| | |
| | | private String longTakeProfitOrderId; |
| | | /** 空仓止盈订单 ID */ |
| | | private String shortTakeProfitOrderId; |
| | | /** 多仓止损订单 ID */ |
| | | private String longStopLossOrderId; |
| | | /** 空仓止损订单 ID */ |
| | | private String shortStopLossOrderId; |
| | | |
| | | /** 全局 ID 索引,由 {@link GateConfig#setGridElements(List)} 触发重建,O(1) 查找 */ |
| | | private static final Map<Integer, GridElement> INDEX = new ConcurrentHashMap<>(); |
| | |
| | | private static final Map<String, GridElement> LONG_TP_ORDER_ID_INDEX = new ConcurrentHashMap<>(); |
| | | /** 全局空仓止盈订单 ID 索引,由 {@link GateConfig#setGridElements(List)} 触发重建,O(1) 查找 */ |
| | | private static final Map<String, GridElement> SHORT_TP_ORDER_ID_INDEX = new ConcurrentHashMap<>(); |
| | | /** 全局多仓止损订单 ID 索引 */ |
| | | private static final Map<String, GridElement> LONG_SL_ORDER_ID_INDEX = new ConcurrentHashMap<>(); |
| | | /** 全局空仓止损订单 ID 索引 */ |
| | | private static final Map<String, GridElement> SHORT_SL_ORDER_ID_INDEX = new ConcurrentHashMap<>(); |
| | | |
| | | /** |
| | | * 根据 ID 快速查找网格元素(O(1))。 |
| | |
| | | return SHORT_TP_ORDER_ID_INDEX.get(orderId); |
| | | } |
| | | |
| | | /** @return 当前多仓止盈单数量 */ |
| | | public static int getLongTakeProfitCount() { return LONG_TP_ORDER_ID_INDEX.size(); } |
| | | |
| | | /** @return 当前空仓止盈单数量 */ |
| | | public static int getShortTakeProfitCount() { return SHORT_TP_ORDER_ID_INDEX.size(); } |
| | | |
| | | /** |
| | | * 根据多仓止损订单 ID 快速查找网格元素(O(1))。 |
| | | */ |
| | | public static GridElement findByLongStopLossOrderId(String orderId) { |
| | | return LONG_SL_ORDER_ID_INDEX.get(orderId); |
| | | } |
| | | |
| | | /** |
| | | * 根据空仓止损订单 ID 快速查找网格元素(O(1))。 |
| | | */ |
| | | public static GridElement findByShortStopLossOrderId(String orderId) { |
| | | return SHORT_SL_ORDER_ID_INDEX.get(orderId); |
| | | } |
| | | |
| | | /** |
| | | * 从列表中重建全局 ID 索引和价格索引。 |
| | | * 由 {@link GateConfig#setGridElements(List)} 在每次列表变更后调用。 |
| | |
| | | SHORT_ORDER_ID_INDEX.clear(); |
| | | LONG_TP_ORDER_ID_INDEX.clear(); |
| | | SHORT_TP_ORDER_ID_INDEX.clear(); |
| | | LONG_SL_ORDER_ID_INDEX.clear(); |
| | | SHORT_SL_ORDER_ID_INDEX.clear(); |
| | | for (GridElement e : elements) { |
| | | INDEX.put(e.getId(), e); |
| | | putDynamicIndices(e); |
| | |
| | | SHORT_ORDER_ID_INDEX.clear(); |
| | | LONG_TP_ORDER_ID_INDEX.clear(); |
| | | SHORT_TP_ORDER_ID_INDEX.clear(); |
| | | LONG_SL_ORDER_ID_INDEX.clear(); |
| | | SHORT_SL_ORDER_ID_INDEX.clear(); |
| | | for (GridElement e : INDEX.values()) { |
| | | putDynamicIndices(e); |
| | | } |
| | |
| | | sorted.sort((a, b) -> Integer.compare(a.getId(), b.getId())); |
| | | StringBuilder sb = new StringBuilder("\n========== 网格数据 ==========\n"); |
| | | for (GridElement e : sorted) { |
| | | if (e.isHasLongOrder() || e.isHasShortOrder()){ |
| | | if (e.isHasLongOrder() || e.isHasShortOrder() |
