feat(gate): 添加加仓止损配置功能

Administrator

2026-08-10 6cfaf5f96b66c8bc4d3414c73d148ee0ca7729a2

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

@@ -376,7 +376,7 @@
     */
    public void onKline(BigDecimal closePrice) {

        log.info("当前价：{}", closePrice);
//        log.info("当前价：{}", closePrice);

        lastKlinePrice = closePrice;

@@ -676,8 +676,6 @@
                log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);


                accumulatedShortLossCount++;
                checkShortStopLongProfit(accumulatedShortLossCount, shortGridElement.getId() + 2);

            }
        }
@@ -707,9 +705,6 @@
                // [Gate] 止盈挂单：超出基础仓位的部分，挂在空仓第一止损位
//                placeExcessTakeProfit(posSize, true);
                log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

                accumulatedLongLossCount++;
                checkLongStopShortProfit(accumulatedLongLossCount, longGridElement.getId() -2);

            }
        }
@@ -1276,6 +1271,56 @@
        }
    }

    // ========== 加仓计算 ==========

    /**
     * 根据 {@code stopLossCountMode} 计算当前有效的止损次数。
     * <ul>
     *   <li>{@code "single"}（单向）：返回该方向的累计止损次数</li>
     *   <li>{@code "dual"}（双向）：返回多空双向累计总次数</li>
     * </ul>
     *
     * @param isLong {@code true}=多仓方向，{@code false}=空仓方向
     * @return 有效止损次数
     */
    private int getEffectiveStopLossCount(boolean isLong) {
        if ("single".equals(config.getStopLossCountMode())) {
            return isLong ? accumulatedLongLossCount : accumulatedShortLossCount;
        }
        // "dual" — 双向总次数
        return accumulatedLongLossCount + accumulatedShortLossCount;
    }

    /**
     * 根据加仓配置计算止损追单时的实际下单量。
     * <p>公式：</p>
     * <pre>
     * addMultiplier = floor(effectiveStopLossCount / addPositionInterval)
     * addQty = addMultiplier × addPositionQuantity
     * finalQty = min(baseQuantity + addQty, maxPositionPerSide > 0 ? maxPositionPerSide : ∞)
     * </pre>
     *
     * @param isLong {@code true}=多仓方向，{@code false}=空仓方向
     * @return 实际下单张数（字符串）
     */
    private String calculateEntryQuantity(boolean isLong) {
        int baseQty = Integer.parseInt(config.getBaseQuantity());
        int interval = config.getAddPositionInterval();
        int addQtyPerUnit = config.getAddPositionQuantity();
        int maxPerSide = config.getMaxPositionPerSide();

        int effectiveCount = getEffectiveStopLossCount(isLong);
        int addMultiplier = interval > 0 ? effectiveCount / interval : 0;
        int addQty = addMultiplier * addQtyPerUnit;
        int totalQty = baseQty + addQty;

        if (maxPerSide > 0 && totalQty > maxPerSide) {
            totalQty = maxPerSide;
        }

        return String.valueOf(totalQty);
    }

    private void handleLongStopLossTriggered(GridElement gridElement, String orderId) {
        gridElement.removeLongStopLossOrderId(orderId);

@@ -1287,6 +1332,8 @@
        }

        lastLongStopLossGridId = gridId;

        accumulatedLongLossCount++;
        log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
                gridId, accumulatedLongLossCount, sameGrid ? "(同网格)" : "");
        int newEntryGridId = gridId + 1;
@@ -1300,8 +1347,9 @@

        // 止损追单：同一网格可有多笔挂单，不判断 isHasLongOrder，直接挂单
        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
//        String size = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
        String size = String.valueOf(config.getBaseQuantity());
        String size = calculateEntryQuantity(true);
        log.info("[Gate] 多仓止损追单 有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}",
                getEffectiveStopLossCount(true), config.getBaseQuantity(), size, config.getStopLossCountMode());
        newEntryGrid.getLongTraderParam().setQuantity(size);
        placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
@@ -1379,7 +1427,7 @@
     */
    private void checkLongStopShortProfit(int times, int gridId) {
        int[] r = ruleOf(times);
        int maxPos = config.getMaxPositionSize();
        int maxPos = Integer.parseInt(config.getBaseQuantity());
        if (maxPos <= 0) {
            return;
        }
@@ -1402,31 +1450,31 @@
        }

