多空本仓位的止盈比例

Administrator

2026-08-03 0a61d6060deef857d371af60c5ea551c92e21b12

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

@@ -425,7 +425,7 @@
    }

    /** Gate 永续合约 taker 费率 0.05% */
    private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.0005");
    private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.001");
    private void checkProfitAndReset() {
        if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
            return;
@@ -435,12 +435,28 @@
            BigDecimal target = initialPrincipal.add(config.getExpectedProfit());

            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            BigDecimal totalEquity = new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl()));
            // 预估平仓手续费 = 持仓量 × 合约乘数 × 入场价 × taker费率
            BigDecimal multiplier = config.getContractMultiplier();
            BigDecimal longCloseFee = BigDecimal.ZERO;
            if (longPositionSize.compareTo(BigDecimal.ZERO) > 0 && longEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
                longCloseFee = longPositionSize.multiply(multiplier).multiply(longEntryPrice).multiply(TAKER_FEE_RATE);
            }
            BigDecimal shortCloseFee = BigDecimal.ZERO;
            if (shortPositionSize.compareTo(BigDecimal.ZERO) > 0 && shortEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
                shortCloseFee = shortPositionSize.multiply(multiplier).multiply(shortEntryPrice).multiply(TAKER_FEE_RATE);
            }
            BigDecimal estimatedCloseFee = longCloseFee.add(shortCloseFee);

            BigDecimal totalEquity = new BigDecimal(account.getTotal())
                    .add(new BigDecimal(account.getUnrealisedPnl()))
                    .subtract(estimatedCloseFee);

            if (totalEquity.compareTo(target) > 0) {
                currentRound++;
                int maxRounds = config.getRounds();
                log.info("[Gate] 盈亏达标(净权益{}>目标{})，第{}轮完成", totalEquity, target, currentRound);
                log.info("[Gate] 盈亏达标(净权益{}→含手续费-{}=实际{}>目标{})，第{}轮完成",
                        new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl())),
                        estimatedCloseFee, totalEquity, target, currentRound);

                if (maxRounds > 0 && currentRound >= maxRounds) {
                    log.info("[Gate] 已达到运行轮数上限({})，策略停止", maxRounds);
@@ -649,14 +665,19 @@
                }
                shortGridElement.setExtendStopLossInProgress(true);

                accumulatedShortLossCount = 0;
                lastShortStopLossGridId = Integer.MAX_VALUE;
                // [Gate-需求2] 加仓后先撤空仓所有止盈+止损，再查交易所持仓后重挂
                cancelAllShortTakeProfitsAndStopLosses();
                // REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
                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);
                log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);



                checkShortStopLongProfit(accumulatedShortLossCount, shortGridElement.getId() + 2);

            }
        }
@@ -677,14 +698,18 @@
                }
                longGridElement.setExtendStopLossInProgress(true);

                accumulatedLongLossCount = 0;
                lastLongStopLossGridId = Integer.MAX_VALUE;
                // [Gate-需求2] 加仓后先撤多仓所有止盈+止损，再查交易所持仓后重挂
                cancelAllLongTakeProfitsAndStopLosses();
                // REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
                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);
                log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);


                checkLongStopShortProfit(accumulatedLongLossCount, longGridElement.getId() -2);

            }
        }
@@ -1133,6 +1158,21 @@
                    if (newEntryGrid != null) {

                        String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));

                        // 向下检查是否已有多单挂在更低价格网格，有则跳过（防止价格回升后重复挂单）
                        boolean hasLongOrderBelow = false;
                        GridElement checkDownCursor = GridElement.findById(newEntryGrid.getDownId());
                        while (checkDownCursor != null) {
                            if (checkDownCursor.isHasLongOrder()) {
                                hasLongOrderBelow = true;
                                log.info("[Gate] 多仓仓位归零 gridId:{}, 下方gridId:{}已有多单, 跳过本次挂单",
                                        newEntryGrid.getId(), checkDownCursor.getId());
                                break;
                            }
                            Integer nextDownId = checkDownCursor.getDownId();
                            checkDownCursor = nextDownId != null ? GridElement.findById(nextDownId) : null;
                        }

