package com.yami.trading.huobi.hobi.internal;
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import cn.hutool.core.collection.CollectionUtil;
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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.google.common.collect.Lists;
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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.Kline;
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import com.yami.trading.bean.data.domain.Realtime;
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import com.yami.trading.bean.data.domain.StockMarket;
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import com.yami.trading.bean.data.domain.TradeDetails;
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import com.yami.trading.bean.data.domain.TradeEntry;
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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.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.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.math.RoundingMode;
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import java.util.ArrayList;
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import java.util.Collections;
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import java.util.Date;
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import java.util.HashMap;
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import java.util.HashSet;
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import java.util.List;
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import java.util.Map;
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import java.util.Set;
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import java.util.stream.Collectors;
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/**
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* 完成需求k线图采集
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*/
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@Component
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public class TWDataServiceImpl {
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// https://stock.xueqiu.com/v5/stock/chart/kline.json?symbol=TSLA&begin=1682695800000&period=120m&type=before&count=-500&indicator=kline";
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public final static String klineUrl = "https://ws.api.cnyes.com/ws/api/v1/charting/history?resolution={}&symbol={}&from={}&to={}";
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public final static String klineOneMinuteUrl = "https://ws.api.cnyes.com/ws/api/v1/charting/history?resolution=1&symbol={}"e=1";
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@Autowired
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private InfomationService infomationService;
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/**
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* live
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*/
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public final static String live = "https://onjdo.com/stock/api/live/getLiveRates";
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public final static String markets = "https://onjdo.com/stock/api/live/getMarkets";
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public final static String pankou = "https://onjdo.com/stock/api/live/getPanKou";
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public final static String tradeList = "https://onjdo.com/stock/api/live/getTrade";
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private static Logger logger = LoggerFactory.getLogger(TWDataServiceImpl.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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public static List<Depth> pankous(String symbols) {
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Map<String, String> param = new HashMap<>();
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param.put("currency", symbols);
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String result = HttpHelper.getJSONFromHttpNew(pankou, param, HttpMethodType.GET);
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JSONObject resultJson = JSON.parseObject(result);
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String code = resultJson.getString("code");
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if ("ok".equals(code)) {
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JSONArray dataArray = resultJson.getJSONArray("data");
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return dataArray.toJavaList(Depth.class);
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}
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return Lists.newArrayList();
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}
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public static List<StockMarket> getMarkets(String symbols) {
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Map<String, String> param = new HashMap<>();
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param.put("currency", symbols);
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String result = HttpHelper.getJSONFromHttpNew(markets, param, HttpMethodType.GET);
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JSONObject resultJson = JSON.parseObject(result);
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String code = resultJson.getString("code");
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if ("ok".equals(code)) {
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JSONArray dataArray = resultJson.getJSONArray("data");
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return dataArray.toJavaList(StockMarket.class);
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}
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return Lists.newArrayList();
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}
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public static void main(String[] args) {
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TWDataServiceImpl service = new TWDataServiceImpl();
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List<Kline> timeseriesThirtyMinute = service.getTimeseriesOneMinute("5434");
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System.out.println(timeseriesThirtyMinute);
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}
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/**
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* 可以多个
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*
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* @param symbols
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*/
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public void tradeList(String symbols) {
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Map<String, String> param = new HashMap<>();
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param.put("currency", symbols);
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String result = HttpHelper.getJSONFromHttpNew(tradeList, param, HttpMethodType.GET);
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JSONObject resultJson = JSON.parseObject(result);
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String code = resultJson.getString("code");
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if ("ok".equals(code)) {
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JSONArray dataArray = resultJson.getJSONArray("data");
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for (Object o : dataArray) {
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JSONArray d = (JSONArray) o;
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List<TradeDetails> tradeDetails = d.toJavaList(TradeDetails.class);
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if (tradeDetails.size() >= 1) {
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String symbol = tradeDetails.get(0).getSymbol();
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symbol = itemService.getSymbolByRemarks(symbol);
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DataCache.putStockTradeList(symbol, tradeDetails);
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tradeListToTrade(symbol, tradeDetails);
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setTradeListToDepth(symbol, tradeDetails);
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}
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}
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}
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}
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public static void setTradeListToDepth(String symbol, List<TradeDetails> tradeDetails) {
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Depth depth = new Depth();
