feat(cryptotail): 尾盘监控双连接与分时图优化
- 监控 WebSocket 拆分为当前周期连接与下一周期连接,周期切换时关闭过期连接并新建下一周期 - 下一周期市场未创建时也建立第二条空连接,保证始终两条连接 - refreshSubscription 增加 Mutex 防重入,避免周期结束时定时器与消息同时触发导致重复执行 - 修复 initMonitor/buildPushData 中 getCurrentOpenClose、spreadMode/spreadValue 等 API 与实体字段引用 - 移除重复的 buildSubscriptionMap、buildPushData 等方法,修复 StrategyPriceData.periodStartUnix - 前端分时图:市场价折线增加 connectNulls,新周期默认 0.5 价格展示 - 多语言与监控页入口、API 类型与 WebSocket 订阅集成 Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
@@ -0,0 +1,23 @@
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package com.wrbug.polymarketbot.config
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import com.wrbug.polymarketbot.service.common.WebSocketSubscriptionService
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import com.wrbug.polymarketbot.service.cryptotail.CryptoTailMonitorService
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import jakarta.annotation.PostConstruct
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import org.springframework.context.annotation.Configuration
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/**
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* 尾盘监控服务配置
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* 处理 WebSocketSubscriptionService 和 CryptoTailMonitorService 之间的循环依赖
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*/
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@Configuration
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class MonitorServiceConfig(
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private val webSocketSubscriptionService: WebSocketSubscriptionService,
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private val cryptoTailMonitorService: CryptoTailMonitorService
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) {
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@PostConstruct
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fun init() {
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// 在所有 Bean 初始化后设置引用
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webSocketSubscriptionService.setCryptoTailMonitorService(cryptoTailMonitorService)
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}
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}
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+29
-1
@@ -11,9 +11,12 @@ import com.wrbug.polymarketbot.dto.CryptoTailStrategyTriggerListResponse
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import com.wrbug.polymarketbot.dto.CryptoTailStrategyUpdateRequest
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import com.wrbug.polymarketbot.dto.CryptoTailMarketOptionDto
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import com.wrbug.polymarketbot.dto.CryptoTailAutoMinSpreadResponse
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import com.wrbug.polymarketbot.dto.CryptoTailMonitorInitRequest
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import com.wrbug.polymarketbot.dto.CryptoTailMonitorInitResponse
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import com.wrbug.polymarketbot.enums.ErrorCode
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import com.wrbug.polymarketbot.service.binance.BinanceKlineAutoSpreadService
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import com.wrbug.polymarketbot.service.cryptotail.CryptoTailStrategyService
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import com.wrbug.polymarketbot.service.cryptotail.CryptoTailMonitorService
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import org.slf4j.LoggerFactory
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import org.springframework.context.MessageSource
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import org.springframework.http.ResponseEntity
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@@ -26,6 +29,7 @@ import org.springframework.web.bind.annotation.RestController
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@RequestMapping("/api/crypto-tail-strategy")
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class CryptoTailStrategyController(
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private val cryptoTailStrategyService: CryptoTailStrategyService,
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private val cryptoTailMonitorService: CryptoTailMonitorService,
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private val binanceKlineAutoSpreadService: BinanceKlineAutoSpreadService,
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private val messageSource: MessageSource
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) {
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@@ -173,7 +177,7 @@ class CryptoTailStrategyController(
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return ResponseEntity.ok(ApiResponse.error(ErrorCode.PARAM_ERROR, messageSource = messageSource))
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}
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val periodStartUnix = (request["periodStartUnix"] as? Number)?.toLong()
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?: (System.currentTimeMillis() / 1000 / intervalSeconds) * intervalSeconds
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?: ((System.currentTimeMillis() / 1000 / intervalSeconds) * intervalSeconds)
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// 默认使用 BTC 市场(向后兼容)
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val marketSlugPrefix = (request["marketSlugPrefix"] as? String) ?: "btc-updown"
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val pair = binanceKlineAutoSpreadService.computeAndCache(marketSlugPrefix, intervalSeconds, periodStartUnix)
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@@ -188,4 +192,28 @@ class CryptoTailStrategyController(
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ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
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}
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}
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/**
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* 初始化尾盘策略监控
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* 返回策略信息、开盘价、tokenIds等初始化数据
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*/
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@PostMapping("/monitor/init")
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fun initMonitor(@RequestBody request: CryptoTailMonitorInitRequest): ResponseEntity<ApiResponse<CryptoTailMonitorInitResponse>> {
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return try {
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if (request.strategyId <= 0) {
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return ResponseEntity.ok(ApiResponse.error(ErrorCode.CRYPTO_TAIL_STRATEGY_NOT_FOUND, messageSource = messageSource))
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}
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val result = cryptoTailMonitorService.initMonitor(request)
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result.fold(
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onSuccess = { ResponseEntity.ok(ApiResponse.success(it)) },
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onFailure = { e ->
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logger.error("初始化尾盘监控失败: ${e.message}", e)
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ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
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}
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)
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} catch (e: Exception) {
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logger.error("初始化尾盘监控异常: ${e.message}", e)
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ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
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}
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}
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}
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@@ -0,0 +1,103 @@
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package com.wrbug.polymarketbot.dto
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/**
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* 尾盘策略监控初始化请求
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*/
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data class CryptoTailMonitorInitRequest(
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/** 策略ID */
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val strategyId: Long = 0L
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)
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/**
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* 尾盘策略监控初始化响应
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*/
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data class CryptoTailMonitorInitResponse(
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/** 策略ID */
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val strategyId: Long = 0L,
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/** 策略名称 */
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val name: String = "",
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/** 账户ID */
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val accountId: Long = 0L,
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/** 账户名称 */
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val accountName: String = "",
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/** 市场 slug 前缀 */
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val marketSlugPrefix: String = "",
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/** 市场标题 */
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val marketTitle: String = "",
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/** 周期秒数 (300=5m, 900=15m) */
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val intervalSeconds: Int = 300,
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/** 当前周期开始时间 (Unix 秒) */
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val periodStartUnix: Long = 0L,
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/** 时间窗口开始秒数 */
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val windowStartSeconds: Int = 0,
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/** 时间窗口结束秒数 */
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val windowEndSeconds: Int = 0,
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/** 最低价格 */
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val minPrice: String = "0",
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/** 最高价格 */
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val maxPrice: String = "1",
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/** 最小价差模式: NONE, FIXED, AUTO */
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val minSpreadMode: String = "NONE",
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/** 价差方向: MIN(显示周期内最小价差), MAX(显示周期内最大价差) */
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val spreadDirection: String = "MIN",
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/** 最小价差数值 (FIXED 时有值) */
