fix(gateApi): 修复网格交易止损订单逻辑错误

Administrator

2026-07-15 21f63bb7fe00ff9e869bfea3d0b41b9a57783092

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

@@ -138,10 +138,6 @@
    private volatile int accumulatedLongLossCount = 0;
    /** 空头累计止损次数（始终递增，加仓订单成交后归零） */
    private volatile int accumulatedShortLossCount = 0;
    /** 多头当前网格重复触发次数（换网格时归零），用于 targetAmount 扣除 */
    private volatile int longSameGridRepeatCount = 0;
    /** 空头当前网格重复触发次数（换网格时归零），用于 targetAmount 扣除 */
    private volatile int shortSameGridRepeatCount = 0;
    /** 最近触发止损的多头网格ID */
    private volatile int lastLongStopLossGridId = Integer.MAX_VALUE;
    /** 最近触发止损的空头网格ID */
@@ -315,8 +311,6 @@
        shortActive = false;
        accumulatedLongLossCount = 0;
        accumulatedShortLossCount = 0;
        longSameGridRepeatCount = 0;
        shortSameGridRepeatCount = 0;
        lastLongStopLossGridId = Integer.MAX_VALUE;
        lastShortStopLossGridId = Integer.MAX_VALUE;
        shortPriceQueue.clear();
@@ -640,7 +634,6 @@
                int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
                shortEntryTraderIdParam(shortGridElement, orderId, false);
                accumulatedShortLossCount = 0;
                shortSameGridRepeatCount = 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();
@@ -706,7 +699,6 @@
                int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
                longEntryTraderIdParam(longGridElement, orderId, false);
                accumulatedLongLossCount = 0;
                longSameGridRepeatCount = 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();
@@ -1297,14 +1289,11 @@
        gridElement.removeLongStopLossOrderId(orderId);

        int gridId = gridElement.getId();
        boolean sameGrid = (gridId == lastLongStopLossGridId);
        accumulatedLongLossCount++;
        if (gridId == lastLongStopLossGridId) {
            longSameGridRepeatCount++;
        } else {
            longSameGridRepeatCount = 0;
            lastLongStopLossGridId = gridId;
        }
        log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}, 开始追单", gridId, accumulatedLongLossCount);
        lastLongStopLossGridId = gridId;
        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;

        GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1318,7 +1307,7 @@
        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
        int maxPos = config.getMaxPositionSize();
        int targetAmount = accumulatedLongLossCount - longSameGridRepeatCount + 1;
        int targetAmount = sameGrid ? Integer.parseInt(config.getQuantity()) : accumulatedLongLossCount + 1;
        int addSize;
        if (maxPos > 0) {
            int remainingRoom = maxPos - posSize;
@@ -1376,14 +1365,11 @@
        gridElement.removeShortStopLossOrderId(orderId);

        int gridId = gridElement.getId();
        boolean sameGrid = (gridId == lastShortStopLossGridId);
        accumulatedShortLossCount++;
        if (gridId == lastShortStopLossGridId) {
            shortSameGridRepeatCount++;
        } else {
            shortSameGridRepeatCount = 0;
            lastShortStopLossGridId = gridId;
        }
        log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}, 开始追单", gridId, accumulatedShortLossCount);
        lastShortStopLossGridId = gridId;
        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;

        GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1397,7 +1383,7 @@
        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
        int maxPos = config.getMaxPositionSize();
        int targetAmount = accumulatedShortLossCount - shortSameGridRepeatCount + 1;
        int targetAmount = sameGrid ? Integer.parseInt(config.getQuantity()) : accumulatedShortLossCount + 1;
        int addSize;
        if (maxPos > 0) {
            int remainingRoom = maxPos - posSize;
@@ -1667,41 +1653,46 @@
    private void extendLongStopLoss(int filledQty, int gridId) {
        int qty = Integer.parseInt(config.getQuantity());
        int aCount = Math.max(0, filledQty / qty - 2);
        log.info("[Gate] 多仓追挂止损, 成交{}张, gridId:{}, A({})x{}  B({})x1  C({})x1",
                filledQty, gridId, gridId - 2, aCount, gridId - 3, gridId - 4);
        if (aCount < 0) return;

        // A 位置：挂 aCount 个独立止损单
        placeStopLossOrders(gridId - 2, aCount, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
        int a, b, c;
        if (aCount == 0) { a = 2; b = 0; c = 0; }
        else if (aCount == 1) { a = 2; b = 1; c = 0; }
        else { a = aCount; b = 1; c = 1; }

        log.info("[Gate] 多仓追挂止损, 成交{}张, gridId:{}, A({})x{}  B({})x{}  C({})x{}",
                filledQty, gridId, gridId - 2, a, gridId - 3, b, gridId - 4, c);

        if (a > 0) placeStopLossOrders(gridId - 2, a, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
                ORDER_TYPE_CLOSE_LONG, true);
        // B 位置：挂 1 个
        placeStopLossOrders(gridId - 3, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
        if (b > 0) placeStopLossOrders(gridId - 3, b, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
                ORDER_TYPE_CLOSE_LONG, true);
        // C 位置：挂 1 个
        placeStopLossOrders(gridId - 4, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
        if (c > 0) placeStopLossOrders(gridId - 4, c, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
                ORDER_TYPE_CLOSE_LONG, true);
    }

    /**
     * 空仓止损追单 — 3 个固定位置，从近到远分配合约。
     * A(gridId+2): (filledQty/qty - 2) 个独立止损单，每个 qty 张
     * B(gridId+3): 1 个止损单，qty 张
     * C(gridId+4): 1 个止损单，qty 张
     * 注意：空仓止损在 gridId 正方向，触发价 ≥ 网格价。
     * aCount<0跳过, aCount=0→A=2, aCount=1→A=2,B=1, aCount>=2→A=aCount,B=1,C=1
     */
    private void extendShortStopLoss(int filledQty, int gridId) {
        int qty = Integer.parseInt(config.getQuantity());
        int aCount = Math.max(0, filledQty / qty - 2);
        log.info("[Gate] 空仓追挂止损, 成交{}张, gridId:{}, A({})x{}  B({})x1  C({})x1",
                filledQty, gridId, gridId + 2, aCount, gridId + 3, gridId + 4);
        if (aCount < 0) return;

        // A 位置：挂 aCount 个独立止损单
        placeStopLossOrders(gridId + 2, aCount, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
        int a, b, c;
        if (aCount == 0) { a = 2; b = 0; c = 0; }
        else if (aCount == 1) { a = 2; b = 1; c = 0; }
        else { a = aCount; b = 1; c = 1; }

        log.info("[Gate] 空仓追挂止损, 成交{}张, gridId:{}, A({})x{}  B({})x{}  C({})x{}",
                filledQty, gridId, gridId + 2, a, gridId + 3, b, gridId + 4, c);

        if (a > 0) placeStopLossOrders(gridId + 2, a, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
                ORDER_TYPE_CLOSE_SHORT, false);
        // B 位置：挂 1 个
        placeStopLossOrders(gridId + 3, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
        if (b > 0) placeStopLossOrders(gridId + 3, b, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
                ORDER_TYPE_CLOSE_SHORT, false);
        // C 位置：挂 1 个
        placeStopLossOrders(gridId + 4, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
        if (c > 0) placeStopLossOrders(gridId + 4, c, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
                ORDER_TYPE_CLOSE_SHORT, false);
    }