| | |
| | | GridElement byShortTakeProfitOrderId = GridElement.findByShortTakeProfitOrderId(orderId); |
| | | if (byShortTakeProfitOrderId != null){ |
| | | shortTakeProfitTraderIdParam( |
| | | byLongTakeProfitOrderId, |
| | | byShortTakeProfitOrderId, |
| | | null, |
| | | false |
| | | ); |
| | | shortEntryTraderIdParam( |
| | | byLongTakeProfitOrderId, |
| | | byShortTakeProfitOrderId, |
| | | null, |
| | | false |
| | | ); |
| | |
| | | */ |
| | | private void generateShortQueue() { |
| | | shortPriceQueue.clear(); |
| | | BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP); |
| | | int prec = config.getPricePrecision(); |
| | | BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(prec, RoundingMode.HALF_UP); |
| | | config.setStep(step); |
| | | BigDecimal elem = shortBaseEntryPrice.subtract(step).setScale(1, RoundingMode.HALF_UP); |
| | | BigDecimal elem = shortBaseEntryPrice.subtract(step).setScale(prec, RoundingMode.HALF_UP); |
| | | for (int i = 0; i < config.getGridQueueSize(); i++) { |
| | | shortPriceQueue.add(elem); |
| | | elem = elem.subtract(step).setScale(1, RoundingMode.HALF_UP); |
| | | elem = elem.subtract(step).setScale(prec, RoundingMode.HALF_UP); |
| | | if (elem.compareTo(BigDecimal.ZERO) <= 0) { |
| | | break; |
| | | } |
| | |
| | | */ |
| | | private void generateLongQueue() { |
| | | longPriceQueue.clear(); |
| | | int prec = config.getPricePrecision(); |
| | | BigDecimal step = config.getStep(); |
| | | BigDecimal elem = shortBaseEntryPrice.add(step).setScale(1, RoundingMode.HALF_UP); |
| | | BigDecimal elem = shortBaseEntryPrice.add(step).setScale(prec, RoundingMode.HALF_UP); |
| | | for (int i = 0; i < config.getGridQueueSize(); i++) { |
| | | longPriceQueue.add(elem); |
| | | elem = elem.add(step).setScale(1, RoundingMode.HALF_UP); |
| | | elem = elem.add(step).setScale(prec, RoundingMode.HALF_UP); |
| | | } |
| | | longPriceQueue.sort(BigDecimal::compareTo); |
| | | log.info("[Gate] 多队列:{}", longPriceQueue); |
| | |
| | | int longSize = longPriceQueue.size(); |
| | | BigDecimal step = config.getStep().subtract(config.getContractMultiplier()); |
| | | String qty = config.getQuantity(); |
| | | int prec = config.getPricePrecision(); |
| | | |
| | | // 空仓队列:id 从 -1 自减, shortPriceQueue[i] → id=-(i+1) |
| | | for (int i = 0; i < shortSize; i++) { |
| | |
| | | TraderParam longParam = TraderParam.builder() |
| | | .direction(TraderParam.Direction.LONG) |
| | | .entryPrice(price) |
| | | .takeProfitPrice(price.add(step).setScale(1, RoundingMode.HALF_UP)) |
| | | .takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP)) |
| | | .quantity(qty) |
| | | .build(); |
| | | TraderParam shortParam = TraderParam.builder() |
| | | .direction(TraderParam.Direction.SHORT) |
| | | .entryPrice(price) |
| | | .takeProfitPrice(price.subtract(step).setScale(1, RoundingMode.HALF_UP)) |
| | | .takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP)) |
| | | .quantity(qty) |
| | | .build(); |
| | | elements.add(GridElement.builder() |
| | |
| | | TraderParam longParam = TraderParam.builder() |
| | | .direction(TraderParam.Direction.LONG) |
| | | .entryPrice(price) |
| | | .takeProfitPrice(price.add(step).setScale(1, RoundingMode.HALF_UP)) |
| | | .takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP)) |
| | | .quantity(qty) |
| | | .build(); |
| | | TraderParam shortParam = TraderParam.builder() |
| | | .direction(TraderParam.Direction.SHORT) |
| | | .entryPrice(price) |
| | | .takeProfitPrice(price.subtract(step).setScale(1, RoundingMode.HALF_UP)) |
| | | .takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP)) |
| | | .quantity(qty) |
| | | .build(); |
| | | elements.add(GridElement.builder() |
| | | .id(0) |
| | | .gridPrice(price) |
| | | .upId(shortSize > 0 ? -1 : null) |
| | | .downId(longSize > 0 ? 1 : null) |
| | | .upId(shortSize > 0 ? 1 : null) |
