From 83f9014a75f572154ae7732f0fc78d6467edde93 Mon Sep 17 00:00:00 2001
From: peter <908253177@qq.com>
Date: Tue, 08 Jul 2025 14:56:52 +0800
Subject: [PATCH] 外汇
---
trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/constant/AllticktradeMadeOptions.java | 54 ++
trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/HobiDataService.java | 2
trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/http/HttpHelper.java | 82 +++
trading-order-admin/src/main/resources/application-prod.yml | 9
trading-order-admin/src/main/java/com/yami/trading/api/controller/RealtimeController.java | 13
trading-order-admin/src/main/resources/redisson/redisson-dev.yml | 2
trading-order-bean/src/main/java/com/yami/trading/bean/data/respDto/TradeTickResp.java | 122 +++++
trading-order-bean/src/main/java/com/yami/trading/bean/item/domain/Item.java | 3
trading-order-admin/src/main/resources/application-local.yml | 8
trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineInitServiceImpl.java | 3
trading-order-bean/src/main/java/com/yami/trading/bean/data/domain/Realtime.java | 9
trading-order-huobi/src/main/java/com.yami.trading.huobi/data/model/AlltickNewPriceResult.java | 14
trading-order-huobi/src/main/java/com.yami.trading.huobi/data/model/AllticktradeResult.java | 42 +
trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/internal/HobiDataServiceImpl.java | 623 +++++++++++++------------
trading-order-huobi/src/main/java/com.yami.trading.huobi/data/job/ForexGetDataJob.java | 11
trading-order-huobi/src/main/java/com.yami.trading.huobi/data/model/AlltickBatchKlineResult.java | 11
trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineConstant.java | 1
trading-order-admin/src/main/java/com/yami/trading/admin/task/AStockTradeListTask.java | 8
trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineServiceImpl.java | 37 +
trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/internal/FakeKlineInitService.java | 116 ++++
trading-order-admin/src/main/java/com/yami/trading/api/controller/ApiItemController.java | 8
trading-order-admin/src/main/java/com/yami/trading/api/websocket/WebSocketServer.java | 12
trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/internal/XinLangDataServiceImpl.java | 177 +++++-
trading-order-common/src/main/java/com/yami/trading/common/util/MarketOpenChecker.java | 3
trading-order-admin/src/main/java/com/yami/trading/admin/task/InitHandle.java | 10
trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineService.java | 3
26 files changed, 998 insertions(+), 385 deletions(-)
diff --git a/trading-order-admin/src/main/java/com/yami/trading/admin/task/AStockTradeListTask.java b/trading-order-admin/src/main/java/com/yami/trading/admin/task/AStockTradeListTask.java
index 993063b..cd22ba2 100644
--- a/trading-order-admin/src/main/java/com/yami/trading/admin/task/AStockTradeListTask.java
+++ b/trading-order-admin/src/main/java/com/yami/trading/admin/task/AStockTradeListTask.java
@@ -66,13 +66,13 @@
}
private void fetchAStock() {
- String symbols = itemService.list().stream().filter(t->Item.A_STOCKS.equalsIgnoreCase(t.getOpenCloseType())).map(Item::getSymbol).collect(Collectors.joining(","));
- xueQiuDataService.tradeList(symbols, false);
+// String symbols = itemService.list().stream().filter(t->Item.A_STOCKS.equalsIgnoreCase(t.getOpenCloseType())).map(Item::getSymbol).collect(Collectors.joining(","));
+// xueQiuDataService.tradeList(symbols, false);
}
private void fetchUs() {
- String usSymbols = itemService.findByType(Item.US_STOCKS).stream().map(Item::getSymbol).collect(Collectors.joining(","));
- xueQiuDataService.tradeList(usSymbols, true);
+// String usSymbols = itemService.findByType(Item.US_STOCKS).stream().map(Item::getSymbol).collect(Collectors.joining(","));
+// xueQiuDataService.tradeList(usSymbols, true);
}
diff --git a/trading-order-admin/src/main/java/com/yami/trading/admin/task/InitHandle.java b/trading-order-admin/src/main/java/com/yami/trading/admin/task/InitHandle.java
index 8ea6c61..5fb23f0 100644
--- a/trading-order-admin/src/main/java/com/yami/trading/admin/task/InitHandle.java
+++ b/trading-order-admin/src/main/java/com/yami/trading/admin/task/InitHandle.java
@@ -50,8 +50,8 @@
protected HighLowHandleJob highLowHandleJob;
// @Autowired 外汇
// protected StockGetDataJob stockGetDataJob;
-// @Autowired
-// protected ForexGetDataJob forexGetDataJob;
+ @Autowired
+ protected ForexGetDataJob forexGetDataJob;
@Autowired
protected CryptosGetDataJob cryptosGetDataJob;
@Autowired
@@ -130,15 +130,15 @@
}
klineLoadCache.loadCache();
-// String symbols = items.stream().map(Item::getSymbol).collect(Collectors.joining(","));
+ String symbols = items.stream().map(Item::getSymbol).collect(Collectors.joining(","));
// 数据有问题初始化一下
-// klineInitService.klineInit(symbols); 外汇
+ klineInitService.klineInit(symbols); //外汇
// 高低修正
highLowHandleJob.start();
// stockGetMarketJob.start();
// // 获取realtime实时数据
// stockGetDataJob.start();
-// forexGetDataJob.start();
+ forexGetDataJob.start();
cryptosGetDataJob.start();
fakeSymbolGetDataJob.start();
// 实时数据批量保存线程
diff --git a/trading-order-admin/src/main/java/com/yami/trading/api/controller/ApiItemController.java b/trading-order-admin/src/main/java/com/yami/trading/api/controller/ApiItemController.java
index 4f12551..76d14ba 100644
--- a/trading-order-admin/src/main/java/com/yami/trading/api/controller/ApiItemController.java
+++ b/trading-order-admin/src/main/java/com/yami/trading/api/controller/ApiItemController.java
@@ -9,6 +9,7 @@
import com.google.common.base.Splitter;
import com.google.common.collect.Lists;
import com.yami.trading.api.dto.RelatedStocksDto;
+import com.yami.trading.bean.data.domain.Kline;
import com.yami.trading.bean.data.domain.Realtime;
import com.yami.trading.bean.data.dto.StocksDto;
import com.yami.trading.bean.item.domain.Item;
@@ -21,6 +22,8 @@
import com.yami.trading.common.lang.LangUtils;
import com.yami.trading.common.util.MarketOpenChecker;
import com.yami.trading.common.util.StringUtils;
+import com.yami.trading.huobi.data.internal.KlineConstant;
+import com.yami.trading.huobi.data.internal.KlineService;
import com.yami.trading.service.data.DataService;
import com.yami.trading.service.item.ItemService;
import com.yami.trading.service.syspara.LocalSysparaService;
@@ -31,6 +34,8 @@
import org.springframework.web.bind.annotation.GetMapping;
import org.springframework.web.bind.annotation.RestController;
+import java.math.BigDecimal;
+import java.math.RoundingMode;
import java.util.ArrayList;
import java.util.Arrays;
import java.util.List;
@@ -60,6 +65,8 @@
@Autowired
@Qualifier("dataService")
private DataService dataService;
+ @Autowired
+ private KlineService klineService;
/**
* 产品列表数据
@@ -167,7 +174,6 @@
symbolDTO.setTs(realtime.getTs());
symbolDTO.setCurrent_time(realtime.getTs());
symbolDTO.setChg(realtime.getClose().subtract(realtime.getOpen()));
-
}
dtos.add(symbolDTO);
}
diff --git a/trading-order-admin/src/main/java/com/yami/trading/api/controller/RealtimeController.java b/trading-order-admin/src/main/java/com/yami/trading/api/controller/RealtimeController.java
index b85db7a..38a35ed 100644
--- a/trading-order-admin/src/main/java/com/yami/trading/api/controller/RealtimeController.java
+++ b/trading-order-admin/src/main/java/com/yami/trading/api/controller/RealtimeController.java
@@ -3,6 +3,7 @@
import cn.hutool.core.collection.CollectionUtil;
import com.alibaba.fastjson.JSONObject;
import com.alibaba.fastjson.serializer.SerializerFeature;
+import com.yami.trading.bean.data.domain.Kline;
import com.yami.trading.bean.data.domain.Realtime;
import com.yami.trading.bean.data.domain.TradeDetails;
import com.yami.trading.bean.item.domain.Item;
@@ -12,6 +13,8 @@
import com.yami.trading.common.util.StringUtils;
import com.yami.trading.common.web.ResultObject;
import com.yami.trading.huobi.data.DataCache;
+import com.yami.trading.huobi.data.internal.KlineConstant;
+import com.yami.trading.huobi.data.internal.KlineService;
import com.yami.trading.service.data.DataService;
import com.yami.trading.service.item.ItemService;
import io.swagger.annotations.Api;
@@ -48,6 +51,8 @@
private DataService dataService;
@Autowired
private ItemService itemService;
+ @Autowired
+ private KlineService klineService;
@ApiOperation(value = "行情")
@GetMapping(HOBI + "getRealtime.action")
@@ -73,6 +78,14 @@
BigDecimal bigDecimal = BigDecimal.valueOf(1, decimals);
d.setAsk(d.getClose().add(bigDecimal).setScale(decimals, RoundingMode.HALF_UP));
d.setBid(d.getClose().subtract(bigDecimal).setScale(decimals, RoundingMode.HALF_UP));
+ //涨跌幅 = (当天收盘价 - 前一日收盘价) / 前一日收盘价 * 100%
+ if(null != bySymbol.getYesterdayLastPrice() && bySymbol.getYesterdayLastPrice().compareTo(BigDecimal.ZERO) != 0){
+ BigDecimal changePercent = (d.getClose().subtract(bySymbol.getYesterdayLastPrice()))
+ .divide(bySymbol.getYesterdayLastPrice(), 5, RoundingMode.HALF_UP) // 精确到4位小数
+ .multiply(new BigDecimal("100").setScale(2)); // 乘以100得到百分比
+ d.setChangeRatioStr(changePercent.toString());
+ }
+
if(d.getVolume()!=null){
d.setVolume(d.getVolume().setScale(2, RoundingMode.HALF_UP));
}
diff --git a/trading-order-admin/src/main/java/com/yami/trading/api/websocket/WebSocketServer.java b/trading-order-admin/src/main/java/com/yami/trading/api/websocket/WebSocketServer.java
index fb37c44..03ebdac 100644
--- a/trading-order-admin/src/main/java/com/yami/trading/api/websocket/WebSocketServer.java
+++ b/trading-order-admin/src/main/java/com/yami/trading/api/websocket/WebSocketServer.java
@@ -1,6 +1,8 @@
package com.yami.trading.api.websocket;
import lombok.extern.slf4j.Slf4j;
+import org.json.JSONArray;
+import org.json.JSONObject;
import org.springframework.stereotype.Component;
import javax.websocket.*;
@@ -123,6 +125,16 @@
if (WebSocketEnum.SOCKET_ENUM_REALTIME.getCode().equals(type)) {
if (realtimeMap.get(key) != null) {
realtimeMap.get(key).sendMessage(message);
+// JSONObject jsonObject = new JSONObject((message));
+// JSONArray dataArray = jsonObject.getJSONArray("data");
+// for (int i = 0; i < dataArray.length(); i++) {