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depth.setTs(tradeDetails.get(0).getTimestamp() / 1000);
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depth.setSymbol(symbol);
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List<DepthEntry> asks = tradeDetails.stream().filter(t -> t.getSide() == -1).map(t -> {
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DepthEntry depthEntry = new DepthEntry();
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depthEntry.setAmount((double) t.getTrade_volume());
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depthEntry.setPrice(t.getCurrent());
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return depthEntry;
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}).collect(Collectors.toList());
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List<DepthEntry> bids = tradeDetails.stream().filter(t -> t.getSide() == 1).map(t -> {
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DepthEntry depthEntry = new DepthEntry();
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depthEntry.setAmount((double) t.getTrade_volume());
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depthEntry.setPrice(t.getCurrent());
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return depthEntry;
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}).collect(Collectors.toList());
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depth.setAsks(asks);
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depth.setBids(bids);
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DepthTimeObject timeObject = new DepthTimeObject();
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timeObject.setDepth(depth);
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DataCache.putDepth(depth.getSymbol(), timeObject);
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}
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public static void tradeListToTrade(String symbol, List<TradeDetails> tradeDetails) {
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TradeTimeObject timeObject = DataCache.getTrade(symbol);
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if (timeObject == null) {
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timeObject = new TradeTimeObject();
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}
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List<TradeEntry> data = tradeDetails.stream().map(a -> {
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TradeEntry tradeEntry = new TradeEntry();
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tradeEntry.setDirection(a.getSide() == 1 ? "sell" : "buy");
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tradeEntry.setAmount((double) a.getTrade_volume());
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tradeEntry.setPrice(a.getCurrent());
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tradeEntry.setTs(a.getTimestamp() / 1000);
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return tradeEntry;
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}).collect(Collectors.toList());
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timeObject.put(symbol, data);
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DataCache.putTrade(symbol, timeObject);
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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> realtimeSingle(String remakrs) {
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List<Realtime> list = new ArrayList<Realtime>();
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try {
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Map<String, String> param = new HashMap<>();
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param.put("currency", remakrs);
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String result = HttpHelper.getJSONFromHttpNew(live, param, HttpMethodType.GET);
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JSONObject resultJson = JSON.parseObject(result);
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String code = resultJson.getString("code");
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if ("ok".equals(code)) {
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JSONArray dataArray = resultJson.getJSONArray("data");
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for (int i = 0; i < dataArray.size(); i++) {
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JSONObject realtimeJson = dataArray.getJSONObject(i);
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Realtime realtime = new Realtime();
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// realtime.setUuid(ApplicationUtil.getCurrentTimeUUID());
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String currency;
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currency = realtimeJson.getString("currency");
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int decimal = itemService.getDecimal(currency);
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realtime.setSymbol(itemService.getSymbolByRemarks(currency));
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realtime.setName(currency);
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Long timestamp = realtimeJson.getLong("timestamp");
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if (timestamp.toString().length() > 13) {
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timestamp = timestamp / 1000;
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}
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realtime.setTs(timestamp);
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realtime.setOpen(realtimeJson.getBigDecimal("open").setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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realtime.setClose(realtimeJson.getBigDecimal("mid").setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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realtime.setHigh(realtimeJson.getBigDecimal("high").setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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realtime.setLow(realtimeJson.getBigDecimal("low").setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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realtime.setMarketCapital(realtimeJson.getLong("marketCapital"));
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realtime.setFloatMarketCapital(realtimeJson.getLong("floatMarketCapital"));
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BigDecimal peForecast = realtimeJson.getBigDecimal("peForecast");
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if (peForecast != null) {
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realtime.setPeForecast(peForecast.setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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}
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BigDecimal volumeRatio = realtimeJson.getBigDecimal("volumeRatio");
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if (volumeRatio != null) {
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realtime.setVolumeRatio(volumeRatio.setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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}
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BigDecimal turnoverRate = realtimeJson.getBigDecimal("turnoverRate");
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if (turnoverRate != null) {
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realtime.setTurnoverRate(turnoverRate.setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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}
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BigDecimal navps = realtimeJson.getBigDecimal("navps");
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if (navps != null) {
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realtime.setNavps(navps.setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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}
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BigDecimal pb = realtimeJson.getBigDecimal("pb");
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if (pb != null) {
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realtime.setPb(pb.setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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}
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BigDecimal amplitude = realtimeJson.getBigDecimal("amplitude");
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if (amplitude != null) {
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realtime.setAmplitude(amplitude.setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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}
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BigDecimal eps = realtimeJson.getBigDecimal("eps");
