| | |
| | | if (hasPosition) { |
| | | longActive = true; |
| | | longEntryPrice = entryPrice; |
| | | longPositionSize = size; |
| | | if (!baseLongOpened) { |
| | | longPositionSize = size; |
| | | longBaseEntryPrice = entryPrice; |
| | | baseLongOpened = true; |
| | | log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice); |
| | | tryGenerateQueues(); |
| | | } else { |
| | | } else if (size.compareTo(longPositionSize) > 0) { |
| | | longPositionSize = size; |
| | | BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.add(config.getGridRate())).setScale(1, RoundingMode.HALF_UP); |
| | | executor.placeTakeProfit(tpPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, ORDER_TYPE_CLOSE_LONG, negate(config.getQuantity())); |
| | | log.info("[Gate] 多单止盈已设, entry:{}, tp:{}, size:{}", entryPrice, tpPrice, negate(config.getQuantity())); |
| | | } else { |
| | | longPositionSize = size; |
| | | } |
| | | } else { |
| | | longActive = false; |
| | |
| | | if (hasPosition) { |
| | | shortActive = true; |
| | | shortEntryPrice = entryPrice; |
| | | shortPositionSize = size.abs(); |
| | | if (!baseShortOpened) { |
| | | shortPositionSize = size.abs(); |
| | | shortBaseEntryPrice = entryPrice; |
| | | baseShortOpened = true; |
| | | log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice); |
| | | tryGenerateQueues(); |
| | | } else { |
| | | } else if (size.abs().compareTo(shortPositionSize) > 0) { |
| | | shortPositionSize = size.abs(); |
| | | BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.subtract(config.getGridRate())).setScale(1, RoundingMode.HALF_UP); |
| | | executor.placeTakeProfit(tpPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_2, ORDER_TYPE_CLOSE_SHORT, config.getQuantity()); |
| | | log.info("[Gate] 空单止盈已设, entry:{}, tp:{}, size:{}", entryPrice, tpPrice, config.getQuantity()); |
| | | } else { |
| | | shortPositionSize = size.abs(); |
| | | } |
| | | } else { |
| | | shortActive = false; |
| | |
| | | BigDecimal step = config.getGridRate(); |
| | | for (int i = 1; i <= matched.size(); i++) { |
| | | BigDecimal elem = first.multiply(BigDecimal.ONE.subtract(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP); |
| | | if (longEntryPrice.compareTo(BigDecimal.ZERO) > 0 |
| | | && elem.subtract(longEntryPrice).abs().compareTo(longEntryPrice.multiply(step)) < 0) { |
| | | log.info("[Gate] 多队列跳过:{}", elem); |
| | | continue; |
| | | } |
| | | longPriceQueue.add(elem); |
| | | |
| | | log.info("[Gate] 多队列增加:{}", elem); |
| | | } |
| | | longPriceQueue.sort(BigDecimal::compareTo); |
| | |
| | | BigDecimal step = config.getGridRate(); |
| | | for (int i = 1; i <= matched.size(); i++) { |
| | | BigDecimal elem = first.multiply(BigDecimal.ONE.add(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP); |
| | | if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0 |
| | | && elem.subtract(shortEntryPrice).abs().compareTo(shortEntryPrice.multiply(step)) < 0) { |
| | | |
| | | log.info("[Gate] 空队列跳过:{}", elem); |
| | | continue; |
| | | } |
| | | shortPriceQueue.add(elem); |
| | | |
| | | log.info("[Gate] 空队列增加:{}", elem); |
| | | } |
| | | shortPriceQueue.sort((a, b) -> b.compareTo(a)); |