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val minSpreadValue: String? = null,
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/** 自动计算的最小价差 (Up方向) */
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val autoMinSpreadUp: String? = null,
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/** 自动计算的最小价差 (Down方向) */
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val autoMinSpreadDown: String? = null,
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/** BTC 开盘价 USDC(来自币安 K 线 open) */
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val openPriceBtc: String? = null,
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/** Up tokenId */
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val tokenIdUp: String? = null,
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/** Down tokenId */
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val tokenIdDown: String? = null,
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/** 当前时间 (毫秒时间戳) */
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val currentTimestamp: Long = System.currentTimeMillis(),
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/** 是否启用 */
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val enabled: Boolean = true
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)
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/**
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* 尾盘策略监控实时推送数据
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*/
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data class CryptoTailMonitorPushData(
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/** 策略ID */
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val strategyId: Long = 0L,
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/** 推送时间 (毫秒时间戳) */
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val timestamp: Long = System.currentTimeMillis(),
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/** 当前周期开始时间 (Unix 秒) */
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val periodStartUnix: Long = 0L,
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/** 当前价格 (Up方向,来自订单簿) */
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val currentPriceUp: String? = null,
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/** 当前价格 (Down方向,来自订单簿) */
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val currentPriceDown: String? = null,
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/** 当前价差 (Up方向: 1 - currentPriceUp) */
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val spreadUp: String? = null,
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/** 当前价差 (Down方向: currentPriceUp) */
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val spreadDown: String? = null,
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/** 最小价差线 (Up方向) */
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val minSpreadLineUp: String? = null,
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/** 最小价差线 (Down方向,USDC 价差) */
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val minSpreadLineDown: String? = null,
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/** BTC 开盘价 USDC(币安 K 线 open) */
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val openPriceBtc: String? = null,
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/** BTC 最新价 USDC(币安 K 线 close,当前周期实时) */
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val currentPriceBtc: String? = null,
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/** BTC 价差 USDC(currentPriceBtc - openPriceBtc) */
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val spreadBtc: String? = null,
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/** 周期剩余秒数 */
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val remainingSeconds: Int = 0,
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/** 是否在时间窗口内 */
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val inTimeWindow: Boolean = false,
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/** 是否在价格区间内 (Up方向) */
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val inPriceRangeUp: Boolean = false,
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/** 是否在价格区间内 (Down方向) */
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val inPriceRangeDown: Boolean = false,
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/** 是否已触发 */
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val triggered: Boolean = false,
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/** 触发方向: UP, DOWN, null */
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val triggerDirection: String? = null,
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/** 周期是否已结束 */
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val periodEnded: Boolean = false
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)
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@@ -125,8 +125,8 @@ class AccountService(
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// 7. 加密敏感信息
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val encryptedPrivateKey = cryptoUtils.encrypt(request.privateKey)
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val encryptedApiSecret = apiKeyCreds.secret?.let { cryptoUtils.encrypt(it) }
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val encryptedApiPassphrase = apiKeyCreds.passphrase?.let { cryptoUtils.encrypt(it) }
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val encryptedApiSecret = apiKeyCreds.secret.let { cryptoUtils.encrypt(it) }
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val encryptedApiPassphrase = apiKeyCreds.passphrase.let { cryptoUtils.encrypt(it) }
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// 8. 生成账户名称(如果未提供,使用 SAFE/MAGIC-代理地址后4位)
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val accountName = if (request.accountName.isNullOrBlank()) {
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@@ -518,8 +518,8 @@ class AccountService(
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}
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val creds = result.getOrNull()
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?: return Result.failure(IllegalStateException("API Key 返回为空"))
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val encryptedSecret = creds.secret?.let { cryptoUtils.encrypt(it) }
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val encryptedPassphrase = creds.passphrase?.let { cryptoUtils.encrypt(it) }
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val encryptedSecret = creds.secret.let { cryptoUtils.encrypt(it) }
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val encryptedPassphrase = creds.passphrase.let { cryptoUtils.encrypt(it) }
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val updated = account.copy(
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apiKey = creds.apiKey,
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apiSecret = encryptedSecret,
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@@ -1128,7 +1128,7 @@ class AccountService(
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// 3. 验证仓位是否存在并获取原始数量
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val positionsResult = getAllPositions()
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val (position, originalQuantity) = positionsResult.fold(
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val (_, originalQuantity) = positionsResult.fold(
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onSuccess = { positionListResponse ->
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val position = positionListResponse.currentPositions.find {
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it.accountId == request.accountId &&
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@@ -1161,7 +1161,7 @@ class AccountService(
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onFailure = { e ->
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return Result.failure(Exception("查询仓位失败: ${e.message}"))
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}
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) ?: return Result.failure(IllegalArgumentException("仓位不存在"))
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)
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// 4. 计算实际卖出数量
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val sellQuantity = if (percentDecimal != null) {
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@@ -1280,7 +1280,7 @@ class AccountService(
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val newOrderRequest = com.wrbug.polymarketbot.api.NewOrderRequest(
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order = signedOrder,
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owner = account.apiKey!!, // API Key
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owner = account.apiKey, // API Key
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orderType = orderType,
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deferExec = false
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)
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@@ -1300,7 +1300,7 @@ class AccountService(
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}
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val clobApi = retrofitFactory.createClobApi(
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account.apiKey!!,
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account.apiKey,
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apiSecret,
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apiPassphrase,
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account.walletAddress
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+9
-4
@@ -29,7 +29,9 @@ class BinanceKlineService {
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private val scope = CoroutineScope(Dispatchers.Default + SupervisorJob())
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private val wsBase = "wss://stream.binance.com:9443"
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private val client = createClient().build()
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private val client by lazy {
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createClient().build()
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}
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/** (marketSlugPrefix, intervalSeconds, periodStartUnix) -> (open, close) */
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private val openCloseByPeriod = ConcurrentHashMap<String, Pair<BigDecimal, BigDecimal>>()
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@@ -82,6 +84,7 @@ class BinanceKlineService {
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*/
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fun updateSubscriptions(marketPrefixes: Set<String>) {
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val normalized = marketPrefixes.map { it.lowercase() }.toSet()
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val parsed = normalized.mapNotNull { full ->
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parseMarketSlug(full)?.let { (base, interval) ->