| | | || e.getLongStopLossOrderId() != null || e.getShortStopLossOrderId() != null){ |
| | | sb.append(String.format( |
| | | " ID=%4d 价格=%s up=%s down=%s 多仓=%s(%s) 空仓=%s(%s) 多止盈=%s 空止盈=%s\n", |
| | | " ID=%4d 价格=%s up=%s down=%s 多仓=%s(%s) 空仓=%s(%s) 多止盈=%s 空止盈=%s 多止损=%s 空止损=%s\n", |
| | | e.getId(), |
| | | e.getGridPrice(), |
| | | e.getUpId(), |
| | |
| | | e.isHasShortOrder() ? "有" : "无", |
| | | e.getShortOrderId() != null ? e.getShortOrderId() : "-", |
| | | e.getLongTakeProfitOrderId() != null ? e.getLongTakeProfitOrderId() : "-", |
| | | e.getShortTakeProfitOrderId() != null ? e.getShortTakeProfitOrderId() : "-" |
| | | e.getShortTakeProfitOrderId() != null ? e.getShortTakeProfitOrderId() : "-", |
| | | e.getLongStopLossOrderId() != null ? e.getLongStopLossOrderId() : "-", |
| | | e.getShortStopLossOrderId() != null ? e.getShortStopLossOrderId() : "-" |
| | | )); |
| | | } |
| | | } |
| | | sb.append(String.format( |
| | | "------------------------------------------------------------\n" + |
| | | " 索引统计: ID=%d 价格=%d 多仓订单ID=%d 空仓订单ID=%d 多止盈ID=%d 空止盈ID=%d\n", |
| | | " 索引统计: ID=%d 价格=%d 多仓订单ID=%d 空仓订单ID=%d 多止盈ID=%d 空止盈ID=%d 多止损ID=%d 空止损ID=%d\n", |
| | | INDEX.size(), |
| | | PRICE_INDEX.size(), |
| | | LONG_ORDER_ID_INDEX.size(), |
| | | SHORT_ORDER_ID_INDEX.size(), |
| | | LONG_TP_ORDER_ID_INDEX.size(), |
| | | SHORT_TP_ORDER_ID_INDEX.size() |
| | | SHORT_TP_ORDER_ID_INDEX.size(), |
| | | LONG_SL_ORDER_ID_INDEX.size(), |
| | | SHORT_SL_ORDER_ID_INDEX.size() |
| | | )); |
| | | sb.append(String.format(" 多仓订单ID索引: %s\n", LONG_ORDER_ID_INDEX.keySet())); |
| | | sb.append(String.format(" 空仓订单ID索引: %s\n", SHORT_ORDER_ID_INDEX.keySet())); |
| | |
| | | * |
| | | * @return 已挂多仓条件单的 GridElement 列表 |
| | | */ |
| | | public static List<GridElement> findAllLongOrders(BigDecimal currentPrice) { |
| | | public static List<GridElement> findAllShortOrders(BigDecimal currentPrice) { |
| | | List<GridElement> result = new ArrayList<>(); |
| | | for (GridElement e : INDEX.values()) { |
| | | if (e.isHasLongOrder() && e.getGridPrice().compareTo(currentPrice) < 0) { |
| | | if (e.isHasShortOrder() && e.getGridPrice().compareTo(currentPrice) < 0 && e.getShortTakeProfitOrderId() == null) { |
| | | result.add(e); |
| | | } |
| | | } |
| | |
| | | * |
| | | * @return 已挂空仓条件单的 GridElement 列表 |
| | | */ |
| | | public static List<GridElement> findAllShortOrders(BigDecimal currentPrice) { |
| | | public static List<GridElement> findAllLongOrders(BigDecimal currentPrice) { |
| | | List<GridElement> result = new ArrayList<>(); |
| | | for (GridElement e : INDEX.values()) { |
| | | if (e.isHasShortOrder() && e.getGridPrice().compareTo(currentPrice) > 0) { |
| | | if (e.isHasLongOrder() && e.getGridPrice().compareTo(currentPrice) > 0 && e.getLongTakeProfitOrderId() == null) { |
| | | result.add(e); |
| | | } |
| | | } |
| | |
| | | } |