| | | .downId(longSize > 0 ? -1 : null) |
| | | .longTraderParam(longParam) |
| | | .shortTraderParam(shortParam) |
| | | .build()); |
| | |
| | | // 多仓队列:id 从 1 自增, longPriceQueue[i] → id=i+1 |
| | | for (int i = 0; i < longSize; i++) { |
| | | int id = i + 1; |
| | | Integer upId = (i == 0) ? 0 : id - 1; |
| | | Integer downId = (i == longSize - 1) ? null : id + 1; |
| | | Integer downId = (i == 0) ? 0 : id - 1; |
| | | Integer upId = (i == longSize - 1) ? null : id + 1; |
| | | BigDecimal price = longPriceQueue.get(i); |
| | | TraderParam longParam = TraderParam.builder() |
| | | .direction(TraderParam.Direction.LONG) |
| | | .entryPrice(price) |
| | | .takeProfitPrice(price.add(step).setScale(1, RoundingMode.HALF_UP)) |
| | | .takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP)) |
| | | .quantity(qty) |
| | | .build(); |
| | | TraderParam shortParam = TraderParam.builder() |
| | | .direction(TraderParam.Direction.SHORT) |
| | | .entryPrice(price) |
| | | .takeProfitPrice(price.subtract(step).setScale(1, RoundingMode.HALF_UP)) |
| | | .takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP)) |
| | | .quantity(qty) |
| | | .build(); |
| | | elements.add(GridElement.builder() |
| | |
| | | * @param currentPrice 当前 K 线收盘价(最新成交价) |
| | | */ |
| | | private void processShortGrid(BigDecimal currentPrice) { |
| | | int prec = config.getPricePrecision(); |
| | | List<BigDecimal> matched = new ArrayList<>(); |
| | | synchronized (shortPriceQueue) { |
| | | for (BigDecimal p : shortPriceQueue) { |
| | |
| | | BigDecimal min = shortPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : shortPriceQueue.get(shortPriceQueue.size() - 1); |
| | | BigDecimal gridStep = config.getStep(); |
| | | for (int i = 0; i < matched.size(); i++) { |
| | | min = min.subtract(gridStep).setScale(1, RoundingMode.HALF_UP); |
| | | min = min.subtract(gridStep).setScale(prec, RoundingMode.HALF_UP); |
| | | shortPriceQueue.add(min); |
| | | } |
| | | shortPriceQueue.sort((a, b) -> b.compareTo(a)); |
| | |
| | | BigDecimal first = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(0); |
| | | BigDecimal gridStep = config.getStep(); |
| | | for (int i = 1; i <= matched.size(); i++) { |
| | | BigDecimal elem = first.subtract(gridStep.multiply(BigDecimal.valueOf(i))).setScale(1, RoundingMode.HALF_UP); |
| | | BigDecimal elem = first.subtract(gridStep.multiply(BigDecimal.valueOf(i))).setScale(prec, RoundingMode.HALF_UP); |
| | | longPriceQueue.add(elem); |
| | | } |
| | | longPriceQueue.sort(BigDecimal::compareTo); |
| | |
| | | * @param currentPrice 当前 K 线收盘价(最新成交价) |
| | | */ |
| | | private void processLongGrid(BigDecimal currentPrice) { |
| | | int prec = config.getPricePrecision(); |
| | | List<BigDecimal> matched = new ArrayList<>(); |
| | | synchronized (longPriceQueue) { |
| | | for (BigDecimal p : longPriceQueue) { |
| | |
| | | BigDecimal max = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(longPriceQueue.size() - 1); |
| | | BigDecimal gridStep = config.getStep(); |
| | | for (int i = 0; i < matched.size(); i++) { |
| | | max = max.add(gridStep).setScale(1, RoundingMode.HALF_UP); |
| | | max = max.add(gridStep).setScale(prec, RoundingMode.HALF_UP); |
| | | longPriceQueue.add(max); |
| | | } |
| | | longPriceQueue.sort(BigDecimal::compareTo); |
| | |
| | | BigDecimal first = shortPriceQueue.isEmpty() ? matched.get(0) : shortPriceQueue.get(0); |
| | | BigDecimal gridStep = config.getStep(); |
| | | for (int i = 1; i <= matched.size(); i++) { |
| | | BigDecimal elem = first.add(gridStep.multiply(BigDecimal.valueOf(i))).setScale(1, RoundingMode.HALF_UP); |
| | | BigDecimal elem = first.add(gridStep.multiply(BigDecimal.valueOf(i))).setScale(prec, RoundingMode.HALF_UP); |
| | | shortPriceQueue.add(elem); |
| | | } |
| | | shortPriceQueue.sort((a, b) -> b.compareTo(a)); |