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Administrator

2026-05-19 8beede41ea527872eee2572f2271110ac7a14d9a

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

@@ -1,5 +1,6 @@
package com.xcong.excoin.modules.gateApi;

import cn.hutool.core.collection.CollUtil;
import io.gate.gateapi.ApiClient;
import io.gate.gateapi.ApiException;
import io.gate.gateapi.GateApiException;
@@ -432,6 +433,13 @@
                    tryGenerateQueues();
                }else {
                    longPositionSize = size;
                    //取消多仓位线以上的开空仓挂单
                    List<GridElement> allShortOrders = GridElement.findAllShortOrders(longEntryPrice);
                    if (CollUtil.isNotEmpty(allShortOrders)){
                        for (GridElement e : allShortOrders) {
                            executor.cancelOrder(e.getShortOrderId());
                        }
                    }
                }
            } else {
                longActive = false;
@@ -449,6 +457,13 @@
                    tryGenerateQueues();
                }else {
                    shortPositionSize = size.abs();
                    //取消多仓位线以上的开空仓挂单
                    List<GridElement> allLongOrders = GridElement.findAllLongOrders(shortEntryPrice);
                    if (CollUtil.isNotEmpty(allLongOrders)){
                        for (GridElement e : allLongOrders) {
                            executor.cancelOrder(e.getShortOrderId());
                        }
                    }
                }
            } else {
                shortActive = false;
@@ -616,6 +631,7 @@
            GridElement baseGridElement = GridElement.findById(0);
            TraderParam baseLongTraderParam = config.getBaseLongTraderParam();
            baseGridElement.setLongOrderId(baseLongTraderParam.getEntryOrderId());
            baseGridElement.setHasLongOrder(true);
            //0位置的网格的多单止盈
            BigDecimal upTakeProfitPrice = baseGridElement.getLongTraderParam().getTakeProfitPrice();
            executor.placeTakeProfit(
@@ -634,6 +650,7 @@
            //0位置的网格的空单止盈
            TraderParam baseShortTraderParam = config.getBaseShortTraderParam();
            baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
            baseGridElement.setHasShortOrder(true);
            BigDecimal downTakeProfitPrice = baseGridElement.getShortTraderParam().getTakeProfitPrice();
            executor.placeTakeProfit(
                    downTakeProfitPrice,
@@ -740,12 +757,13 @@
     */
    private void generateShortQueue() {
        shortPriceQueue.clear();
        BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
        int prec = config.getPriceScale();
        BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(prec, RoundingMode.HALF_UP);
        config.setStep(step);
        BigDecimal elem = shortBaseEntryPrice.subtract(step).setScale(1, RoundingMode.HALF_UP);
        BigDecimal elem = shortBaseEntryPrice.subtract(step).setScale(prec, RoundingMode.HALF_UP);
            for (int i = 0; i < config.getGridQueueSize(); i++) {
                shortPriceQueue.add(elem);
                elem = elem.subtract(step).setScale(1, RoundingMode.HALF_UP);
                elem = elem.subtract(step).setScale(prec, RoundingMode.HALF_UP);
                if (elem.compareTo(BigDecimal.ZERO) <= 0) {
                    break;
                }
@@ -761,11 +779,12 @@
     */
    private void generateLongQueue() {
        longPriceQueue.clear();
        int prec = config.getPriceScale();
        BigDecimal step = config.getStep();
        BigDecimal elem = shortBaseEntryPrice.add(step).setScale(1, RoundingMode.HALF_UP);
        BigDecimal elem = shortBaseEntryPrice.add(step).setScale(prec, RoundingMode.HALF_UP);
        for (int i = 0; i < config.getGridQueueSize(); i++) {
            longPriceQueue.add(elem);
            elem = elem.add(step).setScale(1, RoundingMode.HALF_UP);
            elem = elem.add(step).setScale(prec, RoundingMode.HALF_UP);
        }
        longPriceQueue.sort(BigDecimal::compareTo);
        log.info("[Gate] 多队列:{}", longPriceQueue);
@@ -789,7 +808,10 @@
        List<GridElement> elements = new ArrayList<>();
        int shortSize = shortPriceQueue.size();
        int longSize = longPriceQueue.size();
        BigDecimal step = config.getStep().subtract(config.getContractMultiplier());
        //根据精度转换成小数
        int prec = config.getPriceScale();
        BigDecimal minTick = BigDecimal.ONE.scaleByPowerOfTen(-prec);
        BigDecimal step = config.getStep().subtract(minTick);
        String qty = config.getQuantity();

