package com.xcong.excoin.modules.gateApi;
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import io.gate.gateapi.ApiClient;
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import io.gate.gateapi.ApiException;
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import io.gate.gateapi.GateApiException;
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import io.gate.gateapi.api.AccountApi;
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import io.gate.gateapi.api.FuturesApi;
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import io.gate.gateapi.models.AccountDetail;
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import io.gate.gateapi.models.FuturesAccount;
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import io.gate.gateapi.models.FuturesOrder;
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import io.gate.gateapi.models.FuturesPriceTrigger;
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import io.gate.gateapi.models.Position;
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import lombok.extern.slf4j.Slf4j;
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import java.math.BigDecimal;
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import java.math.RoundingMode;
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/**
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* Gate 网格交易服务类。使用 Gate SDK 通过 REST API 下单。
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*
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* <h3>状态机</h3>
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* <pre>
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* WAITING_KLINE → (首次 K 线) → OPENING → ACTIVE
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* 双开失败 → STOPPED
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*
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* ACTIVE:
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* ├─ 仓位 size=0 且方向活跃 → REOPENING_L/S → ACTIVE
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* │ 补仓失败 → 重试 → 仍失败 → STOPPED
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* └─ cumulativePnl ≥ overallTp 或 ≤ -maxLoss → STOPPED
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* </pre>
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*
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* <h3>架构</h3>
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* REST 下单委派给 {@link GateTradeExecutor}（独立线程池，避免阻塞 WS 回调线程）。
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*
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* @author Administrator
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*/
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@Slf4j
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public class GateGridTradeService {
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public enum StrategyState {
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WAITING_KLINE, OPENING, ACTIVE, REOPENING_LONG, REOPENING_SHORT, STOPPED
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}
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private static final String AUTO_SIZE_LONG = "close_long";
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private static final String AUTO_SIZE_SHORT = "close_short";
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private static final String ORDER_TYPE_CLOSE_LONG = "close-long-position";
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private static final String ORDER_TYPE_CLOSE_SHORT = "close-short-position";
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private final GateConfig config;
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private final GateTradeExecutor executor;
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private final FuturesApi futuresApi;
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private static final String SETTLE = "usdt";
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private volatile StrategyState state = StrategyState.WAITING_KLINE;
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/** 多头是否活跃（有仓位） */
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private volatile boolean longActive = false;
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/** 空头是否活跃（有仓位） */
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private volatile boolean shortActive = false;
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private BigDecimal longEntryPrice;
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private BigDecimal shortEntryPrice;
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private volatile BigDecimal lastKlinePrice;
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private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
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private Long userId;
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/** 多头补仓连续失败次数 */
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private int longReopenFails = 0;
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/** 空头补仓连续失败次数 */
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private int shortReopenFails = 0;
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public GateGridTradeService(GateConfig config) {
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this.config = config;
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ApiClient apiClient = new ApiClient();
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apiClient.setBasePath(config.getRestBasePath());
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apiClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
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this.futuresApi = new FuturesApi(apiClient);
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this.executor = new GateTradeExecutor(apiClient, config.getContract());
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}
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public void init() {
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try {
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ApiClient detailClient = new ApiClient();
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detailClient.setBasePath(config.getRestBasePath());
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detailClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
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AccountDetail detail = new AccountApi(detailClient).getAccountDetail();
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this.userId = detail.getUserId();
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log.info("[Gate] 用户ID: {}", userId);
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FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
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if (!config.getPositionMode().equals(account.getPositionMode())) {
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futuresApi.setPositionMode(SETTLE, config.getPositionMode());
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}
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log.info("[Gate] 持仓模式: {} 余额: {}", config.getPositionMode(), account.getAvailable());
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futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
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log.info("[Gate] 旧条件单已清除");
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closeExistingPositions();
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futuresApi.updateContractPositionLeverageCall(
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SETTLE, config.getContract(), config.getLeverage(),
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config.getMarginMode(), config.getPositionMode(), null);
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log.info("[Gate] 杠杆: {}x {}", config.getLeverage(), config.getMarginMode());
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} catch (GateApiException e) {
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log.error("[Gate] 初始化失败, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
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} catch (ApiException e) {
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log.error("[Gate] 初始化失败, code:{}", e.getCode());
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}
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}
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/**
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* 平掉当前合约所有已有仓位。
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* 策略启动前的准备工作，确保从零持仓状态开始运行。
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*/
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private void closeExistingPositions() {
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try {
