Administrator
2026-05-19 2af15077fb2e66500e955ffebc44ecad42e2dd66
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -1,5 +1,6 @@
package com.xcong.excoin.modules.gateApi;
import cn.hutool.core.collection.CollUtil;
import io.gate.gateapi.ApiClient;
import io.gate.gateapi.ApiException;
import io.gate.gateapi.GateApiException;
@@ -432,6 +433,13 @@
                    tryGenerateQueues();
                }else {
                    longPositionSize = size;
                    //取消多仓位线以上的开空仓挂单
                    List<GridElement> allShortOrders = GridElement.findAllShortOrders(longEntryPrice);
                    if (CollUtil.isNotEmpty(allShortOrders)){
                        for (GridElement e : allShortOrders) {
                            executor.cancelOrder(e.getShortOrderId());
                        }
                    }
                }
            } else {
                longActive = false;
@@ -449,6 +457,13 @@
                    tryGenerateQueues();
                }else {
                    shortPositionSize = size.abs();
                    //取消多仓位线以上的开空仓挂单
                    List<GridElement> allLongOrders = GridElement.findAllLongOrders(shortEntryPrice);
                    if (CollUtil.isNotEmpty(allLongOrders)){
                        for (GridElement e : allLongOrders) {
                            executor.cancelOrder(e.getShortOrderId());
                        }
                    }
                }
            } else {
                shortActive = false;
@@ -585,6 +600,43 @@
        }
    }
    /**
     * 用户私有成交回调。由 {@link com.xcong.excoin.modules.gateApi.wsHandler.handler.UserTradesChannelHandler}
     * 在收到 {@code futures.usertrades} 推送时调用。
     *
     * @param contract 合约名称
     * @param orderId  订单 ID
     * @param price    成交价格
     * @param size     成交数量
     * @param role     用户角色(maker / taker)
     * @param fee      手续费
     */
    public void onUserTrade(String contract, String orderId, BigDecimal price, String size, String role, BigDecimal fee) {
        if (state == StrategyState.STOPPED) {
            return;
        }
        log.info("[Gate] 成交明细, 合约:{}, 订单ID:{}, 价格:{}, 数量:{}, 角色:{}, 手续费:{}",
                contract, orderId, price, size, role, fee);
    }
    /**
     * 自动订单(条件单)状态变更回调。
     * 由 {@link com.xcong.excoin.modules.gateApi.wsHandler.handler.AutoOrdersChannelHandler}
     * 在收到 {@code futures.autoorders} 推送时调用。
     *
     * @param orderId   条件单 ID
     * @param status    订单状态(open / finished / cancelled)
     * @param reason    变更原因
     * @param orderType 订单类型(plan-close-long-position 等)
     */
    public void onAutoOrder(String orderId, String status, String reason, String orderType) {
        if (state == StrategyState.STOPPED) {
            return;
        }
        log.info("[Gate] 条件单状态变更, id:{}, status:{}, reason:{}, order_type:{}",
                orderId, status, reason, orderType);
    }
    // ---- 网格队列处理 ----
    /**
@@ -616,6 +668,7 @@
            GridElement baseGridElement = GridElement.findById(0);
            TraderParam baseLongTraderParam = config.getBaseLongTraderParam();
            baseGridElement.setLongOrderId(baseLongTraderParam.getEntryOrderId());
            baseGridElement.setHasLongOrder(true);
            //0位置的网格的多单止盈
            BigDecimal upTakeProfitPrice = baseGridElement.getLongTraderParam().getTakeProfitPrice();
            executor.placeTakeProfit(
@@ -634,6 +687,7 @@
            //0位置的网格的空单止盈
            TraderParam baseShortTraderParam = config.getBaseShortTraderParam();
            baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
            baseGridElement.setHasShortOrder(true);
            BigDecimal downTakeProfitPrice = baseGridElement.getShortTraderParam().getTakeProfitPrice();
            executor.placeTakeProfit(
                    downTakeProfitPrice,
@@ -791,9 +845,11 @@
        List<GridElement> elements = new ArrayList<>();
        int shortSize = shortPriceQueue.size();
        int longSize = longPriceQueue.size();
        BigDecimal step = config.getStep().subtract(config.getContractMultiplier());
        String qty = config.getQuantity();
        //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);
        String qty = config.getQuantity();
        // 空仓队列:id 从 -1 自减, shortPriceQueue[i] → id=-(i+1)
        for (int i = 0; i < shortSize; i++) {
@@ -909,7 +965,7 @@
        List<BigDecimal> matched = new ArrayList<>();
        synchronized (shortPriceQueue) {
            for (BigDecimal p : shortPriceQueue) {
                if (p.compareTo(currentPrice) > 0) {
                if (p.compareTo(currentPrice) >= 0) {
                    matched.add(p);
                } else {
                    break;
@@ -991,7 +1047,7 @@
            if (downGridElement != null){
                TraderParam downLongTraderParam = downGridElement.getLongTraderParam();
                if (!downGridElement.isHasShortOrder()){
                if (!downGridElement.isHasLongOrder()){
                    executor.placeConditionalEntryOrder(
                            downLongTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
@@ -1012,6 +1068,7 @@
                BigDecimal downGridPrice = downGridElement.getGridPrice();
                if (
                        !downGridElement.isHasShortOrder() &&
                                downGridPrice.compareTo(currentPrice) < 0 &&
                                downGridPrice.compareTo(longEntryPrice) <= 0 &&
                                downGridPrice.compareTo(shortEntryPrice) >= 0
                ){
@@ -1066,7 +1123,7 @@
        List<BigDecimal> matched = new ArrayList<>();
        synchronized (longPriceQueue) {
            for (BigDecimal p : longPriceQueue) {
                if (p.compareTo(currentPrice) < 0) {
                if (p.compareTo(currentPrice) <= 0) {
                    matched.add(p);
                } else {
                    break;
@@ -1173,6 +1230,7 @@
                BigDecimal downGridPrice = downGridElement.getGridPrice();
                if (
                        !downGridElement.isHasLongOrder() &&
                                downGridPrice.compareTo(currentPrice) > 0 &&
                                downGridPrice.compareTo(longEntryPrice) <= 0 &&
                                downGridPrice.compareTo(shortEntryPrice) >= 0
                ){