| | |
| | | import java.math.BigDecimal; |
| | | import java.math.RoundingMode; |
| | | import java.util.*; |
| | | import java.util.concurrent.atomic.AtomicBoolean; |
| | | import java.util.concurrent.atomic.AtomicInteger; |
| | | |
| | | import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler; |
| | |
| | | private volatile int lastLongStopLossGridId = Integer.MAX_VALUE; |
| | | /** 最近触发止损的空头网格ID */ |
| | | private volatile int lastShortStopLossGridId = Integer.MAX_VALUE; |
| | | /** 自定义止损模式激活标记:true=尚未发生第一次止损触发,第一次触发后置 false(触发未触发侧重挂默认) */ |
| | | private final AtomicBoolean dualStopLossModeActive = new AtomicBoolean(false); |
| | | |
| | | private volatile BigDecimal lastKlinePrice; |
| | | private volatile BigDecimal markPrice = BigDecimal.ZERO; |
| | |
| | | shortPositionSize = BigDecimal.ZERO; |
| | | baseLongOpened = false; |
| | | baseShortOpened = false; |
| | | config.setBaseLongTraderParam(null); |
| | | config.setBaseShortTraderParam(null); |
| | | longActive = false; |
| | | shortActive = false; |
| | | accumulatedLongLossCount = 0; |
| | | accumulatedShortLossCount = 0; |
| | | lastLongStopLossGridId = Integer.MAX_VALUE; |
| | | lastShortStopLossGridId = Integer.MAX_VALUE; |
| | | dualStopLossModeActive.set(false); |
| | | shortPriceQueue.clear(); |
| | | longPriceQueue.clear(); |
| | | totalShortPriceQueue.clear(); |
| | |
| | | .entryOrderId(orderId) |
| | | .build(); |
| | | config.setBaseLongTraderParam(baseLongTp); |
| | | tryGenerateQueues(); |
| | | }, null); |
| | | executor.openShort(negate(size), (orderId) -> { |
| | | TraderParam baseShortTp = TraderParam.builder() |
| | | .entryOrderId(orderId) |
| | | .build(); |
| | | config.setBaseShortTraderParam(baseShortTp); |
| | | tryGenerateQueues(); |
| | | }, null); |
| | | return; |
| | | } |
| | |
| | | int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()); |
| | | extendShortStopLoss(posSize, shortGridElement.getId()); |
| | | // [Gate] 止盈挂单:超出基础仓位的部分,挂在多仓第一止损位 |
| | | if (config.isPlaceExcessTakeProfit()) { |
| | | if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) { |
| | | placeExcessTakeProfit(posSize, false); |
| | | } else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) { |
| | | placeDispersedTakeProfit(posSize, false, shortGridElement.getId()); |
| | | } |
| | | log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize); |
| | | |
| | |
| | | int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()); |
| | | extendLongStopLoss(posSize, longGridElement.getId()); |
| | | // [Gate] 止盈挂单:超出基础仓位的部分,挂在空仓第一止损位 |
| | | if (config.isPlaceExcessTakeProfit()) { |
| | | if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) { |
| | | placeExcessTakeProfit(posSize, true); |
| | | } else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) { |
| | | placeDispersedTakeProfit(posSize, true, longGridElement.getId()); |
| | | } |
| | | log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize); |
| | | |
| | |
| | | * <li>状态切换为 ACTIVE</li> |
| | | * </ol> |
| | | */ |
| | | private void tryGenerateQueues() { |
| | | if (baseLongOpened && baseShortOpened) { |
| | | private synchronized void tryGenerateQueues() { |
| | | // 幂等保护:生成队列后 state 切换为 ACTIVE,避免多线程重复执行 |
| | | if (state != StrategyState.OPENING) { |
| | | return; |
