fix(gateApi): 修正网格交易止盈逻辑

Administrator

4 days ago 0bde0a8687a36a3c9f14a0b0c9d8e52207331793

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

@@ -1,6 +1,7 @@
package com.xcong.excoin.modules.gateApi;

import io.gate.gateapi.ApiClient;
import io.gate.gateapi.GateApiException;
import io.gate.gateapi.api.FuturesApi;
import io.gate.gateapi.models.FuturesInitialOrder;
import io.gate.gateapi.models.FuturesOrder;
@@ -54,6 +55,15 @@

    private static final String SETTLE = "usdt";

    /** 止盈/止损条件单创建失败后的重试次数 */
    private static final int TRIGGER_ORDER_RETRY_MAX_ATTEMPTS = 3;
    /** 止盈/止损条件单创建失败后的重试间隔（毫秒） */
    private static final long TRIGGER_ORDER_RETRY_DELAY_MS = 500L;
    /** 市价单遭遇价格保护(MARKET_PRICE_TOO_DEVIATED)后的重试次数 */
    private static final int OPEN_POSITION_RETRY_MAX_ATTEMPTS = 3;
    /** 市价单遭遇价格保护后的重试间隔（毫秒） */
    private static final long OPEN_POSITION_RETRY_DELAY_MS = 800L;

    /** Gate U 本位合约 REST API */
    private final FuturesApi futuresApi;
    /** 合约名称（如 ETH_USDT） */
@@ -92,6 +102,13 @@
            executor.shutdownNow();
        }
    }
    /**
     * 提交一个通用任务到交易线程池末尾。
     * 利用单线程池的 FIFO 特性确保任务按提交顺序执行。
     */
    public void submitTask(Runnable task) {
        executor.execute(task);
    }

    /**
     * 异步 IOC 市价开多。quantity 为正数（如 "1"）。
@@ -126,26 +143,59 @@
     */
    private void openPosition(String size, String text, String label, Consumer<String> onSuccess, Runnable onFailure) {
        executor.execute(() -> {
            try {
                FuturesOrder order = new FuturesOrder();
                order.setContract(contract);
                order.setSize(size);
                order.setPrice("0");
                order.setTif(FuturesOrder.TifEnum.IOC);
                order.setText(text);
                FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
                log.info("[TradeExec] {}成功, 价格:{}, id:{}", label, result.getFillPrice(), result.getId());
                String orderId = String.valueOf(result.getId());
                if (onSuccess != null) {
                    onSuccess.accept(orderId);
                }
            } catch (Exception e) {
                log.error("[TradeExec] {}失败", label, e);
                if (onFailure != null) {
                    onFailure.run();
            for (int attempt = 1; attempt <= OPEN_POSITION_RETRY_MAX_ATTEMPTS; attempt++) {
                try {
                    FuturesOrder order = new FuturesOrder();
                    order.setContract(contract);
                    order.setSize(size);
                    order.setPrice("0");
                    order.setTif(FuturesOrder.TifEnum.IOC);
                    order.setText(text);
                    FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
                    log.info("[TradeExec] {}成功, 价格:{}, id:{}", label, result.getFillPrice(), result.getId());
                    String orderId = String.valueOf(result.getId());
                    if (onSuccess != null) {
                        onSuccess.accept(orderId);
                    }
                    return;
                } catch (Exception e) {
                    if (attempt < OPEN_POSITION_RETRY_MAX_ATTEMPTS && isPriceProtectionRejected(e)) {
                        log.warn("[TradeExec] {}遭遇价格保护(MARKET_PRICE_TOO_DEVIATED), 第{}次失败, {}ms后重试: {}",
                                label, attempt, OPEN_POSITION_RETRY_DELAY_MS, e.getMessage());
                        try {
                            Thread.sleep(OPEN_POSITION_RETRY_DELAY_MS);
                        } catch (InterruptedException ie) {
                            Thread.currentThread().interrupt();
                            break;
                        }
                    } else {
                        log.error("[TradeExec] {}失败", label, e);
                        if (onFailure != null) {
                            onFailure.run();
                        }
                        return;
                    }
                }
            }
            log.error("[TradeExec] {}重试{}次后仍失败", label, OPEN_POSITION_RETRY_MAX_ATTEMPTS);
            if (onFailure != null) {
                onFailure.run();
            }
        });
    }

    /**
     * 判断异常是否为市价单价格保护拒绝（{@code MARKET_PRICE_TOO_DEVIATED}）。
     *
     * <p>该错误是交易所对市价单的保护：当盘口价相对最新价偏离超过滑点比率时拒绝下单，
     * 属于瞬时行情错误，等待行情稳定后重试通常可成功，因此区别于其他致命错误单独识别。
     */
    private boolean isPriceProtectionRejected(Exception e) {
        if (e instanceof GateApiException) {
            String label = ((GateApiException) e).getErrorLabel();
            return label != null && label.contains("PRICE_TOO_DEVIATED");
        }
        return false;
    }

