| | |
| | | import java.util.concurrent.LinkedBlockingQueue; |
| | | import java.util.concurrent.ThreadPoolExecutor; |
| | | import java.util.concurrent.TimeUnit; |
| | | import java.util.function.Consumer; |
| | | |
| | | /** |
| | | * Gate REST API 执行器。 |
| | |
| | | } |
| | | |
| | | /** |
| | | * 优雅关闭:等待 10 秒,超时则强制中断。 |
| | | * 优雅关闭:等待 10 秒让队列中的任务执行完毕,超时则强制中断。 |
| | | * 关闭后的 REST 调用将通过 CallerRunsPolicy 直接在提交线程执行。 |
| | | */ |
| | | public void shutdown() { |
| | | executor.shutdown(); |
| | |
| | | } |
| | | |
| | | /** |
| | | * 异步市价开多。quantity 为正数(如 "10")。 |
| | | * 异步 IOC 市价开多。quantity 为正数(如 "1")。 |
| | | * |
| | | * @param quantity 开仓张数(正数) |
| | | * @param onSuccess 成交成功回调(可为 null) |
| | | * @param onFailure 成交失败回调(可为 null) |
| | | */ |
| | | public void openLong(String quantity, Runnable onSuccess, Runnable onFailure) { |
| | | openPosition(quantity, "t-grid-long", "开多", onSuccess, onFailure); |
| | | } |
| | | |
| | | /** |
| | | * 异步市价开空。quantity 为负数(如 "-10")。 |
| | | * 异步 IOC 市价开空。quantity 为负数(如 "-1")。 |
| | | * |
| | | * @param quantity 开仓张数(负数) |
| | | * @param onSuccess 成交成功回调(可为 null) |
| | | * @param onFailure 成交失败回调(可为 null) |
| | | */ |
| | | public void openShort(String quantity, Runnable onSuccess, Runnable onFailure) { |
| | | openPosition(quantity, "t-grid-short", "开空", onSuccess, onFailure); |
| | | } |
| | | |
| | | /** |
| | | * 通用异步 IOC 市价下单。 |
| | | * |
| | | * @param size 下单张数(正=开多 / 负=开空) |
| | | * @param text 订单标记文本(如 "t-grid-long"),用于区分订单来源 |
| | | * @param label 日志标签(如 "开多"/"开空") |
| | | * @param onSuccess 成功回调 |
| | | * @param onFailure 失败回调 |
| | | */ |
| | | private void openPosition(String size, String text, String label, Runnable onSuccess, Runnable onFailure) { |
| | | executor.execute(() -> { |
| | | try { |
| | |
| | | } |
| | | |
| | | /** |
| | | * 异步创建止盈条件单。 |
| | | * <p>使用 Gate 的 PriceTriggeredOrder:服务器监控价格,达到触发价后自动平仓。 |
| | | * 每次只平指定张数(size),多次触发的止盈单互不影响。 |
| | | * 异步创建止盈条件单(仓位计划止盈止损)。 |
| | | * |
| | | * <p>使用 Gate 的 {@code PriceTriggeredOrder} API:服务器监控价格,达到触发价后自动平指定张数。 |
| | | * order_type 使用 {@code plan-close-*-position}(仓位计划止盈止损), |
| | | * 支持指定 size 部分平仓,多次触发的止盈单互不影响。 |
| | | * |
| | | * <h3>为何不用 close-*-position</h3> |
| | | * {@code close-long-position} / {@code close-short-position} 仅支持全部平仓(size=0), |
| | | * 且双仓模式还需额外设置 {@code auto_size}。网格策略需要指定张数部分平仓, |
| | | * 因此必须使用 {@code plan-close-long-position} / {@code plan-close-short-position}。 |
| | | * |
| | | * @param triggerPrice 触发价格 |
| | | * @param rule 触发规则(NUMBER_1: ≥ 触发价,NUMBER_2: ≤ 触发价) |
| | | * @param orderType stop 类型(close-long-position / close-short-position) |
| | | * @param orderType stop 类型(plan-close-long-position / plan-close-short-position) |
| | | * @param size 平仓张数(正=平空,负=平多) |
| | | */ |
| | | public void placeTakeProfit(BigDecimal triggerPrice, |
| | |
| | | log.info("[TradeExec] 止盈单已创建, 触发价:{}, 类型:{}, size:{}, id:{}", |
| | | triggerPrice, orderType, size, response.getId()); |
