| | |
| | | return; |
| | | } |
| | | |
| | | // [Gate-需求1] 多仓止盈触发:清空止盈状态 + 取消最远多仓止损 |
| | | GridElement longTpElem = GridElement.findByLongTakeProfitOrderId(orderId); |
| | | if (longTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) { |
| | | longTakeProfitTraderIdParam(longTpElem, null, false); |
| | | log.info("[Gate] 多仓止盈触发 gridId:{}, orderId:{}", longTpElem.getId(), orderId); |
| | | cancelFarthestLongStopLoss(); |
| | | return; |
| | | } |
| | | // [Gate-需求1] 空仓止盈触发:清空止盈状态 + 取消最远空仓止损 |
| | | GridElement shortTpElem = GridElement.findByShortTakeProfitOrderId(orderId); |
| | | if (shortTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) { |
| | | shortTakeProfitTraderIdParam(shortTpElem, null, false); |
| | | log.info("[Gate] 空仓止盈触发 gridId:{}, orderId:{}", shortTpElem.getId(), orderId); |
| | | cancelFarthestShortStopLoss(); |
| | | return; |
| | | } |
| | | |
| | | GridElement longStopLossElem = GridElement.findByLongStopLossOrderId(orderId); |
| | | // if (longStopLossElem != null && longPositionSize.compareTo(BigDecimal.ZERO) > 0 && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) { |
| | | if (longStopLossElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) { |
| | |
| | | if (shortGridElement.isHasShortOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){ |
| | | int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity()); |
| | | shortEntryTraderIdParam(shortGridElement, null, false); |
| | | // [Gate-需求2] 加仓后先撤空仓所有止盈+止损,再重挂 |
| | | cancelAllShortTakeProfitsAndStopLosses(); |
| | | extendShortStopLoss(filledQty,shortGridElement.getId()); |
| | | accumulatedShortLossCount = 0; // 加仓订单成交,重置止损累计 |
| | | log.info("[Gate] 空单成交 gridId:{}", filledQty); |
| | |
| | | |
| | | int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity()); |
| | | longEntryTraderIdParam(longGridElement, null, false); |
| | | // [Gate-需求2] 加仓后先撤多仓所有止盈+止损,再重挂 |
| | | cancelAllLongTakeProfitsAndStopLosses(); |
| | | extendLongStopLoss(filledQty,longGridElement.getId()); |
| | | accumulatedLongLossCount = 0; // 加仓订单成交,重置止损累计 |
| | | log.info("[Gate] 多单成交 gridId:{}", filledQty); |
| | |
| | | return; |
| | | } |
| | | |
| | | BigDecimal triggerPrice = newEntryGrid.getGridPrice(); |
| | | // [Gate-BugFix] 防止与"仓位归零"重复下单:若该网格已有挂单则跳过 |
| | | if (!newEntryGrid.isHasLongOrder()) { |
| | | BigDecimal triggerPrice = newEntryGrid.getGridPrice(); |
| | | |
| | | // 累计止损张数 + 当前止损量作为追单size,不再依赖positionSize(避免WS竞态) |
| | | accumulatedLongLossCount += Integer.parseInt(config.getQuantity()); |
| | | String size = String.valueOf(accumulatedLongLossCount + Integer.parseInt(config.getQuantity())); |
| | | log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}基础张多单", |
| | | gridId, newEntryGridId, size); |
| | | // 累计止损张数 + 当前止损量作为追单size,不再依赖positionSize(避免WS竞态) |
| | | accumulatedLongLossCount += Integer.parseInt(config.getQuantity()); |
| | | String size = String.valueOf(accumulatedLongLossCount + Integer.parseInt(config.getQuantity())); |
| | | log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}基础张多单", |
| | | gridId, newEntryGridId, size); |
| | | |
| | | newEntryGrid.getLongTraderParam().setQuantity(size); |
| | | placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, size); |
| | | |
| | | newEntryGrid.getLongTraderParam().setQuantity(size); |
| | | placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, size); |
| | | }else{ |
| | | log.warn("[Gate] 多仓止损触发 gridId:{}, 目标gridId:{}已有挂单,跳过重复下单", gridId, newEntryGridId); |
| | | } |
| | | |
| | | int cancelGridId = gridId + 2; |
| | | GridElement cancelGrid = GridElement.findById(cancelGridId); |
| | |
| | | return; |
| | | } |
| | | |
| | | BigDecimal triggerPrice = newEntryGrid.getGridPrice(); |
| | | // [Gate-BugFix] 防止与"仓位归零"重复下单:若该网格已有挂单则跳过 |
| | | if (!newEntryGrid.isHasShortOrder()) { |
| | | BigDecimal triggerPrice = newEntryGrid.getGridPrice(); |
| | | |
| | | // 累计止损张数 + 当前止损量作为追单size,不再依赖positionSize(避免WS竞态) |
| | | accumulatedShortLossCount += Integer.parseInt(config.getQuantity()); |
| | | String size = String.valueOf(accumulatedShortLossCount + Integer.parseInt(config.getQuantity())); |
| | | log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}基础张空单", |
| | | gridId, newEntryGridId, size); |
| | | newEntryGrid.getShortTraderParam().setQuantity(size); |
| | | placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size)); |
| | | // 累计止损张数 + 当前止损量作为追单size,不再依赖positionSize(避免WS竞态) |
| | | accumulatedShortLossCount += Integer.parseInt(config.getQuantity()); |
| | | String size = String.valueOf(accumulatedShortLossCount + Integer.parseInt(config.getQuantity())); |
| | | log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}基础张空单", |
| | | gridId, newEntryGridId, size); |
| | | newEntryGrid.getShortTraderParam().setQuantity(size); |
| | | placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size)); |
| | | }else{ |
| | | log.warn("[Gate] 空仓止损触发 gridId:{}, 目标gridId:{}已有挂单,跳过重复下单", gridId, newEntryGridId); |
| | | } |
| | | |
| | | |
| | | |
| | | |
| | | int cancelGridId = gridId - 2; |
| | |
| | | furthestSlId = e.getId(); |
| | | } |
| | | } |
| | | |
| | | int interval = 1; |
| | | if (furthestSlId == 0) { |
| | | furthestSlId = gridId; |
| | | interval = 2; |
| | | } |
| | | log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 追加{}张", furthestSlId, filledQty); |
| | | for (int i = 0; i < filledQty; i++) { |
| | | int newSlId = furthestSlId - i - 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; |
| | |
| | | furthestSlId = e.getId(); |
| | | } |
| | | } |
| | | |
| | | int interval = 1; |
| | | if (furthestSlId == 0) { |
| | | furthestSlId = gridId; |
| | | interval = 2; |
| | | } |
| | | log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 追加{}张", furthestSlId, filledQty); |
| | | for (int i = 0; i < filledQty; i++) { |
| | | int newSlId = furthestSlId + i + 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; |