feat(gate): 实现仓位止盈补仓功能

Administrator

5 days ago 8cadc2c947d541bd2621892b5764d2d3e7697cad

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

@@ -921,6 +921,8 @@
     * @param orderId 止盈单 ID
     */
    private void handleLongTakeProfitTriggered(GridElement tpElem, String orderId) {
        // 清理前读取本次止盈单张数（仓位止盈补仓用；清理后该记录会被移除）
        Integer tpSize = tpElem.getLongTakeProfitOrderSize(orderId);
        // 清理前判断：当前是否为该方向最后一个止盈单（最后一个不触发对向加仓）
        boolean isLastTp = GridElement.getLongTakeProfitCount() <= 1;
        // 清理止盈单状态（移除已成交的这笔止盈单）
@@ -930,6 +932,11 @@

        // 止盈依次上移：先取消之前挂的对向空开仓单，再挂新单
        cancelTpOppositeShortEntries();

        // 仓位止盈补仓：在对侧（空仓）止损位挂同方向（多仓）开仓单，张数 = 本次止盈单张数
        if (config.isTpPositionReplenishEnabled()) {
            replenishAfterTp(true, tpSize);
        }

        if (!config.isTpTriggerOppositeAddEnabled()) {
            return;
@@ -959,6 +966,8 @@
     * @param orderId 止盈单 ID
     */
    private void handleShortTakeProfitTriggered(GridElement tpElem, String orderId) {
        // 清理前读取本次止盈单张数（仓位止盈补仓用；清理后该记录会被移除）
        Integer tpSize = tpElem.getShortTakeProfitOrderSize(orderId);
        // 清理前判断：当前是否为该方向最后一个止盈单（最后一个不触发对向加仓）
        boolean isLastTp = GridElement.getShortTakeProfitCount() <= 1;
        // 清理止盈单状态（移除已成交的这笔止盈单）
@@ -968,6 +977,11 @@

        // 止盈依次下移：先取消之前挂的对向多开仓单，再挂新单
        cancelTpOppositeLongEntries();

        // 仓位止盈补仓：在对侧（多仓）止损位挂同方向（空仓）开仓单，张数 = 本次止盈单张数
        if (config.isTpPositionReplenishEnabled()) {
            replenishAfterTp(false, tpSize);
        }

        if (!config.isTpTriggerOppositeAddEnabled()) {
            return;
@@ -988,6 +1002,41 @@
            return;
        }
        placeOppositeAddLongEntry(target, tpElem, qty);
    }

    /**
     * 仓位止盈补仓：任意方向止盈触发时，在对侧止损位挂与止盈方向一致、张数 = 本次止盈单张数的条件开仓单。
     * <p>开仓单走标准入场流程（placeEntryOrderWithPreFlag 预置标记），成交后进入 ENTRY_FILLED 常规分支，
     * extend 会按最新全持仓重挂止损，保证补仓仓位有完整止损覆盖。</p>
     *
     * @param isLong true=多仓止盈（挂多仓开仓单），false=空仓止盈（挂空仓开仓单）
     * @param tpSize 本次触发止盈单的张数（null 或 <=0 则跳过）
     */
    private void replenishAfterTp(boolean isLong, Integer tpSize) {
        if (tpSize == null || tpSize <= 0) {
            log.warn("[Gate] 仓位止盈补仓跳过: 止盈单张数无效, isLong:{}, tpSize:{}", isLong, tpSize);
            return;
        }
        // 对侧止损位：多仓止盈 → 空仓第一止损位；空仓止盈 → 多仓第一止损位
        GridElement slElem = isLong ? findFirstShortStopLossGrid() : findFirstLongStopLossGrid();
        if (slElem == null) {
            log.warn("[Gate] 仓位止盈补仓: 未找到对侧止损位, isLong:{}", isLong);
            return;
        }
        BigDecimal triggerPrice = slElem.getGridPrice();
        // 方向与止盈方向一致：多仓止盈 → 多开仓（价格≥触发价 NUMBER_1）；空仓止盈 → 空开仓（价格≤触发价 NUMBER_2）
        FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
                : FuturesPriceTrigger.RuleEnum.NUMBER_2;
        String size = isLong ? String.valueOf(tpSize) : negate(String.valueOf(tpSize));
        // 记录本网格该方向的开仓张数（供 ENTRY_FILLED 分支读取成交张数）
        if (isLong) {
            slElem.getLongTraderParam().setQuantity(String.valueOf(tpSize));
        } else {
            slElem.getShortTraderParam().setQuantity(String.valueOf(tpSize));
        }
        placeEntryOrderWithPreFlag(slElem, isLong, triggerPrice, rule, size);
        log.info("[Gate] 仓位止盈补仓: {}止盈触发, 对侧止损位 gridId:{}, 挂{}开仓{}张",
                isLong ? "多仓" : "空仓", slElem.getId(), isLong ? "多" : "空", tpSize);
    }

