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

@@ -41,6 +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;
@@ -59,7 +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) {
@@ -130,12 +137,15 @@

                FuturesOrder closeOrder = new FuturesOrder();
                closeOrder.setContract(config.getContract());
                closeOrder.setSize(closeSize);
                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);
@@ -187,47 +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] 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] 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] 空头已平仓");
                shortActive = false;
                tryReopenShort(0);
                tryReopenShort();
            } else if (hasPosition) {
                shortActive = true;
                shortEntryPrice = entryPrice;
@@ -254,13 +265,20 @@
        }
    }

    // ---- 补仓（含重试） ----
    // ---- 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;
        }

@@ -271,20 +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] 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;
        }

@@ -295,13 +320,13 @@
                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] 空头已补开, 价格:{}", shortEntryPrice);
        });
        }, this::tryReopenShort);
    }

    // ---- 止盈价格计算 ----