+// JSONObject item = dataArray.getJSONObject(i);
+// if(item.get("name").equals("GBPUSD")){
+// System.out.println("realtimeMap中取到的价格："+item.get("close"));
+// }
+// }
+
+
} else {
System.out.println("realtimeMap中没有此key，不推送消息");
}
diff --git a/trading-order-admin/src/main/resources/application-local.yml b/trading-order-admin/src/main/resources/application-local.yml
index 9e26538..dfa66a7 100644
--- a/trading-order-admin/src/main/resources/application-local.yml
+++ b/trading-order-admin/src/main/resources/application-local.yml
@@ -14,6 +14,8 @@
validation-timeout: 3000 # 设置连接验证超时
auto-commit: true
connection-test-query: SELECT 1
+ jpa:
+ show-sql: true
cache:
type: redis
redis:
@@ -26,7 +28,11 @@
password:
logging:
config: classpath:logback/logback-local.xml
-
+alltick:
+ token: 3ba36ca15660073739f25c4b1512086a-c-app
+ trade-tick: "https://quote.alltick.io/quote-b-api/trade-tick?token=${alltick.token}&query={1}"
+ trade-kline: "https://quote.alltick.io/quote-b-api/kline?token=${alltick.token}&query={1}"
+ batch-kline: "https://quote.alltick.io/quote-b-api/batch-kline?token=${alltick.token}"
jetcache:
statIntervalMinutes: 1
default: # 默认default，可以配置更多的area
diff --git a/trading-order-admin/src/main/resources/application-prod.yml b/trading-order-admin/src/main/resources/application-prod.yml
index 033bd4b..a83c1c2 100644
--- a/trading-order-admin/src/main/resources/application-prod.yml
+++ b/trading-order-admin/src/main/resources/application-prod.yml
@@ -1,10 +1,11 @@
server:
- port: 8111
+ port: 8086
spring:
datasource:
- url: jdbc:mysql://127.0.0.1:6306/trading_order?allowMultiQueries=true&useSSL=false&useUnicode=true&characterEncoding=UTF-8&autoReconnect=true&zeroDateTimeBehavior=convertToNull&useJDBCCompliantTimezoneShift=true&useLegacyDatetimeCode=false&serverTimezone=GMT%2B8&nullCatalogMeansCurrent=true
- username: root
- password: Err;2[eoGFUriwdgr
+
+ url: jdbc:mysql://127.0.0.1:6306/trading_order_n?allowMultiQueries=true&useSSL=false&useUnicode=true&characterEncoding=UTF-8&autoReconnect=true&zeroDateTimeBehavior=convertToNull&useJDBCCompliantTimezoneShift=true&useLegacyDatetimeCode=false&serverTimezone=GMT%2B8&nullCatalogMeansCurrent=true
+ username: trading_order_n
+ password: 3BRTfLGX3j44WeAb
driver-class-name: com.mysql.cj.jdbc.Driver
type: com.zaxxer.hikari.HikariDataSource
hikari:
diff --git a/trading-order-admin/src/main/resources/redisson/redisson-dev.yml b/trading-order-admin/src/main/resources/redisson/redisson-dev.yml
index 8acefd5..56514cf 100644
--- a/trading-order-admin/src/main/resources/redisson/redisson-dev.yml
+++ b/trading-order-admin/src/main/resources/redisson/redisson-dev.yml
@@ -1,7 +1,7 @@
# 单节点设置
singleServerConfig:
address: redis://127.0.0.1:6380
- database: 10
+ database: 12
password:
idleConnectionTimeout: 10000
connectTimeout: 10000
diff --git a/trading-order-bean/src/main/java/com/yami/trading/bean/data/domain/Realtime.java b/trading-order-bean/src/main/java/com/yami/trading/bean/data/domain/Realtime.java
index 53a008f..b375458 100644
--- a/trading-order-bean/src/main/java/com/yami/trading/bean/data/domain/Realtime.java
+++ b/trading-order-bean/src/main/java/com/yami/trading/bean/data/domain/Realtime.java
@@ -66,6 +66,10 @@
*/
@ApiModelProperty("最新价")
private BigDecimal close;
+
+ @ApiModelProperty("最新价")
+ @TableField(exist = false)
+ private BigDecimal closeOld;
/**
* 成交量 币个数
*/
@@ -79,6 +83,7 @@
@ApiModelProperty(" 成交额 金额")
private BigDecimal volume;
+
/**
* type
*/
@@ -91,6 +96,10 @@
@ApiModelProperty("涨跌幅")
private BigDecimal changeRatio;
+ @TableField(exist = false)
+ @ApiModelProperty("涨跌幅Str")
+ private String changeRatioStr;
+
/**
* 净值涨跌幅
*/
diff --git a/trading-order-bean/src/main/java/com/yami/trading/bean/data/respDto/TradeTickResp.java b/trading-order-bean/src/main/java/com/yami/trading/bean/data/respDto/TradeTickResp.java
new file mode 100644
index 0000000..a40b5dd
--- /dev/null
+++ b/trading-order-bean/src/main/java/com/yami/trading/bean/data/respDto/TradeTickResp.java
@@ -0,0 +1,122 @@
+package com.yami.trading.bean.data.respDto;
+import com.fasterxml.jackson.annotation.JsonProperty;
+import java.util.List;
+
+public class TradeTickResp {
+ private int ret;
+ private String msg;
+ private String trace;
+ private Data data;
+
+ public static class Data {
+ private List<Tick> tickList;
+
+ @JsonProperty("tick_list")
+ public List<Tick> getTickList() {
+ return tickList;
+ }
+
+ public void setTickList(List<Tick> tickList) {
+ this.tickList = tickList;
+ }
+ }
+
+ public static class Tick {
+ private String code;
+ private String seq;
+ private String tickTime;
+ private String price;
+ private String volume;
+ private String turnover;
+ private int tradeDirection;
+
+ // Getters and Setters
+ public String getCode() {
+ return code;
+ }
+
+ public void setCode(String code) {
+ this.code = code;
+ }
+
+ public String getSeq() {
+ return seq;
+ }
+
+ public void setSeq(String seq) {
+ this.seq = seq;
+ }
+
+ public String getTickTime() {
+ return tickTime;
+ }
+
+ public void setTickTime(String tickTime) {
+ this.tickTime = tickTime;
+ }
+
+ public String getPrice() {
+ return price;
+ }
+
+ public void setPrice(String price) {
+ this.price = price;
+ }
+
+ public String getVolume() {
+ return volume;
+ }
+
+ public void setVolume(String volume) {
+ this.volume = volume;
+ }
+
+ public String getTurnover() {
+ return turnover;
+ }
+
+ public void setTurnover(String turnover) {
+ this.turnover = turnover;
+ }
+
+ public int getTradeDirection() {
+ return tradeDirection;
+ }
+
+ public void setTradeDirection(int tradeDirection) {
+ this.tradeDirection = tradeDirection;
+ }
+ }
+
+ public int getRet() {
+ return ret;
+ }
+
+ public void setRet(int ret) {
+ this.ret = ret;
+ }
+
+ public String getMsg() {
+ return msg;
+ }
+
+ public void setMsg(String msg) {
+ this.msg = msg;
+ }
+
+ public String getTrace() {
+ return trace;
+ }
+
+ public void setTrace(String trace) {
+ this.trace = trace;
+ }
+
+ public Data getData() {
+ return data;
+ }
+
+ public void setData(Data data) {
+ this.data = data;
+ }
+}
diff --git a/trading-order-bean/src/main/java/com/yami/trading/bean/item/domain/Item.java b/trading-order-bean/src/main/java/com/yami/trading/bean/item/domain/Item.java
index b916445..1025c72 100644
--- a/trading-order-bean/src/main/java/com/yami/trading/bean/item/domain/Item.java
+++ b/trading-order-bean/src/main/java/com/yami/trading/bean/item/domain/Item.java
@@ -172,6 +172,9 @@
@ApiModelProperty("报价货币")
private String quoteCurrency;
+ @ApiModelProperty(" 昨日成交价")
+ private BigDecimal yesterdayLastPrice;
+
@ApiModelProperty("前端显示状态，1显示，0不显示")
private String showStatus;
@ApiModelProperty("交易状态，1显示，0不显示")
diff --git a/trading-order-common/src/main/java/com/yami/trading/common/util/MarketOpenChecker.java b/trading-order-common/src/main/java/com/yami/trading/common/util/MarketOpenChecker.java
index f5b87e5..db96148 100644
--- a/trading-order-common/src/main/java/com/yami/trading/common/util/MarketOpenChecker.java
+++ b/trading-order-common/src/main/java/com/yami/trading/common/util/MarketOpenChecker.java
@@ -69,7 +69,8 @@
if(stocksType.contains(closeType)){
return isMarketOpen(closeType);
}else if("forex".equalsIgnoreCase(closeType)){
- return UTCDateUtils.isOpen();
+// return UTCDateUtils.isOpen();
+ return true;
}else{
return true;
}
diff --git a/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineConstant.java b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineConstant.java
index 9bc71f1..ca9fa9c 100644
--- a/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineConstant.java
+++ b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineConstant.java
@@ -26,4 +26,5 @@
public final static String PERIOD_1WEEK = "1week";
public final static String PERIOD_QUARTER = "quarter";
public final static String PERIOD_YEAR = "year";
+ public final static String PERIOD_OTHER = "other";
}
diff --git a/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineInitServiceImpl.java b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineInitServiceImpl.java
index b34bee8..1c11e78 100644
--- a/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineInitServiceImpl.java
+++ b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineInitServiceImpl.java
@@ -71,7 +71,8 @@
if ("1".equalsIgnoreCase(bySymbol.getFake())) {
return;
}
- Map<String, List<Kline>> dailyWeekMonthHistoryMap = hobiDataService.getDailyWeekMonthHistory(symbol);
+// Map<String, List<Kline>> dailyWeekMonthHistoryMap = hobiDataService.getDailyWeekMonthHistory(symbol);
+ Map<String, List<Kline>> dailyWeekMonthHistoryMap = null;
Map<String, List<Kline>> hourlyAndMinuteHistoryMap = hobiDataService.getHourlyAndMinuteHistory(symbol);
klineService.saveInit(symbol, dailyWeekMonthHistoryMap, hourlyAndMinuteHistoryMap);
}
diff --git a/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineService.java b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineService.java
index da57181..5c909ce 100644
--- a/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineService.java
+++ b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineService.java
@@ -109,7 +109,8 @@
Kline bulidKlineQuarter(Realtime realtime, String line);
Kline bulidKlineYear(Realtime realtime, String line);
public void smoothlyKline(Kline kline, double probability);
-
+ public Kline getLast(String symbol, String line);
+ public Kline getLastTow(String symbol, String line);
void clean();
public List<Kline> calculateKline(String symbol, int seq, String period, List<Kline> klineList) ;
diff --git a/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineServiceImpl.java b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineServiceImpl.java
index 52a25de..ff74314 100644
--- a/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineServiceImpl.java
+++ b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/internal/KlineServiceImpl.java
@@ -59,16 +59,16 @@
for (int i = 0; i <= Constants.TABLE_PARTITIONS - 1; i++) {
namedParameterJdbcTemplate.update("DELETE FROM t_kline_" + i + " WHERE SYMBOL = :symbol", parameters);
