refactor(gateApi): 移除首次挂单成交标记及相关逻辑

Administrator

1 days ago 6e5fc909944bd710348427bb3aa30bfdba0be940

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

@@ -411,6 +411,9 @@
    /** Gate 永续合约 taker 费率 0.05% */
    private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.0005");
    private void checkProfitAndReset() {
        if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
            return;
        }
        try {

            BigDecimal target = initialPrincipal.add(config.getExpectedProfit());
@@ -632,6 +635,30 @@
                extendShortStopLoss(posSize, shortGridElement.getId());
                log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

//                int tpGridId = 0;
//                GridElement tpElem = GridElement.findById(tpGridId);
//                // 已有止盈单先取消再重挂
//                String existingShortTpId = tpElem.getShortTakeProfitOrderId();
//                if (existingShortTpId != null) {
//                    executor.cancelConditionalOrder(existingShortTpId, oid -> {
//                        shortTakeProfitTraderIdParam(tpElem, null, false);
//                        log.info("[Gate] 空仓止盈取消(gridId:{})，准备重挂", tpGridId);
//                    });
//                }
//                BigDecimal tpPrice = tpElem.getGridPrice();
//                int finalTpGridId = tpGridId;
//                executor.placeTakeProfit(
//                        tpPrice,
//                        FuturesPriceTrigger.RuleEnum.NUMBER_2,
//                        ORDER_TYPE_CLOSE_SHORT,
//                        config.getQuantity(),
//                        profitId -> {
//                            shortTakeProfitTraderIdParam(tpElem, profitId, true);
//                            log.info("[Gate] 空仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
//                                    finalTpGridId, tpPrice, profitId);
//                        }
//                );

                // 空仓持仓超过baseQuantity时，先找多仓第一个止损位置，从该位置向下挂止盈（间隔=1）
                BigDecimal shortBaseQty = new BigDecimal(config.getBaseQuantity());
                BigDecimal shortGridQty = new BigDecimal(config.getQuantity());
@@ -639,23 +666,18 @@
                    BigDecimal shortExcess = BigDecimal.valueOf(posSize).subtract(shortBaseQty);
                    int shortExcessCount = shortExcess.divide(shortGridQty, 0, RoundingMode.DOWN).intValue();

                    // 找多仓第一个（最近的）止损位置
                    int firstLongSlId = 0;
                    for (GridElement e : config.getGridElements()) {
                        if (e.getLongStopLossOrderId() != null) {
                            if (firstLongSlId == 0 || e.getId() > firstLongSlId) {
                                firstLongSlId = e.getId();
                            }
                        }
                    }
//                    // 找多仓第一个（最近的）止损位置
//                    int firstLongSlId = 0;
//                    for (GridElement e : config.getGridElements()) {
//                        if (e.getLongStopLossOrderId() != null) {
//                            if (firstLongSlId == 0 || e.getId() > firstLongSlId) {
//                                firstLongSlId = e.getId();
//                            }
//                        }
//                    }

                    for (int i = 0; i < shortExcessCount; i++) {
                        int tpGridId;
                        if (firstLongSlId != 0) {
                            tpGridId = firstLongSlId - i; // 从多仓第一个止损位置开始，向下挂，间隔=1
                        } else {
                            tpGridId = shortGridElement.getId() - 2 * (i + 1); // 无多仓止损时回退原逻辑
                        }
                        int tpGridId = shortGridElement.getId() - 2 * (i + 1);
                        GridElement tpElem = GridElement.findById(tpGridId);
                        if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
                            continue;
@@ -690,6 +712,30 @@
                extendLongStopLoss(posSize, longGridElement.getId());
                log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

//                int tpGridId = 0;
//                GridElement tpElem = GridElement.findById(tpGridId);
//                // 已有止盈单先取消再重挂
//                String existingLongTpId = tpElem.getLongTakeProfitOrderId();
//                if (existingLongTpId != null) {
//                    executor.cancelConditionalOrder(existingLongTpId, oid -> {
//                        longTakeProfitTraderIdParam(tpElem, null, false);
//                        log.info("[Gate] 多仓止盈取消(gridId:{})，准备重挂", tpGridId);
//                    });
//                }
//                BigDecimal tpPrice = tpElem.getGridPrice();
//                int finalTpGridId = tpGridId;
//                executor.placeTakeProfit(
//                        tpPrice,
//                        FuturesPriceTrigger.RuleEnum.NUMBER_1,
//                        ORDER_TYPE_CLOSE_LONG,
//                        negate(config.getQuantity()),
//                        profitId -> {
//                            longTakeProfitTraderIdParam(tpElem, profitId, true);
//                            log.info("[Gate] 多仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
//                                    finalTpGridId, tpPrice, profitId);
//                        }
//                );

