Administrator
2026-08-13 88ce1b0fedcb2498d31873d51af8e94b2150ec3e
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -103,6 +103,8 @@
    private static final String ORDER_TYPE_CLOSE_SHORT = "plan-close-short-position";
    private final GateConfig config;
    private final StatsEventProducer statsProducer;
    private String apiKeyMd5;
    private final GateTradeExecutor executor;
    private final FuturesApi futuresApi;
    private static final String SETTLE = "usdt";
@@ -157,10 +159,13 @@
    private volatile BigDecimal shortPositionSize = BigDecimal.ZERO;
    private Long userId;
    private volatile BigDecimal initialPrincipal = BigDecimal.ZERO;
    /** 上次 PNL 快照时间(毫秒),用于控制 PNL_SNAPSHOT 埋点频率 */
    private volatile long lastPnlSnapshotTime = 0;
    private volatile GateKlineWebSocketClient wsClient;
    public GateGridTradeService(GateConfig config) {
    public GateGridTradeService(GateConfig config, StatsEventProducer statsProducer) {
        this.config = config;
        this.statsProducer = statsProducer;
        ApiClient apiClient = new ApiClient();
        apiClient.setBasePath(config.getRestBasePath());
        apiClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
@@ -290,6 +295,44 @@
        }
    }
    // ---- 埋点 ----
    private String apiKeyMd5() {
        if (apiKeyMd5 == null) {
            try {
                java.security.MessageDigest md = java.security.MessageDigest.getInstance("MD5");
                byte[] digest = md.digest(config.getApiKey().getBytes(java.nio.charset.StandardCharsets.UTF_8));
                StringBuilder sb = new StringBuilder();
                for (byte b : digest) sb.append(String.format("%02x", b));
                apiKeyMd5 = sb.toString();
            } catch (Exception e) {
                apiKeyMd5 = Integer.toHexString(config.getApiKey().hashCode());
            }
        }
        return apiKeyMd5;
    }
    private void emitStats(String type, Object payload) {
        if (statsProducer == null) return;
        try {
            statsProducer.sendStats(statsProducer.newStats(type, apiKeyMd5(), payload));
        } catch (Exception e) {
            log.warn("[Gate] 埋点发送失败, type={}", type, e);
        }
    }
    /**
     * Java 8 兼容的 Map 构造工具(Map.of 为 Java 9 API,此处手动实现)。
     * 接受偶数个参数:key1, value1, key2, value2, ...
     */
    private static Map<String, Object> mapOf(Object... kv) {
        Map<String, Object> m = new LinkedHashMap<>();
        for (int i = 0; i < kv.length; i += 2) {
            m.put((String) kv[i], kv[i + 1]);
        }
        return m;
    }
    // ---- 启动/停止 ----
    /**
@@ -328,6 +371,13 @@
        currentRound = 0;
        log.info("[Gate] 网格策略已启动, 当前本金: {} USDT", initialPrincipal);
        // 埋点: STRATEGY_START — 附全量配置快照
        GateConfigDTO snapshot = GateConfigDTO.from(config);
        Map<String, Object> params = snapshot.toParamsMap();
        params.put("principal", initialPrincipal.toPlainString());
        params.put("contract", config.getContract());
        emitStats("STRATEGY_START", params);
    }
    /**
@@ -348,6 +398,14 @@
     */
    public void stopGrid() {
        state = StrategyState.STOPPED;
        // 埋点: STRATEGY_STOP
        emitStats("STRATEGY_STOP", mapOf(
                "reason", "manual",
                "rounds", currentRound,
                "pnl", cumulativePnl.toPlainString()
        ));
        executor.cancelAllPriceTriggeredOrders();
        closeExistingPositions();
        executor.shutdown();
@@ -451,8 +509,28 @@
                    .add(new BigDecimal(account.getUnrealisedPnl()))
                    .subtract(estimatedCloseFee);
            // 埋点: PNL_SNAPSHOT — 每60秒发射一次
            long now = System.currentTimeMillis();
            if (now - lastPnlSnapshotTime >= 60_000) {
                lastPnlSnapshotTime = now;
                BigDecimal total = new BigDecimal(account.getTotal());
