| | |
| | | package com.xcong.excoin.modules.gateApi; |
| | | |
| | | import cn.hutool.core.collection.CollUtil; |
| | | import io.gate.gateapi.ApiClient; |
| | | import io.gate.gateapi.ApiException; |
| | | import io.gate.gateapi.GateApiException; |
| | |
| | | tryGenerateQueues(); |
| | | }else { |
| | | longPositionSize = size; |
| | | //取消多仓位线以上的开空仓挂单 |
| | | List<GridElement> allShortOrders = GridElement.findAllShortOrders(longEntryPrice); |
| | | if (CollUtil.isNotEmpty(allShortOrders)){ |
| | | for (GridElement e : allShortOrders) { |
| | | executor.cancelOrder(e.getShortOrderId()); |
| | | } |
| | | } |
| | | } |
| | | } else { |
| | | longActive = false; |
| | |
| | | tryGenerateQueues(); |
| | | }else { |
| | | shortPositionSize = size.abs(); |
| | | //取消多仓位线以上的开空仓挂单 |
| | | List<GridElement> allLongOrders = GridElement.findAllLongOrders(shortEntryPrice); |
| | | if (CollUtil.isNotEmpty(allLongOrders)){ |
| | | for (GridElement e : allLongOrders) { |
| | | executor.cancelOrder(e.getShortOrderId()); |
| | | } |
| | | } |
| | | } |
| | | } else { |
| | | shortActive = false; |
| | |
| | | } |
| | | } |
| | | |
| | | /** |
| | | * 用户私有成交回调。由 {@link com.xcong.excoin.modules.gateApi.wsHandler.handler.UserTradesChannelHandler} |
| | | * 在收到 {@code futures.usertrades} 推送时调用。 |
| | | * |
| | | * @param contract 合约名称 |
| | | * @param orderId 订单 ID |
| | | * @param price 成交价格 |
| | | * @param size 成交数量 |
| | | * @param role 用户角色(maker / taker) |
| | | * @param fee 手续费 |
| | | */ |
| | | public void onUserTrade(String contract, String orderId, BigDecimal price, String size, String role, BigDecimal fee) { |
| | | if (state == StrategyState.STOPPED) { |
| | | return; |
| | | } |
| | | log.info("[Gate] 成交明细, 合约:{}, 订单ID:{}, 价格:{}, 数量:{}, 角色:{}, 手续费:{}", |
| | | contract, orderId, price, size, role, fee); |
| | | } |
| | | |
| | | /** |
| | | * 自动订单(条件单)状态变更回调。 |
| | | * 由 {@link com.xcong.excoin.modules.gateApi.wsHandler.handler.AutoOrdersChannelHandler} |
| | | * 在收到 {@code futures.autoorders} 推送时调用。 |
| | | * |
| | | * @param orderId 条件单 ID |
| | | * @param status 订单状态(open / finished / cancelled) |
| | | * @param reason 变更原因 |
| | | * @param orderType 订单类型(plan-close-long-position 等) |
| | | */ |
| | | public void onAutoOrder(String orderId, String status, String reason, String orderType) { |
| | | if (state == StrategyState.STOPPED) { |
| | | return; |
| | | } |
| | | log.info("[Gate] 条件单状态变更, id:{}, status:{}, reason:{}, order_type:{}", |
| | | orderId, status, reason, orderType); |
| | | if (!"finished".equals(status)) { |
| | | return; |
| | | } |
| | | |
| | | /** |
| | | * 匹配止盈单止盈 |
| | | */ |
| | | GridElement byLongTakeProfitOrderId = GridElement.findByLongTakeProfitOrderId(orderId); |
| | | if (byLongTakeProfitOrderId != null){ |
| | | longTakeProfitTraderIdParam( |
| | | byLongTakeProfitOrderId, |
| | | null, |
| | | false |
| | | ); |
| | | longEntryTraderIdParam( |
| | | byLongTakeProfitOrderId, |
| | | null, |
| | | false |
| | | ); |
| | | } |
| | | GridElement byShortTakeProfitOrderId = GridElement.findByShortTakeProfitOrderId(orderId); |
| | | if (byShortTakeProfitOrderId != null){ |
| | | shortTakeProfitTraderIdParam( |
| | | byShortTakeProfitOrderId, |
| | | null, |
| | | false |
| | | ); |
| | | shortEntryTraderIdParam( |
| | | byShortTakeProfitOrderId, |
| | | null, |
| | | false |
| | | ); |
| | | } |
| | | |
| | | /** |
| | | * 匹配挂单 |
| | | */ |
| | | GridElement longGridElement = GridElement.findByLongOrderId(orderId); |
| | | if (longGridElement != null) { |
| | | if (longGridElement.isHasLongOrder()){ |
| | | if (longGridElement.getLongTakeProfitOrderId() == null){ |
| | | BigDecimal longTp = longGridElement.getLongTraderParam().getTakeProfitPrice(); |
