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.FuturesApi;
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import io.gate.gateapi.models.FuturesAccount;
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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.math.RoundingMode;
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@Slf4j
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public class GateGridTradeService {
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private final ApiClient apiClient;
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private final FuturesApi futuresApi;
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private static final String SETTLE = "usdt";
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private final String contract;
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private final String leverage;
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private final String marginMode;
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private final BigDecimal gridRate;
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private final BigDecimal overallTp;
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private final BigDecimal maxLoss;
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private final String quantity;
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private final String positionMode;
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private volatile boolean strategyActive = false;
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private volatile boolean dualOpened = false;
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private volatile boolean longActive = false;
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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 BigDecimal totalHistoryPnl = BigDecimal.ZERO;
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public GateGridTradeService(String apiKey, String apiSecret,
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String contract, String leverage,
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String marginMode, String positionMode,
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BigDecimal gridRate, BigDecimal overallTp,
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int maxCycles, BigDecimal maxLoss,
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String quantity) {
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this.contract = contract;
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this.leverage = leverage;
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this.marginMode = marginMode;
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this.gridRate = gridRate;
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this.overallTp = overallTp;
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this.maxLoss = maxLoss;
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this.quantity = quantity;
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this.positionMode = positionMode;
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this.apiClient = new ApiClient();
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this.apiClient.setBasePath("https://api-testnet.gateapi.io/api/v4");
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this.apiClient.setApiKeySecret(apiKey, apiSecret);
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this.futuresApi = new FuturesApi(apiClient);
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}
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public void init() {
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try {
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futuresApi.updateContractPositionLeverageCall(
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SETTLE, contract, leverage, marginMode, positionMode, null);
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log.info("[GateGrid] 已设置杠杆: {}x, 保证金模式: {}", leverage, marginMode);
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FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
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log.info("[GateGrid] 账户可用余额: {}, 总资产: {}",
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account.getAvailable(), account.getTotal());
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String positionModeSet = account.getPositionMode();
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if (!positionMode.equals(positionModeSet)) {
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futuresApi.setPositionMode(SETTLE, positionMode);
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}
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log.info("[GateGrid] 已设置双向持仓模式");
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} catch (GateApiException e) {
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log.error("[GateGrid] 初始化失败, label: {}, msg: {}", e.getErrorLabel(), e.getMessage());
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} catch (ApiException e) {
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log.error("[GateGrid] 初始化API调用失败, code: {}", e.getCode());
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}
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}
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public void startGrid() {
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if (strategyActive) {
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log.warn("[GateGrid] 策略已在运行中");
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return;
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}
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strategyActive = true;
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totalHistoryPnl = BigDecimal.ZERO;
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log.info("[GateGrid] 网格策略启动，等待K线价格...");
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}
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public void stopGrid() {
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strategyActive = false;
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log.info("[GateGrid] 网格策略已停止, history_pnl: {}", totalHistoryPnl);
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}
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/**
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* K线回调：存储最新价格，首次价格就绪时双开
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*/
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public void onKline(BigDecimal closePrice) {
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lastKlinePrice = closePrice;
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if (!strategyActive) {
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return;
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}
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if (!dualOpened) {
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dualOpened = true;
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dualOpenPositions();
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}
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}
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/**
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* 仓位推送回调：检测止盈平仓 → 补仓，累加 history_pnl → 判断停止
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*/
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public void onPositionUpdate(String contract, String mode, BigDecimal size,
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BigDecimal entryPrice, BigDecimal historyPnl,
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BigDecimal realisedPnl) {
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if (!strategyActive) {
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return;
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}
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boolean hasPosition = size.compareTo(BigDecimal.ZERO) > 0;
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if ("dual_long".equals(mode)) {
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if (longActive && !hasPosition) {
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log.info("[GateGrid] 多头被平仓（止盈触发）, 重新开多");
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longActive = false;
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reopenLongPosition();
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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 ("dual_short".equals(mode)) {
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if (shortActive && !hasPosition) {
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log.info("[GateGrid] 空头被平仓（止盈触发）, 重新开空");
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shortActive = false;
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reopenShortPosition();
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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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totalHistoryPnl = historyPnl;
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checkStopConditions();
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}
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private void checkStopConditions() {
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if (totalHistoryPnl.compareTo(overallTp) >= 0) {
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log.info("[GateGrid] 累计止盈 {} 达到 {} USDT，停止策略", totalHistoryPnl, overallTp);
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strategyActive = false;
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return;
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}
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if (totalHistoryPnl.compareTo(maxLoss.negate()) <= 0) {
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log.info("[GateGrid] 累计亏损 {} 达到上限 {} USDT，停止策略", totalHistoryPnl, maxLoss);
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strategyActive = false;
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}
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}
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private void dualOpenPositions() {
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if (lastKlinePrice == null) {
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log.warn("[GateGrid] K线价格未就绪，跳过双开");
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dualOpened = false;
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return;
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}
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try {
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FuturesOrder longOrder = new FuturesOrder();
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longOrder.setContract(contract);
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longOrder.setSize(quantity);
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longOrder.setPrice("0");
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longOrder.setTif(FuturesOrder.TifEnum.IOC);
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longOrder.setText("t-grid-long-init");
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FuturesOrder longResult = futuresApi.createFuturesOrder(SETTLE, longOrder, null);
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longEntryPrice = safeDecimal(longResult.getFillPrice());
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longActive = true;
