exchange.git - Gitblit

			@@ -146,6 +146,12 @@
			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;
			@@ -305,6 +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();
			@@ -376,6 +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) -> {
			@@ -779,6 +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);
			}
			@@ -788,6 +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);
			}
			@@ -924,7 +937,7 @@
			triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_1,
			ORDER_TYPE_CLOSE_SHORT,
			"1",
			config.getQuantity(),
			profitId -> {
			elem.setShortStopLossOrderId(profitId);
			GridElement.refreshIndices();
			@@ -944,7 +957,7 @@
			triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_2,
			ORDER_TYPE_CLOSE_LONG,
			"-1",
			negate(config.getQuantity()),
			profitId -> {
			elem.setLongStopLossOrderId(profitId);
			GridElement.refreshIndices();
			@@ -1388,12 +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);
			@@ -1428,12 +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));
			@@ -1519,7 +1530,12 @@
			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);
			@@ -1534,7 +1550,11 @@
			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 ----
			@@ -1673,4 +1693,6 @@
			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; }
			}