HobiDataService;
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import com.yami.trading.huobi.hobi.constant.AllticktradeMadeOptions;
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import com.yami.trading.huobi.hobi.http.HttpHelper;
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import com.yami.trading.huobi.hobi.http.HttpMethodType;
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import com.yami.trading.service.cms.InfomationService;
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import com.yami.trading.service.item.ItemService;
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import org.apache.http.HttpResponse;
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import org.apache.http.client.methods.HttpGet;
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import org.apache.http.client.methods.HttpRequestBase;
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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.beans.factory.annotation.Value;
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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.net.URLEncoder;
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import java.text.SimpleDateFormat;
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import java.time.*;
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import java.time.format.DateTimeFormatter;
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import java.util.*;
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import java.util.regex.Matcher;
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import java.util.regex.Pattern;
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import java.util.stream.Collectors;
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/**
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* 新浪k线图采集
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*/
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@Component
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public class XinLangDataServiceImpl {
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// https://vip.stock.finance.sina.com.cn/forex/api/jsonp.php/var%20_fx_seurusd_1_1688818651726=/NewForexService.getMinKline?symbol=fx_seurusd&scale=1&datalen=2000
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public final static String klineUrl = "https://vip.stock.finance.sina.com.cn/forex/api/jsonp.php/var%20_fx_s{1}_1_{3}=/NewForexService.getMinKline?symbol=fx_s{1}&scale={2}&datalen=2000";
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public final static String klineDay = "https://vip.stock.finance.sina.com.cn/forex/api/jsonp.php/var%20_fx_s{1}{2}=/NewForexService.getDayKLine?symbol=fx_s{1}&_={2}";
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/**
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* live
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*/
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// public final static String live = "https://hq.sinajs.cn/rn={1}list={2}";//todo 要调整
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public final static String live = "https://hq.sinajs.cn/etag.php?_={1}&list={2}";//todo 要调整
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public final static String live_tick = "https://quote.alltick.io/quote-b-api/kline?token={1}&query={2}";
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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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@Value("${alltick.trade-tick}")
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private String tradeTick;
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@Value("${alltick.batch-kline}")
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private String batchKline;
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public static void main(String[] args) {
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XinLangDataServiceImpl service = new XinLangDataServiceImpl();
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List<Realtime> usdsgd = service.realtimeSingle("USDJPY");
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for (Realtime re : usdsgd) {
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System.out.println(JSONObject.toJSONString(re));
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}
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// List<Kline> sz300750 = service.buildOneYearPeriod("AAPL");
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// System.out.println(sz300750.size());
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// List<Kline> eurusd = service.getTimeseriesByPeriodOneDay("EURUSD");
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// System.out.println(JSONObject.toJSONString(eurusd));
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}
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public Map<String, Object> createRequest(List<String> strings) {
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Map<String, Object> requestData = new HashMap<>();
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Map<String, Object> data = new HashMap<>();
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List<Map<String, Object>> dataList = new ArrayList<>();
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for (String symbolCode : strings) {
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for (int i = 1; i <= 3; i++) {
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Map<String, Object> dataItem = new HashMap<>();
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dataItem.put("code", symbolCode);
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dataItem.put("kline_type", i);
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dataItem.put("kline_timestamp_end", 0);
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dataItem.put("query_kline_num", 1);
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dataList.add(dataItem);
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}
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}
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data.put("data_list", dataList);
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requestData.put("trace", UUID.randomUUID().toString());
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requestData.put("data", data);
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return requestData;
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}
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public Map<String, Object> createRequestTick(List<String> strings) {
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// 创建 JSON 对象
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JSONObject response = new JSONObject();
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response.put("trace", UUID.randomUUID().toString());
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// 创建数据部分
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JSONObject dataObject = new JSONObject();
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JSONArray symbolList = new JSONArray();
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// 构造符号列表
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for (String code : strings) {
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JSONObject symbol = new JSONObject();
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symbol.put("code", code);