}
- for (String line : dailyWeekMonthHistoryMap.keySet()) {
- List<Kline> list = dailyWeekMonthHistoryMap.get(line);
- klineDBService.saveOrUpdateBatch(list);
-
- KlineTimeObject klineTimeObject = new KlineTimeObject();
- Collections.sort(list);
- klineTimeObject.setKline(list);
- klineTimeObject.setLastTime(new Date());
- DataCache.putKline(symbol, line, klineTimeObject);
- }
+// for (String line : dailyWeekMonthHistoryMap.keySet()) {
+// List<Kline> list = dailyWeekMonthHistoryMap.get(line);
+// klineDBService.saveOrUpdateBatch(list);
+//
+// KlineTimeObject klineTimeObject = new KlineTimeObject();
+// Collections.sort(list);
+// klineTimeObject.setKline(list);
+// klineTimeObject.setLastTime(new Date());
+// DataCache.putKline(symbol, line, klineTimeObject);
+// }
for (String line : hourlyAndMinuteHistoryMap.keySet()) {
List<Kline> list = hourlyAndMinuteHistoryMap.get(line);
@@ -422,6 +422,7 @@
* @param line
* @return
*/
+ @Override
public Kline getLast(String symbol, String line) {
KlineTimeObject timeObject = DataCache.getKline(symbol, line);
List<Kline> kline = timeObject.getKline();
@@ -437,6 +438,22 @@
return latestKilne;
}
+ @Override
+ public Kline getLastTow(String symbol, String line) {
+ KlineTimeObject timeObject = DataCache.getKline(symbol, line);
+ List<Kline> kline = timeObject.getKline();
+ Item item = itemService.findBySymbol(symbol);
+ Kline latestKilne = null;
+ if (null == kline || kline.size() <= 0) {
+ if (item.getFake().equalsIgnoreCase("0")) {
+ return null;
+ }
+ } else {
+ latestKilne = kline.get(kline.size() - 2);
+ }
+ return latestKilne;
+ }
+
/**
* 构建30分钟Kline数据
*/
diff --git a/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/job/ForexGetDataJob.java b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/job/ForexGetDataJob.java
index 5cd57ac..43f73a7 100644
--- a/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/job/ForexGetDataJob.java
+++ b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/job/ForexGetDataJob.java
@@ -44,9 +44,9 @@
while (true) {
try {
// 老外汇tradeView接口
- String symbols = itemService.findByType(Item.forex)
- .stream().filter(i -> !i.getCategory().equalsIgnoreCase(Item.forex))
- .map(Item::getSymbol).collect(Collectors.joining(","));
+// String symbols = itemService.findByType(Item.forex)
+// .stream().filter(i -> !i.getCategory().equalsIgnoreCase(Item.forex))
+// .map(Item::getSymbol).collect(Collectors.joining(","));
// 新外汇
String xinLangsymbols = itemService.findByType(Item.forex)
@@ -60,7 +60,7 @@
// log.info("开市时间 {}", f.format(UTCDateUtils.getOpenTime()));
Date now = f.parse(f.format(new Date()));
if (MarketOpenChecker.isMarketOpenByItemCloseType(Item.forex)) {
- this.realtimeHandle(symbols);
+// this.realtimeHandle(symbols);
this.realtimeHandleXinLang(xinLangsymbols);
} else {
logger.debug("当前为休市时间，当前UTS标准时间：{}, 开市时间：{}, 休市时间：{}",
@@ -95,7 +95,8 @@
return;
}
List<Realtime> realtimeList = this.hobiDataService.realtimeXinLang(symbols);
- super.handleRealTimeList(realtimeList);
+ List<Realtime> realtimeList1 = this.hobiDataService.realtimeNewPrice(symbols,realtimeList);
+ super.handleRealTimeList(realtimeList1);
}
}
diff --git a/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/model/AlltickBatchKlineResult.java b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/model/AlltickBatchKlineResult.java
new file mode 100644
index 0000000..10c3929
--- /dev/null
+++ b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/model/AlltickBatchKlineResult.java
@@ -0,0 +1,11 @@
+package com.yami.trading.huobi.data.model;
+
+import lombok.Data;
+
+import java.util.List;
+@Data
+public class AlltickBatchKlineResult {
+ private String code;
+ private Integer kline_type;
+ private List<AllticktradeResult> kline_data;
+}
diff --git a/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/model/AlltickNewPriceResult.java b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/model/AlltickNewPriceResult.java
new file mode 100644
index 0000000..02cda42
--- /dev/null
+++ b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/model/AlltickNewPriceResult.java
@@ -0,0 +1,14 @@
+package com.yami.trading.huobi.data.model;
+
+import lombok.Data;
+
+@Data
+public class AlltickNewPriceResult {
+ private String code;
+ private String seq;
+ private String tickTime;
+ private String price;
+ private String volume;
+ private String turnover;
+ private int tradeDirection;
+}
diff --git a/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/model/AllticktradeResult.java b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/model/AllticktradeResult.java
new file mode 100644
index 0000000..6b9885d
--- /dev/null
+++ b/trading-order-huobi/src/main/java/com.yami.trading.huobi/data/model/AllticktradeResult.java
@@ -0,0 +1,42 @@
+package com.yami.trading.huobi.data.model;
+import lombok.Data;
+import java.math.BigDecimal;
+
+@Data
+public class AllticktradeResult {
+ private static final long serialVersionUID = -2654740103586762268L;
+
+ /**
+ * 收盘价
+ */
+ private BigDecimal close_price;
+
+ /**
+ * 开盘价
+ */
+ private BigDecimal open_price;
+
+ /**
+ * 最高价
+ */
+ private BigDecimal high_price;
+
+ /**
+ * 最低价
+ */
+ private BigDecimal low_price;
+
+ /**
+ * 时间
+ */
+ private String timestamp;
+
+ /**
+ * 成交量
+ */
+ private BigDecimal volume;
+ /**
+ * 成交金额
+ */
+ private BigDecimal turnover;
+}
diff --git a/trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/HobiDataService.java b/trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/HobiDataService.java
index 215b2cb..def1b73 100644
--- a/trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/HobiDataService.java
+++ b/trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/HobiDataService.java
@@ -19,6 +19,8 @@
public List<Realtime> realtime(String symbols);
public List<Realtime> realtimeXueQiu(String symbols);
public List<Realtime> realtimeXinLang(String symbols);
+ public List<Realtime> realtimeNewPrice(String symbols,List<Realtime> realtimes);
+
/**
* 1day 历史数据 ： 周期 1年
diff --git a/trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/constant/AllticktradeMadeOptions.java b/trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/constant/AllticktradeMadeOptions.java
new file mode 100644
index 0000000..263cdae
--- /dev/null
+++ b/trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/constant/AllticktradeMadeOptions.java
@@ -0,0 +1,54 @@
+package com.yami.trading.huobi.hobi.constant;
+
+public class AllticktradeMadeOptions {
+ /**
+ * 1分钟
+ */
+ public final static int minutePeriod = 1;
+ /**
+ * 5分钟
+ */
+ public final static int fivePeriod = 2;
+ /**
+ * 15分钟
+ */
+ public final static int fifteenPeriod = 3;
+ /**
+ * 30分钟
+ */
+ public final static int thirtyPeriod = 4;
+ /**
+ * 1小时
+ */
+ public final static int hourPeriod = 5;
+ /**
+ * 2小时
+ */
+ public final static int towHourPeriod = 6;
+ /**
+ * 4小时
+ */
+ public final static int fourHourPeriod = 7;
+ /**
+ * 1天
+ */
+ public final static int dayPeriod = 8;
+
+ /**
+ * 1周
+ */
+ public final static int weekPeriod = 9;
+
+ /**
+ * 1月
+ */
+ public final static int monthPeriod = 10;
+ /**
+ * 请求次数
+ */
+ public final static int dayKlineCountPeriod = 2;
+ /**
+ * 每次
+ */
+ public final static int dayKlineNumPeriod = 500;
+}
diff --git a/trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/http/HttpHelper.java b/trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/http/HttpHelper.java
index 921b827..0471108 100644
--- a/trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/http/HttpHelper.java
+++ b/trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/http/HttpHelper.java
@@ -41,7 +41,13 @@
import org.slf4j.LoggerFactory;
import javax.net.ssl.SSLContext;
+import java.io.BufferedReader;
import java.io.IOException;
+import java.io.InputStreamReader;
+import java.io.OutputStream;
+import java.net.HttpURLConnection;
+import java.net.URL;
+import java.nio.charset.StandardCharsets;
import java.util.*;
import java.util.regex.Matcher;
import java.util.regex.Pattern;
@@ -359,6 +365,10 @@
HttpEntity entity = response.getEntity();
return EntityUtils.toString(entity, "UTF-8");
}
+ case 603: {
+ HttpEntity entity = response.getEntity();
+ return EntityUtils.toString(entity, "UTF-8");
+ }
case 302: {
return sendGetHttp(response.getFirstHeader("location").getValue(), "");
}
@@ -423,4 +433,76 @@
}
+ public static String sendPostRequest(String targetUrl, Map<String, Object> requestData) throws IOException {
+ // 创建连接
+ URL url = new URL(targetUrl);
+ HttpURLConnection connection = (HttpURLConnection) url.openConnection();
+
+ // 设置请求方法为POST
+ connection.setRequestMethod("POST");
+
+ // 启用输入输出流
+ connection.setDoOutput(true);
+ connection.setDoInput(true);
+
+ // 设置请求头
+ connection.setRequestProperty("Content-Type", "application/json");
+
+ // 将Map转换为JSON字符串
+ String jsonInputString = convertMapToJson(requestData);
+
+ // 写入请求体
+ try (OutputStream os = connection.getOutputStream()) {
+ byte[] input = jsonInputString.getBytes(StandardCharsets.UTF_8);
+ os.write(input, 0, input.length);
+ }
+
+ // 获取响应代码
+ int responseCode = connection.getResponseCode();
+ System.out.println("Response Code: " + responseCode);
+
+ // 读取响应
+ StringBuilder response = new StringBuilder();
+ try (BufferedReader in = new BufferedReader(new InputStreamReader(connection.getInputStream()))) {
+ String inputLine;
+ while ((inputLine = in.readLine()) != null) {
+ response.append(inputLine);
+ }
+ }
+
+ // 返回响应内容
+ return response.toString();
+ }
+
+
+ public static String convertMapToJson(Map<String, Object> map) {
+ StringBuilder jsonString = new StringBuilder("{");
+
+ for (Map.Entry<String, Object> entry : map.entrySet()) {
+ if (jsonString.length() > 1) {
+ jsonString.append(",");
+ }
+ jsonString.append("\"").append(entry.getKey()).append("\":");
+
+ if (entry.getValue() instanceof Map) {
+ jsonString.append(convertMapToJson((Map<String, Object>) entry.getValue()));
+ } else if (entry.getValue() instanceof List) {
+ jsonString.append("[");
+ List<?> list = (List<?>) entry.getValue();
