feat(activity-ws): 同时监听 trades 和 orders_matched,添加 txHash 去重

- 订阅消息同时包含 trades 和 orders_matched 两种类型
- 添加 processedTxHashes Cache (LRU 100 条,10 分钟过期)
- 防止同一交易被重复处理
- 新增 duplicateTxHashMessages 统计指标
- 更新日志信息,明确标注监听范围
This commit is contained in:
WrBug
2026-01-15 04:13:27 +08:00
parent 5f44a0ca20
commit 81a620af12
@@ -1,5 +1,7 @@
package com.wrbug.polymarketbot.service.copytrading.monitor
import com.github.benmanes.caffeine.cache.Cache
import com.github.benmanes.caffeine.cache.Caffeine
import com.wrbug.polymarketbot.api.TradeResponse
import com.wrbug.polymarketbot.dto.ActivityTradeMessage
import com.wrbug.polymarketbot.dto.ActivityTradePayload
@@ -15,10 +17,11 @@ import org.slf4j.LoggerFactory
import org.springframework.stereotype.Service
import java.math.BigDecimal
import java.util.concurrent.ConcurrentHashMap
import java.util.concurrent.TimeUnit
/**
* Polymarket Activity WebSocket 监听服务
* 通过订阅全局 activity 交易流,客户端过滤 Leader 地址,实现实时交易检测
* 通过订阅全局 activity 交易流trades + orders_matched,客户端过滤 Leader 地址,实现实时交易检测
* 延迟 < 100ms,适合快速跟单场景
*/
@Service
@@ -39,6 +42,13 @@ class PolymarketActivityWsService(
// 要监听的 Leader 地址集合(小写地址 -> leaderId
private val monitoredAddresses = ConcurrentHashMap<String, Long>()
// 存储已处理的交易哈希,用于去重(LRU 缓存,保留最近 100 条)
// 因为同时订阅 trades 和 orders_matched,同一个交易可能被推送两次
private val processedTxHashes: Cache<String, Long> = Caffeine.newBuilder()
.maximumSize(100)
.expireAfterWrite(10, TimeUnit.MINUTES)
.build()
// 是否已订阅
@Volatile
private var isSubscribed = false
@@ -50,6 +60,12 @@ class PolymarketActivityWsService(
// Activity 消息超时检测任务
private var activityTimeoutJob: Job? = null
// 性能统计
private var totalMessagesProcessed = 0L
private var addressMatchMessages = 0L
private var jsonParseMessages = 0L
private var duplicateTxHashMessages = 0L
/**
* 启动监听
*/
@@ -68,7 +84,7 @@ class PolymarketActivityWsService(
return
}
logger.info("启动 Activity WebSocket 监听,监控 ${monitoredAddresses.size} 个 Leader 地址")
logger.info("启动 Activity WebSocket 监听trades + orders_matched,监控 ${monitoredAddresses.size} 个 Leader 地址")
connectAndSubscribe()
}
@@ -165,6 +181,7 @@ class PolymarketActivityWsService(
* 订阅全局 activity
* 根据 @polymarket/real-time-data-client 的协议格式
* 使用 "action": "subscribe" 而不是 "type": "subscribe"
* 同时订阅 trades 和 orders_matched 两种类型
*/
private fun subscribeAllActivity() {
val client = wsClient
@@ -176,6 +193,7 @@ class PolymarketActivityWsService(
try {
// 根据 real-time-data-client 的协议格式
// 订阅消息应包含 "action": "subscribe" 和 "subscriptions" 数组
// 同时订阅 trades 和 orders_matched 两种类型
val subscribeMessage = """
{
"action": "subscribe",
@@ -183,6 +201,10 @@ class PolymarketActivityWsService(
{
"topic": "activity",
"type": "trades"
},
{
"topic": "activity",
"type": "orders_matched"
}
]
}
@@ -193,8 +215,8 @@ class PolymarketActivityWsService(
// 重置最后一次收到 activity 消息的时间
lastActivityTime = System.currentTimeMillis()
// 启动 Activity 消息超时检测
startActivityTimeoutCheck()
logger.info("Activity WebSocket 订阅成功(全局交易流)")
// startActivityTimeoutCheck()
logger.info("Activity WebSocket 订阅成功(全局交易流: trades + orders_matched")
} catch (e: Exception) {
logger.error("订阅 Activity WebSocket 失败", e)
isSubscribed = false
@@ -208,24 +230,24 @@ class PolymarketActivityWsService(
private fun startActivityTimeoutCheck() {
// 先停止之前的检测任务
stopActivityTimeoutCheck()
activityTimeoutJob = scope.launch {
while (isActive && isSubscribed) {
delay(30000) // 每30秒检查一次
// 如果已经取消订阅,停止检测
if (!isSubscribed) {
break
}
// 如果 lastActivityTime 为 0,说明还没有收到过消息,跳过本次检测
if (lastActivityTime == 0L) {
continue
}
val currentTime = System.currentTimeMillis()
val timeSinceLastActivity = currentTime - lastActivityTime
// 如果超过30秒没有收到activity消息,触发重连
if (timeSinceLastActivity >= 30000) {
logger.warn("超过30秒未收到 Activity 消息,触发重连。距离上次消息: ${timeSinceLastActivity}ms")
@@ -240,7 +262,7 @@ class PolymarketActivityWsService(
}
}
}
/**
* 停止 Activity 消息超时检测
*/
@@ -249,42 +271,95 @@ class PolymarketActivityWsService(
activityTimeoutJob = null
}
/**
* 检查消息是否包含监听的 Leader 地址
* 快速过滤,避免不必要的 JSON 解析
* 只需要检查 "proxyWallet":"0x..." 或 "trader":{"address":"0x..."} 格式
*/
private fun containsMonitoredAddress(message: String): Boolean {
// 快速检查:如果消息很短,不可能包含地址
if (message.length < 50) {
return false
}
// 遍历所有监听的地址
for ((address, leaderId) in monitoredAddresses) {
// 检查 proxyWallet:格式为 "proxyWallet":"0x..."
