| | |
| | | int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()); |
| | | extendShortStopLoss(posSize, shortGridElement.getId()); |
| | | // [Gate] 止盈挂单:超出基础仓位的部分,挂在多仓第一止损位 |
| | | // placeExcessTakeProfit(posSize, false); |
| | | if (config.isPlaceExcessTakeProfit()) { |
| | | placeExcessTakeProfit(posSize, false); |
| | | } |
| | | log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize); |
| | | |
| | | |
| | |
| | | int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()); |
| | | extendLongStopLoss(posSize, longGridElement.getId()); |
| | | // [Gate] 止盈挂单:超出基础仓位的部分,挂在空仓第一止损位 |
| | | // placeExcessTakeProfit(posSize, true); |
| | | if (config.isPlaceExcessTakeProfit()) { |
| | | placeExcessTakeProfit(posSize, true); |
| | | } |
| | | log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize); |
| | | |
| | | } |
| | |
| | | } |
| | | |
| | | /** |
| | | * 挂单成交后,将超出基础仓位的部分挂止盈单,挂在对向仓位的第一止损位上。 |
| | | * |
| | | * <p>遍历所有 GridElement,找到对向仓位第一个有止损单的网格作为止盈挂单位置。 |
| | | * |
| | | * <p>例:空仓成交后持仓 8 张,基础 4 张 → 超出 4 张, |
| | | * 找到多仓第一止损位(如 gridId=-2)→ 在该位置挂空仓止盈单。 |
| | | * |
| | | * @param posSize 当前总持仓张数 |
| | | * @param isLong true=多仓成交,false=空仓成交 |
| | | */ |
| | | private void placeExcessTakeProfit(int posSize, boolean isLong) { |
| | | int baseQty = Integer.parseInt(config.getBaseQuantity()); |
| | | int excessQty = posSize - baseQty; |
| | | if (excessQty <= 0) { |
| | | return; |
| | | } |
| | | |
| | | // 遍历找到对向仓位第一个有止损单的网格 |
| | | GridElement tpElem = isLong ? findFirstShortStopLossGrid() : findFirstLongStopLossGrid(); |
| | | if (tpElem == null) { |
| | | log.warn("[Gate] {}止盈挂单失败:未找到对向仓止损位", isLong ? "多仓" : "空仓"); |
| | | return; |
| | | } |
| | | int tpGridId = tpElem.getId(); |
| | | |
| | | BigDecimal triggerPrice = tpElem.getGridPrice(); |
| | | String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT; |
| | | // 多仓止盈:价格≥触发价时平仓(NUMBER_1);空仓止盈:价格≤触发价时平仓(NUMBER_2) |
| | | FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1 |
| | | : FuturesPriceTrigger.RuleEnum.NUMBER_2; |
| | | String size = isLong ? negate(String.valueOf(excessQty)) : String.valueOf(excessQty); |
| | | |
| | | // if (isLong && tpElem.getLongTakeProfitOrderId() != null) { |
| | | // executor.cancelConditionalOrder(tpElem.getLongTakeProfitOrderId(), oid -> { |
| | | // longTakeProfitTraderIdParam(tpElem, null, false); |
| | | // log.info("[Gate] 取消旧止盈, gridId:{}, orderId:{}", tpGridId, oid); |
| | | // }); |
| | | // } else if (!isLong && tpElem.getShortTakeProfitOrderId() != null) { |
| | | // executor.cancelConditionalOrder(tpElem.getShortTakeProfitOrderId(), oid -> { |
| | | // shortTakeProfitTraderIdParam(tpElem, null, false); |
| | | // log.info("[Gate] 取消旧止盈, gridId:{}, orderId:{}", tpGridId, oid); |
| | | // }); |
| | | // } |
| | | |
| | | String finalSize = size; |
| | | int finalTpGridId = tpGridId; |
| | | executor.placeTakeProfit(triggerPrice, rule, orderType, size, |
| | | profitId -> { |
| | | if (isLong) { |
| | | longTakeProfitTraderIdParam(tpElem, profitId, true); |
| | | } else { |
| | | shortTakeProfitTraderIdParam(tpElem, profitId, true); |
| | | } |
| | | log.info("[Gate] {}止盈挂单, gridId:{}, 触发价:{}, 数量:{}, takeProfitId:{}", |
| | | isLong ? "多仓" : "空仓", finalTpGridId, triggerPrice, finalSize, profitId); |
| | | } |
| | | ); |
| | | } |
| | | |
| | | /** |
| | | * 在指定网格挂一笔对手止盈单(非满仓超额止盈,挂在止损触发位的下一格)。 |
| | | */ |
| | | private void placeTakeProfitAtGrid(GridElement tpElem, boolean isLong, int qty, int times) { |