From 2ab70fbbd50f197ff60858bc008dafda1c0bdb5c Mon Sep 17 00:00:00 2001
From: zj <1772600164@qq.com>
Date: Wed, 24 Jul 2024 13:51:54 +0800
Subject: [PATCH] 1
---
websocketSerivce/src/main/java/org/example/server/impl/CurrencySerivceImpl.java | 321 ++++++++++++++++++++++++++++++++++++++++++++---------
1 files changed, 264 insertions(+), 57 deletions(-)
diff --git a/websocketSerivce/src/main/java/org/example/server/impl/CurrencySerivceImpl.java b/websocketSerivce/src/main/java/org/example/server/impl/CurrencySerivceImpl.java
index 83616a9..bdf64ef 100644
--- a/websocketSerivce/src/main/java/org/example/server/impl/CurrencySerivceImpl.java
+++ b/websocketSerivce/src/main/java/org/example/server/impl/CurrencySerivceImpl.java
@@ -6,13 +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
@@ -20,71 +42,256 @@
* @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 Set<String> keys;
- @Override
- public void start() throws JsonProcessingException {
- Set<String> mexcSet = RedisUtil.keys("mexc");
- Set<String> gateSet = RedisUtil.keys("gate");
- Set<String> bitgetSet = RedisUtil.keys("bitget");
- Set<String> kucoinSet = RedisUtil.keys("kucoin");
+ private ArrayList<String> keys;
- //这里做一个定时器，每10秒更新一次
- keys = RedisUtil.keys("*");
+ List<MarketBo> mexcList = new ArrayList<>();
+ List<MarketBo> gateList = new ArrayList<>();
+ List<MarketBo> bitgetList = new ArrayList<>();
+ List<MarketBo> kucoinList = new ArrayList<>();
- HashMap<String,Map<String, Object>> mexcMap = new HashMap<>();
- for (String key : mexcSet) {
- String v = RedisUtil.get(key);
- Map<String, Object> redisValueMap = gson.fromJson(v, new TypeToken<Map<String, Object>>() {}.getType());
- mexcMap.put(key.replaceAll("mexc",""),redisValueMap);
- }
+ private final Lock syncCurrencyLock = new ReentrantLock();
- HashMap<String,List<HashMap<String,String>>> asksHashMapList = new HashMap<>();
- HashMap<String,Map<String, Object>> gateMap = new HashMap<>();
- for (String key : gateSet) {
- 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();
+ @Autowired
+ private WsServer wsServer;
- // 使用 Jackson 解析 JSON
- ObjectMapper objectMapper = new ObjectMapper();
- JsonNode asksNode = objectMapper.readTree(asks);
- JsonNode bidsNode = objectMapper.readTree(bids);
+ 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
- // 将 "asks" 数组转换为 List<List<String>>
- List<HashMap<String,String>> asksList = new ArrayList<>();
- for (JsonNode arrayNode : asksNode) {
- HashMap<String,String> asksMap = new HashMap<>();
- asksMap.put("p",arrayNode.get(0).toString());
- asksMap.put("v",arrayNode.get(1).toString());
- asksList.add(asksMap);
- }
- for (JsonNode arrayNode : bidsNode) {
- HashMap<String,String> asksMap = new HashMap<>();
- asksMap.put("p",arrayNode.get(0).toString());
- asksMap.put("v",arrayNode.get(1).toString());
- asksList.add(asksMap);
- }
- gateMap.put(key.replaceAll("gate",""),redisValueMap);
- }
+ // 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);
-// HashMap<String,Map<String, Object>> bitgetMap = new HashMap<>();
-// for (String key : mexcSet) {
-// String v = RedisUtil.get(key);
-// Map<String, Object> redisValueMap = gson.fromJson(v, new TypeToken<Map<String, Object>>() {}.getType());
-// mexcMap.put(key.replaceAll("bitget",""),redisValueMap);
-// }
-//
-// HashMap<String,Map<String, Object>> kucoinMap = new HashMap<>();
-// for (String key : mexcSet) {
-// String v = RedisUtil.get(key);
-// Map<String, Object> redisValueMap = gson.fromJson(v, new TypeToken<Map<String, Object>>() {}.getType());
-// mexcMap.put(key.replaceAll("kucoin",""),redisValueMap);
