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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import java.util.List;
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/**
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* Gate 网格交易服务类，使用 gate-api SDK 进行合约下单。
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* 策略：多空双开 → 设置止盈止损点位 → 网格循环交易
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*
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* 测试参数：
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* 品种: XAU_USDT（黄金）
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* 杠杆: 100x（全仓）
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* 数量: 0.01 XAU
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* 网格: 0.0035（千分之三点五）
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* 整体止盈: 0.5 USDT
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* 循环次数: 3
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* 报警: 本金亏损 15%（初始本金 50 USDT）
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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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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 int maxCycles;
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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 int currentCycle = 0;
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private BigDecimal totalProfit = BigDecimal.ZERO;
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private BigDecimal longEntryPrice;
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private BigDecimal shortEntryPrice;
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private Long longOrderId;
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private Long shortOrderId;
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private Long longTpOrderId;
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private Long longSlOrderId;
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private Long shortTpOrderId;
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private Long shortSlOrderId;
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private volatile BigDecimal lastClosePrice;
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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.maxCycles = maxCycles;
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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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/**
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* 初始化账户：设置持仓模式 + 杠杆
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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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/**
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* 启动网格策略
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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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currentCycle = 0;
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totalProfit = BigDecimal.ZERO;
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log.info("[GateGrid] 网格策略启动, cycle: {}", currentCycle + 1);
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dualOpenPositions();
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}
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/**
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* 停止网格策略
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*/
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public void stopGrid() {
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strategyActive = false;
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cancelTpSl(longTpOrderId);
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cancelTpSl(longSlOrderId);
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cancelTpSl(shortTpOrderId);
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cancelTpSl(shortSlOrderId);
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closeAllPositions();
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log.info("[GateGrid] 网格策略已停止, 总盈亏: {}, 循环: {}", totalProfit, currentCycle);
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}
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/**
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* K线回调：收到新的收盘价
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*/
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public void onKline(BigDecimal closePrice, boolean isKlineClosed) {
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lastClosePrice = closePrice;
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if (!strategyActive || !isKlineClosed) {
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return;
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}
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checkPositions(closePrice);
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}
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/**
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* 多空双开
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*/
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private void dualOpenPositions() {
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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-" + (currentCycle + 1));
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FuturesOrder longResult = futuresApi.createFuturesOrder(SETTLE, longOrder, null);
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longOrderId = longResult.getId();
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longEntryPrice = safeDecimal(longResult.getFillPrice());
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log.info("[GateGrid] 开多成功, price: {}, id: {}", longEntryPrice, longOrderId);
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placeLongTpSl(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-" + (currentCycle + 1));
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FuturesOrder shortResult = futuresApi.createFuturesOrder(SETTLE, shortOrder, null);
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shortOrderId = shortResult.getId();
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shortEntryPrice = safeDecimal(shortResult.getFillPrice());
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log.info("[GateGrid] 开空成功, price: {}, id: {}", shortEntryPrice, shortOrderId);
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placeShortTpSl(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 placeLongTpSl(BigDecimal entryPrice) {
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BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
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BigDecimal slPrice = entryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
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longTpOrderId = placePriceTriggeredOrder(tpPrice, FuturesPriceTrigger.RuleEnum.NUMBER_1, "close_long");
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longSlOrderId = placePriceTriggeredOrder(slPrice, FuturesPriceTrigger.RuleEnum.NUMBER_2, "close_long");
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log.info("[GateGrid] 多头TP/SL已设置, TP:{}, SL:{}, tpId:{}, slId:{}", tpPrice, slPrice, longTpOrderId, longSlOrderId);
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}
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private void placeShortTpSl(BigDecimal entryPrice) {
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BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
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BigDecimal slPrice = entryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
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shortTpOrderId = placePriceTriggeredOrder(tpPrice, FuturesPriceTrigger.RuleEnum.NUMBER_2, "close_short");
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shortSlOrderId = placePriceTriggeredOrder(slPrice, FuturesPriceTrigger.RuleEnum.NUMBER_1, "close_short");
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log.info("[GateGrid] 空头TP/SL已设置, TP:{}, SL:{}, tpId:{}, slId:{}", tpPrice, slPrice, shortTpOrderId, shortSlOrderId);
