| | |
| | | import cn.hutool.core.collection.CollUtil; |
| | | import cn.hutool.core.util.StrUtil; |
| | | import com.xcong.excoin.utils.dingtalk.DingTalkUtils; |
| | | import com.google.gson.ExclusionStrategy; |
| | | import com.google.gson.FieldAttributes; |
| | | import com.google.gson.Gson; |
| | | import io.gate.gateapi.ApiClient; |
| | | import io.gate.gateapi.ApiException; |
| | | import io.gate.gateapi.GateApiException; |
| | | import io.gate.gateapi.JSON; |
| | | import io.gate.gateapi.api.AccountApi; |
| | | import io.gate.gateapi.api.FuturesApi; |
| | | import io.gate.gateapi.models.*; |
| | |
| | | private final FuturesApi futuresApi; |
| | | private static final String SETTLE = "usdt"; |
| | | |
| | | /** 手动市价平仓遭遇价格保护(MARKET_PRICE_TOO_DEVIATED)后的重试次数 */ |
| | | private static final int CLOSE_POSITION_RETRY_MAX_ATTEMPTS = 3; |
| | | /** 手动市价平仓遭遇价格保护后的重试间隔(毫秒) */ |
| | | private static final long CLOSE_POSITION_RETRY_DELAY_MS = 800L; |
| | | |
| | | private volatile StrategyState state = StrategyState.WAITING_KLINE; |
| | | |
| | | /** 空仓价格队列,降序排列(大→小),容量 gridQueueSize */ |
| | |
| | | /** 最近触发止损的空头网格ID */ |
| | | private volatile int lastShortStopLossGridId = Integer.MAX_VALUE; |
| | | /** 自定义止损模式激活标记:true=尚未发生第一次止损触发,第一次触发后置 false(触发未触发侧重挂默认) */ |
| | | private final AtomicBoolean customStopLossModeActive = new AtomicBoolean(false); |
| | | private final AtomicBoolean dualStopLossModeActive = new AtomicBoolean(false); |
| | | |
| | | private volatile BigDecimal lastKlinePrice; |
| | | private volatile BigDecimal markPrice = BigDecimal.ZERO; |
| | |
| | | ApiClient apiClient = new ApiClient(); |
| | | apiClient.setBasePath(config.getRestBasePath()); |
| | | apiClient.setApiKeySecret(config.getApiKey(), config.getApiSecret()); |
| | | // 修复 gate-api SDK finishAs 枚举不完整导致的反序列化失败(见 buildLenientJson) |
| | | apiClient.setJSON(buildLenientJson()); |
| | | this.futuresApi = new FuturesApi(apiClient); |
| | | this.executor = new GateTradeExecutor(apiClient, config.getContract()); |
| | | } |
| | | |
| | | /** |
| | | * 构建容错的 JSON 序列化器,跳过 {@code finishAs} 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。 |
| | | */ |
| | | private static JSON buildLenientJson() { |
| | | JSON json = new JSON(); |
| | | Gson gson = json.getGson().newBuilder() |
| | | .setExclusionStrategies(new ExclusionStrategy() { |
| | | @Override |
| | | public boolean shouldSkipField(FieldAttributes f) { |
| | | return "finishAs".equals(f.getName()); |
| | | } |
| | | |
| | | @Override |
| | | public boolean shouldSkipClass(Class<?> clazz) { |
| | | return false; |
| | | } |
| | | }) |
| | | .create(); |
| | | json.setGson(gson); |
| | | return json; |
| | | } |
| | | |
| | | // ---- 初始化 ---- |
| | |
| | | accumulatedShortLossCount = 0; |
| | | lastLongStopLossGridId = Integer.MAX_VALUE; |
| | | lastShortStopLossGridId = Integer.MAX_VALUE; |
| | | customStopLossModeActive.set(false); |
| | | dualStopLossModeActive.set(false); |
| | | shortPriceQueue.clear(); |
| | | longPriceQueue.clear(); |
| | | totalShortPriceQueue.clear(); |
| | |
| | | // ); |
| | | // } |
| | | |
| | | if (config.isCustomStopLossEnabled()) { |
| | | if (config.isDualStopLossEnabled()) { |
| | | placeCustomStopLosses(); |
| | | } else { |
| | | placeDefaultStopLossLadders(); |
| | |
| | | * 多仓止损:NUMBER_2(价格 ≤ 触发价平多),空仓止损:NUMBER_1(价格 ≥ 触发价平空)。 |
| | | */ |
| | | private void placeCustomStopLosses() { |
| | | customStopLossModeActive.set(true); |
| | | dualStopLossModeActive.set(true); |
| | | String baseQty = config.getBaseQuantity(); |
| | | BigDecimal longPrice = config.getLongCustomStopLossPrice(); |
| | | BigDecimal shortPrice = config.getShortCustomStopLossPrice(); |
