[Gate] 盈亏达标(净权益{}>目标{})，重置策略

Administrator

15 hours ago 8ea0832a088fa51166d4d643fec603f453663e49

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

@@ -364,6 +364,7 @@
     * @param closePrice K 线收盘价（即当前最新成交价）
     */
    public void onKline(BigDecimal closePrice) {

        lastKlinePrice = closePrice;

        //初始化0位置的开仓，并且用空的开仓价格，作为价格基准来划分网格
@@ -391,9 +392,7 @@
            return;
        }


//        checkProfitAndReset();

        checkProfitAndReset();

        if (state == StrategyState.ACTIVE &&
                longActive == false &&
@@ -417,20 +416,10 @@
            BigDecimal target = initialPrincipal.add(config.getExpectedProfit());

            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            BigDecimal unrealisedPnl = new BigDecimal(account.getCrossUnrealisedPnl());
            BigDecimal available = new BigDecimal(account.getCrossAvailable());
            BigDecimal totalEquity = unrealisedPnl.add(available);
            BigDecimal totalEquity = new BigDecimal(account.getTotal());

            // 估算平仓手续费：(多仓张数+空仓张数) × 合约面值 × 当前价 × taker费率
            BigDecimal totalSize = longPositionSize.abs().add(shortPositionSize.abs());
            BigDecimal closeContractValue =
                    totalSize.multiply(config.getContractMultiplier()).multiply(lastKlinePrice != null ? lastKlinePrice : BigDecimal.ZERO);
            BigDecimal estimatedFee = closeContractValue.multiply(TAKER_FEE_RATE);
            BigDecimal netEquity = totalEquity.subtract(estimatedFee);
            log.info("[Gate] 盈亏检查,总张数：{}, upl:{}, avail:{}, 合计:{}, 估手续费:{}, 净权益:{}, 目标:{}",
                    totalSize,unrealisedPnl, available, totalEquity, estimatedFee, netEquity, target);
            if (netEquity.compareTo(target) > 0) {
                log.info("[Gate] 盈亏达标(净权益{}>目标{})，重置策略", netEquity, target);
            if (totalEquity.compareTo(target) > 0) {
                log.info("[Gate] 盈亏达标(净权益{}>目标{})，重置策略", totalEquity, target);
                state = StrategyState.STOPPED;
                try {
                    futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
@@ -605,7 +594,7 @@
            longTakeProfitTraderIdParam(longTpElem, null, false);
            log.info("[Gate] 多仓止盈触发 gridId:{}, orderId:{}", longTpElem.getId(), orderId);
            cancelFarthestLongStopLoss();
            checkLastTakeProfitAndRestart();
//            checkLastTakeProfitAndRestart();
            return;
        }
        // [Gate-需求1] 空仓止盈触发：清空止盈状态 + 取消最远空仓止损 + 检查是否最后一个止盈
@@ -614,7 +603,7 @@
            shortTakeProfitTraderIdParam(shortTpElem, null, false);
            log.info("[Gate] 空仓止盈触发 gridId:{}, orderId:{}", shortTpElem.getId(), orderId);
            cancelFarthestShortStopLoss();
            checkLastTakeProfitAndRestart();
//            checkLastTakeProfitAndRestart();
            return;
        }

@@ -638,19 +627,36 @@
                shortEntryTraderIdParam(shortGridElement, null, 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();
                int posSize = queryPositionSize(Position.ModeEnum.DUAL_SHORT);
                // 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
                int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
                extendShortStopLoss(posSize, shortGridElement.getId());
                accumulatedShortLossCount = 0; // 加仓订单成交，重置止损累计
                log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

                // 空仓持仓超过baseQuantity时，从gridId-2开始向外追挂止盈
                // 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 = shortGridElement.getId() - 2 - 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;
@@ -680,19 +686,36 @@
                longEntryTraderIdParam(longGridElement, null, 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();
                int posSize = queryPositionSize(Position.ModeEnum.DUAL_LONG);
                // 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
                int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
                extendLongStopLoss(posSize, longGridElement.getId());
                accumulatedLongLossCount = 0; // 加仓订单成交，重置止损累计
                log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

                // 多仓持仓超过baseQuantity时，从gridId+2开始向外追挂止盈
                // 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 = longGridElement.getId() + 2 + 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;
@@ -1208,15 +1231,31 @@
        if (!newEntryGrid.isHasLongOrder()) {
            BigDecimal triggerPrice = newEntryGrid.getGridPrice();

