exchange.git - Gitblit

			@@ -188,13 +188,19 @@
			}

			/**
			* 构建容错的 JSON 序列化器，跳过 {@code finishAs} 字段的反序列化。
			* 构建容错的 JSON 序列化器，跳过部分枚举不完整字段的反序列化。
			*
			* <p>gate-api SDK 的 {@code FuturesOrder.FinishAsEnum} 枚举不完整，缺少
			* {@code price_rate_proteced}（价格保护）等 Gate 实际会返回的值。反序列化未知
			* 枚举值时 {@code fromValue} 会抛 {@link IllegalArgumentException}，导致已成功
			* 提交的订单被误判为失败（如日志 {@code Unexpected value 'price_rate_proteced'}）。
			* 业务不使用 finishAs 字段，因此通过 Gson 排除策略直接跳过其解析。
			* <p>gate-api SDK 的枚举定义滞后于交易所实际返回值，反序列化未知枚举值时
			* {@code fromValue} 会抛 {@link IllegalArgumentException}，导致接口被误判为失败。
			* 已确认业务不使用以下字段，因此通过 Gson 排除策略直接跳过其解析：
			* <ul>
			* <li>{@code finishAs}：{@code FuturesOrder.FinishAsEnum} 缺少
			* {@code price_rate_protected}（价格保护）等值（如日志
			* {@code Unexpected value 'price_rate_proteced'}）；</li>
			* <li>{@code posMarginMode}：{@code FuturesPriceTriggeredOrder.PosMarginModeEnum}
			* 只定义 {@code cross}/{@code dual}，而 {@code cancelPriceTriggeredOrderList}
			* 会返回组合值 {@code cross\|dual}（如日志 {@code Unexpected value 'cross\|dual'}）。</li>
			* </ul>
			*/
			private static JSON buildLenientJson() {
			JSON json = new JSON();
			@@ -202,7 +208,13 @@
			.setExclusionStrategies(new ExclusionStrategy() {
			@Override
			public boolean shouldSkipField(FieldAttributes f) {
			return "finishAs".equals(f.getName());
			if ("finishAs".equals(f.getName())) {
			return true;
			}
			// 仅跳过 FuturesPriceTriggeredOrder 的 posMarginMode，避免误伤
			// FuturesOrder / Position 的同名字段（二者语义为 isolated/cross）
			return "posMarginMode".equals(f.getName())
			&& FuturesPriceTriggeredOrder.class.equals(f.getDeclaringClass());
			}

			@Override
			@@ -517,7 +529,7 @@
			config.isPriceDriveEnabled() &&
			longActive == false &&
			longPositionSize.compareTo(BigDecimal.ZERO) == 0){
			processShortGrid(closePrice);
			processLongGrid(closePrice);
			}


			@@ -525,7 +537,7 @@
			config.isPriceDriveEnabled() &&
			shortActive == false &&
			shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
			processLongGrid(closePrice);
			processShortGrid(closePrice);
			}
			}

			@@ -936,12 +948,6 @@
			generateShortQueue();
			generateLongQueue();
			updateGridElements();

			GridElement baseGridElement = GridElement.findById(0);
			baseGridElement.setLongOrderId(baseLongTraderParam.getEntryOrderId());
			baseGridElement.setHasLongOrder(true);
			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;
			@@ -1437,7 +1443,8 @@
			}


			private void processShortGrid(BigDecimal currentPrice) {
			/** 多仓仓位归零后，在当前价上方最近网格重新挂多单（遍历 totalLongPriceQueue 升序）。 */
			private void processLongGrid(BigDecimal currentPrice) {
			BigDecimal matched = BigDecimal.ZERO;
			synchronized (totalLongPriceQueue) {
			for (BigDecimal p : totalLongPriceQueue) {
			@@ -1463,7 +1470,7 @@
			// String quantity = String.valueOf(config.getBaseQuantity());


			String quantity = calculateEntryQuantity(true);
			String quantity = calculateEntryQuantity(true, false);
			// 向下检查是否已有多单挂在更低价格网格，有则跳过（防止价格回升后重复挂单）
			boolean hasLongOrderBelow = false;
			GridElement checkDownCursor = GridElement.findById(newEntryGrid.getDownId());
			@@ -1510,7 +1517,8 @@

			}

			private void processLongGrid(BigDecimal currentPrice) {
			/** 空仓仓位归零后，在当前价下方最近网格重新挂空单（遍历 totalShortPriceQueue 降序）。 */
			private void processShortGrid(BigDecimal currentPrice) {
			BigDecimal matched = BigDecimal.ZERO;
			synchronized (totalShortPriceQueue) {
			for (BigDecimal p : totalShortPriceQueue) {
			@@ -1536,7 +1544,7 @@
			// String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
			// String quantity = String.valueOf(config.getBaseQuantity());

