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:
WrBug
2026-02-25 17:00:41 +08:00
co-authored by Cursor
parent d3196a783f
commit 84c79d8812
18 changed files with 2162 additions and 59 deletions
@@ -0,0 +1,23 @@
package com.wrbug.polymarketbot.config
import com.wrbug.polymarketbot.service.common.WebSocketSubscriptionService
import com.wrbug.polymarketbot.service.cryptotail.CryptoTailMonitorService
import jakarta.annotation.PostConstruct
import org.springframework.context.annotation.Configuration
/**
* 尾盘监控服务配置
* 处理 WebSocketSubscriptionService 和 CryptoTailMonitorService 之间的循环依赖
*/
@Configuration
class MonitorServiceConfig(
private val webSocketSubscriptionService: WebSocketSubscriptionService,
private val cryptoTailMonitorService: CryptoTailMonitorService
) {
@PostConstruct
fun init() {
// 在所有 Bean 初始化后设置引用
webSocketSubscriptionService.setCryptoTailMonitorService(cryptoTailMonitorService)
}
}
@@ -11,9 +11,12 @@ import com.wrbug.polymarketbot.dto.CryptoTailStrategyTriggerListResponse
import com.wrbug.polymarketbot.dto.CryptoTailStrategyUpdateRequest
import com.wrbug.polymarketbot.dto.CryptoTailMarketOptionDto
import com.wrbug.polymarketbot.dto.CryptoTailAutoMinSpreadResponse
import com.wrbug.polymarketbot.dto.CryptoTailMonitorInitRequest
import com.wrbug.polymarketbot.dto.CryptoTailMonitorInitResponse
import com.wrbug.polymarketbot.enums.ErrorCode
import com.wrbug.polymarketbot.service.binance.BinanceKlineAutoSpreadService
import com.wrbug.polymarketbot.service.cryptotail.CryptoTailStrategyService
import com.wrbug.polymarketbot.service.cryptotail.CryptoTailMonitorService
import org.slf4j.LoggerFactory
import org.springframework.context.MessageSource
import org.springframework.http.ResponseEntity
@@ -26,6 +29,7 @@ import org.springframework.web.bind.annotation.RestController
@RequestMapping("/api/crypto-tail-strategy")
class CryptoTailStrategyController(
private val cryptoTailStrategyService: CryptoTailStrategyService,
private val cryptoTailMonitorService: CryptoTailMonitorService,
private val binanceKlineAutoSpreadService: BinanceKlineAutoSpreadService,
private val messageSource: MessageSource
) {
@@ -173,7 +177,7 @@ class CryptoTailStrategyController(
return ResponseEntity.ok(ApiResponse.error(ErrorCode.PARAM_ERROR, messageSource = messageSource))
}
val periodStartUnix = (request["periodStartUnix"] as? Number)?.toLong()
?: (System.currentTimeMillis() / 1000 / intervalSeconds) * intervalSeconds
?: ((System.currentTimeMillis() / 1000 / intervalSeconds) * intervalSeconds)
// 默认使用 BTC 市场(向后兼容)
val marketSlugPrefix = (request["marketSlugPrefix"] as? String) ?: "btc-updown"
val pair = binanceKlineAutoSpreadService.computeAndCache(marketSlugPrefix, intervalSeconds, periodStartUnix)
@@ -188,4 +192,28 @@ class CryptoTailStrategyController(
ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
}
}
/**
* 初始化尾盘策略监控
* 返回策略信息、开盘价、tokenIds等初始化数据
*/
@PostMapping("/monitor/init")
fun initMonitor(@RequestBody request: CryptoTailMonitorInitRequest): ResponseEntity<ApiResponse<CryptoTailMonitorInitResponse>> {
return try {
if (request.strategyId <= 0) {
return ResponseEntity.ok(ApiResponse.error(ErrorCode.CRYPTO_TAIL_STRATEGY_NOT_FOUND, messageSource = messageSource))