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getSymbol(base)?.let { symbol -> Triple(full, symbol, interval) }
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@@ -123,14 +126,14 @@ class BinanceKlineService {
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else -> 300
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}
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val request = Request.Builder().url(url).build()
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val ws = client.newWebSocket(request, object : WebSocketListener() {
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client.newWebSocket(request, object : WebSocketListener() {
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override fun onOpen(webSocket: WebSocket, response: okhttp3.Response) {
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connectedWebSockets[wsKey] = webSocket
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logger.info("币安 K 线 WS 已连接: $streamName")
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}
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override fun onMessage(webSocket: WebSocket, text: String) {
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parseKlineMessage(text, intervalSeconds)?.let { (tMs, o, c) ->
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parseKlineMessage(text)?.let { (tMs, o, c) ->
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onKline(marketPrefix, intervalSeconds, tMs, o, c)
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}
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}
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@@ -152,7 +155,7 @@ class BinanceKlineService {
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})
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}
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private fun parseKlineMessage(text: String, intervalSeconds: Int): Triple<Long, BigDecimal, BigDecimal>? {
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private fun parseKlineMessage(text: String): Triple<Long, BigDecimal, BigDecimal>? {
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return try {
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val json = com.google.gson.JsonParser.parseString(text).asJsonObject
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if (json.get("e")?.asString != "kline") return null
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@@ -176,6 +179,8 @@ class BinanceKlineService {
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connectedWebSockets.values.forEach { it.close(1000, "reconnect") }
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connectedWebSockets.clear()
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logger.info("币安 K 线 WS 尝试重连")
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// 清空 requiredMarketPrefixes,否则 updateSubscriptions(current) 内会因 normalized == requiredMarketPrefixes.get() 直接 return,不会重新 connectStream
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requiredMarketPrefixes.set(emptySet())
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updateSubscriptions(current)
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}
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}
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+85
-7
@@ -1,11 +1,13 @@
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package com.wrbug.polymarketbot.service.common
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import com.wrbug.polymarketbot.dto.CryptoTailMonitorPushData
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import com.wrbug.polymarketbot.dto.OrderPushMessage
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import com.wrbug.polymarketbot.dto.PositionPushMessage
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import com.wrbug.polymarketbot.dto.WebSocketMessage as WsMessage
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import com.wrbug.polymarketbot.dto.WebSocketMessageType
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import com.wrbug.polymarketbot.service.accounts.PositionPushService
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import com.wrbug.polymarketbot.service.copytrading.orders.OrderPushService
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import com.wrbug.polymarketbot.service.cryptotail.CryptoTailMonitorService
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import kotlinx.coroutines.*
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import org.slf4j.LoggerFactory
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import org.springframework.stereotype.Service
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@@ -38,12 +40,26 @@ class WebSocketSubscriptionService(
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// 存储 order 频道的订阅回调:sessionId -> callback(用于取消订阅)
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private val orderChannelCallbacks = ConcurrentHashMap<String, (OrderPushMessage) -> Unit>()
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// 存储尾盘监控频道的订阅回调:sessionId -> (strategyId -> callback)
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private val monitorChannelCallbacks = ConcurrentHashMap<String, MutableMap<Long, (CryptoTailMonitorPushData) -> Unit>>()
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// 尾盘监控服务(延迟注入,避免循环依赖)
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private var cryptoTailMonitorService: CryptoTailMonitorService? = null
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/**
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* 设置尾盘监控服务(由 Spring 在初始化后调用)
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*/
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fun setCryptoTailMonitorService(service: CryptoTailMonitorService) {
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cryptoTailMonitorService = service
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}
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/**
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* 注册会话
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*/
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fun registerSession(sessionId: String, callback: (WsMessage) -> Unit) {
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sessionCallbacks[sessionId] = callback
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sessionSubscriptions[sessionId] = mutableSetOf()
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monitorChannelCallbacks[sessionId] = mutableMapOf()
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}
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/**
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@@ -60,6 +76,12 @@ class WebSocketSubscriptionService(
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// 清理 order 频道的回调
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orderChannelCallbacks.remove(sessionId)
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// 清理尾盘监控频道的回调
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val monitorCallbacks = monitorChannelCallbacks.remove(sessionId)
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monitorCallbacks?.keys?.forEach { strategyId ->
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cryptoTailMonitorService?.unsubscribe(sessionId, strategyId)
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}
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sessionCallbacks.remove(sessionId)
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}
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@@ -83,8 +105,8 @@ class WebSocketSubscriptionService(
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sendSubscribeAck(sessionId, channel, true)
|
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|
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// 根据频道类型启动推送服务
|
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when (channel) {
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"position" -> {
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when {
|
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channel == "position" -> {
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positionPushService.subscribe(sessionId) { message ->
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pushData(sessionId, channel, message)
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}
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@@ -97,7 +119,7 @@ class WebSocketSubscriptionService(
|
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}
|
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}
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}
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"order" -> {
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channel == "order" -> {
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// 订单推送:自动订阅所有启用的账户
|
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val callback: (OrderPushMessage) -> Unit = { message ->
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pushData(sessionId, channel, message)
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@@ -105,6 +127,20 @@ class WebSocketSubscriptionService(
|
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orderChannelCallbacks[sessionId] = callback
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orderPushService.subscribeAllEnabled(callback)
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}
|
||||
channel.startsWith("crypto_tail_monitor_") -> {
|
||||
// 尾盘策略监控频道
|
||||
val strategyId = channel.removePrefix("crypto_tail_monitor_").toLongOrNull()
|
||||
if (strategyId != null && cryptoTailMonitorService != null) {
|
||||
val callback: (CryptoTailMonitorPushData) -> Unit = { message ->
|
||||
pushData(sessionId, channel, message)
|
||||
}
|
||||
monitorChannelCallbacks.getOrPut(sessionId) { mutableMapOf() }[strategyId] = callback
|
||||
cryptoTailMonitorService!!.subscribe(sessionId, strategyId, callback)
|
||||
} else {
|
||||
logger.warn("无效的尾盘监控频道或服务未初始化: $channel")
|
||||
sendSubscribeAck(sessionId, channel, false, "无效的策略ID")
|
||||
}
|
||||
}
|
||||
else -> {
|
||||
logger.warn("未知的频道: $channel")
|
||||
sendSubscribeAck(sessionId, channel, false, "未知的频道")
|
||||
@@ -122,15 +158,58 @@ class WebSocketSubscriptionService(
|
||||
channelSubscriptions[channel]?.remove(sessionId)
|
||||
|
||||
// 取消推送服务的订阅(推送服务内部会处理是否停止轮询)
|
||||
when (channel) {
|
||||
"position" -> positionPushService.unsubscribe(sessionId)
|
||||
"order" -> {
|
||||
when {
|
||||
channel == "position" -> positionPushService.unsubscribe(sessionId)
|
||||
channel == "order" -> {
|
||||
// 取消订阅所有账户的订单推送
|
||||
val callback = orderChannelCallbacks.remove(sessionId)
|
||||
if (callback != null) {
|
||||
orderPushService.unsubscribeAll(callback)
|
||||
}
|
||||
}
|
||||
channel.startsWith("crypto_tail_monitor_") -> {
|
||||
// 取消尾盘监控订阅
|
||||
val strategyId = channel.removePrefix("crypto_tail_monitor_").toLongOrNull()
|
||||
if (strategyId != null) {
|
||||
monitorChannelCallbacks[sessionId]?.remove(strategyId)
|
||||
cryptoTailMonitorService?.unsubscribe(sessionId, strategyId)
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 注册尾盘监控回调(由 CryptoTailMonitorService 调用)