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symbolList.add(symbol);
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}
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dataObject.put("symbol_list", symbolList);
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response.put("data", dataObject);
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return response;
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}
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public Map<String, Object> createRequestZdf(String symbolCode) {
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JSONObject json = new JSONObject();
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json.put("trace", UUID.randomUUID().toString());
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JSONObject data = new JSONObject();
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data.put("code", symbolCode);
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data.put("kline_type", 8);
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data.put("kline_timestamp_end", 0);
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data.put("query_kline_num", 2);
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json.put("data", data);
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return json;
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}
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/**
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* 获取原始的K线图数据
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*
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* @param symbol
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* @param cookie
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* @return
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*/
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public String getRawTimeseriesByMinute(String symbol, String cookie) {
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long nowTs = System.currentTimeMillis();
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long begin = nowTs;
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String url = StrUtil.format(klineUrl, symbol, begin, "1m");
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return HttpHelper.sendGetHttp(url, null, cookie);
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}
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public List<Realtime> realtimeNewPrice(String symbols,List<Realtime> realtimes) {
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//获取最新价
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try{
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List<String> strings = Arrays.asList(symbols.split(","));
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Map<String, Object> requestDataTick = createRequestTick(strings);
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String url = tradeTick.replace("{1}", URLEncoder.encode(requestDataTick.toString(), "UTF-8"));
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HttpGet request = new HttpGet(url);
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HttpResponse response = HttpHelper.getHttpclient().execute(request);
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String resultTickStr = HttpHelper.responseProc(response);
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JSONObject resultJsonTick = JSON.parseObject(resultTickStr);
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if(null == resultJsonTick || 200 != resultJsonTick.getInteger("ret")){
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logger.error("数据，返回:{} ", resultJsonTick);
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}
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JSONObject tempdataTick = resultJsonTick.getJSONObject("data");
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JSONArray dataArrayTick = tempdataTick.getJSONArray("tick_list");
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if (dataArrayTick.size() > 0) {
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List<AlltickNewPriceResult> alltickNewPriceResults = JSONObject.parseArray(JSONObject.toJSONString(dataArrayTick), AlltickNewPriceResult.class);
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for (AlltickNewPriceResult tickNewPrice : alltickNewPriceResults) {
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for (Realtime realtime : realtimes){
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if(tickNewPrice.getCode().equals(realtime.getName())){
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realtime.setCloseOld(realtime.getClose());
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// realtime.setClose(new BigDecimal(tickNewPrice.getPrice()));
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// realtime.setVolume(new BigDecimal(tickNewPrice.getVolume()));
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}
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// Item bySymbol = itemService.findBySymbol(realtime.getSymbol());
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// if(null != bySymbol.getYesterdayLastPrice() && bySymbol.getYesterdayLastPrice().compareTo(BigDecimal.ZERO) != 0){
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// BigDecimal changePercent = (realtime.getClose().subtract(bySymbol.getYesterdayLastPrice()))
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// .divide(bySymbol.getYesterdayLastPrice(), 5, RoundingMode.HALF_UP) // 精确到4位小数
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// .multiply(new BigDecimal("100").setScale(2)).setScale(4,RoundingMode.HALF_UP); // 乘以100得到百分比
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// realtime.setChangeRatioStr(changePercent);
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// }
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}
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}
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}
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// Map<String, Object> requestData = createRequest(strings);
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// String resultStr = HttpHelper.sendPostRequest(batchKline,requestData);
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// JSONObject resultJson = JSON.parseObject(resultStr);
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// if(null == resultJson || 200 != resultJson.getInteger("ret")){
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// logger.error("数据，返回:{} ", resultJson);
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// }
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// JSONObject tempdata = resultJson.getJSONObject("data");
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// JSONArray dataArray = tempdata.getJSONArray("kline_list");
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// if (dataArray.size() > 0) {
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// List<AlltickBatchKlineResult> batchKlines = JSONObject.parseArray(JSONObject.toJSONString(dataArray), AlltickBatchKlineResult.class);
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// for (AlltickBatchKlineResult batchKline : batchKlines) {
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// for (AllticktradeResult result : batchKline.getKline_data()){
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// for (Realtime realtime : list){
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// if(realtime.getSymbol().equals(batchKline.getCode())){
