From 402610fcff3830dc78def8f7b7a22b05a4af59fe Mon Sep 17 00:00:00 2001
From: zj <1772600164@qq.com>
Date: Mon, 22 Jul 2024 18:29:00 +0800
Subject: [PATCH] 1
---
websocketSerivce/src/main/java/org/example/pojo/bo/AsksBo.java | 13 ++
websocketSerivce/src/main/java/org/example/pojo/Market.java | 16 ++
websocketSerivce/src/main/java/org/example/pojo/bo/BidsBo.java | 13 ++
websocketSerivce/src/main/java/org/example/server/impl/CurrencySerivceImpl.java | 246 ++++++++++++++++++++++++++++++++++------
websocketSerivce/src/main/java/org/example/ThreadConfig/MarkConfiguration.java | 35 +++++
websocketSerivce/src/main/java/org/example/pojo/bo/MarketBo.java | 21 +++
6 files changed, 305 insertions(+), 39 deletions(-)
diff --git a/websocketSerivce/src/main/java/org/example/ThreadConfig/MarkConfiguration.java b/websocketSerivce/src/main/java/org/example/ThreadConfig/MarkConfiguration.java
new file mode 100644
index 0000000..7cd5d54
--- /dev/null
+++ b/websocketSerivce/src/main/java/org/example/ThreadConfig/MarkConfiguration.java
@@ -0,0 +1,35 @@
+package org.example.ThreadConfig;
+
+import org.springframework.context.annotation.Bean;
+import org.springframework.context.annotation.Configuration;
+import org.springframework.scheduling.concurrent.ThreadPoolTaskExecutor;
+
+import java.util.concurrent.ThreadPoolExecutor;
+
+/**
+ * @program: dabaogp
+ * @description: 线程池配置
+ * @create: 2024-06-25 16:37
+ **/
+@Configuration
+public class MarkConfiguration {
+
+ @Bean(name = "markthreadPoolTaskExecutor")
+ public ThreadPoolTaskExecutor threadPoolTaskExecutor() {
+ ThreadPoolTaskExecutor executor = new ThreadPoolTaskExecutor();
+
+ executor.setCorePoolSize(100); // 核心线程数, 根据需求进行调整
+ executor.setMaxPoolSize(150); // 最大线程数, 适当设置以避免资源耗尽
+ executor.setQueueCapacity(200); // 队列容量, 适当限制以避免请求堆积
+ executor.setKeepAliveSeconds(30); // 线程空闲时的存活时间为30秒，减少系统开销
+ executor.setThreadNamePrefix("Thread-"); // 线程名称的前缀
+
+ // 使用 CallerRunsPolicy 拒绝策略，以减少任务被拒绝时带来的负担
+ executor.setRejectedExecutionHandler(new ThreadPoolExecutor.CallerRunsPolicy());
+
+ // 初始化线程池，配置其他参数（不过可以根据需要添加）
+ executor.initialize(); // 明确初始化，提升代码可读性
+
+ return executor; // 返回配置好的线程池
+ }
+}
diff --git a/websocketSerivce/src/main/java/org/example/pojo/Market.java b/websocketSerivce/src/main/java/org/example/pojo/Market.java
new file mode 100644
index 0000000..cbc46da
--- /dev/null
+++ b/websocketSerivce/src/main/java/org/example/pojo/Market.java
@@ -0,0 +1,16 @@
+package org.example.pojo;
+
+import lombok.Data;
+
+import java.math.BigDecimal;
+
+/**
+ * @program: demo
+ * @description:
+ * @create: 2024-07-22 10:29
+ **/
+@Data
+public class Market {
+ BigDecimal p;
+ BigDecimal v;
+}
diff --git a/websocketSerivce/src/main/java/org/example/pojo/bo/AsksBo.java b/websocketSerivce/src/main/java/org/example/pojo/bo/AsksBo.java
new file mode 100644
index 0000000..92c92df
--- /dev/null
+++ b/websocketSerivce/src/main/java/org/example/pojo/bo/AsksBo.java
@@ -0,0 +1,13 @@
+package org.example.pojo.bo;
+
+import lombok.Data;
+import org.example.pojo.Market;
+
+/**
+ * @program: demo
+ * @description:
+ * @create: 2024-07-22 10:36
+ **/
+@Data
+public class AsksBo extends Market {
+}
diff --git a/websocketSerivce/src/main/java/org/example/pojo/bo/BidsBo.java b/websocketSerivce/src/main/java/org/example/pojo/bo/BidsBo.java
new file mode 100644
index 0000000..ff58688
--- /dev/null
+++ b/websocketSerivce/src/main/java/org/example/pojo/bo/BidsBo.java
@@ -0,0 +1,13 @@
+package org.example.pojo.bo;
+
+import lombok.Data;
+import org.example.pojo.Market;
+
+/**
+ * @program: demo
+ * @description:
+ * @create: 2024-07-22 10:36
+ **/
+@Data
+public class BidsBo extends Market {
+}
diff --git a/websocketSerivce/src/main/java/org/example/pojo/bo/MarketBo.java b/websocketSerivce/src/main/java/org/example/pojo/bo/MarketBo.java
new file mode 100644
index 0000000..10d6e03
--- /dev/null
+++ b/websocketSerivce/src/main/java/org/example/pojo/bo/MarketBo.java
