fix(gateApi): 修复网格交易中遗留订单取消逻辑

Administrator

2026-07-16 56a75c710f9e198eb59e03de830643a407f196e5

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

@@ -134,10 +134,14 @@
    /** 多头是否活跃（有仓位） */
    private volatile boolean longActive = false;

    /** 多头累计止损张数（加仓订单成交后归零） */
    /** 多头累计止损次数（始终递增，加仓订单成交后归零） */
    private volatile int accumulatedLongLossCount = 0;
    /** 空头累计止损张数（加仓订单成交后归零） */
    /** 空头累计止损次数（始终递增，加仓订单成交后归零） */
    private volatile int accumulatedShortLossCount = 0;
    /** 最近触发止损的多头网格ID */
    private volatile int lastLongStopLossGridId = Integer.MAX_VALUE;
    /** 最近触发止损的空头网格ID */
    private volatile int lastShortStopLossGridId = Integer.MAX_VALUE;

    private volatile BigDecimal lastKlinePrice;
    private volatile BigDecimal markPrice = BigDecimal.ZERO;
@@ -307,6 +311,8 @@
        shortActive = false;
        accumulatedLongLossCount = 0;
        accumulatedShortLossCount = 0;
        lastLongStopLossGridId = Integer.MAX_VALUE;
        lastShortStopLossGridId = Integer.MAX_VALUE;
        shortPriceQueue.clear();
        longPriceQueue.clear();
        totalShortPriceQueue.clear();
@@ -627,6 +633,8 @@
            if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
                int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
                shortEntryTraderIdParam(shortGridElement, orderId, false);
                accumulatedShortLossCount = 0;
                lastShortStopLossGridId = Integer.MAX_VALUE;
                // [Gate-需求2] 加仓后先撤空仓所有止盈+止损，再查交易所持仓后重挂
                cancelAllShortTakeProfitsAndStopLosses();
                // REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
@@ -658,43 +666,30 @@
//                        }
//                );

                // 空仓持仓超过baseQuantity时，先找多仓第一个止损位置，从该位置向下挂止盈（间隔=1）
                BigDecimal shortBaseQty = new BigDecimal(config.getBaseQuantity());
                BigDecimal shortGridQty = new BigDecimal(config.getQuantity());
                if (BigDecimal.valueOf(posSize).compareTo(shortBaseQty) > 0) {
                    BigDecimal shortExcess = BigDecimal.valueOf(posSize).subtract(shortBaseQty);
                    int shortExcessCount = shortExcess.divide(shortGridQty, 0, RoundingMode.DOWN).intValue();
                // 空仓止盈：超额部分挂止盈，从entry网格向下逐个挂
                int shortBaseQty = Integer.parseInt(config.getBaseQuantity());
                int shortGridQty = Integer.parseInt(config.getQuantity());
                int shortTpCount = posSize > shortBaseQty ? (posSize - shortBaseQty) / shortGridQty : 0;

//                    // 找多仓第一个（最近的）止损位置
//                    int firstLongSlId = 0;
//                    for (GridElement e : config.getGridElements()) {
//                        if (e.hasLongStopLossOrders()) {
//                            if (firstLongSlId == 0 || e.getId() > firstLongSlId) {
//                                firstLongSlId = e.getId();
//                            }
//                        }
//                    }

