refactor(gateApi): 重构网格交易服务添加补仓重试机制

Administrator

4 days ago 01da1f754426a1285fc20b9cf1b80672b16d8814

 src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java

@@ -7,7 +7,9 @@
import io.gate.gateapi.api.FuturesApi;
import io.gate.gateapi.models.AccountDetail;
import io.gate.gateapi.models.FuturesAccount;
import io.gate.gateapi.models.FuturesOrder;
import io.gate.gateapi.models.FuturesPriceTrigger;
import io.gate.gateapi.models.Position;
import lombok.extern.slf4j.Slf4j;

import java.math.BigDecimal;
@@ -39,6 +41,11 @@
        WAITING_KLINE, OPENING, ACTIVE, REOPENING_LONG, REOPENING_SHORT, STOPPED
    }

    private static final String AUTO_SIZE_LONG = "close_long";
    private static final String AUTO_SIZE_SHORT = "close_short";
    private static final String ORDER_TYPE_CLOSE_LONG = "close-long-position";
    private static final String ORDER_TYPE_CLOSE_SHORT = "close-short-position";

    private final GateConfig config;
    private final GateTradeExecutor executor;
    private final FuturesApi futuresApi;
@@ -57,7 +64,9 @@
    private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
    private Long userId;

    /** 多头补仓连续失败次数 */
    private int longReopenFails = 0;
    /** 空头补仓连续失败次数 */
    private int shortReopenFails = 0;

    public GateGridTradeService(GateConfig config) {
@@ -76,31 +85,82 @@
            detailClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
            AccountDetail detail = new AccountApi(detailClient).getAccountDetail();
            this.userId = detail.getUserId();
            log.info("[Gate] uid:{}", userId);
            log.info("[Gate] 用户ID: {}", userId);

            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            if (!config.getPositionMode().equals(account.getPositionMode())) {
                futuresApi.setPositionMode(SETTLE, config.getPositionMode());
            }
            log.info("[Gate] mode:{} balance:{}", config.getPositionMode(), account.getAvailable());
            log.info("[Gate] 持仓模式: {} 余额: {}", config.getPositionMode(), account.getAvailable());

            futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
            log.info("[Gate] old orders cleared");
            log.info("[Gate] 旧条件单已清除");

            closeExistingPositions();

            futuresApi.updateContractPositionLeverageCall(
                    SETTLE, config.getContract(), config.getLeverage(),
                    config.getMarginMode(), config.getPositionMode(), null);
            log.info("[Gate] {}x {}", config.getLeverage(), config.getMarginMode());
            log.info("[Gate] 杠杆: {}x {}", config.getLeverage(), config.getMarginMode());
        } catch (GateApiException e) {
            log.error("[Gate] init fail, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
            log.error("[Gate] 初始化失败, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
        } catch (ApiException e) {
            log.error("[Gate] init fail, code:{}", e.getCode());
            log.error("[Gate] 初始化失败, code:{}", e.getCode());
        }
    }

    /**
     * 平掉当前合约所有已有仓位。
     * 策略启动前的准备工作，确保从零持仓状态开始运行。
     */
    private void closeExistingPositions() {
        try {
            java.util.List<Position> positions = futuresApi.listPositions(SETTLE).execute();
            if (positions == null || positions.isEmpty()) {
                log.info("[Gate] 无已有仓位，无需平仓");
                return;
            }

            for (Position pos : positions) {
                if (!config.getContract().equals(pos.getContract())) {
                    continue;
                }
                String sizeStr = pos.getSize();
                long size = Long.parseLong(sizeStr);
                if (size == 0) {
                    continue;
                }

                String closeSize = size > 0 ? String.valueOf(-size) : String.valueOf(Math.abs(size));
                boolean isLong = size > 0;
                Position.ModeEnum mode = pos.getMode();