| | | } catch (Exception e) { |
| | | log.error("[TradeExec] 止盈单创建失败, 触发价:{}, size:{}", triggerPrice, size, e); |
| | | log.error("[TradeExec] 止盈单创建失败, 触发价:{}, size:{}, 立即市价止盈", triggerPrice, size, e); |
| | | marketClose(size); |
| | | } |
| | | }); |
| | | } |
| | | |
| | | /** |
| | | * 市价止盈:在止盈条件单创建失败时立即市价平仓。 |
| | | * size 与止盈单保持一致(负=平多,正=平空)。 |
| | | */ |
| | | private void marketClose(String size) { |
| | | try { |
| | | FuturesOrder order = new FuturesOrder(); |
| | | order.setContract(contract); |
| | | order.setSize(size); |
| | | order.setPrice("0"); |
| | | order.setTif(FuturesOrder.TifEnum.IOC); |
| | | order.setReduceOnly(true); |
| | | order.setText("t-grid-mkt-close"); |
| | | FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null); |
| | | log.info("[TradeExec] 市价止盈成功, 价格:{}, size:{}, id:{}", result.getFillPrice(), size, result.getId()); |
| | | } catch (Exception e) { |
| | | log.error("[TradeExec] 市价止盈也失败, size:{}", size, e); |
| | | } |
| | | } |
| | | |
| | | /** |
| | |
| | | } |
| | | |
| | | /** |
| | | * 异步挂限价单(GTC),用于网格限价开仓。 |
| | | * |
| | | * @param price 限价价格 |
| | | * @param size 下单张数(正=多 / 负=空) |
| | | * @param onSuccess 成功回调,接收 orderId(可为 null) |
| | | * @param onFailure 失败回调(可为 null) |
| | | */ |
| | | public void placeGridLimitOrder(BigDecimal price, String size, Consumer<String> onSuccess, Runnable onFailure) { |
| | | executor.execute(() -> { |
| | | try { |
| | | FuturesOrder order = new FuturesOrder(); |
| | | order.setContract(contract); |
| | | order.setSize(size); |
| | | order.setPrice(price.toString()); |
| | | order.setTif(FuturesOrder.TifEnum.GTC); |
| | | order.setText(size.startsWith("-") ? "t-grid-limit-short" : "t-grid-limit-long"); |
| | | FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null); |
| | | log.info("[TradeExec] 限价单已挂, price:{}, size:{}, id:{}, status:{}", price, size, result.getId(), result.getStatus()); |
| | | if (onSuccess != null) { |
| | | onSuccess.accept(String.valueOf(result.getId())); |
| | | } |
| | | } catch (Exception e) { |
| | | log.error("[TradeExec] 限价单挂单失败, price:{}, size:{}", price, size, e); |
| | | if (onFailure != null) { |
| | | onFailure.run(); |
| | | } |
| | | } |
| | | }); |
| | | } |
| | | |
| | | /** |
| | | * 异步取消指定订单。 |
| | | * |
| | | * @param orderId 订单 ID,为 null 时跳过 |
| | | */ |
| | | public void cancelOrder(String orderId) { |
| | | if (orderId == null) { |
| | | return; |
| | | } |
| | | executor.execute(() -> { |
| | | try { |
| | | FuturesOrder cancelled = futuresApi.cancelFuturesOrder(SETTLE, orderId, null); |
| | | log.info("[TradeExec] 订单已取消, id:{}, status:{}", orderId, cancelled.getStatus()); |
| | | } catch (Exception e) { |
| | | log.warn("[TradeExec] 取消订单失败(可能已成交), id:{}", orderId); |
| | | } |
| | | }); |
| | | } |
| | | |
| | | /** |
| | | * 异步创建条件开仓单(价格触发后以触发价限价开仓)。 |
| | | * |
| | | * <p>服务器监控价格,达到触发价后以触发价挂 GTC 限价单开仓。与止盈单不同,不设 order_type(默认开仓), |
| | | * reduce_only=false。 |
| | | * |