+ for (int i = 0; i < list.size(); i++) {
+ if (i > 0) {
+ jsonString.append(",");
+ }
+ jsonString.append(convertMapToJson((Map<String, Object>) list.get(i)));
+ }
+ jsonString.append("]");
+ } else {
+ jsonString.append("\"").append(entry.getValue()).append("\"");
+ }
+ }
+ jsonString.append("}");
+
+ return jsonString.toString();
+ }
+
}
diff --git a/trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/internal/FakeKlineInitService.java b/trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/internal/FakeKlineInitService.java
index e14d90e..739d4a2 100644
--- a/trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/internal/FakeKlineInitService.java
+++ b/trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/internal/FakeKlineInitService.java
@@ -12,14 +12,21 @@
import com.yami.trading.bean.item.domain.Item;
import com.yami.trading.huobi.data.internal.KlineConstant;
import com.yami.trading.huobi.data.internal.KlineService;
+import com.yami.trading.huobi.data.model.AllticktradeResult;
+import com.yami.trading.huobi.hobi.constant.AllticktradeMadeOptions;
+import com.yami.trading.huobi.hobi.constant.TraderMadeOptions;
import com.yami.trading.huobi.hobi.http.HttpHelper;
import com.yami.trading.service.etf.EtfMinuteKLineService;
import com.yami.trading.service.item.ItemService;
+import org.apache.http.HttpResponse;
+import org.apache.http.client.methods.HttpGet;
import org.checkerframework.checker.units.qual.K;
import org.springframework.beans.factory.annotation.Autowired;
+import org.springframework.beans.factory.annotation.Value;
import org.springframework.stereotype.Service;
import java.math.BigDecimal;
+import java.net.URLEncoder;
import java.util.*;
import java.util.stream.Collectors;
@@ -29,6 +36,9 @@
private KlineService klineService;
@Autowired
private EtfMinuteKLineService etfMinuteKLineService;
+
+ @Value("${alltick.trade-kline}")
+ private String tradeKline;
public final void saveInit(String symbol) {
Item bySymbol = itemService.findBySymbol(symbol);
@@ -46,9 +56,9 @@
kline.setPeriod(Kline.PERIOD_1MIN);
return kline;
}).collect(Collectors.toList());
- Map<String, List<Kline>> dailyWeekMonthHistoryMap = getDailyWeekMonthHistory(symbol, klineList);
+// Map<String, List<Kline>> dailyWeekMonthHistoryMap = getDailyWeekMonthHistory(symbol, klineList);
Map<String, List<Kline>> hourlyAndMinuteHistoryMap = getHourlyAndMinuteHistory(symbol, klineList);
- klineService.saveInit(symbol, dailyWeekMonthHistoryMap, hourlyAndMinuteHistoryMap);
+ klineService.saveInit(symbol, null, hourlyAndMinuteHistoryMap);
}
@Autowired
@@ -58,31 +68,115 @@
* 获取分钟数据
*/
public Map<String, List<Kline>> getHourlyAndMinuteHistory(String symbol , List<Kline> klineList) {
+// Map<String, List<Kline>> map = new HashMap<>();
+//
+// List<Kline> fourHourlyList = getTimeseriesForFourHourly(symbol, klineList);
+// map.put(KlineConstant.PERIOD_4HOUR, fourHourlyList);
+//
+// List<Kline> twoHourlyList = getTimeseriesForTwoHourly(symbol, klineList);
+// map.put(KlineConstant.PERIOD_2HOUR, twoHourlyList);
+//
+// List<Kline> oneHourlyList = getTimeseriesForOneHourly(symbol, klineList);
+// map.put(KlineConstant.PERIOD_60MIN, oneHourlyList);
+//
+// List<Kline> thirtyMinuteList = getTimeseriesThirtyMinute(symbol, klineList);
+// map.put(KlineConstant.PERIOD_30MIN, thirtyMinuteList);
+//
+// List<Kline> fifteenMinuteList = getTimeseriesFifteenMinute(symbol, klineList);
+// map.put(KlineConstant.PERIOD_15MIN, fifteenMinuteList);
+//
+// List<Kline> fiveMinuteList = getTimeseriesFiveMinute(symbol, klineList);
+// map.put(KlineConstant.PERIOD_5MIN, fiveMinuteList);
+//
+// List<Kline> oneMinuteList = klineList;
+// map.put(KlineConstant.PERIOD_1MIN, oneMinuteList);
+// return map;
Map<String, List<Kline>> map = new HashMap<>();
- List<Kline> fourHourlyList = getTimeseriesForFourHourly(symbol, klineList);
- map.put(KlineConstant.PERIOD_4HOUR, fourHourlyList);
+ List<Kline> monthList = getTimeseries(symbol,KlineConstant.PERIOD_1MON, AllticktradeMadeOptions.monthPeriod);
+ map.put(KlineConstant.PERIOD_1MON, monthList);
- List<Kline> twoHourlyList = getTimeseriesForTwoHourly(symbol, klineList);
- map.put(KlineConstant.PERIOD_2HOUR, twoHourlyList);
+ List<Kline> weekList = getTimeseries(symbol,KlineConstant.PERIOD_1WEEK,AllticktradeMadeOptions.weekPeriod);
+ map.put(KlineConstant.PERIOD_1WEEK, weekList);
- List<Kline> oneHourlyList = getTimeseriesForOneHourly(symbol, klineList);
+ List<Kline> dayList = getTimeseries(symbol,KlineConstant.PERIOD_1DAY,AllticktradeMadeOptions.dayPeriod);
+ map.put(KlineConstant.PERIOD_1DAY, dayList);
+
+ List<Kline> towHourlyList = getTimeseries(symbol,KlineConstant.PERIOD_2HOUR,AllticktradeMadeOptions.towHourPeriod);
+ map.put(KlineConstant.PERIOD_2HOUR, towHourlyList);
+
+ List<Kline> oneHourlyList = getTimeseries(symbol,KlineConstant.PERIOD_60MIN,AllticktradeMadeOptions.hourPeriod);
map.put(KlineConstant.PERIOD_60MIN, oneHourlyList);
- List<Kline> thirtyMinuteList = getTimeseriesThirtyMinute(symbol, klineList);
+ List<Kline> thirtyMinuteList = getTimeseries(symbol,KlineConstant.PERIOD_30MIN,AllticktradeMadeOptions.thirtyPeriod);
map.put(KlineConstant.PERIOD_30MIN, thirtyMinuteList);
- List<Kline> fifteenMinuteList = getTimeseriesFifteenMinute(symbol, klineList);
+ List<Kline> fifteenMinuteList = getTimeseries(symbol,KlineConstant.PERIOD_15MIN,AllticktradeMadeOptions.fifteenPeriod);
map.put(KlineConstant.PERIOD_15MIN, fifteenMinuteList);
- List<Kline> fiveMinuteList = getTimeseriesFiveMinute(symbol, klineList);
+ List<Kline> fiveMinuteList = getTimeseries(symbol,KlineConstant.PERIOD_5MIN,AllticktradeMadeOptions.fivePeriod);
map.put(KlineConstant.PERIOD_5MIN, fiveMinuteList);
- List<Kline> oneMinuteList = klineList;
+ List<Kline> oneMinuteList = getTimeseries(symbol,KlineConstant.PERIOD_1MIN,AllticktradeMadeOptions.minutePeriod);
map.put(KlineConstant.PERIOD_1MIN, oneMinuteList);
return map;
}
+ public List<Kline> getTimeseries(String symbol,String period,int periodType){
+ List<Kline> resList = new ArrayList<>();
+ // 每次只能取一个月的数据，需要遍历3个月
+ for (int i = 0; i < TraderMadeOptions.thirtyMinutePeriod; i++) {
+ String resultStr = null;
+ try {
+ resultStr = getTradeKline(symbol,periodType,AllticktradeMadeOptions.dayKlineNumPeriod);
+ } catch (Exception e) {
+ continue;
+ }
+ JSONObject resultJson = JSON.parseObject(resultStr);
+ if(null == resultJson || 200 != resultJson.getInteger("ret")){
+ }
+ JSONObject tempdata = resultJson.getJSONObject("data");
+ JSONArray dataArray = tempdata.getJSONArray("kline_list");
+ if (dataArray.size() > 0) {
+ List<AllticktradeResult> list = JSONObject.parseArray(JSONObject.toJSONString(dataArray), AllticktradeResult.class);
+ for (AllticktradeResult result : list) {
+ Kline kline = new Kline();
+ kline.setSymbol(symbol);
+ kline.setPeriod(period);
+ // 毫秒
+ kline.setTs(Long.parseLong(result.getTimestamp()));
+ kline.setOpen(result.getOpen_price());
+ kline.setClose(result.getClose_price());
+ kline.setHigh(result.getHigh_price());
+ kline.setLow(result.getLow_price());
+ kline.setVolume(result.getVolume());
+ resList.add(kline);
+ }
+ }
+ }
+ return resList;
+ }
+
+ public String getTradeKline(String symbol,int type,int num){
+ JSONObject json = new JSONObject();
+ json.put("trace", UUID.randomUUID().toString());
+ JSONObject data = new JSONObject();
+ data.put("code", symbol);
+ data.put("kline_type", type);
+ data.put("kline_timestamp_end", 0);
+ data.put("query_kline_num", num);
+ json.put("data", data);
+ try {
+ String url = tradeKline.replace("{1}", URLEncoder.encode(json.toString(), "UTF-8"));
+ HttpGet request = new HttpGet(url);
+ HttpResponse response = HttpHelper.getHttpclient().execute(request);
+ return HttpHelper.responseProc(response);
+ } catch (Exception e) {
+ System.out.println(e.getMessage());
+ }
+ return null;
+ }
+
/**
* 1day 历史数据 ： 周期 1年
diff --git a/trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/internal/HobiDataServiceImpl.java b/trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/internal/HobiDataServiceImpl.java
index 9aa50b4..be378df 100644
--- a/trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/internal/HobiDataServiceImpl.java
+++ b/trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/internal/HobiDataServiceImpl.java
@@ -4,9 +4,11 @@
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
+import com.fasterxml.jackson.databind.ObjectMapper;
import com.google.common.base.Splitter;
import com.google.common.collect.Lists;
import com.yami.trading.bean.data.domain.*;
+import com.yami.trading.bean.data.respDto.TradeTickResp;
import com.yami.trading.bean.item.domain.Item;
import com.yami.trading.common.util.Arith;
import com.yami.trading.common.util.StringUtils;
@@ -14,6 +16,7 @@
import com.yami.trading.common.util.UTCDateUtils;
import com.yami.trading.huobi.data.internal.KlineConstant;
import com.yami.trading.huobi.data.internal.KlineService;
+import com.yami.trading.huobi.data.model.AllticktradeResult;
import com.yami.trading.huobi.data.model.TimeseriesResult;
import com.yami.trading.huobi.data.websocket.model.market.MarketDepthEvent;
import com.yami.trading.huobi.data.websocket.model.market.MarketTrade;
@@ -21,17 +24,22 @@
import com.yami.trading.huobi.data.websocket.model.market.PriceLevel;
import com.yami.trading.huobi.hobi.Config;
import com.yami.trading.huobi.hobi.HobiDataService;
+import com.yami.trading.huobi.hobi.constant.AllticktradeMadeOptions;
import com.yami.trading.huobi.hobi.constant.TraderMadeOptions;
import com.yami.trading.huobi.hobi.http.HttpHelper;
import com.yami.trading.huobi.hobi.http.HttpMethodType;
import com.yami.trading.service.item.ItemService;
+import org.apache.http.HttpResponse;
+import org.apache.http.client.methods.HttpGet;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import org.springframework.beans.factory.annotation.Autowired;
+import org.springframework.beans.factory.annotation.Value;
import org.springframework.stereotype.Component;
import java.math.BigDecimal;
import java.math.RoundingMode;
+import java.net.URLEncoder;
