feat(gate): 添加多账号支持和日志标签区分功能

Administrator

yesterday 60d0e9bd70f87de69b378ab63bac60394e3ff696

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

@@ -92,6 +92,7 @@
    private static final String ORDER_TYPE_CLOSE_SHORT = "plan-close-short-position";

    private final GateConfig config;
    private final String logLabel;
    private final GateTradeExecutor executor;
    private final FuturesApi futuresApi;
    private static final String SETTLE = "usdt";
@@ -130,11 +131,12 @@

    public GateGridTradeService(GateConfig config) {
        this.config = config;
        this.logLabel = config.getLabel();
        ApiClient apiClient = new ApiClient();
        apiClient.setBasePath(config.getRestBasePath());
        apiClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
        this.futuresApi = new FuturesApi(apiClient);
        this.executor = new GateTradeExecutor(apiClient, config.getContract());
        this.executor = new GateTradeExecutor(apiClient, config.getContract(), logLabel);
    }

    // ---- 初始化 ----
@@ -146,14 +148,14 @@
            detailClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
            AccountDetail detail = new AccountApi(detailClient).getAccountDetail();
            this.userId = detail.getUserId();
            log.info("[Gate] 用户ID: {}", userId);
            log.info("[Gate-{}] 用户ID: {}", logLabel, userId);

            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            this.initialPrincipal = new BigDecimal(account.getTotal());
            log.info("[Gate] 初始本金: {} USDT", initialPrincipal);
            log.info("[Gate-{}] 初始本金: {} USDT", logLabel, initialPrincipal);

            futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
            log.info("[Gate] 旧条件单已清除");
            log.info("[Gate-{}] 旧条件单已清除", logLabel);
            closeExistingPositions();

            //设置持仓模式为双向持仓
@@ -185,19 +187,19 @@
                    e.printStackTrace();
                }
            }
            log.info("[Gate] 持仓模式: {} 余额: {}", config.getPositionMode(), account.getAvailable());
            log.info("[Gate] 杠杆: {}x {}", config.getLeverage(), config.getMarginMode());
            log.info("[Gate-{}] 持仓模式: {} 余额: {}", logLabel, config.getPositionMode(), account.getAvailable());
            log.info("[Gate-{}] 杠杆: {}x {}", logLabel, config.getLeverage(), config.getMarginMode());
        } catch (GateApiException e) {
            log.error("[Gate] 初始化失败, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
            log.error("[Gate-{}] 初始化失败, label:{}, msg:{}", logLabel, e.getErrorLabel(), e.getMessage());
        } catch (ApiException e) {
            log.error("[Gate] 初始化失败, code:{}", e.getCode());
            log.error("[Gate-{}] 初始化失败, code:{}", logLabel, e.getCode());
        }
    }

    private void closeExistingPositions() {
        try {
            List<Position> positions = futuresApi.listPositions(SETTLE).execute();
            if (positions == null || positions.isEmpty()) { log.info("[Gate] 无已有仓位"); return; }
            if (positions == null || positions.isEmpty()) { log.info("[Gate-{}] 无已有仓位", logLabel); return; }
            for (Position pos : positions) {
                if (!config.getContract().equals(pos.getContract())) {
                    continue;
@@ -223,12 +225,12 @@
                }
                closeOrder.setText("t-grid-init-close");
                futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
                log.info("[Gate] 平已有仓位, 方向:{}, size:{}, mode:{}", size > 0 ? "多" : "空", sizeStr, mode);
                log.info("[Gate-{}] 平已有仓位, 方向:{}, size:{}, mode:{}", logLabel, size > 0 ? "多" : "空", sizeStr, mode);
            }
        } catch (GateApiException e) {
            log.warn("[Gate] 平仓位失败, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
            log.warn("[Gate-{}] 平仓位失败, label:{}, msg:{}", logLabel, e.getErrorLabel(), e.getMessage());
        } catch (Exception e) {
            log.warn("[Gate] 平仓位异常", e);
            log.warn("[Gate-{}] 平仓位异常", logLabel, e);
        }
    }