| | | if (longTp != null) { |
| | | executor.placeTakeProfit(longTp, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, |
| | | ORDER_TYPE_CLOSE_LONG, |
| | | negate(config.getQuantity()), |
| | | (profitId) -> { |
| | | longTakeProfitTraderIdParam( |
| | | longGridElement, |
| | | profitId, |
| | | true |
| | | ); |
| | | }); |
| | | log.info("[Gate] 多单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, longTp, negate(config.getQuantity())); |
| | | return; |
| | | } |
| | | } |
| | | } |
| | | } |
| | | GridElement shortGridElement = GridElement.findByShortOrderId(orderId); |
| | | if (shortGridElement != null) { |
| | | if (shortGridElement.isHasShortOrder()){ |
| | | if (shortGridElement.getShortTakeProfitOrderId() == null){ |
| | | BigDecimal shortTp = shortGridElement.getShortTraderParam().getTakeProfitPrice(); |
| | | if (shortTp != null) { |
| | | executor.placeTakeProfit(shortTp, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_2, |
| | | ORDER_TYPE_CLOSE_SHORT, |
| | | config.getQuantity(), |
| | | (profitId) -> { |
| | | shortTakeProfitTraderIdParam( |
| | | shortGridElement, |
| | | profitId, |
| | | true |
| | | ); |
| | | }); |
| | | log.info("[Gate] 空单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, shortTp, config.getQuantity()); |
| | | } |
| | | } |
| | | } |
| | | } |
| | | } |
| | | |
| | | // ---- 网格队列处理 ---- |
| | | |
| | | /** |
| | |
| | | GridElement baseGridElement = GridElement.findById(0); |
| | | TraderParam baseLongTraderParam = config.getBaseLongTraderParam(); |
| | | baseGridElement.setLongOrderId(baseLongTraderParam.getEntryOrderId()); |
| | | baseGridElement.setHasLongOrder(true); |
| | | //0位置的网格的多单止盈 |
| | | BigDecimal upTakeProfitPrice = baseGridElement.getLongTraderParam().getTakeProfitPrice(); |
| | | executor.placeTakeProfit( |
| | |
| | | //0位置的网格的空单止盈 |
| | | TraderParam baseShortTraderParam = config.getBaseShortTraderParam(); |
| | | baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId()); |
| | | baseGridElement.setHasShortOrder(true); |
| | | BigDecimal downTakeProfitPrice = baseGridElement.getShortTraderParam().getTakeProfitPrice(); |
| | | executor.placeTakeProfit( |
| | | downTakeProfitPrice, |
| | |
| | | List<BigDecimal> matched = new ArrayList<>(); |
| | | synchronized (shortPriceQueue) { |
| | | for (BigDecimal p : shortPriceQueue) { |
| | | if (p.compareTo(currentPrice) > 0) { |
| | | if (p.compareTo(currentPrice) >= 0) { |
| | | matched.add(p); |
| | | } else { |
| | | break; |
| | |
| | | if (downGridElement != null){ |
| | | |
| | | TraderParam downLongTraderParam = downGridElement.getLongTraderParam(); |
| | | if (!downGridElement.isHasShortOrder()){ |
| | | if (!downGridElement.isHasLongOrder()){ |
| | | executor.placeConditionalEntryOrder( |
| | | downLongTraderParam.getEntryPrice(), |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, |
| | |
| | | BigDecimal downGridPrice = downGridElement.getGridPrice(); |
| | | if ( |
| | | !downGridElement.isHasShortOrder() && |
| | | downGridPrice.compareTo(currentPrice) < 0 && |
| | | downGridPrice.compareTo(longEntryPrice) <= 0 && |
| | | downGridPrice.compareTo(shortEntryPrice) >= 0 |
| | | ){ |
| | |
| | | List<BigDecimal> matched = new ArrayList<>(); |
| | | synchronized (longPriceQueue) { |
| | | for (BigDecimal p : longPriceQueue) { |
| | | if (p.compareTo(currentPrice) < 0) { |
| | | if (p.compareTo(currentPrice) <= 0) { |
| | | matched.add(p); |
| | | } else { |
| | | break; |
| | |
| | | BigDecimal downGridPrice = downGridElement.getGridPrice(); |
| | | if ( |
| | | !downGridElement.isHasLongOrder() && |
| | | downGridPrice.compareTo(currentPrice) > 0 && |
| | | downGridPrice.compareTo(longEntryPrice) <= 0 && |
| | | downGridPrice.compareTo(shortEntryPrice) >= 0 |
| | | ){ |