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}
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private Long placePriceTriggeredOrder(BigDecimal triggerPrice,
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FuturesPriceTrigger.RuleEnum rule,
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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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TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
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log.info("[GateGrid] 条件单已创建, triggerPrice:{}, rule:{}, autoSize:{}, id:{}",
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triggerPrice, rule, autoSize, response.getId());
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return response.getId();
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} catch (Exception e) {
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log.error("[GateGrid] 创建条件单失败, triggerPrice:{}, rule:{}, autoSize:{}",
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triggerPrice, rule, autoSize, e);
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return null;
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}
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}
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private void cancelTpSl(Long orderId) {
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if (orderId == null) {
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return;
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}
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try {
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futuresApi.cancelPriceTriggeredOrder(SETTLE, orderId);
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log.info("[GateGrid] 已取消条件单, id:{}", orderId);
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} catch (Exception e) {
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log.warn("[GateGrid] 取消条件单失败, id:{}", orderId, e);
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}
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}
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/**
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* 检查多空仓位是否触及止盈止损
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*/
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private void checkPositions(BigDecimal currentPrice) {
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if (longEntryPrice == null || shortEntryPrice == null) {
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return;
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}
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BigDecimal longTp = longEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
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BigDecimal longSl = longEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
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BigDecimal shortTp = shortEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
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BigDecimal shortSl = shortEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
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System.out.println("========== Gate 网格状态 ==========");
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System.out.println("当前价格: " + currentPrice);
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System.out.println("多头入场: " + longEntryPrice + " TP: " + longTp + " SL: " + longSl);
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System.out.println("空头入场: " + shortEntryPrice + " TP: " + shortTp + " SL: " + shortSl);
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System.out.println("累计盈亏: " + totalProfit + " 循环: " + currentCycle + "/" + maxCycles);
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System.out.println("===================================");
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// 多头止盈
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if (currentPrice.compareTo(longTp) >= 0) {
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log.info("[GateGrid] 多头止盈触发! entry:{}, current:{}", longEntryPrice, currentPrice);
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BigDecimal cnt = new BigDecimal(quantity);
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BigDecimal profit = currentPrice.subtract(longEntryPrice).multiply(cnt);
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totalProfit = totalProfit.add(profit);
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log.info("[GateGrid] 多头止盈 profit:{}, totalProfit:{}", profit, totalProfit);
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closeLongPosition();
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closeShortPosition();
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currentCycle++;
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checkStopConditions();
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return;
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}
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// 多头止损
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if (currentPrice.compareTo(longSl) <= 0) {
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log.info("[GateGrid] 多头止损触发! entry:{}, current:{}", longEntryPrice, currentPrice);
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BigDecimal cnt = new BigDecimal(quantity);
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BigDecimal loss = longEntryPrice.subtract(currentPrice).multiply(cnt);
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totalProfit = totalProfit.subtract(loss);
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log.info("[GateGrid] 多头止损 loss:{}, totalProfit:{}", loss, totalProfit);
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closeLongPosition();
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currentCycle++;
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checkStopConditions();
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return;
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}
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// 空头止盈
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if (currentPrice.compareTo(shortTp) <= 0) {
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log.info("[GateGrid] 空头止盈触发! entry:{}, current:{}", shortEntryPrice, currentPrice);
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BigDecimal cnt = new BigDecimal(quantity);
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BigDecimal profit = shortEntryPrice.subtract(currentPrice).multiply(cnt);
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totalProfit = totalProfit.add(profit);
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log.info("[GateGrid] 空头止盈 profit:{}, totalProfit:{}", profit, totalProfit);
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closeShortPosition();
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closeLongPosition();
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currentCycle++;
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checkStopConditions();
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return;
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}
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// 空头止损
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if (currentPrice.compareTo(shortSl) >= 0) {
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log.info("[GateGrid] 空头止损触发! entry:{}, current:{}", shortEntryPrice, currentPrice);
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BigDecimal cnt = new BigDecimal(quantity);
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BigDecimal loss = currentPrice.subtract(shortEntryPrice).multiply(cnt);
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totalProfit = totalProfit.subtract(loss);
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log.info("[GateGrid] 空头止损 loss:{}, totalProfit:{}", loss, totalProfit);
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closeShortPosition();
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currentCycle++;
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checkStopConditions();