@@ -236,7 +238,7 @@

    public void startGrid() {
        if (state != StrategyState.WAITING_KLINE && state != StrategyState.STOPPED) {
            log.warn("[Gate] 策略已在运行中, state:{}", state);
            log.warn("[Gate-{}] 策略已在运行中, state:{}", logLabel, state);
            return;
        }
        state = StrategyState.WAITING_KLINE;
@@ -253,14 +255,14 @@
        shortActive = false;
        shortPriceQueue.clear();
        longPriceQueue.clear();
        log.info("[Gate] 网格策略已启动");
        log.info("[Gate-{}] 网格策略已启动", logLabel);
    }

    public void stopGrid() {
        state = StrategyState.STOPPED;
        executor.cancelAllPriceTriggeredOrders();
        executor.shutdown();
        log.info("[Gate] 策略已停止, 累计盈亏: {}", cumulativePnl);
        log.info("[Gate-{}] 策略已停止, 累计盈亏: {}", logLabel, cumulativePnl);
    }

    // ---- K线回调 ----
@@ -274,12 +276,12 @@

        if (state == StrategyState.WAITING_KLINE) {
            state = StrategyState.OPENING;
            log.info("[Gate] 首根K线到达，开基底仓位...");
            log.info("[Gate-{}] 首根K线到达，开基底仓位...", logLabel);
            executor.openLong(config.getQuantity(), () -> {
                log.info("[Gate] 基底多单已提交");
                log.info("[Gate-{}] 基底多单已提交", logLabel);
            }, null);
            executor.openShort(negate(config.getQuantity()), () -> {
                log.info("[Gate] 基底空单已提交");
                log.info("[Gate-{}] 基底空单已提交", logLabel);
            }, null);
            return;
        }
@@ -309,14 +311,14 @@
                    longPositionSize = size;
                    longBaseEntryPrice = entryPrice;
                    baseLongOpened = true;
                    log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
                    log.info("[Gate-{}] 基底多成交价: {}", logLabel, longBaseEntryPrice);
                    tryGenerateQueues();
                } 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()));
                    log.info("[Gate-{}] 多单止盈已设, entry:{}, tp:{}, size:{}", logLabel, entryPrice, tpPrice, negate(config.getQuantity()));
                } else {
                    longPositionSize = size;
                }
@@ -332,14 +334,14 @@
                    shortPositionSize = size.abs();
                    shortBaseEntryPrice = entryPrice;
                    baseShortOpened = true;
                    log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
                    log.info("[Gate-{}] 基底空成交价: {}", logLabel, shortBaseEntryPrice);
                    tryGenerateQueues();
                } 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());
                    log.info("[Gate-{}] 空单止盈已设, entry:{}, tp:{}, size:{}", logLabel, entryPrice, tpPrice, config.getQuantity());
                } else {
                    shortPositionSize = size.abs();
                }
@@ -357,13 +359,13 @@
            return;
        }
        cumulativePnl = cumulativePnl.add(pnl);
        log.info("[Gate] 盈亏累加:{}, 方向:{}, 累计:{}", pnl, side, cumulativePnl);
        log.info("[Gate-{}] 盈亏累加:{}, 方向:{}, 累计:{}", logLabel, pnl, side, cumulativePnl);