}
val result = cryptoTailMonitorService.initMonitor(request)
result.fold(
onSuccess = { ResponseEntity.ok(ApiResponse.success(it)) },
onFailure = { e ->
logger.error("初始化尾盘监控失败: ${e.message}", e)
ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
}
)
} catch (e: Exception) {
logger.error("初始化尾盘监控异常: ${e.message}", e)
ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_ERROR, e.message, messageSource))
}
}
}
@@ -0,0 +1,103 @@
package com.wrbug.polymarketbot.dto
/**
* 尾盘策略监控初始化请求
*/
data class CryptoTailMonitorInitRequest(
/** 策略ID */
val strategyId: Long = 0L
)
/**
* 尾盘策略监控初始化响应
*/
data class CryptoTailMonitorInitResponse(
/** 策略ID */
val strategyId: Long = 0L,
/** 策略名称 */
val name: String = "",
/** 账户ID */
val accountId: Long = 0L,
/** 账户名称 */
val accountName: String = "",
/** 市场 slug 前缀 */
val marketSlugPrefix: String = "",
/** 市场标题 */
val marketTitle: String = "",
/** 周期秒数 (300=5m, 900=15m) */
val intervalSeconds: Int = 300,
/** 当前周期开始时间 (Unix 秒) */
val periodStartUnix: Long = 0L,
/** 时间窗口开始秒数 */
val windowStartSeconds: Int = 0,
/** 时间窗口结束秒数 */
val windowEndSeconds: Int = 0,
/** 最低价格 */
val minPrice: String = "0",
/** 最高价格 */
val maxPrice: String = "1",
/** 最小价差模式: NONE, FIXED, AUTO */
val minSpreadMode: String = "NONE",
/** 价差方向: MIN(显示周期内最小价差), MAX(显示周期内最大价差) */
val spreadDirection: String = "MIN",
/** 最小价差数值 (FIXED 时有值) */
val minSpreadValue: String? = null,
/** 自动计算的最小价差 (Up方向) */
val autoMinSpreadUp: String? = null,
/** 自动计算的最小价差 (Down方向) */
val autoMinSpreadDown: String? = null,
/** BTC 开盘价 USDC(来自币安 K 线 open */
val openPriceBtc: String? = null,
/** Up tokenId */
val tokenIdUp: String? = null,
/** Down tokenId */
val tokenIdDown: String? = null,
/** 当前时间 (毫秒时间戳) */
val currentTimestamp: Long = System.currentTimeMillis(),
/** 是否启用 */
val enabled: Boolean = true
)
/**
* 尾盘策略监控实时推送数据
*/
data class CryptoTailMonitorPushData(
/** 策略ID */
val strategyId: Long = 0L,
/** 推送时间 (毫秒时间戳) */
val timestamp: Long = System.currentTimeMillis(),
/** 当前周期开始时间 (Unix 秒) */
val periodStartUnix: Long = 0L,
/** 当前价格 (Up方向,来自订单簿) */
val currentPriceUp: String? = null,
/** 当前价格 (Down方向,来自订单簿) */
val currentPriceDown: String? = null,
/** 当前价差 (Up方向: 1 - currentPriceUp) */
val spreadUp: String? = null,
/** 当前价差 (Down方向: currentPriceUp) */
val spreadDown: String? = null,
/** 最小价差线 (Up方向) */
val minSpreadLineUp: String? = null,
/** 最小价差线 (Down方向,USDC 价差) */
val minSpreadLineDown: String? = null,
/** BTC 开盘价 USDC(币安 K 线 open */
val openPriceBtc: String? = null,
/** BTC 最新价 USDC(币安 K 线 close,当前周期实时) */
val currentPriceBtc: String? = null,
/** BTC 价差 USDCcurrentPriceBtc - openPriceBtc */
val spreadBtc: String? = null,
/** 周期剩余秒数 */
val remainingSeconds: Int = 0,
/** 是否在时间窗口内 */
val inTimeWindow: Boolean = false,
/** 是否在价格区间内 (Up方向) */
val inPriceRangeUp: Boolean = false,
/** 是否在价格区间内 (Down方向) */
val inPriceRangeDown: Boolean = false,
/** 是否已触发 */
val triggered: Boolean = false,
/** 触发方向: UP, DOWN, null */
val triggerDirection: String? = null,
/** 周期是否已结束 */
val periodEnded: Boolean = false
)
@@ -125,8 +125,8 @@ class AccountService(
// 7. 加密敏感信息
val encryptedPrivateKey = cryptoUtils.encrypt(request.privateKey)