                    for (int i = 0; i < shortExcessCount; i++) {
                        int tpGridId = shortGridElement.getId() - 2 * (i + 1);
                        GridElement tpElem = GridElement.findById(tpGridId);
                        if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
                            continue;
                        }
                        BigDecimal tpPrice = tpElem.getGridPrice();
                        int finalTpGridId = tpGridId;
                        executor.placeTakeProfit(
                                tpPrice,
                                FuturesPriceTrigger.RuleEnum.NUMBER_2,
                                ORDER_TYPE_CLOSE_SHORT,
                                config.getQuantity(),
                                profitId -> {
                                    shortTakeProfitTraderIdParam(tpElem, profitId, true);
                                    log.info("[Gate] 空仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
                                            finalTpGridId, tpPrice, profitId);
                                }
                        );
                for (int i = 0; i < shortTpCount; i++) {
                    int tpGridId = shortGridElement.getId() - 2 * (i + 1);
                    GridElement tpElem = GridElement.findById(tpGridId);
                    if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
                        continue;
                    }
                    BigDecimal tpPrice = tpElem.getGridPrice();
                    int finalTpGridId = tpGridId;
                    executor.placeTakeProfit(
                            tpPrice,
                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
                            ORDER_TYPE_CLOSE_SHORT,
                            config.getQuantity(),
                            profitId -> {
                                shortTakeProfitTraderIdParam(tpElem, profitId, true);
                                log.info("[Gate] 空仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
                                        finalTpGridId, tpPrice, profitId);
                            }
                    );
                }
            }
        }
@@ -704,6 +699,8 @@

                int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
                longEntryTraderIdParam(longGridElement, orderId, false);
                accumulatedLongLossCount = 0;
                lastLongStopLossGridId = Integer.MAX_VALUE;
                // [Gate-需求2] 加仓后先撤多仓所有止盈+止损，再查交易所持仓后重挂
                cancelAllLongTakeProfitsAndStopLosses();
                // REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
@@ -735,43 +732,30 @@
//                        }
//                );

                // 多仓持仓超过baseQuantity时，先找空仓第一个止损位置，从该位置向上挂止盈（间隔=1）
                BigDecimal longBaseQty = new BigDecimal(config.getBaseQuantity());
                BigDecimal longGridQty = new BigDecimal(config.getQuantity());
                if (BigDecimal.valueOf(posSize).compareTo(longBaseQty) > 0) {
                    BigDecimal longExcess = BigDecimal.valueOf(posSize).subtract(longBaseQty);
                    int longExcessCount = longExcess.divide(longGridQty, 0, RoundingMode.DOWN).intValue();
                // 多仓止盈：超额部分挂止盈，从entry网格向上逐个挂
                int longBaseQty = Integer.parseInt(config.getBaseQuantity());
                int longGridQty = Integer.parseInt(config.getQuantity());
                int longTpCount = posSize > longBaseQty ? (posSize - longBaseQty) / longGridQty : 0;

//                    // 找空仓第一个（最近的）止损位置
//                    int firstShortSlId = 0;
//                    for (GridElement e : config.getGridElements()) {
//                        if (e.hasShortStopLossOrders()) {
//                            if (firstShortSlId == 0 || e.getId() < firstShortSlId) {
//                                firstShortSlId = e.getId();
//                            }
//                        }
//                    }

                    for (int i = 0; i < longExcessCount; i++) {
                        int tpGridId = longGridElement.getId() + 2 * (i + 1);
                        GridElement tpElem = GridElement.findById(tpGridId);
                        if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) {
                            continue;
                        }
                        BigDecimal tpPrice = tpElem.getGridPrice();
                        int finalTpGridId = tpGridId;
                        executor.placeTakeProfit(
                                tpPrice,
                                FuturesPriceTrigger.RuleEnum.NUMBER_1,
                                ORDER_TYPE_CLOSE_LONG,
                                negate(config.getQuantity()),
                                profitId -> {
                                    longTakeProfitTraderIdParam(tpElem, profitId, true);
                                    log.info("[Gate] 多仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
                                            finalTpGridId, tpPrice, profitId);
                                }
                        );
                for (int i = 0; i < longTpCount; i++) {
                    int tpGridId = longGridElement.getId() + 2 * (i + 1);
                    GridElement tpElem = GridElement.findById(tpGridId);
                    if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) {
                        continue;
                    }
                    BigDecimal tpPrice = tpElem.getGridPrice();
                    int finalTpGridId = tpGridId;
                    executor.placeTakeProfit(
                            tpPrice,
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
                            ORDER_TYPE_CLOSE_LONG,
                            negate(config.getQuantity()),
                            profitId -> {
                                longTakeProfitTraderIdParam(tpElem, profitId, true);
                                log.info("[Gate] 多仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
                                        finalTpGridId, tpPrice, profitId);
                            }
                    );
                }
            }
        }
@@ -1219,17 +1203,20 @@

