exchange.git - Gitblit

			@@ -17,50 +17,47 @@
			import java.util.function.Consumer;

			/**
			* Gate REST API 执行器。
			* Gate REST API 异步执行器，所有下单/撤单操作经此类提交。
			*
			* <h3>设计目的</h3>
			* WebSocket 消息在回调线程中处理（如 {@code WebSocketClient} 的 {@code onMessage} 线程）。
			* 下单 REST API 调用可能耗时数百毫秒，若同步执行会阻塞 WS 回调线程，导致心跳超时误判。
			* 本类将所有 REST 调用提交到独立线程池异步执行。
			*
			* <h3>回调设计</h3>
			* 每个下单方法接受 onSuccess/onFailure 两个 Runnable。
			* 基底开仓时 onSuccess 用于标记基底已开，网格触发时通常为 null（成交状态由仓位推送驱动）。
			* REST API 调用可能耗时数百毫秒，若在 WebSocket 回调线程中同步执行会阻塞消息处理，
			* 导致心跳超时误判。本类将所有网络 I/O 提交到独立单线程池异步执行。
			*
			* <h3>线程模型</h3>
			* <ul>
			* <li><b>单线程</b>：保证下单顺序（开多→开空→止盈单），避免并发竞争</li>
			* <li><b>有界队列 64</b>：防止堆积。极端行情下最多累积 64 个任务</li>
			* <li><b>CallerRunsPolicy</b>：队列满时由提交线程直接同步执行，形成自然背压</li>
			* <li><b>allowCoreThreadTimeOut</b>：60s 空闲后线程回收，不浪费资源</li>
			* <li><b>单线程 + 有界队列（64）</b> — 保证下单顺序，避免并发竞争</li>
			* <li><b>CallerRunsPolicy</b> — 队列满时由提交线程直接执行，形成自然背压</li>
			* <li><b>Daemon 线程</b> — 60s 空闲自动回收</li>
			* </ul>
			*
			* <h3>调用链</h3>
			* <pre>
			* // 基底双开
			* GateGridTradeService.init → executor.openLong / executor.openShort
			* <h3>对外接口</h3>
			* <table>
			* <tr><th>方法</th><th>用途</th><th>调用方</th></tr>
			* <tr><td>openLong / openShort</td><td>市价 IOC 基底开仓</td><td>onKline(WAITING_KLINE)</td></tr>
			* <tr><td>placeConditionalEntryOrder</td><td>挂条件开仓单（价格触发后市价开仓）</td><td>tryGenerateQueues / processShortGrid / processLongGrid</td></tr>
			* <tr><td>placeTakeProfit</td><td>挂止盈条件单（plan-close-*-position）</td><td>tryGenerateQueues / onOrderUpdate / onAutoOrder</td></tr>
			* <tr><td>cancelOrder</td><td>取消限价单（仓位线调整用）</td><td>onPositionUpdate</td></tr>
			* <tr><td>cancelConditionalOrder</td><td>取消单个条件单</td><td>遗留保留</td></tr>
			* <tr><td>cancelAllPriceTriggeredOrders</td><td>取消所有条件单（策略停止时）</td><td>stopGrid</td></tr>
			* </table>
			*
			* // 网格条件开仓
			* GateGridTradeService.tryGenerateQueues / processShortGrid / processLongGrid
			* → executor.placeConditionalEntryOrder（价格触发后市价 IOC 开仓）
			* → executor.cancelConditionalOrder（取消对方方向旧条件单）
			* <h3>容错</h3>
			* <ul>
			* <li>止盈单创建失败 → 立即 marketClose() 市价平仓</li>
			* <li>取消订单失败 → 仅 warn 日志（可能已成交/已取消）</li>
			* </ul>
			*
			* // 止盈
			* GateGridTradeService.onPositionUpdate → executor.placeTakeProfit（开仓后设止盈条件单）
			*
			* // 停止
			* GateGridTradeService.stopGrid → executor.cancelAllPriceTriggeredOrders
			* </pre>
			*
			* <h3>遗留方法（当前策略未使用）</h3>
			* {@link #placeGridLimitOrder(BigDecimal, String, Consumer, Runnable)} 和
			* {@link #cancelOrder(String)} 为旧版限价单策略的遗留方法，保留以备后续使用。
			* @author Administrator
			*/
			@Slf4j
			public class GateTradeExecutor {

			private static final String SETTLE = "usdt";

			/** 止盈/止损条件单创建失败后的重试次数 */
			private static final int TRIGGER_ORDER_RETRY_MAX_ATTEMPTS = 3;
			/** 止盈/止损条件单创建失败后的重试间隔（毫秒） */
			private static final long TRIGGER_ORDER_RETRY_DELAY_MS = 500L;