|
||||
*/
|
||||
fun registerMonitorCallback(sessionId: String, strategyId: Long, callback: (CryptoTailMonitorPushData) -> Unit) {
|
||||
monitorChannelCallbacks.getOrPut(sessionId) { mutableMapOf() }[strategyId] = callback
|
||||
}
|
||||
|
||||
/**
|
||||
* 注销尾盘监控回调(由 CryptoTailMonitorService 调用)
|
||||
*/
|
||||
fun unregisterMonitorCallback(sessionId: String, strategyId: Long) {
|
||||
monitorChannelCallbacks[sessionId]?.remove(strategyId)
|
||||
}
|
||||
|
||||
/**
|
||||
* 推送尾盘监控数据(由 CryptoTailMonitorService 调用)
|
||||
*/
|
||||
fun pushMonitorData(strategyId: Long, data: CryptoTailMonitorPushData) {
|
||||
val channel = "crypto_tail_monitor_$strategyId"
|
||||
val sessionIds = channelSubscriptions[channel] ?: return
|
||||
|
||||
for (sessionId in sessionIds) {
|
||||
val callback = sessionCallbacks[sessionId]
|
||||
if (callback != null) {
|
||||
val message = WsMessage(
|
||||
type = WebSocketMessageType.DATA.value,
|
||||
channel = channel,
|
||||
payload = data,
|
||||
timestamp = System.currentTimeMillis()
|
||||
)
|
||||
callback(message)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -168,4 +247,3 @@ class WebSocketSubscriptionService(
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
+781
@@ -0,0 +1,781 @@
|
||||
package com.wrbug.polymarketbot.service.cryptotail
|
||||
|
||||
import com.wrbug.polymarketbot.api.GammaEventBySlugResponse
|
||||
import com.wrbug.polymarketbot.constants.PolymarketConstants
|
||||
import com.wrbug.polymarketbot.dto.CryptoTailMonitorInitRequest
|
||||
import com.wrbug.polymarketbot.dto.CryptoTailMonitorInitResponse
|
||||
import com.wrbug.polymarketbot.dto.CryptoTailMonitorPushData
|
||||
import com.wrbug.polymarketbot.entity.CryptoTailStrategy
|
||||
import com.wrbug.polymarketbot.repository.AccountRepository
|
||||
import com.wrbug.polymarketbot.repository.CryptoTailStrategyRepository
|
||||
import com.wrbug.polymarketbot.service.binance.BinanceKlineAutoSpreadService
|
||||
import com.wrbug.polymarketbot.service.binance.BinanceKlineService
|
||||
import com.wrbug.polymarketbot.service.common.WebSocketSubscriptionService
|
||||
import com.wrbug.polymarketbot.util.RetrofitFactory
|
||||
import com.wrbug.polymarketbot.util.fromJson
|
||||
import com.wrbug.polymarketbot.util.toJson
|
||||
import com.wrbug.polymarketbot.util.toSafeBigDecimal
|
||||
import kotlinx.coroutines.CoroutineScope
|
||||
import kotlinx.coroutines.Dispatchers
|
||||
import kotlinx.coroutines.Job
|
||||
import kotlinx.coroutines.SupervisorJob
|
||||
import kotlinx.coroutines.delay
|
||||
import kotlinx.coroutines.sync.Mutex
|
||||
import okhttp3.OkHttpClient
|
||||
import okhttp3.Request
|
||||
import okhttp3.WebSocket
|
||||
import okhttp3.WebSocketListener
|
||||
import org.slf4j.LoggerFactory
|
||||
import org.springframework.context.event.EventListener
|
||||
import org.springframework.stereotype.Service
|
||||
import jakarta.annotation.PostConstruct
|
||||
import jakarta.annotation.PreDestroy
|
||||
import kotlinx.coroutines.launch
|
||||
import kotlinx.coroutines.runBlocking
|
||||
import java.math.BigDecimal
|
||||
import java.math.RoundingMode
|
||||
import java.util.Collections
|
||||
import java.util.concurrent.ConcurrentHashMap
|
||||
import java.util.concurrent.atomic.AtomicBoolean
|
||||
import java.util.concurrent.atomic.AtomicReference
|
||||
|
||||
/**
|
||||
* 尾盘策略监控服务
|
||||
* 负责实时推送监控数据到前端
|
||||
*/
|
||||
@Service
|
||||
class CryptoTailMonitorService(
|
||||
private val strategyRepository: CryptoTailStrategyRepository,
|
||||
private val accountRepository: AccountRepository,
|
||||
private val retrofitFactory: RetrofitFactory,
|
||||
private val binanceKlineService: BinanceKlineService,
|
||||
private val binanceKlineAutoSpreadService: BinanceKlineAutoSpreadService,
|
||||
private val webSocketSubscriptionService: WebSocketSubscriptionService
|
||||
) {
|
||||
|
||||
private val logger = LoggerFactory.getLogger(CryptoTailMonitorService::class.java)
|
||||
private val scope = CoroutineScope(Dispatchers.Default + SupervisorJob())
|
||||
|
||||
/** 当前周期 token 映射 */
|
||||
private val currentPeriodTokenToStrategy = AtomicReference<Map<String, List<MonitorEntry>>>(emptyMap())
|
||||
/** 下一周期 token 映射 */
|
||||
private val nextPeriodTokenToStrategy = AtomicReference<Map<String, List<MonitorEntry>>>(emptyMap())
|
||||
|
||||
/** strategyId -> 当前价格数据 */
|
||||
private val strategyPriceData = ConcurrentHashMap<Long, StrategyPriceData>()
|
||||
|
||||
/** strategyId -> 订阅者数量 */
|
||||
private val strategySubscribers = ConcurrentHashMap<Long, Int>()
|
||||
|
||||
private var currentPeriodWebSocket: WebSocket? = null
|
||||
private var nextPeriodWebSocket: WebSocket? = null
|
||||
private val wsUrl = PolymarketConstants.RTDS_WS_URL + "/ws/market"
|
||||
private val client = OkHttpClient.Builder().build()
|
||||
|
||||
private val reconnectDelayMs = 3_000L
|
||||
private var reconnectJob: Job? = null
|
||||
private val closedForNoSubscribers = AtomicBoolean(false)
|
||||
private val connectLock = Any()
|
||||
|
||||
/** 防止 refreshSubscription 并发执行(周期结束时定时器与消息可能同时触发) */
|
||||
private val refreshSubscriptionMutex = Mutex()
|
||||
|
||||
/** 周期结束倒计时 Job */
|
||||
private var periodEndCountdownJob: Job? = null
|
||||
|
||||
/** 定时推送 Job(每 1.5 秒推送一次,保证 BTC 价格和分时图持续更新) */
|
||||
private var periodicPushJob: Job? = null
|
||||
private val pushIntervalMs = 1_500L
|
||||
|
||||
/** 策略推送历史(用于中途进入时补全分时图,最多保留 300 条) */
|
||||
private val strategyPushHistory = ConcurrentHashMap<Long, MutableList<CryptoTailMonitorPushData>>()
|
||||
private val strategyHistoryPeriod = ConcurrentHashMap<Long, Long>()
|
||||
private val maxHistorySize = 300
|
||||
|
||||
data class MonitorEntry(
|
||||
val strategyId: Long,
|
||||
val strategy: CryptoTailStrategy,
|
||||
val periodStartUnix: Long,
|
||||
val outcomeIndex: Int,
|
||||
val tokenId: String,
|
||||
/** 是否为下一个周期(用于预先订阅) */
|
||||
val isNextPeriod: Boolean = false
|
||||
)
|
||||
|
||||
data class StrategyPriceData(
|
||||
val currentPriceUp: BigDecimal? = null,
|
||||
val currentPriceDown: BigDecimal? = null,
|
||||
/** BTC 开盘价 USDC(币安 K 线 open) */
|
||||
val openPriceBtc: BigDecimal? = null,
|
||||
val spreadUp: BigDecimal? = null,
|
||||
val spreadDown: BigDecimal? = null,
|
||||
val minSpreadLineUp: BigDecimal? = null,
|
||||
val minSpreadLineDown: BigDecimal? = null,
|
||||
val triggered: Boolean = false,
|
||||
val triggerDirection: String? = null,
|
||||
val lastUpdateTime: Long = System.currentTimeMillis(),
|
||||
/** 当前周期开始时间(用于双连接周期切换) */
|
||||
val periodStartUnix: Long? = null
|
||||
)
|
||||
|
||||
@PostConstruct
|
||||
fun init() {
|
||||
// 服务启动时不主动连接,等待前端订阅
|
||||
}
|
||||
|
||||
/**
|
||||
* 初始化监控数据
|
||||
*/
|
||||
fun initMonitor(request: CryptoTailMonitorInitRequest): Result<CryptoTailMonitorInitResponse> {
|
||||
return try {
|
||||
val strategy = strategyRepository.findById(request.strategyId).orElse(null)
|
||||
if (strategy == null) {
|
||||
return Result.failure(IllegalArgumentException("策略不存在"))
|
||||
}
|
||||
|
||||
val account = accountRepository.findById(strategy.accountId).orElse(null)
|
||||
val nowSeconds = System.currentTimeMillis() / 1000
|
||||
val periodStartUnix = (nowSeconds / strategy.intervalSeconds) * strategy.intervalSeconds
|
||||
|
||||
// 获取市场信息
|
||||
val slug = "${strategy.marketSlugPrefix}-$periodStartUnix"
|
||||
val event = fetchEventBySlug(slug).getOrNull()
|
||||
val market = event?.markets?.firstOrNull()
|
||||
val tokenIds = parseClobTokenIds(market?.clobTokenIds)
|
||||
|
||||
// 获取开盘价(币安 K 线 open = BTC 价格 USDC)
|
||||
val openClose = binanceKlineService.getCurrentOpenClose(strategy.marketSlugPrefix, strategy.intervalSeconds, periodStartUnix)
|
||||
val openPriceBtc = openClose?.first
|
||||
|
||||
// 获取自动计算的最小价差
|
||||
var autoMinSpreadUp: BigDecimal? = null
|
||||
var autoMinSpreadDown: BigDecimal? = null
|
||||
if (strategy.spreadMode.name.uppercase() == "AUTO") {
|
||||
val autoSpreads = binanceKlineAutoSpreadService.computeAndCache(strategy.marketSlugPrefix, strategy.intervalSeconds, periodStartUnix)
|
||||
autoMinSpreadUp = autoSpreads?.first
|
||||
autoMinSpreadDown = autoSpreads?.second
|
||||
}
|
||||
|
||||
// 保存价格数据到缓存
|
||||
val priceData = StrategyPriceData(
|
||||
openPriceBtc = openPriceBtc,
|
||||
minSpreadLineUp = autoMinSpreadUp ?: strategy.spreadValue?.toSafeBigDecimal(),
|
||||
minSpreadLineDown = autoMinSpreadDown ?: strategy.spreadValue?.toSafeBigDecimal(),
|
||||
periodStartUnix = periodStartUnix
|
||||
)
|
||||
strategyPriceData[strategy.id!!] = priceData
|
||||
|
||||
val response = CryptoTailMonitorInitResponse(
|
||||
strategyId = strategy.id!!,
|
||||
name = strategy.name ?: "",
|
||||
accountId = strategy.accountId,
|
||||
accountName = account?.accountName ?: "",
|
||||
marketSlugPrefix = strategy.marketSlugPrefix,
|
||||
marketTitle = event?.title ?: strategy.marketSlugPrefix,
|
||||
intervalSeconds = strategy.intervalSeconds,
|
||||
periodStartUnix = periodStartUnix,
|
||||
windowStartSeconds = strategy.windowStartSeconds,
|
||||
windowEndSeconds = strategy.windowEndSeconds,
|
||||
minPrice = strategy.minPrice.toPlainString(),
|
||||
maxPrice = strategy.maxPrice.toPlainString(),
|
||||
minSpreadMode = strategy.spreadMode.name,
|
||||
minSpreadValue = strategy.spreadValue?.toPlainString(),
|
||||
autoMinSpreadUp = autoMinSpreadUp?.toPlainString(),
|
||||
autoMinSpreadDown = autoMinSpreadDown?.toPlainString(),
|
||||
openPriceBtc = openPriceBtc?.setScale(2, RoundingMode.HALF_UP)?.toPlainString(),
|
||||
tokenIdUp = tokenIds.getOrNull(0),
|
||||
tokenIdDown = tokenIds.getOrNull(1),
|
||||
currentTimestamp = System.currentTimeMillis(),
|
||||
enabled = strategy.enabled
|
||||
)
|
||||
|
||||
Result.success(response)
|
||||
} catch (e: Exception) {
|
||||
logger.error("初始化监控失败: ${e.message}", e)
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 订阅策略监控
|
||||
*/
|
||||
fun subscribe(sessionId: String, strategyId: Long, callback: (CryptoTailMonitorPushData) -> Unit) {
|
||||
// 增加订阅计数
|
||||
val count = strategySubscribers.merge(strategyId, 1) { old, inc -> old + inc } ?: 1
|
||||
logger.info("策略 $strategyId 订阅数: $count")
|
||||
|
||||
// 注册推送回调
|
||||
webSocketSubscriptionService.registerMonitorCallback(sessionId, strategyId, callback)
|
||||
|
||||
// 如果是第一个订阅者,启动 WebSocket 和定时推送
|
||||
if (count == 1) {
|
||||
scope.launch {
|
||||
refreshSubscription()
|
||||
}
|
||||
startPeriodicPush()
|
||||
}
|
||||
|
||||
// 立即发送当前数据
|
||||
scope.launch {
|
||||
try {
|
||||
sendCurrentData(sessionId, strategyId, callback)
|
||||
} catch (e: Exception) {
|
||||
logger.error("发送当前监控数据失败: $sessionId, ${e.message}")
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 取消订阅策略监控
|
||||
*/
|
||||
fun unsubscribe(sessionId: String, strategyId: Long) {
|
||||
// 减少订阅计数
|
||||
val count = strategySubscribers.merge(strategyId, -1) { old, dec -> (old - dec).coerceAtLeast(0) } ?: 0
|
||||
logger.info("策略 $strategyId 订阅数: $count")
|
||||
|
||||
// 移除回调
|
||||
webSocketSubscriptionService.unregisterMonitorCallback(sessionId, strategyId)
|
||||
|
||||
// 如果没有订阅者,关闭 WebSocket 和定时推送
|
||||
if (count == 0) {
|
||||
strategySubscribers.remove(strategyId)
