Administrator
4 days ago 097ee94cc027baf4970c4fc5daf2aece694d08d9
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;
@@ -76,31 +78,79 @@
            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.setSize(closeSize);
                closeOrder.setPrice("0");
                closeOrder.setTif(FuturesOrder.TifEnum.IOC);
                closeOrder.setReduceOnly(true);
                if (mode != null && mode.getValue() != null && mode.getValue().contains("dual")) {
                    closeOrder.setAutoSize(isLong ? FuturesOrder.AutoSizeEnum.LONG : FuturesOrder.AutoSizeEnum.SHORT);
                }
                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 +159,14 @@
        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 +179,7 @@
        }
        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) {
@@ -148,7 +198,7 @@
                    "close-short-position", "close_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());
            }
        });
@@ -166,7 +216,7 @@
        if ("dual_long".equals(mode)) {
            if (longActive && !hasPosition) {
                log.info("[Gate] long closed");
                log.info("[Gate] 多头已平仓");
                longActive = false;
                tryReopenLong(0);
            } else if (hasPosition) {
@@ -175,7 +225,7 @@
            }
        } else if ("dual_short".equals(mode)) {
            if (shortActive && !hasPosition) {
                log.info("[Gate] short closed");
                log.info("[Gate] 空头已平仓");
                shortActive = false;
                tryReopenShort(0);
            } else if (hasPosition) {
@@ -193,18 +243,18 @@
            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(含重试) ----
    private void tryReopenLong(int retry) {
        if (state == StrategyState.STOPPED) {
@@ -226,7 +276,7 @@
            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);
        });
    }
@@ -250,11 +300,11 @@
            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);
        });
    }
    // ---- util ----
    // ---- 止盈价格计算 ----
    private BigDecimal longTpPrice() {
        return lastKlinePrice.multiply(BigDecimal.ONE.add(config.getGridRate()))
@@ -266,6 +316,7 @@
                .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;
    }