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if (eps != null) {
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realtime.setEps(eps.setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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}
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BigDecimal chg = realtimeJson.getBigDecimal("chg");
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if (chg != null) {
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realtime.setChg(chg.setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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}
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BigDecimal percent = realtimeJson.getBigDecimal("percent");
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if (percent != null) {
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realtime.setPercent(percent.setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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}
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BigDecimal amount = realtimeJson.getBigDecimal("amount");
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if (amount == null) {
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amount = BigDecimal.ZERO;
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}
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realtime.setAmount(amount.setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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BigDecimal volume = realtimeJson.getBigDecimal("volume");
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if (volume == null) {
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volume = BigDecimal.ZERO;
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}
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BigDecimal averagePrice = realtimeJson.getBigDecimal("averagePrice");
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if (averagePrice != null) {
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realtime.setAveragePrice(averagePrice.setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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}
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BigDecimal earningsRatio = realtimeJson.getBigDecimal("earningsRatio");
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if (earningsRatio != null) {
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realtime.setEarningsRatio(earningsRatio.setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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}
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Long issuedShares = realtimeJson.getLong("issuedShares");
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if (issuedShares != null) {
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realtime.setIssuedShares(issuedShares);
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}
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BigDecimal dailyLimit = realtimeJson.getBigDecimal("dailyLimit");
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if (dailyLimit != null) {
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realtime.setDailyLimit(dailyLimit.setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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}
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BigDecimal limitDown = realtimeJson.getBigDecimal("limitDown");
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if (limitDown != null) {
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realtime.setLimitDown(limitDown.setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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}
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BigDecimal w52High = realtimeJson.getBigDecimal("w52High");
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if (w52High != null) {
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realtime.setW52High(w52High.setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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}
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BigDecimal w52Low = realtimeJson.getBigDecimal("w52Low");
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if (w52Low != null) {
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realtime.setW52Low(w52Low.setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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}
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BigDecimal internalVolume = realtimeJson.getBigDecimal("internalVolume");
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if (internalVolume != null) {
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realtime.setInternalVolume(internalVolume.setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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}
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BigDecimal externalVolume = realtimeJson.getBigDecimal("externalVolume");
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if (externalVolume != null) {
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realtime.setExternalVolume(externalVolume.setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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}
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BigDecimal epsYear = realtimeJson.getBigDecimal("epsYear");
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if (epsYear != null) {
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realtime.setEpsYear(epsYear.setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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}
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BigDecimal epsQuarter = realtimeJson.getBigDecimal("epsQuarter");
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if (epsQuarter != null) {
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realtime.setEpsQuarter(epsQuarter.setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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}
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BigDecimal grossProfitMargin = realtimeJson.getBigDecimal("grossProfitMargin");
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if (grossProfitMargin != null) {
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realtime.setGrossProfitMargin(grossProfitMargin.setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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}
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BigDecimal netValuePerShare = realtimeJson.getBigDecimal("netValuePerShare");
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if (netValuePerShare != null) {
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realtime.setNetValuePerShare(netValuePerShare.setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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}
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BigDecimal priceToNetRatio = realtimeJson.getBigDecimal("priceToNetRatio");
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if (priceToNetRatio != null) {
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realtime.setPriceToNetRatio(priceToNetRatio.setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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}
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BigDecimal profitMargin = realtimeJson.getBigDecimal("profitMargin");
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if (profitMargin != null) {
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realtime.setProfitMargin(profitMargin.setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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}
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BigDecimal annualDividend = realtimeJson.getBigDecimal("annualDividend");
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if (annualDividend != null) {
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realtime.setAnnualDividend(annualDividend.setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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}
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BigDecimal yield = realtimeJson.getBigDecimal("yield");
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if (yield != null) {
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realtime.setYield(yield.setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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}
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BigDecimal netProfitMargin = realtimeJson.getBigDecimal("netProfitMargin");
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if (netProfitMargin != null) {
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realtime.setNetProfitMargin(netProfitMargin.setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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}