    /**
@@ -1478,12 +1527,17 @@
    private void longTakeProfitTraderIdParam(
            GridElement baseElement,String profitId, boolean flag
    ) {
        longTakeProfitTraderIdParam(baseElement, profitId, flag, 0);
    }
    private void longTakeProfitTraderIdParam(
            GridElement baseElement,String profitId, boolean flag, int size
    ) {
        TraderParam tp = baseElement.getLongTraderParam();
        if (flag && profitId != null) {
            // 挂单成功：追加到止盈单列表（支持基础止盈 + 超额止盈并行挂单）
            // 挂单成功：追加到止盈单列表（支持基础止盈 + 超额止盈并行挂单），并记录该单张数
            tp.setTakeProfitOrderId(profitId);
            tp.setTakeProfitPlaced(true);
            baseElement.addLongTakeProfitOrderId(profitId);
            baseElement.addLongTakeProfitOrderId(profitId, size);
        } else {
            // 清理：profitId 非空移除指定止盈单，为空清空该网格全部止盈单
            tp.setTakeProfitPlaced(false);
@@ -1502,12 +1556,17 @@
    private void shortTakeProfitTraderIdParam(
            GridElement baseElement,String profitId, boolean flag
    ) {
        shortTakeProfitTraderIdParam(baseElement, profitId, flag, 0);
    }
    private void shortTakeProfitTraderIdParam(
            GridElement baseElement,String profitId, boolean flag, int size
    ) {
        TraderParam tp = baseElement.getShortTraderParam();
        if (flag && profitId != null) {
            // 挂单成功：追加到止盈单列表（支持基础止盈 + 超额止盈并行挂单）
            // 挂单成功：追加到止盈单列表（支持基础止盈 + 超额止盈并行挂单），并记录该单张数
            tp.setTakeProfitOrderId(profitId);
            tp.setTakeProfitPlaced(true);
            baseElement.addShortTakeProfitOrderId(profitId);
            baseElement.addShortTakeProfitOrderId(profitId, size);
        } else {
            // 清理：profitId 非空移除指定止盈单，为空清空该网格全部止盈单
            tp.setTakeProfitPlaced(false);
@@ -3049,9 +3108,9 @@
        executor.placeTakeProfit(triggerPrice, rule, orderType, size,
                profitId -> {
                    if (isLong) {
                        longTakeProfitTraderIdParam(tpElem, profitId, true);
                        longTakeProfitTraderIdParam(tpElem, profitId, true, excessQty);
                    } else {
                        shortTakeProfitTraderIdParam(tpElem, profitId, true);
                        shortTakeProfitTraderIdParam(tpElem, profitId, true, excessQty);
                    }
                    log.info("[Gate] {}止盈挂单, gridId:{}, 触发价:{}, 数量:{}, takeProfitId:{}",
                            isLong ? "多仓" : "空仓", finalTpGridId, triggerPrice, finalSize, profitId);
@@ -3139,6 +3198,7 @@
            if (qty <= 0) {
                continue;
            }
            final int fqty = qty;
            final GridElement elem = gridList.get(i);
            final int gid = elem.getId();
            final BigDecimal triggerPrice = elem.getGridPrice();
@@ -3149,9 +3209,9 @@
            executor.placeTakeProfit(triggerPrice, rule, orderType, size,
                    profitId -> {
                        if (isLong) {
                            longTakeProfitTraderIdParam(elem, profitId, true);
                            longTakeProfitTraderIdParam(elem, profitId, true, fqty);
                        } else {
                            shortTakeProfitTraderIdParam(elem, profitId, true);
                            shortTakeProfitTraderIdParam(elem, profitId, true, fqty);
                        }
                        log.info("[Gate] 分散止盈 {} gridId:{}, 触发价:{}, 数量:{}, tpId:{}",
                                isLong ? "多仓" : "空仓", gid, triggerPrice, size, profitId);
@@ -3211,6 +3271,7 @@
                break;
            }
            BigDecimal qty = perGrid.min(remaining);
            final int fqty = qty.intValue();
            final GridElement fe = elem;
            final int gid = id;
            final BigDecimal triggerPrice = elem.getGridPrice();
@@ -3221,9 +3282,9 @@
            executor.placeTakeProfit(triggerPrice, rule, orderType, size,
                    profitId -> {
                        if (isLong) {
                            longTakeProfitTraderIdParam(fe, profitId, true);
                            longTakeProfitTraderIdParam(fe, profitId, true, fqty);
                        } else {
                            shortTakeProfitTraderIdParam(fe, profitId, true);
                            shortTakeProfitTraderIdParam(fe, profitId, true, fqty);
                        }
                        log.info("[Gate] 基础止盈 {} gridId:{}, 触发价:{}, 数量:{}, tpId:{}",
                                isLong ? "多仓" : "空仓", gid, triggerPrice, size, profitId);
@@ -3250,9 +3311,9 @@
        executor.placeTakeProfit(triggerPrice, rule, orderType, size,
                profitId -> {
                    if (isLong) {
                        longTakeProfitTraderIdParam(tpElem, profitId, true);
                        longTakeProfitTraderIdParam(tpElem, profitId, true, qty);
                    } else {
                        shortTakeProfitTraderIdParam(tpElem, profitId, true);
                        shortTakeProfitTraderIdParam(tpElem, profitId, true, qty);
                    }
                    log.info("[Gate] 止损{}→对手超额止盈 gridId:{}, 量:{}, tpId:{}", times, gridId, qty, profitId);
                }
@@ -3277,8 +3338,8 @@
        String size = isLong ? negate(String.valueOf(tpQty)) : String.valueOf(tpQty);
        executor.placeTakeProfit(triggerPrice, rule, orderType, size,
                profitId -> {
                    if (isLong) longTakeProfitTraderIdParam(tpElem, profitId, true);
                    else        shortTakeProfitTraderIdParam(tpElem, profitId, true);
                    if (isLong) longTakeProfitTraderIdParam(tpElem, profitId, true, tpQty);
                    else        shortTakeProfitTraderIdParam(tpElem, profitId, true, tpQty);
                    log.info("[Gate] 止损次数{}→对手{}止盈 gridId:{}, 量:{}, tpId:{}",
                            times, isLong ? "多仓" : "空仓", tpGridId, size, profitId);
                }