| | | } |
| | | TraderParam baseLongTraderParam = config.getBaseLongTraderParam(); |
| | | TraderParam baseShortTraderParam = config.getBaseShortTraderParam(); |
| | | // 需同时满足:多空基底均已成交,且两个下单参数(orderId)均已通过下单成功回调拿到。 |
| | | // IOC 市价单成交后 WS 持仓推送可能先于 REST 下单响应返回,必须等参数就绪再生成队列。 |
| | | if (!(baseLongOpened && baseShortOpened) |
| | | || baseLongTraderParam == null || baseShortTraderParam == null) { |
| | | return; |
| | | } |
| | | { |
| | | generateShortQueue(); |
| | | generateLongQueue(); |
| | | updateGridElements(); |
| | | |
| | | GridElement baseGridElement = GridElement.findById(0); |
| | | TraderParam baseLongTraderParam = config.getBaseLongTraderParam(); |
| | | baseGridElement.setLongOrderId(baseLongTraderParam.getEntryOrderId()); |
| | | baseGridElement.setHasLongOrder(true); |
| | | TraderParam baseShortTraderParam = config.getBaseShortTraderParam(); |
| | | baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId()); |
| | | baseGridElement.setHasShortOrder(true); |
| | | |
| | |
| | | // ); |
| | | // } |
| | | |
| | | int shortTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1; |
| | | for (int id = 2; id <= shortTime; id++) { |
| | | GridElement elem = GridElement.findById(id); |
| | | if (elem == null) { |
| | | continue; |
| | | } |
| | | BigDecimal triggerPrice = elem.getGridPrice(); |
| | | String size = config.getQuantity(); |
| | | int finalId = id; |
| | | executor.placeTakeProfit( |
| | | triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, |
| | | ORDER_TYPE_CLOSE_SHORT, |
| | | size, |
| | | profitId -> { |
| | | elem.addShortStopLossOrderId(profitId); |
| | | GridElement.refreshIndices(); |
| | | log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId); |
| | | } |
| | | ); |
| | | if (config.isDualStopLossEnabled()) { |
| | | placeCustomStopLosses(); |
| | | } else { |
| | | placeDefaultStopLossLadders(); |
| | | } |
| | | |
| | | state = StrategyState.ACTIVE; |
| | | } |
| | | } |
| | | |
| | | // ========== 自定义止损(按触发价各挂一单) ========== |
| | | |
| | | int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1; |
| | | for (int id = -2; id >= -longTime; id--) { |
| | | GridElement elem = GridElement.findById(id); |
| | | if (elem == null) { |
| | | continue; |
| | | } |
| | | BigDecimal triggerPrice = elem.getGridPrice(); |
| | | String size = config.getQuantity(); |
| | | int finalId = id; |
| | | /** |
| | | * 自定义止损初始化:按多空止损触发价匹配最近网格,各挂一张覆盖全仓位(baseQuantity)的止损单。 |
| | | * 多仓止损:NUMBER_2(价格 ≤ 触发价平多),空仓止损:NUMBER_1(价格 ≥ 触发价平空)。 |
| | | */ |
| | | private void placeCustomStopLosses() { |
| | | dualStopLossModeActive.set(true); |
| | | String baseQty = config.getBaseQuantity(); |
| | | BigDecimal longPrice = config.getLongStopLossPrice(); |
| | | BigDecimal shortPrice = config.getShortStopLossPrice(); |
| | | |
| | | if (longPrice != null && longPrice.compareTo(BigDecimal.ZERO) > 0) { |
| | | GridElement longElem = findNearestGridElementByPrice(longPrice); |
| | | if (longElem != null) { |
| | | BigDecimal triggerPrice = longElem.getGridPrice(); |
| | | executor.placeTakeProfit( |
| | | triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_2, |
| | | ORDER_TYPE_CLOSE_LONG, |
| | | negate(size), |
| | | negate(baseQty), |
| | | profitId -> { |
| | | elem.addLongStopLossOrderId(profitId); |