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}
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}
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private void checkStopConditions() {
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if (totalProfit.compareTo(overallTp) >= 0) {
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log.info("[GateGrid] 达到整体止盈 {} USDT，停止策略", overallTp);
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strategyActive = false;
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return;
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}
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if (BigDecimal.ZERO.subtract(totalProfit).compareTo(maxLoss) >= 0) {
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log.info("[GateGrid] 亏损 {} 达到上限 {} USDT，停止策略", totalProfit.negate(), maxLoss);
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strategyActive = false;
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return;
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}
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if (currentCycle >= maxCycles) {
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log.info("[GateGrid] 达到最大循环次数 {}，停止策略", maxCycles);
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strategyActive = false;
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return;
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}
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log.info("[GateGrid] 进入下一轮循环: {}", currentCycle + 1);
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dualOpenPositions();
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}
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private void closeLongPosition() {
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if (longEntryPrice == null) {
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return;
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}
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try {
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FuturesOrder closeOrder = new FuturesOrder();
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closeOrder.setContract(contract);
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closeOrder.setSize(negateQuantity(quantity));
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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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closeOrder.setText("t-grid-close-long");
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FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
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log.info("[GateGrid] 平多成功, id: {}, fillPrice: {}", result.getId(), result.getFillPrice());
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} catch (Exception e) {
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log.error("[GateGrid] 平多失败", e);
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}
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longEntryPrice = null;
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longOrderId = null;
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cancelTpSl(longTpOrderId);
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cancelTpSl(longSlOrderId);
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longTpOrderId = null;
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longSlOrderId = null;
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}
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private void closeShortPosition() {
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if (shortEntryPrice == null) {
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return;
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}
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try {
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FuturesOrder closeOrder = new FuturesOrder();
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closeOrder.setContract(contract);
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closeOrder.setSize(quantity);
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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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closeOrder.setText("t-grid-close-short");
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FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
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log.info("[GateGrid] 平空成功, id: {}, fillPrice: {}", result.getId(), result.getFillPrice());
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} catch (Exception e) {
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log.error("[GateGrid] 平空失败", e);
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}
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shortEntryPrice = null;
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shortOrderId = null;
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cancelTpSl(shortTpOrderId);
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cancelTpSl(shortSlOrderId);
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shortTpOrderId = null;
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shortSlOrderId = null;
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}
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private void closeAllPositions() {
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closeLongPosition();
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closeShortPosition();
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}
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private void printGridInfo() {
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BigDecimal longTp = BigDecimal.ZERO;
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BigDecimal longSl = BigDecimal.ZERO;
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BigDecimal shortTp = BigDecimal.ZERO;
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BigDecimal shortSl = 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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longSl = longEntryPrice.multiply(BigDecimal.ONE.subtract(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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shortSl = shortEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
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}
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System.out.println("========== Gate 网格开仓 ==========");
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System.out.println("合约: " + contract + " 杠杆: " + leverage + "x " + marginMode);
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System.out.println("多头入场: " + longEntryPrice + " TP: " + longTp + " SL: " + longSl);
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System.out.println("空头入场: " + shortEntryPrice + " TP: " + shortTp + " SL: " + shortSl);
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System.out.println("数量: " + quantity + " 网格间距: " + gridRate.multiply(new BigDecimal("100")) + "%");
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System.out.println("整体止盈: " + overallTp + " USDT 最大循环: " + maxCycles);
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System.out.println("最大亏损: " + maxLoss + " USDT");
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System.out.println("=====================================");
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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 getLastClosePrice() {
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return lastClosePrice;
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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 getTotalProfit() {
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return totalProfit;
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}
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public int getCurrentCycle() {
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return currentCycle;
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}
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}
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