                        // 向上遍历取消所有遗留多单（跳过基础入场网格0）
                        GridElement cancelCursor = GridElement.findById(newEntryGrid.getUpId());
                        while (cancelCursor != null) {
@@ -1149,7 +1189,7 @@
                            cancelCursor = nextUpId != null ? GridElement.findById(nextUpId) : null;
                        }
//                        log.info("[Gate-2] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
                        if (!newEntryGrid.isHasLongOrder()) {
                        if (!newEntryGrid.isHasLongOrder() && !hasLongOrderBelow) {
                            BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                            String size = quantity;
                            log.info("[Gate] 多仓仓位归零 gridId:{}, 挂{}基础张多单",
@@ -1189,6 +1229,21 @@

//                        String quantity = String.valueOf((accumulatedShortLossCount + 1) * Integer.parseInt(config.getQuantity()));
                        String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));

                        // 向上检查是否已有空单挂在更高价格网格，有则跳过（防止价格回落后重复挂单）
                        boolean hasShortOrderAbove = false;
                        GridElement checkUpCursor = GridElement.findById(newEntryGrid.getUpId());
                        while (checkUpCursor != null) {
                            if (checkUpCursor.isHasShortOrder()) {
                                hasShortOrderAbove = true;
                                log.info("[Gate] 空仓仓位归零 gridId:{}, 上方gridId:{}已有空单, 跳过本次挂单",
                                        newEntryGrid.getId(), checkUpCursor.getId());
                                break;
                            }
                            Integer nextUpId = checkUpCursor.getUpId();
                            checkUpCursor = nextUpId != null ? GridElement.findById(nextUpId) : null;
                        }

                        // 向下遍历取消所有遗留空单（跳过基础入场网格0）
                        GridElement cancelCursor = GridElement.findById(newEntryGrid.getDownId());
                        while (cancelCursor != null) {
@@ -1205,7 +1260,7 @@
                            cancelCursor = nextDownId != null ? GridElement.findById(nextDownId) : null;
                        }
//                        log.info("[Gate-4] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
                        if (!newEntryGrid.isHasShortOrder()){
                        if (!newEntryGrid.isHasShortOrder() && !hasShortOrderAbove){
                            BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                            String size = quantity;
                            log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
@@ -1232,6 +1287,7 @@
        }

        lastLongStopLossGridId = gridId;
        accumulatedLongLossCount++;
        log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
                gridId, accumulatedLongLossCount, sameGrid ? "(同网格)" : "");
        int newEntryGridId = gridId + 1;
@@ -1245,7 +1301,8 @@

        // 止损追单：同一网格可有多笔挂单，不判断 isHasLongOrder，直接挂单
        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        String size = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
//        String size = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
        String size = String.valueOf(config.getBaseQuantity());
        newEntryGrid.getLongTraderParam().setQuantity(size);
        placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
@@ -1264,6 +1321,172 @@

    }

    // ========== 止损触发操作表 ==========
    /**
     * value = int[2]: {对手满仓止盈%, 基础仓位阈值%}
     * <ul>
     *   <li>[0] 对手满仓：挂对手仓位此%做止盈；0=不挂</li>
     *   <li>[1] 基础仓位阈值（占maxPos的%）：对手/己方仓位超出此阈值部分做止盈；0=不挂</li>
     * </ul>
     */
    private static final Map<Integer, int[]> STOP_LOSS_RULES = new LinkedHashMap<>();
    private static final int DEFAULT_STOP_LOSS_PERCENT = 5;

    static {
        // times  {满仓%, 阈值%}
        put(1,  new int[]{0,  0});
        put(2,  new int[]{0,  0});
        put(3,  new int[]{30, 0});
        put(4,  new int[]{0, 0});
        put(5,  new int[]{0, 0});
        put(6,  new int[]{40, 40});
        put(7,  new int[]{0, 0});
        put(8,  new int[]{0, 0});
        put(9,  new int[]{50, 50});
        put(10, new int[]{0, 0});
        put(11, new int[]{0, 0});
        put(12, new int[]{55, 60});
        put(13, new int[]{0, 0});
        put(14, new int[]{0, 0});
        put(15, new int[]{60, 60});
        put(16, new int[]{0, 0});
        put(17, new int[]{0, 0});
        put(18, new int[]{65, 65});
        put(19, new int[]{0, 0});
        put(20, new int[]{0, 0});
        put(21, new int[]{70, 70});
        put(22, new int[]{0, 0});
        put(23, new int[]{0, 0});
        put(24, new int[]{75, 75});
        put(25, new int[]{0, 0});
        put(26, new int[]{0, 0});
        put(27, new int[]{80, 80});
        put(28, new int[]{0, 0});
        put(29, new int[]{0, 0});
        put(30, new int[]{85, 85});
        put(31, new int[]{0, 0});
        put(32, new int[]{0, 0});
    }

    private static void put(int times, int[] rule) { STOP_LOSS_RULES.put(times, rule); }

    private static int[] ruleOf(int times) {
        int[] r = STOP_LOSS_RULES.get(times);
        return r != null ? r : STOP_LOSS_RULES.get(32);
    }

