| | |
| | | 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 = new ApiClient(); |
| | |
| | | longPriceQueue.clear(); |
| | | currentLongOrderIds.clear(); |
| | | currentShortOrderIds.clear(); |
| | | longEntryQty = 1; |
| | | shortEntryQty = 1; |
| | | |
| | | // 每次重启重新获取当前本金 |
| | | refreshInitialPrincipal(); |
| | |
| | | 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); |
| | | } |
| | |
| | | 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); |
| | | } |
| | |
| | | } |
| | | |
| | | 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); |
| | |
| | | |
| | | |
| | | 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)); |
| | |
| | | state = StrategyState.STOPPED; |
| | | closeExistingPositions(); |
| | | futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract()); |
| | | startGrid(); |
| | | |
| | | // 提交到 executor 末尾:单线程FIFO保证前面所有平仓/取消任务完成后才重置 |
| | | executor.submitTask(() -> { |
| | | try { Thread.sleep(30000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); } |
| | | startGrid(); |
| | | }); |
| | | } |
| | | } catch (Exception e) { |
| | | log.warn("[Gate] 盈亏检查失败", e); |
| | |
| | | log.warn("[Gate] {}持仓归零后取消条件单失败", direction, e); |
| | | } |
| | | closeExistingPositions(); |
| | | startGrid(); |
| | | // 提交到 executor 末尾:单线程FIFO保证前面所有平仓/取消任务完成后才重置 |
| | | executor.submitTask(() -> { |
| | | try { Thread.sleep(30000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); } |
| | | startGrid(); |
| | | }); |
| | | } |
| | | |
| | | // ---- 保证金安全阀 ---- |