| | |
| | | |
| | | checkProfitAndReset(); |
| | | |
| | | // if (state == StrategyState.ACTIVE && |
| | | // longActive == false && |
| | | // longPositionSize.compareTo(BigDecimal.ZERO) == 0){ |
| | | // processShortGrid(closePrice); |
| | | // } |
| | | // |
| | | // |
| | | // if (state == StrategyState.ACTIVE && |
| | | // shortActive == false && |
| | | // shortPositionSize.compareTo(BigDecimal.ZERO) == 0){ |
| | | // processLongGrid(closePrice); |
| | | // } |
| | | if (state == StrategyState.ACTIVE && |
| | | longActive == false && |
| | | longPositionSize.compareTo(BigDecimal.ZERO) == 0){ |
| | | processShortGrid(closePrice); |
| | | } |
| | | |
| | | |
| | | if (state == StrategyState.ACTIVE && |
| | | shortActive == false && |
| | | shortPositionSize.compareTo(BigDecimal.ZERO) == 0){ |
| | | processLongGrid(closePrice); |
| | | } |
| | | } |
| | | |
| | | /** Gate 永续合约 taker 费率 0.05% */ |
| | |
| | | baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId()); |
| | | baseGridElement.setHasShortOrder(true); |
| | | |
| | | // 空仓止损对应的多仓止盈:多仓止盈挂在ID=3 |
| | | int tpGridIdLong = 3; |
| | | GridElement tpElemLong = GridElement.findById(tpGridIdLong); |
| | | BigDecimal triggerPriceLong = tpElemLong.getGridPrice(); |
| | | String sizeLong = config.getBaseQuantity(); |
| | | executor.placeTakeProfit( |
| | | triggerPriceLong, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, |
| | | ORDER_TYPE_CLOSE_LONG, |
| | | negate(sizeLong), |
| | | profitId -> { |
| | | tpElemLong.setLongTakeProfitOrderId(profitId); |
| | | GridElement.refreshIndices(); |
| | | log.info("[Gate] 多仓止盈已挂(gridId:{}多止盈), 触发价:{}, takeProfitId:{}", |
| | | tpGridIdLong, triggerPriceLong, profitId); |
| | | } |
| | | ); |
| | | |
| | | |
| | | // 多仓止损对应的空仓止盈:空仓止盈挂在ID=-3 |
| | | int tpGridIdShort = -3; |
| | | GridElement tpElemShort = GridElement.findById(tpGridIdShort); |
| | | BigDecimal triggerPriceShort = tpElemShort.getGridPrice(); |
| | | String sizeShort = config.getBaseQuantity(); |
| | | executor.placeTakeProfit( |
| | | triggerPriceShort, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_2, |
| | | ORDER_TYPE_CLOSE_SHORT, |
| | | sizeShort, |
| | | profitId -> { |
| | | tpElemShort.setShortTakeProfitOrderId(profitId); |
| | | GridElement.refreshIndices(); |
| | | log.info("[Gate] 空仓止盈已挂(gridId:{}空止盈), 触发价:{}, takeProfitId:{}", |
| | | tpGridIdShort, triggerPriceShort, profitId); |
| | | } |
| | | ); |
| | | // // 空仓止损对应的多仓止盈:多仓止盈挂在ID=3 |
| | | // int tpGridIdLong = 3; |
| | | // GridElement tpElemLong = GridElement.findById(tpGridIdLong); |
| | | // BigDecimal triggerPriceLong = tpElemLong.getGridPrice(); |
| | | // String sizeLong = config.getBaseQuantity(); |
| | | // executor.placeTakeProfit( |
| | | // triggerPriceLong, |
| | | // FuturesPriceTrigger.RuleEnum.NUMBER_1, |
| | | // ORDER_TYPE_CLOSE_LONG, |
| | | // negate(sizeLong), |
| | | // profitId -> { |
| | | // tpElemLong.setLongTakeProfitOrderId(profitId); |
| | | // GridElement.refreshIndices(); |
| | | // log.info("[Gate] 多仓止盈已挂(gridId:{}多止盈), 触发价:{}, takeProfitId:{}", |
| | | // tpGridIdLong, triggerPriceLong, profitId); |
| | | // } |
| | | // ); |
| | | // |
| | | // |
| | | // // 多仓止损对应的空仓止盈:空仓止盈挂在ID=-3 |
| | | // int tpGridIdShort = -3; |
| | | // GridElement tpElemShort = GridElement.findById(tpGridIdShort); |
| | | // BigDecimal triggerPriceShort = tpElemShort.getGridPrice(); |
| | | // String sizeShort = config.getBaseQuantity(); |
| | | // executor.placeTakeProfit( |
| | | // triggerPriceShort, |
| | | // FuturesPriceTrigger.RuleEnum.NUMBER_2, |
| | | // ORDER_TYPE_CLOSE_SHORT, |
| | | // sizeShort, |
| | | // profitId -> { |
| | | // tpElemShort.setShortTakeProfitOrderId(profitId); |
| | | // GridElement.refreshIndices(); |
| | | // log.info("[Gate] 空仓止盈已挂(gridId:{}空止盈), 触发价:{}, takeProfitId:{}", |
| | | // tpGridIdShort, triggerPriceShort, profitId); |
| | | // } |
| | | // ); |
| | | |
| | | // int shortTime = 2; |
| | | // GridElement elemShort = GridElement.findById(shortTime); |