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java.util.List<Position> positions = futuresApi.listPositions(SETTLE).execute();
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if (positions == null || positions.isEmpty()) {
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log.info("[Gate] 无已有仓位，无需平仓");
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return;
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}
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for (Position pos : positions) {
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if (!config.getContract().equals(pos.getContract())) {
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continue;
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}
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String sizeStr = pos.getSize();
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long size = Long.parseLong(sizeStr);
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if (size == 0) {
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continue;
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}
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String closeSize = size > 0 ? String.valueOf(-size) : String.valueOf(Math.abs(size));
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boolean isLong = size > 0;
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Position.ModeEnum mode = pos.getMode();
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FuturesOrder closeOrder = new FuturesOrder();
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closeOrder.setContract(config.getContract());
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closeOrder.setPrice("0");
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closeOrder.setTif(FuturesOrder.TifEnum.IOC);
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closeOrder.setReduceOnly(true);
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if (mode != null && mode.getValue() != null && mode.getValue().contains("dual")) {
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closeOrder.setSize("0");
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closeOrder.setClose(false);
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closeOrder.setAutoSize(isLong ? FuturesOrder.AutoSizeEnum.LONG : FuturesOrder.AutoSizeEnum.SHORT);
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} else {
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closeOrder.setSize(closeSize);
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}
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closeOrder.setText("t-grid-init-close");
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futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
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log.info("[Gate] 已平掉已有仓位, 方向:{}, sizes:{}, mode:{}", isLong ? "多头" : "空头", sizeStr, mode);
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}
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} catch (GateApiException e) {
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log.warn("[Gate] 平已有仓位失败, label:{}, msg:{}, 可能无仓位", e.getErrorLabel(), e.getMessage());
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} catch (Exception e) {
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log.warn("[Gate] 平已有仓位异常, 可能无仓位", e);
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}
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}
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public void startGrid() {
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if (state != StrategyState.WAITING_KLINE && state != StrategyState.STOPPED) {
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log.warn("[Gate] 策略已在运行中, state:{}", state);
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return;
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}
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state = StrategyState.WAITING_KLINE;
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cumulativePnl = BigDecimal.ZERO;
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longActive = false;
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shortActive = false;
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longReopenFails = 0;
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shortReopenFails = 0;
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log.info("[Gate] 网格策略已启动");
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}
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public void stopGrid() {
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state = StrategyState.STOPPED;
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executor.cancelAllPriceTriggeredOrders();
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executor.shutdown();
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log.info("[Gate] 策略已停止, 累计盈亏: {}", cumulativePnl);
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}
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/**
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* K 线回调。首次价格就绪 → 异步双开。
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*/
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public void onKline(BigDecimal closePrice) {
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lastKlinePrice = closePrice;
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if (state != StrategyState.WAITING_KLINE) {
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return;
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}
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state = StrategyState.OPENING;
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log.info("[Gate] 首根K线到达，开始双开...");
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executor.openLong(config.getQuantity(), () -> {
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synchronized (this) {
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longEntryPrice = lastKlinePrice;
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longActive = true;
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}
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executor.placeTakeProfit(longTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_1,
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ORDER_TYPE_CLOSE_LONG, AUTO_SIZE_LONG);
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}, null);
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executor.openShort(negate(config.getQuantity()), () -> {
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synchronized (this) {
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shortEntryPrice = lastKlinePrice;
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shortActive = true;
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}
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executor.placeTakeProfit(shortTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_2,
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ORDER_TYPE_CLOSE_SHORT, AUTO_SIZE_SHORT);
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if (longActive && shortActive && state != StrategyState.STOPPED) {
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state = StrategyState.ACTIVE;
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log.info("[Gate] 已激活, 多头入场:{}, 空头入场:{}, 多头止盈:{}, 空头止盈:{}",
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longEntryPrice, shortEntryPrice, longTpPrice(), shortTpPrice());
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}
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}, null);
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}
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/**
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* 仓位推送回调。检测 size=0 触发补仓。
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*/
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public void onPositionUpdate(String contract, Position.ModeEnum mode, BigDecimal size,
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BigDecimal entryPrice) {
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if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
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return;
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}
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boolean hasPosition = size.abs().compareTo(BigDecimal.ZERO) > 0;
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if (Position.ModeEnum.DUAL_LONG == mode) {
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if (longActive && !hasPosition) {
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log.info("[Gate] 多头已平仓");
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longActive = false;
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tryReopenLong();
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} else if (hasPosition) {