                    if (newEntryGrid != null) {

                        GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());
                        String quantity = cancelGridElement != null
                                ? cancelGridElement.getLongTraderParam().getQuantity()
                                : config.getBaseQuantity();
                        if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
                            for (String longOrderId : new ArrayList<>(cancelGridElement.getLongOrderIds())) {
                                executor.cancelConditionalOrder(longOrderId, oid -> {
                                    longEntryTraderIdParam(cancelGridElement, longOrderId, false);
                                    log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", cancelGridElement.getId(), longOrderId);
                                });
                        String quantity = String.valueOf((accumulatedLongLossCount + 1) * Integer.parseInt(config.getQuantity()));
                        // 向上遍历取消所有遗留多单（跳过基础入场网格0）
                        GridElement cancelCursor = GridElement.findById(newEntryGrid.getUpId());
                        while (cancelCursor != null) {
                            if (cancelCursor.isHasLongOrder()) {
                                for (String longOrderId : new ArrayList<>(cancelCursor.getLongOrderIds())) {
                                    GridElement finalCancelCursor = cancelCursor;
                                    executor.cancelConditionalOrder(longOrderId, oid -> {
                                        longEntryTraderIdParam(finalCancelCursor, longOrderId, false);
                                        log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", finalCancelCursor.getId(), longOrderId);
                                    });
                                }
                            }
                            cancelCursor = GridElement.findById(cancelCursor.getUpId());
                        }
//                        log.info("[Gate-2] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
                        if (!newEntryGrid.isHasLongOrder()) {
@@ -1270,21 +1257,20 @@

                    if (newEntryGrid != null) {

                        GridElement cancelGridElement = GridElement.findById(newEntryGrid.getDownId());

                        String quantity = cancelGridElement != null
                                ? cancelGridElement.getShortTraderParam().getQuantity()
                                : config.getBaseQuantity();
                        /**
                         * 看是否有空仓挂单，有就取消
                         */
                        if (cancelGridElement != null && cancelGridElement.isHasShortOrder()) {
                            for (String shortOrderId : new ArrayList<>(cancelGridElement.getShortOrderIds())) {
                                executor.cancelConditionalOrder(shortOrderId, oid -> {
                                    shortEntryTraderIdParam(cancelGridElement, shortOrderId, false);
                                    log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", cancelGridElement.getId(), shortOrderId);
                                });
                        String quantity = String.valueOf((accumulatedShortLossCount + 1) * Integer.parseInt(config.getQuantity()));
                        // 向下遍历取消所有遗留空单（跳过基础入场网格0）
                        GridElement cancelCursor = GridElement.findById(newEntryGrid.getDownId());
                        while (cancelCursor != null) {
                            if (cancelCursor.isHasShortOrder()) {
                                for (String shortOrderId : new ArrayList<>(cancelCursor.getShortOrderIds())) {
                                    GridElement finalCancelCursor = cancelCursor;
                                    executor.cancelConditionalOrder(shortOrderId, oid -> {
                                        shortEntryTraderIdParam(finalCancelCursor, shortOrderId, false);
                                        log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", finalCancelCursor.getId(), shortOrderId);
                                    });
                                }
                            }
                            cancelCursor = GridElement.findById(cancelCursor.getDownId());
                        }
//                        log.info("[Gate-4] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
                        if (!newEntryGrid.isHasShortOrder()){
@@ -1306,9 +1292,12 @@
    private void handleLongStopLossTriggered(GridElement gridElement, String orderId) {
        gridElement.removeLongStopLossOrderId(orderId);

        accumulatedLongLossCount++;
        int gridId = gridElement.getId();
        log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}, 开始追单", gridId, accumulatedLongLossCount);
        boolean sameGrid = (gridId == lastLongStopLossGridId);
        accumulatedLongLossCount++;
        lastLongStopLossGridId = gridId;
        log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
                gridId, accumulatedLongLossCount, sameGrid ? "(同网格)" : "");
        int newEntryGridId = gridId + 1;

        GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1322,12 +1311,7 @@
        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
        int maxPos = config.getMaxPositionSize();
        int targetAmount;
        if (config.getStopLossCount() > 0 && accumulatedLongLossCount <= config.getStopLossCount()) {
            targetAmount = Integer.parseInt(config.getQuantity());
        } else {
            targetAmount = Integer.parseInt(config.getQuantity()) * 2;
        }
        int targetAmount = sameGrid ? Integer.parseInt(config.getQuantity()) : (accumulatedLongLossCount + 1) * Integer.parseInt(config.getQuantity());
        int addSize;
        if (maxPos > 0) {
            int remainingRoom = maxPos - posSize;
@@ -1384,9 +1368,12 @@
    private void handleShortStopLossTriggered(GridElement gridElement, String orderId) {
        gridElement.removeShortStopLossOrderId(orderId);

        accumulatedShortLossCount++;
        int gridId = gridElement.getId();
        log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}, 开始追单", gridId, accumulatedShortLossCount);
        boolean sameGrid = (gridId == lastShortStopLossGridId);
        accumulatedShortLossCount++;
        lastShortStopLossGridId = gridId;
        log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
                gridId, accumulatedShortLossCount, sameGrid ? "(同网格)" : "");
        int newEntryGridId = gridId - 1;

        GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1400,12 +1387,7 @@
        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
        int maxPos = config.getMaxPositionSize();
        int targetAmount;
        if (config.getStopLossCount() > 0 && accumulatedShortLossCount <= config.getStopLossCount()) {
            targetAmount = Integer.parseInt(config.getQuantity());
        } else {
            targetAmount = Integer.parseInt(config.getQuantity()) * 2;
        }
        int targetAmount = sameGrid ? Integer.parseInt(config.getQuantity()) : (accumulatedShortLossCount + 1) * Integer.parseInt(config.getQuantity());
        int addSize;
        if (maxPos > 0) {
            int remainingRoom = maxPos - posSize;
@@ -1666,51 +1648,107 @@
    // ========== 止损追单（新逻辑：3 个固定位置，每个位置挂多个 1 张止损单） ==========

    /**
     * 多仓止损追单 — 3 个固定位置，从近到远分配合约。
     * A(gridId-2): (filledQty/qty - 2) 个独立止损单，每个 qty 张
     * B(gridId-3): 1 个止损单，qty 张
     * C(gridId-4): 1 个止损单，qty 张
     * 注意：多仓止损在 gridId 负方向，触发价 ≤ 网格价。
     * 多仓止损追单 — 网格数量 = baseQuantity/quantity，从近到远分配。
     * aCount<0跳过, aCount=0→主=2, aCount=1→主=2,辅0=1, aCount>=2→主=aCount,辅依次填1
     */
    private void extendLongStopLoss(int filledQty, int gridId) {
        int qty = Integer.parseInt(config.getQuantity());
        int aCount = Math.max(0, filledQty / qty - 2);
        log.info("[Gate] 多仓追挂止损, 成交{}张, gridId:{}, A({})x{}  B({})x1  C({})x1",
                filledQty, gridId, gridId - 2, aCount, gridId - 3, gridId - 4);
        int baseQty = Integer.parseInt(config.getBaseQuantity());
        int gridCount = baseQty / qty;
        if (gridCount <= 0 || filledQty < qty) {
            return;
        }

        // A 位置：挂 aCount 个独立止损单
        placeStopLossOrders(gridId - 2, aCount, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
                ORDER_TYPE_CLOSE_LONG, true);
        // B 位置：挂 1 个
        placeStopLossOrders(gridId - 3, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
                ORDER_TYPE_CLOSE_LONG, true);
        // C 位置：挂 1 个
        placeStopLossOrders(gridId - 4, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
                ORDER_TYPE_CLOSE_LONG, true);
        int totalOrders = filledQty / qty;
        int[] orders = new int[gridCount];

        if (gridCount == 1) {
            // 只有1个网格，全量放在上面
            orders[0] = totalOrders;
        } else {
            int aCount = Math.max(0, totalOrders - 2);
            if (aCount == 0) {
                orders[0] = 2;
            } else if (aCount == 1) {
                orders[0] = 2;
                orders[1] = 1;
            } else {
                orders[0] = aCount;
                int remainder = totalOrders - aCount;
                for (int i = 1; i < gridCount && remainder > 0; i++) {
                    orders[i] = 1;
                    remainder--;
                }
            }
        }