                FuturesOrder closeOrder = new FuturesOrder();
                closeOrder.setContract(config.getContract());
                closeOrder.setPrice("0");
                closeOrder.setTif(FuturesOrder.TifEnum.IOC);
                closeOrder.setReduceOnly(true);
                if (mode != null && mode.getValue() != null && mode.getValue().contains("dual")) {
                    closeOrder.setSize("0");
                    closeOrder.setClose(false);
                    closeOrder.setAutoSize(isLong ? FuturesOrder.AutoSizeEnum.LONG : FuturesOrder.AutoSizeEnum.SHORT);
                } else {
                    closeOrder.setSize(closeSize);
                }
                closeOrder.setText("t-grid-init-close");
                futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
                log.info("[Gate] 已平掉已有仓位, 方向:{}, sizes:{}, mode:{}", isLong ? "多头" : "空头", sizeStr, mode);
            }
        } catch (GateApiException e) {
            log.warn("[Gate] 平已有仓位失败, label:{}, msg:{}, 可能无仓位", e.getErrorLabel(), e.getMessage());
        } catch (Exception e) {
            log.warn("[Gate] 平已有仓位异常, 可能无仓位", e);
        }
    }

    public void startGrid() {
        if (state != StrategyState.WAITING_KLINE && state != StrategyState.STOPPED) {
            log.warn("[Gate] already running, state:{}", state);
            log.warn("[Gate] 策略已在运行中, state:{}", state);
            return;
        }
        state = StrategyState.WAITING_KLINE;
@@ -109,14 +169,14 @@
        shortActive = false;
        longReopenFails = 0;
        shortReopenFails = 0;
        log.info("[Gate] grid started");
        log.info("[Gate] 网格策略已启动");
    }

    public void stopGrid() {
        state = StrategyState.STOPPED;
        executor.cancelAllPriceTriggeredOrders();
        executor.shutdown();
        log.info("[Gate] stopped, pnl:{}", cumulativePnl);
        log.info("[Gate] 策略已停止, 累计盈亏: {}", cumulativePnl);
    }

    /**
@@ -129,7 +189,7 @@
        }

        state = StrategyState.OPENING;
        log.info("[Gate] first kline, opening...");
        log.info("[Gate] 首根K线到达，开始双开...");

        executor.openLong(config.getQuantity(), () -> {
            synchronized (this) {
@@ -137,47 +197,48 @@
                longActive = true;
            }
            executor.placeTakeProfit(longTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    "close-long-position", "close_long");
        });
                    ORDER_TYPE_CLOSE_LONG, AUTO_SIZE_LONG);
        }, null);
        executor.openShort(negate(config.getQuantity()), () -> {
            synchronized (this) {
                shortEntryPrice = lastKlinePrice;
                shortActive = true;
            }
            executor.placeTakeProfit(shortTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    "close-short-position", "close_short");
                    ORDER_TYPE_CLOSE_SHORT, AUTO_SIZE_SHORT);
            if (longActive && shortActive && state != StrategyState.STOPPED) {
                state = StrategyState.ACTIVE;
                log.info("[Gate] active, long:{}, short:{}, tpL:{}, tpS:{}",
                log.info("[Gate] 已激活, 多头入场:{}, 空头入场:{}, 多头止盈:{}, 空头止盈:{}",
                        longEntryPrice, shortEntryPrice, longTpPrice(), shortTpPrice());
            }
        });
        }, null);
    }

    /**
     * 仓位推送回调。检测 size=0 触发补仓。
     */
    public void onPositionUpdate(String contract, String mode, BigDecimal size, BigDecimal entryPrice) {
    public void onPositionUpdate(String contract, Position.ModeEnum mode, BigDecimal size,
                                  BigDecimal entryPrice) {
        if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
            return;
        }

        boolean hasPosition = size.abs().compareTo(BigDecimal.ZERO) > 0;

