refactor(gateApi): 激活网格交易功能并优化订单处理逻辑

Administrator

2026-05-25 1dda7c781aad3cc6dae85693acccb909f62471cd

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

@@ -526,6 +526,7 @@
            return;
        }
        cumulativePnl = cumulativePnl.add(pnl);
        updateUnrealizedPnl();
        BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl);
        log.info("[Gate] 已实现:{}, 未实现:{}, 合计:{}",
                cumulativePnl, unrealizedPnl, totalPnl);
@@ -692,22 +693,6 @@
        /**
         * 匹配止盈单止盈
         */
        GridElement byLongTakeProfitOrderId = GridElement.findByLongTakeProfitOrderId(orderId);
        if (byLongTakeProfitOrderId != null){
            longTakeProfitTraderIdParam(
                    byLongTakeProfitOrderId,
                    null,
                    false
            );
            longEntryTraderIdParam(
                    byLongTakeProfitOrderId,
                    null,
                    false
            );
            Integer downId = byLongTakeProfitOrderId.getDownId();
            GridElement shortGridElement = GridElement.findById(downId);
            onUserTradeShortEntry(shortGridElement);
        }
        GridElement byShortTakeProfitOrderId = GridElement.findByShortTakeProfitOrderId(orderId);
        if (byShortTakeProfitOrderId != null){
            shortTakeProfitTraderIdParam(
@@ -720,39 +705,27 @@
                    null,
                    false
            );
            Integer upId = byShortTakeProfitOrderId.getUpId();
            GridElement longGridElement = GridElement.findById(upId);
            onUserTradeLongEntry(longGridElement);
//            TPonUserTradeShortEntry(byShortTakeProfitOrderId);
        }
        GridElement byLongTakeProfitOrderId = GridElement.findByLongTakeProfitOrderId(orderId);
        if (byLongTakeProfitOrderId != null){
            longTakeProfitTraderIdParam(
                    byLongTakeProfitOrderId,
                    null,
                    false
            );
            longEntryTraderIdParam(
                    byLongTakeProfitOrderId,
                    null,
                    false
            );
//            TPonUserTradeLongEntry(byLongTakeProfitOrderId);
        }

        /**
         * 匹配挂单
         */
        GridElement longGridElement = GridElement.findByLongOrderId(orderId);
        if (longGridElement != null) {
            if (longGridElement.isHasLongOrder() && !tradeId.equals("0")){

                onUserTradeLongEntry(longGridElement);
                if (longGridElement.getLongTakeProfitOrderId() == null){
                    BigDecimal longTp = longGridElement.getLongTraderParam().getTakeProfitPrice();
                    if (longTp != null) {
                        executor.placeTakeProfit(longTp,
                                FuturesPriceTrigger.RuleEnum.NUMBER_1,
                                ORDER_TYPE_CLOSE_LONG,
                                negate(config.getQuantity()),
                                (profitId) -> {
                                    longTakeProfitTraderIdParam(
                                            longGridElement,
                                            profitId,
                                            true
                                    );
                                });
                        log.info("[Gate] 多单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, longTp, negate(config.getQuantity()));
                        return;
                    }
                }
            }
        }
        GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
        if (shortGridElement != null) {
            if (shortGridElement.isHasShortOrder() && !tradeId.equals("0")){
@@ -777,9 +750,33 @@
                }
            }
        }
        GridElement longGridElement = GridElement.findByLongOrderId(orderId);
        if (longGridElement != null) {
            if (longGridElement.isHasLongOrder() && !tradeId.equals("0")){