			/** Gate U 本位合约 REST API */
			private final FuturesApi futuresApi;
			@@ -99,6 +96,13 @@
			Thread.currentThread().interrupt();
			executor.shutdownNow();
			}
			}
			/**
			* 提交一个通用任务到交易线程池末尾。
			* 利用单线程池的 FIFO 特性确保任务按提交顺序执行。
			*/
			public void submitTask(Runnable task) {
			executor.execute(task);
			}

			/**
			@@ -180,17 +184,32 @@
			Consumer<String> onSuccess) {
			executor.execute(() -> {
			FuturesPriceTriggeredOrder order = buildTriggeredOrder(triggerPrice, rule, orderType, size);
			try {
			TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
			log.info("[TradeExec] 止盈单已创建, 触发价:{}, 类型:{}, size:{}, id:{}",
			triggerPrice, orderType, size, response.getId());
			String orderId = String.valueOf(response.getId());
			if (onSuccess != null) {
			onSuccess.accept(orderId);
			for (int attempt = 1; attempt <= TRIGGER_ORDER_RETRY_MAX_ATTEMPTS; attempt++) {
			try {
			TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
			log.info("[TradeExec] 止盈单已创建, 触发价:{}, 类型:{}, size:{}, id:{},idstr:{}",
			triggerPrice, orderType, size, response.getId(), response.getIdString());
			String orderId = String.valueOf(response.getId());
			if (onSuccess != null) {
			onSuccess.accept(orderId);
			}
			return;
			} catch (Exception e) {
			if (attempt < TRIGGER_ORDER_RETRY_MAX_ATTEMPTS) {
			log.warn("[TradeExec] 止盈单创建失败, 触发价:{}, size:{}, 第{}次尝试失败, {}ms后重试, err:{}",
			triggerPrice, size, attempt, TRIGGER_ORDER_RETRY_DELAY_MS, e.getMessage());
			try {
			Thread.sleep(TRIGGER_ORDER_RETRY_DELAY_MS);
			} catch (InterruptedException ie) {
			Thread.currentThread().interrupt();
			marketClose(size);
			return;
			}
			} else {
			log.error("[TradeExec] 止盈单创建失败, 触发价:{}, size:{}, 立即市价止盈", triggerPrice, size, e);
			marketClose(size);
			}
			}
			} catch (Exception e) {
			log.error("[TradeExec] 止盈单创建失败, 触发价:{}, size:{}, 立即市价止盈", triggerPrice, size, e);
			marketClose(size);
			}
			});
			}
			@@ -270,7 +289,7 @@
			*
			* @param orderId 订单 ID，为 null 时跳过
			*/
			public void cancelOrder(String orderId) {
			public void cancelOrder(String orderId,Consumer<String> onSuccess) {
			if (orderId == null) {
			return;
			}
			@@ -278,6 +297,9 @@
			try {
			FuturesOrder cancelled = futuresApi.cancelFuturesOrder(SETTLE, orderId, null);
			log.info("[TradeExec] 订单已取消, id:{}, status:{}", orderId, cancelled.getStatus());
			if (onSuccess != null) {
			onSuccess.accept(orderId);
			}
			} catch (Exception e) {
			log.warn("[TradeExec] 取消订单失败(可能已成交), id:{}", orderId);
			}
			@@ -324,8 +346,8 @@
			TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
			String orderId = String.valueOf(response.getId());
			String orderIdStr = response.getIdString();
			log.info("[TradeExec] 条件开仓单已创建, trigger:{}, rule:{}, size:{}, id:{}",
			triggerPrice, rule, size, orderId);
			log.info("[TradeExec] 条件开仓单已创建, trigger:{}, rule:{}, size:{}, id:{},idStr:{}",
			triggerPrice, rule, size, orderId, orderIdStr);
			if (onSuccess != null) {
			onSuccess.accept(orderId);
			}
			@@ -343,7 +365,7 @@
			*
			* @param orderId 条件单 ID，为 null 时跳过
			*/
			public void cancelConditionalOrder(String orderId) {
			public void cancelConditionalOrder(String orderId,Consumer<String> onSuccess) {
			if (orderId == null) {
			return;
			}
			@@ -351,6 +373,9 @@
			try {
			futuresApi.cancelPriceTriggeredOrder(SETTLE, Long.parseLong(orderId));
			log.info("[TradeExec] 条件单已取消, id:{}", orderId);
			if (onSuccess != null) {
			onSuccess.accept(orderId);
			}
			} catch (Exception e) {
			log.warn("[TradeExec] 取消条件单失败(可能已触发), id:{}", orderId);
			}