import java.text.SimpleDateFormat;
import java.util.*;
@@ -47,6 +55,9 @@
private ItemService itemService;
@Autowired
private KlineService klineService;
+
+ @Value("${alltick.trade-kline}")
+ private String tradeKline;
/**
* 接口调用间隔（毫秒）
*/
@@ -135,7 +146,7 @@
boolean current_lock = false;
if (lock || (new Date().getTime() - last_time.getTime()) < interval) {
ThreadUtils.sleep(sleep);
- if (maximum >= 100) {
+ if (maximum >= 500) {
return list;
} else {
return this.kline(symbol, period, num, ++maximum);
@@ -603,6 +614,10 @@
public List<Realtime> realtimeXinLang(String symbols) {
return xinLangDataService.realtimeSingle(symbols);
}
+ @Override
+ public List<Realtime> realtimeNewPrice(String symbols,List<Realtime> realtimes) {
+ return xinLangDataService.realtimeNewPrice(symbols,realtimes);
+ }
/**
* 1day 历史数据 ： 周期 1年
@@ -610,69 +625,28 @@
* 请求 350次
*/
public Map<String, List<Kline>> getDailyWeekMonthHistory(String symbol) {
- if (isXueQiu(symbol)) {
- return xueQiuDataService.getDailyWeekMonthHistory(symbol);
- }else if(isXinlang(symbol)){
- return xinLangDataService.getDailyWeekMonthHistory(symbol);
-
- }
Map<String, List<Kline>> map = new HashMap<>();
SimpleDateFormat f = new SimpleDateFormat("yyyy-MM-dd");
f.setTimeZone(TimeZone.getTimeZone(UTCDateUtils.GMT_TIME_ZONE));
Date now = new Date();
// 每次只能取一年的数据，需要遍历5年
- for (int i = 0; i < TraderMadeOptions.weekAndMonthPeriod; i++) {
- String startDate = UTCDateUtils.addYear(now, -1);
- String endDate = f.format(now);
- now = UTCDateUtils.toDate(startDate, "yyyy-MM-dd");
-
- Map<String, String> param = new HashMap<>();
- param.put("currency", symbol);
- param.put("start_date", startDate);
- param.put("end_date", endDate);
- param.put("format", "records");
- param.put("api_key", TraderMadeOptions.apiKey);
- String json = null;
+ for (int i = 0; i < AllticktradeMadeOptions.dayKlineCountPeriod; i++) {
+ String resultStr = null;
try {
- json = HttpHelper.getJSONFromHttpNew(TraderMadeOptions.timeseries, param, HttpMethodType.GET);
+ resultStr = getTradeKline(symbol,AllticktradeMadeOptions.dayPeriod,AllticktradeMadeOptions.dayKlineNumPeriod);
} catch (Exception e) {
- logger.error("采集外汇k线图失败:{} ", param);
+ logger.error("采集外汇k线图失败:{} " , e);
continue;
}
-
- JSONObject resultJson = JSON.parseObject(json);
- JSONArray dataArray = resultJson.getJSONArray("quotes");
+ JSONObject resultJson = JSON.parseObject(resultStr);
+ if(200 != resultJson.getInteger("ret")){
+ logger.error("采集外汇k线图失败，返回:{} ", resultStr);
+ }
+ JSONObject tempdata = resultJson.getJSONObject("data");
+ JSONArray dataArray = tempdata.getJSONArray("kline_list");
if (dataArray.size() > 0) {
- List<TimeseriesResult> list = JSONObject.parseArray(JSONObject.toJSONString(dataArray), TimeseriesResult.class);
- Map<String, List<TimeseriesResult>> monthMap = new LinkedHashMap<>();
- Map<String, List<TimeseriesResult>> weekMap = new LinkedHashMap<>();
- for (TimeseriesResult result : list) {
- String month = result.getDate().substring(0, 7);
- if (monthMap.containsKey(month)) {
- monthMap.get(month).add(result);
- } else {
- List<TimeseriesResult> monthList = new ArrayList<>();
- monthList.add(result);
- monthMap.put(month, monthList);
- }
-
- String firstDateOfWeek = UTCDateUtils.getFirstDateOfWeek(UTCDateUtils.toDate(result.getDate(), "yyyy-MM-dd"));
- if (weekMap.containsKey(firstDateOfWeek)) {
- weekMap.get(firstDateOfWeek).add(result);
- } else {
- List<TimeseriesResult> weekList = new ArrayList<>();
- weekList.add(result);
- weekMap.put(firstDateOfWeek, weekList);
- }
- }
-
- map.put(Kline.PERIOD_1WEEK, buildOneWeekPeriod(weekMap, symbol));
- map.put(Kline.PERIOD_1MON, buildOneMonthPeriod(monthMap, symbol));
-
- // 1day历史数据 ： 周期 1年
- if (0 == i) {
- map.put(Kline.PERIOD_1DAY, buildOneDayPeriod(list, symbol));
- }
+ List<AllticktradeResult> list = JSONObject.parseArray(JSONObject.toJSONString(dataArray), AllticktradeResult.class);
+ map.put(Kline.PERIOD_1DAY, buildOneDayPeriod(list, symbol));
}
}
try {
@@ -701,59 +675,133 @@
public Map<String, List<Kline>> getHourlyAndMinuteHistory(String symbol) {
Map<String, List<Kline>> map = new HashMap<>();
- List<Kline> fourHourlyList = getTimeseriesForFourHourly(symbol);
- map.put(KlineConstant.PERIOD_4HOUR, fourHourlyList);
+ List<Kline> monthList = getTimeseries(symbol,KlineConstant.PERIOD_1MON,AllticktradeMadeOptions.monthPeriod);
+ map.put(KlineConstant.PERIOD_1MON, monthList);
- List<Kline> oneHourlyList = getTimeseriesForOneHourly(symbol);
+ List<Kline> weekList = getTimeseries(symbol,KlineConstant.PERIOD_1WEEK,AllticktradeMadeOptions.weekPeriod);
+ map.put(KlineConstant.PERIOD_1WEEK, weekList);
+
+ List<Kline> dayList = getTimeseries(symbol,KlineConstant.PERIOD_1DAY,AllticktradeMadeOptions.dayPeriod);
+ map.put(KlineConstant.PERIOD_1DAY, dayList);
+
+ List<Kline> towHourlyList = getTimeseries(symbol,KlineConstant.PERIOD_2HOUR,AllticktradeMadeOptions.towHourPeriod);
+ map.put(KlineConstant.PERIOD_2HOUR, towHourlyList);
+
+ List<Kline> oneHourlyList = getTimeseries(symbol,KlineConstant.PERIOD_60MIN,AllticktradeMadeOptions.hourPeriod);
map.put(KlineConstant.PERIOD_60MIN, oneHourlyList);
- List<Kline> twoHourlyList = getTimeseriesForTwoHourly(symbol);
- if (CollectionUtil.isEmpty(twoHourlyList)) {
- try {
- List<Kline> hourList = map.get(Kline.PERIOD_60MIN);
- if (CollectionUtil.isNotEmpty(hourList)) {
- map.put(Kline.PERIOD_2HOUR, klineService.calculateKline(symbol, 2, Kline.PERIOD_2HOUR, hourList));
- }
- } catch (Exception e) {
- logger.error("外汇计算 120mink线图失败", e);
- }
- } else {
- map.put(KlineConstant.PERIOD_2HOUR, twoHourlyList);
-
- }
-
-
- List<Kline> thirtyMinuteList = getTimeseriesThirtyMinute(symbol);
+ List<Kline> thirtyMinuteList = getTimeseries(symbol,KlineConstant.PERIOD_30MIN,AllticktradeMadeOptions.thirtyPeriod);
map.put(KlineConstant.PERIOD_30MIN, thirtyMinuteList);
- List<Kline> fifteenMinuteList = getTimeseriesFifteenMinute(symbol);
+ List<Kline> fifteenMinuteList = getTimeseries(symbol,KlineConstant.PERIOD_15MIN,AllticktradeMadeOptions.fifteenPeriod);
map.put(KlineConstant.PERIOD_15MIN, fifteenMinuteList);
- List<Kline> fiveMinuteList = getTimeseriesFiveMinute(symbol);
+ List<Kline> fiveMinuteList = getTimeseries(symbol,KlineConstant.PERIOD_5MIN,AllticktradeMadeOptions.fivePeriod);
map.put(KlineConstant.PERIOD_5MIN, fiveMinuteList);
- List<Kline> oneMinuteList = getTimeseriesOneMinute(symbol);
+ List<Kline> oneMinuteList = getTimeseries(symbol,KlineConstant.PERIOD_1MIN,AllticktradeMadeOptions.minutePeriod);
map.put(KlineConstant.PERIOD_1MIN, oneMinuteList);
+
+ //昨日收盘价
+ BigDecimal yesterdayLastPrice = realtimeSingleZdf(symbol);
+ Item item = itemService.findBySymbol(symbol);
+ item.setYesterdayLastPrice(yesterdayLastPrice);
+ itemService.updateById(item);
return map;
}
-
- public List<Kline> buildOneDayPeriod(List<TimeseriesResult> list, String currency) {
- if (isXueQiu(currency)) {
- return xueQiuDataService.buildOneDayPeriod(currency);
- }if (isXinlang(currency)) {
- return xinLangDataService.buildOneDayPeriod(currency);
+ public BigDecimal realtimeSingleZdf(String symbol){
+ //计算24小时涨跌幅
+ BigDecimal yesterdayLastPrice = BigDecimal.ZERO;
+ List<Kline> dayklines = getTimeseries(symbol,KlineConstant.PERIOD_OTHER,AllticktradeMadeOptions.dayPeriod);
+ int decimal = itemService.getDecimal(symbol);
+ long minTimestamp = Long.MAX_VALUE;
+ for (Kline kline : dayklines) {
+ long currentTimestamp = kline.getTs();
+ if (currentTimestamp < minTimestamp) {
+ minTimestamp = currentTimestamp;
+ yesterdayLastPrice = kline.getClose().setScale(decimal, RoundingMode.HALF_UP);
+ }
}
+ return yesterdayLastPrice;
+ }
+
+ public List<Kline> getTimeseries(String symbol,String period,int periodType){
List<Kline> resList = new ArrayList<>();
- for (TimeseriesResult result : list) {
+ int klineCount;
+ if (KlineConstant.PERIOD_1MIN.equals(period)) {
+// klineCount = 1440; // 当天的1分钟K线
+ klineCount = 1000;
+ } else if (KlineConstant.PERIOD_5MIN.equals(period)) {
+ klineCount = 288; // 当天的5分钟K线
+ } else if (KlineConstant.PERIOD_15MIN.equals(period)) {
+ klineCount = 192; // 2天的15分钟K线，15分钟间隔
+ } else if (KlineConstant.PERIOD_30MIN.equals(period)) {
+ klineCount = 480; // 10天的30分钟K线
+ } else if (KlineConstant.PERIOD_60MIN.equals(period)) {
+ klineCount = 720; // 1个月的60分钟K线
+ } else if (KlineConstant.PERIOD_2HOUR.equals(period)) {
+ klineCount = 12; // 2个月的120分钟K线
+ } else if (KlineConstant.PERIOD_4HOUR.equals(period)) {
+ klineCount = 540; // 3个月的4小时K线
+ } else if (KlineConstant.PERIOD_1DAY.equals(period)) {
+ klineCount = 1 * 365; // 1年的日K线，1天 * 12个月 = 540
+ } else if (KlineConstant.PERIOD_1WEEK.equals(period)) {
+ klineCount = 52 * 5; // 5年的1周K线 (1年52周，5年共260周)
+ } else if (KlineConstant.PERIOD_1MON.equals(period)) {
+ klineCount = 12 * 5; // 5年的1个月K线，12个月每年，乘以5年 = 60
+ }else{
+ klineCount = 2;
+ }
+ String resultStr = null;
+ try {
+ resultStr = getTradeKline(symbol, periodType, klineCount);
+ } catch (Exception e) {
+ logger.error("采集外汇k线图失败:{} ", e);
+ }
+
+ JSONObject resultJson = JSON.parseObject(resultStr);
+ if (null == resultJson || 200 != resultJson.getInteger("ret")) {
+ logger.error("采集外汇k线图失败，--"+period+"--返回:{} ", resultStr);
+ }
+
+ JSONObject tempdata = resultJson.getJSONObject("data");
+ JSONArray dataArray = tempdata.getJSONArray("kline_list");
+ if (dataArray.size() > 0) {
+ List<AllticktradeResult> list = JSONObject.parseArray(JSONObject.toJSONString(dataArray), AllticktradeResult.class);
+ for (AllticktradeResult result : list) {
+ Kline kline = new Kline();
+ kline.setSymbol(symbol);
+ kline.setPeriod(period);
+ // 毫秒
+ kline.setTs(Long.valueOf(result.getTimestamp() + "000"));
+ kline.setOpen(result.getOpen_price());
+ kline.setClose(result.getClose_price());
+ kline.setHigh(result.getHigh_price());
+ kline.setLow(result.getLow_price());
+ kline.setVolume(result.getVolume());
+ resList.add(kline);
+ }
+ }
+ try {
+ Thread.sleep(1000);
+ } catch (InterruptedException e) {
+ logger.error("延时中断: {}", e);
+ }
+ return resList;
+ }
+