|
||||
scope.launch {
|
||||
refreshSubscription()
|
||||
}
|
||||
stopPeriodicPush()
|
||||
}
|
||||
}
|
||||
|
||||
private fun startPeriodicPush() {
|
||||
if (periodicPushJob?.isActive == true) return
|
||||
periodicPushJob = scope.launch {
|
||||
while (strategySubscribers.isNotEmpty() && strategySubscribers.values.any { (it ?: 0) > 0 }) {
|
||||
delay(pushIntervalMs)
|
||||
if (closedForNoSubscribers.get()) continue
|
||||
val ids = strategySubscribers.filter { (it.value ?: 0) > 0 }.keys.toList()
|
||||
for (strategyId in ids) {
|
||||
try {
|
||||
val strategy = strategyRepository.findById(strategyId).orElse(null) ?: continue
|
||||
val priceData = strategyPriceData[strategyId] ?: continue
|
||||
val pushData = buildPushData(strategy, priceData)
|
||||
addToHistoryAndPush(strategyId, pushData)
|
||||
} catch (e: Exception) {
|
||||
logger.debug("定时推送失败 strategyId=$strategyId: ${e.message}")
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
private fun stopPeriodicPush() {
|
||||
if (strategySubscribers.isEmpty() || strategySubscribers.values.all { (it ?: 0) <= 0 }) {
|
||||
periodicPushJob?.cancel()
|
||||
periodicPushJob = null
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 发送当前数据(含历史补全,用于中途进入时填充分时图)
|
||||
*/
|
||||
private suspend fun sendCurrentData(sessionId: String, strategyId: Long, callback: (CryptoTailMonitorPushData) -> Unit) {
|
||||
val strategy = strategyRepository.findById(strategyId).orElse(null) ?: return
|
||||
val priceData = strategyPriceData[strategyId] ?: StrategyPriceData()
|
||||
|
||||
val history = strategyPushHistory[strategyId]?.let { list ->
|
||||
synchronized(list) { list.toList() }
|
||||
} ?: emptyList()
|
||||
for (item in history) {
|
||||
callback(item)
|
||||
}
|
||||
|
||||
val pushData = buildPushData(strategy, priceData)
|
||||
callback(pushData)
|
||||
}
|
||||
|
||||
/**
|
||||
* 刷新订阅:双连接模式。当前周期连接 + 下一周期连接;周期切换时关闭过期连接,下一连接晋升为当前,并新建下一周期连接。
|
||||
* 使用 Mutex 防止周期结束时 scheduleRefreshAtPeriodEnd 与 maybeRefreshSubscriptionIfPeriodChanged 同时触发导致重复执行。
|
||||
*/
|
||||
private suspend fun refreshSubscription() {
|
||||
if (!refreshSubscriptionMutex.tryLock()) {
|
||||
logger.debug("refreshSubscription 正在执行,跳过本次并发调用")
|
||||
return
|
||||
}
|
||||
try {
|
||||
refreshSubscriptionInternal()
|
||||
} finally {
|
||||
refreshSubscriptionMutex.unlock()
|
||||
}
|
||||
}
|
||||
|
||||
private suspend fun refreshSubscriptionInternal() {
|
||||
periodEndCountdownJob?.cancel()
|
||||
periodEndCountdownJob = null
|
||||
|
||||
val subscribedStrategyIds = strategySubscribers.keys.filter { (strategySubscribers[it] ?: 0) > 0 }
|
||||
if (subscribedStrategyIds.isEmpty()) {
|
||||
closeAllWebSockets()
|
||||
return
|
||||
}
|
||||
|
||||
val strategies = strategyRepository.findAllById(subscribedStrategyIds).filter { it.enabled && it.id != null }
|
||||
if (strategies.isEmpty()) {
|
||||
closeAllWebSockets()
|
||||
return
|
||||
}
|
||||
|
||||
val nowSeconds = System.currentTimeMillis() / 1000
|
||||
val isSwitch = currentPeriodWebSocket != null
|
||||
|
||||
if (isSwitch) {
|
||||
// 周期切换:关闭当前周期连接,下一晋升为当前,新建下一周期连接
|
||||
closeCurrentPeriodWebSocket()
|
||||
currentPeriodWebSocket = nextPeriodWebSocket
|
||||
nextPeriodWebSocket = null
|
||||
val nextMap = nextPeriodTokenToStrategy.get()
|
||||
currentPeriodTokenToStrategy.set(nextMap)
|
||||
val nextPeriodByStrategy = nextMap.values.flatten().distinctBy { it.strategyId }.associate { it.strategyId to it.periodStartUnix }
|
||||
logger.info("周期切换:下一周期连接晋升为当前")
|
||||
for ((strategyId, periodStartUnix) in nextPeriodByStrategy) {
|
||||
updateStrategyPriceDataForPeriod(listOf(strategyId), periodStartUnix, pushDefault = true)
|
||||
}
|
||||
val (newNextTokenIds, newNextMap) = buildSubscriptionMapForNextPeriod(subscribedStrategyIds)
|
||||
nextPeriodTokenToStrategy.set(newNextMap)
|
||||
if (newNextTokenIds.isNotEmpty()) {
|
||||
connectNextPeriod(newNextTokenIds, newNextMap)
|
||||
} else {
|
||||
logger.info("下一周期市场尚未创建,仅建立空连接以便周期切换时复用")
|
||||
connectNextPeriod(emptyList(), emptyMap())
|
||||
}
|
||||
scheduleRefreshAtPeriodEnd(if (newNextMap.isNotEmpty()) newNextMap else nextMap)
|
||||
} else {
|
||||
// 首次:建立当前周期连接 + 下一周期连接
|
||||
val (currentTokenIds, currentMap) = buildSubscriptionMapForCurrentPeriod(subscribedStrategyIds)
|
||||
currentPeriodTokenToStrategy.set(currentMap)
|
||||
for (entry in currentMap.values.flatten().distinctBy { it.strategyId }) {
|
||||
updateStrategyPriceDataForPeriod(listOf(entry.strategyId), entry.periodStartUnix, pushDefault = false)
|
||||
}
|
||||
if (currentTokenIds.isEmpty()) {
|
||||
closeAllWebSockets()
|
||||
return
|
||||
}
|
||||
connectCurrentPeriod(currentTokenIds, currentMap)
|
||||
val (nextTokenIds, nextMap) = buildSubscriptionMapForNextPeriod(subscribedStrategyIds)
|
||||
nextPeriodTokenToStrategy.set(nextMap)
|
||||
if (nextTokenIds.isNotEmpty()) {
|
||||
connectNextPeriod(nextTokenIds, nextMap)
|
||||
} else {
|
||||
logger.info("下一周期市场尚未创建,先建立空连接,周期切换时会重新订阅")
|
||||
connectNextPeriod(emptyList(), emptyMap())
|
||||
}
|
||||
scheduleRefreshAtPeriodEnd(currentMap)
|
||||
}
|
||||
}
|
||||
|
||||
/** 构建当前周期订阅(每个策略按自己的 interval 算当前周期) */
|
||||
private suspend fun buildSubscriptionMapForCurrentPeriod(strategyIds: List<Long>): Pair<List<String>, Map<String, List<MonitorEntry>>> {
|
||||
val strategies = strategyRepository.findAllById(strategyIds)
|
||||
val nowSeconds = System.currentTimeMillis() / 1000
|
||||
val tokenIdSet = mutableSetOf<String>()
|
||||
val map = mutableMapOf<String, MutableList<MonitorEntry>>()
|
||||
|
||||
for (strategy in strategies) {
|
||||
if (!strategy.enabled || strategy.id == null) continue
|
||||
val strategyPeriod = (nowSeconds / strategy.intervalSeconds) * strategy.intervalSeconds
|
||||
val slug = "${strategy.marketSlugPrefix}-$strategyPeriod"
|
||||
val event = fetchEventBySlug(slug).getOrNull() ?: continue
|
||||
val market = event.markets?.firstOrNull() ?: continue
|
||||
val tokenIds = parseClobTokenIds(market.clobTokenIds)
|
||||
if (tokenIds.size < 2) continue
|
||||
for (i in tokenIds.indices) {
|
||||
tokenIdSet.add(tokenIds[i])
|
||||
map.getOrPut(tokenIds[i]) { mutableListOf() }.add(
|
||||
MonitorEntry(strategy.id!!, strategy, strategyPeriod, i, tokenIds[i], false)
|
||||
)
|
||||
}
|
||||
}
|
||||
return Pair(tokenIdSet.toList(), map)
|
||||
}
|
||||
|
||||
/** 构建下一周期订阅(每个策略按自己的 interval 算下一周期) */
|
||||
private suspend fun buildSubscriptionMapForNextPeriod(strategyIds: List<Long>): Pair<List<String>, Map<String, List<MonitorEntry>>> {
|
||||
val strategies = strategyRepository.findAllById(strategyIds)
|
||||
val nowSeconds = System.currentTimeMillis() / 1000
|
||||
val tokenIdSet = mutableSetOf<String>()
|
||||
val map = mutableMapOf<String, MutableList<MonitorEntry>>()
|
||||
|
||||
for (strategy in strategies) {
|
||||
if (!strategy.enabled || strategy.id == null) continue
|
||||
val currentPeriod = (nowSeconds / strategy.intervalSeconds) * strategy.intervalSeconds
|
||||
val nextPeriod = currentPeriod + strategy.intervalSeconds
|
||||
val slug = "${strategy.marketSlugPrefix}-$nextPeriod"
|
||||
val event = fetchEventBySlug(slug).getOrNull() ?: continue
|
||||
val market = event.markets?.firstOrNull() ?: continue
|
||||
val tokenIds = parseClobTokenIds(market.clobTokenIds)
|
||||
if (tokenIds.size < 2) continue
|
||||
for (i in tokenIds.indices) {
|
||||
tokenIdSet.add(tokenIds[i])
|
||||
map.getOrPut(tokenIds[i]) { mutableListOf() }.add(
|
||||
MonitorEntry(strategy.id!!, strategy, nextPeriod, i, tokenIds[i], true)
|
||||
)
|
||||
}
|
||||
}
|
||||
return Pair(tokenIdSet.toList(), map)
|
||||
}
|
||||
|
||||
/** 更新策略价格数据为指定周期(开盘价、价差线等),可选是否推送默认 0.5 */
|
||||
private suspend fun updateStrategyPriceDataForPeriod(strategyIds: List<Long>, periodStartUnix: Long, pushDefault: Boolean) {
|
||||
val strategies = strategyRepository.findAllById(strategyIds)
|
||||
for (strategy in strategies) {
|
||||
if (strategy.id == null) continue
|
||||
val openClose = binanceKlineService.getCurrentOpenClose(strategy.marketSlugPrefix, strategy.intervalSeconds, periodStartUnix)
|
||||
val openPriceBtc = openClose?.first
|
||||
var minSpreadLineUp: BigDecimal? = null
|
||||
var minSpreadLineDown: BigDecimal? = null
|
||||
when (strategy.spreadMode.name.uppercase()) {
|
||||
"FIXED" -> {
|
||||
minSpreadLineUp = strategy.spreadValue?.toSafeBigDecimal()
|
||||
minSpreadLineDown = strategy.spreadValue?.toSafeBigDecimal()
|
||||
}
|
||||
"AUTO" -> {
|
||||
val autoSpreads = binanceKlineAutoSpreadService.computeAndCache(strategy.marketSlugPrefix, strategy.intervalSeconds, periodStartUnix)
|
||||
minSpreadLineUp = autoSpreads?.first
|
||||
minSpreadLineDown = autoSpreads?.second
|
||||
}
|
||||
}
|
||||
val existingData = strategyPriceData[strategy.id] ?: StrategyPriceData()
|
||||
val periodChanged = existingData.periodStartUnix != null && existingData.periodStartUnix != periodStartUnix
|
||||
val newData = StrategyPriceData(
|
||||
currentPriceUp = if (periodChanged && pushDefault) BigDecimal("0.5") else existingData.currentPriceUp,
|
||||
currentPriceDown = if (periodChanged && pushDefault) BigDecimal("0.5") else existingData.currentPriceDown,
|
||||
spreadUp = if (periodChanged && pushDefault) BigDecimal("0.5") else existingData.spreadUp,
|
||||
spreadDown = if (periodChanged && pushDefault) BigDecimal("0.5") else existingData.spreadDown,
|
||||
openPriceBtc = openPriceBtc,
|
||||
minSpreadLineUp = minSpreadLineUp,
|
||||
minSpreadLineDown = minSpreadLineDown,
|
||||
periodStartUnix = periodStartUnix
|
||||
)
|
||||
strategyPriceData[strategy.id!!] = newData
|
||||
if (periodChanged && pushDefault) {
|
||||
val pushData = buildPushData(strategy, newData)
|
||||
addToHistoryAndPush(strategy.id!!, pushData)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
private fun connectCurrentPeriod(tokenIds: List<String>, map: Map<String, List<MonitorEntry>>) {
|
||||
if (currentPeriodWebSocket != null) return
|
||||
val request = Request.Builder().url(wsUrl).build()
|
||||
currentPeriodWebSocket = client.newWebSocket(request, object : WebSocketListener() {
|
||||
override fun onOpen(webSocket: WebSocket, response: okhttp3.Response) {
|
||||
closedForNoSubscribers.set(false)
|
||||
val msg = """{"type":"MARKET","assets_ids":${tokenIds.toJson()}}"""
|
||||
try {
|
||||
webSocket.send(msg)
|
||||
logger.info("尾盘监控 WebSocket(当前周期)已连接并订阅: ${tokenIds.size} 个 token")
|
||||
} catch (e: Exception) {
|
||||
logger.warn("发送当前周期订阅失败: ${e.message}")
|
||||
}
|
||||
}
|
||||
|
||||
override fun onMessage(webSocket: WebSocket, text: String) {
|
||||
handleMessage(webSocket, text, isFromCurrentPeriod = true)
|
||||
}
|
||||
|
||||
override fun onClosing(webSocket: WebSocket, code: Int, reason: String) {
|
||||
if (this@CryptoTailMonitorService.currentPeriodWebSocket == webSocket) {
|
||||
this@CryptoTailMonitorService.currentPeriodWebSocket = null
|
||||
if (!closedForNoSubscribers.get()) scheduleReconnect()
|
||||
}
|
||||
}
|
||||
|
||||
override fun onFailure(webSocket: WebSocket, t: Throwable, response: okhttp3.Response?) {
|
||||
if (this@CryptoTailMonitorService.currentPeriodWebSocket == webSocket) {
