Administrator
2026-06-08 5cbe8a0e419189650d91120dc83bbca205d29c3b
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -461,8 +461,8 @@
                }
            } else {
                if (longActive && state == StrategyState.ACTIVE) {
                    log.info("[Gate] 多仓持仓归零,重置策略");
                    handlePositionZeroAndReset("多仓");
//                    log.info("[Gate] 多仓持仓归零,重置策略");
//                    handlePositionZeroAndReset("多仓");
                }
                longActive = false;
                longPositionSize = BigDecimal.ZERO;
@@ -484,8 +484,8 @@
                }
            } else {
                if (shortActive && state == StrategyState.ACTIVE) {
                    log.info("[Gate] 空仓持仓归零,重置策略");
                    handlePositionZeroAndReset("空仓");
//                    log.info("[Gate] 空仓持仓归零,重置策略");
//                    handlePositionZeroAndReset("空仓");
                }
                shortActive = false;
                shortPositionSize = BigDecimal.ZERO;
@@ -793,6 +793,7 @@
                shortEntryQty = 1;
                extendShortStopLoss(filledQty);
                log.info("[Gate] 空单成交 gridId:{}, qty:{}, 追挂止损", shortGridElement.getId(), filledQty);
//                checkMaxPositionAndPlaceTakeProfit(false, shortGridElement.getId());
            }
        }
        GridElement longGridElement = GridElement.findByLongOrderId(orderId);
@@ -803,6 +804,7 @@
                longEntryQty = 1;
                extendLongStopLoss(filledQty);
                log.info("[Gate] 多单成交 gridId:{}, qty:{}, 追挂止损", longGridElement.getId(), filledQty);
//                checkMaxPositionAndPlaceTakeProfit(true, longGridElement.getId());
            }
        }
    }
@@ -926,7 +928,8 @@
            baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
            baseGridElement.setHasShortOrder(true);
            for (int id = 2; id <= 11; id++) {
            int shortTime = Integer.parseInt(config.getBaseQuantity()) + 1;
            for (int id = 2; id <= shortTime; id++) {
                GridElement elem = GridElement.findById(id);
                if (elem == null) {
                    continue;
@@ -946,7 +949,9 @@
                );
            }
            for (int id = -2; id >= -11; id--) {
            int longTime = Integer.parseInt(config.getBaseQuantity()) + 1;
            for (int id = -2; id >= -longTime; id--) {
                GridElement elem = GridElement.findById(id);
                if (elem == null) {
                    continue;
@@ -966,7 +971,7 @@
                );
            }
            log.info("[Gate] 止损单已全部挂完, 空仓止损: 2~11, 多仓止损: -2~-11");
            log.info("[Gate] 止损单已全部挂完, 空仓止损: 2~{}, 多仓止损: -2~-{}", shortTime, longTime);
            state = StrategyState.ACTIVE;
        }
    }
@@ -1516,21 +1521,103 @@
        }
    }
    /**
     * 通过 REST API 查询实时持仓,超限则在下一网格挂止盈单。
     * 使用异步执行避免阻塞 WS 回调线程。
     *
     * @param isLong 是否为多仓方向
     * @param gridId 当前挂单成交的网格 ID
     */
    private void checkMaxPositionAndPlaceTakeProfit(boolean isLong, int gridId) {
        int maxPos = config.getMaxPositionSize();
        if (maxPos <= 0) return;
        executor.submitTask(() -> {
            try {
                List<Position> positions = futuresApi.listPositions(SETTLE).execute();
                if (positions == null) return;
                long actualPosSize = 0;
                String targetMode = isLong ? "dual_long" : "dual_short";
                for (Position pos : positions) {
                    if (!config.getContract().equals(pos.getContract())) continue;
                    Position.ModeEnum mode = pos.getMode();
                    if (mode != null && mode.getValue() != null && targetMode.equals(mode.getValue())) {
                        actualPosSize = Math.abs(Long.parseLong(pos.getSize()));
                        break;
                    }
                }
                if (actualPosSize <= maxPos) {
                    log.debug("[Gate] 持仓检查 {}方向 实际持仓:{} ≤ 上限:{}, 无需止盈", targetMode, actualPosSize, maxPos);
                    return;
                }
                // 下一网格 ID:空仓 N→N-1(向基底方向,更低价),多仓 -N→-(N-1)(向基底方向,更高价)