                // 多仓持仓超过baseQuantity时，先找空仓第一个止损位置，从该位置向上挂止盈（间隔=1）
                BigDecimal longBaseQty = new BigDecimal(config.getBaseQuantity());
                BigDecimal longGridQty = new BigDecimal(config.getQuantity());
@@ -697,23 +743,18 @@
                    BigDecimal longExcess = BigDecimal.valueOf(posSize).subtract(longBaseQty);
                    int longExcessCount = longExcess.divide(longGridQty, 0, RoundingMode.DOWN).intValue();

                    // 找空仓第一个（最近的）止损位置
                    int firstShortSlId = 0;
                    for (GridElement e : config.getGridElements()) {
                        if (e.getShortStopLossOrderId() != null) {
                            if (firstShortSlId == 0 || e.getId() < firstShortSlId) {
                                firstShortSlId = e.getId();
                            }
                        }
                    }
//                    // 找空仓第一个（最近的）止损位置
//                    int firstShortSlId = 0;
//                    for (GridElement e : config.getGridElements()) {
//                        if (e.getShortStopLossOrderId() != null) {
//                            if (firstShortSlId == 0 || e.getId() < firstShortSlId) {
//                                firstShortSlId = e.getId();
//                            }
//                        }
//                    }

                    for (int i = 0; i < longExcessCount; i++) {
                        int tpGridId;
                        if (firstShortSlId != 0) {
                            tpGridId = firstShortSlId + i; // 从空仓第一个止损位置开始，向上挂，间隔=1
                        } else {
                            tpGridId = longGridElement.getId() + 2 * (i + 1); // 无空仓止损时回退原逻辑
                        }
                        int tpGridId = longGridElement.getId() + 2 * (i + 1);
                        GridElement tpElem = GridElement.findById(tpGridId);
                        if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) {
                            continue;
@@ -813,6 +854,43 @@
            baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
            baseGridElement.setHasShortOrder(true);

//            // 空仓止损对应的多仓止盈：多仓止盈挂在ID=3
//            int tpGridIdLong = 3;
//            GridElement tpElemLong = GridElement.findById(tpGridIdLong);
//            BigDecimal triggerPriceLong = tpElemLong.getGridPrice();
//            String sizeLong = config.getBaseQuantity();
//            executor.placeTakeProfit(
//                    triggerPriceLong,
//                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
//                    ORDER_TYPE_CLOSE_LONG,
//                    negate(sizeLong),
//                    profitId -> {
//                        tpElemLong.setLongTakeProfitOrderId(profitId);
//                        GridElement.refreshIndices();
//                        log.info("[Gate] 多仓止盈已挂(gridId:{}多止盈), 触发价:{}, takeProfitId:{}",
//                                tpGridIdLong, triggerPriceLong, profitId);
//                    }
//            );
//
//
//            // 多仓止损对应的空仓止盈：空仓止盈挂在ID=-3
//            int tpGridIdShort = -3;
//            GridElement tpElemShort = GridElement.findById(tpGridIdShort);
//            BigDecimal triggerPriceShort = tpElemShort.getGridPrice();
//            String sizeShort = config.getBaseQuantity();
//            executor.placeTakeProfit(
//                    triggerPriceShort,
//                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
//                    ORDER_TYPE_CLOSE_SHORT,
//                    sizeShort,
//                    profitId -> {
//                        tpElemShort.setShortTakeProfitOrderId(profitId);
//                        GridElement.refreshIndices();
//                        log.info("[Gate] 空仓止盈已挂(gridId:{}空止盈), 触发价:{}, takeProfitId:{}",
//                                tpGridIdShort, triggerPriceShort, profitId);
//                    }
//            );

//            int shortTime = 2;
//            GridElement elemShort = GridElement.findById(shortTime);
//            if (elemShort != null) {
@@ -873,6 +951,7 @@
            }



            int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
            for (int id = -2; id >= -longTime; id--) {
                GridElement elem = GridElement.findById(id);
@@ -895,7 +974,7 @@
                );
            }

            log.info("[Gate] 止损单已全部挂完, 空仓止损: 2~{}, 多仓止损: -2~-{}", shortTime, longTime);
            log.info("[Gate] 止损止盈单已全部挂完, 空仓止损:2~{}, 多仓止损:-2~-{}", shortTime, longTime);

            state = StrategyState.ACTIVE;
        }
@@ -1559,6 +1638,29 @@
        log.info("[Gate] 已提交取消所有空仓止盈+止损");
    }

