| | |
| | | package com.xcong.excoin.modules.gateApi; |
| | | |
| | | import io.gate.gateapi.ApiClient; |
| | | import io.gate.gateapi.GateApiException; |
| | | import io.gate.gateapi.api.FuturesApi; |
| | | import io.gate.gateapi.models.FuturesInitialOrder; |
| | | import io.gate.gateapi.models.FuturesOrder; |
| | |
| | | |
| | | 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(); |
| | | } |
| | |
| | | } |
| | | |
| | | /** |
| | | * 异步创建止盈条件单。 |
| | | * <p>使用 Gate 的 PriceTriggeredOrder:服务器监控价格,达到触发价后自动平仓。 |
| | | * 如果账户已有同方向同规则的条件单(label=UNIQUE),自动清除后重试一次。 |
| | | * 异步创建止盈条件单(仓位计划止盈止损)。 |
| | | * |
| | | * <p>使用 Gate 的 {@code PriceTriggeredOrder} API:服务器监控价格,达到触发价后自动平指定张数。 |
| | | * order_type 使用 {@code plan-close-*-position}(仓位计划止盈止损), |
| | | * 支持指定 size 部分平仓,多次触发的止盈单互不影响。 |
| | | * |
| | | * <h3>为何不用 close-*-position</h3> |
| | | * {@code close-long-position} / {@code close-short-position} 仅支持全部平仓(size=0), |
| | | * 且双仓模式还需额外设置 {@code auto_size}。网格策略需要指定张数部分平仓, |
| | | * 因此必须使用 {@code plan-close-long-position} / {@code plan-close-short-position}。 |
| | | * |
| | | * @param triggerPrice 触发价格 |
| | | * @param rule 触发规则(NUMBER_1: ≥ 触发价,NUMBER_2: ≤ 触发价) |
| | | * @param orderType stop 类型(close-long-position / close-short-position) |
| | | * @param autoSize 双仓平仓方向(close_long / close_short) |
| | | * @param orderType stop 类型(plan-close-long-position / plan-close-short-position) |
| | | * @param size 平仓张数(正=平空,负=平多) |
| | | */ |
| | | public void placeTakeProfit(BigDecimal triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum rule, |
| | | String orderType, |
| | | String autoSize) { |
| | | String size) { |
| | | executor.execute(() -> { |
| | | FuturesPriceTriggeredOrder order = buildTriggeredOrder(triggerPrice, rule, orderType, autoSize); |
| | | 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:{}, id:{}", |
| | | triggerPrice, orderType, response.getId()); |
| | | } catch (GateApiException e) { |
| | | if ("AUTO_USER_EXIST_POSITION_ORDER".equals(e.getErrorLabel())) { |
| | | log.warn("[TradeExec] 止盈单已存在,清除旧单后重试"); |
| | | try { |
| | | futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract); |
| | | TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order); |
| | | log.info("[TradeExec] 止盈单重试成功, 触发价:{}, id:{}", triggerPrice, response.getId()); |
| | | } catch (Exception retryEx) { |
| | | log.error("[TradeExec] 止盈单重试失败", retryEx); |
| | | } |
| | | } else { |
| | | log.error("[TradeExec] 止盈单创建失败, 触发价:{}", triggerPrice, e); |
| | | } |
| | | 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:{}", triggerPrice, 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); |
| | | } |
| | | }); |
| | | } |
| | | |
| | | /** |
| | | * 构建 FuturesPriceTriggeredOrder 对象。 |
| | | * |
| | | * <p>策略=0(价格触发),price_type=0(最新价),expiration=0(永不过期), |
| | | * tif=IOC(立即成交或取消),reduce_only=true(只减仓不开新仓)。 |
| | | * |
| | | * <h3>size 参数说明</h3> |
| | | * <ul> |
| | | * <li>plan-close-long-position:size 为负,表示平多仓多少张</li> |
| | | * <li>plan-close-short-position:size 为正,表示平空仓多少张</li> |
| | | * </ul> |
| | | * 每次只平指定张数,不会全平仓位,多个止盈单可并存且互不影响。 |
| | | */ |
| | | private FuturesPriceTriggeredOrder buildTriggeredOrder(BigDecimal triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum rule, |
| | | String orderType, |
| | | String autoSize) { |
| | | String size) { |
| | | FuturesPriceTrigger trigger = new FuturesPriceTrigger(); |
| | | trigger.setStrategyType(FuturesPriceTrigger.StrategyTypeEnum.NUMBER_0); |
| | | trigger.setPriceType(FuturesPriceTrigger.PriceTypeEnum.NUMBER_0); |
| | |
| | | |
| | | FuturesInitialOrder initial = new FuturesInitialOrder(); |
| | | initial.setContract(contract); |
| | | initial.setSize(0L); |
| | | initial.setSize(Long.parseLong(size)); |
| | | initial.setPrice("0"); |
| | | initial.setTif(FuturesInitialOrder.TifEnum.IOC); |
| | | initial.setReduceOnly(true); |
| | | initial.setAutoSize(autoSize); |
| | | |
| | | FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder(); |
| | | order.setTrigger(trigger); |