refactor(gateApi): 优化网格交易价格队列添加逻辑

Administrator

3 days ago 1819eaee93e47888dad4e1be4e3c611576426581

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

@@ -58,8 +58,8 @@
        WAITING_KLINE, OPENING, ACTIVE, STOPPED
    }

    private static final String ORDER_TYPE_CLOSE_LONG = "close-long-position";
    private static final String ORDER_TYPE_CLOSE_SHORT = "close-short-position";
    private static final String ORDER_TYPE_CLOSE_LONG = "plan-close-long-position";
    private static final String ORDER_TYPE_CLOSE_SHORT = "plan-close-short-position";

    private final GateConfig config;
    private final GateTradeExecutor executor;
@@ -362,10 +362,11 @@
                }
            }
        }
        log.info("[Gate] 原空队列:{}", shortPriceQueue);
        if (matched.isEmpty()) {
            log.info("[Gate] 空仓队列未触发, 当前价:{}", currentPrice);
            return;
        }

        log.info("[Gate] 空仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);
        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过空单开仓");
@@ -381,15 +382,29 @@
                min = min.multiply(BigDecimal.ONE.subtract(step)).setScale(1, RoundingMode.HALF_UP);
                shortPriceQueue.add(min);
            }
            shortPriceQueue.sort((a, b) -> b.compareTo(a));
            shortPriceQueue.sort(BigDecimal::compareTo);

            log.info("[Gate] 现空队列:{}", shortPriceQueue);
        }

        synchronized (longPriceQueue) {
            longPriceQueue.addAll(matched);
            BigDecimal first = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(0);
            BigDecimal step = config.getGridRate();
            int added = 0;
            for (int i = 1; i <= matched.size(); i++) {
                BigDecimal elem = first.multiply(BigDecimal.ONE.subtract(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP);
                if (longEntryPrice.compareTo(BigDecimal.ZERO) > 0
                        && elem.subtract(longEntryPrice).abs().compareTo(longEntryPrice.multiply(step)) < 0) {
                    continue;
                }
                longPriceQueue.add(elem);
                added++;
            }
            longPriceQueue.sort(BigDecimal::compareTo);
            while (longPriceQueue.size() > config.getGridQueueSize()) {
                longPriceQueue.remove(longPriceQueue.size() - 1);
            }
            log.info("[Gate] 现多队列:{}, 跳过{}个(贴近多仓均价)", longPriceQueue, matched.size() - added);
        }
    }

@@ -404,7 +419,9 @@
                }
            }
        }
        log.info("[Gate] 原多队列:{}", longPriceQueue);
        if (matched.isEmpty()) {
            log.info("[Gate] 多仓队列未触发,  当前价:{}", currentPrice);
            return;
        }

@@ -424,14 +441,28 @@
                longPriceQueue.add(max);
            }
            longPriceQueue.sort(BigDecimal::compareTo);

            log.info("[Gate] 现多队列:{}", longPriceQueue);
        }

        synchronized (shortPriceQueue) {
            shortPriceQueue.addAll(matched);
            BigDecimal first = shortPriceQueue.isEmpty() ? matched.get(0) : shortPriceQueue.get(0);
            BigDecimal step = config.getGridRate();
            int added = 0;
            for (int i = 1; i <= matched.size(); i++) {
                BigDecimal elem = first.multiply(BigDecimal.ONE.add(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP);
                if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
                        && elem.subtract(shortEntryPrice).abs().compareTo(shortEntryPrice.multiply(step)) < 0) {
                    continue;
                }
                shortPriceQueue.add(elem);
                added++;
            }
            shortPriceQueue.sort((a, b) -> b.compareTo(a));
            while (shortPriceQueue.size() > config.getGridQueueSize()) {
                shortPriceQueue.remove(shortPriceQueue.size() - 1);
            }
            log.info("[Gate] 现空队列:{}, 跳过{}个(贴近空仓均价)", shortPriceQueue, matched.size() - added);
        }
    }