| | | longElem.addLongStopLossOrderId(profitId); |
| | | GridElement.refreshIndices(); |
| | | log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId); |
| | | log.info("[Gate] 自定义多仓止损已挂, 目标价:{}, 匹配gridId:{}, 触发价:{}, stopLossId:{}", |
| | | longPrice, longElem.getId(), triggerPrice, profitId); |
| | | } |
| | | ); |
| | | } else { |
| | | log.warn("[Gate] 自定义多仓止损价:{} 未匹配到任何网格", longPrice); |
| | | } |
| | | |
| | | log.info("[Gate] 止损止盈单已全部挂完, 空仓止损:2~{}, 多仓止损:-2~-{}", shortTime, longTime); |
| | | |
| | | state = StrategyState.ACTIVE; |
| | | } |
| | | |
| | | if (shortPrice != null && shortPrice.compareTo(BigDecimal.ZERO) > 0) { |
| | | GridElement shortElem = findNearestGridElementByPrice(shortPrice); |
| | | if (shortElem != null) { |
| | | BigDecimal triggerPrice = shortElem.getGridPrice(); |
| | | executor.placeTakeProfit( |
| | | triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, |
| | | ORDER_TYPE_CLOSE_SHORT, |
| | | baseQty, |
| | | profitId -> { |
| | | shortElem.addShortStopLossOrderId(profitId); |
| | | GridElement.refreshIndices(); |
| | | log.info("[Gate] 自定义空仓止损已挂, 目标价:{}, 匹配gridId:{}, 触发价:{}, stopLossId:{}", |
| | | shortPrice, shortElem.getId(), triggerPrice, profitId); |
| | | } |
| | | ); |
| | | } else { |
| | | log.warn("[Gate] 自定义空仓止损价:{} 未匹配到任何网格", shortPrice); |
| | | } |
| | | } |
| | | log.info("[Gate] 自定义止损初始化完成, 多仓止损价:{}, 空仓止损价:{}", longPrice, shortPrice); |
| | | } |
| | | |
| | | /** |
| | | * 默认止损阶梯(原有逻辑):空仓从 ID=2 向上、多仓从 ID=-2 向下,各挂 baseQuantity/quantity 格、每格 quantity 张。 |
| | | */ |
| | | private void placeDefaultStopLossLadders() { |
| | | placeDefaultShortStopLossLadder(); |
| | | placeDefaultLongStopLossLadder(); |
| | | int shortTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1; |
| | | int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1; |
| | | log.info("[Gate] 止损止盈单已全部挂完, 空仓止损:2~{}, 多仓止损:-2~-{}", shortTime, longTime); |
| | | } |
| | | |
| | | /** |
| | | * 默认空仓止损阶梯:从 ID=2 向上挂,每格 quantity 张,NUMBER_1(价格 ≥ 触发价平空)。 |
| | | */ |
| | | private void placeDefaultShortStopLossLadder() { |
| | | int shortTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1; |
| | | for (int id = 2; id <= shortTime; id++) { |
| | | GridElement elem = GridElement.findById(id); |
| | | if (elem == null) { |
| | | continue; |
| | | } |
| | | BigDecimal triggerPrice = elem.getGridPrice(); |
| | | String size = config.getQuantity(); |
| | | int finalId = id; |
| | | executor.placeTakeProfit( |
| | | triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, |
| | | ORDER_TYPE_CLOSE_SHORT, |
| | | size, |
| | | profitId -> { |
| | | elem.addShortStopLossOrderId(profitId); |
| | | GridElement.refreshIndices(); |
| | | log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId); |
| | | } |
| | | ); |
| | | } |
| | | } |
| | | |
| | | /** |
| | | * 默认多仓止损阶梯:从 ID=-2 向下挂,每格 quantity 张,NUMBER_2(价格 ≤ 触发价平多)。 |
| | | */ |
| | | private void placeDefaultLongStopLossLadder() { |
| | | int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1; |
| | | for (int id = -2; id >= -longTime; id--) { |
| | | GridElement elem = GridElement.findById(id); |
| | | if (elem == null) { |
| | | continue; |
| | | } |
| | | BigDecimal triggerPrice = elem.getGridPrice(); |
| | | String size = config.getQuantity(); |
