| | |
| | | import io.gate.gateapi.models.*; |
| | | import lombok.extern.slf4j.Slf4j; |
| | | |
| | | import okhttp3.ConnectionPool; |
| | | import okhttp3.OkHttpClient; |
| | | |
| | | import java.io.IOException; |
| | | import java.math.BigDecimal; |
| | | import java.math.RoundingMode; |
| | |
| | | import java.util.LinkedHashMap; |
| | | import java.util.List; |
| | | import java.util.Map; |
| | | import java.util.concurrent.TimeUnit; |
| | | |
| | | import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler; |
| | | import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionClosesChannelHandler; |
| | |
| | | |
| | | public GateGridTradeService(GateConfig config) { |
| | | this.config = config; |
| | | ApiClient apiClient = new ApiClient(); |
| | | apiClient.setBasePath(config.getRestBasePath()); |
| | | apiClient.setApiKeySecret(config.getApiKey(), config.getApiSecret()); |
| | | ApiClient apiClient = createApiClient(config); |
| | | this.futuresApi = new FuturesApi(apiClient); |
| | | this.executor = new GateTradeExecutor(apiClient, config.getContract()); |
| | | } |
| | | |
| | | private static ApiClient createApiClient(GateConfig config) { |
| | | OkHttpClient httpClient = new OkHttpClient.Builder() |
| | | .connectTimeout(30, TimeUnit.SECONDS) |
| | | .readTimeout(60, TimeUnit.SECONDS) |
| | | .writeTimeout(20, TimeUnit.SECONDS) |
| | | .connectionPool(new ConnectionPool(5, 5, TimeUnit.SECONDS)) |
| | | .retryOnConnectionFailure(true) |
| | | .build(); |
| | | ApiClient client = new ApiClient(); |
| | | client.setBasePath(config.getRestBasePath()); |
| | | client.setApiKeySecret(config.getApiKey(), config.getApiSecret()); |
| | | client.setHttpClient(httpClient); |
| | | return client; |
| | | } |
| | | |
| | | // ---- 初始化 ---- |
| | |
| | | */ |
| | | public void init() { |
| | | try { |
| | | ApiClient detailClient = new ApiClient(); |
| | | detailClient.setBasePath(config.getRestBasePath()); |
| | | detailClient.setApiKeySecret(config.getApiKey(), config.getApiSecret()); |
| | | ApiClient detailClient = createApiClient(config); |
| | | AccountDetail detail = new AccountApi(detailClient).getAccountDetail(); |
| | | this.userId = detail.getUserId(); |
| | | log.info("[Gate] 用户ID: {}", userId); |
| | |
| | | triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, |
| | | ORDER_TYPE_CLOSE_SHORT, |
| | | "1", |
| | | config.getQuantity(), |
| | | profitId -> { |
| | | elem.setShortStopLossOrderId(profitId); |
| | | GridElement.refreshIndices(); |
| | |
| | | triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_2, |
| | | ORDER_TYPE_CLOSE_LONG, |
| | | "-1", |
| | | negate(config.getQuantity()), |
| | | profitId -> { |
| | | elem.setLongStopLossOrderId(profitId); |
| | | GridElement.refreshIndices(); |
| | |
| | | BigDecimal priceDiff = longEntryPrice.subtract(triggerPrice).abs(); |
| | | int entryQty = priceDiff.divide(config.getStep(), 0, RoundingMode.DOWN).intValue(); |
| | | entryQty = Math.max(1, entryQty); |
| | | String size = String.valueOf(entryQty); |
| | | String size = new BigDecimal(String.valueOf(entryQty)).multiply(new BigDecimal(config.getQuantity())).toString(); |
| | | log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}张多单, 均价:{}, 价差:{}, 步长:{}", |
| | | gridId, newEntryGridId, entryQty, longEntryPrice, priceDiff, config.getStep()); |
| | | newEntryGrid.getLongTraderParam().setQuantity(size); |
| | |
| | | BigDecimal priceDiff = shortEntryPrice.subtract(triggerPrice).abs(); |
| | | int entryQty = priceDiff.divide(config.getStep(), 0, RoundingMode.DOWN).intValue(); |
| | | entryQty = Math.max(1, entryQty); |
| | | String size = String.valueOf(entryQty); |
| | | String size = new BigDecimal(String.valueOf(entryQty)).multiply(new BigDecimal(config.getQuantity())).toString(); |
| | | log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}张空单, 均价:{}, 价差:{}, 步长:{}", |
| | | gridId, newEntryGridId, entryQty, shortEntryPrice, priceDiff, config.getStep()); |
| | | newEntryGrid.getShortTraderParam().setQuantity(size); |
| | |
| | | triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_2, |
| | | ORDER_TYPE_CLOSE_LONG, |
| | | "-1", |
| | | negate(config.getQuantity()), |
| | | profitId -> { |
| | | elem.setLongStopLossOrderId(profitId); |
| | | GridElement.refreshIndices(); |
| | |
| | | triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, |
| | | ORDER_TYPE_CLOSE_SHORT, |
| | | "1", |
| | | config.getQuantity(), |
| | | profitId -> { |
| | | elem.setShortStopLossOrderId(profitId); |
| | | GridElement.refreshIndices(); |