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realtime.setVolume(volume.setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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realtime.setAsk(realtimeJson.getBigDecimal("ask").setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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realtime.setBid(realtimeJson.getBigDecimal("bid").setScale(decimal, RoundingMode.HALF_UP).doubleValue());
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list.add(realtime);
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}
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} else {
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logger.error(" realtime()error, resultJson [ " + resultJson.toJSONString() + " ]");
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}
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} catch (Exception e) {
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logger.error("error", e);
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}
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return list;
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}
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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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public List<Kline> buildOneDayPeriod(String currency) {
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return getTimeseriesByPeriod(currency, "D", Kline.PERIOD_1DAY, 365);
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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 getTimeseriesByPeriod(currency, "1", "1min", 100);
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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> getTimeseriesByPeriod(String currency, String periodXieQiu, String sysPeriod, long limitDays) {
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List<Kline> resList = new ArrayList<>();
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long nowTs = System.currentTimeMillis() / 1000;
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long startTs = (System.currentTimeMillis() - limitDays * 24 * 60 * 60 * 1000) / 1000;
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long begin = nowTs;
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Set<Long> tsSet = new HashSet<>();
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String url = StrUtil.format(klineUrl, periodXieQiu, itemService.findBySymbol(currency).getRemarks(), nowTs, startTs);
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if (periodXieQiu.equals("1")) {
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url = StrUtil.format(klineOneMinuteUrl, itemService.findBySymbol(currency).getRemarks());
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}
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// "https://ws.api.cnyes.com/ws/api/v1/charting/history?resolution={}&symbol=TWS:{}:STOCK&from={}&to={}";
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logger.info("采集台股k线图， {} {}", currency, url);
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String cookie = HttpHelper.getCookie("https://www.cnyes.com/twstock/" + itemService.getSymbolByRemarks(currency));
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String json = HttpHelper.sendGetHttp(url, null, cookie);
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JSONObject jsonObject = JSONObject.parseObject(json);
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String statusCode = jsonObject.getString("statusCode");
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if ("200".equalsIgnoreCase(statusCode)) {
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JSONObject data = jsonObject.getJSONObject("data");
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JSONArray opens = data.getJSONArray("o");
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JSONArray closes = data.getJSONArray("c");
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JSONArray highs = data.getJSONArray("h");
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JSONArray lows = data.getJSONArray("l");
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JSONArray tss = data.getJSONArray("t");
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JSONArray volumes = data.getJSONArray("v");
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int len = tss.size();
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for (int i = 0; i < len; i++) {
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Kline kline = new Kline();
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kline.setSymbol(currency);
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kline.setPeriod(sysPeriod);
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// 毫秒
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long ts = Long.parseLong(tss.get(i).toString());
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if (Long.toString(ts).length() > 13) {
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ts = ts / 1000;
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}
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kline.setTs(ts);
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kline.setOpen(new BigDecimal(opens.get(i).toString()).doubleValue());
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kline.setClose(new BigDecimal(closes.get(i).toString()).doubleValue());
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kline.setHigh(new BigDecimal(highs.get(i).toString()).doubleValue());
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kline.setLow(new BigDecimal(lows.get(i).toString()).doubleValue());
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if (CollectionUtil.isNotEmpty(volumes)) {
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Object o = volumes.get(i);
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if (o != null) {
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kline.setVolume(new BigDecimal(o.toString()).doubleValue());
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kline.setAmount(kline.getVolume() * kline.getClose());
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}
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}
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if (klineService != null) {
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klineService.repairKline(kline);
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}
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resList.add(kline);
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}
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}
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Collections.sort(resList);
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return resList;
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}
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public List<Kline> getTimeseriesBy5Minute(String currency, int minute, long limitDays) {
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return getTimeseriesByPeriod(currency, "5c", minute + "min", limitDays);
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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 Map<String, List<Kline>> getHourlyAndMinuteHistory(String symbol) {
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Map<String, List<Kline>> map = new HashMap<>();
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List<Kline> minKline5 = getTimeseriesBy5Minute(symbol, 5, 12);
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map.put(KlineConstant.PERIOD_1MIN, getTimeseriesOneMinute(symbol));
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map.put(KlineConstant.PERIOD_5MIN, minKline5);
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map.put(KlineConstant.PERIOD_15MIN, klineService.calculateKline(symbol, 3, Kline.PERIOD_15MIN, minKline5));
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map.put(KlineConstant.PERIOD_30MIN, klineService.calculateKline(symbol, 6, Kline.PERIOD_30MIN, minKline5));
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map.put(KlineConstant.PERIOD_60MIN, klineService.calculateKline(symbol, 12, Kline.PERIOD_60MIN, minKline5));
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map.put(KlineConstant.PERIOD_2HOUR, klineService.calculateKline(symbol, 24, Kline.PERIOD_2HOUR, minKline5));
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map.put(KlineConstant.PERIOD_4HOUR, klineService.calculateKline(symbol, 48, Kline.PERIOD_4HOUR, minKline5));
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return map;
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}
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}
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