| | | int finalId = id; |
| | | executor.placeTakeProfit( |
| | | triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_2, |
| | | ORDER_TYPE_CLOSE_LONG, |
| | | negate(size), |
| | | profitId -> { |
| | | elem.addLongStopLossOrderId(profitId); |
| | | GridElement.refreshIndices(); |
| | | log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId); |
| | | } |
| | | ); |
| | | } |
| | | } |
| | | |
| | | /** |
| | | * 按「价格 → 最近网格」匹配:返回 gridPrice 与目标价绝对值差最小的网格元素。 |
| | | */ |
| | | private GridElement findNearestGridElementByPrice(BigDecimal price) { |
| | | if (price == null || price.compareTo(BigDecimal.ZERO) <= 0) { |
| | | return null; |
| | | } |
| | | GridElement nearest = null; |
| | | BigDecimal minDiff = null; |
| | | for (GridElement e : config.getGridElements()) { |
| | | BigDecimal diff = e.getGridPrice().subtract(price).abs(); |
| | | if (minDiff == null || diff.compareTo(minDiff) < 0) { |
| | | minDiff = diff; |
| | | nearest = e; |
| | | } |
| | | } |
| | | return nearest; |
| | | } |
| | | |
| | | /** |
| | | * 只取消空仓止损单(保留空仓止盈),用于自定义止损首次触发时重挂未触发侧。 |
| | | */ |
| | | private void cancelAllShortStopLossesOnly() { |
| | | for (GridElement e : config.getGridElements()) { |
| | | for (String slId : new ArrayList<>(e.getShortStopLossOrderIds())) { |
| | | executor.cancelConditionalOrder(slId, oid -> {}); |
| | | } |
| | | e.clearShortStopLossOrderIds(); |
| | | } |
| | | GridElement.refreshIndices(); |
| | | log.info("[Gate] 已提交取消所有空仓止损(保留止盈)"); |
| | | } |
| | | |
| | | /** |
| | | * 只取消多仓止损单(保留多仓止盈),用于自定义止损首次触发时重挂未触发侧。 |
| | | */ |
| | | private void cancelAllLongStopLossesOnly() { |
| | | for (GridElement e : config.getGridElements()) { |
| | | for (String slId : new ArrayList<>(e.getLongStopLossOrderIds())) { |
| | | executor.cancelConditionalOrder(slId, oid -> {}); |
| | | } |
| | | e.clearLongStopLossOrderIds(); |
| | | } |
| | | GridElement.refreshIndices(); |
| | | log.info("[Gate] 已提交取消所有多仓止损(保留止盈)"); |
| | | } |
| | | |
| | | /** |
| | |
| | | } |
| | | } |
| | | |
| | | // 自定义止损模式:第一次止损触发时,取消未触发侧(空仓)自定义止损单并重挂默认阶梯 |
| | | if (config.isDualStopLossEnabled() && dualStopLossModeActive.compareAndSet(true, false)) { |
| | | cancelAllShortStopLossesOnly(); |
| | | placeDefaultShortStopLossLadder(); |
| | | log.info("[Gate] 自定义止损首次触发(多仓), 已取消空仓自定义止损并重挂默认阶梯"); |
| | | } |
| | | |
| | | } |
| | | |
| | | private void handleShortStopLossTriggered(GridElement gridElement, String orderId) { |
| | |
| | | log.info("[Gate] 空仓止损触发, 取消gridId:{}的空单,{}", cancelGridId, cancelOrderId); |
| | | }); |
| | | } |
| | | } |
| | | |
| | | // 自定义止损模式:第一次止损触发时,取消未触发侧(多仓)自定义止损单并重挂默认阶梯 |
| | | if (config.isDualStopLossEnabled() && dualStopLossModeActive.compareAndSet(true, false)) { |
| | | cancelAllLongStopLossesOnly(); |
| | | placeDefaultLongStopLossLadder(); |
| | | log.info("[Gate] 自定义止损首次触发(空仓), 已取消多仓自定义止损并重挂默认阶梯"); |
| | | } |
| | | } |
| | | |
| | |
| | | return; |
| | | } |
| | | |
| | | int totalOrders = filledQty / qty; |
| | | // [Gate] 止损只针对初始开仓仓位(baseQuantity),加仓部分只做止盈 |
| | | int totalOrders = baseQty / qty; |
| | | int[] orders = new int[gridCount]; |
| | | |
| | | if (gridCount == 1) { |
| | |
| | | return; |
| | | } |
| | | |
| | | int totalOrders = filledQty / qty; |