    /**
@@ -172,17 +222,32 @@
                                Consumer<String> onSuccess) {
        executor.execute(() -> {
            FuturesPriceTriggeredOrder order = buildTriggeredOrder(triggerPrice, rule, orderType, size);
            try {
                TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
                log.info("[TradeExec] 止盈单已创建, 触发价:{}, 类型:{}, size:{}, id:{},idstr:{}",
                        triggerPrice, orderType, size, response.getId(), response.getIdString());
                String orderId = String.valueOf(response.getId());
                if (onSuccess != null) {
                    onSuccess.accept(orderId);
            for (int attempt = 1; attempt <= TRIGGER_ORDER_RETRY_MAX_ATTEMPTS; attempt++) {
                try {
                    TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
                    log.info("[TradeExec] 止盈单已创建, 触发价:{}, 类型:{}, size:{}, id:{},idstr:{}",
                            triggerPrice, orderType, size, response.getId(), response.getIdString());
                    String orderId = String.valueOf(response.getId());
                    if (onSuccess != null) {
                        onSuccess.accept(orderId);
                    }
                    return;
                } catch (Exception e) {
                    if (attempt < TRIGGER_ORDER_RETRY_MAX_ATTEMPTS) {
                        log.warn("[TradeExec] 止盈单创建失败, 触发价:{}, size:{}, 第{}次尝试失败, {}ms后重试, err:{}",
                                triggerPrice, size, attempt, TRIGGER_ORDER_RETRY_DELAY_MS, e.getMessage());
                        try {
                            Thread.sleep(TRIGGER_ORDER_RETRY_DELAY_MS);
                        } catch (InterruptedException ie) {
                            Thread.currentThread().interrupt();
                            marketClose(size);
                            return;
                        }
                    } else {
                        log.error("[TradeExec] 止盈单创建失败, 触发价:{}, size:{}, 立即市价止盈", triggerPrice, size, e);
                        marketClose(size);
                    }
                }
            } catch (Exception e) {
                log.error("[TradeExec] 止盈单创建失败, 触发价:{}, size:{}, 立即市价止盈", triggerPrice, size, e);
                marketClose(size);
            }
        });
    }
@@ -192,18 +257,33 @@
     * size 与止盈单保持一致（负=平多，正=平空）。
     */
    private void marketClose(String size) {
        try {
            FuturesOrder order = new FuturesOrder();
            order.setContract(contract);
            order.setSize(size);
            order.setPrice("0");
            order.setTif(FuturesOrder.TifEnum.IOC);
            order.setReduceOnly(true);
            order.setText("t-grid-mkt-close");
            FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
            log.info("[TradeExec] 市价止盈成功, 价格:{}, size:{}, id:{}", result.getFillPrice(), size, result.getId());
        } catch (Exception e) {
            log.error("[TradeExec] 市价止盈也失败, size:{}", size, e);
        for (int attempt = 1; attempt <= OPEN_POSITION_RETRY_MAX_ATTEMPTS; attempt++) {
            try {
                FuturesOrder order = new FuturesOrder();
                order.setContract(contract);
                order.setSize(size);
                order.setPrice("0");
                order.setTif(FuturesOrder.TifEnum.IOC);
                order.setReduceOnly(true);
                order.setText("t-grid-mkt-close");
                FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
                log.info("[TradeExec] 市价止盈成功, 价格:{}, size:{}, id:{}", result.getFillPrice(), size, result.getId());
                return;
            } catch (Exception e) {
                if (attempt < OPEN_POSITION_RETRY_MAX_ATTEMPTS && isPriceProtectionRejected(e)) {
                    log.warn("[TradeExec] 市价止盈遭遇价格保护, 第{}次失败, {}ms后重试: {}",
                            attempt, OPEN_POSITION_RETRY_DELAY_MS, e.getMessage());
                    try {
                        Thread.sleep(OPEN_POSITION_RETRY_DELAY_MS);
                    } catch (InterruptedException ie) {
                        Thread.currentThread().interrupt();
                        break;
                    }
                } else {
                    log.error("[TradeExec] 市价止盈也失败, size:{}", size, e);
                    return;
                }
            }
        }
    }

@@ -258,7 +338,7 @@
    /**
     * <b>遗留方法 — 当前条件单策略未使用</b>
     *
     * <p>异步取消指定限价单。当前策略改用 {@link #cancelConditionalOrder(String)}。
     * <p>异步取消指定限价单。当前策略改用 。
     *
     * @param orderId 订单 ID，为 null 时跳过
     */
@@ -268,7 +348,7 @@
        }
        executor.execute(() -> {
            try {
                FuturesOrder cancelled = futuresApi.cancelFuturesOrder(SETTLE, orderId, null);
                FuturesOrder cancelled = futuresApi.cancelFuturesOrder(SETTLE, orderId, null, null);
                log.info("[TradeExec] 订单已取消, id:{}, status:{}", orderId, cancelled.getStatus());
                if (onSuccess != null) {
                    onSuccess.accept(orderId);