| | |
| | | import com.alibaba.fastjson.JSONObject; |
| | | import com.xcong.excoin.modules.gateApi.GateGridTradeService; |
| | | import com.xcong.excoin.modules.gateApi.wsHandler.AbstractPrivateChannelHandler; |
| | | import io.gate.gateapi.models.Position; |
| | | import lombok.extern.slf4j.Slf4j; |
| | | |
| | | import java.math.BigDecimal; |
| | | |
| | | /** |
| | | * 仓位频道处理器。 |
| | | * 私有频道,需认证。解析仓位推送后回调 {@link GateGridTradeService#onPositionUpdate}。 |
| | | * |
| | | * <h3>数据用途</h3> |
| | | * 监控仓位数量(size)和入场价(entry_price)。 |
| | | * 有仓位时(size.abs > 0):标记方向活跃,记录入场价 → 基底首次成交记录基底入场价并等待生成网格队列, |
| | | * 非基底成交立即设止盈条件单。无仓位时(size=0):标记方向不活跃。 |
| | | * |
| | | * <h3>推送字段</h3> |
| | | * contract, mode(dual_long / dual_short), size(正=多头,负=空头),entry_price |
| | | * |
| | | * <h3>注意</h3> |
| | | * 双向持仓模式下空头 size 为负数,使用 {@code size.abs()} 判断是否有仓位。 |
| | | * 累计盈亏不由本频道计算,而是由 {@link PositionClosesChannelHandler} 独立处理。 |
| | | * 止盈条件单由服务端自动触发平仓,本频道不负责开仓操作。 |
| | | * |
| | | * @author Administrator |
| | | */ |
| | |
| | | |
| | | @Override |
| | | public boolean handleMessage(JSONObject response) { |
| | | String channel = response.getString("channel"); |
| | | if (!CHANNEL_NAME.equals(channel)) { |
| | | if (!CHANNEL_NAME.equals(response.getString("channel"))) { |
| | | return false; |
| | | } |
| | | try { |
| | |
| | | if (!getContract().equals(pos.getString("contract"))) { |
| | | continue; |
| | | } |
| | | String mode = pos.getString("mode"); |
| | | String modeStr = pos.getString("mode"); |
| | | Position.ModeEnum mode = Position.ModeEnum.fromValue(modeStr); |
| | | BigDecimal size = new BigDecimal(pos.getString("size")); |
| | | BigDecimal entryPrice = new BigDecimal(pos.getString("entry_price")); |
| | | log.info("[{}] 推送: contract={}, mode={}, size={}, entry_price={}", |
| | | CHANNEL_NAME, getContract(), mode, size, entryPrice); |
| | | log.info("[{}] 持仓更新, 模式:{}, 数量:{}, 入场价:{}", CHANNEL_NAME, modeStr, size, entryPrice); |
| | | if (getGridTradeService() != null) { |
| | | getGridTradeService().onPositionUpdate(getContract(), mode, size, entryPrice); |
| | | } |
| | | } |
| | | } catch (Exception e) { |
| | | log.error("[{}] 处理数据失败", CHANNEL_NAME, e); |
| | | } |
| | | } catch (Exception e) { log.error("[{}] 处理数据失败", CHANNEL_NAME, e); } |
| | | return true; |
| | | } |
| | | } |