| | | // [Gate] 止损只针对初始开仓仓位(baseQuantity),加仓部分只做止盈 |
| | | int totalOrders = baseQty / qty; |
| | | int[] orders = new int[gridCount]; |
| | | |
| | | if (gridCount == 1) { |
| | |
| | | /** 注入WS客户端,用于订阅状态检查 */ |
| | | public void setWsClient(GateKlineWebSocketClient wsClient) { this.wsClient = wsClient; } |
| | | |
| | | // ========== 手动控制(Station 指令) ========== |
| | | |
| | | /** |
| | | * 手动取消多仓止盈 + 止损挂单,并同步清理对应 GridElement 的挂单记录。 |
| | | */ |
| | | public void cancelLongTakeProfitAndStopLoss() { |
| | | submitManualTask(this::cancelAllLongTakeProfitsAndStopLosses); |
| | | } |
| | | |
| | | /** |
| | | * 手动取消空仓止盈 + 止损挂单,并同步清理对应 GridElement 的挂单记录。 |
| | | */ |
| | | public void cancelShortTakeProfitAndStopLoss() { |
| | | submitManualTask(this::cancelAllShortTakeProfitsAndStopLosses); |
| | | } |
| | | |
| | | /** |
| | | * 手动重新生成多仓止盈 + 止损挂单,逻辑与挂单成交(onAutoOrder)一致: |
| | | * 先撤多仓所有止盈止损,再按交易所最新持仓重挂止损阶梯,超额部分挂止盈到空仓第一止损位。 |
| | | */ |
| | | public void rebuildLongTakeProfitAndStopLoss() { |
| | | submitManualTask(() -> { |
| | | cancelAllLongTakeProfitsAndStopLosses(); |
| | | int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()); |
| | | if (posSize <= 0) { |
| | | log.warn("[Gate] 生成多仓止盈止损失败:无多仓持仓"); |
| | | return; |
| | | } |
| | | extendLongStopLoss(posSize, 0); |
| | | if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) { |
| | | placeExcessTakeProfit(posSize, true); |
| | | } else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) { |
| | | placeDispersedTakeProfit(posSize, true, 0); |
| | | } |
| | | log.info("[Gate] 生成多仓止盈止损完成, 仓位:{}张", posSize); |
| | | }); |
| | | } |
| | | |
| | | /** |
| | | * 手动重新生成空仓止盈 + 止损挂单,逻辑与挂单成交(onAutoOrder)一致: |
| | | * 先撤空仓所有止盈止损,再按交易所最新持仓重挂止损阶梯,超额部分挂止盈到多仓第一止损位。 |
| | | */ |
| | | public void rebuildShortTakeProfitAndStopLoss() { |
| | | submitManualTask(() -> { |
| | | cancelAllShortTakeProfitsAndStopLosses(); |
| | | int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()); |
| | | if (posSize <= 0) { |
| | | log.warn("[Gate] 生成空仓止盈止损失败:无空仓持仓"); |
| | | return; |
| | | } |
| | | extendShortStopLoss(posSize, 0); |
| | | if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) { |
| | | placeExcessTakeProfit(posSize, false); |
| | | } else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) { |
| | | placeDispersedTakeProfit(posSize, false, 0); |
| | | } |
| | | log.info("[Gate] 生成空仓止盈止损完成, 仓位:{}张", posSize); |
| | | }); |
| | | } |
| | | |
| | | /** |
| | | * 多单平仓:市价平掉多仓 → 撤多仓所有挂单并更新 GridElement → 交由价格驱动(onKline→processGrid)重新入场。 |
| | | */ |
| | | public void closeLongPosition() { |
| | | submitManualTask(() -> closePositionByMode(Position.ModeEnum.DUAL_LONG, true)); |
| | | } |
| | | |
| | | /** |
| | | * 空单平仓:市价平掉空仓 → 撤空仓所有挂单并更新 GridElement → 交由价格驱动(onKline→processGrid)重新入场。 |
| | | */ |
| | | public void closeShortPosition() { |
| | | submitManualTask(() -> closePositionByMode(Position.ModeEnum.DUAL_SHORT, false)); |
| | | } |
| | | |
| | | /** |
| | | * 统一提交手动操作任务。策略停止(executor 已关闭)时直接忽略,避免 RejectedExecutionException。 |
| | | */ |
| | | private void submitManualTask(Runnable task) { |
| | | if (state == StrategyState.STOPPED) { |
| | | log.warn("[Gate] 策略已停止,忽略手动操作"); |
| | | return; |
| | | } |
| | | executor.submitTask(task); |
| | | } |
| | | |
| | | /** |