			String quantity = calculateEntryQuantity(false);
			String quantity = calculateEntryQuantity(false, false);
			// 向上检查是否已有空单挂在更高价格网格，有则跳过（防止价格回落后重复挂单）
			boolean hasShortOrderAbove = false;
			GridElement checkUpCursor = GridElement.findById(newEntryGrid.getUpId());
			@@ -1559,7 +1567,7 @@
			GridElement finalCancelCursor = cancelCursor;
			executor.cancelConditionalOrder(shortOrderId, oid -> {
			shortEntryTraderIdParam(finalCancelCursor, shortOrderId, false);
			log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", finalCancelCursor.getId(), shortOrderId);
			log.info("[Gate] 空仓仓位归零, 取消gridId:{}的空单{}", finalCancelCursor.getId(), shortOrderId);
			});
			}
			}
			@@ -1570,7 +1578,7 @@
			if (!newEntryGrid.isHasShortOrder() && !hasShortOrderAbove){
			BigDecimal triggerPrice = newEntryGrid.getGridPrice();
			String size = quantity;
			log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
			log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张空单",
			newEntryGrid.getId(), size);
			newEntryGrid.getShortTraderParam().setQuantity(size);
			placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
			@@ -1604,19 +1612,27 @@
			}

			/**
			* 根据加仓配置计算止损追单时的实际下单量。
			* 根据加仓配置计算入场/追单时的实际下单量。
			* <p>公式：</p>
			* <pre>
			* divisor = addPositionInterval + 1
			* addMultiplier = floor(effectiveStopLossCount / divisor)
			* addQty = addMultiplier × addPositionQuantity
			* finalQty = min(baseQuantity + addQty, maxPositionPerSide > 0 ? maxPositionPerSide : ∞)
			* finalQty = min(baseQuantity + addQty, upperLimit)
			* </pre>
			* <p>上限 upperLimit：</p>
			* <ul>
			* <li>{@code respectCurrentPosition=false}：{@code upperLimit = maxPositionPerSide}
			* （仓位归零重新入场，仅限制单次下单量）</li>
			* <li>{@code respectCurrentPosition=true}：{@code upperLimit = maxPositionPerSide - 当前持仓}
			* （止损追单，保证单边总持仓 ≤ maxPositionPerSide）</li>
			* </ul>
			*
			* @param isLong {@code true}=多仓方向，{@code false}=空仓方向
			* @param isLong {@code true}=多仓方向，{@code false}=空仓方向
			* @param respectCurrentPosition {@code true}=按「单边总持仓 ≤ maxPositionPerSide」扣减当前持仓；{@code false}=仅限制单次下单量
			* @return 实际下单张数（字符串）
			*/
			private String calculateEntryQuantity(boolean isLong) {
			private String calculateEntryQuantity(boolean isLong, boolean respectCurrentPosition) {
			int baseQty = Integer.parseInt(config.getBaseQuantity());
			int interval = config.getAddPositionInterval();
			int addQtyPerUnit = config.getAddPositionQuantity();
			@@ -1633,8 +1649,20 @@
			int addQty = addMultiplier * addQtyPerUnit;
			int totalQty = baseQty + addQty;

			if (maxPerSide > 0 && totalQty > maxPerSide) {
			totalQty = maxPerSide;
			if (maxPerSide > 0) {
			int upperLimit = maxPerSide;
			if (respectCurrentPosition) {
			// 止损追单：单边总持仓不得超过 maxPerSide，追单量 = maxPerSide - 当前持仓
			int currentPos = isLong
			? Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue())
			: Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
			upperLimit = maxPerSide - currentPos;
			}
			if (upperLimit <= 0) {
			totalQty = 0;
			} else if (totalQty > upperLimit) {
			totalQty = upperLimit;
			}
			}

			return String.valueOf(totalQty);
			@@ -1673,12 +1701,16 @@

			// 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 = calculateEntryQuantity(true);
			String size = calculateEntryQuantity(true, 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);
			if (Integer.parseInt(size) <= 0) {
			log.warn("[Gate] 多仓止损追单当前持仓已达单边上限({}), 跳过挂单", config.getMaxPositionPerSide());
			} else {
			newEntryGrid.getLongTraderParam().setQuantity(size);
			placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
			}

			// 取消 gridId+2 位置的所有多单
			int cancelGridId = gridId + 2;
			@@ -1732,12 +1764,16 @@

			// 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 = calculateEntryQuantity(false);
			String size = calculateEntryQuantity(false, true);
			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));
			if (Integer.parseInt(size) <= 0) {
			log.warn("[Gate] 空仓止损追单当前持仓已达单边上限({}), 跳过挂单", config.getMaxPositionPerSide());
			} else {
			newEntryGrid.getShortTraderParam().setQuantity(size);
			placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
			}

			// 取消 gridId-2 位置的所有空单
			int cancelGridId = gridId - 2;