| | |
| | | } |
| | | |
| | | /** |
| | | * 异步市价开多。 |
| | | * <p>创建 IOC 市价单(price=0),数量为正数。成功后调用 onSuccess 回调。 |
| | | * |
| | | * @param quantity 数量(正数,如 "10") |
| | | * @param onSuccess 成功后回调,在交易线程中执行 |
| | | * 异步市价开多。quantity 为正数(如 "10")。 |
| | | */ |
| | | public void openLong(String quantity, Runnable onSuccess) { |
| | | executor.execute(() -> { |
| | | try { |
| | | FuturesOrder order = new FuturesOrder(); |
| | | order.setContract(contract); |
| | | order.setSize(quantity); |
| | | order.setPrice("0"); |
| | | order.setTif(FuturesOrder.TifEnum.IOC); |
| | | order.setText("t-grid-long"); |
| | | FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null); |
| | | log.info("[TradeExec] 开多成功, price:{}, id:{}", result.getFillPrice(), result.getId()); |
| | | if (onSuccess != null) onSuccess.run(); |
| | | } catch (Exception e) { |
| | | log.error("[TradeExec] 开多失败", e); |
| | | } |
| | | }); |
| | | public void openLong(String quantity, Runnable onSuccess, Runnable onFailure) { |
| | | openPosition(quantity, "t-grid-long", "开多", onSuccess, onFailure); |
| | | } |
| | | |
| | | /** |
| | | * 异步市价开空。 |
| | | * <p>创建 IOC 市价单(price=0),size 需为负数。 |
| | | * |
| | | * @param negQuantity 负数数量(如 "-10") |
| | | * @param onSuccess 成功后回调 |
| | | * 异步市价开空。quantity 为负数(如 "-10")。 |
| | | */ |
| | | public void openShort(String negQuantity, Runnable onSuccess) { |
| | | public void openShort(String quantity, Runnable onSuccess, Runnable onFailure) { |
| | | openPosition(quantity, "t-grid-short", "开空", onSuccess, onFailure); |
| | | } |
| | | |
| | | private void openPosition(String size, String text, String label, Runnable onSuccess, Runnable onFailure) { |
| | | executor.execute(() -> { |
| | | try { |
| | | FuturesOrder order = new FuturesOrder(); |
| | | order.setContract(contract); |
| | | order.setSize(negQuantity); |
| | | order.setSize(size); |
| | | order.setPrice("0"); |
| | | order.setTif(FuturesOrder.TifEnum.IOC); |
| | | order.setText("t-grid-short"); |
| | | order.setText(text); |
| | | FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null); |
| | | log.info("[TradeExec] 开空成功, price:{}, id:{}", result.getFillPrice(), result.getId()); |
| | | if (onSuccess != null) onSuccess.run(); |
| | | log.info("[TradeExec] {}成功, 价格:{}, id:{}", label, result.getFillPrice(), result.getId()); |
| | | if (onSuccess != null) { |
| | | onSuccess.run(); |
| | | } |
| | | } catch (Exception e) { |
| | | log.error("[TradeExec] 开空失败", e); |
| | | log.error("[TradeExec] {}失败", label, e); |
| | | if (onFailure != null) { |
| | | onFailure.run(); |
| | | } |
| | | } |
| | | }); |
| | | } |
| | |
| | | FuturesPriceTriggeredOrder order = buildTriggeredOrder(triggerPrice, rule, orderType, autoSize); |
| | | try { |
| | | TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order); |
| | | log.info("[TradeExec] 止盈单已创建, tp:{}, orderType:{}, id:{}", |
| | | log.info("[TradeExec] 止盈单已创建, 触发价:{}, 类型:{}, id:{}", |
| | | triggerPrice, orderType, response.getId()); |
| | | } catch (GateApiException e) { |
| | | if ("AUTO_USER_EXIST_POSITION_ORDER".equals(e.getErrorLabel())) { |
| | | log.warn("[TradeExec] 止盈单已存在,清除后重试"); |
| | | log.warn("[TradeExec] 止盈单已存在,清除旧单后重试"); |
| | | try { |
| | | futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract); |
| | | TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order); |
| | | log.info("[TradeExec] 止盈单重试成功, tp:{}, id:{}", triggerPrice, response.getId()); |
| | | log.info("[TradeExec] 止盈单重试成功, 触发价:{}, id:{}", triggerPrice, response.getId()); |
| | | } catch (Exception retryEx) { |
| | | log.error("[TradeExec] 止盈单重试失败", retryEx); |
| | | } |
| | | } else { |
| | | log.error("[TradeExec] 止盈单创建失败, tp:{}", triggerPrice, e); |
| | | log.error("[TradeExec] 止盈单创建失败, 触发价:{}", triggerPrice, e); |
| | | } |
| | | } catch (Exception e) { |
| | | log.error("[TradeExec] 止盈单创建失败, tp:{}", triggerPrice, e); |
| | | log.error("[TradeExec] 止盈单创建失败, 触发价:{}", triggerPrice, e); |
| | | } |
| | | }); |
| | | } |
| | |
| | | executor.execute(() -> { |
| | | try { |
| | | futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract); |
| | | log.info("[TradeExec] 已清除所有止盈止损单"); |
| | | log.info("[TradeExec] 已清除所有止盈止损条件单"); |
| | | } catch (Exception e) { |
| | | log.error("[TradeExec] 清除止盈止损单失败", e); |
| | | log.error("[TradeExec] 清除止盈止损条件单失败", e); |
| | | } |
| | | }); |
| | | } |