package com.xcong.excoin.modules.gateApi;
|
|
import io.gate.gateapi.ApiClient;
|
import io.gate.gateapi.ApiException;
|
import io.gate.gateapi.GateApiException;
|
import io.gate.gateapi.api.AccountApi;
|
import io.gate.gateapi.api.FuturesApi;
|
import io.gate.gateapi.models.AccountDetail;
|
import io.gate.gateapi.models.FuturesAccount;
|
import io.gate.gateapi.models.FuturesInitialOrder;
|
import io.gate.gateapi.models.FuturesOrder;
|
import io.gate.gateapi.models.FuturesPriceTrigger;
|
import io.gate.gateapi.models.FuturesPriceTriggeredOrder;
|
import io.gate.gateapi.models.TriggerOrderResponse;
|
import lombok.extern.slf4j.Slf4j;
|
|
import java.math.BigDecimal;
|
import java.math.RoundingMode;
|
|
/**
|
* Gate 网格交易服务类。
|
*
|
* <h3>策略概述</h3>
|
* 多空双开 → 各放止盈条件单 → 仓位推送驱动补仓 → history_pnl 判断停止
|
*
|
* <h3>触发逻辑</h3>
|
* <pre>
|
* K线首次价格就绪 → dualOpenPositions() // 多空双开 + 止盈条件单
|
* 仓位推送 size=0 → reopenXxxPosition() // 该方向被止盈平掉 → 补开
|
* 仓位推送 history_pnl ≥ overallTp → 停止
|
* 仓位推送 history_pnl ≤ -maxLoss → 停止
|
* </pre>
|
*
|
* <h3>止盈计算</h3>
|
* 多头止盈价 = entryPrice × (1 + gridRate)<br>
|
* 空头止盈价 = entryPrice × (1 - gridRate)
|
*
|
* <h3>依赖</h3>
|
* 使用 {@code io.gate:gate-api (7.2.71)} SDK 通过 REST API 下单，
|
* 市场数据由 {@link GateKlineWebSocketClient} 通过 WebSocket 提供。
|
*
|
* @author Administrator
|
*/
|
@Slf4j
|
public class GateGridTradeService {
|
|
private final ApiClient apiClient;
|
private final FuturesApi futuresApi;
|
private static final String SETTLE = "usdt";
|
|
private final String contract;
|
private final String leverage;
|
private final String marginMode;
|
private final BigDecimal gridRate;
|
private final BigDecimal overallTp;
|
private final BigDecimal maxLoss;
|
private final String quantity;
|
private final String positionMode;
|
|
/** 策略是否处于运行状态 */
|
private volatile boolean strategyActive = false;
|
/** 是否已完成首次双开 */
|
private volatile boolean dualOpened = false;
|
/** 多头仓位是否活跃 */
|
private volatile boolean longActive = false;
|
/** 空头仓位是否活跃 */
|
private volatile boolean shortActive = false;
|
|
/** 多头入场价 */
|
private BigDecimal longEntryPrice;
|
/** 空头入场价 */
|
private BigDecimal shortEntryPrice;
|
/** WebSocket 推送的最新 K 线收盘价 */
|
private volatile BigDecimal lastKlinePrice;
|
/** 服务器返回的累计已实现盈亏 */
|
private BigDecimal totalHistoryPnl = BigDecimal.ZERO;
|
/** 用户 ID，用于 WebSocket 私有频道订阅 */
|
private Long userId;
|
|
/**
|
* 构造函数，初始化 Gate 期货 API 客户端。
|
*
|
* @param contract 合约名称（如 XAU_USDT）
|
* @param leverage 杠杆倍数
|
* @param marginMode 保证金模式（cross/isolated）
|
* @param positionMode 持仓模式（single/dual/dual_plus）
|
* @param gridRate 网格间距比例（如 0.0035）
|
* @param overallTp 整体止盈阈值（USDT）
|
* @param maxLoss 最大亏损阈值（USDT）
|
* @param quantity 下单数量（合约张数）
|
*/
|
public GateGridTradeService(String apiKey, String apiSecret,
|
String contract, String leverage,
|
String marginMode, String positionMode,
|
BigDecimal gridRate, BigDecimal overallTp,
|
int maxCycles, BigDecimal maxLoss,
|
String quantity) {
|
this.contract = contract;
|
this.leverage = leverage;
|
this.marginMode = marginMode;
|
this.gridRate = gridRate;
|
this.overallTp = overallTp;
|