    /**
     * 多仓止损触发后，查表处理对手盘（空仓）盈止 + 己方盈止 + 激活。
     */
    private void checkLongStopShortProfit(int times, int gridId) {
        int[] r = ruleOf(times);
        int maxPos = config.getMaxPositionSize();
        if (maxPos <= 0) {
            return;
        }

        int fullTpPct = r[0];     // 对手满仓 → 止盈%
        int fullTpPctNum = maxPos * (100- fullTpPct)/ 100;
        int thresholdPct = r[1];  // 基础仓位阈值%
        int thresholdPosNum = maxPos * (100- thresholdPct)/ 100;

        // ---------- 对手盘（空仓）盈止 ----------
        int oppPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
        boolean isFullTp = oppPos > fullTpPctNum;
        if (isFullTp) {
            // 对手仓位超出阈值：超额整个挂一笔止盈，位置在触发格 - 1
            int excess = oppPos - fullTpPctNum;
            GridElement tpElem = GridElement.findById(gridId);
            if (tpElem != null) {
                placeTakeProfitAtGrid(tpElem, false, excess, times);
            }
        }

        // ---------- 己方（多仓）盈止（≥6次） ----------
        if (times >= 6 && thresholdPct > 0) {
            int selfPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
            int excess = selfPos - thresholdPosNum;
            if (excess > 0) {
                int perOrderQty = maxPos * DEFAULT_STOP_LOSS_PERCENT / 100;
                if (perOrderQty <= 0) {
                    perOrderQty = 1;
                }
                int totalOrders = excess / perOrderQty;
                if (totalOrders <= 0) {
                    totalOrders = 1;
                }
                int entryGridId = 0; // 多仓建仓格
                for (int i = 0; i < totalOrders; i++) {
                    int tpGridId = entryGridId + 2 * (i + 1); // 朝盈利方向(向上)间隔2格
                    GridElement tpElem = GridElement.findById(tpGridId);
                    if (tpElem == null) {
                        break;
                    }
                    placeTakeProfitAtGrid(tpElem, true, perOrderQty, times);
                }
                log.info("[Gate] 止损{}→己方多仓止盈, excess:{}, 挂{}单, 每单{}张",
                        times, excess, totalOrders, perOrderQty);
            }
        }

    }

    /**
     * 空仓止损触发后，查表处理对手盘（多仓）盈止 + 己方盈止。
     */
    private void checkShortStopLongProfit(int times, int gridId) {
        int[] r = ruleOf(times);
        int maxPos = config.getMaxPositionSize();
        if (maxPos <= 0) {
            return;
        }

        int fullTpPct = r[0];     // 对手满仓 → 止盈%
        int fullTpPctNum = maxPos * (100 - fullTpPct) / 100;
        int thresholdPct = r[1];  // 基础仓位阈值%
        int thresholdPosNum = maxPos * (100 - thresholdPct) / 100;

        // ---------- 对手盘（多仓）盈止 ----------
        int oppPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
        boolean isFullTp = oppPos > fullTpPctNum;
        if (isFullTp) {
            // 对手仓位超出阈值：超额整个挂一笔止盈，位置在触发格
            int excess = oppPos - fullTpPctNum;
            GridElement tpElem = GridElement.findById(gridId);
            if (tpElem != null) {
                placeTakeProfitAtGrid(tpElem, true, excess, times);
            }
        }