val encryptedApiSecret = apiKeyCreds.secret?.let { cryptoUtils.encrypt(it) }
val encryptedApiPassphrase = apiKeyCreds.passphrase?.let { cryptoUtils.encrypt(it) }
val encryptedApiSecret = apiKeyCreds.secret.let { cryptoUtils.encrypt(it) }
val encryptedApiPassphrase = apiKeyCreds.passphrase.let { cryptoUtils.encrypt(it) }
// 8. 生成账户名称(如果未提供,使用 SAFE/MAGIC-代理地址后4位)
val accountName = if (request.accountName.isNullOrBlank()) {
@@ -518,8 +518,8 @@ class AccountService(
}
val creds = result.getOrNull()
?: return Result.failure(IllegalStateException("API Key 返回为空"))
val encryptedSecret = creds.secret?.let { cryptoUtils.encrypt(it) }
val encryptedPassphrase = creds.passphrase?.let { cryptoUtils.encrypt(it) }
val encryptedSecret = creds.secret.let { cryptoUtils.encrypt(it) }
val encryptedPassphrase = creds.passphrase.let { cryptoUtils.encrypt(it) }
val updated = account.copy(
apiKey = creds.apiKey,
apiSecret = encryptedSecret,
@@ -1128,7 +1128,7 @@ class AccountService(
// 3. 验证仓位是否存在并获取原始数量
val positionsResult = getAllPositions()
val (position, originalQuantity) = positionsResult.fold(
val (_, originalQuantity) = positionsResult.fold(
onSuccess = { positionListResponse ->
val position = positionListResponse.currentPositions.find {
it.accountId == request.accountId &&
@@ -1161,7 +1161,7 @@ class AccountService(
onFailure = { e ->
return Result.failure(Exception("查询仓位失败: ${e.message}"))
}
) ?: return Result.failure(IllegalArgumentException("仓位不存在"))
)
// 4. 计算实际卖出数量
val sellQuantity = if (percentDecimal != null) {
@@ -1280,7 +1280,7 @@ class AccountService(
val newOrderRequest = com.wrbug.polymarketbot.api.NewOrderRequest(
order = signedOrder,
owner = account.apiKey!!, // API Key
owner = account.apiKey, // API Key
orderType = orderType,
deferExec = false
)
@@ -1300,7 +1300,7 @@ class AccountService(
}
val clobApi = retrofitFactory.createClobApi(
account.apiKey!!,
account.apiKey,
apiSecret,
apiPassphrase,
account.walletAddress
@@ -29,7 +29,9 @@ class BinanceKlineService {
private val scope = CoroutineScope(Dispatchers.Default + SupervisorJob())
private val wsBase = "wss://stream.binance.com:9443"
private val client = createClient().build()
private val client by lazy {
createClient().build()
}
/** (marketSlugPrefix, intervalSeconds, periodStartUnix) -> (open, close) */
private val openCloseByPeriod = ConcurrentHashMap<String, Pair<BigDecimal, BigDecimal>>()
@@ -82,6 +84,7 @@ class BinanceKlineService {
*/
fun updateSubscriptions(marketPrefixes: Set<String>) {
val normalized = marketPrefixes.map { it.lowercase() }.toSet()
val parsed = normalized.mapNotNull { full ->
parseMarketSlug(full)?.let { (base, interval) ->
getSymbol(base)?.let { symbol -> Triple(full, symbol, interval) }
@@ -123,14 +126,14 @@ class BinanceKlineService {
else -> 300
}
val request = Request.Builder().url(url).build()
val ws = client.newWebSocket(request, object : WebSocketListener() {
client.newWebSocket(request, object : WebSocketListener() {
override fun onOpen(webSocket: WebSocket, response: okhttp3.Response) {
connectedWebSockets[wsKey] = webSocket
logger.info("币安 K 线 WS 已连接: $streamName")
}
override fun onMessage(webSocket: WebSocket, text: String) {
