refactor(gateApi): 将网格交易价格队列改为等比计算模式

Administrator

2026-09-04 46ba2ee6aa63259d9004acdf3690705d04f592be

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

@@ -37,8 +37,8 @@
 *   onPositionUpdate() → 基底成交 → baseLongOpened && baseShortOpened
 *     ↓
 *   tryGenerateQueues()
 *     ├── generateShortQueue()   ← 空仓价格队列（降序，从 shortBaseEntryPrice-step 向下）
 *     ├── generateLongQueue()    ← 多仓价格队列（升序，从 shortBaseEntryPrice+step 向上）
 *     ├── generateShortQueue()   ← 空仓价格队列（降序，基价×(1−gridRate) 等比向下）
 *     ├── generateLongQueue()    ← 多仓价格队列（升序，基价×(1+gridRate) 等比向上）
 *     ├── updateGridElements()   ← 构建 GridElement 列表 + TraderParam + 全局索引
 *     ├── 挂基座止盈单（ID=0 的 long/short takeProfit）
 *     └── 挂初始条件单（up=-1 多单, down=1 空单）
@@ -68,11 +68,11 @@
 *
 * <h3>关键公式</h3>
 * <pre>
 *   step  = shortBaseEntryPrice × gridRate                      ← 网格绝对步长
 *   step  = shortBaseEntryPrice × gridRate                      ← 首档间距（0档与±1档的距离度量）
 *   minTick = 10^(-priceScale)                                  ← 交易所最小价格单位
 *   多止盈 = gridPrice + (step - minTick)                       ← 多仓止盈价
 *   空止盈 = gridPrice - (step - minTick)                       ← 空仓止盈价
 *   单笔盈利 = (step - minTick) × contractMultiplier × quantity  ← USDT
 *   等比网格: 下一档 = 本档 × (1 ± gridRate)                     ← 向下×(1−r)，向上×(1+r)
 *   止盈价 = 本档价 × (1 ± gridRate)（与相邻网格价联动）         ← 多仓向上，空仓向下
 *   单笔盈利 ≈ 档价 × gridRate × contractMultiplier × quantity（随网格位置浮动）
 * </pre>
 *
 * <h3>线程模型</h3>
@@ -1065,51 +1065,73 @@
    }

    /**
     * 生成空仓价格队列。
     * 以 shortBaseEntryPrice × gridRate 作为绝对步长 step，存到 config。
     * 第1个元素 = shortBaseEntryPrice − step，后续依次递减 step，共 gridQueueSize 个。
     * 队列降序排列（大→小），方便 processShortGrid 中从头遍历。
     * 生成空仓价格队列（等比 / 复合百分比网格）。
     *
     * <p>每个网格价 = 上一档 × (1 − gridRate)，即自 shortBaseEntryPrice 向下等比递减：
     * <pre>
     *   第1档 = shortBaseEntryPrice × (1 − gridRate)
     *   第2档 = 第1档 × (1 − gridRate)
     *   ...
     * </pre>
     * 档间距 = 该档价格 × gridRate，随价格下降而收窄。
     *
     * <p>同时将 step（= shortBaseEntryPrice × gridRate，即 0档 与 ±1档 的间距）注入 config，
     * 供跨度重启等需要固定距离度量的功能使用。
     *
     * <p>队列降序排列（大→小），方便 processShortGrid 中从头遍历。
     */
    private void generateShortQueue() {
        shortPriceQueue.clear();
        totalShortPriceQueue.clear();
        totalLongPriceQueue.clear();
        int prec = config.getPriceScale();
        BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(prec, RoundingMode.HALF_UP);
        BigDecimal gridRate = config.getGridRate();
        // 首档间距 = 基价 × gridRate（0档与±1档的间距），保留作跨度等固定距离度量
        BigDecimal step = shortBaseEntryPrice.multiply(gridRate).setScale(prec, RoundingMode.HALF_UP);
        config.setStep(step);
        BigDecimal elem = shortBaseEntryPrice.subtract(step).setScale(prec, RoundingMode.HALF_UP);
            for (int i = 0; i < config.getGridQueueSize(); i++) {
                shortPriceQueue.add(elem);
                totalLongPriceQueue.add( elem);
                totalShortPriceQueue.add( elem);
        BigDecimal factor = BigDecimal.ONE.subtract(gridRate);
        BigDecimal elem = shortBaseEntryPrice.multiply(factor).setScale(prec, RoundingMode.HALF_UP);
        for (int i = 0; i < config.getGridQueueSize(); i++) {
            shortPriceQueue.add(elem);
            totalLongPriceQueue.add(elem);
            totalShortPriceQueue.add(elem);

                elem = elem.subtract(step).setScale(prec, RoundingMode.HALF_UP);
                if (elem.compareTo(BigDecimal.ZERO) <= 0) {
                    break;
                }
            elem = elem.multiply(factor).setScale(prec, RoundingMode.HALF_UP);
            if (elem.compareTo(BigDecimal.ZERO) <= 0) {
                break;
            }
        }
        shortPriceQueue.sort((a, b) -> b.compareTo(a));
        log.info("[Gate] 空队列:{}", shortPriceQueue);
        log.info("[Gate] 空队列(等比):{}", shortPriceQueue);
    }

