Administrator
2026-06-04 4c8236f229ed903c861373ec3d8678062300ea6d
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -146,6 +146,7 @@
    private volatile BigDecimal shortPositionSize = BigDecimal.ZERO;
    private Long userId;
    private volatile BigDecimal initialPrincipal = BigDecimal.ZERO;
    private volatile GateKlineWebSocketClient wsClient;
    public GateGridTradeService(GateConfig config) {
        this.config = config;
@@ -305,7 +306,23 @@
        longPriceQueue.clear();
        currentLongOrderIds.clear();
        currentShortOrderIds.clear();
        log.info("[Gate] 网格策略已启动");
        // 每次重启重新获取当前本金
        refreshInitialPrincipal();
        log.info("[Gate] 网格策略已启动, 当前本金: {} USDT", initialPrincipal);
    }
    /**
     * 重新获取当前账户权益作为初始本金。
     */
    private void refreshInitialPrincipal() {
        try {
            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            this.initialPrincipal = new BigDecimal(account.getTotal());
        } catch (Exception e) {
            log.warn("[Gate] 获取初始化本金失败,使用旧值: {}", initialPrincipal);
        }
    }
    /**
@@ -353,11 +370,16 @@
            BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl);
            log.info("[Gate] 已实现:{}, 未实现:{}, 合计:{}",
                    cumulativePnl, unrealizedPnl, totalPnl);
            startGrid();
            return;
        }
        //初始化0位置的开仓,并且用空的开仓价格,作为价格基准来划分网格
        if (state == StrategyState.WAITING_KLINE) {
            if (wsClient == null || !wsClient.areAllSubscribed()) {
                return;
            }
            state = StrategyState.OPENING;
            log.info("[Gate] 首根K线到达,开基底仓位 多空各{}张...", config.getBaseQuantity());
            executor.openLong(config.getBaseQuantity(), (orderId) -> {
@@ -427,8 +449,8 @@
                    tryGenerateQueues();
                }else {
                    longPositionSize = size;
                    checkShortEntryOrderToCancel();
                    checkLongEntryOrderToCancel();
//                    checkShortEntryOrderToCancel();
//                    checkLongEntryOrderToCancel();
                }
            } else {
                if (longActive && state == StrategyState.ACTIVE) {
@@ -450,8 +472,8 @@
                    tryGenerateQueues();
                }else {
                    shortPositionSize = size.abs();
                    checkShortEntryOrderToCancel();
                    checkLongEntryOrderToCancel();
//                    checkShortEntryOrderToCancel();
//                    checkLongEntryOrderToCancel();
                }
            } else {
                if (shortActive && state == StrategyState.ACTIVE) {
@@ -559,19 +581,12 @@
        BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl);
        log.info("[Gate] 已实现:{}, 未实现:{}, 合计:{}",
                cumulativePnl, unrealizedPnl, totalPnl);
        if (totalPnl.compareTo(config.getOverallTp()) >= 0) {
            log.info("[Gate] 已达止盈目标(合计{})→已停止, 已实现:{}, 未实现:{}",
                    totalPnl, cumulativePnl, unrealizedPnl);
            state = StrategyState.STOPPED;
        } else if (totalPnl.compareTo(config.getMaxLoss().negate()) <= 0) {
        if(totalPnl.compareTo(config.getMaxLoss().negate()) <= 0) {
            String logMessage = StrUtil.format("[Gate] 已达亏损风险值(合计{}), 已实现:{}, 未实现:{}",
                    totalPnl, cumulativePnl, unrealizedPnl);
            log.info(logMessage);
            DingTalkUtils.getDefault().sendActionCard("风险提醒", logMessage, config.getApiKey(), "");
//            state = StrategyState.STOPPED;
        }
    }
@@ -913,7 +928,7 @@
                        triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_1,
                        ORDER_TYPE_CLOSE_SHORT,
                        "1",
                        config.getQuantity(),
                        profitId -> {
                            elem.setShortStopLossOrderId(profitId);
                            GridElement.refreshIndices();
@@ -933,7 +948,7 @@
                        triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_2,
                        ORDER_TYPE_CLOSE_LONG,
                        "-1",
                        negate(config.getQuantity()),
                        profitId -> {
                            elem.setLongStopLossOrderId(profitId);
