From 658e843113e09d1bf319a29e40a17a2d11ffabab Mon Sep 17 00:00:00 2001
From: zj <1772600164@qq.com>
Date: Tue, 06 Aug 2024 00:05:49 +0800
Subject: [PATCH] 1
---
websocketSerivce/src/main/java/org/example/server/impl/CurrencySerivceImpl.java | 375 +++++++++++++++++++++++++++++++----------------------
1 files changed, 218 insertions(+), 157 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 c12b3e8..8cf96d9 100644
--- a/websocketSerivce/src/main/java/org/example/server/impl/CurrencySerivceImpl.java
+++ b/websocketSerivce/src/main/java/org/example/server/impl/CurrencySerivceImpl.java
@@ -1,28 +1,39 @@
package org.example.server.impl;
-
+import org.apache.commons.lang3.StringUtils;
+import org.example.websocket.server.WsServer;
import com.baomidou.mybatisplus.extension.service.impl.ServiceImpl;
import com.fasterxml.jackson.core.JsonProcessingException;
import com.fasterxml.jackson.databind.JsonNode;
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 org.apache.commons.lang.StringUtils;
+import lombok.extern.slf4j.Slf4j;
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.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 +41,9 @@
* @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;
@@ -41,138 +52,103 @@
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(20); // 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(() -> processMarketData(RedisUtil.keys("mexc"), mexcList, "mexc"), 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(0);
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);
}
+ }
+ private void processMarketData(Set<String> set, List<MarketBo> list, String exchangeName) {
+ ArrayList<String> kyes = new ArrayList<>(set);
+ List<String> mget = RedisUtil.mget(kyes);
- 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();
-
- 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("gate",""));
- marketBo.setExchange("gate");
- gateList.add(marketBo);
+ Map<String, String> resultMap = new HashMap<>();
+ for (int i = 0; i < kyes.size(); i++) {
+ resultMap.put(kyes.get(i), mget.get(i));
}
-
- 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();
+ for (Map.Entry<String, String> entry : resultMap.entrySet()) {
+ String v = entry.getValue();
+ String key = entry.getKey();
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);
+
+ Map<String, Map<String,String>> redisValueMap = gson.fromJson(v, new TypeToken<Map<String, Map<String,String>>>() {}.getType());
+ Map<String,String> asksObj = redisValueMap.get("asks");
+ Map<String,String> bidsObj = redisValueMap.get("bids");
+
+ try {
+ if(StringUtils.isNotEmpty(asksObj.get("p")) && StringUtils.isNotEmpty(asksObj.get("v")) &&
+ StringUtils.isNotEmpty(bidsObj.get("p")) && StringUtils.isNotEmpty(bidsObj.get("v"))) {
+ AsksBo asksBo = new AsksBo();
+ asksBo.setP(new BigDecimal(asksObj.get("p").toString()));
+ asksBo.setV(new BigDecimal(asksObj.get("v").toString()));
+ marketBo.setAsks(asksBo);
+
+ BidsBo bidsBo = new BidsBo();
+ bidsBo.setP(new BigDecimal(bidsObj.get("p").toString()));
+ bidsBo.setV(new BigDecimal(bidsObj.get("v").toString()));
+ marketBo.setBids(bidsBo);
+
+
+ marketBo.setKey(key.replaceAll(exchangeName, ""));
+ marketBo.setExchange(exchangeName);
+ list.add(marketBo);
+ }
+ }catch (Exception e){
+ e.printStackTrace();
}
- 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 +161,159 @@
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
+ mexcList.clear();
+ gateList.clear();
+ bitgetList.clear();
+ kucoinList.clear();
+ 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().toUpperCase()); // 设置基础资产
+ marketDataOut.setBuyingPlatform(markets1.getExchange().toUpperCase()); // 设置买入平台
+ marketDataOut.setSellPlatform(markets2.getExchange().toUpperCase()); // 设置卖出平台
+ marketDataOut.setSpread(profitPercentage.setScale(4, RoundingMode.DOWN).toPlainString()); // 设置利润百分比
+ marketDataOut.setBuyPrice(buyPrice.toPlainString()); // 设置买入价格
+ marketDataOut.setSellPrice(sellPrice.toPlainString()); // 设置卖出价格
+ marketDataOut.setBuyNumber(markets1.getBids().getV().toPlainString()); // 设置买入数量
+ marketDataOut.setSellNumber(markets2.getAsks().getV().toPlainString()); // 设置卖出数量
+ marketDataOut.setBuyTotalPrice((markets1.getBids().getP().multiply(markets1.getBids().getV())).setScale(0,RoundingMode.DOWN).toPlainString()); // 设置买入总价
+ marketDataOut.setSellTotalPrice((markets2.getAsks().getP().multiply(markets2.getAsks().getV())).setScale(0,RoundingMode.DOWN).toPlainString()); // 设置卖出总价
+ marketDataOut.setServceTime(formattedDateTime); // 设置服务时间
+ marketDataOut.setBuyAndSell(marketDataOut.getBaseAsset()+marketDataOut.getBuyingPlatform()+marketDataOut.getSellPlatform());
+ 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(){
+ long startExtracted = System.nanoTime();
+ extracted();
+ long endExtracted = System.nanoTime();
+ double executionTimeExtracted = (endExtracted - startExtracted) / 1e9; // 转换为秒
+ System.out.println("extracted 方法执行时间: " + executionTimeExtracted + " 秒");
+ long startFindPairs = System.nanoTime();
+ findProfitablePairs(mexcList, gateList, bitgetList, kucoinList); // 请确保这些变量有定义和赋值
+ long endFindPairs = System.nanoTime();
+ double executionTimeFindPairs = (endFindPairs - startFindPairs) / 1e9; // 转换为秒
+ System.out.println("findProfitablePairs 方法执行时间: " + executionTimeFindPairs + " 秒");
+ }
+
+ 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---------------------");
+ }
+ };
}
--
Gitblit v1.9.3