    /**
     * 首次挂单成交时，取消初始化阶段挂的所有止盈单（多+空），止损单保留不动。
     */
    private void cancelAllInitialTakeProfits() {


        GridElement tpElemLong = GridElement.findById(3);
        String longTpId = tpElemLong.getLongTakeProfitOrderId();
        if (longTpId != null) {
            longTakeProfitTraderIdParam(tpElemLong, null, false);
            executor.cancelConditionalOrder(longTpId, oid -> {});
        }

        GridElement tpElemShort = GridElement.findById(-3);
        String shortTpId = tpElemShort.getShortTakeProfitOrderId();
        if (shortTpId != null) {
            shortTakeProfitTraderIdParam(tpElemShort, null, false);
            executor.cancelConditionalOrder(shortTpId, oid -> {});
        }
        GridElement.refreshIndices();
        log.info("[Gate] 首次成交，取消所有初始化止盈单");
    }

    // ========== 止损追单 ==========

    private void extendLongStopLoss(int filledQty,int gridId) {
@@ -1569,33 +1671,96 @@
            }
        }

        int interval  = 1;
        if (furthestSlId == 0) {
            furthestSlId = gridId;
            interval = 2;
        }
        int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
        log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
        for (int i = 0; i < stopLossCount; i++) {
            int newSlId = furthestSlId - i - interval;
//        int interval  = 1;
//        if (furthestSlId == 0) {
//            furthestSlId = gridId;
//            interval = 2;
//        }
//        int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
//        log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
//        for (int i = 0; i < stopLossCount; i++) {
//            int newSlId = furthestSlId - i - interval;
//            GridElement elem = GridElement.findById(newSlId);
//            if (elem == null) {
//                continue;
//            }
//            BigDecimal triggerPrice = elem.getGridPrice();
//            int finalSlId = newSlId;
//            executor.placeTakeProfit(
//                    triggerPrice,
//                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
//                    ORDER_TYPE_CLOSE_LONG,
//                    negate(config.getQuantity()),
//                    profitId -> {
//                        elem.setLongStopLossOrderId(profitId);
//                        GridElement.refreshIndices();
//                        log.info("[Gate] 多仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
//                    }
//            );
//        }

        int parseInt = Integer.parseInt(config.getQuantity());
        int total = filledQty - parseInt;
        if (total > parseInt) {
            String firstNum = String.valueOf(total);
            log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, 2);
            int newSlId = gridId - 2;
            GridElement elem = GridElement.findById(newSlId);
            if (elem == null) {
                continue;
            if (elem != null) {
                BigDecimal triggerPrice = elem.getGridPrice();
                int finalSlId = newSlId;
                executor.placeTakeProfit(
                        triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_2,
                        ORDER_TYPE_CLOSE_LONG,
                        negate(firstNum),
                        profitId -> {
                            elem.setLongStopLossOrderId(profitId);
                            GridElement.refreshIndices();
                            log.info("[Gate] 多仓止损追加, gridId:{}, 触发价:{}, 数量:{}, stopLossId:{}", finalSlId, triggerPrice, firstNum, profitId);
                        }
                );
            }
            BigDecimal triggerPrice = elem.getGridPrice();
            int finalSlId = newSlId;
            executor.placeTakeProfit(
                    triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    ORDER_TYPE_CLOSE_LONG,
                    negate(config.getQuantity()),
                    profitId -> {
                        elem.setLongStopLossOrderId(profitId);
                        GridElement.refreshIndices();
                        log.info("[Gate] 多仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
                    }
            );
            int newSecendSlId = gridId - 3;
            GridElement elemSecend = GridElement.findById(newSecendSlId);
            if (elemSecend != null) {
                BigDecimal triggerPrice = elemSecend.getGridPrice();
                int finalSlId = newSecendSlId;
                executor.placeTakeProfit(
                        triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_2,
                        ORDER_TYPE_CLOSE_LONG,
                        negate(config.getQuantity()),
                        profitId -> {
                            elemSecend.setLongStopLossOrderId(profitId);
                            GridElement.refreshIndices();
                            log.info("[Gate] 多仓止损追加, gridId:{}, 触发价:{}, 数量:{}, stopLossId:{}", finalSlId, triggerPrice, config.getQuantity(), profitId);
                        }
                );
            }
        }
        if (total == parseInt){
            String firstNum = config.getQuantity();
            log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, 1);
            int newSlId = gridId - 2;
            GridElement elem = GridElement.findById(newSlId);
            if (elem != null) {
                BigDecimal triggerPrice = elem.getGridPrice();
                int finalSlId = newSlId;
                executor.placeTakeProfit(
                        triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_2,
                        ORDER_TYPE_CLOSE_LONG,
                        negate(firstNum),
                        profitId -> {
                            elem.setLongStopLossOrderId(profitId);
                            GridElement.refreshIndices();
                            log.info("[Gate] 多仓止损追加, gridId:{}, 触发价:{}, 数量:{}, stopLossId:{}", finalSlId, triggerPrice, firstNum, profitId);
                        }
                );
            }
        }

