1

zj

2024-07-29 f6f3df18ea57ea4128fcccf3282e1520e867c631

 websocketSerivce/src/main/java/org/example/server/impl/CurrencySerivceImpl.java

@@ -6,23 +6,35 @@
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
@@ -30,9 +42,9 @@
 * @create: 2024-07-16 15:23
 **/
@Service
@Slf4j
public class CurrencySerivceImpl extends ServiceImpl<CurrencyMapper, Currency> implements CurrencySerivce {

    private HashMap hashMap = new HashMap();
    private static final Gson gson = new Gson();
    private ArrayList<String> keys;

@@ -41,58 +53,72 @@
    List<MarketBo> bitgetList = new ArrayList<>();
    List<MarketBo> kucoinList = new ArrayList<>();

    @Override
    public void start() throws JsonProcessingException {
    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");
        Set<String> gateSet = RedisUtil.keys("gate");
        Set<String> bitgetSet = RedisUtil.keys("bitget");
        Set<String> kucoinSet = RedisUtil.keys("kucoin");


        //这里做一个定时器，每10分钟更新一次
        Set<String> setKeys = RedisUtil.keys("*");
        keys = new ArrayList<>(setKeys);
        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());
            String asks = redisValueMap.get("asks").toString();
            String bids = redisValueMap.get("bids").toString();
            Object asksObj = redisValueMap.get("asks");
            Object bidsObj = redisValueMap.get("bids");

            if(!asks.equals("[]") && !StringUtils.isEmpty(asks)){
                Gson gson = new Gson();
            if (asksObj instanceof List && !((List<?>) asksObj).isEmpty()) {
                List<?> asksList = (List<?>) asksObj;
                Map<?, ?> asksMap = (Map<?, ?>) asksList.get(0);
                AsksBo asksBo = new AsksBo();
                Market[] asksDataArray = gson.fromJson(asks, Market[].class);
                Market asksElement = asksDataArray[0];
                asksBo.setP(asksElement.getP());
                asksBo.setV(asksElement.getV());
                asksBo.setP(new BigDecimal(asksMap.get("p").toString()));
                asksBo.setV(new BigDecimal(asksMap.get("v").toString()));
                marketBo.setAsks(asksBo);
            }

            if(!bids.equals("[]") && !StringUtils.isEmpty(bids)){
            if (bidsObj instanceof List && !((List<?>) bidsObj).isEmpty()) {
                List<?> bidsList = (List<?>) bidsObj;
                Map<?, ?> bidsMap = (Map<?, ?>) bidsList.get(bidsList.size() - 1);
                BidsBo bidsBo = new BidsBo();
                Market[] bidsDataArray = gson.fromJson(bids, Market[].class);
                Market bidsElement = bidsDataArray[bidsDataArray.length-1];
                bidsBo.setP(bidsElement.getP());
                bidsBo.setV(bidsElement.getV());
                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.setKey(key.replaceAll("mexc", ""));
            marketBo.setExchange("mexc");
            mexcList.add(marketBo);
        }
    }


        for (String key : gateSet) {
    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());
            String asks = redisValueMap.get("asks").toString();
            String bids = redisValueMap.get("bids").toString();

            Object asksObj = redisValueMap.get("asks");
            Object bidsObj = redisValueMap.get("bids");
            MarketBo marketBo = new MarketBo();
            if(!asks.equals("[]") && !StringUtils.isEmpty(asks)){
                String[][] dataArray = gson.fromJson(asks, String[][].class);

            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]));
@@ -100,79 +126,20 @@
                marketBo.setAsks(asksBo);
            }

            if(!bids.equals("[]") && !StringUtils.isEmpty(bids)){
                String[][] dataArray = gson.fromJson(bids, String[][].class);
                String[] bidsData = dataArray[dataArray.length-1];
            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("gate",""));
            marketBo.setExchange("gate");
            gateList.add(marketBo);

            marketBo.setKey(key.replaceAll(exchangeName, ""));
            marketBo.setExchange(exchangeName);
            list.add(marketBo);
        }


        for (String key : bitgetSet) {
            String v = RedisUtil.get(key);
            Map<String, Object> redisValueMap = gson.fromJson(v, new TypeToken<Map<String, Object>>() {}.getType());
            String asks = redisValueMap.get("asks").toString();
            String bids = redisValueMap.get("bids").toString();