        if (cumulativePnl.compareTo(config.getOverallTp()) >= 0) {
            log.info("[Gate] 已达止盈目标 {}→已停止", cumulativePnl);
            log.info("[Gate-{}] 已达止盈目标 {}→已停止", logLabel, cumulativePnl);
            state = StrategyState.STOPPED;
        } else if (cumulativePnl.compareTo(config.getMaxLoss().negate()) <= 0) {
            log.info("[Gate] 已达亏损上限 {}→已停止", cumulativePnl);
            log.info("[Gate-{}] 已达亏损上限 {}→已停止", logLabel, cumulativePnl);
            state = StrategyState.STOPPED;
        }
    }
@@ -375,7 +377,7 @@
            generateShortQueue();
            generateLongQueue();
            state = StrategyState.ACTIVE;
            log.info("[Gate] 网格队列已生成, 空队首:{} → 尾:{}, 多队首:{} → 尾:{}, 已激活",
            log.info("[Gate-{}] 网格队列已生成, 空队首:{} → 尾:{}, 多队首:{} → 尾:{}, 已激活", logLabel,
                    shortPriceQueue.get(0), shortPriceQueue.get(shortPriceQueue.size() - 1),
                    longPriceQueue.get(0), longPriceQueue.get(longPriceQueue.size() - 1));
        }
@@ -389,7 +391,7 @@
        }
        shortPriceQueue.sort((a, b) -> b.compareTo(a));
        //输出队列：shortPriceQueue;
        log.info("[Gate] 空队列:{}", shortPriceQueue);
        log.info("[Gate-{}] 空队列:{}", logLabel, shortPriceQueue);
    }

    private void generateLongQueue() {
@@ -399,7 +401,7 @@
            longPriceQueue.add(longBaseEntryPrice.multiply(BigDecimal.ONE.add(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP));
        }
        longPriceQueue.sort(BigDecimal::compareTo);
        log.info("[Gate] 多队列:{}", longPriceQueue);
        log.info("[Gate-{}] 多队列:{}", logLabel, longPriceQueue);
    }

    /**
@@ -432,14 +434,14 @@
                }
            }
        }
        log.info("[Gate] 原空队列:{}", shortPriceQueue);
        log.info("[Gate-{}] 原空队列:{}", logLabel, shortPriceQueue);
        if (matched.isEmpty()) {
            log.info("[Gate] 空仓队列未触发, 当前价:{}", currentPrice);
            log.info("[Gate-{}] 空仓队列未触发, 当前价:{}", logLabel, currentPrice);
            return;
        }
        log.info("[Gate] 空仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);
        log.info("[Gate-{}] 空仓队列触发, 匹配{}个元素, 当前价:{}", logLabel, matched.size(), currentPrice);
        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过空单开仓");
            log.warn("[Gate-{}] 保证金超限，跳过空单开仓", logLabel);
        } else {
            executor.openShort(negate(config.getQuantity()), null, null);
            if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
@@ -448,7 +450,7 @@
                    && currentPrice.compareTo(shortEntryPrice) > 0
                    && currentPrice.compareTo(longEntryPrice.multiply(BigDecimal.ONE.subtract(config.getGridRate()))) < 0) {
                executor.openLong(config.getQuantity(), null, null);
                log.info("[Gate] 触发价在多/空持仓价之间且多>空且远离多仓均价, 额外开多一次, 当前价:{}", currentPrice);
                log.info("[Gate-{}] 触发价在多/空持仓价之间且多>空且远离多仓均价, 额外开多一次, 当前价:{}", logLabel, currentPrice);
            }
        }

@@ -459,12 +461,12 @@
            for (int i = 0; i < matched.size(); i++) {
                min = min.multiply(BigDecimal.ONE.subtract(step)).setScale(1, RoundingMode.HALF_UP);
                shortPriceQueue.add(min);
                log.info("[Gate] 空队列增加:{}", min);
                log.info("[Gate-{}] 空队列增加:{}", logLabel, min);
            }

            shortPriceQueue.sort((a, b) -> b.compareTo(a));

            log.info("[Gate] 现空队列:{}", shortPriceQueue);
            log.info("[Gate-{}] 现空队列:{}", logLabel, shortPriceQueue);
        }

        synchronized (longPriceQueue) {
@@ -472,8 +474,7 @@
            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) {
                if (elem.subtract(currentPrice).abs().compareTo(currentPrice.multiply(step)) < 0) {
                    log.info("[Gate] 多队列跳过:{}", elem);
                    continue;
                }
@@ -485,7 +486,7 @@
            while (longPriceQueue.size() > config.getGridQueueSize()) {
                longPriceQueue.remove(longPriceQueue.size() - 1);
            }
            log.info("[Gate] 现多队列:{}", longPriceQueue);
            log.info("[Gate-{}] 现多队列:{}", logLabel, longPriceQueue);
        }
    }