|
||||
this@CryptoTailMonitorService.currentPeriodWebSocket = null
|
||||
scheduleReconnect()
|
||||
}
|
||||
}
|
||||
})
|
||||
}
|
||||
|
||||
private fun connectNextPeriod(tokenIds: List<String>, map: Map<String, List<MonitorEntry>>) {
|
||||
if (nextPeriodWebSocket != null) return
|
||||
val request = Request.Builder().url(wsUrl).build()
|
||||
nextPeriodWebSocket = client.newWebSocket(request, object : WebSocketListener() {
|
||||
override fun onOpen(webSocket: WebSocket, response: okhttp3.Response) {
|
||||
val msg = """{"type":"MARKET","assets_ids":${tokenIds.toJson()}}"""
|
||||
try {
|
||||
webSocket.send(msg)
|
||||
if (tokenIds.isEmpty()) {
|
||||
logger.info("尾盘监控 WebSocket(下一周期)已连接,暂无 token 订阅,等待周期切换后更新")
|
||||
} else {
|
||||
logger.info("尾盘监控 WebSocket(下一周期)已连接并订阅: ${tokenIds.size} 个 token")
|
||||
}
|
||||
} catch (e: Exception) {
|
||||
logger.warn("发送下一周期订阅失败: ${e.message}")
|
||||
}
|
||||
}
|
||||
|
||||
override fun onMessage(webSocket: WebSocket, text: String) {
|
||||
handleMessage(webSocket, text, isFromCurrentPeriod = false)
|
||||
}
|
||||
|
||||
override fun onClosing(webSocket: WebSocket, code: Int, reason: String) {
|
||||
if (this@CryptoTailMonitorService.nextPeriodWebSocket == webSocket) {
|
||||
this@CryptoTailMonitorService.nextPeriodWebSocket = null
|
||||
}
|
||||
}
|
||||
|
||||
override fun onFailure(webSocket: WebSocket, t: Throwable, response: okhttp3.Response?) {
|
||||
if (this@CryptoTailMonitorService.nextPeriodWebSocket == webSocket) {
|
||||
this@CryptoTailMonitorService.nextPeriodWebSocket = null
|
||||
}
|
||||
}
|
||||
})
|
||||
}
|
||||
|
||||
private fun closeCurrentPeriodWebSocket() {
|
||||
currentPeriodWebSocket?.close(1000, "period_ended")
|
||||
currentPeriodWebSocket = null
|
||||
logger.info("尾盘监控 WebSocket(当前周期)已关闭")
|
||||
}
|
||||
|
||||
private fun closeAllWebSockets() {
|
||||
reconnectJob?.cancel()
|
||||
reconnectJob = null
|
||||
closedForNoSubscribers.set(true)
|
||||
currentPeriodWebSocket?.close(1000, "no_subscribers")
|
||||
currentPeriodWebSocket = null
|
||||
nextPeriodWebSocket?.close(1000, "no_subscribers")
|
||||
nextPeriodWebSocket = null
|
||||
logger.info("尾盘监控 WebSocket 已全部关闭(无订阅者)")
|
||||
}
|
||||
|
||||
private fun handleMessage(webSocket: WebSocket, text: String, isFromCurrentPeriod: Boolean) {
|
||||
if (text == "pong" || text.isEmpty()) return
|
||||
if (closedForNoSubscribers.get()) return
|
||||
if (!isFromCurrentPeriod) return
|
||||
|
||||
maybeRefreshSubscriptionIfPeriodChanged()
|
||||
|
||||
val json = text.fromJson<com.google.gson.JsonObject>() ?: return
|
||||
val eventType = (json.get("event_type") as? com.google.gson.JsonPrimitive)?.asString ?: return
|
||||
val map = currentPeriodTokenToStrategy.get()
|
||||
|
||||
when (eventType) {
|
||||
"book" -> {
|
||||
val assetId = (json.get("asset_id") as? com.google.gson.JsonPrimitive)?.asString ?: return
|
||||
val bids = json.get("bids") as? com.google.gson.JsonArray
|
||||
if (bids == null || bids.isEmpty) return
|
||||
val firstBid = bids.get(0) as? com.google.gson.JsonObject
|
||||
val bestBid = (firstBid?.get("price") as? com.google.gson.JsonPrimitive)?.asString?.toSafeBigDecimal()
|
||||
if (bestBid != null) onPriceUpdate(assetId, bestBid, map)
|
||||
}
|
||||
"price_change" -> {
|
||||
val priceChanges = json.get("price_changes") as? com.google.gson.JsonArray ?: return
|
||||
for (i in 0 until priceChanges.size()) {
|
||||
val pc = priceChanges.get(i) as? com.google.gson.JsonObject ?: continue
|
||||
val assetId = (pc.get("asset_id") as? com.google.gson.JsonPrimitive)?.asString ?: continue
|
||||
val bestBidStr = (pc.get("best_bid") as? com.google.gson.JsonPrimitive)?.asString
|
||||
val bestBid = bestBidStr?.toSafeBigDecimal()
|
||||
if (bestBid != null) onPriceUpdate(assetId, bestBid, map)
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
private fun onPriceUpdate(tokenId: String, bestBid: BigDecimal, map: Map<String, List<MonitorEntry>>) {
|
||||
if (closedForNoSubscribers.get()) return
|
||||
val entries = map[tokenId] ?: return
|
||||
|
||||
for (entry in entries) {
|
||||
val strategy = entry.strategy
|
||||
val priceData = strategyPriceData[strategy.id!!] ?: StrategyPriceData()
|
||||
|
||||
// 根据方向更新价格
|
||||
val newPriceData = if (entry.outcomeIndex == 0) {
|
||||
// Up 方向
|
||||
priceData.copy(
|
||||
currentPriceUp = bestBid,
|
||||
currentPriceDown = BigDecimal.ONE.subtract(bestBid),
|
||||
spreadUp = BigDecimal.ONE.subtract(bestBid),
|
||||
spreadDown = bestBid,
|
||||
lastUpdateTime = System.currentTimeMillis()
|
||||
)
|
||||
} else {
|
||||
// Down 方向
|
||||
priceData.copy(
|
||||
currentPriceDown = bestBid,
|
||||
currentPriceUp = BigDecimal.ONE.subtract(bestBid),
|
||||
spreadUp = bestBid,
|
||||
spreadDown = BigDecimal.ONE.subtract(bestBid),
|
||||
lastUpdateTime = System.currentTimeMillis()
|
||||
)
|
||||
}
|
||||
|
||||
strategyPriceData[strategy.id!!] = newPriceData
|
||||
|
||||
val pushData = buildPushData(strategy, newPriceData)
|
||||
addToHistoryAndPush(strategy.id!!, pushData)
|
||||
}
|
||||
}
|
||||
|
||||
private fun addToHistoryAndPush(strategyId: Long, pushData: CryptoTailMonitorPushData) {
|
||||
addToHistory(strategyId, pushData)
|
||||
webSocketSubscriptionService.pushMonitorData(strategyId, pushData)
|
||||
}
|
||||
|
||||
private fun addToHistory(strategyId: Long, pushData: CryptoTailMonitorPushData) {
|
||||
val list = strategyPushHistory.getOrPut(strategyId) {
|
||||
Collections.synchronizedList(mutableListOf<CryptoTailMonitorPushData>())
|
||||
}
|
||||
synchronized(list) {
|
||||
val lastPeriod = strategyHistoryPeriod[strategyId]
|
||||
if (lastPeriod != null && lastPeriod != pushData.periodStartUnix) {
|
||||
list.clear()
|
||||
}
|
||||
strategyHistoryPeriod[strategyId] = pushData.periodStartUnix
|
||||
list.add(pushData)
|
||||
while (list.size > maxHistorySize) {
|
||||
list.removeAt(0)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 构建推送数据
|
||||
* 最新价、价差使用币安 K 线的 BTC 价格(open/close)
|
||||
*/
|
||||
private fun buildPushData(strategy: CryptoTailStrategy, priceData: StrategyPriceData): CryptoTailMonitorPushData {
|
||||
val nowSeconds = System.currentTimeMillis() / 1000
|
||||
val periodStartUnix = (nowSeconds / strategy.intervalSeconds) * strategy.intervalSeconds
|
||||
val periodEndUnix = periodStartUnix + strategy.intervalSeconds
|
||||
val remainingSeconds = (periodEndUnix - nowSeconds).toInt().coerceAtLeast(0)
|
||||
|
||||
val windowStart = periodStartUnix + strategy.windowStartSeconds
|
||||
val windowEnd = periodStartUnix + strategy.windowEndSeconds
|
||||
val inTimeWindow = nowSeconds >= windowStart && nowSeconds < windowEnd
|
||||
|
||||
// 币安 K 线:open = 周期开盘价,close = 当前最新价(实时更新)
|
||||
val openClose = binanceKlineService.getCurrentOpenClose(strategy.marketSlugPrefix, strategy.intervalSeconds, periodStartUnix)
|
||||
val openPriceBtc = priceData.openPriceBtc ?: openClose?.first
|
||||
val currentPriceBtc = openClose?.second
|
||||
// K 线数据回来后更新缓存,供后续使用
|
||||
if (openPriceBtc != null && priceData.openPriceBtc == null && strategy.id != null) {
|
||||
strategyPriceData[strategy.id] = priceData.copy(openPriceBtc = openPriceBtc)
|
||||
}
|
||||
val spreadBtc = if (openPriceBtc != null && currentPriceBtc != null) {
|
||||
currentPriceBtc.subtract(openPriceBtc)
|
||||
} else null
|
||||
|
||||
// 判断价格区间(Polymarket 0-1)
|
||||
val currentUp = priceData.currentPriceUp
|
||||
val currentDown = priceData.currentPriceDown
|
||||
val inPriceRangeUp = currentUp != null &&
|
||||
currentUp >= strategy.minPrice && currentUp <= strategy.maxPrice
|
||||
val inPriceRangeDown = currentDown != null &&
|
||||
currentDown >= strategy.minPrice && currentDown <= strategy.maxPrice
|
||||
|
||||
return CryptoTailMonitorPushData(
|
||||
strategyId = strategy.id!!,
|
||||
timestamp = System.currentTimeMillis(),
|
||||
periodStartUnix = periodStartUnix,
|
||||
currentPriceUp = priceData.currentPriceUp?.setScale(4, RoundingMode.HALF_UP)?.toPlainString(),
|
||||
currentPriceDown = priceData.currentPriceDown?.setScale(4, RoundingMode.HALF_UP)?.toPlainString(),
|
||||
spreadUp = priceData.spreadUp?.setScale(4, RoundingMode.HALF_UP)?.toPlainString(),
|
||||
spreadDown = priceData.spreadDown?.setScale(4, RoundingMode.HALF_UP)?.toPlainString(),
|
||||
minSpreadLineUp = priceData.minSpreadLineUp?.setScale(2, RoundingMode.HALF_UP)?.toPlainString(),
|
||||
minSpreadLineDown = priceData.minSpreadLineDown?.setScale(2, RoundingMode.HALF_UP)?.toPlainString(),
|
||||
openPriceBtc = openPriceBtc?.setScale(2, RoundingMode.HALF_UP)?.toPlainString(),
|
||||
currentPriceBtc = currentPriceBtc?.setScale(2, RoundingMode.HALF_UP)?.toPlainString(),
|
||||
spreadBtc = spreadBtc?.setScale(2, RoundingMode.HALF_UP)?.toPlainString(),
|
||||
remainingSeconds = remainingSeconds,
|
||||
inTimeWindow = inTimeWindow,
|
||||
inPriceRangeUp = inPriceRangeUp,
|
||||
inPriceRangeDown = inPriceRangeDown,
|
||||
triggered = priceData.triggered,
|
||||
triggerDirection = priceData.triggerDirection,
|
||||
periodEnded = remainingSeconds <= 0
|
||||
)
|
||||
}
|
||||
|
||||
private fun maybeRefreshSubscriptionIfPeriodChanged() {
|
||||
val subscribed = currentPeriodTokenToStrategy.get().values.flatten().distinctBy { it.strategyId }
|
||||
.associate { it.strategyId to it.periodStartUnix }
|
||||
if (subscribed.isEmpty()) return
|
||||
|
||||
val strategies = strategyRepository.findAllById(subscribed.keys)
|
||||
val nowSeconds = System.currentTimeMillis() / 1000
|
||||
|
||||
for (s in strategies) {
|
||||
if (s.id == null) continue
|
||||
val currentPeriod = (nowSeconds / s.intervalSeconds) * s.intervalSeconds
|
||||
val subPeriod = subscribed[s.id] ?: continue
|
||||
if (currentPeriod != subPeriod) {
|
||||
scope.launch { refreshSubscription() }
|
||||
return
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
private fun scheduleRefreshAtPeriodEnd(newMap: Map<String, List<MonitorEntry>>) {
|
||||
val entries = newMap.values.flatten()
|
||||
if (entries.isEmpty()) return
|
||||
|
||||
val nextPeriodEndSeconds = entries.minOf { it.periodStartUnix + it.strategy.intervalSeconds }
|
||||
val delayMs = (nextPeriodEndSeconds * 1000) - System.currentTimeMillis() + 2000
|
||||
if (delayMs <= 0) return
|
||||
|
||||
periodEndCountdownJob = scope.launch {
|
||||
delay(delayMs)
|
||||
periodEndCountdownJob = null
|
||||
refreshSubscription()
|
||||
}
|
||||
}
|
||||
|
||||
private fun closeWebSocketForNoSubscribers() {
|
||||
closeAllWebSockets()
|
||||
}
|
||||
|
||||
private fun scheduleReconnect() {
|
||||
if (reconnectJob?.isActive == true) return
|
||||
reconnectJob = scope.launch {
|
||||
delay(reconnectDelayMs)
|
||||
reconnectJob = null
|
||||
if (strategySubscribers.isNotEmpty()) {
|
||||
logger.info("尾盘监控 WebSocket 尝试重连")
|
||||
refreshSubscription()
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
private fun fetchEventBySlug(slug: String): Result<GammaEventBySlugResponse> {
|
||||
return try {
|
||||
val api = retrofitFactory.createGammaApi()
|
||||
val response = runBlocking { api.getEventBySlug(slug) }
|
||||
if (response.isSuccessful && response.body() != null) {
|
||||
Result.success(response.body()!!)
