exchange.git - Gitblit

			@@ -11,9 +11,6 @@
			import io.gate.gateapi.models.*;
			import lombok.extern.slf4j.Slf4j;

			import okhttp3.ConnectionPool;
			import okhttp3.OkHttpClient;

			import java.io.IOException;
			import java.math.BigDecimal;
			import java.math.RoundingMode;
			@@ -22,7 +19,6 @@
			import java.util.LinkedHashMap;
			import java.util.List;
			import java.util.Map;
			import java.util.concurrent.TimeUnit;

			import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
			import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionClosesChannelHandler;
			@@ -150,27 +146,20 @@
			private volatile BigDecimal shortPositionSize = BigDecimal.ZERO;
			private Long userId;
			private volatile BigDecimal initialPrincipal = BigDecimal.ZERO;
			private volatile GateKlineWebSocketClient wsClient;

			/** 多仓挂单张数计数器：止损触发时用当前值挂单，随后+1；挂单成交后重置为1 */
			private volatile int longEntryQty = 1;
			/** 空仓挂单张数计数器：止损触发时用当前值挂单，随后+1；挂单成交后重置为1 */
			private volatile int shortEntryQty = 1;

			public GateGridTradeService(GateConfig config) {
			this.config = config;
			ApiClient apiClient = createApiClient(config);
			ApiClient apiClient = new ApiClient();
			apiClient.setBasePath(config.getRestBasePath());
			apiClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
			this.futuresApi = new FuturesApi(apiClient);
			this.executor = new GateTradeExecutor(apiClient, config.getContract());
			}

			private static ApiClient createApiClient(GateConfig config) {
			OkHttpClient httpClient = new OkHttpClient.Builder()
			.connectTimeout(30, TimeUnit.SECONDS)
			.readTimeout(60, TimeUnit.SECONDS)
			.writeTimeout(20, TimeUnit.SECONDS)
			.connectionPool(new ConnectionPool(5, 5, TimeUnit.SECONDS))
			.retryOnConnectionFailure(true)
			.build();
			ApiClient client = new ApiClient();
			client.setBasePath(config.getRestBasePath());
			client.setApiKeySecret(config.getApiKey(), config.getApiSecret());
			client.setHttpClient(httpClient);
			return client;
			}

			// ---- 初始化 ----
			@@ -191,7 +180,9 @@
			*/
			public void init() {
			try {
			ApiClient detailClient = createApiClient(config);
			ApiClient detailClient = new ApiClient();
			detailClient.setBasePath(config.getRestBasePath());
			detailClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
			AccountDetail detail = new AccountApi(detailClient).getAccountDetail();
			this.userId = detail.getUserId();
			log.info("[Gate] 用户ID: {}", userId);
			@@ -320,6 +311,8 @@
			longPriceQueue.clear();
			currentLongOrderIds.clear();
			currentShortOrderIds.clear();
			longEntryQty = 1;
			shortEntryQty = 1;

			// 每次重启重新获取当前本金
			refreshInitialPrincipal();
			@@ -391,6 +384,9 @@

			//初始化0位置的开仓，并且用空的开仓价格，作为价格基准来划分网格
			if (state == StrategyState.WAITING_KLINE) {
			if (wsClient == null \|\| !wsClient.areAllSubscribed()) {
			return;
			}
			state = StrategyState.OPENING;
			log.info("[Gate] 首根K线到达，开基底仓位多空各{}张...", config.getBaseQuantity());
			executor.openLong(config.getBaseQuantity(), (orderId) -> {
			@@ -794,6 +790,7 @@
			if (shortGridElement.isHasShortOrder() && !tradeId.equals("0")){
			int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
			shortEntryTraderIdParam(shortGridElement, null, false);
			shortEntryQty = 1;
			extendShortStopLoss(filledQty);
			log.info("[Gate] 空单成交 gridId:{}, qty:{}, 追挂止损", shortGridElement.getId(), filledQty);
			}
			@@ -803,6 +800,7 @@
			if (longGridElement.isHasLongOrder() && !tradeId.equals("0")){
			int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
			longEntryTraderIdParam(longGridElement, null, false);
			longEntryQty = 1;
			extendLongStopLoss(filledQty);
			log.info("[Gate] 多单成交 gridId:{}, qty:{}, 追挂止损", longGridElement.getId(), filledQty);
			}
			@@ -1403,12 +1401,11 @@
			}

			BigDecimal triggerPrice = newEntryGrid.getGridPrice();
			BigDecimal priceDiff = longEntryPrice.subtract(triggerPrice).abs();
			int entryQty = priceDiff.divide(config.getStep(), 0, RoundingMode.DOWN).intValue();
			entryQty = Math.max(1, entryQty);
			longEntryQty++;
			int entryQty = longEntryQty;
			String size = new BigDecimal(String.valueOf(entryQty)).multiply(new BigDecimal(config.getQuantity())).toString();
			log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}张多单, 均价:{}, 价差:{}, 步长:{}",
			gridId, newEntryGridId, entryQty, longEntryPrice, priceDiff, config.getStep());
			log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}基础张多单(计数器:{}, size:{})",
			gridId, newEntryGridId, entryQty, longEntryQty, size);
			newEntryGrid.getLongTraderParam().setQuantity(size);
			placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
			@@ -1443,12 +1440,11 @@


			BigDecimal triggerPrice = newEntryGrid.getGridPrice();
			BigDecimal priceDiff = shortEntryPrice.subtract(triggerPrice).abs();
			int entryQty = priceDiff.divide(config.getStep(), 0, RoundingMode.DOWN).intValue();
			entryQty = Math.max(1, entryQty);
			shortEntryQty++;
			int entryQty = shortEntryQty;
			String size = new BigDecimal(String.valueOf(entryQty)).multiply(new BigDecimal(config.getQuantity())).toString();
			log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}张空单, 均价:{}, 价差:{}, 步长:{}",
			gridId, newEntryGridId, entryQty, shortEntryPrice, priceDiff, config.getStep());
			log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}基础张空单(计数器:{}, size:{})",
			gridId, newEntryGridId, entryQty, shortEntryQty, size);
			newEntryGrid.getShortTraderParam().setQuantity(size);
			placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
			@@ -1688,4 +1684,6 @@
			public Long getUserId() { return userId; }
			/** @return 当前策略状态 */
			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; }
			}