                emitStats("PNL_SNAPSHOT", mapOf(
                        "cumulativePnl", cumulativePnl.toPlainString(),
                        "unrealizedPnl", new BigDecimal(account.getUnrealisedPnl()).toPlainString(),
                        "totalEquity", total.toPlainString(),
                        "markPrice", markPrice.toPlainString()
                ));
            }
            if (totalEquity.compareTo(target) > 0) {
                currentRound++;
                // 埋点: ROUND_COMPLETE
                emitStats("ROUND_COMPLETE", mapOf(
                        "roundNum", currentRound,
                        "totalEquity", totalEquity.toPlainString()
                ));
                int maxRounds = config.getRounds();
                log.info("[Gate] 盈亏达标(净权益{}→含手续费-{}=实际{}>目标{}),第{}轮完成",
                        new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl())),
@@ -655,6 +733,13 @@
                int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
                shortEntryTraderIdParam(shortGridElement, orderId, false);
                // 埋点: ENTRY_FILLED — 空仓加仓成交
                emitStats("ENTRY_FILLED", mapOf(
                        "direction", "short",
                        "gridId", shortGridElement.getId(),
                        "filledQty", filledQty
                ));
                // 防重入:同一网格存在多个入场单且相近时间成交时,只处理第一次 extend,
                // 后续成交打标 pendingReExtend,延展完成后自动用最新仓位重挂一次。
                if (shortGridElement.isExtendStopLossInProgress()) {
@@ -687,6 +772,13 @@
                int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
                longEntryTraderIdParam(longGridElement, orderId, false);
                // 埋点: ENTRY_FILLED — 多仓加仓成交
                emitStats("ENTRY_FILLED", mapOf(
                        "direction", "long",
                        "gridId", longGridElement.getId(),
                        "filledQty", filledQty
                ));
                // 防重入:同一网格存在多个入场单且相近时间成交时,只处理第一次 extend,
                // 后续成交打标 pendingReExtend,延展完成后自动用最新仓位重挂一次。
@@ -1347,6 +1439,13 @@
        accumulatedLongLossCount++;
        log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
                gridId, accumulatedLongLossCount, sameGrid ? "(同网格)" : "");
        // 埋点: STOP_LOSS_TRIGGERED
        emitStats("STOP_LOSS_TRIGGERED", mapOf(
                "direction", "long",
                "gridId", gridId,
                "lossCount", accumulatedLongLossCount
        ));
        int newEntryGridId = gridId + 1;
        GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1392,6 +1491,13 @@
        accumulatedShortLossCount++;
        log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
                gridId, accumulatedShortLossCount, sameGrid ? "(同网格)" : "");
        // 埋点: STOP_LOSS_TRIGGERED
        emitStats("STOP_LOSS_TRIGGERED", mapOf(
                "direction", "short",
                "gridId", gridId,
                "lossCount", accumulatedShortLossCount
        ));
        int newEntryGridId = gridId - 1;
        GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1960,8 +2066,12 @@
    public void setMarkPrice(BigDecimal markPrice) { this.markPrice = markPrice; }
    /** @return 策略是否处于活跃状态(非 STOPPED 且非 WAITING_KLINE) */
    public boolean isStrategyActive() { return state != StrategyState.STOPPED && state != StrategyState.WAITING_KLINE; }
    /** @return 当前已完成轮数 */
    public int getCurrentRound() { return currentRound; }
    /** @return 累计已实现盈亏(平仓推送驱动累加) */
    public BigDecimal getCumulativePnl() { return cumulativePnl; }
    /** @return 初始本金 */
    public BigDecimal getInitialPrincipal() { return initialPrincipal; }
    /** @return 当前未实现盈亏(每根 K 线实时计算) */
    public BigDecimal getUnrealizedPnl() { return unrealizedPnl; }
    /** @return Gate 用户 ID(用于私有频道订阅 payload) */