| | |
| | | lastKlinePrice = closePrice; |
| | | updateUnrealizedPnl(); |
| | | if (state == StrategyState.STOPPED) { |
| | | try { |
| | | futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract()); |
| | | } catch (ApiException e) { |
| | | e.printStackTrace(); |
| | | } |
| | | closeExistingPositions(); |
| | | |
| | | BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl); |
| | | log.info("[Gate] 已实现:{}, 未实现:{}, 合计:{}", |
| | | cumulativePnl, unrealizedPnl, totalPnl); |
| | | return; |
| | | } |
| | | |
| | |
| | | } |
| | | cumulativePnl = cumulativePnl.add(pnl); |
| | | BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl); |
| | | log.info("[Gate] 盈亏累加:{}, 方向:{}, 已实现:{}, 未实现:{}, 合计:{}", |
| | | pnl, side, cumulativePnl, unrealizedPnl, totalPnl); |
| | | log.info("[Gate] 已实现:{}, 未实现:{}, 合计:{}", |
| | | cumulativePnl, unrealizedPnl, totalPnl); |
| | | |
| | | if (totalPnl.compareTo(config.getOverallTp()) >= 0) { |
| | | log.info("[Gate] 已达止盈目标(合计{})→已停止, 已实现:{}, 未实现:{}", |
| | |
| | | null, |
| | | false |
| | | ); |
| | | longEntryTraderIdParam( |
| | | byLongTakeProfitOrderId, |
| | | null, |
| | | false |
| | | ); |
| | | // longEntryTraderIdParam( |
| | | // byLongTakeProfitOrderId, |
| | | // null, |
| | | // false |
| | | // ); |
| | | } |
| | | GridElement byShortTakeProfitOrderId = GridElement.findByShortTakeProfitOrderId(orderId); |
| | | if (byShortTakeProfitOrderId != null){ |
| | |
| | | null, |
| | | false |
| | | ); |
| | | shortEntryTraderIdParam( |
| | | byShortTakeProfitOrderId, |
| | | null, |
| | | false |
| | | ); |
| | | // shortEntryTraderIdParam( |
| | | // byShortTakeProfitOrderId, |
| | | // null, |
| | | // false |
| | | // ); |
| | | } |
| | | |
| | | /** |
| | |
| | | GridElement longGridElement = GridElement.findByLongOrderId(orderId); |
| | | if (longGridElement != null) { |
| | | if (longGridElement.isHasLongOrder()){ |
| | | longEntryTraderIdParam( |
| | | longGridElement, |
| | | null, |
| | | false |
| | | ); |
| | | if (longGridElement.getLongTakeProfitOrderId() == null){ |
| | | BigDecimal longTp = longGridElement.getLongTraderParam().getTakeProfitPrice(); |
| | | if (longTp != null) { |
| | |
| | | GridElement shortGridElement = GridElement.findByShortOrderId(orderId); |
| | | if (shortGridElement != null) { |
| | | if (shortGridElement.isHasShortOrder()){ |
| | | shortEntryTraderIdParam( |
| | | shortGridElement, |
| | | null, |
| | | false |
| | | ); |
| | | if (shortGridElement.getShortTakeProfitOrderId() == null){ |
| | | BigDecimal shortTp = shortGridElement.getShortTraderParam().getTakeProfitPrice(); |
| | | if (shortTp != null) { |
| | |
| | | // 判断网格是否能开空仓,如果不能则跳过 |
| | | if (UpGridElement != null) { |
| | | |
| | | if (!UpGridElement.isHasShortOrder()) { |
| | | if (!UpGridElement.isHasShortOrder() && shortEntryPrice.compareTo(newLongFirst) > 0) { |
| | | |
| | | //挂空仓条件单 |
| | | TraderParam upShortTraderParam = UpGridElement.getShortTraderParam(); |
| | |
| | | // 判断网格是否能开多仓,如果不能则跳过 |
| | | if (UpGridElement != null) { |
| | | |
| | | if (!UpGridElement.isHasLongOrder()) { |
| | | if (!UpGridElement.isHasLongOrder() && longEntryPrice.compareTo(newLongFirst) < 0) { |
| | | //挂多仓条件单 |
| | | TraderParam upLongTraderParam = UpGridElement.getLongTraderParam(); |
| | | executor.placeConditionalEntryOrder( |