                onUserTradeLongEntry(longGridElement);
                if (longGridElement.getLongTakeProfitOrderId() == null){
                    BigDecimal longTp = longGridElement.getLongTraderParam().getTakeProfitPrice();
                    if (longTp != null) {
                        executor.placeTakeProfit(longTp,
                                FuturesPriceTrigger.RuleEnum.NUMBER_1,
                                ORDER_TYPE_CLOSE_LONG,
                                negate(config.getQuantity()),
                                (profitId) -> {
                                    longTakeProfitTraderIdParam(
                                            longGridElement,
                                            profitId,
                                            true
                                    );
                                });
                        log.info("[Gate] 多单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, longTp, negate(config.getQuantity()));
                    }
                }
            }
        }
    }

    private void onUserTradeShortEntry(GridElement gridElement) {
    private void TPonUserTradeShortEntry(GridElement gridElement) {
        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过挂条件单");
        } else {
@@ -791,6 +788,80 @@
             *      前进方向挂空仓条件单
             *      后置方向挂多空条件单
             */
            //下一个开仓位置
            BigDecimal gridPrice = gridElement.getGridPrice();

            // 判断网格是否能开空仓，如果不能则跳过
            if (gridElement != null) {
                TraderParam downShortTraderParam = gridElement.getShortTraderParam();
                if (
                        !gridElement.isHasShortOrder() &&
                                gridPrice.compareTo(longEntryPrice) <= 0 &&
                                gridPrice.compareTo(shortEntryPrice) >= 0
                ){
                    placeEntryOrderWithPreFlag(gridElement, false,
                            downShortTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
                            negate(downShortTraderParam.getQuantity()));

                }

                TraderParam downLongTraderParam = gridElement.getLongTraderParam();
                if (
                        !gridElement.isHasLongOrder() &&
                                gridPrice.compareTo(longEntryPrice) <= 0
                ){
                    placeEntryOrderWithPreFlag(gridElement, true,
                            downLongTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
                            downLongTraderParam.getQuantity());
                }

            }
        }
    }

    private void TPonUserTradeLongEntry(GridElement gridElement) {
        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过挂条件单");
        } else {
            BigDecimal newLongFirst = gridElement.getGridPrice() ;

            // 判断网格是否能开多空仓，如果不能则跳过
            if (gridElement != null) {

//                TraderParam downLongTraderParam = gridElement.getLongTraderParam();
//                if (
//                        !gridElement.isHasLongOrder() &&
//                                newLongFirst.compareTo(shortEntryPrice) >= 0 &&
//                                newLongFirst.compareTo(longEntryPrice) <= 0
//                ){
//                    placeEntryOrderWithPreFlag(gridElement, true,
//                            downLongTraderParam.getEntryPrice(),
//                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
//                            config.getQuantity());
//
//                }

                TraderParam shortTraderParam = gridElement.getShortTraderParam();
                if (
                        !gridElement.isHasShortOrder() &&
                                newLongFirst.compareTo(shortEntryPrice) >= 0
                ){

                    placeEntryOrderWithPreFlag(gridElement, false,
                            shortTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
                            negate(config.getQuantity()));
                }
            }
        }
    }

    private void onUserTradeShortEntry(GridElement gridElement) {
        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过挂条件单");
        } else {
            //下一个开仓位置
            GridElement UpGridElement = GridElement.findById(gridElement.getDownId());
            BigDecimal newLongFirst = UpGridElement.getGridPrice();
@@ -806,36 +877,6 @@
                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
                            negate(upShortTraderParam.getQuantity()));
                }
                int i = gridElement.getUpId();
                GridElement downGridElement = GridElement.findById(i);
                if (downGridElement != null){

                    BigDecimal downGridPrice = downGridElement.getGridPrice();

                    TraderParam downShortTraderParam = downGridElement.getShortTraderParam();
                    if (
                            !downGridElement.isHasShortOrder() &&
                                    downGridPrice.compareTo(longEntryPrice) <= 0 &&
                                    downGridPrice.compareTo(shortEntryPrice) >= 0
                    ){
                        placeEntryOrderWithPreFlag(downGridElement, false,
                                downShortTraderParam.getEntryPrice(),
                                FuturesPriceTrigger.RuleEnum.NUMBER_1,
                                negate(downShortTraderParam.getQuantity()));