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// int decimal = itemService.getDecimal(realtime.getSymbol());
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// realtime.setOpen(result.getOpen_price().setScale(decimal, RoundingMode.HALF_UP));
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// realtime.setHigh(result.getHigh_price().setScale(decimal, RoundingMode.HALF_UP));
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// realtime.setLow(result.getLow_price().setScale(decimal, RoundingMode.HALF_UP));
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// realtime.setClose(result.getClose_price().setScale(decimal, RoundingMode.HALF_UP));
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//// realtime.setAmount(tickNewPrice.getPrice().multiply(tickNewPrice.getVolume()).setScale(item.getDecimals(), RoundingMode.HALF_UP));
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//// realtime.setVolume(tickNewPrice.getVolume());
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// }
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// }
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// }
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// }
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// }
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} catch (Exception e){
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logger.error("error", e);
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}
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return realtimes;
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}
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public List<Realtime> realtimeSingle(String symbols) {
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List<Realtime> list = new ArrayList<Realtime>();
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try {
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List<String> strings = Arrays.asList(symbols.split(","));
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Map<String, Object> requestDataTick = createRequestTick(strings);
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String url = tradeTick.replace("{1}", URLEncoder.encode(requestDataTick.toString(), "UTF-8"));
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HttpGet request = new HttpGet(url);
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HttpResponse response = HttpHelper.getHttpclient().execute(request);
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String resultTickStr = HttpHelper.responseProc(response);
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JSONObject resultJsonTick = JSON.parseObject(resultTickStr);
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if(null == resultJsonTick || 200 != resultJsonTick.getInteger("ret")){
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logger.error("数据，返回:{} ", resultJsonTick);
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}
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JSONObject tempdataTick = resultJsonTick.getJSONObject("data");
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JSONArray dataArrayTick = tempdataTick.getJSONArray("tick_list");
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if (dataArrayTick.size() > 0) {
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List<AlltickNewPriceResult> alltickNewPriceResults = JSONObject.parseArray(JSONObject.toJSONString(dataArrayTick), AlltickNewPriceResult.class);
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for (AlltickNewPriceResult tickNewPrice : alltickNewPriceResults) {
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Realtime realtime = new Realtime();
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Item item = itemService.findBySymbol(tickNewPrice.getCode());
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realtime.setSymbol(tickNewPrice.getCode());
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realtime.setTs(Long.parseLong(tickNewPrice.getTickTime()));
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realtime.setName(tickNewPrice.getCode());
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realtime.setClose(tickNewPrice.getPrice().setScale(item.getDecimals(), RoundingMode.HALF_UP));
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// //涨跌幅 = (当天收盘价 - 前一日收盘价) / 前一日收盘价 * 100%
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// if(null != item.getYesterdayLastPrice() && item.getYesterdayLastPrice().compareTo(BigDecimal.ZERO) != 0){
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// BigDecimal changePercent = (realtime.getClose().subtract(item.getYesterdayLastPrice()))
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// .divide(item.getYesterdayLastPrice(), 5, RoundingMode.HALF_UP) // 精确到4位小数
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// .multiply(new BigDecimal("100").setScale(2)).setScale(4,RoundingMode.HALF_UP); // 乘以100得到百分比
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// realtime.setChangeRatioStr(changePercent);
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// }
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realtime.setMarketCapital(0L);
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realtime.setFloatMarketCapital(0L);
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realtime.setPeForecast(BigDecimal.ZERO);
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realtime.setVolumeRatio(BigDecimal.ZERO);
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realtime.setTurnoverRate(BigDecimal.ZERO);
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Kline kline = klineService.getLast(tickNewPrice.getCode(),Kline.PERIOD_1DAY);
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if(null != kline){
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realtime.setOpen(kline.getOpen().setScale(item.getDecimals(), RoundingMode.HALF_UP));
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realtime.setHigh(kline.getHigh().setScale(item.getDecimals(), RoundingMode.HALF_UP));
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realtime.setLow(kline.getLow().setScale(item.getDecimals(), RoundingMode.HALF_UP));
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realtime.setAmount(kline.getAmount().setScale(item.getDecimals(), RoundingMode.HALF_UP));
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realtime.setVolume(kline.getVolume().setScale(item.getDecimals(), RoundingMode.HALF_UP));
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}else {
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realtime.setOpen(BigDecimal.ZERO);
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realtime.setHigh(BigDecimal.ZERO);
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realtime.setLow(BigDecimal.ZERO);
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realtime.setAmount(BigDecimal.ZERO);
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realtime.setVolume(BigDecimal.ZERO);
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}
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list.add(realtime);
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}
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}
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} catch (Exception e) {
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logger.error("error", e);
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}
