| | |
| | | private final List<BigDecimal> shortPriceQueue = Collections.synchronizedList(new ArrayList<>()); |
| | | /** 多仓价格队列,升序排列(小→大),容量 gridQueueSize */ |
| | | private final List<BigDecimal> longPriceQueue = Collections.synchronizedList(new ArrayList<>()); |
| | | private final List<BigDecimal> totalLongPriceQueue = Collections.synchronizedList(new ArrayList<>()); |
| | | private final List<BigDecimal> totalShortPriceQueue = Collections.synchronizedList(new ArrayList<>()); |
| | | |
| | | /** 当前多仓条件单映射:订单ID → 止盈价格,订单成交后通过订单订阅推送匹配止盈 */ |
| | | private final Map<String, BigDecimal> currentLongOrderIds = Collections.synchronizedMap(new LinkedHashMap<>()); |
| | |
| | | BigDecimal elem = shortBaseEntryPrice.subtract(step).setScale(prec, RoundingMode.HALF_UP); |
| | | for (int i = 0; i < config.getGridQueueSize(); i++) { |
| | | shortPriceQueue.add(elem); |
| | | totalLongPriceQueue.add( elem); |
| | | totalShortPriceQueue.add( elem); |
| | | |
| | | elem = elem.subtract(step).setScale(prec, RoundingMode.HALF_UP); |
| | | if (elem.compareTo(BigDecimal.ZERO) <= 0) { |
| | | break; |
| | |
| | | BigDecimal elem = shortBaseEntryPrice.add(step).setScale(prec, RoundingMode.HALF_UP); |
| | | for (int i = 0; i < config.getGridQueueSize(); i++) { |
| | | longPriceQueue.add(elem); |
| | | totalLongPriceQueue.add( elem); |
| | | totalShortPriceQueue.add( elem); |
| | | elem = elem.add(step).setScale(prec, RoundingMode.HALF_UP); |
| | | } |
| | | longPriceQueue.sort(BigDecimal::compareTo); |
| | | log.info("[Gate] 多队列:{}", longPriceQueue); |
| | | totalShortPriceQueue.sort((a, b) -> b.compareTo(a)); |
| | | totalLongPriceQueue.sort(BigDecimal::compareTo); |
| | | } |
| | | |
| | | /** |
| | |
| | | |
| | | private void processShortGrid(BigDecimal currentPrice) { |
| | | BigDecimal matched = BigDecimal.ZERO; |
| | | synchronized (shortPriceQueue) { |
| | | for (BigDecimal p : shortPriceQueue) { |
| | | synchronized (totalLongPriceQueue) { |
| | | for (BigDecimal p : totalLongPriceQueue) { |
| | | if (p.compareTo(currentPrice) >= 0) { |
| | | matched = p; |
| | | } else { |
| | |
| | | |
| | | private void processLongGrid(BigDecimal currentPrice) { |
| | | BigDecimal matched = BigDecimal.ZERO; |
| | | synchronized (longPriceQueue) { |
| | | for (BigDecimal p : longPriceQueue) { |
| | | synchronized (totalShortPriceQueue) { |
| | | for (BigDecimal p : totalShortPriceQueue) { |
| | | if (p.compareTo(currentPrice) <= 0) { |
| | | matched = p; |
| | | } else { |