1.8处理抓取汇率数据（有的网站数据需要做汇率时效性处理）
<p>/**</p>
<ul>
<li>处理抓取汇率数据</li>
<li>
<p>@author
**/
@Slf4j
@Service
public class DisposeRateDataService {</p>
<p>@Autowired
private ExchangeRateValidSettingsServiceImpl exchangeRateValidSettingsService;
@Autowired
private BaseExchangeRateServiceImpl baseExchangeRateService;
@Autowired
private StringRedisTemplate stringRedisTemplate;</p>
<p>/**</p>
<ul>
<li>处理抓取汇率数据
*/
public CommonExchageResp disposeRateData(PatformKeyEnum patformKeyEnum, TradeDirectionEnum tradeDirectionEnum,
List<CommonExchageResp> rateDataList){
//查询汇率有效性配置数据
ExchangeRateValidSettingsPO exchangeRateValidSettingsPO = getExchangeRateValidSettings(tradeDirectionEnum.getCode());
log.info("处理抓取汇率数据 exchangeRateValidSettingsPO="+ JacksonUtils.toJson(exchangeRateValidSettingsPO));
if(Objects.isNull(exchangeRateValidSettingsPO)){
log.info("处理抓取汇率数据 查询汇率有效性配置为空");
return null;
}
if(rateDataList==null||rateDataList.size()==0){
log.info("处理抓取汇率数据 要处理的数据为空");
return null;
}
return disposeData(rateDataList, exchangeRateValidSettingsPO, patformKeyEnum);
}</li>
</ul>
<p>private ExchangeRateValidSettingsPO getExchangeRateValidSettings(Integer type) {
ExchangeRateValidSettingsPO exchangeRateValidSettingsPO = null;
String key = RedisConstantKey.EXCHANGE_RATE_VALID_SETTINGS +type;
if(stringRedisTemplate.hasKey(key)){
log.info("处理抓取汇率数据 getExchangeRateValidSettings从redis取");
exchangeRateValidSettingsPO = JSONObject.parseObject(stringRedisTemplate.opsForValue().get(key),
ExchangeRateValidSettingsPO.class);
}else{
log.info("处理抓取汇率数据 getExchangeRateValidSettings从数据库取");
LambdaQueryWrapper<ExchangeRateValidSettingsPO> queryWrapper = new LambdaQueryWrapper<>();
queryWrapper.eq(ExchangeRateValidSettingsPO::getType, type);
exchangeRateValidSettingsPO = exchangeRateValidSettingsService.getOne(queryWrapper);
stringRedisTemplate.opsForValue().set(key, JSONObject.toJSONString(exchangeRateValidSettingsPO), 1, TimeUnit.HOURS);
}
return exchangeRateValidSettingsPO;
}</p>
<p>private CommonExchageResp disposeData(List<CommonExchageResp> rateDataList,ExchangeRateValidSettingsPO
exchangeRateValidSettingsPO,PatformKeyEnum patformKeyEnum) {
CommonExchageResp commonExchageResp = null;
List<CommonExchageResp> dataList = new ArrayList<>();
for (CommonExchageResp data:rateDataList) {
//交易限额最低值（人民币）> 5万
if(data.getDownLimit().compareTo(new BigDecimal(Integer.parseInt(exchangeRateValidSettingsPO.getMin().toString()))) > 0){
log.info("处理抓取汇率数据 最低限额 > 汇率有效性配置值 downLimit={},min={}"
,data.getDownLimit().toString(), exchangeRateValidSettingsPO.getMin().toString());
continue;
}
//交易限额最高值于最低值（人民币）的差 < 5000
if(data.getUpLimit().subtract(data.getDownLimit()).compareTo(
new BigDecimal(Integer.parseInt(exchangeRateValidSettingsPO.getDiff().toString()))) < 0){
log.info("处理抓取汇率数据 交易限额最高值于最低值（人民币）的差 < 汇率有效性配置值 upLimit-downLimit={}, diff={}"
,data.getUpLimit().subtract(data.getDownLimit()).toString()
,exchangeRateValidSettingsPO.getDiff().toString());
continue;
}
//挂单人成交量 < 20
if(data.getTradingVolume()<exchangeRateValidSettingsPO.getTrading()){
log.info("处理抓取汇率数据 挂单人成交量 < 汇率有效性配置值 tradingVolume={}, trading={}"
,data.getTradingVolume().toString(),exchangeRateValidSettingsPO.getTrading().toString());
continue;
}
//挂单人成交率 < 90%
if (data.getCloseRate().multiply(Constant.HUNDRED).compareTo(exchangeRateValidSettingsPO.getTradingRate()) < 0) {
log.info("处理抓取汇率数据 挂单人成交率 < 汇率有效性配置值 closeRate={}, tradingRate={}"
,data.getCloseRate().multiply(Constant.HUNDRED).toString(),
exchangeRateValidSettingsPO.getTradingRate().toString());
continue;
}
dataList.add(data);
}
log.info("处理抓取汇率数据 筛选数据count={}", dataList.size());
if(dataList.size()< Constant.RATE_VALID_NUM){
log.info("处理抓取汇率数据 筛选数据小于"+Constant.RATE_VALID_NUM+"条");
//芒果告警
baseExchangeRateService.sendRateWarnMangoMsg(patformKeyEnum.getPatformName(), patformKeyEnum.getKey());
return null;
}
//可用数据列表的价格平均值
BigDecimal priceSum = dataList.stream().map(CommonExchageResp::getPrice).reduce(BigDecimal.ZERO, BigDecimal::add);
BigDecimal priceAvg = priceSum.divide(new BigDecimal(dataList.size()), 8, RoundingMode.CEILING);
log.info("处理抓取汇率数据 筛选数据priceAvg={}", priceAvg.toString());
//从满足的数据List里取一条最可靠的数据
for (CommonExchageResp c:dataList) {
//当前一条汇率金额/所有可用数据平均值 计算结果是否大于1% 不可用
if(c.getPrice().divide(priceAvg, 4, RoundingMode.CEILING).subtract(BigDecimal.ONE).abs()
.compareTo(exchangeRateValidSettingsPO.getDiffRate()) <= 0){
log.info("处理抓取汇率数据 当前一条汇率金额/所有可用数据平均值-1={},diffRate={}",c.getPrice()
.divide(priceAvg, 4, RoundingMode.CEILING).subtract(BigDecimal.ONE).abs().toString(),
exchangeRateValidSettingsPO.getDiffRate().toString());
log.info("处理抓取汇率数据 可用数据c="+JacksonUtils.toJson(c));
commonExchageResp = c;
break;
}
}
return commonExchageResp;
}
}</p>
</li>
</ul>