+ public List<Kline> buildOneDayPeriod(List<AllticktradeResult> list, String currency) {
+ List<Kline> resList = new ArrayList<>();
+ for (AllticktradeResult result : list) {
Kline kline = new Kline();
kline.setSymbol(currency);
kline.setPeriod(Kline.PERIOD_1DAY);
- kline.setTs(UTCDateUtils.toDate(result.getDate(), "yyyy-MM-dd").getTime());
- kline.setOpen(result.getOpen());
- kline.setClose(result.getClose());
- kline.setHigh(result.getHigh());
- kline.setLow(result.getLow());
- kline.setVolume(BigDecimal.ZERO);
+ kline.setTs(Long.parseLong(result.getTimestamp()));
+ kline.setOpen(result.getOpen_price());
+ kline.setClose(result.getClose_price());
+ kline.setHigh(result.getHigh_price());
+ kline.setLow(result.getLow_price());
+ kline.setVolume(result.getVolume());
resList.add(kline);
}
return resList;
@@ -859,47 +907,35 @@
* 4hourly 3月
*/
public List<Kline> getTimeseriesForFourHourly(String currency) {
- if (isXueQiu(currency)) {
- return xueQiuDataService.getTimeseriesForFourHourly(currency);
- } else if (isXinlang(currency)) {
- return xinLangDataService.getTimeseriesForFourHourly(currency);
-
- }
List<Kline> resList = new ArrayList<>();
// 每次只能取一个月的数据，需要遍历3个月
- SimpleDateFormat f = new SimpleDateFormat("yyyy-MM-dd-HH:mm");
- f.setTimeZone(TimeZone.getTimeZone(UTCDateUtils.GMT_TIME_ZONE));
- // Date now = UTCDateUtils.toDate(UTCDateUtils.addHour(new Date(), -4), "yyyy-MM-dd-HH:mm");
- Date now = new Date();
for (int i = 0; i < TraderMadeOptions.fourHourlyPeriod; i++) {
- String startDate = UTCDateUtils.addDay(now, -30);
- String endDate = f.format(now);
- now = UTCDateUtils.toDate(startDate, "yyyy-MM-dd-HH:mm");
-
- Map<String, String> param = new HashMap<>();
- param.put("currency", currency);
- param.put("start_date", startDate);
- param.put("end_date", endDate);
- param.put("interval", "hourly");
- param.put("period", "4");
- param.put("format", "records");
- param.put("api_key", TraderMadeOptions.apiKey);
- String json = HttpHelper.getJSONFromHttpNew(TraderMadeOptions.timeseries, param, HttpMethodType.GET);
- JSONObject resultJson = JSON.parseObject(json);
- JSONArray dataArray = resultJson.getJSONArray("quotes");
+ String resultStr = null;
+ try {
+ resultStr = getTradeKline(currency,AllticktradeMadeOptions.fourHourPeriod,AllticktradeMadeOptions.dayKlineNumPeriod);
+ } catch (Exception e) {
+ logger.error("采集外汇k线图失败:{} ", e);
+ continue;
+ }
+ JSONObject resultJson = JSON.parseObject(resultStr);
+ if(null == resultJson || 200 != resultJson.getInteger("ret")){
+ logger.error("采集外汇k线图失败，返回:{} ", resultStr);
+ }
+ JSONObject tempdata = resultJson.getJSONObject("data");
+ JSONArray dataArray = tempdata.getJSONArray("kline_list");
if (dataArray.size() > 0) {
- List<TimeseriesResult> list = JSONObject.parseArray(JSONObject.toJSONString(dataArray), TimeseriesResult.class);
- for (TimeseriesResult result : list) {
+ List<AllticktradeResult> list = JSONObject.parseArray(JSONObject.toJSONString(dataArray), AllticktradeResult.class);
+ for (AllticktradeResult result : list) {
Kline kline = new Kline();
kline.setSymbol(currency);
kline.setPeriod(Kline.PERIOD_4HOUR);
// 毫秒
- kline.setTs(UTCDateUtils.toDate(result.getDate(), "yyyy-MM-dd HH:mm").getTime());
- kline.setOpen(result.getOpen());
- kline.setClose(result.getClose());
- kline.setHigh(result.getHigh());
- kline.setLow(result.getLow());
- kline.setVolume(BigDecimal.ZERO);
+ kline.setTs(Long.parseLong(result.getTimestamp()));
+ kline.setOpen(result.getOpen_price());
+ kline.setClose(result.getClose_price());
+ kline.setHigh(result.getHigh_price());
+ kline.setLow(result.getLow_price());
+ kline.setVolume(result.getVolume());
resList.add(kline);
}
}
@@ -912,44 +948,32 @@
* 1hourly 1月
*/
public List<Kline> getTimeseriesForOneHourly(String currency) {
- if (isXueQiu(currency)) {
- return xueQiuDataService.getTimeseriesForOneHourly(currency);
- }
- if (isXinlang(currency)) {
- return xinLangDataService.getTimeseriesForOneHourly(currency);
- }
List<Kline> resList = new ArrayList<>();
- SimpleDateFormat f = new SimpleDateFormat("yyyy-MM-dd-HH:mm");
- f.setTimeZone(TimeZone.getTimeZone(UTCDateUtils.GMT_TIME_ZONE));
- // Date now = UTCDateUtils.toDate(UTCDateUtils.addHour(new Date(), -1), "yyyy-MM-dd-HH:mm");
- Date now = new Date();
- String startDate = UTCDateUtils.addDay(now, -30);
- String endDate = f.format(now);
-
- Map<String, String> param = new HashMap<>();
- param.put("currency", currency);
- param.put("start_date", startDate);
- param.put("end_date", endDate);
- param.put("interval", "hourly");
- param.put("period", "1");
- param.put("format", "records");
- param.put("api_key", TraderMadeOptions.apiKey);
- String json = HttpHelper.getJSONFromHttpNew(TraderMadeOptions.timeseries, param, HttpMethodType.GET);
- JSONObject resultJson = JSON.parseObject(json);
- JSONArray dataArray = resultJson.getJSONArray("quotes");
+ String resultStr = null;
+ try {
+ resultStr = getTradeKline(currency,AllticktradeMadeOptions.hourPeriod,AllticktradeMadeOptions.dayKlineNumPeriod);
+ } catch (Exception e) {
+ logger.error("采集外汇k线图失败:{} ", e);
+ }
+ JSONObject resultJson = JSON.parseObject(resultStr);
+ if(null == resultJson || 200 != resultJson.getInteger("ret")){
+ logger.error("采集外汇k线图失败，返回:{} ", resultStr);
+ }
+ JSONObject tempdata = resultJson.getJSONObject("data");
+ JSONArray dataArray = tempdata.getJSONArray("kline_list");
if (dataArray.size() > 0) {
- List<TimeseriesResult> list = JSONObject.parseArray(JSONObject.toJSONString(dataArray), TimeseriesResult.class);
- for (TimeseriesResult result : list) {
+ List<AllticktradeResult> list = JSONObject.parseArray(JSONObject.toJSONString(dataArray), AllticktradeResult.class);
+ for (AllticktradeResult result : list) {
Kline kline = new Kline();
kline.setSymbol(currency);
kline.setPeriod(Kline.PERIOD_60MIN);
// 毫秒
- kline.setTs(UTCDateUtils.toDate(result.getDate(), "yyyy-MM-dd HH:mm").getTime());
- kline.setOpen(result.getOpen());
- kline.setClose(result.getClose());
- kline.setHigh(result.getHigh());
- kline.setLow(result.getLow());
- kline.setVolume(BigDecimal.ZERO);
+ kline.setTs(Long.parseLong(result.getTimestamp()));
+ kline.setOpen(result.getOpen_price());
+ kline.setClose(result.getClose_price());
+ kline.setHigh(result.getHigh_price());
+ kline.setLow(result.getLow_price());
+ kline.setVolume(result.getVolume());
resList.add(kline);
}
}
@@ -958,13 +982,38 @@
@Override
public List<Kline> getTimeseriesForTwoHourly(String currency) {
- if (isXueQiu(currency)) {
- return xueQiuDataService.getTimeseriesForTwoHourly(currency);
+ List<Kline> resList = new ArrayList<>();
+ String resultStr = null;
+ for (int i = 0; i < TraderMadeOptions.fifteenMinutePeriod; i++) {
+ try {
+ resultStr = getTradeKline(currency, AllticktradeMadeOptions.towHourPeriod, AllticktradeMadeOptions.dayKlineNumPeriod);
+ } catch (Exception e) {
+ logger.error("采集外汇k线图失败:{} ", e);
+ }
+ JSONObject resultJson = JSON.parseObject(resultStr);
+ if (null == resultJson || 200 != resultJson.getInteger("ret")) {
+ logger.error("采集外汇k线图失败，返回:{} ", resultStr);
+ }
+ JSONObject tempdata = resultJson.getJSONObject("data");
+ JSONArray dataArray = tempdata.getJSONArray("kline_list");
+ if (dataArray.size() > 0) {
+ List<AllticktradeResult> list = JSONObject.parseArray(JSONObject.toJSONString(dataArray), AllticktradeResult.class);
+ for (AllticktradeResult result : list) {
+ Kline kline = new Kline();
+ kline.setSymbol(currency);
+ kline.setPeriod(Kline.PERIOD_2HOUR);
+ // 毫秒
+ kline.setTs(Long.parseLong(result.getTimestamp()));
+ kline.setOpen(result.getOpen_price());
+ kline.setClose(result.getClose_price());
+ kline.setHigh(result.getHigh_price());
+ kline.setLow(result.getLow_price());
+ kline.setVolume(result.getVolume());
+ resList.add(kline);
+ }
+ }
}
- if (isXinlang(currency)) {
- return xinLangDataService.getTimeseriesForTwoHourly(currency);
- }
- return Lists.newArrayList();
+ return resList;
}
/**
@@ -975,44 +1024,35 @@
* 1minute 1天
*/
public List<Kline> getTimeseriesOneMinute(String currency) {
- if (isXueQiu(currency)) {
- return xueQiuDataService.getTimeseriesOneMinute(currency);
- }
- if (isXinlang(currency)) {
- return xinLangDataService.getTimeseriesOneMinute(currency);
- }
List<Kline> resList = new ArrayList<>();
- SimpleDateFormat f = new SimpleDateFormat("yyyy-MM-dd-HH:mm");
- f.setTimeZone(TimeZone.getTimeZone(UTCDateUtils.GMT_TIME_ZONE));
- Date now = new Date();
- String startDate = UTCDateUtils.addDay(now, -1);
- String endDate = f.format(now);
-
- Map<String, String> param = new HashMap<>();
- param.put("currency", currency);
- param.put("start_date", startDate);
- param.put("end_date", endDate);
- param.put("interval", "minute");
- param.put("period", "1");
- param.put("format", "records");
- param.put("api_key", TraderMadeOptions.apiKey);
- String json = HttpHelper.getJSONFromHttpNew(TraderMadeOptions.timeseries, param, HttpMethodType.GET);
- JSONObject resultJson = JSON.parseObject(json);
- JSONArray dataArray = resultJson.getJSONArray("quotes");
- if (dataArray.size() > 0) {
- List<TimeseriesResult> list = JSONObject.parseArray(JSONObject.toJSONString(dataArray), TimeseriesResult.class);
- for (TimeseriesResult result : list) {
- Kline kline = new Kline();
- kline.setSymbol(currency);
- kline.setPeriod(Kline.PERIOD_1MIN);
- // 毫秒
- kline.setTs(UTCDateUtils.toDate(result.getDate(), "yyyy-MM-dd HH:mm").getTime());
- kline.setOpen(result.getOpen());
- kline.setClose(result.getClose());
- kline.setHigh(result.getHigh());
- kline.setLow(result.getLow());
- kline.setVolume(BigDecimal.ZERO);
- resList.add(kline);
+ String resultStr = null;
+ for (int i = 0; i < TraderMadeOptions.fifteenMinutePeriod; i++) {
+ try {
+ resultStr = getTradeKline(currency, AllticktradeMadeOptions.minutePeriod, AllticktradeMadeOptions.dayKlineNumPeriod);
+ } catch (Exception e) {
+ logger.error("采集外汇k线图失败:{} ", e);
+ }
+ JSONObject resultJson = JSON.parseObject(resultStr);
+ if (null == resultJson || 200 != resultJson.getInteger("ret")) {
+ logger.error("采集外汇k线图失败，返回:{} ", resultStr);
+ }
+ JSONObject tempdata = resultJson.getJSONObject("data");