    }

    private void extendShortStopLoss(int filledQty, int gridId) {
@@ -1606,33 +1771,96 @@
            }
        }

        int interval  = 1;
        if (furthestSlId == 0) {
            furthestSlId = gridId;
            interval = 2;
        }
        int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
        log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
        for (int i = 0; i < stopLossCount; i++) {
            int newSlId = furthestSlId + i + interval;
//        int interval  = 1;
//        if (furthestSlId == 0) {
//            furthestSlId = gridId;
//            interval = 2;
//        }
//        int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
//        log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
//        for (int i = 0; i < stopLossCount; i++) {
//            int newSlId = furthestSlId + i + interval;
//            GridElement elem = GridElement.findById(newSlId);
//            if (elem == null) {
//                continue;
//            }
//            BigDecimal triggerPrice = elem.getGridPrice();
//            int finalSlId = newSlId;
//            executor.placeTakeProfit(
//                    triggerPrice,
//                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
//                    ORDER_TYPE_CLOSE_SHORT,
//                    config.getQuantity(),
//                    profitId -> {
//                        elem.setShortStopLossOrderId(profitId);
//                        GridElement.refreshIndices();
//                        log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
//                    }
//            );
//        }

        int parseInt = Integer.parseInt(config.getQuantity());
        int total = filledQty - parseInt;
        if (total > parseInt) {
            String firstNum = String.valueOf(total);
            log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, 2);
            int newSlId = gridId + 2;
            GridElement elem = GridElement.findById(newSlId);
            if (elem == null) {
                continue;
            if (elem != null) {
                BigDecimal triggerPrice = elem.getGridPrice();
                int finalSlId = newSlId;
                executor.placeTakeProfit(
                        triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_1,
                        ORDER_TYPE_CLOSE_SHORT,
                        firstNum,
                        profitId -> {
                            elem.setShortStopLossOrderId(profitId);
                            GridElement.refreshIndices();
                            log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, 数量:{}, stopLossId:{}", finalSlId, triggerPrice, firstNum, profitId);
                        }
                );
            }
            BigDecimal triggerPrice = elem.getGridPrice();
            int finalSlId = newSlId;
            executor.placeTakeProfit(
                    triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    ORDER_TYPE_CLOSE_SHORT,
                    config.getQuantity(),
                    profitId -> {
                        elem.setShortStopLossOrderId(profitId);
                        GridElement.refreshIndices();
                        log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
                    }
            );
            int newSecendSlId = gridId + 2;
            GridElement elemSecend = GridElement.findById(newSecendSlId);
            if (elemSecend != null) {
                BigDecimal triggerPrice = elemSecend.getGridPrice();
                int finalSlId = newSecendSlId;
                executor.placeTakeProfit(
                        triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_1,
                        ORDER_TYPE_CLOSE_SHORT,
                        config.getQuantity(),
                        profitId -> {
                            elemSecend.setShortStopLossOrderId(profitId);
                            GridElement.refreshIndices();
                            log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, 数量:{}, stopLossId:{}", finalSlId, triggerPrice, config.getQuantity(), profitId);
                        }
                );
            }
        }
        if (total == parseInt) {
            String firstNum = config.getQuantity();
            log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, 1);
            int newSlId = gridId + 2;
            GridElement elem = GridElement.findById(newSlId);
            if (elem != null) {
                BigDecimal triggerPrice = elem.getGridPrice();
                int finalSlId = newSlId;
                executor.placeTakeProfit(
                        triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_1,
                        ORDER_TYPE_CLOSE_SHORT,
                        firstNum,
                        profitId -> {
                            elem.setShortStopLossOrderId(profitId);
                            GridElement.refreshIndices();
                            log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, 数量:{}, stopLossId:{}", finalSlId, triggerPrice, firstNum, profitId);
                        }
                );
            }
        }

    }

    // ---- 工具 ----