package com.xcong.excoin.modules.gateApi;
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import io.gate.gateapi.ApiClient;
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import io.gate.gateapi.GateApiException;
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import io.gate.gateapi.api.FuturesApi;
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import io.gate.gateapi.models.FuturesInitialOrder;
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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.FuturesPriceTriggeredOrder;
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import io.gate.gateapi.models.TriggerOrderResponse;
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import lombok.extern.slf4j.Slf4j;
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import java.math.BigDecimal;
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import java.util.concurrent.ExecutorService;
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import java.util.concurrent.LinkedBlockingQueue;
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import java.util.concurrent.ThreadPoolExecutor;
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import java.util.concurrent.TimeUnit;
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/**
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* Gate REST API 执行器。
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*
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* <h3>设计目的</h3>
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* WebSocket 消息在回调线程中处理(如 {@code WebSocketClient} 的 {@code onMessage} 线程)。
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* 下单 REST API 调用可能耗时数百毫秒,若同步执行会阻塞 WS 回调线程,导致心跳超时误判。
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* 本类将所有 REST 调用提交到独立线程池异步执行。
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*
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* <h3>线程模型</h3>
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* 单线程 ThreadPoolExecutor + 有界队列 64 + CallerRunsPolicy:
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* <ul>
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* <li><b>单线程</b>:保证下单顺序(开多→开空→止盈单),避免并发竞争</li>
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* <li><b>有界队列 64</b>:防止堆积。极端行情下最多累积 64 个任务</li>
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* <li><b>CallerRunsPolicy</b>:队列满时由提交线程直接同步执行,形成自然背压</li>
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* <li><b>allowCoreThreadTimeOut</b>:60s 空闲后线程回收,不浪费资源</li>
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* </ul>
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*
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* <h3>调用链</h3>
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* <pre>
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* GateGridTradeService.onKline → executor.openLong/openShort → REST API
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* GateGridTradeService.onPositionUpdate → executor.openLong/openShort → REST API
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* (每一次开仓后) → executor.placeTakeProfit → REST API
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* </pre>
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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 GateTradeExecutor {
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private static final String SETTLE = "usdt";
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private final FuturesApi futuresApi;
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private final String contract;
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/** 交易线程池:单线程 + 有界队列 + 背压策略 */
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private final ExecutorService executor;
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public GateTradeExecutor(ApiClient apiClient, String contract) {
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this.futuresApi = new FuturesApi(apiClient);
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this.contract = contract;
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this.executor = new ThreadPoolExecutor(
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1, 1,
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60L, TimeUnit.SECONDS,
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new LinkedBlockingQueue<>(64),
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r -> {
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Thread t = new Thread(r, "gate-trade-worker");
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t.setDaemon(true);
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return t;
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},
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new ThreadPoolExecutor.CallerRunsPolicy()
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);
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((ThreadPoolExecutor) executor).allowCoreThreadTimeOut(true);
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}
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/**
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* 优雅关闭:等待 10 秒,超时则强制中断。
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*/
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public void shutdown() {
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executor.shutdown();
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try {
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executor.awaitTermination(10, TimeUnit.SECONDS);
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} catch (InterruptedException e) {
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Thread.currentThread().interrupt();
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executor.shutdownNow();
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}
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}
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/**
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* 异步市价开多。quantity 为正数(如 "10")。
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*/
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public void openLong(String quantity, Runnable onSuccess, Runnable onFailure) {
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openPosition(quantity, "t-grid-long", "开多", onSuccess, onFailure);
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}
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/**
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* 异步市价开空。quantity 为负数(如 "-10")。
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*/
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public void openShort(String quantity, Runnable onSuccess, Runnable onFailure) {
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openPosition(quantity, "t-grid-short", "开空", onSuccess, onFailure);
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}
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private void openPosition(String size, String text, String label, Runnable onSuccess, Runnable onFailure) {
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executor.execute(() -> {
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try {
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FuturesOrder order = new FuturesOrder();
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order.setContract(contract);
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order.setSize(size);
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order.setPrice("0");
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order.setTif(FuturesOrder.TifEnum.IOC);
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order.setText(text);
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FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