parseKlineMessage(text, intervalSeconds)?.let { (tMs, o, c) ->
parseKlineMessage(text)?.let { (tMs, o, c) ->
onKline(marketPrefix, intervalSeconds, tMs, o, c)
}
}
@@ -152,7 +155,7 @@ class BinanceKlineService {
})
}
private fun parseKlineMessage(text: String, intervalSeconds: Int): Triple<Long, BigDecimal, BigDecimal>? {
private fun parseKlineMessage(text: String): Triple<Long, BigDecimal, BigDecimal>? {
return try {
val json = com.google.gson.JsonParser.parseString(text).asJsonObject
if (json.get("e")?.asString != "kline") return null
@@ -176,6 +179,8 @@ class BinanceKlineService {
connectedWebSockets.values.forEach { it.close(1000, "reconnect") }
connectedWebSockets.clear()
logger.info("币安 K 线 WS 尝试重连")
// 清空 requiredMarketPrefixes,否则 updateSubscriptions(current) 内会因 normalized == requiredMarketPrefixes.get() 直接 return,不会重新 connectStream
requiredMarketPrefixes.set(emptySet())
updateSubscriptions(current)
}
}
@@ -1,11 +1,13 @@
package com.wrbug.polymarketbot.service.common
import com.wrbug.polymarketbot.dto.CryptoTailMonitorPushData
import com.wrbug.polymarketbot.dto.OrderPushMessage
import com.wrbug.polymarketbot.dto.PositionPushMessage
import com.wrbug.polymarketbot.dto.WebSocketMessage as WsMessage
import com.wrbug.polymarketbot.dto.WebSocketMessageType
import com.wrbug.polymarketbot.service.accounts.PositionPushService
import com.wrbug.polymarketbot.service.copytrading.orders.OrderPushService
import com.wrbug.polymarketbot.service.cryptotail.CryptoTailMonitorService
import kotlinx.coroutines.*
import org.slf4j.LoggerFactory
import org.springframework.stereotype.Service
@@ -38,12 +40,26 @@ class WebSocketSubscriptionService(
// 存储 order 频道的订阅回调:sessionId -> callback(用于取消订阅)
private val orderChannelCallbacks = ConcurrentHashMap<String, (OrderPushMessage) -> Unit>()
// 存储尾盘监控频道的订阅回调:sessionId -> (strategyId -> callback)
private val monitorChannelCallbacks = ConcurrentHashMap<String, MutableMap<Long, (CryptoTailMonitorPushData) -> Unit>>()
// 尾盘监控服务(延迟注入,避免循环依赖)
private var cryptoTailMonitorService: CryptoTailMonitorService? = null
/**
* 设置尾盘监控服务(由 Spring 在初始化后调用)
*/
fun setCryptoTailMonitorService(service: CryptoTailMonitorService) {
cryptoTailMonitorService = service
}
/**
* 注册会话
*/
fun registerSession(sessionId: String, callback: (WsMessage) -> Unit) {
sessionCallbacks[sessionId] = callback
sessionSubscriptions[sessionId] = mutableSetOf()
monitorChannelCallbacks[sessionId] = mutableMapOf()
}
/**
@@ -60,6 +76,12 @@ class WebSocketSubscriptionService(
// 清理 order 频道的回调
orderChannelCallbacks.remove(sessionId)
// 清理尾盘监控频道的回调
val monitorCallbacks = monitorChannelCallbacks.remove(sessionId)
monitorCallbacks?.keys?.forEach { strategyId ->
cryptoTailMonitorService?.unsubscribe(sessionId, strategyId)
}
sessionCallbacks.remove(sessionId)
}
@@ -83,8 +105,8 @@ class WebSocketSubscriptionService(
sendSubscribeAck(sessionId, channel, true)
// 根据频道类型启动推送服务
when (channel) {
"position" -> {
when {
channel == "position" -> {
positionPushService.subscribe(sessionId) { message ->
pushData(sessionId, channel, message)
}
@@ -97,7 +119,7 @@ class WebSocketSubscriptionService(
}
}
}
"order" -> {
channel == "order" -> {
// 订单推送:自动订阅所有启用的账户
val callback: (OrderPushMessage) -> Unit = { message ->
