| | |
| | | |
| | | private static final String SETTLE = "usdt"; |
| | | |
| | | private final String logLabel; |
| | | private final FuturesApi futuresApi; |
| | | private final String contract; |
| | | |
| | | /** 交易线程池:单线程 + 有界队列 + 背压策略 */ |
| | | private final ExecutorService executor; |
| | | |
| | | public GateTradeExecutor(ApiClient apiClient, String contract) { |
| | | public GateTradeExecutor(ApiClient apiClient, String contract, String label) { |
| | | this.logLabel = label; |
| | | this.futuresApi = new FuturesApi(apiClient); |
| | | this.contract = contract; |
| | | this.executor = new ThreadPoolExecutor( |
| | |
| | | 60L, TimeUnit.SECONDS, |
| | | new LinkedBlockingQueue<>(64), |
| | | r -> { |
| | | Thread t = new Thread(r, "gate-trade-worker"); |
| | | Thread t = new Thread(r, "gate-trade-" + label); |
| | | t.setDaemon(true); |
| | | return t; |
| | | }, |
| | |
| | | order.setTif(FuturesOrder.TifEnum.IOC); |
| | | order.setText(text); |
| | | FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null); |
| | | log.info("[TradeExec] {}成功, 价格:{}, id:{}", label, result.getFillPrice(), result.getId()); |
| | | log.info("[TradeExec-{}] {}成功, 价格:{}, id:{}", logLabel, label, result.getFillPrice(), result.getId()); |
| | | if (onSuccess != null) { |
| | | onSuccess.run(); |
| | | } |
| | | } catch (Exception e) { |
| | | log.error("[TradeExec] {}失败", label, e); |
| | | log.error("[TradeExec-{}] {}失败", logLabel, label, e); |
| | | if (onFailure != null) { |
| | | onFailure.run(); |
| | | } |
| | |
| | | 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()); |
| | | log.info("[TradeExec-{}] 止盈单已创建, 触发价:{}, 类型:{}, size:{}, id:{}", |
| | | logLabel, triggerPrice, orderType, size, response.getId()); |
| | | } catch (Exception e) { |
| | | log.error("[TradeExec] 止盈单创建失败, 触发价:{}, size:{}", triggerPrice, size, e); |
| | | log.error("[TradeExec-{}] 止盈单创建失败, 触发价:{}, size:{}, 立即市价止盈", logLabel, triggerPrice, size, e); |
| | | marketClose(size); |
| | | } |
| | | }); |
| | | } |
| | | |
| | | /** |
| | | * 市价止盈:在止盈条件单创建失败时立即市价平仓。 |
| | | * size 与止盈单保持一致(负=平多,正=平空)。 |
| | | */ |
| | | private void marketClose(String size) { |
| | | try { |
| | | FuturesOrder order = new FuturesOrder(); |
| | | order.setContract(contract); |
| | | order.setSize(size); |
| | | order.setPrice("0"); |
| | | order.setTif(FuturesOrder.TifEnum.IOC); |
| | | order.setReduceOnly(true); |
| | | order.setText("t-grid-mkt-close"); |
| | | FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null); |
| | | log.info("[TradeExec-{}] 市价止盈成功, 价格:{}, size:{}, id:{}", logLabel, result.getFillPrice(), size, result.getId()); |
| | | } catch (Exception e) { |
| | | log.error("[TradeExec-{}] 市价止盈也失败, size:{}", logLabel, size, e); |
| | | } |
| | | } |
| | | |
| | | /** |
| | |
| | | executor.execute(() -> { |
| | | try { |
| | | futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract); |
| | | log.info("[TradeExec] 已清除所有止盈止损条件单"); |
| | | log.info("[TradeExec-{}] 已清除所有止盈止损条件单", logLabel); |
| | | } catch (Exception e) { |
| | | log.error("[TradeExec] 清除止盈止损条件单失败", e); |
| | | log.error("[TradeExec-{}] 清除止盈止损条件单失败", logLabel, e); |
| | | } |
| | | }); |
| | | } |