            // 累计止损张数 + 当前止损量作为追单size，不再依赖positionSize（避免WS竞态）
            accumulatedLongLossCount += Integer.parseInt(config.getQuantity());
            String size = String.valueOf(accumulatedLongLossCount + Integer.parseInt(config.getQuantity()));
            log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}基础张多单",
                    gridId, newEntryGridId, size);

            newEntryGrid.getLongTraderParam().setQuantity(size);
            placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
            // 止损触发后持仓在减少，取REST和WS缓存中较小值更准确
            int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
            int maxPos = config.getMaxPositionSize();
            int targetAmount = Integer.parseInt(config.getQuantity()) * 2; // quantity + 本次止损量
            int addSize;
            if (maxPos > 0) {
                int remainingRoom = maxPos - posSize;
                if (remainingRoom <= 0) {
                    log.warn("[Gate] 多仓止损触发 gridId:{}, 当前持仓{}/{}已达上限，跳过追单",
                            gridId, posSize, maxPos);
                    addSize = 0;
                } else {
                    addSize = Math.min(remainingRoom, targetAmount);
                }
            } else {
                addSize = targetAmount;
            }
            if (addSize > 0) {
                String size = String.valueOf(addSize);
                log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}补{}张多单(当前{}/上限{})",
                        gridId, newEntryGridId, size, posSize, maxPos > 0 ? maxPos : "无");
                newEntryGrid.getLongTraderParam().setQuantity(size);
                placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
            }
        }else{
            log.warn("[Gate] 多仓止损触发 gridId:{}, 目标gridId:{}已有挂单，跳过重复下单", gridId, newEntryGridId);
        }
@@ -1267,14 +1306,31 @@
        if (!newEntryGrid.isHasShortOrder()) {
            BigDecimal triggerPrice = newEntryGrid.getGridPrice();

            // 累计止损张数 + 当前止损量作为追单size，不再依赖positionSize（避免WS竞态）
            accumulatedShortLossCount += Integer.parseInt(config.getQuantity());
            String size = String.valueOf(accumulatedShortLossCount + Integer.parseInt(config.getQuantity()));
            log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}基础张空单",
                    gridId, newEntryGridId, size);
            newEntryGrid.getShortTraderParam().setQuantity(size);
            placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
            // 止损触发后持仓在减少，取REST和WS缓存中较小值更准确
            int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
            int maxPos = config.getMaxPositionSize();
            int targetAmount = Integer.parseInt(config.getQuantity()) * 2; // quantity + 本次止损量
            int addSize;
            if (maxPos > 0) {
                int remainingRoom = maxPos - posSize;
                if (remainingRoom <= 0) {
                    log.warn("[Gate] 空仓止损触发 gridId:{}, 当前持仓{}/{}已达上限，跳过追单",
                            gridId, posSize, maxPos);
                    addSize = 0;
                } else {
                    addSize = Math.min(remainingRoom, targetAmount);
                }
            } else {
                addSize = targetAmount;
            }
            if (addSize > 0) {
                String size = String.valueOf(addSize);
                log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}补{}张空单(当前{}/上限{})",
                        gridId, newEntryGridId, size, posSize, maxPos > 0 ? maxPos : "无");
                newEntryGrid.getShortTraderParam().setQuantity(size);
                placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
            }
        }else{
            log.warn("[Gate] 空仓止损触发 gridId:{}, 目标gridId:{}已有挂单，跳过重复下单", gridId, newEntryGridId);
        }
@@ -1331,6 +1387,14 @@
        if (span <= 0) {
            return;
        }

        // 检查是否还有剩余止盈单，只有多空止盈全部清空才继续
        if (GridElement.getLongTakeProfitCount() > 0 || GridElement.getShortTakeProfitCount() > 0) {
            log.info("[Gate] 尚有未触发止盈单, 暂不检查跨度重启 longTpCount:{}, shortTpCount:{}",
                    GridElement.getLongTakeProfitCount(), GridElement.getShortTakeProfitCount());
            return;
        }

        BigDecimal step = config.getStep();
        if (step == null || step.compareTo(BigDecimal.ZERO) == 0) {
            return;
@@ -1356,11 +1420,11 @@
        String reason = "";

        if (hasLong && hasShort) {
            // 多空双边持仓：多均价 − 空均价 > span × step
            BigDecimal gap = longAvgPrice.subtract(shortAvgPrice);
            // 多空双边持仓：|多均价 − 空均价| > span × step
            BigDecimal gap = shortAvgPrice.subtract(longAvgPrice);
            if (gap.compareTo(threshold) >= 0) {
                shouldRestart = true;
                reason = StrUtil.format("双边跨度 多均价:{} − 空均价:{} = {} > {} (span:{}×step:{})",
                reason = StrUtil.format("双边跨度 |多均价:{} − 空均价:{}| = {} >= {} (span:{}×step:{})",
                        longAvgPrice, shortAvgPrice, gap, threshold, span, step);
            }
        } else if (hasLong) {