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longActive = true;
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longEntryPrice = entryPrice;
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}
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} else if (Position.ModeEnum.DUAL_SHORT == mode) {
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if (shortActive && !hasPosition) {
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log.info("[Gate] 空头已平仓");
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shortActive = false;
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tryReopenShort();
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} else if (hasPosition) {
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shortActive = true;
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shortEntryPrice = entryPrice;
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}
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}
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}
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/**
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* 平仓推送回调。累加 pnl 并检查停止条件。
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*/
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public void onPositionClose(String contract, String side, BigDecimal pnl) {
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if (state == StrategyState.STOPPED) {
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return;
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}
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cumulativePnl = cumulativePnl.add(pnl);
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log.info("[Gate] 盈亏累加:{}, 方向:{}, 累计:{}", pnl, side, cumulativePnl);
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if (cumulativePnl.compareTo(config.getOverallTp()) >= 0) {
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log.info("[Gate] 已达止盈目标 {}→已停止", cumulativePnl);
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state = StrategyState.STOPPED;
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} else if (cumulativePnl.compareTo(config.getMaxLoss().negate()) <= 0) {
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log.info("[Gate] 已达亏损上限 {}→已停止", cumulativePnl);
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state = StrategyState.STOPPED;
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}
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}
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// ---- 补仓（含失败重试） ----
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private void tryReopenLong() {
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if (state == StrategyState.STOPPED) {
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return;
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}
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if (longActive) {
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return;
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}
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longReopenFails++;
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if (longReopenFails > config.getReopenMaxRetries()) {
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log.warn("[Gate] 多头补仓连续失败{}次，停止策略", longReopenFails);
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state = StrategyState.STOPPED;
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return;
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}
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state = StrategyState.REOPENING_LONG;
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executor.openLong(config.getQuantity(), () -> {
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synchronized (this) {
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longEntryPrice = lastKlinePrice;
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longActive = true;
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}
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executor.placeTakeProfit(longTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_1,
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ORDER_TYPE_CLOSE_LONG, AUTO_SIZE_LONG);
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longReopenFails = 0;
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if (state != StrategyState.STOPPED) {
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state = StrategyState.ACTIVE;
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}
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log.info("[Gate] 多头已补开, 价格:{}", longEntryPrice);
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}, this::tryReopenLong);
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}
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private void tryReopenShort() {
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if (state == StrategyState.STOPPED) {
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return;
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}
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if (shortActive) {
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return;
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}
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shortReopenFails++;
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if (shortReopenFails > config.getReopenMaxRetries()) {
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log.warn("[Gate] 空头补仓连续失败{}次，停止策略", shortReopenFails);
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state = StrategyState.STOPPED;
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return;
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}
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state = StrategyState.REOPENING_SHORT;
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executor.openShort(negate(config.getQuantity()), () -> {
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synchronized (this) {
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shortEntryPrice = lastKlinePrice;
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shortActive = true;
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}
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executor.placeTakeProfit(shortTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_2,
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ORDER_TYPE_CLOSE_SHORT, AUTO_SIZE_SHORT);
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shortReopenFails = 0;
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if (state != StrategyState.STOPPED) {
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state = StrategyState.ACTIVE;
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}
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log.info("[Gate] 空头已补开, 价格:{}", shortEntryPrice);
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}, this::tryReopenShort);
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}
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// ---- 止盈价格计算 ----
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private BigDecimal longTpPrice() {
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return lastKlinePrice.multiply(BigDecimal.ONE.add(config.getGridRate()))
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.setScale(1, RoundingMode.HALF_UP);
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}
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private BigDecimal shortTpPrice() {
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return lastKlinePrice.multiply(BigDecimal.ONE.subtract(config.getGridRate()))
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.setScale(1, RoundingMode.HALF_UP);
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}
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/** 对数量取反（开多用正数，开空用负数） */
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private String negate(String qty) {
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return qty.startsWith("-") ? qty.substring(1) : "-" + qty;
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}
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public BigDecimal getLastKlinePrice() { return lastKlinePrice; }
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public boolean isStrategyActive() { return state != StrategyState.STOPPED && state != StrategyState.WAITING_KLINE; }
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public BigDecimal getCumulativePnl() { return cumulativePnl; }
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public Long getUserId() { return userId; }
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public StrategyState getState() { return state; }
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}
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