| | | * 按持仓模式市价平仓(reduceOnly + IOC),随后撤该方向所有挂单(止盈/止损/入场单)、 |
| | | * 更新 GridElement,并清空 active 与持仓量标记,让价格驱动在下一根 K 线重新挂入场单。 |
| | | * |
| | | * @param mode 持仓模式(DUAL_LONG / DUAL_SHORT) |
| | | * @param isLong true=多仓,false=空仓 |
| | | */ |
| | | private void closePositionByMode(Position.ModeEnum mode, boolean isLong) { |
| | | String sideLabel = isLong ? "多" : "空"; |
| | | // 1. 市价平掉对应方向仓位 |
| | | try { |
| | | Position pos = queryPosition(mode); |
| | | if (pos != null) { |
| | | String sizeStr = pos.getSize(); |
| | | long size = Long.parseLong(sizeStr); |
| | | if (size != 0) { |
| | | Position.ModeEnum posMode = pos.getMode(); |
| | | FuturesOrder closeOrder = new FuturesOrder(); |
| | | closeOrder.setContract(config.getContract()); |
| | | closeOrder.setPrice("0"); |
| | | closeOrder.setTif(FuturesOrder.TifEnum.IOC); |
| | | closeOrder.setReduceOnly(true); |
| | | if (posMode != null && posMode.getValue() != null && posMode.getValue().contains("dual")) { |
| | | closeOrder.setSize("0"); |
| | | closeOrder.setClose(false); |
| | | closeOrder.setAutoSize(size > 0 ? FuturesOrder.AutoSizeEnum.LONG : FuturesOrder.AutoSizeEnum.SHORT); |
| | | } else { |
| | | closeOrder.setSize(size > 0 ? String.valueOf(-size) : String.valueOf(Math.abs(size))); |
| | | } |
| | | closeOrder.setText("t-grid-manual-close"); |
| | | futuresApi.createFuturesOrder(SETTLE, closeOrder, null); |
| | | log.info("[Gate] 手动平{}仓, size:{}, mode:{}", sideLabel, sizeStr, posMode); |
| | | } |
| | | } |
| | | } catch (Exception e) { |
| | | log.warn("[Gate] 手动平{}仓失败", sideLabel, e); |
| | | } |
| | | |
| | | // 2. 撤该方向所有挂单 + 更新 GridElement |
| | | if (isLong) { |
| | | cancelAllLongTakeProfitsAndStopLosses(); |
| | | cancelAllLongEntryOrders(); |
| | | longActive = false; |
| | | longPositionSize = BigDecimal.ZERO; |
| | | } else { |
| | | cancelAllShortTakeProfitsAndStopLosses(); |
| | | cancelAllShortEntryOrders(); |
| | | shortActive = false; |
| | | shortPositionSize = BigDecimal.ZERO; |
| | | } |
| | | log.info("[Gate] {}仓已平仓并清理挂单,交由价格驱动重新入场", sideLabel); |
| | | } |
| | | |
| | | /** |
| | | * 取消所有多仓入场单(条件开仓单),并清空 GridElement 的多仓挂单记录。 |
| | | */ |
| | | private void cancelAllLongEntryOrders() { |
| | | for (GridElement e : config.getGridElements()) { |
| | | for (String oid : new ArrayList<>(e.getLongOrderIds())) { |
| | | executor.cancelConditionalOrder(oid, o -> {}); |
| | | } |
| | | e.getLongTraderParam().setEntryOrderId(null); |
| | | e.getLongTraderParam().setEntryOrderPlaced(false); |
| | | e.setHasLongOrder(false); |
| | | e.clearLongOrderIds(); |
| | | } |
| | | GridElement.refreshIndices(); |
| | | log.info("[Gate] 已提交取消所有多仓入场单"); |
| | | } |
| | | |
| | | /** |
| | | * 取消所有空仓入场单(条件开仓单),并清空 GridElement 的空仓挂单记录。 |
| | | */ |
| | | private void cancelAllShortEntryOrders() { |
| | | for (GridElement e : config.getGridElements()) { |
| | | for (String oid : new ArrayList<>(e.getShortOrderIds())) { |
| | | executor.cancelConditionalOrder(oid, o -> {}); |
| | | } |
| | | e.getShortTraderParam().setEntryOrderId(null); |
| | | e.getShortTraderParam().setEntryOrderPlaced(false); |
| | | e.setHasShortOrder(false); |
| | | e.clearShortOrderIds(); |
| | | } |
| | | GridElement.refreshIndices(); |
| | | log.info("[Gate] 已提交取消所有空仓入场单"); |
| | | } |
| | | |