                    }

                    TraderParam downLongTraderParam = downGridElement.getLongTraderParam();
                    if (
                            !downGridElement.isHasLongOrder() &&
                                    downGridPrice.compareTo(longEntryPrice) <= 0
                    ){
                        placeEntryOrderWithPreFlag(downGridElement, true,
                                downLongTraderParam.getEntryPrice(),
                                FuturesPriceTrigger.RuleEnum.NUMBER_1,
                                downLongTraderParam.getQuantity());
                    }
                }
            }
        }
    }
@@ -844,14 +885,6 @@
        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过挂条件单");
        } else {

            /**
             * 下一个开仓位置
             *      获取队列第一个元素的价格对应的网格
             *      判断网格是否能开多仓，如果不能则跳过
             *      前进方向挂多仓条件单
             *      后置方向挂多空条件单
             */
            //下一个开仓位置
            GridElement UpGridElement = GridElement.findById(gridElement.getUpId());
            BigDecimal newLongFirst = UpGridElement.getGridPrice() ;
@@ -865,38 +898,6 @@
                            upLongTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
                            config.getQuantity());
                }

                int i = gridElement.getDownId();
                GridElement downGridElement = GridElement.findById(i);
                if (downGridElement != null){

                    BigDecimal downGridPrice = downGridElement.getGridPrice();

                    TraderParam downLongTraderParam = downGridElement.getLongTraderParam();
                    if (
                            !downGridElement.isHasLongOrder() &&
                                    downGridPrice.compareTo(shortEntryPrice) >= 0 &&
                                    downGridPrice.compareTo(longEntryPrice) <= 0
                    ){
                        placeEntryOrderWithPreFlag(downGridElement, true,
                                downLongTraderParam.getEntryPrice(),
                                FuturesPriceTrigger.RuleEnum.NUMBER_2,
                                config.getQuantity());

                    }

                    TraderParam shortTraderParam = downGridElement.getShortTraderParam();
                    if (
                            !downGridElement.isHasShortOrder() &&
                                    downGridPrice.compareTo(shortEntryPrice) >= 0
                    ){

                        placeEntryOrderWithPreFlag(downGridElement, false,
                                shortTraderParam.getEntryPrice(),
                                FuturesPriceTrigger.RuleEnum.NUMBER_2,
                                negate(config.getQuantity()));
                    }
                }
            }
        }
@@ -1096,8 +1097,9 @@
        int longSize = longPriceQueue.size();
        //根据精度转换成小数
        int prec = config.getPriceScale();
        BigDecimal minTick = BigDecimal.ONE.scaleByPowerOfTen(-prec);
        BigDecimal step = config.getStep().subtract(minTick);
//        BigDecimal minTick = BigDecimal.ONE.scaleByPowerOfTen(-prec);
//        BigDecimal step = config.getStep().subtract(minTick);
        BigDecimal step = config.getStep();
        String qty = config.getQuantity();

        // 空仓队列：id 从 -1 自减, shortPriceQueue[i] → id=-(i+1)
@@ -1244,32 +1246,32 @@
            // 判断网格是否能开空仓，如果不能则跳过
            if (UpGridElement != null) {

                if (!UpGridElement.isHasShortOrder() && shortEntryPrice.compareTo(newLongFirst) > 0) {

                    TraderParam upShortTraderParam = UpGridElement.getShortTraderParam();
                    placeEntryOrderWithPreFlag(UpGridElement, false,
                            upShortTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
                            negate(upShortTraderParam.getQuantity()));
                }
//                if (!UpGridElement.isHasShortOrder() && shortEntryPrice.compareTo(newLongFirst) > 0) {
//
//                    TraderParam upShortTraderParam = UpGridElement.getShortTraderParam();
//                    placeEntryOrderWithPreFlag(UpGridElement, false,
//                            upShortTraderParam.getEntryPrice(),
//                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
//                            negate(upShortTraderParam.getQuantity()));
//                }
                int i = UpGridElement.getId() + 2;
                GridElement downGridElement = GridElement.findById(i);
                if (downGridElement != null){

