package com.xcong.excoin.modules.gateApi;
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import io.gate.gateapi.ApiClient;
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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>回调设计</h3>
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* 每个下单方法接受 onSuccess/onFailure 两个 Runnable。
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* 基底开仓时 onSuccess 用于标记基底已开，网格触发时通常为 null（成交状态由仓位推送驱动）。
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*
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* <h3>线程模型</h3>
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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 (基底双开 + 网格触发)
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* GateGridTradeService.onPositionUpdate → executor.placeTakeProfit (开仓成交后设止盈)
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* GateGridTradeService.stopGrid → executor.cancelAllPriceTriggeredOrders
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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 String logLabel;
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private final FuturesApi futuresApi;
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private final String contract;
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private final ExecutorService executor;
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public GateTradeExecutor(ApiClient apiClient, String contract, String label) {
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this.logLabel = label;
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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-" + label);
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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:{}", logLabel, 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", logLabel, 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（仓位计划止盈止损）。
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*
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* <p>使用 Gate 的 {@code PriceTriggeredOrder} API：服务器监控价格，达到触发价后自动平指定张数。
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* order_type 使用 {@code plan-close-*-position}（仓位计划止盈止损），
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* 支持指定 size 部分平仓，多次触发的止盈单互不影响。
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*
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* <h3>为何不用 close-*-position</h3>
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* {@code close-long-position} / {@code close-short-position} 仅支持全部平仓（size=0），
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* 且双仓模式还需额外设置 {@code auto_size}。网格策略需要指定张数部分平仓，
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* 因此必须使用 {@code plan-close-long-position} / {@code plan-close-short-position}。
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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（plan-close-long-position / plan-close-short-position）
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* @param size 平仓张数（正=平空，负=平多）
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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 size) {
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executor.execute(() -> {
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FuturesPriceTriggeredOrder order = buildTriggeredOrder(triggerPrice, rule, orderType, size);
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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:{}, size:{}, id:{}",
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logLabel, triggerPrice, orderType, size, response.getId());
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} catch (Exception e) {
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log.error("[TradeExec-{}] 止盈单创建失败, 触发价:{}, size:{}, 立即市价止盈", logLabel, triggerPrice, size, e);
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marketClose(size);
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}
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});
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}
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/**
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* 市价止盈：在止盈条件单创建失败时立即市价平仓。
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* size 与止盈单保持一致（负=平多，正=平空）。
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*/
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private void marketClose(String size) {
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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.setReduceOnly(true);
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order.setText("t-grid-mkt-close");
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FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
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log.info("[TradeExec-{}] 市价止盈成功, 价格:{}, size:{}, id:{}", logLabel, result.getFillPrice(), size, result.getId());
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} catch (Exception e) {
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log.error("[TradeExec-{}] 市价止盈也失败, size:{}", logLabel, size, e);
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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", logLabel);
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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", logLabel, 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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*
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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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* <h3>size 参数说明</h3>
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* <ul>
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* <li>plan-close-long-position：size 为负，表示平多仓多少张</li>
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* <li>plan-close-short-position：size 为正，表示平空仓多少张</li>
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* </ul>
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* 每次只平指定张数，不会全平仓位，多个止盈单可并存且互不影响。
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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 size) {
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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(Long.parseLong(size));
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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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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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