jAVA

package com.okex.ui;

import java.io.BufferedReader;
import java.io.BufferedWriter;
import java.io.File;
import java.io.FileOutputStream;
import java.io.FileReader;
import java.io.IOException;
import java.io.OutputStreamWriter;
import java.text.ParseException;
import java.text.SimpleDateFormat;
import java.util.ArrayList;
import java.util.Calendar;
import java.util.Date;
import java.util.List;
import java.util.Random;
import java.util.concurrent.Executors;
import java.util.concurrent.ScheduledExecutorService;
import java.util.concurrent.TimeUnit;

import com.alibaba.fastjson.JSON;
import com.okex.bean.ConfigBean;
import com.okex.bean.OrderBean;
import com.okex.bean.PayBean;
import com.okex.bean.TickerBean;
import com.okex.bean.WSBean;
import com.okex.util.HttpUtil;
import com.okex.util.TaLib;
import com.okex.ws.BuissnesWebSocketServiceImpl;
import com.okex.ws.WebSocketClient;
import com.okex.ws.WebSocketService;

public class TradeClient {

private long nowStamp = 0;
private long stamp1 = 0;
private long stamp2 = 0;
private long longJZTime = 0;
private long shortJZTime = 0;
private long longOrderTime = 0;
private long shortOrderTime = 0;
private boolean dpoKingCross = false;
private boolean dpoDeathCross = false;
private double longStop = 0;
private double shortStop = 0;
private boolean paoShort = false;
private boolean paoLong = false;
private boolean longBuy = false;
private boolean shortBuy = false;
private double huiLPrice = 0.09d;
private double huiSPrice = 0.09d;
private String longOrderIID = "";
private String shortOrderIID = "";
private double nowPrice = 0;
private double shortPrice = 0;
private double longPrice = 0;
private static TradeClient instance;
private ScheduledExecutorService executor;
private static List<TickerBean> list1 = new ArrayList<TickerBean>();
private static List<TickerBean> list2 = new ArrayList<TickerBean>();

public TradeClient() {
executor = Executors.newScheduledThreadPool(5);
}

public synchronized static TradeClient getInstance() {
if (instance == null) {
instance = new TradeClient();
}
return instance;
}

public void startWebSocket() {
Runnable task = new Runnable() {
@Override
public void run() {
String url = "wss://real.okex.com:8443/ws/v3";
List<String> args = new ArrayList<>();
args.add("swap/mark_price:EOS-USDT-SWAP");
WebSocketService service = new BuissnesWebSocketServiceImpl();
WebSocketClient client = new WebSocketClient(url, service);
client.start();
client.subscribe(args);
}
};
executor.execute(task);
}

public void startTimerTask() {
Runnable task = new Runnable() {
@Override
public void run() {
parseTicker();
parseLTrader();
parseSTrader();
}
};
executor.scheduleAtFixedRate(task, 5, 5, TimeUnit.SECONDS);
}

private void parseTicker() {
if (nowStamp > stamp1 + 1) {
updateSmallTicker();
}
if (nowStamp > stamp2 + 1) {
updateBigTicker();
}
}

public void updateSmallTicker() {
String url = "https://www.okex.com/api/swap/v3/instruments/EOS-USDT-SWAP/candles?granularity=1800";
String json = HttpUtil.sendGet(url);
if (json.startsWith("[")) {
List<TickerBean> http = HttpUtil.getData(json, true);
int end = http.size() - 1;
String utc = http.get(end).getUtc();
stamp1 = utcToStamp(utc) + 1800L;
list1.clear();
list1.addAll(http);
TaLib.SMA(http, 18);
TaLib.DPO(http, 18);
dpoKingCross = TaLib.isDPOKingCross(http);
dpoDeathCross = TaLib.isDPODeathCross(http);
writeData(http, true);
updateOrderStop();
}
}

public void updateBigTicker() {
String url = "https://www.okex.com/api/swap/v3/instruments/EOS-USDT-SWAP/candles?granularity=21600";
String json = HttpUtil.sendGet(url);
if (json.startsWith("[")) {
List<TickerBean> http = HttpUtil.getData(json, true);
int end = http.size() - 1;
String utc = http.get(end).getUtc();
stamp2 = utcToStamp(utc) + 21600L;
list2.clear();
list2.addAll(http);
writeData(http, false);
}
}