        if ("dual_long".equals(mode)) {
        if (Position.ModeEnum.DUAL_LONG == mode) {
            if (longActive && !hasPosition) {
                log.info("[Gate] long closed");
                log.info("[Gate] 多头已平仓");
                longActive = false;
                tryReopenLong(0);
                tryReopenLong();
            } else if (hasPosition) {
                longActive = true;
                longEntryPrice = entryPrice;
            }
        } else if ("dual_short".equals(mode)) {
        } else if (Position.ModeEnum.DUAL_SHORT == mode) {
            if (shortActive && !hasPosition) {
                log.info("[Gate] short closed");
                log.info("[Gate] 空头已平仓");
                shortActive = false;
                tryReopenShort(0);
                tryReopenShort();
            } else if (hasPosition) {
                shortActive = true;
                shortEntryPrice = entryPrice;
@@ -193,24 +254,31 @@
            return;
        }
        cumulativePnl = cumulativePnl.add(pnl);
        log.info("[Gate] pnl+{}, side:{}, total:{}", pnl, side, cumulativePnl);
        log.info("[Gate] 盈亏累加:{}, 方向:{}, 累计:{}", pnl, side, cumulativePnl);

        if (cumulativePnl.compareTo(config.getOverallTp()) >= 0) {
            log.info("[Gate] TP reached {}→STOPPED", cumulativePnl);
            log.info("[Gate] 已达止盈目标 {}→已停止", cumulativePnl);
            state = StrategyState.STOPPED;
        } else if (cumulativePnl.compareTo(config.getMaxLoss().negate()) <= 0) {
            log.info("[Gate] loss {}→STOPPED", cumulativePnl);
            log.info("[Gate] 已达亏损上限 {}→已停止", cumulativePnl);
            state = StrategyState.STOPPED;
        }
    }

    // ---- reopen with retry ----
    // ---- 补仓（含失败重试） ----

    private void tryReopenLong(int retry) {
    private void tryReopenLong() {
        if (state == StrategyState.STOPPED) {
            return;
        }
        if (longActive) {
            return;
        }

        longReopenFails++;
        if (longReopenFails > config.getReopenMaxRetries()) {
            log.warn("[Gate] 多头补仓连续失败{}次，停止策略", longReopenFails);
            state = StrategyState.STOPPED;
            return;
        }

@@ -221,20 +289,27 @@
                longActive = true;
            }
            executor.placeTakeProfit(longTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    "close-long-position", "close_long");
                    ORDER_TYPE_CLOSE_LONG, AUTO_SIZE_LONG);
            longReopenFails = 0;
            if (state != StrategyState.STOPPED) {
                state = StrategyState.ACTIVE;
            }
            log.info("[Gate] long reopened, price:{}", longEntryPrice);
        });
            log.info("[Gate] 多头已补开, 价格:{}", longEntryPrice);
        }, this::tryReopenLong);
    }

    private void tryReopenShort(int retry) {
    private void tryReopenShort() {
        if (state == StrategyState.STOPPED) {
            return;
        }
        if (shortActive) {
            return;
        }

        shortReopenFails++;
        if (shortReopenFails > config.getReopenMaxRetries()) {
            log.warn("[Gate] 空头补仓连续失败{}次，停止策略", shortReopenFails);
            state = StrategyState.STOPPED;
            return;
        }

@@ -245,16 +320,16 @@
                shortActive = true;
            }
            executor.placeTakeProfit(shortTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    "close-short-position", "close_short");
                    ORDER_TYPE_CLOSE_SHORT, AUTO_SIZE_SHORT);
            shortReopenFails = 0;
            if (state != StrategyState.STOPPED) {
                state = StrategyState.ACTIVE;
            }
            log.info("[Gate] short reopened, price:{}", shortEntryPrice);
        });
            log.info("[Gate] 空头已补开, 价格:{}", shortEntryPrice);
        }, this::tryReopenShort);
    }

    // ---- util ----
    // ---- 止盈价格计算 ----

    private BigDecimal longTpPrice() {
        return lastKlinePrice.multiply(BigDecimal.ONE.add(config.getGridRate()))
@@ -266,6 +341,7 @@
                .setScale(1, RoundingMode.HALF_UP);
    }

    /** 对数量取反（开多用正数，开空用负数） */
    private String negate(String qty) {
        return qty.startsWith("-") ? qty.substring(1) : "-" + qty;
    }