+ JSONArray dataArray = tempdata.getJSONArray("kline_list");
+ if (dataArray.size() > 0) {
+ List<AllticktradeResult> list = JSONObject.parseArray(JSONObject.toJSONString(dataArray), AllticktradeResult.class);
+ for (AllticktradeResult result : list) {
+ Kline kline = new Kline();
+ kline.setSymbol(currency);
+ kline.setPeriod(Kline.PERIOD_1MIN);
+ // 毫秒
+ kline.setTs(Long.parseLong(result.getTimestamp()));
+ kline.setOpen(result.getOpen_price());
+ kline.setClose(result.getClose_price());
+ kline.setHigh(result.getHigh_price());
+ kline.setLow(result.getLow_price());
+ kline.setVolume(result.getVolume());
+ resList.add(kline);
+ }
}
}
return resList;
@@ -1026,44 +1066,35 @@
* 1minute 1天
*/
public List<Kline> getTimeseriesFiveMinute(String currency) {
- if (isXueQiu(currency)) {
- return xueQiuDataService.getTimeseriesFiveMinute(currency);
- }
- if (isXinlang(currency)) {
- return xinLangDataService.getTimeseriesFiveMinute(currency);
- }
List<Kline> resList = new ArrayList<>();
- SimpleDateFormat f = new SimpleDateFormat("yyyy-MM-dd-HH:mm");
- f.setTimeZone(TimeZone.getTimeZone(UTCDateUtils.GMT_TIME_ZONE));
- Date now = new Date();
- String startDate = UTCDateUtils.addDay(now, -2);
- String endDate = f.format(now);
-
- Map<String, String> param = new HashMap<>();
- param.put("currency", currency);
- param.put("start_date", startDate);
- param.put("end_date", endDate);
- param.put("interval", "minute");
- param.put("period", "5");
- param.put("format", "records");
- param.put("api_key", TraderMadeOptions.apiKey);
- String json = HttpHelper.getJSONFromHttpNew(TraderMadeOptions.timeseries, param, HttpMethodType.GET);
- JSONObject resultJson = JSON.parseObject(json);
- JSONArray dataArray = resultJson.getJSONArray("quotes");
- if (dataArray.size() > 0) {
- List<TimeseriesResult> list = JSONObject.parseArray(JSONObject.toJSONString(dataArray), TimeseriesResult.class);
- for (TimeseriesResult result : list) {
- Kline kline = new Kline();
- kline.setSymbol(currency);
- kline.setPeriod(Kline.PERIOD_5MIN);
- // 毫秒
- kline.setTs(UTCDateUtils.toDate(result.getDate(), "yyyy-MM-dd HH:mm").getTime());
- kline.setOpen(result.getOpen());
- kline.setClose(result.getClose());
- kline.setHigh(result.getHigh());
- kline.setLow(result.getLow());
- kline.setVolume(BigDecimal.ZERO);
- resList.add(kline);
+ String resultStr = null;
+ for (int i = 0; i < TraderMadeOptions.fifteenMinutePeriod; i++) {
+ try {
+ resultStr = getTradeKline(currency, AllticktradeMadeOptions.fivePeriod, AllticktradeMadeOptions.dayKlineNumPeriod);
+ } catch (Exception e) {
+ logger.error("采集外汇k线图失败:{} ", e);
+ }
+ JSONObject resultJson = JSON.parseObject(resultStr);
+ if (null == resultJson || 200 != resultJson.getInteger("ret")) {
+ logger.error("采集外汇k线图失败，返回:{} ", resultStr);
+ }
+ JSONObject tempdata = resultJson.getJSONObject("data");
+ JSONArray dataArray = tempdata.getJSONArray("kline_list");
+ if (dataArray.size() > 0) {
+ List<AllticktradeResult> list = JSONObject.parseArray(JSONObject.toJSONString(dataArray), AllticktradeResult.class);
+ for (AllticktradeResult result : list) {
+ Kline kline = new Kline();
+ kline.setSymbol(currency);
+ kline.setPeriod(Kline.PERIOD_5MIN);
+ // 毫秒
+ kline.setTs(Long.parseLong(result.getTimestamp()));
+ kline.setOpen(result.getOpen_price());
+ kline.setClose(result.getClose_price());
+ kline.setHigh(result.getHigh_price());
+ kline.setLow(result.getLow_price());
+ kline.setVolume(result.getVolume());
+ resList.add(kline);
+ }
}
}
return resList;
@@ -1077,44 +1108,33 @@
* 1minute 1天
*/
public List<Kline> getTimeseriesFifteenMinute(String currency) {
- if (isXueQiu(currency)) {
- return xueQiuDataService.getTimeseriesFifteenMinute(currency);
- }
- if (isXinlang(currency)) {
- return xinLangDataService.getTimeseriesFifteenMinute(currency);
- }
List<Kline> resList = new ArrayList<>();
- SimpleDateFormat f = new SimpleDateFormat("yyyy-MM-dd-HH:mm");
- f.setTimeZone(TimeZone.getTimeZone(UTCDateUtils.GMT_TIME_ZONE));
- Date now = new Date();
+ String resultStr = null;
for (int i = 0; i < TraderMadeOptions.fifteenMinutePeriod; i++) {
- String startDate = UTCDateUtils.addDay(now, -2);
- String endDate = f.format(now);
- now = UTCDateUtils.toDate(startDate, "yyyy-MM-dd-HH:mm");
- Map<String, String> param = new HashMap<>();
- param.put("currency", currency);
- param.put("start_date", startDate);
- param.put("end_date", endDate);
- param.put("interval", "minute");
- param.put("period", "15");
- param.put("format", "records");
- param.put("api_key", TraderMadeOptions.apiKey);
- String json = HttpHelper.getJSONFromHttpNew(TraderMadeOptions.timeseries, param, HttpMethodType.GET);
- JSONObject resultJson = JSON.parseObject(json);
- JSONArray dataArray = resultJson.getJSONArray("quotes");
+ try {
+ resultStr = getTradeKline(currency, AllticktradeMadeOptions.fifteenPeriod, AllticktradeMadeOptions.dayKlineNumPeriod);
+ } catch (Exception e) {
+ logger.error("采集外汇k线图失败:{} ", e);
+ }
+ JSONObject resultJson = JSON.parseObject(resultStr);
+ if (null == resultJson || 200 != resultJson.getInteger("ret")) {
+ logger.error("采集外汇k线图失败，返回:{} ", resultStr);
+ }
+ JSONObject tempdata = resultJson.getJSONObject("data");
+ JSONArray dataArray = tempdata.getJSONArray("kline_list");
if (dataArray.size() > 0) {
- List<TimeseriesResult> list = JSONObject.parseArray(JSONObject.toJSONString(dataArray), TimeseriesResult.class);
- for (TimeseriesResult result : list) {
+ List<AllticktradeResult> list = JSONObject.parseArray(JSONObject.toJSONString(dataArray), AllticktradeResult.class);
+ for (AllticktradeResult result : list) {
Kline kline = new Kline();
kline.setSymbol(currency);
kline.setPeriod(Kline.PERIOD_15MIN);
// 毫秒
- kline.setTs(UTCDateUtils.toDate(result.getDate(), "yyyy-MM-dd HH:mm").getTime());
- kline.setOpen(result.getOpen());
- kline.setClose(result.getClose());
- kline.setHigh(result.getHigh());
- kline.setLow(result.getLow());
- kline.setVolume(BigDecimal.ZERO);
+ kline.setTs(Long.parseLong(result.getTimestamp()));
+ kline.setOpen(result.getOpen_price());
+ kline.setClose(result.getClose_price());
+ kline.setHigh(result.getHigh_price());
+ kline.setLow(result.getLow_price());
+ kline.setVolume(result.getVolume());
resList.add(kline);
}
}
@@ -1130,48 +1150,57 @@
* 1minute 1天
*/
public List<Kline> getTimeseriesThirtyMinute(String currency) {
- if (isXueQiu(currency)) {
- return xueQiuDataService.getTimeseriesThirtyMinute(currency);
- }
- if (isXinlang(currency)) {
- return xinLangDataService.getTimeseriesThirtyMinute(currency);
- }
List<Kline> resList = new ArrayList<>();
- SimpleDateFormat f = new SimpleDateFormat("yyyy-MM-dd-HH:mm");
- f.setTimeZone(TimeZone.getTimeZone(UTCDateUtils.GMT_TIME_ZONE));
- Date now = new Date();
+ String resultStr = null;
for (int i = 0; i < TraderMadeOptions.thirtyMinutePeriod; i++) {
- String startDate = UTCDateUtils.addDay(now, -2);
- String endDate = f.format(now);
- now = UTCDateUtils.toDate(startDate, "yyyy-MM-dd-HH:mm");
- Map<String, String> param = new HashMap<>();
- param.put("currency", currency);
- param.put("start_date", startDate);
- param.put("end_date", endDate);
- param.put("interval", "minute");
- param.put("period", "15");
- param.put("format", "records");
- param.put("api_key", TraderMadeOptions.apiKey);
- String json = HttpHelper.getJSONFromHttpNew(TraderMadeOptions.timeseries, param, HttpMethodType.GET);
- JSONObject resultJson = JSON.parseObject(json);
- JSONArray dataArray = resultJson.getJSONArray("quotes");
+ try {
+ resultStr = getTradeKline(currency,AllticktradeMadeOptions.thirtyPeriod,AllticktradeMadeOptions.dayKlineNumPeriod);
+ } catch (Exception e) {
+ logger.error("采集外汇k线图失败:{} ", e);
+ }
+ JSONObject resultJson = JSON.parseObject(resultStr);
+ if(null == resultJson || 200 != resultJson.getInteger("ret")){
+ logger.error("采集外汇k线图失败，返回:{} ", resultStr);
+ }
+ JSONObject tempdata = resultJson.getJSONObject("data");
+ JSONArray dataArray = tempdata.getJSONArray("kline_list");
if (dataArray.size() > 0) {
- List<TimeseriesResult> list = JSONObject.parseArray(JSONObject.toJSONString(dataArray), TimeseriesResult.class);
- for (TimeseriesResult result : list) {
+ List<AllticktradeResult> list = JSONObject.parseArray(JSONObject.toJSONString(dataArray), AllticktradeResult.class);
+ for (AllticktradeResult result : list) {
Kline kline = new Kline();
kline.setSymbol(currency);
kline.setPeriod(Kline.PERIOD_30MIN);
// 毫秒
- kline.setTs(UTCDateUtils.toDate(result.getDate(), "yyyy-MM-dd HH:mm").getTime());
- kline.setOpen(result.getOpen());
- kline.setClose(result.getClose());
- kline.setHigh(result.getHigh());
- kline.setLow(result.getLow());
- kline.setVolume(BigDecimal.ZERO);
+ kline.setTs(Long.parseLong(result.getTimestamp()));
+ kline.setOpen(result.getOpen_price());
+ kline.setClose(result.getClose_price());
+ kline.setHigh(result.getHigh_price());
+ kline.setLow(result.getLow_price());
+ kline.setVolume(result.getVolume());
resList.add(kline);
}
}
}
return resList;
}
+
+ public String getTradeKline(String symbol,int type,int num){
+ JSONObject json = new JSONObject();
+ json.put("trace", UUID.randomUUID().toString());
+ JSONObject data = new JSONObject();
+ data.put("code", symbol);
+ data.put("kline_type", type);
+ data.put("kline_timestamp_end", 0);
+ data.put("query_kline_num", num);
+ json.put("data", data);
+ try {
+ String url = tradeKline.replace("{1}", URLEncoder.encode(json.toString(), "UTF-8"));
+ HttpGet request = new HttpGet(url);
+ HttpResponse response = HttpHelper.getHttpclient().execute(request);
+ return HttpHelper.responseProc(response);
+ } catch (Exception e) {
+ logger.error("采集外汇k线图失败:{} ", e);
+ }
+ return null;
+ }
}
diff --git a/trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/internal/XinLangDataServiceImpl.java b/trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/internal/XinLangDataServiceImpl.java
index a6e9c70..12918b0 100644
--- a/trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/internal/XinLangDataServiceImpl.java