private void parseLTrader() {
if (longBuy) {
long stamp = System.currentTimeMillis() / 1000L;
int size = list1.size() - 2;
double high = list1.get(size).getHigh();
double tmp = high + huiLPrice;
long time = stamp - longOrderTime;
if (tmp > longStop && time > 3610L) {
longStop = tmp;
}
if (nowPrice < longStop && time > 1800L) {
if (nowPrice - longPrice > huiLPrice) {
paoLong = true;
}
longBuy = false;
longJZTime = nowStamp + 3610L;
sellCoin("long");
}
} else {
TaLib.MACD(list2, 12, 26, 9);
if (isMACDKingCross()) {
long stamp = System.currentTimeMillis() / 1000L;
if (stamp < longJZTime) {
return;
}
if (paoLong) {
longJZTime += 2400L;
paoLong = false;
return;
}
String config = readText("C:/config.txt");
ConfigBean bean = JSON.parseObject(config, ConfigBean.class);
if (!bean.isAllow()) {
return;
}
int num = bean.getNumber();
if (dpoKingCross) {
longOrderIID = "D" + getRandomStr();
longBuy = true;
longJZTime = stamp;
longOrderTime = stamp;
huiLPrice = nowPrice * 0.03d;
longStop = nowPrice - huiSPrice;
longPrice = nowPrice;
buyCoin(num, "1");
}
}
}
}

private void parseSTrader() {
long stamp = System.currentTimeMillis() / 1000L;
if (shortBuy) {
int size = list1.size() - 2;
double low = list1.get(size).getLow();
double tmp = low + huiSPrice;
long time  = stamp - shortOrderTime;
if (tmp < shortStop && time > 3610L) {
shortStop = tmp;
}
if (nowPrice > shortStop && time > 1800L) {
if (shortPrice - nowPrice > huiSPrice) {
paoShort = true;
}
shortBuy = false;
shortJZTime = nowStamp + 3610L;
sellCoin("short");
}
} else {
TaLib.MACD(list2, 12, 26, 9);
if (isMACDDeathCross()) {
if (stamp < shortJZTime) {
return;
}
if (paoShort) {
shortJZTime += 2400L;
paoShort = false;
return;
}
String config = readText("C:/config.txt");
ConfigBean bean = JSON.parseObject(config, ConfigBean.class);
if (!bean.isAllow()) {
return;
}
int num = bean.getNumber();
if (dpoDeathCross) {
shortOrderIID = "S" + getRandomStr();
shortBuy = true;
buyCoin(num, "2");
shortJZTime = stamp;
shortOrderTime = stamp;
huiSPrice = nowPrice * 0.03d;
shortStop = nowPrice + huiSPrice;
shortPrice = nowPrice;
}
}
}
}

public void parseJSON(String json) {
if (json.equals("pong")) {
return;
}
WSBean ws = JSON.parseObject(json, WSBean.class);
if (ws.getTable().equals("swap/mark_price")) {
String time = ws.getData().get(0).getTimestamp();
String close = ws.getData().get(0).getMark_price();
nowPrice = Double.valueOf(close);
nowStamp = utcToStamp(time);
int end2 = list2.size() - 1;
list2.get(end2).setClose(nowPrice);
if (longBuy) {
long t = nowStamp - longOrderTime;
if (nowPrice < longStop && t > 1803L) {
if (nowPrice - longPrice > huiLPrice) {
paoLong = true;
}
longBuy = false;
longJZTime = nowStamp + 3610L;
sellCoin("long");
}
}
if (shortBuy) {
long t = nowStamp - shortOrderTime;
if (nowPrice > shortStop && t > 1803L) {
if (shortPrice - nowPrice > huiSPrice) {
paoShort = true;
}
shortBuy = false;
shortJZTime = nowStamp + 3610L;
sellCoin("short");
}
}
}
}

public void buyCoin(int num, String type) {
Runnable task = new Runnable() {
@Override
public void run() {
String orderID = "";
if (type.equals("1")) {
orderID = longOrderIID;
} else {
orderID = shortOrderIID;
}
String msg = HttpUtil.createOrder(num, type, orderID);
if (msg.startsWith("{")) {
PayBean pay = JSON.parseObject(msg, PayBean.class);
String iid = pay.getOrder_id();
boolean check = true;
while (check) {
try {
Thread.sleep(40 * 1000);
} catch (InterruptedException e) {
e.printStackTrace();
}
String json = HttpUtil.getOrderInfo(iid);
if (json.startsWith("{")) {
check = false;
OrderBean bean = JSON.parseObject(json, OrderBean.class);
String state = bean.getState();
if (state.equals("2")) {
printLog("买入，类型" + type + "，订单号" + orderID + "，价格为" + String.format("%.3f", nowPrice));
} else {
HttpUtil.cancelOrder(iid);
double wt = Double.valueOf(bean.getSize());
double cj = Double.valueOf(bean.getFilled_qty());
int nm = (int) (wt - cj);
buyCoin((int) nm, type);
}
}
}
}
}
};
executor.submit(task);
}

public void sellCoin(String type) {
HttpUtil.createMarkOrder(type);
String orderID = "";
if (type.equals("long")) {
orderID = longOrderIID;
} else {
orderID = shortOrderIID;
}
printLog("卖出，类型" + type + "，订单号" + orderID + "，价格为" + String.format("%.3f", nowPrice));
}

private void updateOrderStop() {
if (longBuy) {
long stamp = System.currentTimeMillis() / 1000L;
if (stamp - longOrderTime > 3610L) {
printLog("");
}
}
if (shortBuy) {
long stamp = System.currentTimeMillis() / 1000L;
if (stamp - shortOrderTime > 3610L) {
printLog("");
}
}
}

