exchange.git - Gitblit

			@@ -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()) {
			@@ -672,7 +757,9 @@
			int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
			extendShortStopLoss(posSize, shortGridElement.getId());
			// [Gate] 止盈挂单：超出基础仓位的部分，挂在多仓第一止损位
			// placeExcessTakeProfit(posSize, false);
			if (config.isPlaceExcessTakeProfit()) {
			placeExcessTakeProfit(posSize, false);
			}
			log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);


			@@ -685,6 +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。
			@@ -703,7 +797,9 @@
			int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
			extendLongStopLoss(posSize, longGridElement.getId());
			// [Gate] 止盈挂单：超出基础仓位的部分，挂在空仓第一止损位
			// placeExcessTakeProfit(posSize, true);
			if (config.isPlaceExcessTakeProfit()) {
			placeExcessTakeProfit(posSize, true);
			}
			log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

			}
			@@ -1295,7 +1391,8 @@
			* 根据加仓配置计算止损追单时的实际下单量。
			* <p>公式：</p>
			* <pre>
			* addMultiplier = floor(effectiveStopLossCount / addPositionInterval)
			* divisor = addPositionInterval + 1
			* addMultiplier = floor(effectiveStopLossCount / divisor)
			* addQty = addMultiplier × addPositionQuantity
			* finalQty = min(baseQuantity + addQty, maxPositionPerSide > 0 ? maxPositionPerSide : ∞)
			* </pre>
			@@ -1310,7 +1407,13 @@
			int maxPerSide = config.getMaxPositionPerSide();

			int effectiveCount = getEffectiveStopLossCount(isLong);
			int addMultiplier = interval > 0 ? effectiveCount / interval : 0;
			int startThreshold = config.getAddPositionStartThreshold();
			if (startThreshold > 0) {
			effectiveCount = Math.max(0, effectiveCount - startThreshold);
			}
			// divisor = interval + 1：interval=0→每次加仓, interval=1→每2次加仓(2,4,6...), interval=3→每4次加仓(4,8,12...)
			int divisor = interval + 1;
			int addMultiplier = interval >= 0 ? effectiveCount / divisor : 0;
			int addQty = addMultiplier * addQtyPerUnit;
			int totalQty = baseQty + addQty;

			@@ -1336,6 +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);
			@@ -1381,6 +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);
			@@ -1949,8 +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） */
			@@ -1979,6 +2100,66 @@
			}

			/**
			* 挂单成交后，将超出基础仓位的部分挂止盈单，挂在对向仓位的第一止损位上。
			*
			* <p>遍历所有 GridElement，找到对向仓位第一个有止损单的网格作为止盈挂单位置。
			*
			* <p>例：空仓成交后持仓 8 张，基础 4 张 → 超出 4 张，
			* 找到多仓第一止损位（如 gridId=-2）→ 在该位置挂空仓止盈单。
			*
			* @param posSize 当前总持仓张数
			* @param isLong true=多仓成交，false=空仓成交
			*/
			private void placeExcessTakeProfit(int posSize, boolean isLong) {
			int baseQty = Integer.parseInt(config.getBaseQuantity());
			int excessQty = posSize - baseQty;
			if (excessQty <= 0) {
			return;
			}

			// 遍历找到对向仓位第一个有止损单的网格
			GridElement tpElem = isLong ? findFirstShortStopLossGrid() : findFirstLongStopLossGrid();
			if (tpElem == null) {
			log.warn("[Gate] {}止盈挂单失败：未找到对向仓止损位", isLong ? "多仓" : "空仓");
			return;
			}
			int tpGridId = tpElem.getId();

			BigDecimal triggerPrice = tpElem.getGridPrice();
			String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
			// 多仓止盈：价格≥触发价时平仓(NUMBER_1)；空仓止盈：价格≤触发价时平仓(NUMBER_2)
			FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
			: FuturesPriceTrigger.RuleEnum.NUMBER_2;
			String size = isLong ? negate(String.valueOf(excessQty)) : String.valueOf(excessQty);

			// if (isLong && tpElem.getLongTakeProfitOrderId() != null) {
			// executor.cancelConditionalOrder(tpElem.getLongTakeProfitOrderId(), oid -> {
			// longTakeProfitTraderIdParam(tpElem, null, false);
			// log.info("[Gate] 取消旧止盈, gridId:{}, orderId:{}", tpGridId, oid);
			// });
			// } else if (!isLong && tpElem.getShortTakeProfitOrderId() != null) {
			// executor.cancelConditionalOrder(tpElem.getShortTakeProfitOrderId(), oid -> {
			// shortTakeProfitTraderIdParam(tpElem, null, false);
			// log.info("[Gate] 取消旧止盈, gridId:{}, orderId:{}", tpGridId, oid);
			// });
			// }

			String finalSize = size;
			int finalTpGridId = tpGridId;
			executor.placeTakeProfit(triggerPrice, rule, orderType, size,
			profitId -> {
			if (isLong) {
			longTakeProfitTraderIdParam(tpElem, profitId, true);
			} else {
			shortTakeProfitTraderIdParam(tpElem, profitId, true);
			}
			log.info("[Gate] {}止盈挂单, gridId:{}, 触发价:{}, 数量:{}, takeProfitId:{}",
			isLong ? "多仓" : "空仓", finalTpGridId, triggerPrice, finalSize, profitId);
			}
			);
			}

			/**
			* 在指定网格挂一笔对手止盈单（非满仓超额止盈，挂在止损触发位的下一格）。
			*/
			private void placeTakeProfitAtGrid(GridElement tpElem, boolean isLong, int qty, int times) {