-// }
+ // 等待所有任务完成
+ CompletableFuture.allOf(mexcFuture, gateFuture, bitgetFuture, kucoinFuture).join();
+ executor.shutdown(); // 关闭线程池
}
+
+ private void processMexc() {
+ Set<String> mexcSet = RedisUtil.keys("mexc");
+
+ for (String key : mexcSet) {
+ MarketBo marketBo = new MarketBo();
+
+ String v = RedisUtil.get(key);
+ Map<String, Object> redisValueMap = gson.fromJson(v, new TypeToken<Map<String, Object>>() {}.getType());
+ Object asksObj = redisValueMap.get("asks");
+ Object bidsObj = redisValueMap.get("bids");
+
+ if (asksObj instanceof List && !((List<?>) asksObj).isEmpty()) {
+ List<?> asksList = (List<?>) asksObj;
+ Map<?, ?> asksMap = (Map<?, ?>) asksList.get(0);
+ AsksBo asksBo = new AsksBo();
+ asksBo.setP(new BigDecimal(asksMap.get("p").toString()));
+ asksBo.setV(new BigDecimal(asksMap.get("v").toString()));
+ marketBo.setAsks(asksBo);
+ }
+
+ if (bidsObj instanceof List && !((List<?>) bidsObj).isEmpty()) {
+ List<?> bidsList = (List<?>) bidsObj;
+ Map<?, ?> bidsMap = (Map<?, ?>) bidsList.get(bidsList.size() - 1);
+ BidsBo bidsBo = new BidsBo();
+ bidsBo.setP(new BigDecimal(bidsMap.get("p").toString()));
+ bidsBo.setV(new BigDecimal(bidsMap.get("v").toString()));
+ marketBo.setBids(bidsBo);
+ }
+
+ marketBo.setKey(key.replaceAll("mexc", ""));
+ marketBo.setExchange("mexc");
+ mexcList.add(marketBo);
+ }
+ }
+
+ private void processMarketData(Set<String> set, List<MarketBo> list, String exchangeName) {
+ for (String key : set) {
+ String v = RedisUtil.get(key);
+ Map<String, Object> redisValueMap = gson.fromJson(v, new TypeToken<Map<String, Object>>() {}.getType());
+ Object asksObj = redisValueMap.get("asks");
+ Object bidsObj = redisValueMap.get("bids");
+ MarketBo marketBo = new MarketBo();
+
+ if (asksObj instanceof List && !((List<?>) asksObj).isEmpty()) {
+ List<?> asksList = (List<?>) asksObj;
+ String[][] dataArray = gson.fromJson(gson.toJson(asksList), String[][].class);
+ String[] asksData = dataArray[0];
+ AsksBo asksBo = new AsksBo();
+ asksBo.setP(new BigDecimal(asksData[0]));
+ asksBo.setV(new BigDecimal(asksData[1]));
+ marketBo.setAsks(asksBo);
+ }
+
+ if (bidsObj instanceof List && !((List<?>) bidsObj).isEmpty()) {
+ List<?> bidsList = (List<?>) bidsObj;
+ String[][] dataArray = gson.fromJson(gson.toJson(bidsList), String[][].class);
+ String[] bidsData = dataArray[bidsList.size() - 1];
+ BidsBo bidsBo = new BidsBo();
+ bidsBo.setP(new BigDecimal(bidsData[0]));
+ bidsBo.setV(new BigDecimal(bidsData[1]));
+ marketBo.setBids(bidsBo);
+ }
+
+ marketBo.setKey(key.replaceAll(exchangeName, ""));
+ marketBo.setExchange(exchangeName);
+ list.add(marketBo);
+ }
+ }
+
+ // 计算利润百分比
+ private static BigDecimal calculateProfitPercentage(BigDecimal buyPrice, BigDecimal sellPrice) {
+ BigDecimal profit = sellPrice.subtract(buyPrice);
+ if (buyPrice.compareTo(BigDecimal.ZERO) == 0) {
+ return BigDecimal.ZERO; // 防止除以零
+ }
+ BigDecimal profitPercentage = profit.divide(buyPrice, 12, RoundingMode.DOWN).multiply(new BigDecimal(100));
+ return profitPercentage;
+ }
+
+ private void findProfitablePairs(List<MarketBo>... exchangeLists) {
+ Map<String, Map<String, MarketBo>> marketMap = new HashMap<>();
+ List<MarketDataOut> marketDataOuts = Collections.synchronizedList(new ArrayList<>()); // 使用线程安全的集合
+
+ // 按币种名称和交易所分组市场数据
+ for (List<MarketBo> exchangeList : exchangeLists) {
+ for (MarketBo market : exchangeList) {
+ String coinName = market.getKey();
+ String exchangeName = market.getExchange();
+ marketMap.computeIfAbsent(coinName, k -> new HashMap<>())
+ .put(exchangeName, market);
+ }