this.maxLoss = maxLoss;
|
this.quantity = quantity;
|
this.positionMode = positionMode;
|
|
this.apiClient = new ApiClient();
|
this.apiClient.setBasePath("https://api-testnet.gateapi.io/api/v4");
|
this.apiClient.setApiKeySecret(apiKey, apiSecret);
|
this.futuresApi = new FuturesApi(apiClient);
|
}
|
|
/**
|
* 初始化账户。设置杠杆、查询余额、切换持仓模式。
|
*/
|
public void init() {
|
try {
|
AccountApi accountApi = new AccountApi(apiClient);
|
AccountDetail accountDetail = accountApi.getAccountDetail();
|
this.userId = accountDetail.getUserId();
|
log.info("[GateGrid] 用户ID: {}", userId);
|
|
futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract);
|
log.info("[GateGrid] 已取消所有既有止盈止损条件单");
|
|
futuresApi.updateContractPositionLeverageCall(
|
SETTLE, contract, leverage, marginMode, positionMode, null);
|
log.info("[GateGrid] 已设置杠杆: {}x, 保证金模式: {}", leverage, marginMode);
|
|
FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
|
log.info("[GateGrid] 账户可用余额: {}, 总资产: {}",
|
account.getAvailable(), account.getTotal());
|
String positionModeSet = account.getPositionMode();
|
if (!positionMode.equals(positionModeSet)) {
|
futuresApi.setPositionMode(SETTLE, positionMode);
|
}
|
log.info("[GateGrid] 已设置双向持仓模式");
|
} catch (GateApiException e) {
|
log.error("[GateGrid] 初始化失败, label: {}, msg: {}", e.getErrorLabel(), e.getMessage());
|
} catch (ApiException e) {
|
log.error("[GateGrid] 初始化API调用失败, code: {}", e.getCode());
|
}
|
}
|
|
/**
|
* 启动网格策略。策略激活后等待 K 线价格就绪，然后自动首次双开。
|
*/
|
public void startGrid() {
|
if (strategyActive) {
|
log.warn("[GateGrid] 策略已在运行中");
|
return;
|
}
|
strategyActive = true;
|
totalHistoryPnl = BigDecimal.ZERO;
|
log.info("[GateGrid] 网格策略启动，等待K线价格...");
|
}
|
|
/**
|
* 停止网格策略。
|
*/
|
public void stopGrid() {
|
strategyActive = false;
|
log.info("[GateGrid] 网格策略已停止, history_pnl: {}", totalHistoryPnl);
|
}
|
|
/**
|
* K 线回调入口。由 调用。
|
* 首次收到价格时触发多空双开，后续仅缓存最新价格供补仓使用。
|
*
|
* @param closePrice K 线收盘价
|
*/
|
public void onKline(BigDecimal closePrice) {
|
lastKlinePrice = closePrice;
|
if (!strategyActive) {
|
return;
|
}
|
if (!dualOpened) {
|
dualOpened = true;
|
dualOpenPositions();
|
}
|
}
|
|
/**
|
* 仓位推送回调入口。由 {@link GateKlineWebSocketClient} 调用。
|
* 根据仓位模式（dual_long/dual_short）和 size 判断：
|
* <ul>
|
* <li>size=0 且之前活跃 → 该方向被平仓 → 补开</li>
|
* <li>size>0 → 确认仓位活跃，更新入场价</li>
|
* </ul>
|
* 每次推送更新 history_pnl 并检查停止条件。
|
*
|
* @param contract 合约名
|
* @param mode 仓位模式（dual_long / dual_short）
|
* @param size 仓位数量（0 表示无仓位）
|
* @param entryPrice 入场价格
|
* @param historyPnl 已实现累计盈亏
|
* @param realisedPnl 已实现盈亏
|
*/
|
public void onPositionUpdate(String contract, String mode, BigDecimal size,
|
BigDecimal entryPrice, BigDecimal historyPnl,
|
BigDecimal realisedPnl) {
|
if (!strategyActive) {
|
return;
|
}
|
|
boolean hasPosition = size.abs().compareTo(BigDecimal.ZERO) > 0;
|
|
if ("dual_long".equals(mode)) {
|
if (longActive && !hasPosition) {
|
log.info("[GateGrid] 多头被平仓（止盈触发）, 重新开多");
|
longActive = false;
|
reopenLongPosition();
|
} else if (hasPosition) {
|
longActive = true;
|
longEntryPrice = entryPrice;
|
}
|
} else if ("dual_short".equals(mode)) {