pushData(sessionId, channel, message)
@@ -105,6 +127,20 @@ class WebSocketSubscriptionService(
orderChannelCallbacks[sessionId] = callback
orderPushService.subscribeAllEnabled(callback)
}
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(
}
}
}
@@ -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
}
}
@@ -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=${account.id}", e)
return false
}
val apiPassphrase = try {
cryptoUtils.decrypt(account.apiPassphrase) ?: ""
cryptoUtils.decrypt(account.apiPassphrase)
} catch (e: Exception) { "" }
val clobApi = retrofitFactory.createClobApi(
account.apiKey!!,
account.apiKey,
apiSecret,
apiPassphrase,
account.walletAddress
@@ -228,11 +228,11 @@ class CryptoTailSettlementService(
val match = activities.firstOrNull { a ->
a.type == "TRADE" &&
a.conditionId == conditionId &&
a.outcomeIndex != null && a.outcomeIndex!! in 0..1 &&
a.outcomeIndex != null && a.outcomeIndex in 0..1 &&
a.outcomeIndex == trigger.outcomeIndex &&
a.side?.uppercase() == "BUY" &&
a.price != null && a.price!! > 0 &&
a.size != null && a.size!! > 0
a.price != null && a.price > 0 &&
a.size != null && a.size > 0
} ?: run {
logger.debug("尾盘结算 activity 无匹配成交: triggerId=${trigger.id}, conditionId=$conditionId, outcomeIndex=${trigger.outcomeIndex}, 条数=${activities.size}")
return null
@@ -135,13 +135,17 @@ class CryptoTailStrategyExecutionService(
return null
}
val apiSecret = try {
account.apiSecret?.let { cryptoUtils.decrypt(it) } ?: ""
} catch (e: Exception) { "" }
account.apiSecret.let { cryptoUtils.decrypt(it) }
} catch (e: Exception) {
""
}
val apiPassphrase = try {
account.apiPassphrase?.let { cryptoUtils.decrypt(it) } ?: ""
} catch (e: Exception) { "" }
account.apiPassphrase.let { cryptoUtils.decrypt(it) }
} catch (e: Exception) {
""
}
val clobApi = retrofitFactory.createClobApi(account.apiKey!!, apiSecret, apiPassphrase, account.walletAddress)
val clobApi = retrofitFactory.createClobApi(account.apiKey, apiSecret, apiPassphrase, account.walletAddress)
val feeRateByTokenId = tokenIds.associate { tokenId ->
tokenId to (clobService.getFeeRate(tokenId).getOrNull()?.toString() ?: "0")
}
@@ -211,11 +215,19 @@ class CryptoTailStrategyExecutionService(
val mutex = getTriggerMutex(strategy.id!!, periodStartUnix)
mutex.withLock {
if (triggerRepository.findByStrategyIdAndPeriodStartUnix(strategy.id!!, periodStartUnix) != null) return@withLock
if (triggerRepository.findByStrategyIdAndPeriodStartUnix(
strategy.id!!,
periodStartUnix
) != null
) return@withLock
val logKey = triggerLockKey(strategy.id!!, periodStartUnix)
if (conditionLoggedCache.getIfPresent(logKey) == null) {
conditionLoggedCache.put(logKey, periodStartUnix + strategy.intervalSeconds)
val oc = binanceKlineService.getCurrentOpenClose(strategy.marketSlugPrefix, strategy.intervalSeconds, periodStartUnix)
val oc = binanceKlineService.getCurrentOpenClose(
strategy.marketSlugPrefix,
strategy.intervalSeconds,
periodStartUnix
)
val openPrice = oc?.first?.toPlainString() ?: "-"
val closePrice = oc?.second?.toPlainString() ?: "-"
val strategyName = strategy.name?.takeIf { it.isNotBlank() } ?: "尾盘策略-${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> {