        // ---------- 己方（空仓）盈止（≥6次） ----------
        if (times >= 6 && thresholdPct > 0) {
            int selfPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
            int excess = selfPos - thresholdPosNum;
            if (excess > 0) {
                int perOrderQty = maxPos * DEFAULT_STOP_LOSS_PERCENT / 100;
                if (perOrderQty <= 0) {
                    perOrderQty = 1;
                }
                int totalOrders = excess / perOrderQty;
                if (totalOrders <= 0) {
                    totalOrders = 1;
                }
                int entryGridId = 0; // 空仓建仓格
                for (int i = 0; i < totalOrders; i++) {
                    int tpGridId = entryGridId - 2 * (i + 1); // 朝盈利方向(向下)间隔2格
                    GridElement tpElem = GridElement.findById(tpGridId);
                    if (tpElem == null) {
                        break;
                    }
                    placeTakeProfitAtGrid(tpElem, false, perOrderQty, times);
                }
                log.info("[Gate] 止损{}→己方空仓止盈, excess:{}, 挂{}单, 每单{}张",
                        times, excess, totalOrders, perOrderQty);
            }
        }

    }

    private void handleShortStopLossTriggered(GridElement gridElement, String orderId) {
        gridElement.removeShortStopLossOrderId(orderId);

@@ -1274,6 +1497,7 @@
            return;
        }
        lastShortStopLossGridId = gridId;
        accumulatedShortLossCount++;
        log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
                gridId, accumulatedShortLossCount, sameGrid ? "(同网格)" : "");
        int newEntryGridId = gridId - 1;
@@ -1287,7 +1511,8 @@

        // 止损追单：同一网格可有多笔挂单，不判断 isHasShortOrder，直接挂单
        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        String size = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
//        String size = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
        String size = String.valueOf(config.getBaseQuantity());
        newEntryGrid.getShortTraderParam().setQuantity(size);
        placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
@@ -1852,4 +2077,70 @@
    public StrategyState getState() { return state; }
    /** 注入WS客户端，用于订阅状态检查 */
    public void setWsClient(GateKlineWebSocketClient wsClient) { this.wsClient = wsClient; }

    // ========== 止损查表辅助方法 ==========

    /** 找到第一个有多仓止损单的网格（首个匹配即返回） */
    private GridElement findFirstLongStopLossGrid() {
        for (GridElement e : config.getGridElements()) {
            if (!e.getLongStopLossOrderIds().isEmpty()) return e;
        }
        return null;
    }

    /** 找到第一个有空仓止损单的网格（首个匹配即返回） */
    private GridElement findFirstShortStopLossGrid() {
        for (GridElement e : config.getGridElements()) {
            if (!e.getShortStopLossOrderIds().isEmpty()) return e;
        }
        return null;
    }

    /**
     * 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) {
        BigDecimal triggerPrice = tpElem.getGridPrice();
        String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
        FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
                : FuturesPriceTrigger.RuleEnum.NUMBER_2;
        String size = isLong ? negate(String.valueOf(qty)) : String.valueOf(qty);
        int gridId = tpElem.getId();
        executor.placeTakeProfit(triggerPrice, rule, orderType, size,
                profitId -> {
                    if (isLong) {
                        longTakeProfitTraderIdParam(tpElem, profitId, true);
                    } else {
                        shortTakeProfitTraderIdParam(tpElem, profitId, true);
                    }
                    log.info("[Gate] 止损{}→对手超额止盈 gridId:{}, 量:{}, tpId:{}", times, gridId, qty, profitId);
                }
        );
    }

    /**
     * 挂对手盘止盈单：在对向仓位第一止损位挂止盈。
     * @param isLong true=挂多仓止盈(对空仓), false=挂空仓止盈(对多仓)
     */
    private void placeOpponentTakeProfit(boolean isLong, int tpQty, int times, int gridId) {
        GridElement tpElem = GridElement.findById(isLong ? gridId + 1 : gridId - 1);
        if (tpElem == null) {
            log.warn("[Gate] 对手止盈挂单失败：未找到止损位");
            return;
        }
        int tpGridId = tpElem.getId();
        BigDecimal triggerPrice = tpElem.getGridPrice();
        String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
        FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
                : FuturesPriceTrigger.RuleEnum.NUMBER_2;
        String size = isLong ? negate(String.valueOf(tpQty)) : String.valueOf(tpQty);
        executor.placeTakeProfit(triggerPrice, rule, orderType, size,
                profitId -> {
                    if (isLong) longTakeProfitTraderIdParam(tpElem, profitId, true);
                    else        shortTakeProfitTraderIdParam(tpElem, profitId, true);
                    log.info("[Gate] 止损次数{}→对手{}止盈 gridId:{}, 量:{}, tpId:{}",
                            times, isLong ? "多仓" : "空仓", tpGridId, size, profitId);
                }
        );
    }
}