@@ -519,15 +520,15 @@
                }
            }
        }
        log.info("[Gate] 原多队列:{}", longPriceQueue);
        log.info("[Gate-{}] 原多队列:{}", logLabel, longPriceQueue);
        if (matched.isEmpty()) {
            log.info("[Gate] 多仓队列未触发,  当前价:{}", currentPrice);
            log.info("[Gate-{}] 多仓队列未触发,  当前价:{}", logLabel, currentPrice);
            return;
        }

        log.info("[Gate] 多仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);
        log.info("[Gate-{}] 多仓队列触发, 匹配{}个元素, 当前价:{}", logLabel, matched.size(), currentPrice);
        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过多单开仓");
            log.warn("[Gate-{}] 保证金超限，跳过多单开仓", logLabel);
        } else {
            executor.openLong(config.getQuantity(), null, null);
            if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
@@ -536,7 +537,7 @@
                    && currentPrice.compareTo(shortEntryPrice.multiply(BigDecimal.ONE.add(config.getGridRate()))) > 0
                    && currentPrice.compareTo(longEntryPrice) < 0) {
                executor.openShort(negate(config.getQuantity()), null, null);
                log.info("[Gate] 触发价在多/空持仓价之间且多>空且远离空仓均价, 额外开空一次, 当前价:{}", currentPrice);
                log.info("[Gate-{}] 触发价在多/空持仓价之间且多>空且远离空仓均价, 额外开空一次, 当前价:{}", logLabel, currentPrice);
            }
        }

@@ -548,11 +549,11 @@
                max = max.multiply(BigDecimal.ONE.add(step)).setScale(1, RoundingMode.HALF_UP);
                longPriceQueue.add(max);

                log.info("[Gate] 多队列增加:{}", max);
                log.info("[Gate-{}] 多队列增加:{}", logLabel, max);
            }
            longPriceQueue.sort(BigDecimal::compareTo);

            log.info("[Gate] 现多队列:{}", longPriceQueue);
            log.info("[Gate-{}] 现多队列:{}", logLabel, longPriceQueue);
        }

        synchronized (shortPriceQueue) {
@@ -560,8 +561,7 @@
            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) {
                if (elem.subtract(currentPrice).abs().compareTo(currentPrice.multiply(step)) < 0) {

                    log.info("[Gate] 空队列跳过:{}", elem);
                    continue;
@@ -574,7 +574,7 @@
            while (shortPriceQueue.size() > config.getGridQueueSize()) {
                shortPriceQueue.remove(shortPriceQueue.size() - 1);
            }
            log.info("[Gate] 现空队列:{}", shortPriceQueue);
            log.info("[Gate-{}] 现空队列:{}", logLabel, shortPriceQueue);
        }
    }

@@ -585,10 +585,10 @@
            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            BigDecimal margin = new BigDecimal(account.getPositionInitialMargin());
            BigDecimal ratio = margin.divide(initialPrincipal, 4, RoundingMode.HALF_UP);
            log.debug("[Gate] 保证金比例: {}/{}={}", margin, initialPrincipal, ratio);
            log.debug("[Gate-{}] 保证金比例: {}/{}={}", logLabel, margin, initialPrincipal, ratio);
            return ratio.compareTo(config.getMarginRatioLimit()) < 0;
        } catch (Exception e) {
            log.warn("[Gate] 查保证金失败，默认放行", e);
            log.warn("[Gate-{}] 查保证金失败，默认放行", logLabel, e);
            return true;
        }
    }
@@ -625,7 +625,7 @@
        }
        unrealizedPnl = longPnl.add(shortPnl);

        log.info("[Gate] 未实现盈亏: {}", unrealizedPnl);
        log.info("[Gate-{}] 未实现盈亏: {}", logLabel, unrealizedPnl);
    }

    /**