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/internal/HobiDataServiceImpl.java | 623 +++++++++++++++++++++++++++++---------------------------
1 files changed, 326 insertions(+), 297 deletions(-)
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;
+ }
}
--
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