|
if (shortActive && !hasPosition) {
|
log.info("[GateGrid] 空头被平仓（止盈触发）, 重新开空");
|
shortActive = false;
|
reopenShortPosition();
|
} else if (hasPosition) {
|
shortActive = true;
|
shortEntryPrice = entryPrice;
|
}
|
}
|
|
totalHistoryPnl = historyPnl;
|
checkStopConditions();
|
}
|
|
/**
|
* 检查策略停止条件。满足任一即置 strategyActive=false：
|
* <ul>
|
* <li>累计盈利 ≥ overallTp</li>
|
* <li>累计亏损 ≤ -maxLoss</li>
|
* </ul>
|
*/
|
private void checkStopConditions() {
|
if (totalHistoryPnl.compareTo(overallTp) >= 0) {
|
log.info("[GateGrid] 累计止盈 {} 达到 {} USDT，停止策略", totalHistoryPnl, overallTp);
|
strategyActive = false;
|
return;
|
}
|
if (totalHistoryPnl.compareTo(maxLoss.negate()) <= 0) {
|
log.info("[GateGrid] 累计亏损 {} 达到上限 {} USDT，停止策略", totalHistoryPnl, maxLoss);
|
strategyActive = false;
|
}
|
}
|
|
/**
|
* 首次多空双开。使用当前 K 线价格以市价单同时开多和开空，
|
* 开仓成功后立即为每个方向创建止盈条件单。
|
*/
|
private void dualOpenPositions() {
|
if (lastKlinePrice == null) {
|
log.warn("[GateGrid] K线价格未就绪，跳过双开");
|
dualOpened = false;
|
return;
|
}
|
try {
|
FuturesOrder longOrder = new FuturesOrder();
|
longOrder.setContract(contract);
|
longOrder.setSize(quantity);
|
longOrder.setPrice("0");
|
longOrder.setTif(FuturesOrder.TifEnum.IOC);
|
longOrder.setText("t-grid-long-init");
|
FuturesOrder longResult = futuresApi.createFuturesOrder(SETTLE, longOrder, null);
|
longEntryPrice = safeDecimal(longResult.getFillPrice());
|
longActive = true;
|
log.info("[GateGrid] 开多成功, price: {}, id: {}", longEntryPrice, longResult.getId());
|
placeLongTp(longEntryPrice);
|
|
FuturesOrder shortOrder = new FuturesOrder();
|
shortOrder.setContract(contract);
|
shortOrder.setSize(negateQuantity(quantity));
|
shortOrder.setPrice("0");
|
shortOrder.setTif(FuturesOrder.TifEnum.IOC);
|
shortOrder.setText("t-grid-short-init");
|
FuturesOrder shortResult = futuresApi.createFuturesOrder(SETTLE, shortOrder, null);
|
shortEntryPrice = safeDecimal(shortResult.getFillPrice());
|
shortActive = true;
|
log.info("[GateGrid] 开空成功, price: {}, id: {}", shortEntryPrice, shortResult.getId());
|
placeShortTp(shortEntryPrice);
|
|
printGridInfo();
|
} catch (GateApiException e) {
|
log.error("[GateGrid] 双开失败, label: {}, msg: {}", e.getErrorLabel(), e.getMessage());
|
strategyActive = false;
|
} catch (Exception e) {
|
log.error("[GateGrid] 双开异常", e);
|
strategyActive = false;
|
}
|
}
|
|
/**
|
* 补开多头仓位。多头被止盈平掉后调用，市价重新开多并创建止盈单。
|
*/
|
private void reopenLongPosition() {
|
if (lastKlinePrice == null || !strategyActive) {
|
return;
|
}
|
if (longActive) {
|
log.warn("[GateGrid] 多头已存在，跳过补开");
|
return;
|
}
|
try {
|
FuturesOrder longOrder = new FuturesOrder();
|
longOrder.setContract(contract);
|
longOrder.setSize(quantity);
|
longOrder.setPrice("0");
|
longOrder.setTif(FuturesOrder.TifEnum.IOC);
|
longOrder.setText("t-grid-long-reopen");
|
FuturesOrder longResult = futuresApi.createFuturesOrder(SETTLE, longOrder, null);
|
longEntryPrice = safeDecimal(longResult.getFillPrice());
|
longActive = true;
|
log.info("[GateGrid] 补开多成功, price: {}, id: {}", longEntryPrice, longResult.getId());
|
placeLongTp(longEntryPrice);
|
} catch (Exception e) {