+ }
+
+ // 过滤出至少在两个交易所都有的币种
+ marketMap.values().removeIf(exchangeMap -> exchangeMap.size() == 1);
+
+ // 并行计算利润百分比
+ ExecutorService executor = Executors.newFixedThreadPool(Math.min(8, marketMap.size())); // 根据需要调整线程池大小
+
+ List<CompletableFuture<Void>> futures = new ArrayList<>();
+
+ // 获取当前时间，用于后续所有 MarketDataOut 的时间戳
+ LocalDateTime currentTime = LocalDateTime.now();
+ String formattedDateTime = currentTime.format(DateTimeFormatter.ofPattern("yyyy-MM-dd HH:mm:ss")); // 格式化时间字符串
+
+ for (Map.Entry<String, Map<String, MarketBo>> entry : marketMap.entrySet()) {
+ String coinName = entry.getKey();
+ Map<String, MarketBo> exchangeMap = entry.getValue();
+ String[] exchanges = exchangeMap.keySet().toArray(new String[0]);
+
+ for (int i = 0; i < exchanges.length; i++) {
+ MarketBo markets1 = exchangeMap.get(exchanges[i]);
+ if (markets1.getBids() == null) continue;
+
+ for (int j = 0; j < exchanges.length; j++) {
+ if (i == j) continue;
+
+ MarketBo markets2 = exchangeMap.get(exchanges[j]);
+ if (markets2.getAsks() == null) continue;
+
+ CompletableFuture<Void> future = CompletableFuture.runAsync(() -> {
+ try {
+ BigDecimal buyPrice = markets1.getBids().getP();
+ BigDecimal sellPrice = markets2.getAsks().getP();
+ BigDecimal profitPercentage = calculateProfitPercentage(buyPrice, sellPrice);
+
+ // 只有在利润百分比大于0时才组装市场数据
+ if (profitPercentage.compareTo(BigDecimal.ZERO) > 0) {
+ assembleMarketDataOut(coinName, markets1, markets2, profitPercentage, buyPrice, sellPrice, marketDataOuts, formattedDateTime);
+ }
+ } catch (Exception e) {
+ e.printStackTrace(); // 输出异常信息
+ }
+ }, executor);
+
+ futures.add(future); // 收集所有 Future
+ }
+ }
+ }
+
+ // 等待所有任务完成
+ CompletableFuture<Void> allFutures = CompletableFuture.allOf(futures.toArray(new CompletableFuture[0]));
+ allFutures.join();
+
+ executor.shutdown(); // 关闭线程池
+
+ pushWs(marketDataOuts); // 推送结果
+ }
+
+ private static void assembleMarketDataOut(String coinName, MarketBo markets1, MarketBo markets2, BigDecimal profitPercentage, BigDecimal buyPrice, BigDecimal sellPrice, List<MarketDataOut> marketDataOuts, String formattedDateTime) {
+ MarketDataOut marketDataOut = new MarketDataOut();
+ marketDataOut.setBaseAsset(coinName.replaceAll("USDT","").toLowerCase()); // 设置基础资产
+ marketDataOut.setBuyingPlatform(markets1.getExchange()); // 设置买入平台
+ marketDataOut.setSellPlatform(markets2.getExchange()); // 设置卖出平台
+ marketDataOut.setSpread(profitPercentage.toString()); // 设置利润百分比
+ marketDataOut.setBuyPrice(buyPrice.toString()); // 设置买入价格
+ marketDataOut.setSellPrice(sellPrice.toString()); // 设置卖出价格
+ marketDataOut.setBuyNumber(markets1.getBids().getV().toString()); // 设置买入数量
+ marketDataOut.setSellNumber(markets2.getAsks().getV().toString()); // 设置卖出数量
+ marketDataOut.setBuyTotalPrice(markets1.getBids().getP().multiply(markets1.getBids().getV()).toString()); // 设置买入总价
+ marketDataOut.setSellTotalPrice(markets2.getAsks().getP().multiply(markets2.getAsks().getV()).toString()); // 设置卖出总价
+ marketDataOut.setServceTime(formattedDateTime); // 设置服务时间
+ marketDataOuts.add(marketDataOut); // 添加到输出列表
+ }
+
+ private void pushWs(List<MarketDataOut> marketDataOuts) {
+// String key = "MARKET_Date";
+// // 创建 Gson 对象
+ Gson gson = new GsonBuilder().setPrettyPrinting().create();
+ // 将列表转换为 JSON 字符串
+ String json = gson.toJson(marketDataOuts);
+// RedisUtil.set(key,json);
+ try {
+ // 全体发送
+ wsServer.sendMessageToAll("11111111111111111111");
+ } 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---------------------");
+ }
+ };
}
--
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