@@ -0,0 +1,21 @@
+package org.example.pojo.bo;
+
+import lombok.Data;
+import org.example.pojo.Market;
+
+/**
+ * @program: demo
+ * @description:
+ * @create: 2024-07-22 10:33
+ **/
+@Data
+public class MarketBo {
+
+ private String exchange;
+
+ private String key;
+
+ private AsksBo asks;
+
+ private BidsBo bids;
+}
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..c12b3e8 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 +6,23 @@
import com.fasterxml.jackson.databind.ObjectMapper;
import com.google.common.reflect.TypeToken;
import com.google.gson.Gson;
+import lombok.Data;
+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.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.springframework.stereotype.Service;
-
+import org.yaml.snakeyaml.error.Mark;
+import java.math.BigDecimal;
+import java.math.RoundingMode;
import java.util.*;
+import java.util.ArrayList;
+import java.util.stream.Collectors;
/**
* @program: demo
@@ -24,7 +34,13 @@
private HashMap hashMap = new HashMap();
private static final Gson gson = new Gson();
- private Set<String> keys;
+ private ArrayList<String> keys;
+
+ List<MarketBo> mexcList = new ArrayList<>();
+ List<MarketBo> gateList = new ArrayList<>();
+ List<MarketBo> bitgetList = new ArrayList<>();
+ List<MarketBo> kucoinList = new ArrayList<>();
+
@Override
public void start() throws JsonProcessingException {
Set<String> mexcSet = RedisUtil.keys("mexc");
@@ -32,59 +48,211 @@
Set<String> bitgetSet = RedisUtil.keys("bitget");
Set<String> kucoinSet = RedisUtil.keys("kucoin");
- //这里做一个定时器，每10秒更新一次
- keys = RedisUtil.keys("*");
- HashMap<String,Map<String, Object>> mexcMap = new HashMap<>();
+ //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());
- mexcMap.put(key.replaceAll("mexc",""),redisValueMap);
+ String asks = redisValueMap.get("asks").toString();
+ String bids = redisValueMap.get("bids").toString();
+
+ if(!asks.equals("[]") && !StringUtils.isEmpty(asks)){
+ Gson gson = new Gson();
+ AsksBo asksBo = new AsksBo();
+ Market[] asksDataArray = gson.fromJson(asks, Market[].class);
+ Market asksElement = asksDataArray[0];
+ asksBo.setP(asksElement.getP());
+ asksBo.setV(asksElement.getV());
+ marketBo.setAsks(asksBo);
+ }
+
+ if(!bids.equals("[]") && !StringUtils.isEmpty(bids)){
+ 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());
+ marketBo.setBids(bidsBo);
+ }
+ marketBo.setKey(key.replaceAll("mexc",""));
+ marketBo.setExchange("mexc");
+ mexcList.add(marketBo);
}
- 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();
- // 使用 Jackson 解析 JSON
- ObjectMapper objectMapper = new ObjectMapper();
- JsonNode asksNode = objectMapper.readTree(asks);
- JsonNode bidsNode = objectMapper.readTree(bids);
+ 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);
+ }
- // 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);
+ 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);
}
- 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);
+ marketBo.setKey(key.replaceAll("gate",""));
+ marketBo.setExchange("gate");
+ gateList.add(marketBo);
}
-// 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);
-// }
+ 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
+ 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 static List<String> findProfitablePairs(List<MarketBo>... exchangeLists) {
+ List<String> result = new ArrayList<>();
+ Map<String, Map<String, MarketBo>> marketMap = new HashMap<>();
+
+ // 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);
+ }
+ }
+ 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);
+
+ // 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);
+ }
+ }
+ }
+ }
+ }
+ return result;
+ }
+
+
+
+ public void testDemo(){
+ List<String> profitablePairs = findProfitablePairs(mexcList, gateList, bitgetList, kucoinList);
+
+ // 输出结果
+ for (String pair : profitablePairs) {
+ System.out.println(pair);
+ }
+ }
+
+
}
--
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