    /**
     * 生成多仓价格队列。
     * 以 shortBaseEntryPrice + step 为首元素，后续依次递增 step，共 gridQueueSize 个。
     * 队列升序排列（小→大），方便 processLongGrid 中从头遍历。
     * 生成多仓价格队列（等比 / 复合百分比网格）。
     *
     * <p>每个网格价 = 上一档 × (1 + gridRate)，即自 shortBaseEntryPrice 向上等比递增：
     * <pre>
     *   第1档 = shortBaseEntryPrice × (1 + gridRate)
     *   第2档 = 第1档 × (1 + gridRate)
     *   ...
     * </pre>
     * 档间距 = 该档价格 × gridRate，随价格上升而放大；
     * 与空仓队列（下方 ×(1−gridRate)）关于基价对称，保证上下网格连续一致。
     *
     * <p>队列升序排列（小→大），方便 processLongGrid 中从头遍历。
     */
    private void generateLongQueue() {
        longPriceQueue.clear();
        int prec = config.getPriceScale();
        BigDecimal step = config.getStep();
        BigDecimal elem = shortBaseEntryPrice.add(step).setScale(prec, RoundingMode.HALF_UP);
        BigDecimal factor = BigDecimal.ONE.add(config.getGridRate());
        BigDecimal elem = shortBaseEntryPrice.multiply(factor).setScale(prec, RoundingMode.HALF_UP);
        for (int i = 0; i < config.getGridQueueSize(); i++) {
            longPriceQueue.add(elem);
            totalLongPriceQueue.add( elem);
            totalShortPriceQueue.add( elem);
            elem = elem.add(step).setScale(prec, RoundingMode.HALF_UP);
            totalLongPriceQueue.add(elem);
            totalShortPriceQueue.add(elem);
            elem = elem.multiply(factor).setScale(prec, RoundingMode.HALF_UP);
        }
        longPriceQueue.sort(BigDecimal::compareTo);
        log.info("[Gate] 多队列:{}", longPriceQueue);
        log.info("[Gate] 多队列(等比):{}", longPriceQueue);
        totalShortPriceQueue.sort((a, b) -> b.compareTo(a));
        log.info("[Gate] 队列从大到小:{}", totalShortPriceQueue);
        totalLongPriceQueue.sort(BigDecimal::compareTo);
@@ -1136,7 +1158,9 @@
        int longSize = longPriceQueue.size();
        //根据精度转换成小数
        int prec = config.getPriceScale();
        BigDecimal step = config.getStep();
        // 等比网格：止盈价与本档相邻网格价联动 = 本档价 × (1 ± gridRate)
        BigDecimal tpUpFactor = BigDecimal.ONE.add(config.getGridRate());
        BigDecimal tpDownFactor = BigDecimal.ONE.subtract(config.getGridRate());
//        String qty = config.getBaseQuantity();
        String qty = config.getQuantity();

@@ -1149,13 +1173,13 @@
            TraderParam longParam = TraderParam.builder()
                    .direction(TraderParam.Direction.LONG)
                    .entryPrice(price)
                    .takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
                    .takeProfitPrice(price.multiply(tpUpFactor).setScale(prec, RoundingMode.HALF_UP))
                    .quantity(qty)
                    .build();
            TraderParam shortParam = TraderParam.builder()
                    .direction(TraderParam.Direction.SHORT)
                    .entryPrice(price)
                    .takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP))
                    .takeProfitPrice(price.multiply(tpDownFactor).setScale(prec, RoundingMode.HALF_UP))
                    .quantity(qty)
                    .build();
            elements.add(GridElement.builder()
@@ -1174,13 +1198,13 @@
            TraderParam longParam = TraderParam.builder()
                    .direction(TraderParam.Direction.LONG)
                    .entryPrice(price)
                    .takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
                    .takeProfitPrice(price.multiply(tpUpFactor).setScale(prec, RoundingMode.HALF_UP))
                    .quantity(qty)
                    .build();
            TraderParam shortParam = TraderParam.builder()
                    .direction(TraderParam.Direction.SHORT)
                    .entryPrice(price)
                    .takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP))
                    .takeProfitPrice(price.multiply(tpDownFactor).setScale(prec, RoundingMode.HALF_UP))
                    .quantity(qty)
                    .build();
            elements.add(GridElement.builder()
@@ -1202,13 +1226,13 @@
            TraderParam longParam = TraderParam.builder()
                    .direction(TraderParam.Direction.LONG)
                    .entryPrice(price)
                    .takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
                    .takeProfitPrice(price.multiply(tpUpFactor).setScale(prec, RoundingMode.HALF_UP))
                    .quantity(qty)
                    .build();
            TraderParam shortParam = TraderParam.builder()
                    .direction(TraderParam.Direction.SHORT)
                    .entryPrice(price)
                    .takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP))
                    .takeProfitPrice(price.multiply(tpDownFactor).setScale(prec, RoundingMode.HALF_UP))
                    .quantity(qty)
                    .build();
            elements.add(GridElement.builder()