| | | * @param triggerPrice 触发价格(同时也是限价执行价格) |
| | | * @param rule 触发规则(NUMBER_1: 最新价≥触发价时执行;NUMBER_2: 最新价≤触发价时执行) |
| | | * @param size 开仓张数(正=开多,负=开空) |
| | | * @param onSuccess 成功回调,接收 conditionOrderId |
| | | * @param onFailure 失败回调 |
| | | */ |
| | | public void placeConditionalEntryOrder(BigDecimal triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum rule, |
| | | String size, |
| | | Consumer<String> onSuccess, |
| | | Runnable onFailure) { |
| | | executor.execute(() -> { |
| | | try { |
| | | FuturesPriceTrigger trigger = new FuturesPriceTrigger(); |
| | | trigger.setStrategyType(FuturesPriceTrigger.StrategyTypeEnum.NUMBER_0); |
| | | trigger.setPriceType(FuturesPriceTrigger.PriceTypeEnum.NUMBER_0); |
| | | trigger.setPrice(triggerPrice.toString()); |
| | | trigger.setRule(rule); |
| | | trigger.setExpiration(0); |
| | | |
| | | FuturesInitialOrder initial = new FuturesInitialOrder(); |
| | | initial.setContract(contract); |
| | | initial.setSize(Long.parseLong(size)); |
| | | initial.setPrice(triggerPrice.toString()); |
| | | initial.setTif(FuturesInitialOrder.TifEnum.GTC); |
| | | initial.setReduceOnly(false); |
| | | |
| | | FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder(); |
| | | order.setTrigger(trigger); |
| | | order.setInitial(initial); |
| | | |
| | | TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order); |
| | | String orderId = String.valueOf(response.getId()); |
| | | log.info("[TradeExec] 条件开仓单已创建, trigger:{}, rule:{}, size:{}, id:{}", |
| | | triggerPrice, rule, size, orderId); |
| | | if (onSuccess != null) { |
| | | onSuccess.accept(orderId); |
| | | } |
| | | } catch (Exception e) { |
| | | log.error("[TradeExec] 条件开仓单创建失败, trigger:{}, size:{}", triggerPrice, size, e); |
| | | if (onFailure != null) { |
| | | onFailure.run(); |
| | | } |
| | | } |
| | | }); |
| | | } |
| | | |
| | | /** |
| | | * 异步取消单个条件单。 |
| | | * |
| | | * @param orderId 条件单 ID,为 null 时跳过 |
| | | */ |
| | | public void cancelConditionalOrder(String orderId) { |
| | | if (orderId == null) { |
| | | return; |
| | | } |
| | | executor.execute(() -> { |
| | | try { |
| | | futuresApi.cancelPriceTriggeredOrder(SETTLE, Long.parseLong(orderId)); |
| | | log.info("[TradeExec] 条件单已取消, id:{}", orderId); |
| | | } catch (Exception e) { |
| | | log.warn("[TradeExec] 取消条件单失败(可能已触发), id:{}", orderId); |
| | | } |
| | | }); |
| | | } |
| | | |
| | | /** |
| | | * 构建 FuturesPriceTriggeredOrder 对象。 |
| | | * |
| | | * <p>策略=0(价格触发),price_type=0(最新价),expiration=0(永不过期), |
| | | * tif=IOC(立即成交或取消),reduce_only=true(只减仓不开新仓)。 |
| | | * |
| | | * <h3>size 参数说明</h3> |
| | | * <ul> |
| | | * <li>plan-close-long-position:size 为负,表示平多仓多少张</li> |
| | | * <li>plan-close-short-position:size 为正,表示平空仓多少张</li> |
| | | * </ul> |
| | | * 每次只平指定张数,不会全平仓位,多个止盈单可并存且互不影响。 |
| | | */ |
| | | private FuturesPriceTriggeredOrder buildTriggeredOrder(BigDecimal triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum rule, |