                int nextGridId = isLong ? -(Math.abs(gridId) - 1) : gridId - 1;
                GridElement nextGrid = GridElement.findById(nextGridId);
                if (nextGrid == null) {
                    log.warn("[Gate] 持仓超限 but 下一网格{}不存在", nextGridId);
                    return;
                }
                BigDecimal tpPrice = nextGrid.getGridPrice();
                final long finalPosSize = actualPosSize;
                final int finalNextGridId = nextGridId;
                if (isLong) {
                    executor.placeTakeProfit(tpPrice,
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
                            ORDER_TYPE_CLOSE_LONG,
                            negate(config.getQuantity()),
                            profitId -> log.info("[Gate] 多仓超限止盈已挂(持仓:{})>, gridId:{}, tpPrice:{}, id:{}",
                                    finalPosSize, finalNextGridId, tpPrice, profitId));
                } else {
                    executor.placeTakeProfit(tpPrice,
                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
                            ORDER_TYPE_CLOSE_SHORT,
                            config.getQuantity(),
                            profitId -> log.info("[Gate] 空仓超限止盈已挂(持仓:{})>, gridId:{}, tpPrice:{}, id:{}",
                                    finalPosSize, finalNextGridId, tpPrice, profitId));
                }
            } catch (Exception e) {
                log.warn("[Gate] 通过API查询持仓超限检查失败", e);
            }
        });
    }
    /** Gate 永续合约 taker 费率 0.05% */
    private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.0005");
    /** ETH_USDT 合约面值(每张=0.01 ETH) */
    private static final BigDecimal CT_VAL = new BigDecimal("0.01");
    private void checkProfitAndReset() {
        try {
            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            BigDecimal unrealisedPnl = new BigDecimal(account.getCrossUnrealisedPnl());
            BigDecimal available = new BigDecimal(account.getCrossAvailable());
            BigDecimal totalEquity = unrealisedPnl.add(available);
            // 估算平仓手续费:(多仓张数+空仓张数) × 合约面值 × 当前价 × taker费率
            BigDecimal totalSize = longPositionSize.abs().add(shortPositionSize.abs());
            BigDecimal closeContractValue =
                    totalSize.multiply(CT_VAL).multiply(lastKlinePrice != null ? lastKlinePrice : BigDecimal.ZERO);
            BigDecimal estimatedFee = closeContractValue.multiply(TAKER_FEE_RATE);
            BigDecimal netEquity = totalEquity.subtract(estimatedFee);
            BigDecimal target = initialPrincipal.add(config.getExpectedProfit());
            log.info("[Gate] 盈亏检查 cross_unrealised_pnl:{}, cross_available:{}, 合计:{}, 目标:{}",
                    unrealisedPnl, available, totalEquity, target);
            if (totalEquity.compareTo(target) > 0) {
                log.info("[Gate] 盈亏达标({}>{}),重置策略", totalEquity, target);
            log.info("[Gate] 盈亏检查,总张数:{}, upl:{}, avail:{}, 合计:{}, 估手续费:{}, 净权益:{}, 目标:{}",
                    totalSize,unrealisedPnl, available, totalEquity, estimatedFee, netEquity, target);
            if (netEquity.compareTo(target) > 0) {
                log.info("[Gate] 盈亏达标(净权益{}>目标{}),重置策略", netEquity, target);
                state = StrategyState.STOPPED;
                closeExistingPositions();
                futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
                startGrid();
                // 提交到 executor 末尾:单线程FIFO保证前面所有平仓/取消任务完成后才重置
                executor.submitTask(() -> {
                    try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
                    startGrid();
                });
            }
        } catch (Exception e) {
            log.warn("[Gate] 盈亏检查失败", e);
@@ -1545,7 +1632,11 @@
            log.warn("[Gate] {}持仓归零后取消条件单失败", direction, e);
        }
        closeExistingPositions();
        startGrid();
        // 提交到 executor 末尾:单线程FIFO保证前面所有平仓/取消任务完成后才重置
        executor.submitTask(() -> {
            try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
            startGrid();
        });
    }
    // ---- 保证金安全阀 ----