            MarketBo marketBo = new MarketBo();
            if(!asks.equals("[]") && !StringUtils.isEmpty(asks)){
                String[][] dataArray = gson.fromJson(asks, 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(!bids.equals("[]") && !StringUtils.isEmpty(bids)){
                String[][] dataArray = gson.fromJson(bids, String[][].class);
                String[] bidsData = dataArray[dataArray.length-1];
                BidsBo bidsBo = new BidsBo();
                bidsBo.setP(new BigDecimal(bidsData[0]));
                bidsBo.setV(new BigDecimal(bidsData[1]));
                marketBo.setBids(bidsBo);
            }
            marketBo.setKey(key.replaceAll("bitget",""));
            marketBo.setExchange("bitget");
            bitgetList.add(marketBo);
        }


        for (String key : kucoinSet) {
            String v = RedisUtil.get(key);
            Map<String, Object> redisValueMap = gson.fromJson(v, new TypeToken<Map<String, Object>>() {}.getType());
            String asks = redisValueMap.get("asks").toString();
            String bids = redisValueMap.get("bids").toString();

            MarketBo marketBo = new MarketBo();
            if(!asks.equals("[]") && !StringUtils.isEmpty(asks)){
                String[][] dataArray = gson.fromJson(asks, 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(!bids.equals("[]") && !StringUtils.isEmpty(bids)){
                String[][] dataArray = gson.fromJson(bids, String[][].class);
                String[] bidsData = dataArray[dataArray.length-1];
                BidsBo bidsBo = new BidsBo();
                bidsBo.setP(new BigDecimal(bidsData[0]));
                bidsBo.setV(new BigDecimal(bidsData[1]));
                marketBo.setBids(bidsBo);
            }
            marketBo.setKey(key.replaceAll("kucoin",""));
            marketBo.setExchange("kucoin");
            kucoinList.add(marketBo);
        }
        testDemo();
    }

    // 计算利润百分比
@@ -185,74 +152,146 @@
        return profitPercentage;
    }

    private static List<String> findProfitablePairs(List<MarketBo>... exchangeLists) {
        List<String> result = new ArrayList<>();
    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(); // 假设有获取交易所名称的方法 getExchange()

                // 如果该币种在该交易所不存在，则创建新的列表
                if (!marketMap.containsKey(coinName)) {
                    marketMap.put(coinName, new HashMap<>());
                }
                if (!marketMap.get(coinName).containsKey(exchangeName)) {
                    marketMap.get(coinName).put(exchangeName, new MarketBo());
                }

                // 将市场数据添加到对应的交易所列表中
                marketMap.get(coinName).put(exchangeName,market);
                String exchangeName = market.getExchange();
                marketMap.computeIfAbsent(coinName, k -> new HashMap<>())
                        .put(exchangeName, market);
            }
        }
        marketMap = marketMap.entrySet().stream()
                .filter(entry -> entry.getValue().size() != 1)
                .collect(Collectors.toMap(Map.Entry::getKey, Map.Entry::getValue));
        // 遍历每个币种
        for (String coinName : marketMap.keySet()) {
            Map<String, MarketBo> exchangeMap = marketMap.get(coinName);
            // 遍历每个交易所
            for (String exchangeName : exchangeMap.keySet()) {
                MarketBo markets1 = exchangeMap.get(exchangeName);
                // 在同一交易所中寻找有差价的交易对
                for (String exchangeName2 : exchangeMap.keySet()) {
                    MarketBo markets2 = exchangeMap.get(exchangeName2);
                    if(markets1.getExchange().equals(markets2.getExchange())){
                        continue;
                    }

                    if(null != markets1.getBids() && null != markets2.getAsks()){
                        BigDecimal buyPrice = markets1.getBids().getP();
                        BigDecimal sellPrice = markets2.getAsks().getP();
                        // 计算利润百分比
                        BigDecimal profitPercentage = calculateProfitPercentage(buyPrice, sellPrice);
        // 过滤出至少在两个交易所都有的币种
        marketMap.values().removeIf(exchangeMap -> exchangeMap.size() == 1);

                        // 如果利润大于零，则添加到结果列表
                        if (profitPercentage.compareTo(BigDecimal.ZERO) > 0) {
                            // 准备输出字符串
                            String pair = String.format("%s: 在 %s 以 %s 买入，在 %s 以 %s 卖出，利润为 %.4f%%",
                                    coinName, markets1.getExchange(), buyPrice, markets2.getExchange(), sellPrice, profitPercentage);
                            result.add(pair);
        // 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
                }
            }
        }
        return result;

        // 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
    }


    public void testDemo(){
        List<String> profitablePairs = findProfitablePairs(mexcList, gateList, bitgetList, kucoinList);

        // 输出结果
        for (String pair : profitablePairs) {
            System.out.println(pair);
    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---------------------");
        }
    };
}