                            GridElement.refreshIndices();
@@ -1357,7 +1372,6 @@
        log.info("[Gate] 多仓止损触发 gridId:{}, 开始追单", gridId);
        int newEntryGridId = -(N - 1);
        int entryQty = N - 1;
        GridElement newEntryGrid = GridElement.findById(newEntryGridId);
        if (newEntryGrid == null) {
@@ -1377,12 +1391,16 @@
            }
        }
        String size = String.valueOf(entryQty);
        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}张多单", gridId, newEntryGridId, entryQty);
        BigDecimal priceDiff = longEntryPrice.subtract(triggerPrice).abs();
        int entryQty = priceDiff.divide(config.getStep(), 0, RoundingMode.DOWN).intValue();
        entryQty = Math.max(1, entryQty);
        String size = new BigDecimal(String.valueOf(entryQty)).multiply(new BigDecimal(config.getQuantity())).toString();
        log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}张多单, 均价:{}, 价差:{}, 步长:{}",
                gridId, newEntryGridId, entryQty, longEntryPrice, priceDiff, config.getStep());
        newEntryGrid.getLongTraderParam().setQuantity(size);
        placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                FuturesPriceTrigger.RuleEnum.NUMBER_2, size);
                FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
    }
    private void handleShortStopLossTriggered(GridElement gridElement) {
@@ -1392,7 +1410,6 @@
        log.info("[Gate] 空仓止损触发 gridId:{}, 开始追单", gridId);
        int newEntryGridId = N - 1;
        int entryQty = N - 1;
        GridElement newEntryGrid = GridElement.findById(newEntryGridId);
        if (newEntryGrid == null) {
@@ -1412,12 +1429,18 @@
            }
        }
        String size = String.valueOf(entryQty);
        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}张空单", gridId, newEntryGridId, entryQty);
        BigDecimal priceDiff = shortEntryPrice.subtract(triggerPrice).abs();
        int entryQty = priceDiff.divide(config.getStep(), 0, RoundingMode.DOWN).intValue();
        entryQty = Math.max(1, entryQty);
        String size = new BigDecimal(String.valueOf(entryQty)).multiply(new BigDecimal(config.getQuantity())).toString();
        log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}张空单, 均价:{}, 价差:{}, 步长:{}",
                gridId, newEntryGridId, entryQty, shortEntryPrice, priceDiff, config.getStep());
        newEntryGrid.getShortTraderParam().setQuantity(size);
        placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                FuturesPriceTrigger.RuleEnum.NUMBER_1, negate(size));
                FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
    }
    private void extendLongStopLoss(int filledQty) {
@@ -1443,7 +1466,7 @@
                    triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    ORDER_TYPE_CLOSE_LONG,
                    "-1",
                    negate(config.getQuantity()),
                    profitId -> {
                        elem.setLongStopLossOrderId(profitId);
                        GridElement.refreshIndices();
@@ -1476,7 +1499,7 @@
                    triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    ORDER_TYPE_CLOSE_SHORT,
                    "1",
                    config.getQuantity(),
                    profitId -> {
                        elem.setShortStopLossOrderId(profitId);
                        GridElement.refreshIndices();
@@ -1497,6 +1520,7 @@
                    unrealisedPnl, available, totalEquity, target);
            if (totalEquity.compareTo(target) > 0) {
                log.info("[Gate] 盈亏达标({}>{}),重置策略", totalEquity, target);
                state = StrategyState.STOPPED;
                closeExistingPositions();
                futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
                startGrid();
@@ -1507,6 +1531,7 @@
    }
    private void handlePositionZeroAndReset(String direction) {
        state = StrategyState.STOPPED;
        try {
            futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
        } catch (Exception e) {
@@ -1652,4 +1677,6 @@
    public Long getUserId() { return userId; }
    /** @return 当前策略状态 */
    public StrategyState getState() { return state; }
    /** 注入WS客户端,用于订阅状态检查 */
    public void setWsClient(GateKlineWebSocketClient wsClient) { this.wsClient = wsClient; }
}