| | | // ========== 止损查表辅助方法 ========== |
| | | |
| | | /** 找到第一个有多仓止损单的网格(首个匹配即返回) */ |
| | |
| | | } |
| | | |
| | | /** |
| | | * 分散止盈:把超出基础仓位的部分,从入场网格下一格开始逐格挂止盈单,一直挂到对手盘止损位。 |
| | | * |
| | | * <p>数量分配:excessQty ÷ 网格数向下取整,余数全部挂在最后一个止盈网格(对手盘止损位)。 |
| | | * |
| | | * <p>方向:多仓成交向价格更高方向(id 递增)铺到空仓第一止损位; |
| | | * 空仓成交向价格更低方向(id 递减)铺到多仓第一止损位。 |
| | | * |
| | | * @param posSize 当前总持仓张数 |
| | | * @param isLong true=多仓成交,false=空仓成交 |
| | | * @param entryGridId 入场网格 ID |
| | | */ |
| | | private void placeDispersedTakeProfit(int posSize, boolean isLong, int entryGridId) { |
| | | int baseQty = Integer.parseInt(config.getBaseQuantity()); |
| | | int excessQty = posSize - baseQty; |
| | | if (excessQty <= 0) { |
| | | return; |
| | | } |
| | | |
| | | GridElement endElem = isLong ? findFirstShortStopLossGrid() : findFirstLongStopLossGrid(); |
| | | if (endElem == null) { |
| | | log.warn("[Gate] {}分散止盈失败:未找到对手盘止损位", isLong ? "多仓" : "空仓"); |
| | | return; |
| | | } |
| | | int endId = endElem.getId(); |
| | | int dir = isLong ? 1 : -1; |
| | | int startId = entryGridId + dir; |
| | | |
| | | // 终点必须在起点前进方向上,否则退化为集中止盈(全部挂对手盘止损位) |
| | | boolean valid = isLong ? (endId >= startId) : (endId <= startId); |
| | | if (!valid) { |
| | | placeExcessTakeProfit(posSize, isLong); |
| | | return; |
| | | } |
| | | |
| | | // 收集区间内全部网格(含两端) |
| | | List<GridElement> gridList = new ArrayList<>(); |
| | | int id = startId; |
| | | while (true) { |
| | | GridElement e = GridElement.findById(id); |
| | | if (e == null) { |
| | | break; |
| | | } |
| | | gridList.add(e); |
| | | if (id == endId) { |
| | | break; |
| | | } |
| | | id += dir; |
| | | if (gridList.size() > config.getGridQueueSize() * 2 + 4) { |
| | | break; |
| | | } |
| | | } |
| | | if (gridList.isEmpty() || gridList.get(gridList.size() - 1).getId() != endId) { |
| | | // 未能铺满到终点(网格缺失),退化为集中止盈 |
| | | placeExcessTakeProfit(posSize, isLong); |
| | | return; |
| | | } |
| | | |
| | | int n = gridList.size(); |
| | | int perGrid = excessQty / n; |
| | | int remainder = excessQty % n; |
| | | |
| | | for (int i = 0; i < n; i++) { |
| | | int qty = perGrid; |
| | | if (i == n - 1) { |
| | | qty += remainder; |
| | | } |
| | | if (qty <= 0) { |
| | | continue; |
| | | } |
| | | final GridElement elem = gridList.get(i); |
| | | final int gid = elem.getId(); |
| | | final BigDecimal triggerPrice = elem.getGridPrice(); |
| | | final String size = isLong ? negate(String.valueOf(qty)) : String.valueOf(qty); |
| | | final String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT; |
| | | final FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1 |
| | | : FuturesPriceTrigger.RuleEnum.NUMBER_2; |
| | | executor.placeTakeProfit(triggerPrice, rule, orderType, size, |
| | | profitId -> { |
| | | if (isLong) { |
| | | longTakeProfitTraderIdParam(elem, profitId, true); |
| | | } else { |
| | | shortTakeProfitTraderIdParam(elem, profitId, true); |
| | | } |
| | | log.info("[Gate] 分散止盈 {} gridId:{}, 触发价:{}, 数量:{}, tpId:{}", |
| | | isLong ? "多仓" : "空仓", gid, triggerPrice, size, profitId); |
| | | } |
| | | ); |
| | | } |
| | | } |
| | | |
| | | /** |
| | | * 在指定网格挂一笔对手止盈单(非满仓超额止盈,挂在止损触发位的下一格)。 |
| | | */ |
| | | private void placeTakeProfitAtGrid(GridElement tpElem, boolean isLong, int qty, int times) { |