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log.info("[GateGrid] 开多成功, price: {}, id: {}", longEntryPrice, longResult.getId());
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placeLongTp(longEntryPrice);
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FuturesOrder shortOrder = new FuturesOrder();
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shortOrder.setContract(contract);
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shortOrder.setSize(negateQuantity(quantity));
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shortOrder.setPrice("0");
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shortOrder.setTif(FuturesOrder.TifEnum.IOC);
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shortOrder.setText("t-grid-short-init");
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FuturesOrder shortResult = futuresApi.createFuturesOrder(SETTLE, shortOrder, null);
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shortEntryPrice = safeDecimal(shortResult.getFillPrice());
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shortActive = true;
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log.info("[GateGrid] 开空成功, price: {}, id: {}", shortEntryPrice, shortResult.getId());
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placeShortTp(shortEntryPrice);
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printGridInfo();
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} catch (GateApiException e) {
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log.error("[GateGrid] 双开失败, label: {}, msg: {}", e.getErrorLabel(), e.getMessage());
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strategyActive = false;
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} catch (Exception e) {
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log.error("[GateGrid] 双开异常", e);
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strategyActive = false;
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}
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}
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private void reopenLongPosition() {
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if (lastKlinePrice == null || !strategyActive) {
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return;
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}
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if (longActive) {
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log.warn("[GateGrid] 多头已存在，跳过补开");
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return;
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}
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try {
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FuturesOrder longOrder = new FuturesOrder();
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longOrder.setContract(contract);
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longOrder.setSize(quantity);
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longOrder.setPrice("0");
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longOrder.setTif(FuturesOrder.TifEnum.IOC);
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longOrder.setText("t-grid-long-reopen");
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FuturesOrder longResult = futuresApi.createFuturesOrder(SETTLE, longOrder, null);
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longEntryPrice = safeDecimal(longResult.getFillPrice());
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longActive = true;
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log.info("[GateGrid] 补开多成功, price: {}, id: {}", longEntryPrice, longResult.getId());
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placeLongTp(longEntryPrice);
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} catch (Exception e) {
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log.error("[GateGrid] 补开多失败", e);
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}
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}
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private void reopenShortPosition() {
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if (lastKlinePrice == null || !strategyActive) {
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return;
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}
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if (shortActive) {
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log.warn("[GateGrid] 空头已存在，跳过补开");
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return;
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}
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try {
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FuturesOrder shortOrder = new FuturesOrder();
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shortOrder.setContract(contract);
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shortOrder.setSize(negateQuantity(quantity));
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shortOrder.setPrice("0");
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shortOrder.setTif(FuturesOrder.TifEnum.IOC);
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shortOrder.setText("t-grid-short-reopen");
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FuturesOrder shortResult = futuresApi.createFuturesOrder(SETTLE, shortOrder, null);
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shortEntryPrice = safeDecimal(shortResult.getFillPrice());
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shortActive = true;
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log.info("[GateGrid] 补开空成功, price: {}, id: {}", shortEntryPrice, shortResult.getId());
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placeShortTp(shortEntryPrice);
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} catch (Exception e) {
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log.error("[GateGrid] 补开空失败", e);
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}
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}
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private void placeLongTp(BigDecimal entryPrice) {
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BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
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placePriceTriggeredOrder(tpPrice, FuturesPriceTrigger.RuleEnum.NUMBER_1, "close-long-position", "close_long");
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log.info("[GateGrid] 多头止盈已设置, TP:{}", tpPrice);
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}
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private void placeShortTp(BigDecimal entryPrice) {
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BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
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placePriceTriggeredOrder(tpPrice, FuturesPriceTrigger.RuleEnum.NUMBER_2, "close-short-position", "close_short");
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log.info("[GateGrid] 空头止盈已设置, TP:{}", tpPrice);
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}
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private void placePriceTriggeredOrder(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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try {
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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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TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
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log.info("[GateGrid] 止盈条件单已创建, triggerPrice:{}, orderType:{}, autoSize:{}, id:{}",
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triggerPrice, orderType, autoSize, response.getId());
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} catch (Exception e) {
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log.error("[GateGrid] 止盈条件单创建失败, triggerPrice:{}, orderType:{}, autoSize:{}",
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triggerPrice, orderType, autoSize, e);
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}
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}
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private void printGridInfo() {
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BigDecimal longTp = BigDecimal.ZERO;
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BigDecimal shortTp = BigDecimal.ZERO;
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if (longEntryPrice != null) {
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longTp = longEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
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}
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if (shortEntryPrice != null) {
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shortTp = shortEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
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}
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log.info("========== Gate 网格开仓 ==========");
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log.info("合约: {} 杠杆: {}x {}", contract, leverage, marginMode);
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log.info("多头入场: {} TP: {}", longEntryPrice, longTp);
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log.info("空头入场: {} TP: {}", shortEntryPrice, shortTp);
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log.info("数量: {} 网格间距: {}%", quantity, gridRate.multiply(new BigDecimal("100")));
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log.info("整体止盈: {} USDT 最大亏损: {} USDT", overallTp, maxLoss);
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log.info("=====================================");
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}
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private String negateQuantity(String qty) {
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if (qty.startsWith("-")) {
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return qty.substring(1);
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}
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return "-" + qty;
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}
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private BigDecimal safeDecimal(String val) {
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if (val == null || val.isEmpty()) {
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return BigDecimal.ZERO;
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}
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return new BigDecimal(val);
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}
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public BigDecimal getLastKlinePrice() {
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return lastKlinePrice;
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}
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public boolean isStrategyActive() {
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return strategyActive;
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}
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public BigDecimal getTotalHistoryPnl() {
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return totalHistoryPnl;
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}
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}
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