|
||||
} else {
|
||||
Result.failure(Exception("${response.code()}"))
|
||||
}
|
||||
} catch (e: Exception) {
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
|
||||
private fun parseClobTokenIds(clobTokenIds: String?): List<String> {
|
||||
if (clobTokenIds.isNullOrBlank()) return emptyList()
|
||||
return clobTokenIds.fromJson<List<String>>() ?: emptyList()
|
||||
}
|
||||
|
||||
@PreDestroy
|
||||
fun destroy() {
|
||||
reconnectJob?.cancel()
|
||||
periodEndCountdownJob?.cancel()
|
||||
periodicPushJob?.cancel()
|
||||
currentPeriodWebSocket?.close(1000, "shutdown")
|
||||
currentPeriodWebSocket = null
|
||||
nextPeriodWebSocket?.close(1000, "shutdown")
|
||||
nextPeriodWebSocket = null
|
||||
}
|
||||
}
|
||||
+3
-3
@@ -102,16 +102,16 @@ class CryptoTailOrderNotificationPollingService(
|
||||
return false
|
||||
}
|
||||
val apiSecret = try {
|
||||
cryptoUtils.decrypt(account.apiSecret) ?: return false
|
||||
cryptoUtils.decrypt(account.apiSecret)
|
||||
} catch (e: Exception) {
|
||||
logger.warn("解密 API Secret 失败: accountId=${account.id}", e)
|
||||
return false
|
||||
}
|
||||
val apiPassphrase = try {
|
||||
cryptoUtils.decrypt(account.apiPassphrase) ?: ""
|
||||
cryptoUtils.decrypt(account.apiPassphrase)
|
||||
} catch (e: Exception) { "" }
|
||||
val clobApi = retrofitFactory.createClobApi(
|
||||
account.apiKey!!,
|
||||
account.apiKey,
|
||||
apiSecret,
|
||||
apiPassphrase,
|
||||
account.walletAddress
|
||||
|
||||
+3
-3
@@ -228,11 +228,11 @@ class CryptoTailSettlementService(
|
||||
val match = activities.firstOrNull { a ->
|
||||
a.type == "TRADE" &&
|
||||
a.conditionId == conditionId &&
|
||||
a.outcomeIndex != null && a.outcomeIndex!! in 0..1 &&
|
||||
a.outcomeIndex != null && a.outcomeIndex in 0..1 &&
|
||||
a.outcomeIndex == trigger.outcomeIndex &&
|
||||
a.side?.uppercase() == "BUY" &&
|
||||
a.price != null && a.price!! > 0 &&
|
||||
a.size != null && a.size!! > 0
|
||||
a.price != null && a.price > 0 &&
|
||||
a.size != null && a.size > 0
|
||||
} ?: run {
|
||||
logger.debug("尾盘结算 activity 无匹配成交: triggerId=${trigger.id}, conditionId=$conditionId, outcomeIndex=${trigger.outcomeIndex}, 条数=${activities.size}")
|
||||
return null
|
||||
|
||||
+177
-32
@@ -135,13 +135,17 @@ class CryptoTailStrategyExecutionService(
|
||||
return null
|
||||
}
|
||||
val apiSecret = try {
|
||||
account.apiSecret?.let { cryptoUtils.decrypt(it) } ?: ""
|
||||
} catch (e: Exception) { "" }
|
||||
account.apiSecret.let { cryptoUtils.decrypt(it) }
|
||||
} catch (e: Exception) {
|
||||
""
|
||||
}
|
||||
val apiPassphrase = try {
|
||||
account.apiPassphrase?.let { cryptoUtils.decrypt(it) } ?: ""
|
||||
} catch (e: Exception) { "" }
|
||||
account.apiPassphrase.let { cryptoUtils.decrypt(it) }
|
||||
} catch (e: Exception) {
|
||||
""
|
||||
}
|
||||
|
||||
val clobApi = retrofitFactory.createClobApi(account.apiKey!!, apiSecret, apiPassphrase, account.walletAddress)
|
||||
val clobApi = retrofitFactory.createClobApi(account.apiKey, apiSecret, apiPassphrase, account.walletAddress)
|
||||
val feeRateByTokenId = tokenIds.associate { tokenId ->
|
||||
tokenId to (clobService.getFeeRate(tokenId).getOrNull()?.toString() ?: "0")
|
||||
}
|
||||
@@ -211,11 +215,19 @@ class CryptoTailStrategyExecutionService(
|
||||
|
||||
val mutex = getTriggerMutex(strategy.id!!, periodStartUnix)
|
||||
mutex.withLock {
|
||||
if (triggerRepository.findByStrategyIdAndPeriodStartUnix(strategy.id!!, periodStartUnix) != null) return@withLock
|
||||
if (triggerRepository.findByStrategyIdAndPeriodStartUnix(
|
||||
strategy.id!!,
|
||||
periodStartUnix
|
||||
) != null
|
||||
) return@withLock
|
||||
val logKey = triggerLockKey(strategy.id!!, periodStartUnix)
|
||||
if (conditionLoggedCache.getIfPresent(logKey) == null) {
|
||||
conditionLoggedCache.put(logKey, periodStartUnix + strategy.intervalSeconds)
|
||||
val oc = binanceKlineService.getCurrentOpenClose(strategy.marketSlugPrefix, strategy.intervalSeconds, periodStartUnix)
|
||||
val oc = binanceKlineService.getCurrentOpenClose(
|
||||
strategy.marketSlugPrefix,
|
||||
strategy.intervalSeconds,
|
||||
periodStartUnix
|
||||
)
|
||||
val openPrice = oc?.first?.toPlainString() ?: "-"
|
||||
val closePrice = oc?.second?.toPlainString() ?: "-"
|
||||
val strategyName = strategy.name?.takeIf { it.isNotBlank() } ?: "尾盘策略-${strategy.marketSlugPrefix}"
|
||||
@@ -223,8 +235,8 @@ class CryptoTailStrategyExecutionService(
|
||||
val modeStr = if (strategy.spreadDirection == SpreadDirection.MAX) "最大价差" else "最小价差"
|
||||
logger.info(
|
||||
"尾盘策略首次满足条件: strategyName=$strategyName, strategyId=${strategy.id}, " +
|
||||
"openPrice=$openPrice, closePrice=$closePrice, marketPrice=${bestBid.toPlainString()}, " +
|
||||
"direction=$direction, outcomeIndex=$outcomeIndex, spreadMode=$modeStr"
|
||||
"openPrice=$openPrice, closePrice=$closePrice, marketPrice=${bestBid.toPlainString()}, " +
|
||||
"direction=$direction, outcomeIndex=$outcomeIndex, spreadMode=$modeStr"
|
||||
)
|
||||
}
|
||||
if (!passSpreadCheck(strategy, periodStartUnix, outcomeIndex)) return@withLock
|
||||
@@ -235,23 +247,29 @@ class CryptoTailStrategyExecutionService(
|
||||
|
||||
private fun passSpreadCheck(strategy: CryptoTailStrategy, periodStartUnix: Long, outcomeIndex: Int): Boolean {
|
||||
if (strategy.spreadMode == SpreadMode.NONE) return true
|
||||
val oc = binanceKlineService.getCurrentOpenClose(strategy.marketSlugPrefix, strategy.intervalSeconds, periodStartUnix)
|
||||
val oc = binanceKlineService.getCurrentOpenClose(
|
||||
strategy.marketSlugPrefix,
|
||||
strategy.intervalSeconds,
|
||||
periodStartUnix
|
||||
)
|
||||
?: return false
|
||||
val (openP, closeP) = oc
|
||||
val spreadAbs = closeP.subtract(openP).abs()
|
||||
|
||||
|
||||
// 获取有效价差
|
||||
val effectiveSpread = when (strategy.spreadMode) {
|
||||
SpreadMode.FIXED -> {
|
||||
strategy.spreadValue?.takeIf { it > BigDecimal.ZERO } ?: return true
|
||||
}
|
||||
|
||||
SpreadMode.AUTO -> {
|
||||
val result = computeAutoEffectiveSpread(strategy, periodStartUnix, outcomeIndex) ?: return true
|
||||
result.effectiveSpread.takeIf { it > BigDecimal.ZERO } ?: return true
|
||||
}
|
||||
|
||||
SpreadMode.NONE -> return true
|
||||
}
|
||||
|
||||
|
||||
// 根据价差方向判断
|
||||
return if (strategy.spreadDirection == SpreadDirection.MAX) {
|
||||
// 最大价差模式:价差 <= 配置值时触发
|
||||
@@ -271,9 +289,22 @@ class CryptoTailStrategyExecutionService(
|
||||
val effectiveSpread: BigDecimal
|
||||
)
|
||||
|
||||
private fun computeAutoEffectiveSpread(strategy: CryptoTailStrategy, periodStartUnix: Long, outcomeIndex: Int): AutoSpreadResult? {
|
||||
val baseSpread = binanceKlineAutoSpreadService.getAutoMinSpreadBase(strategy.marketSlugPrefix, strategy.intervalSeconds, periodStartUnix, outcomeIndex)
|
||||
?: binanceKlineAutoSpreadService.computeAndCache(strategy.marketSlugPrefix, strategy.intervalSeconds, periodStartUnix)?.let { if (outcomeIndex == 0) it.first else it.second }
|
||||
private fun computeAutoEffectiveSpread(
|
||||
strategy: CryptoTailStrategy,
|
||||
periodStartUnix: Long,
|
||||
outcomeIndex: Int
|
||||
): AutoSpreadResult? {
|
||||
val baseSpread = binanceKlineAutoSpreadService.getAutoMinSpreadBase(
|
||||
strategy.marketSlugPrefix,
|
||||
strategy.intervalSeconds,
|
||||
periodStartUnix,
|
||||
outcomeIndex
|
||||
)
|
||||
?: binanceKlineAutoSpreadService.computeAndCache(
|
||||
strategy.marketSlugPrefix,
|
||||
strategy.intervalSeconds,
|
||||
periodStartUnix
|
||||
)?.let { if (outcomeIndex == 0) it.first else it.second }
|
||||
?: return null
|
||||