if (message.contains("\"proxyWallet\":\"$address\"", ignoreCase = true)) {
addressMatchMessages++
return true
}
// 检查 trader.address:格式为 "trader":{"address":"0x..."}
if (message.contains("\"trader\"", ignoreCase = true) &&
message.contains("\"address\":\"$address\"", ignoreCase = true)
) {
addressMatchMessages++
return true
}
}
return false
}
/**
* 处理消息
*/
private fun handleMessage(message: String) {
try {
totalMessagesProcessed++
// 处理 PONG 响应
if (message.trim() == "PONG" || message.trim() == "pong") {
return
}
// 使用扩展函数解析消息
// 快速预检查:检查是否包含监听地址
// 绝大部分消息会在这一步被过滤掉,避免不必要的 JSON 解析
if (!containsMonitoredAddress(message)) {
return
}
logger.info("发现leader交易:${message}")
// 使用扩展函数解析消息(只对包含监听地址的消息)
val tradeMessage = message.fromJson<ActivityTradeMessage>() ?: run {
// 不是有效的 JSON 或格式不匹配,跳过
logger.warn("无法解析为 ActivityTradeMessage,可能不是 activity 消息: ${message.take(200)}")
logger.warn("无法解析为 ActivityTradeMessage: ${message.take(200)}")
return
}
// 检查是否是 activity trade 消息
if (tradeMessage.topic != "activity" || tradeMessage.type != "trades") {
// 不是我们关心的消息,直接返回
jsonParseMessages++
// 检查是否是 activity 消息(trades 或 orders_matched
if (tradeMessage.topic != "activity" ||
(tradeMessage.type != "trades" && tradeMessage.type != "orders_matched")) {
return
}
// 更新最后一次收到 activity 消息的时间(即使不是我们监听的 Leader 的交易)
lastActivityTime = System.currentTimeMillis()
val payload = tradeMessage.payload
// 根据 txHash 去重(使用原子操作避免竞态条件)
val txHash = payload.transactionHash
if (txHash != null && txHash.isNotBlank()) {
val currentTime = System.currentTimeMillis()
val existingTimestamp = processedTxHashes.asMap().putIfAbsent(txHash, currentTime)
if (existingTimestamp != null) {
duplicateTxHashMessages++
logger.debug("交易已处理过,跳过: txHash=$txHash, firstProcessedAt=$existingTimestamp, type=${tradeMessage.type}")
return
}
}
// 提取交易者地址
val traderAddress = extractTraderAddress(payload) ?: run {
// 没有交易者地址,跳过
logger.warn("Activity Trade 消息中没有交易者地址: trader=${payload.trader}, proxyWallet=${payload.proxyWallet}, asset=${payload.asset}")
return
}
// 检查是否是我们监听的 Leader
// 二次验证:确认地址匹配
val normalizedAddress = traderAddress.lowercase()
val leaderId = monitoredAddresses[normalizedAddress] ?: run {
return
@@ -449,6 +524,7 @@ class PolymarketActivityWsService(
wsClient = null
isSubscribed = false
monitoredAddresses.clear()
processedTxHashes.invalidateAll() // 清空去重缓存
lastActivityTime = 0
}
@@ -466,8 +542,33 @@ class PolymarketActivityWsService(
return monitoredAddresses.size
}
/**
* 获取性能统计信息
*/
fun getPerformanceStats(): Map<String, Any> {
val jsonParseRate = if (totalMessagesProcessed > 0) {
(jsonParseMessages.toDouble() / totalMessagesProcessed * 100).toInt()
} else {
0
}
return mapOf(
"totalMessages" to totalMessagesProcessed,
"addressMatches" to addressMatchMessages,
"jsonParses" to jsonParseMessages,
"duplicateTxHashes" to duplicateTxHashMessages,
"jsonParseRate" to "$jsonParseRate%",
"filteringEfficiency" to if (totalMessagesProcessed > 0) {
((1.0 - jsonParseMessages.toDouble() / totalMessagesProcessed) * 100).toInt()
} else {
0
}
)
}
@PreDestroy
fun destroy() {
logger.info("Activity WS 性能统计: ${getPerformanceStats()}")
stop()
scope.cancel()
}