        StringBuilder detail = new StringBuilder();
        for (int i = 0; i < gridCount; i++) {
            if (orders[i] > 0) {
                int sgId = gridId - 2 - i;
                placeStopLossOrders(sgId, orders[i], qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
                        ORDER_TYPE_CLOSE_LONG, true);
                if (detail.length() > 0) {
                    detail.append("  ");
                }
                detail.append(sgId).append("x").append(orders[i]);
            }
        }

        log.info("[Gate] 多仓追挂止损, 成交{}张, gridId:{}, 网格数:{}, 分配:{}",
                filledQty, gridId, gridCount, detail);
    }

    /**
     * 空仓止损追单 — 3 个固定位置，从近到远分配合约。
     * A(gridId+2): (filledQty/qty - 2) 个独立止损单，每个 qty 张
     * B(gridId+3): 1 个止损单，qty 张
     * C(gridId+4): 1 个止损单，qty 张
     * 注意：空仓止损在 gridId 正方向，触发价 ≥ 网格价。
     * 空仓止损追单 — 网格数量 = baseQuantity/quantity，从近到远分配。
     * aCount<0跳过, aCount=0→主=2, aCount=1→主=2,辅0=1, aCount>=2→主=aCount,辅依次填1
     */
    private void extendShortStopLoss(int filledQty, int gridId) {
        int qty = Integer.parseInt(config.getQuantity());
        int aCount = Math.max(0, filledQty / qty - 2);
        log.info("[Gate] 空仓追挂止损, 成交{}张, gridId:{}, A({})x{}  B({})x1  C({})x1",
                filledQty, gridId, gridId + 2, aCount, gridId + 3, gridId + 4);
        int baseQty = Integer.parseInt(config.getBaseQuantity());
        int gridCount = baseQty / qty;
        if (gridCount <= 0 || filledQty < qty) {
            return;
        }

        // A 位置：挂 aCount 个独立止损单
        placeStopLossOrders(gridId + 2, aCount, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
                ORDER_TYPE_CLOSE_SHORT, false);
        // B 位置：挂 1 个
        placeStopLossOrders(gridId + 3, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
                ORDER_TYPE_CLOSE_SHORT, false);
        // C 位置：挂 1 个
        placeStopLossOrders(gridId + 4, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
                ORDER_TYPE_CLOSE_SHORT, false);
        int totalOrders = filledQty / qty;
        int[] orders = new int[gridCount];

        if (gridCount == 1) {
            // 只有1个网格，全量放在上面
            orders[0] = totalOrders;
        } else {
            int aCount = Math.max(0, totalOrders - 2);
            if (aCount == 0) {
                orders[0] = 2;
            } else if (aCount == 1) {
                orders[0] = 2;
                orders[1] = 1;
            } else {
                orders[0] = aCount;
                int remainder = totalOrders - aCount;
                for (int i = 1; i < gridCount && remainder > 0; i++) {
                    orders[i] = 1;
                    remainder--;
                }
            }
        }

        StringBuilder detail = new StringBuilder();
        for (int i = 0; i < gridCount; i++) {
            if (orders[i] > 0) {
                int sgId = gridId + 2 + i;
                placeStopLossOrders(sgId, orders[i], qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
                        ORDER_TYPE_CLOSE_SHORT, false);
                if (detail.length() > 0) {
                    detail.append("  ");
                }
                detail.append(sgId).append("x").append(orders[i]);
            }
        }

        log.info("[Gate] 空仓追挂止损, 成交{}张, gridId:{}, 网格数:{}, 分配:{}",
                filledQty, gridId, gridCount, detail);
    }

    /**