        // 空仓队列：id 从 -1 自减, shortPriceQueue[i] → id=-(i+1)
@@ -801,13 +823,13 @@
            TraderParam longParam = TraderParam.builder()
                    .direction(TraderParam.Direction.LONG)
                    .entryPrice(price)
                    .takeProfitPrice(price.add(step).setScale(1, RoundingMode.HALF_UP))
                    .takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
                    .quantity(qty)
                    .build();
            TraderParam shortParam = TraderParam.builder()
                    .direction(TraderParam.Direction.SHORT)
                    .entryPrice(price)
                    .takeProfitPrice(price.subtract(step).setScale(1, RoundingMode.HALF_UP))
                    .takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP))
                    .quantity(qty)
                    .build();
            elements.add(GridElement.builder()
@@ -826,13 +848,13 @@
            TraderParam longParam = TraderParam.builder()
                    .direction(TraderParam.Direction.LONG)
                    .entryPrice(price)
                    .takeProfitPrice(price.add(step).setScale(1, RoundingMode.HALF_UP))
                    .takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
                    .quantity(qty)
                    .build();
            TraderParam shortParam = TraderParam.builder()
                    .direction(TraderParam.Direction.SHORT)
                    .entryPrice(price)
                    .takeProfitPrice(price.subtract(step).setScale(1, RoundingMode.HALF_UP))
                    .takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP))
                    .quantity(qty)
                    .build();
            elements.add(GridElement.builder()
@@ -854,13 +876,13 @@
            TraderParam longParam = TraderParam.builder()
                    .direction(TraderParam.Direction.LONG)
                    .entryPrice(price)
                    .takeProfitPrice(price.add(step).setScale(1, RoundingMode.HALF_UP))
                    .takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
                    .quantity(qty)
                    .build();
            TraderParam shortParam = TraderParam.builder()
                    .direction(TraderParam.Direction.SHORT)
                    .entryPrice(price)
                    .takeProfitPrice(price.subtract(step).setScale(1, RoundingMode.HALF_UP))
                    .takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP))
                    .quantity(qty)
                    .build();
            elements.add(GridElement.builder()
@@ -902,10 +924,11 @@
     * @param currentPrice 当前 K 线收盘价（最新成交价）
     */
    private void processShortGrid(BigDecimal currentPrice) {
        int prec = config.getPriceScale();
        List<BigDecimal> matched = new ArrayList<>();
        synchronized (shortPriceQueue) {
            for (BigDecimal p : shortPriceQueue) {
                if (p.compareTo(currentPrice) > 0) {
                if (p.compareTo(currentPrice) >= 0) {
                    matched.add(p);
                } else {
                    break;
@@ -922,7 +945,7 @@
            BigDecimal min = shortPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : shortPriceQueue.get(shortPriceQueue.size() - 1);
            BigDecimal gridStep = config.getStep();
            for (int i = 0; i < matched.size(); i++) {
                min = min.subtract(gridStep).setScale(1, RoundingMode.HALF_UP);
                min = min.subtract(gridStep).setScale(prec, RoundingMode.HALF_UP);
                shortPriceQueue.add(min);
            }
            shortPriceQueue.sort((a, b) -> b.compareTo(a));
@@ -932,7 +955,7 @@
            BigDecimal first = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(0);
            BigDecimal gridStep = config.getStep();
            for (int i = 1; i <= matched.size(); i++) {
                BigDecimal elem = first.subtract(gridStep.multiply(BigDecimal.valueOf(i))).setScale(1, RoundingMode.HALF_UP);
                BigDecimal elem = first.subtract(gridStep.multiply(BigDecimal.valueOf(i))).setScale(prec, RoundingMode.HALF_UP);
                longPriceQueue.add(elem);
            }
            longPriceQueue.sort(BigDecimal::compareTo);
@@ -987,7 +1010,7 @@
            if (downGridElement != null){

                TraderParam downLongTraderParam = downGridElement.getLongTraderParam();
                if (!downGridElement.isHasShortOrder()){
                if (!downGridElement.isHasLongOrder()){
                    executor.placeConditionalEntryOrder(
                            downLongTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
@@ -1008,6 +1031,7 @@
                BigDecimal downGridPrice = downGridElement.getGridPrice();
                if (
                        !downGridElement.isHasShortOrder() &&
                                downGridPrice.compareTo(currentPrice) < 0 &&
                                downGridPrice.compareTo(longEntryPrice) <= 0 &&
                                downGridPrice.compareTo(shortEntryPrice) >= 0
                ){
@@ -1058,10 +1082,11 @@
     * @param currentPrice 当前 K 线收盘价（最新成交价）
     */
    private void processLongGrid(BigDecimal currentPrice) {
        int prec = config.getPriceScale();
        List<BigDecimal> matched = new ArrayList<>();
        synchronized (longPriceQueue) {
            for (BigDecimal p : longPriceQueue) {
                if (p.compareTo(currentPrice) < 0) {
                if (p.compareTo(currentPrice) <= 0) {
                    matched.add(p);
                } else {
                    break;
@@ -1084,7 +1109,7 @@
            BigDecimal max = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(longPriceQueue.size() - 1);
            BigDecimal gridStep = config.getStep();
            for (int i = 0; i < matched.size(); i++) {
                max = max.add(gridStep).setScale(1, RoundingMode.HALF_UP);
                max = max.add(gridStep).setScale(prec, RoundingMode.HALF_UP);
                longPriceQueue.add(max);
            }
            longPriceQueue.sort(BigDecimal::compareTo);
@@ -1093,7 +1118,7 @@
            BigDecimal first = shortPriceQueue.isEmpty() ? matched.get(0) : shortPriceQueue.get(0);
            BigDecimal gridStep = config.getStep();
            for (int i = 1; i <= matched.size(); i++) {
                BigDecimal elem = first.add(gridStep.multiply(BigDecimal.valueOf(i))).setScale(1, RoundingMode.HALF_UP);
                BigDecimal elem = first.add(gridStep.multiply(BigDecimal.valueOf(i))).setScale(prec, RoundingMode.HALF_UP);
                shortPriceQueue.add(elem);
            }
            shortPriceQueue.sort((a, b) -> b.compareTo(a));
@@ -1168,6 +1193,7 @@
                BigDecimal downGridPrice = downGridElement.getGridPrice();
                if (
                        !downGridElement.isHasLongOrder() &&
                                downGridPrice.compareTo(currentPrice) > 0 &&
                                downGridPrice.compareTo(longEntryPrice) <= 0 &&
                                downGridPrice.compareTo(shortEntryPrice) >= 0
                ){