Administrator
2026-09-21 4fdd621f2105d5fc386baae87b3185b2dde534ab
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -3,9 +3,13 @@
import cn.hutool.core.collection.CollUtil;
import cn.hutool.core.util.StrUtil;
import com.xcong.excoin.utils.dingtalk.DingTalkUtils;
import com.google.gson.ExclusionStrategy;
import com.google.gson.FieldAttributes;
import com.google.gson.Gson;
import io.gate.gateapi.ApiClient;
import io.gate.gateapi.ApiException;
import io.gate.gateapi.GateApiException;
import io.gate.gateapi.JSON;
import io.gate.gateapi.api.AccountApi;
import io.gate.gateapi.api.FuturesApi;
import io.gate.gateapi.models.*;
@@ -110,6 +114,11 @@
    private final FuturesApi futuresApi;
    private static final String SETTLE = "usdt";
    /** 手动市价平仓遭遇价格保护(MARKET_PRICE_TOO_DEVIATED)后的重试次数 */
    private static final int CLOSE_POSITION_RETRY_MAX_ATTEMPTS = 3;
    /** 手动市价平仓遭遇价格保护后的重试间隔(毫秒) */
    private static final long CLOSE_POSITION_RETRY_DELAY_MS = 800L;
    private volatile StrategyState state = StrategyState.WAITING_KLINE;
    /** 空仓价格队列,降序排列(大→小),容量 gridQueueSize */
@@ -150,7 +159,7 @@
    /** 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 customStopLossModeActive = new AtomicBoolean(false);
    private final AtomicBoolean dualStopLossModeActive = new AtomicBoolean(false);
    private volatile BigDecimal lastKlinePrice;
    private volatile BigDecimal markPrice = BigDecimal.ZERO;
@@ -172,8 +181,38 @@
        ApiClient apiClient = new ApiClient();
        apiClient.setBasePath(config.getRestBasePath());
        apiClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
        // 修复 gate-api SDK finishAs 枚举不完整导致的反序列化失败(见 buildLenientJson)
        apiClient.setJSON(buildLenientJson());
        this.futuresApi = new FuturesApi(apiClient);
        this.executor = new GateTradeExecutor(apiClient, config.getContract());
    }
    /**
     * 构建容错的 JSON 序列化器,跳过 {@code finishAs} 字段的反序列化。
     *
     * <p>gate-api SDK 的 {@code FuturesOrder.FinishAsEnum} 枚举不完整,缺少
     * {@code price_rate_proteced}(价格保护)等 Gate 实际会返回的值。反序列化未知
     * 枚举值时 {@code fromValue} 会抛 {@link IllegalArgumentException},导致已成功
     * 提交的订单被误判为失败(如日志 {@code Unexpected value 'price_rate_proteced'})。
     * 业务不使用 finishAs 字段,因此通过 Gson 排除策略直接跳过其解析。
     */
    private static JSON buildLenientJson() {
        JSON json = new JSON();
        Gson gson = json.getGson().newBuilder()
                .setExclusionStrategies(new ExclusionStrategy() {
                    @Override
                    public boolean shouldSkipField(FieldAttributes f) {
                        return "finishAs".equals(f.getName());
                    }
                    @Override
                    public boolean shouldSkipClass(Class<?> clazz) {
                        return false;
                    }
                })
                .create();
        json.setGson(gson);
        return json;
    }
    // ---- 初始化 ----
@@ -365,7 +404,7 @@
        accumulatedShortLossCount = 0;
        lastLongStopLossGridId = Integer.MAX_VALUE;
        lastShortStopLossGridId = Integer.MAX_VALUE;
        customStopLossModeActive.set(false);
        dualStopLossModeActive.set(false);
        shortPriceQueue.clear();
        longPriceQueue.clear();
        totalShortPriceQueue.clear();
@@ -978,7 +1017,7 @@
//                );
//            }
            if (config.isCustomStopLossEnabled()) {
            if (config.isDualStopLossEnabled()) {
                placeCustomStopLosses();
            } else {
                placeDefaultStopLossLadders();
@@ -995,10 +1034,10 @@
     * 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() {
        customStopLossModeActive.set(true);
        dualStopLossModeActive.set(true);
        String baseQty = config.getBaseQuantity();
        BigDecimal longPrice = config.getLongCustomStopLossPrice();
        BigDecimal shortPrice = config.getShortCustomStopLossPrice();
        BigDecimal longPrice = config.getLongStopLossPrice();
        BigDecimal shortPrice = config.getShortStopLossPrice();
        if (longPrice != null && longPrice.compareTo(BigDecimal.ZERO) > 0) {
            GridElement longElem = findNearestGridElementByPrice(longPrice);
@@ -1654,7 +1693,7 @@
        }
        // 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.isCustomStopLossEnabled() && customStopLossModeActive.compareAndSet(true, false)) {
        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");
@@ -1713,7 +1752,7 @@
        }
        // 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.isCustomStopLossEnabled() && customStopLossModeActive.compareAndSet(true, false)) {
        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");
@@ -1943,7 +1982,8 @@
            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) {
@@ -2005,7 +2045,8 @@
            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) {
@@ -2366,7 +2407,7 @@
     */
    private void closePositionByMode(Position.ModeEnum mode, boolean isLong) {
        String sideLabel = isLong ? "多" : "空";
        // 1. 市价平掉对应方向仓位
        // 1. 市价平掉对应方向仓位(价格保护拒绝时重试)
        try {
            Position pos = queryPosition(mode);
            if (pos != null) {
@@ -2387,8 +2428,26 @@
                        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);
                    for (int attempt = 1; attempt <= CLOSE_POSITION_RETRY_MAX_ATTEMPTS; attempt++) {
                        try {
                            futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
                            log.info("[Gate] 手动平{}仓, size:{}, mode:{}", sideLabel, sizeStr, posMode);
                            break;
                        } catch (Exception e) {
                            if (attempt < CLOSE_POSITION_RETRY_MAX_ATTEMPTS && isPriceProtectionRejected(e)) {
                                log.warn("[Gate] 手动平{}仓遭遇价格保护, 第{}次失败, {}ms后重试: {}",
                                        sideLabel, attempt, CLOSE_POSITION_RETRY_DELAY_MS, e.getMessage());
                                try {
                                    Thread.sleep(CLOSE_POSITION_RETRY_DELAY_MS);
                                } catch (InterruptedException ie) {
                                    Thread.currentThread().interrupt();
                                    break;
                                }
                            } else {
                                throw e;
                            }
                        }
                    }
                }
            }
        } catch (Exception e) {
@@ -2411,6 +2470,20 @@
    }
    /**
     * 判断异常是否为市价单价格保护拒绝({@code MARKET_PRICE_TOO_DEVIATED})。
     *
     * <p>该错误是交易所对市价单的保护:当盘口价相对最新价偏离超过滑点比率时拒绝下单,
     * 属于瞬时行情错误,等待行情稳定后重试通常可成功。
     */
    private boolean isPriceProtectionRejected(Exception e) {
        if (e instanceof GateApiException) {
            String label = ((GateApiException) e).getErrorLabel();
            return label != null && label.contains("PRICE_TOO_DEVIATED");
        }
        return false;
    }
    /**
     * 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() {