if (baseSpread <= BigDecimal.ZERO) return null
|
||||
val windowStartMs = (periodStartUnix + strategy.windowStartSeconds) * 1000L
|
||||
@@ -306,18 +337,40 @@ class CryptoTailStrategyExecutionService(
|
||||
val amountUsdc = when (strategy.amountMode.uppercase()) {
|
||||
"RATIO" -> {
|
||||
val balanceResult = accountService.getAccountBalance(ctx.account.id)
|
||||
val availableBalance = balanceResult.getOrNull()?.availableBalance?.toSafeBigDecimal() ?: BigDecimal.ZERO
|
||||
val availableBalance =
|
||||
balanceResult.getOrNull()?.availableBalance?.toSafeBigDecimal() ?: BigDecimal.ZERO
|
||||
availableBalance.multiply(strategy.amountValue).divide(BigDecimal("100"), 18, RoundingMode.DOWN)
|
||||
}
|
||||
|
||||
else -> strategy.amountValue
|
||||
}
|
||||
if (amountUsdc < BigDecimal("1")) {
|
||||
saveTriggerRecord(strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, amountUsdc, null, "fail", "投入金额不足")
|
||||
saveTriggerRecord(
|
||||
strategy,
|
||||
periodStartUnix,
|
||||
marketTitle,
|
||||
outcomeIndex,
|
||||
triggerPrice,
|
||||
amountUsdc,
|
||||
null,
|
||||
"fail",
|
||||
"投入金额不足"
|
||||
)
|
||||
return
|
||||
}
|
||||
|
||||
val tokenId = tokenIds.getOrNull(outcomeIndex) ?: run {
|
||||
saveTriggerRecord(strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, amountUsdc, null, "fail", "tokenIds 越界")
|
||||
saveTriggerRecord(
|
||||
strategy,
|
||||
periodStartUnix,
|
||||
marketTitle,
|
||||
outcomeIndex,
|
||||
triggerPrice,
|
||||
amountUsdc,
|
||||
null,
|
||||
"fail",
|
||||
"tokenIds 越界"
|
||||
)
|
||||
return
|
||||
}
|
||||
|
||||
@@ -350,7 +403,16 @@ class CryptoTailStrategyExecutionService(
|
||||
orderType = "FAK",
|
||||
deferExec = false
|
||||
)
|
||||
submitOrderAndSaveRecord(ctx.clobApi, strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, amountUsdc, orderRequest)
|
||||
submitOrderAndSaveRecord(
|
||||
ctx.clobApi,
|
||||
strategy,
|
||||
periodStartUnix,
|
||||
marketTitle,
|
||||
outcomeIndex,
|
||||
triggerPrice,
|
||||
amountUsdc,
|
||||
orderRequest
|
||||
)
|
||||
return
|
||||
}
|
||||
|
||||
@@ -373,7 +435,17 @@ class CryptoTailStrategyExecutionService(
|
||||
if (response.isSuccessful && response.body() != null) {
|
||||
val body = response.body()!!
|
||||
if (body.success && body.orderId != null) {
|
||||
saveTriggerRecord(strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, amountUsdc, body.orderId, "success", null)
|
||||
saveTriggerRecord(
|
||||
strategy,
|
||||
periodStartUnix,
|
||||
marketTitle,
|
||||
outcomeIndex,
|
||||
triggerPrice,
|
||||
amountUsdc,
|
||||
body.orderId,
|
||||
"success",
|
||||
null
|
||||
)
|
||||
logger.info("尾盘策略下单成功: strategyId=${strategy.id}, periodStartUnix=$periodStartUnix, outcomeIndex=$outcomeIndex, orderId=${body.orderId}")
|
||||
return
|
||||
}
|
||||
@@ -386,7 +458,17 @@ class CryptoTailStrategyExecutionService(
|
||||
failReason = e.message ?: e.toString()
|
||||
logger.error("尾盘策略下单异常: strategyId=${strategy.id}, periodStartUnix=$periodStartUnix", e)
|
||||
}
|
||||
saveTriggerRecord(strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, amountUsdc, null, "fail", failReason)
|
||||
saveTriggerRecord(
|
||||
strategy,
|
||||
periodStartUnix,
|
||||
marketTitle,
|
||||
outcomeIndex,
|
||||
triggerPrice,
|
||||
amountUsdc,
|
||||
null,
|
||||
"fail",
|
||||
failReason
|
||||
)
|
||||
logger.error("尾盘策略下单失败: strategyId=${strategy.id}, periodStartUnix=$periodStartUnix, reason=$failReason")
|
||||
}
|
||||
|
||||
@@ -401,12 +483,32 @@ class CryptoTailStrategyExecutionService(
|
||||
) {
|
||||
val account = accountRepository.findById(strategy.accountId).orElse(null) ?: run {
|
||||
logger.warn("账户不存在: accountId=${strategy.accountId}")
|
||||
saveTriggerRecord(strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, BigDecimal.ZERO, null, "fail", "账户不存在")
|
||||
saveTriggerRecord(
|
||||
strategy,
|
||||
periodStartUnix,
|
||||
marketTitle,
|
||||
outcomeIndex,
|
||||
triggerPrice,
|
||||
BigDecimal.ZERO,
|
||||
null,
|
||||
"fail",
|
||||
"账户不存在"
|
||||
)
|
||||
return
|
||||
}
|
||||
if (account.apiKey == null || account.apiSecret == null || account.apiPassphrase == null) {
|
||||
logger.warn("账户未配置 API 凭证: accountId=${account.id}")
|
||||
saveTriggerRecord(strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, BigDecimal.ZERO, null, "fail", "账户未配置API凭证")
|
||||
saveTriggerRecord(
|
||||
strategy,
|
||||
periodStartUnix,
|
||||
marketTitle,
|
||||
outcomeIndex,
|
||||
triggerPrice,
|
||||
BigDecimal.ZERO,
|
||||
null,
|
||||
"fail",
|
||||
"账户未配置API凭证"
|
||||
)
|
||||
return
|
||||
}
|
||||
|
||||
@@ -417,12 +519,32 @@ class CryptoTailStrategyExecutionService(
|
||||
else -> strategy.amountValue
|
||||
}
|
||||
if (amountUsdc < BigDecimal("1")) {
|
||||
saveTriggerRecord(strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, amountUsdc, null, "fail", "投入金额不足")
|
||||
saveTriggerRecord(
|
||||
strategy,
|
||||
periodStartUnix,
|
||||
marketTitle,
|
||||
outcomeIndex,
|
||||
triggerPrice,
|
||||
amountUsdc,
|
||||
null,
|
||||
"fail",
|
||||
"投入金额不足"
|
||||
)
|
||||
return
|
||||
}
|
||||
|
||||
val tokenId = tokenIds.getOrNull(outcomeIndex) ?: run {
|
||||
saveTriggerRecord(strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, amountUsdc, null, "fail", "tokenIds 越界")
|
||||
saveTriggerRecord(
|
||||
strategy,
|
||||
periodStartUnix,
|
||||
marketTitle,
|
||||
outcomeIndex,
|
||||
triggerPrice,
|
||||
amountUsdc,
|
||||
null,
|
||||
"fail",
|
||||
"tokenIds 越界"
|
||||
)
|
||||
return
|
||||
}
|
||||
|
||||
@@ -441,16 +563,30 @@ class CryptoTailStrategyExecutionService(
|
||||
cryptoUtils.decrypt(account.privateKey) ?: ""
|
||||
} catch (e: Exception) {
|
||||
logger.error("解密私钥失败: accountId=${account.id}", e)
|
||||
saveTriggerRecord(strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, amountUsdc, null, "fail", "解密私钥失败")
|
||||
saveTriggerRecord(
|
||||
strategy,
|
||||
periodStartUnix,
|
||||
marketTitle,
|
||||
outcomeIndex,
|
||||
triggerPrice,
|
||||
amountUsdc,
|
||||
null,
|
||||
"fail",
|
||||
"解密私钥失败"
|
||||
)
|
||||
return
|
||||
}
|
||||
val apiSecret = try {
|
||||
account.apiSecret?.let { cryptoUtils.decrypt(it) } ?: ""
|
||||
} catch (e: Exception) { "" }
|
||||
account.apiSecret.let { cryptoUtils.decrypt(it) }
|
||||
} catch (e: Exception) {
|
||||
""
|
||||
}
|
||||
val apiPassphrase = try {
|
||||
account.apiPassphrase?.let { cryptoUtils.decrypt(it) } ?: ""
|
||||
} catch (e: Exception) { "" }
|
||||
val clobApi = retrofitFactory.createClobApi(account.apiKey!!, apiSecret, apiPassphrase, account.walletAddress)
|
||||
account.apiPassphrase.let { cryptoUtils.decrypt(it) }
|
||||
} catch (e: Exception) {
|
||||
""
|
||||
}
|
||||
val clobApi = retrofitFactory.createClobApi(account.apiKey, apiSecret, apiPassphrase, account.walletAddress)
|
||||
val feeRateBps = clobService.getFeeRate(tokenId).getOrNull()?.toString() ?: "0"
|
||||
val signatureType = orderSigningService.getSignatureTypeForWalletType(account.walletType)
|
||||
|
||||
@@ -472,7 +608,16 @@ class CryptoTailStrategyExecutionService(
|
||||
orderType = "FAK",
|
||||
deferExec = false
|
||||
)
|
||||
submitOrderAndSaveRecord(clobApi, strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, amountUsdc, orderRequest)
|
||||
submitOrderAndSaveRecord(
|
||||
clobApi,
|
||||
strategy,
|
||||
periodStartUnix,
|
||||
marketTitle,
|
||||
outcomeIndex,
|
||||
triggerPrice,
|
||||
amountUsdc,
|
||||
orderRequest
|
||||
)
|
||||
}
|
||||
|
||||
private suspend fun fetchEventBySlug(slug: String): Result<GammaEventBySlugResponse> {
|
||||
|
||||
Reference in New Issue
Block a user