| | | BigDecimal longPrice = config.getLongStopLossPrice(); |
| | | BigDecimal shortPrice = config.getShortStopLossPrice(); |
| | | |
| | | if (longPrice != null && longPrice.compareTo(BigDecimal.ZERO) > 0) { |
| | | GridElement longElem = findNearestGridElementByPrice(longPrice); |
| | |
| | | } |
| | | |
| | | // 自定义止损模式:第一次止损触发时,取消未触发侧(空仓)自定义止损单并重挂默认阶梯 |
| | | if (config.isCustomStopLossEnabled() && customStopLossModeActive.compareAndSet(true, false)) { |
| | | if (config.isDualStopLossEnabled() && dualStopLossModeActive.compareAndSet(true, false)) { |
| | | cancelAllShortStopLossesOnly(); |
| | | placeDefaultShortStopLossLadder(); |
| | | log.info("[Gate] 自定义止损首次触发(多仓), 已取消空仓自定义止损并重挂默认阶梯"); |
| | |
| | | } |
| | | |
| | | // 自定义止损模式:第一次止损触发时,取消未触发侧(多仓)自定义止损单并重挂默认阶梯 |
| | | if (config.isCustomStopLossEnabled() && customStopLossModeActive.compareAndSet(true, false)) { |
| | | if (config.isDualStopLossEnabled() && dualStopLossModeActive.compareAndSet(true, false)) { |
| | | cancelAllLongStopLossesOnly(); |
| | | placeDefaultLongStopLossLadder(); |
| | | log.info("[Gate] 自定义止损首次触发(空仓), 已取消多仓自定义止损并重挂默认阶梯"); |
| | |
| | | return; |
| | | } |
| | | |
| | | int totalOrders = filledQty / qty; |
| | | // [Gate] 止损只针对初始开仓仓位(baseQuantity),加仓部分只做止盈 |
| | | int totalOrders = baseQty / qty; |
| | | int[] orders = new int[gridCount]; |
| | | |
| | | if (gridCount == 1) { |
| | |
| | | return; |
| | | } |
| | | |
| | | int totalOrders = filledQty / qty; |
| | | // [Gate] 止损只针对初始开仓仓位(baseQuantity),加仓部分只做止盈 |
| | | int totalOrders = baseQty / qty; |
| | | int[] orders = new int[gridCount]; |
| | | |
| | | if (gridCount == 1) { |
| | |
| | | */ |
| | | private void closePositionByMode(Position.ModeEnum mode, boolean isLong) { |
| | | String sideLabel = isLong ? "多" : "空"; |
| | | // 1. 市价平掉对应方向仓位 |
| | | // 1. 市价平掉对应方向仓位(价格保护拒绝时重试) |
| | | try { |
| | | Position pos = queryPosition(mode); |
| | | if (pos != null) { |
| | |
| | | closeOrder.setSize(size > 0 ? String.valueOf(-size) : String.valueOf(Math.abs(size))); |
| | | } |
| | | closeOrder.setText("t-grid-manual-close"); |
| | | futuresApi.createFuturesOrder(SETTLE, closeOrder, null); |
| | | log.info("[Gate] 手动平{}仓, size:{}, mode:{}", sideLabel, sizeStr, posMode); |
| | | for (int attempt = 1; attempt <= CLOSE_POSITION_RETRY_MAX_ATTEMPTS; attempt++) { |
| | | try { |
| | | futuresApi.createFuturesOrder(SETTLE, closeOrder, null); |
| | | log.info("[Gate] 手动平{}仓, size:{}, mode:{}", sideLabel, sizeStr, posMode); |
| | | break; |
| | | } catch (Exception e) { |
| | | if (attempt < CLOSE_POSITION_RETRY_MAX_ATTEMPTS && isPriceProtectionRejected(e)) { |
| | | log.warn("[Gate] 手动平{}仓遭遇价格保护, 第{}次失败, {}ms后重试: {}", |
| | | sideLabel, attempt, CLOSE_POSITION_RETRY_DELAY_MS, e.getMessage()); |
| | | try { |
| | | Thread.sleep(CLOSE_POSITION_RETRY_DELAY_MS); |
| | | } catch (InterruptedException ie) { |
| | | Thread.currentThread().interrupt(); |
| | | break; |
| | | } |
| | | } else { |
| | | throw e; |
| | | } |
| | | } |
| | | } |
| | | } |
| | | } |
| | | } catch (Exception e) { |
| | |
| | | } |
| | | |
| | | /** |
| | | * 判断异常是否为市价单价格保护拒绝({@code MARKET_PRICE_TOO_DEVIATED})。 |
| | | * |
| | | * <p>该错误是交易所对市价单的保护:当盘口价相对最新价偏离超过滑点比率时拒绝下单, |
| | | * 属于瞬时行情错误,等待行情稳定后重试通常可成功。 |
| | | */ |
| | | private boolean isPriceProtectionRejected(Exception e) { |
| | | if (e instanceof GateApiException) { |
| | | String label = ((GateApiException) e).getErrorLabel(); |
| | | return label != null && label.contains("PRICE_TOO_DEVIATED"); |
| | | } |
| | | return false; |
| | | } |
| | | |
| | | /** |
| | | * 取消所有多仓入场单(条件开仓单),并清空 GridElement 的多仓挂单记录。 |
| | | */ |
| | | private void cancelAllLongEntryOrders() { |