+++ b/trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/internal/XinLangDataServiceImpl.java
@@ -4,16 +4,22 @@
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
+import com.fasterxml.jackson.databind.ObjectMapper;
import com.google.common.base.Splitter;
import com.google.common.collect.Lists;
import com.yami.trading.bean.cms.Infomation;
import com.yami.trading.bean.data.domain.*;
+import com.yami.trading.bean.data.respDto.TradeTickResp;
import com.yami.trading.common.util.RedisUtil;
import com.yami.trading.common.util.StringUtils;
+import com.yami.trading.common.util.UTCDateUtils;
import com.yami.trading.huobi.data.DataCache;
import com.yami.trading.huobi.data.internal.DepthTimeObject;
import com.yami.trading.huobi.data.internal.KlineService;
import com.yami.trading.huobi.data.internal.TradeTimeObject;
+import com.yami.trading.huobi.data.model.AlltickBatchKlineResult;
+import com.yami.trading.huobi.data.model.AlltickNewPriceResult;
+import com.yami.trading.huobi.data.model.AllticktradeResult;
import com.yami.trading.huobi.hobi.http.HttpHelper;
import com.yami.trading.huobi.hobi.http.HttpMethodType;
import com.yami.trading.service.cms.InfomationService;
@@ -24,15 +30,14 @@
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import org.springframework.beans.factory.annotation.Autowired;
+import org.springframework.beans.factory.annotation.Value;
import org.springframework.stereotype.Component;
import java.math.BigDecimal;
import java.math.RoundingMode;
+import java.net.URLEncoder;
import java.text.SimpleDateFormat;
-import java.time.LocalDate;
-import java.time.Month;
-import java.time.ZoneId;
-import java.time.ZonedDateTime;
+import java.time.*;
import java.time.format.DateTimeFormatter;
import java.util.*;
import java.util.regex.Matcher;
@@ -55,6 +60,7 @@
*/
// public final static String live = "https://hq.sinajs.cn/rn={1}list={2}";//todo 要调整
public final static String live = "https://hq.sinajs.cn/etag.php?_={1}&list={2}";//todo 要调整
+ public final static String live_tick = "https://quote.alltick.io/quote-b-api/kline?token={1}&query={2}";
private static Logger logger = LoggerFactory.getLogger(XinLangDataServiceImpl.class);
@@ -64,10 +70,15 @@
@Autowired
private ItemService itemService;
+ @Value("${alltick.trade-tick}")
+ private String tradeTick;
+ @Value("${alltick.batch-kline}")
+ private String batchKline;
+
public static void main(String[] args) {
XinLangDataServiceImpl service = new XinLangDataServiceImpl();
- List<Realtime> usdsgd = service.realtimeSingle("USDSGD");
+ List<Realtime> usdsgd = service.realtimeSingle("USDJPY");
for (Realtime re : usdsgd) {
System.out.println(JSONObject.toJSONString(re));
}
@@ -76,8 +87,57 @@
// List<Kline> eurusd = service.getTimeseriesByPeriodOneDay("EURUSD");
// System.out.println(JSONObject.toJSONString(eurusd));
}
+ public Map<String, Object> createRequest(List<String> strings) {
+ Map<String, Object> requestData = new HashMap<>();
+ Map<String, Object> data = new HashMap<>();
+ List<Map<String, Object>> dataList = new ArrayList<>();
+ for (String symbolCode : strings) {
+ for (int i = 1; i <= 3; i++) {
+ Map<String, Object> dataItem = new HashMap<>();
+ dataItem.put("code", symbolCode);
+ dataItem.put("kline_type", i);
+ dataItem.put("kline_timestamp_end", 0);
+ dataItem.put("query_kline_num", 1);
+ dataList.add(dataItem);
+ }
+ }
+ data.put("data_list", dataList);
+ requestData.put("trace", UUID.randomUUID().toString());
+ requestData.put("data", data);
+ return requestData;
+ }
+ public Map<String, Object> createRequestTick(List<String> strings) {
+ // 创建 JSON 对象
+ JSONObject response = new JSONObject();
+ response.put("trace", UUID.randomUUID().toString());
+ // 创建数据部分
+ JSONObject dataObject = new JSONObject();
+ JSONArray symbolList = new JSONArray();
+ // 构造符号列表
+ for (String code : strings) {
+ JSONObject symbol = new JSONObject();
+ symbol.put("code", code);
+ symbolList.add(symbol);
+ }
+
+ dataObject.put("symbol_list", symbolList);
+ response.put("data", dataObject);
+ return response;
+ }
+
+ public Map<String, Object> createRequestZdf(String symbolCode) {
+ JSONObject json = new JSONObject();
+ json.put("trace", UUID.randomUUID().toString());
+ JSONObject data = new JSONObject();
+ data.put("code", symbolCode);
+ data.put("kline_type", 8);
+ data.put("kline_timestamp_end", 0);
+ data.put("query_kline_num", 2);
+ json.put("data", data);
+ return json;
+ }
/**
* 获取原始的K线图数据
*
@@ -92,49 +152,80 @@
return HttpHelper.sendGetHttp(url, null, cookie);
}
+ public List<Realtime> realtimeNewPrice(String symbols,List<Realtime> realtimes) {
+ //获取最新价
+ try{
+ List<String> strings = Arrays.asList(symbols.split(","));
+ Map<String, Object> requestDataTick = createRequestTick(strings);
+ String url = tradeTick.replace("{1}", URLEncoder.encode(requestDataTick.toString(), "UTF-8"));
+ HttpGet request = new HttpGet(url);
+ HttpResponse response = HttpHelper.getHttpclient().execute(request);
+ String resultTickStr = HttpHelper.responseProc(response);
+ JSONObject resultJsonTick = JSON.parseObject(resultTickStr);
+ if(null == resultJsonTick || 200 != resultJsonTick.getInteger("ret")){
+ logger.error("数据，返回:{} ", resultJsonTick);
+ }
+
+ JSONObject tempdataTick = resultJsonTick.getJSONObject("data");
+ JSONArray dataArrayTick = tempdataTick.getJSONArray("tick_list");
+ if (dataArrayTick.size() > 0) {
+ List<AlltickNewPriceResult> alltickNewPriceResults = JSONObject.parseArray(JSONObject.toJSONString(dataArrayTick), AlltickNewPriceResult.class);
+ for (AlltickNewPriceResult tickNewPrice : alltickNewPriceResults) {
+ for (Realtime realtime : realtimes){
+ if(tickNewPrice.getCode().equals(realtime.getName())){
+ realtime.setCloseOld(realtime.getClose());
+ realtime.setClose(new BigDecimal(tickNewPrice.getPrice()));
+ realtime.setVolume(new BigDecimal(tickNewPrice.getVolume()));
+ }
+ }
+ }
+ }
+ } catch (Exception e){
+ logger.error("error", e);
+ }
+ for (Realtime realtime : realtimes) {
+ if(realtime.getName().equals("USDSGD")){
+ System.out.println("USDSGD实时价格数据替换前=="+realtime.getCloseOld());
+ System.out.println("USDSGD实时价格数据替换后=="+realtime.getClose());
+ }
+ }
+ return realtimes;
+ }
public List<Realtime> realtimeSingle(String symbols) {
List<Realtime> list = new ArrayList<Realtime>();
try {
List<String> strings = Arrays.asList(symbols.split(","));
- for (String symbol: strings) {
- String url = live.replace("{1}",System.currentTimeMillis()+"").replace("{2}", "fx_s"+symbol.toLowerCase());
- HttpGet request = new HttpGet(url);
- request.addHeader("Referer","https://finance.sina.com.cn");
- request.setHeader("User-Agent", "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/100.0.4896.60 Safari/537.36");
- HttpResponse response = HttpHelper.getHttpclient().execute(request);
- String result = HttpHelper.responseProc(response);
- int firstQuoteIndex = result.indexOf("\"");
- int secondQuoteIndex = result.indexOf("\"", firstQuoteIndex + 1);
- String extractedString = result.substring(firstQuoteIndex + 1, secondQuoteIndex);
- if(extractedString.split(",").length != 18){
- return list;
+ Map<String, Object> requestData = createRequest(strings);
+ String resultStr = HttpHelper.sendPostRequest(batchKline,requestData);
+ JSONObject resultJson = JSON.parseObject(resultStr);
+ if(null == resultJson || 200 != resultJson.getInteger("ret")){
+ logger.error("数据，返回:{} ", resultJson);
+ }
+ JSONObject tempdata = resultJson.getJSONObject("data");
+ JSONArray dataArray = tempdata.getJSONArray("kline_list");
+ if (dataArray.size() > 0) {
+ List<AlltickBatchKlineResult> batchKlines = JSONObject.parseArray(JSONObject.toJSONString(dataArray), AlltickBatchKlineResult.class);
+ for (AlltickBatchKlineResult batchKline : batchKlines) {
+ for (AllticktradeResult result : batchKline.getKline_data()){
+ Realtime realtime = new Realtime();
+ int decimal = itemService.getDecimal(batchKline.getCode());
+ realtime.setSymbol(batchKline.getCode());
+ realtime.setTs(Long.parseLong(result.getTimestamp()));
+ realtime.setName(batchKline.getCode());
+ realtime.setOpen(result.getOpen_price().setScale(decimal, RoundingMode.HALF_UP));
+ realtime.setHigh(result.getHigh_price().setScale(decimal, RoundingMode.HALF_UP));
+ realtime.setLow(result.getLow_price().setScale(decimal, RoundingMode.HALF_UP));
+ realtime.setClose(result.getClose_price().setScale(decimal, RoundingMode.HALF_UP));
+ realtime.setMarketCapital(0L);
+ realtime.setFloatMarketCapital(0L);
+ realtime.setPeForecast(BigDecimal.ZERO);
+ realtime.setVolumeRatio(BigDecimal.ZERO);
+ realtime.setTurnoverRate(BigDecimal.ZERO);
+ realtime.setAmount(result.getVolume());
+ realtime.setVolume(result.getTurnover());
+ list.add(realtime);
+ }
}
- String[] split = extractedString.split(",");
- SimpleDateFormat sdf = new SimpleDateFormat("yyyy-MM-dd HH:mm:ss");
- Date date = sdf.parse(split[17]+" " +split[0]);
- long timestamp = date.getTime();
- Realtime realtime = new Realtime();
- int decimal = itemService.getDecimal(symbol);
- realtime.setSymbol(symbol);
- realtime.setTs(timestamp);
- realtime.setName(symbol);
- realtime.setOpen(BigDecimal.valueOf(Double.parseDouble(split[5])).setScale(decimal, RoundingMode.HALF_UP));
- realtime.setHigh(BigDecimal.valueOf(Double.parseDouble(split[6])).setScale(decimal, RoundingMode.HALF_UP));
- realtime.setLow(BigDecimal.valueOf(Double.parseDouble(split[7])).setScale(decimal, RoundingMode.HALF_UP));
- if(StringUtils.isNotEmpty(split[1])){
- realtime.setClose(BigDecimal.valueOf(Double.parseDouble(split[1])).setScale(decimal, RoundingMode.HALF_UP));
- }else{
- realtime.setClose(BigDecimal.valueOf(Double.parseDouble(split[7])).setScale(decimal, RoundingMode.HALF_UP));
- }
- realtime.setMarketCapital(0L);
- realtime.setFloatMarketCapital(0L);
- realtime.setPeForecast(BigDecimal.ZERO);
- realtime.setVolumeRatio(BigDecimal.ZERO);
- realtime.setTurnoverRate(BigDecimal.ZERO);
-
- realtime.setAmount(BigDecimal.ZERO);
- realtime.setVolume(BigDecimal.ZERO);
- list.add(realtime);
}
} catch (Exception e) {
logger.error("error", e);
--
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