private void writeData(List<TickerBean> http, boolean small) {
String text = "";
if (small) {
text = readText("C:/ok_eos.txt");
} else {
text = readText("C:/ok_eos6.txt");
}
List<TickerBean> local = HttpUtil.getData(text, false);
int size = local.size() - 1;
String utc2 = local.get(size).getUtc();
long tm2 = utcToStamp(utc2);
for (int i = 0; i < http.size() - 1; i++) {
String utc3 = http.get(i).getUtc();
long stm = utcToStamp(utc3);
if (stm > tm2) {
local.add(http.get(i));
}
}
List<List<String>> temp = new ArrayList<>();
for (int i = 0; i < local.size(); i++) {
TickerBean bean = local.get(i);
List<String> str = new ArrayList<>();
str.add(bean.getUtc());
str.add(String.format("%.3f", bean.getOpen()));
str.add(String.format("%.3f", bean.getHigh()));
str.add(String.format("%.3f", bean.getLow()));
str.add(String.format("%.3f", bean.getClose()));
temp.add(str);
}
String ticker = JSON.toJSONString(temp);
if (small) {
writeText("C:/ok_eos.txt", ticker);
} else {
writeText("C:/ok_eos6.txt", ticker);
}
}

public static long utcToStamp(String utc) {
Date date = null;
SimpleDateFormat sdf = new SimpleDateFormat("yyyy-MM-dd'T'HH:mm:ss.SSS'Z'");
try {
date = sdf.parse(utc);
} catch (ParseException e) {
e.printStackTrace();
}
Calendar calendar = Calendar.getInstance();
calendar.setTime(date);
calendar.set(Calendar.HOUR, calendar.get(Calendar.HOUR) +;
return calendar.getTime().getTime() / 1000;
}

private boolean isMACDDeathCross() {
int end = list2.size() - 1;
double dif = list2.get(end).getDif();
double dea = list2.get(end).getDea();
if (dif < dea + 0.0028d) {
return true;
} else {
return false;
}
}

public static boolean isMACDKingCross() {
int end = list2.size() - 1;
double dif = list2.get(end).getDif();
double dea = list2.get(end).getDea();
if (dif > dea) {
return true;
} else {
return false;
}
}

public static String readText(String path) {
StringBuilder result = new StringBuilder();
try {
BufferedReader br = new BufferedReader(new FileReader(new File(path)));
String s;
while ((s = br.readLine()) != null) {
result.append(System.lineSeparator()).append(s);
}
br.close();
} catch (Exception e) {
e.printStackTrace();
}
return result.toString();
}

public static void writeText(String path, String text) {
FileOutputStream fileOutputStream = null;
File file = new File(path);
try {
fileOutputStream = new FileOutputStream(file);
fileOutputStream.write(text.getBytes());
fileOutputStream.flush();
fileOutputStream.close();
} catch (Exception e) {
e.printStackTrace();
}
}

public void getBigTicker() {
String web = "https://www.okex.com/api/swap/v3/instruments/EOS-USDT-SWAP/candles?granularity=1800";
String str = HttpUtil.sendGet(web);
if (str.startsWith("[")) {
List<TickerBean> http = HttpUtil.getData(str, true);
int end = http.size() - 1;
String utc = http.get(end).getUtc();
stamp1 = utcToStamp(utc) + 1800L;
list1.clear();
list1.addAll(http);
}
String url = "https://www.okex.com/api/swap/v3/instruments/EOS-USDT-SWAP/candles?granularity=21600";
String json = HttpUtil.sendGet(url);
if (json.startsWith("[")) {
List<TickerBean> http = HttpUtil.getData(json, true);
int end = http.size() - 1;
String utc = http.get(end).getUtc();
stamp2 = utcToStamp(utc) + 21600L;
list2.clear();
list2.addAll(http);
}
}

public static String getRandomStr() {
String val = "";
Random random = new Random();
for (int i = 0; i < 16; i++) {
String charOrNum = random.nextInt(2) % 2 == 0 ? "char" : "num";
if ("char".equalsIgnoreCase(charOrNum)) {
int temp = random.nextInt(2) % 2 == 0 ? 65 : 97;
val += (char) (random.nextInt(26) + temp);
} else if ("num".equalsIgnoreCase(charOrNum)) {
val += String.valueOf(random.nextInt(10));
}
}
return val.toUpperCase();
}

private void printLog(String msg) {
String time = "时间:" + new SimpleDateFormat("MM-dd HH:mm:ss").format(new Date()) + "   事件:" + msg;
BufferedWriter out = null;
try {
out = new BufferedWriter(new OutputStreamWriter(new FileOutputStream("C:/log.txt", true)));
out.write(time + "\r\n");
} catch (Exception e) {
e.printStackTrace();
} finally {
try {
out.close();
} catch (IOException e) {
e.printStackTrace();
}
}
}
}