``` feat(gateApi): 添加网格交易价格驱动挂单状态控制

Administrator

2026-06-09 37c567c160546a7ab70ce214ee813d6249adf02b

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

@@ -136,6 +136,11 @@
    /** 多头是否活跃（有仓位） */
    private volatile boolean longActive = false;

    /** 价格驱动 空头是否挂单 */
    private volatile boolean shortEntryActive = false;
    /** 价格驱动 多头是否挂单 */
    private volatile boolean longEntryActive = false;

    private volatile BigDecimal lastKlinePrice;
    private volatile BigDecimal markPrice = BigDecimal.ZERO;
    private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
@@ -411,22 +416,18 @@
        checkProfitAndReset();


        if (
        if (state == StrategyState.ACTIVE &&
                longActive == false &&
                        longPositionSize.compareTo(BigDecimal.ZERO) == 0){

        }{

                    longPositionSize.compareTo(BigDecimal.ZERO) == 0 &&
                        longEntryActive){
            processShortGrid(closePrice);
        }


        if (
        if (state == StrategyState.ACTIVE &&
                shortActive == false &&
                        shortPositionSize.compareTo(BigDecimal.ZERO) == 0){

        }{

                        shortPositionSize.compareTo(BigDecimal.ZERO) == 0 &&
                             shortEntryActive){
            processLongGrid(closePrice);
        }
    }
@@ -484,6 +485,7 @@
//                    log.info("[Gate] 多仓持仓归零，重置策略");
//                    handlePositionZeroAndReset("多仓");
                }
                longEntryActive = true;
                longActive = false;
                longPositionSize = BigDecimal.ZERO;
            }
@@ -507,6 +509,7 @@
//                    log.info("[Gate] 空仓持仓归零，重置策略");
//                    handlePositionZeroAndReset("空仓");
                }
                shortEntryActive = true;
                shortActive = false;
                shortPositionSize = BigDecimal.ZERO;
            }
@@ -1205,17 +1208,17 @@
        if (BigDecimal.ZERO.compareTo( matched) == 0) {
            return;
        }
        log.info("[Gate] 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
        log.info("[Gate] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);

        GridElement matchedUpGridElement = GridElement.findByPrice(matched);

        Integer upId = matchedUpGridElement.getUpId();
        GridElement newEntryGrid = GridElement.findById(upId);
        GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());

        if (cancelGridElement != null) {
        if (newEntryGrid != null) {
            GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());

            if (newEntryGrid != null) {
            if (cancelGridElement != null) {
                BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                String size = cancelGridElement.getLongTraderParam().getQuantity();
                log.info("[Gate] 多仓仓位归零 gridId:{}, 挂{}基础张多单",
@@ -1224,19 +1227,19 @@
                placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_1, size);

            }
                longEntryActive = false;

            /**
             * 看是否有多仓挂单，有就取消
             */
            if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
                executor.cancelConditionalOrder(cancelGridElement.getLongOrderId(), oid -> {
                    longEntryTraderIdParam(cancelGridElement, null, false);
                    log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单", cancelGridElement);
                });
                /**
                 * 看是否有多仓挂单，有就取消
                 */
                if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
                    executor.cancelConditionalOrder(cancelGridElement.getLongOrderId(), oid -> {
                        longEntryTraderIdParam(cancelGridElement, null, false);
                        log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单", cancelGridElement);
                    });
                }
            }
        }

    }

    private void processLongGrid(BigDecimal currentPrice) {
@@ -1254,17 +1257,17 @@
            return;
        }

        log.info("[Gate] 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
        log.info("[Gate] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);

        GridElement matchedUpGridElement = GridElement.findByPrice(matched);

        Integer downId = matchedUpGridElement.getDownId();
        GridElement newEntryGrid = GridElement.findById(downId);
        GridElement cancelGridElement = GridElement.findById(newEntryGrid.getDownId());

        if (cancelGridElement != null) {
        if (newEntryGrid != null) {
            GridElement cancelGridElement = GridElement.findById(newEntryGrid.getDownId());

            if (newEntryGrid != null) {
            if (cancelGridElement != null) {
                BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                String size = cancelGridElement.getShortTraderParam().getQuantity();
                log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
@@ -1272,17 +1275,20 @@
                newEntryGrid.getShortTraderParam().setQuantity(size);
                placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));

                shortEntryActive = false;

                /**
                 * 看是否有空仓挂单，有就取消
                 */
                if (cancelGridElement != null && cancelGridElement.isHasShortOrder()) {
                    executor.cancelConditionalOrder(cancelGridElement.getShortOrderId(), oid -> {
                        shortEntryTraderIdParam(cancelGridElement, null, false);
                        log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单", cancelGridElement);
                    });
                }
            }

            /**
             * 看是否有空仓挂单，有就取消
             */
            if (cancelGridElement != null && cancelGridElement.isHasShortOrder()) {
                executor.cancelConditionalOrder(cancelGridElement.getShortOrderId(), oid -> {
                    shortEntryTraderIdParam(cancelGridElement, null, false);
                    log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单", cancelGridElement);
                });
            }
        }
    }

@@ -1315,6 +1321,24 @@
        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        longEntryQty++;
        int entryQty = longEntryQty;

        // 最大持仓限制：已持仓+本次挂单 ≤ maxPositionSize
        int maxPos = config.getMaxPositionSize();
        if (maxPos > 0) {
            int currentPos = longPositionSize.intValue();
            int maxAllowed = maxPos - currentPos;
            if (maxAllowed <= 0) {
                log.warn("[Gate] 多仓止损触发 gridId:{}, 已达最大持仓{}，跳过挂单", gridId, maxPos);
                longEntryQty = 1;
                return;
            }
            if (entryQty > maxAllowed) {
                log.info("[Gate] 多仓止损触发 gridId:{}, 挂单{}张超限, 截断为{}张", gridId, entryQty, maxAllowed);
                entryQty = maxAllowed;
                longEntryQty = 1;
            }
        }

        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{}基础张多单(计数器:{}, size:{})",
                gridId, newEntryGridId, entryQty, longEntryQty, size);
@@ -1354,6 +1378,24 @@
        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        shortEntryQty++;
        int entryQty = shortEntryQty;

        // 最大持仓限制：已持仓+本次挂单 ≤ maxPositionSize
        int maxPos = config.getMaxPositionSize();
        if (maxPos > 0) {
            int currentPos = shortPositionSize.intValue();
            int maxAllowed = maxPos - currentPos;
            if (maxAllowed <= 0) {
                log.warn("[Gate] 空仓止损触发 gridId:{}, 已达最大持仓{}，跳过挂单", gridId, maxPos);
                shortEntryQty = 1;
                return;
            }
            if (entryQty > maxAllowed) {
                log.info("[Gate] 空仓止损触发 gridId:{}, 挂单{}张超限, 截断为{}张", gridId, entryQty, maxAllowed);
                entryQty = maxAllowed;
                shortEntryQty = 1;
            }
        }

        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{}基础张空单(计数器:{}, size:{})",
                gridId, newEntryGridId, entryQty, shortEntryQty, size);