| | | if (e.getShortTakeProfitOrderId() != null) { |
| | | SHORT_TP_ORDER_ID_INDEX.put(e.getShortTakeProfitOrderId(), e); |
| | | } |
| | | if (e.getLongStopLossOrderId() != null) { |
| | | LONG_SL_ORDER_ID_INDEX.put(e.getLongStopLossOrderId(), e); |
| | | } |
| | | if (e.getShortStopLossOrderId() != null) { |
| | | SHORT_SL_ORDER_ID_INDEX.put(e.getShortStopLossOrderId(), e); |
| | | } |
| | | } |
| | | |
| | |
| | | this.shortOrderId = builder.shortOrderId; |
| | | this.longTakeProfitOrderId = builder.longTakeProfitOrderId; |
| | | this.shortTakeProfitOrderId = builder.shortTakeProfitOrderId; |
| | | this.longStopLossOrderId = builder.longStopLossOrderId; |
| | | this.shortStopLossOrderId = builder.shortStopLossOrderId; |
| | | } |
| | | |
| | | // ==================== 网格层级编号 ==================== |
| | |
| | | /** 设置空仓止盈订单 ID */ |
| | | public void setShortTakeProfitOrderId(String shortTakeProfitOrderId) { this.shortTakeProfitOrderId = shortTakeProfitOrderId; } |
| | | |
| | | // ==================== 多仓止损订单 ID ==================== |
| | | |
| | | /** @return 多仓止损订单 ID */ |
| | | public String getLongStopLossOrderId() { return longStopLossOrderId; } |
| | | /** 设置多仓止损订单 ID */ |
| | | public void setLongStopLossOrderId(String longStopLossOrderId) { this.longStopLossOrderId = longStopLossOrderId; } |
| | | |
| | | // ==================== 空仓止损订单 ID ==================== |
| | | |
| | | /** @return 空仓止损订单 ID */ |
| | | public String getShortStopLossOrderId() { return shortStopLossOrderId; } |
| | | /** 设置空仓止损订单 ID */ |
| | | public void setShortStopLossOrderId(String shortStopLossOrderId) { this.shortStopLossOrderId = shortStopLossOrderId; } |
| | | |
| | | public static Builder builder() { |
| | | return new Builder(); |
| | | } |
| | |
| | | private String longTakeProfitOrderId; |
| | | /** 空仓止盈订单 ID */ |
| | | private String shortTakeProfitOrderId; |
| | | /** 多仓止损订单 ID */ |
| | | private String longStopLossOrderId; |
| | | /** 空仓止损订单 ID */ |
| | | private String shortStopLossOrderId; |
| | | |
| | | /** 设置网格层级编号 */ |
| | | public Builder id(int id) { this.id = id; return this; } |
| | |
| | | public Builder longTakeProfitOrderId(String longTakeProfitOrderId) { this.longTakeProfitOrderId = longTakeProfitOrderId; return this; } |
| | | /** 设置空仓止盈订单 ID */ |
| | | public Builder shortTakeProfitOrderId(String shortTakeProfitOrderId) { this.shortTakeProfitOrderId = shortTakeProfitOrderId; return this; } |
| | | /** 设置多仓止损订单 ID */ |
| | | public Builder longStopLossOrderId(String longStopLossOrderId) { this.longStopLossOrderId = longStopLossOrderId; return this; } |
| | | /** 设置空仓止损订单 ID */ |
| | | public Builder shortStopLossOrderId(String shortStopLossOrderId) { this.shortStopLossOrderId = shortStopLossOrderId; return this; } |
| | | |
| | | public GridElement build() { |
| | | return new GridElement(this); |