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return list;
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}
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public List<Realtime> realtime(String symbols) {
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List<Realtime> realtimeList = realtimeSingle(symbols);
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return realtimeList;
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}
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/**
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* 1day 历史数据 ： 周期 1年
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* 1week,1mon 历史数据 ： 周期 5年
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* 请求 350次
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*/
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public Map<String, List<Kline>> getDailyWeekMonthHistory(String symbol) {
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Map<String, List<Kline>> map = new HashMap<>();
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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
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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
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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<Kline> getTimeseriesByPeriodMinute(String currency, int scale, String period) {
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// https://vip.stock.finance.sina.com.cn/forex/api/jsonp.php/var%20_fx_seurusd_1_1688818651726=/NewForexService.getMinKline?symbol=fx_seurusd&scale=1&datalen=2000
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long nowTs = System.currentTimeMillis();
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String url = klineUrl.replace("{1}", currency.toLowerCase()).replace("{3}", nowTs + "").replace("{2}", scale + "");
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List<Kline> resList = new ArrayList<>();
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String json = HttpHelper.sendGetHttp(url, "");
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if (!json.contains("(")) {
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throw new IllegalArgumentException("新浪外汇k线图采集错误");
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}
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json = json.split("\\(")[1].replace(");", "");
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DateTimeFormatter formatter = DateTimeFormatter.ofPattern("yyyy-MM-dd HH:mm:ss");
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JSONArray dataArray = JSONObject.parseArray(json);
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for (Object result : dataArray) {
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JSONObject data = (JSONObject) result;
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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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String dateTimeStr = data.getString("d");
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// 解析字符串，指定时区为上海
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ZonedDateTime dateTime = ZonedDateTime.parse(dateTimeStr, formatter.withZone(ZoneId.of("Asia/Shanghai")));
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// 转换成时间戳（毫秒）
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long ts = dateTime.toInstant().toEpochMilli();
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kline.setTs(ts);
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kline.setOpen(new BigDecimal(data.getString("o")));
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kline.setClose(new BigDecimal(data.getString("c")));
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kline.setHigh(new BigDecimal(data.getString("h")));
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kline.setLow(new BigDecimal(data.getString("l")));
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kline.setVolume(BigDecimal.ZERO);
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kline.setAmount(BigDecimal.ZERO);
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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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public List<Kline> getTimeseriesByPeriodOneDay(String currency) {
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// public final static String klineDay = "https://vip.stock.finance.sina.com.cn/forex/api/jsonp.php/var%20_fx_s{1}{2}=/NewForexService.getDayKLine?symbol=fx_s{1}&_={2}";
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LocalDate today = LocalDate.now();
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int year = today.getYear();
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int month = today.getMonthValue();
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int day = today.getDayOfMonth();
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String dateStr = year + "_" + month + "_" + day;
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String url = klineDay.replace("{1}", currency.toLowerCase()).replace("{2}", dateStr);
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List<Kline> resList = new ArrayList<>();
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String json = HttpHelper.sendGetHttp(url, "");
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if (!json.contains("(")) {
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throw new IllegalArgumentException("新浪外汇k线图采集错误");
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}
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json = json.split("\\(")[1].replace(");", "").replace("\"", "");
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DateTimeFormatter dateFormatter = DateTimeFormatter.ofPattern("yyyy-MM-dd");
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String[] datas = json.split("\\|");
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for (String result : datas) {
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List<String> ds = Splitter.on(",").omitEmptyStrings().splitToList(result);
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// 解析字符串，指定时区为上海
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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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LocalDate date = LocalDate.parse(ds.get(0), dateFormatter);
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// date = 0 , 1是开盘，2是最低。3是最高，4是收盘
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// 转换成时间戳（毫秒）
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long ts = date.atStartOfDay(ZoneId.of("Asia/Shanghai")).toInstant().toEpochMilli();
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kline.setTs(ts);
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kline.setOpen(new BigDecimal(ds.get(1)));
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kline.setClose(new BigDecimal(ds.get(4)));
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kline.setHigh(new BigDecimal(ds.get(3)));
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kline.setLow(new BigDecimal(ds.get(2)));
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kline.setVolume(BigDecimal.ZERO);
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kline.setAmount(BigDecimal.ZERO);
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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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