|
log.error("[GateGrid] 补开多失败", e);
|
}
|
}
|
|
/**
|
* 补开空头仓位。空头被止盈平掉后调用，市价重新开空并创建止盈单。
|
*/
|
private void reopenShortPosition() {
|
if (lastKlinePrice == null || !strategyActive) {
|
return;
|
}
|
if (shortActive) {
|
log.warn("[GateGrid] 空头已存在，跳过补开");
|
return;
|
}
|
try {
|
FuturesOrder shortOrder = new FuturesOrder();
|
shortOrder.setContract(contract);
|
shortOrder.setSize(negateQuantity(quantity));
|
shortOrder.setPrice("0");
|
shortOrder.setTif(FuturesOrder.TifEnum.IOC);
|
shortOrder.setText("t-grid-short-reopen");
|
FuturesOrder shortResult = futuresApi.createFuturesOrder(SETTLE, shortOrder, null);
|
shortEntryPrice = safeDecimal(shortResult.getFillPrice());
|
shortActive = true;
|
log.info("[GateGrid] 补开空成功, price: {}, id: {}", shortEntryPrice, shortResult.getId());
|
placeShortTp(shortEntryPrice);
|
} catch (Exception e) {
|
log.error("[GateGrid] 补开空失败", e);
|
}
|
}
|
|
/**
|
* 创建多头止盈条件单。
|
* 触发价 = entryPrice × (1 + gridRate)，价格 ≥ 触发价时平多。
|
*/
|
private void placeLongTp(BigDecimal entryPrice) {
|
BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
|
placePriceTriggeredOrder(tpPrice, FuturesPriceTrigger.RuleEnum.NUMBER_1, "close-long-position", "close_long");
|
log.info("[GateGrid] 多头止盈已设置, TP:{}", tpPrice);
|
}
|
|
/**
|
* 创建空头止盈条件单。
|
* 触发价 = entryPrice × (1 - gridRate)，价格 ≤ 触发价时平空。
|
*/
|
private void placeShortTp(BigDecimal entryPrice) {
|
BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
|
placePriceTriggeredOrder(tpPrice, FuturesPriceTrigger.RuleEnum.NUMBER_2, "close-short-position", "close_short");
|
log.info("[GateGrid] 空头止盈已设置, TP:{}", tpPrice);
|
}
|
|
/**
|
* 通过 Gate REST API 创建止盈条件单。
|
*
|
* @param triggerPrice 触发价格
|
* @param rule 触发规则（1: ≥, 2: ≤）
|
* @param orderType 止盈止损类型（close-long-position / close-short-position）
|
* @param autoSize 双仓平仓方向（close_long / close_short）
|
*/
|
private void placePriceTriggeredOrder(BigDecimal triggerPrice,
|
FuturesPriceTrigger.RuleEnum rule,
|
String orderType,
|
String autoSize) {
|
try {
|
FuturesPriceTrigger trigger = new FuturesPriceTrigger();
|
trigger.setStrategyType(FuturesPriceTrigger.StrategyTypeEnum.NUMBER_0);
|
trigger.setPriceType(FuturesPriceTrigger.PriceTypeEnum.NUMBER_0);
|
trigger.setPrice(triggerPrice.toString());
|
trigger.setRule(rule);
|
trigger.setExpiration(0);
|
|
FuturesInitialOrder initial = new FuturesInitialOrder();
|
initial.setContract(contract);
|
initial.setSize(0L);
|
initial.setPrice("0");
|
initial.setTif(FuturesInitialOrder.TifEnum.IOC);
|
initial.setReduceOnly(true);
|
initial.setAutoSize(autoSize);
|
|
FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder();
|
order.setTrigger(trigger);
|
order.setInitial(initial);
|
order.setOrderType(orderType);
|
|
TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
|
log.info("[GateGrid] 止盈条件单已创建, triggerPrice:{}, orderType:{}, autoSize:{}, id:{}",
|
triggerPrice, orderType, autoSize, response.getId());
|
} catch (GateApiException e) {
|
if ("AUTO_USER_EXIST_POSITION_ORDER".equals(e.getErrorLabel())) {
|
log.warn("[GateGrid] 止盈条件单已存在，取消旧单后重试, label:{}", e.getErrorLabel());
|
try {
|
futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract);
|
TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, createPriceTriggeredOrderBean(triggerPrice, rule, orderType, autoSize));
|
log.info("[GateGrid] 止盈条件单重试成功, triggerPrice:{}, orderType:{}, autoSize:{}, id:{}",
|
triggerPrice, orderType, autoSize, response.getId());
|
} catch (Exception retryEx) {
|
log.error("[GateGrid] 止盈条件单重试失败, triggerPrice:{}, orderType:{}, autoSize:{}",
|
triggerPrice, orderType, autoSize, retryEx);
|
}
|
} else {
|
log.error("[GateGrid] 止盈条件单创建失败, triggerPrice:{}, orderType:{}, autoSize:{}",
|
triggerPrice, orderType, autoSize, e);
|
}
|
} catch (Exception e) {
|
log.error("[GateGrid] 止盈条件单创建失败, triggerPrice:{}, orderType:{}, autoSize:{}",
|
triggerPrice, orderType, autoSize, e);
|
}
|
}
|
|
private FuturesPriceTriggeredOrder createPriceTriggeredOrderBean(BigDecimal triggerPrice,
|
FuturesPriceTrigger.RuleEnum rule,
|
String orderType,
|
String autoSize) {
|
FuturesPriceTrigger trigger = new FuturesPriceTrigger();
|
trigger.setStrategyType(FuturesPriceTrigger.StrategyTypeEnum.NUMBER_0);
|
trigger.setPriceType(FuturesPriceTrigger.PriceTypeEnum.NUMBER_0);
|
trigger.setPrice(triggerPrice.toString());
|
trigger.setRule(rule);
|
trigger.setExpiration(0);
|
|
FuturesInitialOrder initial = new FuturesInitialOrder();
|
initial.setContract(contract);
|
initial.setSize(0L);
|
initial.setPrice("0");
|
initial.setTif(FuturesInitialOrder.TifEnum.IOC);
|
initial.setReduceOnly(true);
|
initial.setAutoSize(autoSize);
|
|
FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder();
|
order.setTrigger(trigger);
|
order.setInitial(initial);
|
order.setOrderType(orderType);
|
return order;
|
}
|
|
/**
|
* 打印当前网格配置和入场信息。
|
*/
|
private void printGridInfo() {
|
BigDecimal longTp = BigDecimal.ZERO;
|
BigDecimal shortTp = BigDecimal.ZERO;
|
if (longEntryPrice != null) {
|
longTp = longEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
|
}
|
if (shortEntryPrice != null) {
|
shortTp = shortEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
|
}
|
log.info("========== Gate 网格开仓 ==========");
|
log.info("合约: {} 杠杆: {}x {}", contract, leverage, marginMode);
|
log.info("多头入场: {} TP: {}", longEntryPrice, longTp);
|
log.info("空头入场: {} TP: {}", shortEntryPrice, shortTp);
|
log.info("数量: {} 网格间距: {}%", quantity, gridRate.multiply(new BigDecimal("100")));
|
log.info("整体止盈: {} USDT 最大亏损: {} USDT", overallTp, maxLoss);
|
log.info("=====================================");
|
}
|
|
/** 对数量取反（开多用正数，开空用负数） */
|
private String negateQuantity(String qty) {
|
if (qty.startsWith("-")) {
|
return qty.substring(1);
|
}
|
return "-" + qty;
|
}
|
|
/** 安全转换字符串为 BigDecimal，null 返回 0 */
|
private BigDecimal safeDecimal(String val) {
|
if (val == null || val.isEmpty()) {
|
return BigDecimal.ZERO;
|
}
|
return new BigDecimal(val);
|
}
|
|
public BigDecimal getLastKlinePrice() {
|
return lastKlinePrice;
|
}
|
|
public boolean isStrategyActive() {
|
return strategyActive;
|
}
|
|
public BigDecimal getTotalHistoryPnl() {
|
return totalHistoryPnl;
|
}
|
|
public Long getUserId() {
|
return userId;
|
}
|
}
|