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log.info("[TradeExec] {}成功, 价格:{}, id:{}", label, result.getFillPrice(), result.getId());
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if (onSuccess != null) {
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onSuccess.run();
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}
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} catch (Exception e) {
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log.error("[TradeExec] {}失败", label, e);
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if (onFailure != null) {
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onFailure.run();
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}
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}
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});
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}
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/**
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* 异步创建止盈条件单。
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* <p>使用 Gate 的 PriceTriggeredOrder:服务器监控价格,达到触发价后自动平仓。
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* 如果账户已有同方向同规则的条件单(label=UNIQUE),自动清除后重试一次。
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*
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* @param triggerPrice 触发价格
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* @param rule 触发规则(NUMBER_1: ≥ 触发价,NUMBER_2: ≤ 触发价)
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* @param orderType stop 类型(close-long-position / close-short-position)
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* @param autoSize 双仓平仓方向(close_long / close_short)
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*/
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public void placeTakeProfit(BigDecimal triggerPrice,
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FuturesPriceTrigger.RuleEnum rule,
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String orderType,
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String autoSize) {
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executor.execute(() -> {
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FuturesPriceTriggeredOrder order = buildTriggeredOrder(triggerPrice, rule, orderType, autoSize);
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try {
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TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
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log.info("[TradeExec] 止盈单已创建, 触发价:{}, 类型:{}, id:{}",
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triggerPrice, orderType, response.getId());
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} catch (GateApiException e) {
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if ("AUTO_USER_EXIST_POSITION_ORDER".equals(e.getErrorLabel())) {
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log.warn("[TradeExec] 止盈单已存在,清除旧单后重试");
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try {
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futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract);
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TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
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log.info("[TradeExec] 止盈单重试成功, 触发价:{}, id:{}", triggerPrice, response.getId());
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} catch (Exception retryEx) {
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log.error("[TradeExec] 止盈单重试失败", retryEx);
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}
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} else {
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log.error("[TradeExec] 止盈单创建失败, 触发价:{}", triggerPrice, e);
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}
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} catch (Exception e) {
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log.error("[TradeExec] 止盈单创建失败, 触发价:{}", triggerPrice, e);
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}
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});
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}
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/**
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* 异步清除指定合约的所有止盈止损条件单。
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*/
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public void cancelAllPriceTriggeredOrders() {
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executor.execute(() -> {
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try {
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futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract);
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log.info("[TradeExec] 已清除所有止盈止损条件单");
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} catch (Exception e) {
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log.error("[TradeExec] 清除止盈止损条件单失败", e);
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}
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});
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}
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/**
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* 构建 FuturesPriceTriggeredOrder 对象。
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* <p>策略=0(价格触发),price_type=0(最新价),expiration=0(永不过期),
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* tif=IOC(立即成交或取消),reduce_only=true(只减仓不开新仓)。
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*/
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private FuturesPriceTriggeredOrder buildTriggeredOrder(BigDecimal triggerPrice,
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FuturesPriceTrigger.RuleEnum rule,
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String orderType,
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String autoSize) {
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FuturesPriceTrigger trigger = new FuturesPriceTrigger();
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trigger.setStrategyType(FuturesPriceTrigger.StrategyTypeEnum.NUMBER_0);
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trigger.setPriceType(FuturesPriceTrigger.PriceTypeEnum.NUMBER_0);
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trigger.setPrice(triggerPrice.toString());
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trigger.setRule(rule);
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trigger.setExpiration(0);
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FuturesInitialOrder initial = new FuturesInitialOrder();
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initial.setContract(contract);
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initial.setSize(0L);
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initial.setPrice("0");
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initial.setTif(FuturesInitialOrder.TifEnum.IOC);
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initial.setReduceOnly(true);
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initial.setAutoSize(autoSize);
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FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder();
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order.setTrigger(trigger);
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order.setInitial(initial);
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order.setOrderType(orderType);
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return order;
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}
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}
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