        // ---------- 己方（多仓）盈止（≥6次） ----------
        if (times >= 6 && thresholdPct > 0) {
            int selfPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
            int excess = selfPos - thresholdPosNum;
            if (excess > 0) {
                int perOrderQty = maxPos * DEFAULT_STOP_LOSS_PERCENT / 100;
                if (perOrderQty <= 0) {
                    perOrderQty = 1;
                }
                int totalOrders = excess / perOrderQty;
                if (totalOrders <= 0) {
                    totalOrders = 1;
                }
                int entryGridId = 0; // 多仓建仓格
                for (int i = 0; i < totalOrders; i++) {
                    int tpGridId = entryGridId + 2 * (i + 1); // 朝盈利方向(向上)间隔2格
                    GridElement tpElem = GridElement.findById(tpGridId);
                    if (tpElem == null) {
                        break;
                    }
                    placeTakeProfitAtGrid(tpElem, true, perOrderQty, times);
                }
                log.info("[Gate] 止损{}→己方多仓止盈, excess:{}, 挂{}单, 每单{}张",
                        times, excess, totalOrders, perOrderQty);
            }
        }
//        if (times >= 6 && thresholdPct > 0) {
//            int selfPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
//            int excess = selfPos - thresholdPosNum;
//            if (excess > 0) {
//                int perOrderQty = maxPos * DEFAULT_STOP_LOSS_PERCENT / 100;
//                if (perOrderQty <= 0) {
//                    perOrderQty = 1;
//                }
//                int totalOrders = excess / perOrderQty;
//                if (totalOrders <= 0) {
//                    totalOrders = 1;
//                }
//                int entryGridId = 0; // 多仓建仓格
//                for (int i = 0; i < totalOrders; i++) {
//                    int tpGridId = entryGridId + 2 * (i + 1); // 朝盈利方向(向上)间隔2格
//                    GridElement tpElem = GridElement.findById(tpGridId);
//                    if (tpElem == null) {
//                        break;
//                    }
//                    placeTakeProfitAtGrid(tpElem, true, perOrderQty, times);
//                }
//                log.info("[Gate] 止损{}→己方多仓止盈, excess:{}, 挂{}单, 每单{}张",
//                        times, excess, totalOrders, perOrderQty);
//            }
//        }

    }

@@ -1435,7 +1483,7 @@
     */
    private void checkShortStopLongProfit(int times, int gridId) {
        int[] r = ruleOf(times);
        int maxPos = config.getMaxPositionSize();
        int maxPos = Integer.parseInt(config.getBaseQuantity());
        if (maxPos <= 0) {
            return;
        }
@@ -1458,31 +1506,31 @@
        }

        // ---------- 己方（空仓）盈止（≥6次） ----------
        if (times >= 6 && thresholdPct > 0) {
            int selfPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
            int excess = selfPos - thresholdPosNum;
            if (excess > 0) {
                int perOrderQty = maxPos * DEFAULT_STOP_LOSS_PERCENT / 100;
                if (perOrderQty <= 0) {
                    perOrderQty = 1;
                }
                int totalOrders = excess / perOrderQty;
                if (totalOrders <= 0) {
                    totalOrders = 1;
                }
                int entryGridId = 0; // 空仓建仓格
                for (int i = 0; i < totalOrders; i++) {
                    int tpGridId = entryGridId - 2 * (i + 1); // 朝盈利方向(向下)间隔2格
                    GridElement tpElem = GridElement.findById(tpGridId);
                    if (tpElem == null) {
                        break;
                    }
                    placeTakeProfitAtGrid(tpElem, false, perOrderQty, times);
                }
                log.info("[Gate] 止损{}→己方空仓止盈, excess:{}, 挂{}单, 每单{}张",
                        times, excess, totalOrders, perOrderQty);
            }
        }
//        if (times >= 6 && thresholdPct > 0) {
//            int selfPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
//            int excess = selfPos - thresholdPosNum;
//            if (excess > 0) {
//                int perOrderQty = maxPos * DEFAULT_STOP_LOSS_PERCENT / 100;
//                if (perOrderQty <= 0) {
//                    perOrderQty = 1;
//                }
//                int totalOrders = excess / perOrderQty;
//                if (totalOrders <= 0) {
//                    totalOrders = 1;
//                }
//                int entryGridId = 0; // 空仓建仓格
//                for (int i = 0; i < totalOrders; i++) {
//                    int tpGridId = entryGridId - 2 * (i + 1); // 朝盈利方向(向下)间隔2格
//                    GridElement tpElem = GridElement.findById(tpGridId);
//                    if (tpElem == null) {
//                        break;
//                    }
//                    placeTakeProfitAtGrid(tpElem, false, perOrderQty, times);
//                }
//                log.info("[Gate] 止损{}→己方空仓止盈, excess:{}, 挂{}单, 每单{}张",
//                        times, excess, totalOrders, perOrderQty);
//            }
//        }

    }

@@ -1496,6 +1544,7 @@
            return;
        }
        lastShortStopLossGridId = gridId;
        accumulatedShortLossCount++;
        log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
                gridId, accumulatedShortLossCount, sameGrid ? "(同网格)" : "");
        int newEntryGridId = gridId - 1;
@@ -1509,8 +1558,9 @@

        // 止损追单：同一网格可有多笔挂单，不判断 isHasShortOrder，直接挂单
        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
//        String size = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
        String size = String.valueOf(config.getBaseQuantity());
        String size = calculateEntryQuantity(false);
        log.info("[Gate] 空仓止损追单 有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}",
                getEffectiveStopLossCount(false), config.getBaseQuantity(), size, config.getStopLossCountMode());
        newEntryGrid.getShortTraderParam().setQuantity(size);
        placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));