                    BigDecimal downGridPrice = downGridElement.getGridPrice();

                    TraderParam downShortTraderParam = downGridElement.getShortTraderParam();
                    if (
                            !downGridElement.isHasShortOrder() &&
                                    downGridPrice.compareTo(longEntryPrice) <= 0 &&
                                    downGridPrice.compareTo(shortEntryPrice) >= 0
                    ){
                        placeEntryOrderWithPreFlag(downGridElement, false,
                                downShortTraderParam.getEntryPrice(),
                                FuturesPriceTrigger.RuleEnum.NUMBER_1,
                                negate(downShortTraderParam.getQuantity()));

                    }
//                    TraderParam downShortTraderParam = downGridElement.getShortTraderParam();
//                    if (
//                            !downGridElement.isHasShortOrder() &&
//                                    downGridPrice.compareTo(longEntryPrice) <= 0 &&
//                                    downGridPrice.compareTo(shortEntryPrice) >= 0
//                    ){
//                        placeEntryOrderWithPreFlag(downGridElement, false,
//                                downShortTraderParam.getEntryPrice(),
//                                FuturesPriceTrigger.RuleEnum.NUMBER_1,
//                                negate(downShortTraderParam.getQuantity()));
//
//                    }

                    TraderParam downLongTraderParam = downGridElement.getLongTraderParam();
                    if (
@@ -1350,13 +1352,13 @@
            // 判断网格是否能开多仓，如果不能则跳过
            if (UpGridElement != null) {

                if (!UpGridElement.isHasLongOrder() && longEntryPrice.compareTo(newLongFirst) < 0) {
                    TraderParam upLongTraderParam = UpGridElement.getLongTraderParam();
                    placeEntryOrderWithPreFlag(UpGridElement, true,
                            upLongTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
                            config.getQuantity());
                }
//                if (!UpGridElement.isHasLongOrder() && longEntryPrice.compareTo(newLongFirst) < 0) {
//                    TraderParam upLongTraderParam = UpGridElement.getLongTraderParam();
//                    placeEntryOrderWithPreFlag(UpGridElement, true,
//                            upLongTraderParam.getEntryPrice(),
//                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
//                            config.getQuantity());
//                }

                int i = UpGridElement.getId() - 2;
                GridElement downGridElement = GridElement.findById(i);
@@ -1364,18 +1366,18 @@

                    BigDecimal downGridPrice = downGridElement.getGridPrice();

                    TraderParam downLongTraderParam = downGridElement.getLongTraderParam();
                    if (
                            !downGridElement.isHasLongOrder() &&
                                    downGridPrice.compareTo(shortEntryPrice) >= 0 &&
                                    downGridPrice.compareTo(longEntryPrice) <= 0
                    ){
                        placeEntryOrderWithPreFlag(downGridElement, true,
                                downLongTraderParam.getEntryPrice(),
                                FuturesPriceTrigger.RuleEnum.NUMBER_2,
                                config.getQuantity());

                    }
//                    TraderParam downLongTraderParam = downGridElement.getLongTraderParam();
//                    if (
//                            !downGridElement.isHasLongOrder() &&
//                                    downGridPrice.compareTo(shortEntryPrice) >= 0 &&
//                                    downGridPrice.compareTo(longEntryPrice) <= 0
//                    ){
//                        placeEntryOrderWithPreFlag(downGridElement, true,
//                                downLongTraderParam.getEntryPrice(),
//                                FuturesPriceTrigger.RuleEnum.NUMBER_2,
//                                config.getQuantity());
//
//                    }

                    TraderParam shortTraderParam = downGridElement.getShortTraderParam();
                    if (