feat(gateApi): 添加首次挂单成交逻辑处理和止盈单管理功能

Administrator

13 hours ago 864ec3aff49afc05a8e41d38af4b065ff367756a

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

@@ -138,6 +138,8 @@
    private volatile int accumulatedLongLossCount = 0;
    /** 空头累计止损张数（加仓订单成交后归零） */
    private volatile int accumulatedShortLossCount = 0;
    /** 是否首次挂单成交（初始化后重置为 true，首次成交后置 false） */
    private volatile boolean firstFillAfterInit = true;

    private volatile BigDecimal lastKlinePrice;
    private volatile BigDecimal markPrice = BigDecimal.ZERO;
@@ -307,6 +309,7 @@
        shortActive = false;
        accumulatedLongLossCount = 0;
        accumulatedShortLossCount = 0;
        firstFillAfterInit = true;
        shortPriceQueue.clear();
        longPriceQueue.clear();
        totalShortPriceQueue.clear();
@@ -628,6 +631,11 @@
            if (shortGridElement.isHasShortOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
                int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
                shortEntryTraderIdParam(shortGridElement, null, false);
                // 首次挂单成交，取消初始化阶段挂的所有止盈单
                if (firstFillAfterInit) {
                    cancelAllInitialTakeProfits();
                    firstFillAfterInit = false;
                }
                // [Gate-需求2] 加仓后先撤空仓所有止盈+止损，再查交易所持仓后重挂
                cancelAllShortTakeProfitsAndStopLosses();
                // REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
@@ -635,49 +643,73 @@
                extendShortStopLoss(posSize, shortGridElement.getId());
                log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

                // 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());
                if (BigDecimal.valueOf(posSize).compareTo(shortBaseQty) > 0) {
                    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();
                            }
                        }
                    }

                    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
                        }
                        GridElement tpElem = GridElement.findById(tpGridId);
                        if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
                            continue;
                        }
                        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);
                                }
                        );
                    }
                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());
//                if (BigDecimal.valueOf(posSize).compareTo(shortBaseQty) > 0) {
//                    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();
//                            }
//                        }
//                    }
//
//                    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
//                        }
//                        GridElement tpElem = GridElement.findById(tpGridId);
//                        if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
//                            continue;
//                        }
//                        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);
//                                }
//                        );
//                    }
//                }
            }
        }
        GridElement longGridElement = GridElement.findByLongOrderId(orderId);
@@ -686,6 +718,11 @@

                int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
                longEntryTraderIdParam(longGridElement, null, false);
                // 首次挂单成交，取消初始化阶段挂的所有止盈单
                if (firstFillAfterInit) {
                    cancelAllInitialTakeProfits();
                    firstFillAfterInit = false;
                }
                // [Gate-需求2] 加仓后先撤多仓所有止盈+止损，再查交易所持仓后重挂
                cancelAllLongTakeProfitsAndStopLosses();
                // REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
@@ -693,49 +730,73 @@
                extendLongStopLoss(posSize, longGridElement.getId());
                log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

                // 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());
                if (BigDecimal.valueOf(posSize).compareTo(longBaseQty) > 0) {
                    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();
                            }
                        }
                    }

                    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
                        }
                        GridElement tpElem = GridElement.findById(tpGridId);
                        if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) {
                            continue;
                        }
                        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);
                                }
                        );
                    }
                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());
//                if (BigDecimal.valueOf(posSize).compareTo(longBaseQty) > 0) {
//                    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();
//                            }
//                        }
//                    }
//
//                    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
//                        }
//                        GridElement tpElem = GridElement.findById(tpGridId);
//                        if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) {
//                            continue;
//                        }
//                        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);
//                                }
//                        );
//                    }
//                }
            }
        }
    }
@@ -816,6 +877,43 @@
            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) {
@@ -876,6 +974,7 @@
            }



            int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
            for (int id = -2; id >= -longTime; id--) {
                GridElement elem = GridElement.findById(id);
@@ -898,7 +997,7 @@
                );
            }

            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;
        }
@@ -1562,6 +1661,29 @@
        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) {