| | |
| | | tryGenerateQueues(); |
| | | }else { |
| | | longPositionSize = size; |
| | | checkShortEntryOrderToCancel(); |
| | | checkLongEntryOrderToCancel(); |
| | | // checkShortEntryOrderToCancel(); |
| | | // checkLongEntryOrderToCancel(); |
| | | } |
| | | } else { |
| | | if (longActive && state == StrategyState.ACTIVE) { |
| | |
| | | tryGenerateQueues(); |
| | | }else { |
| | | shortPositionSize = size.abs(); |
| | | checkShortEntryOrderToCancel(); |
| | | checkLongEntryOrderToCancel(); |
| | | // checkShortEntryOrderToCancel(); |
| | | // checkLongEntryOrderToCancel(); |
| | | } |
| | | } else { |
| | | if (shortActive && state == StrategyState.ACTIVE) { |
| | |
| | | return; |
| | | } |
| | | |
| | | GridElement byShortTakeProfitOrderId = GridElement.findByShortTakeProfitOrderId(orderId); |
| | | if (byShortTakeProfitOrderId != null){ |
| | | shortTakeProfitTraderIdParam( |
| | | byShortTakeProfitOrderId, |
| | | null, |
| | | false |
| | | ); |
| | | shortEntryTraderIdParam( |
| | | byShortTakeProfitOrderId, |
| | | null, |
| | | false |
| | | ); |
| | | TPonUserTradeShortEntry(byShortTakeProfitOrderId); |
| | | } |
| | | GridElement byLongTakeProfitOrderId = GridElement.findByLongTakeProfitOrderId(orderId); |
| | | if (byLongTakeProfitOrderId != null){ |
| | | longTakeProfitTraderIdParam( |
| | | byLongTakeProfitOrderId, |
| | | null, |
| | | false |
| | | ); |
| | | longEntryTraderIdParam( |
| | | byLongTakeProfitOrderId, |
| | | null, |
| | | false |
| | | ); |
| | | TPonUserTradeLongEntry(byLongTakeProfitOrderId); |
| | | } |
| | | // GridElement byShortTakeProfitOrderId = GridElement.findByShortTakeProfitOrderId(orderId); |
| | | // if (byShortTakeProfitOrderId != null){ |
| | | // shortTakeProfitTraderIdParam( |
| | | // byShortTakeProfitOrderId, |
| | | // null, |
| | | // false |
| | | // ); |
| | | // shortEntryTraderIdParam( |
| | | // byShortTakeProfitOrderId, |
| | | // null, |
| | | // false |
| | | // ); |
| | | // TPonUserTradeShortEntry(byShortTakeProfitOrderId); |
| | | // } |
| | | // GridElement byLongTakeProfitOrderId = GridElement.findByLongTakeProfitOrderId(orderId); |
| | | // if (byLongTakeProfitOrderId != null){ |
| | | // longTakeProfitTraderIdParam( |
| | | // byLongTakeProfitOrderId, |
| | | // null, |
| | | // false |
| | | // ); |
| | | // longEntryTraderIdParam( |
| | | // byLongTakeProfitOrderId, |
| | | // null, |
| | | // false |
| | | // ); |
| | | // TPonUserTradeLongEntry(byLongTakeProfitOrderId); |
| | | // } |
| | | |
| | | GridElement shortGridElement = GridElement.findByShortOrderId(orderId); |
| | | if (shortGridElement != null) { |
| | |
| | | log.info("[Gate] 多仓止损触发 gridId:{}, 开始追单", gridId); |
| | | |
| | | int newEntryGridId = -(N - 1); |
| | | int entryQty = N - 1; |
| | | |
| | | GridElement newEntryGrid = GridElement.findById(newEntryGridId); |
| | | if (newEntryGrid == null) { |
| | |
| | | } |
| | | } |
| | | |
| | | String size = String.valueOf(entryQty); |
| | | BigDecimal triggerPrice = newEntryGrid.getGridPrice(); |
| | | log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}张多单", gridId, newEntryGridId, entryQty); |
| | | 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); |
| | | 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); |
| | | placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_2, size); |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, size); |
| | | } |
| | | |
| | | private void handleShortStopLossTriggered(GridElement gridElement) { |
| | |
| | | log.info("[Gate] 空仓止损触发 gridId:{}, 开始追单", gridId); |
| | | |
| | | int newEntryGridId = N - 1; |
| | | int entryQty = N - 1; |
| | | |
| | | GridElement newEntryGrid = GridElement.findById(newEntryGridId); |
| | | if (newEntryGrid == null) { |
| | |
| | | } |
| | | } |
| | | |
| | | String size = String.valueOf(entryQty); |
| | | |
| | | |
| | | BigDecimal triggerPrice = newEntryGrid.getGridPrice(); |
| | | log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}张空单", gridId, newEntryGridId, entryQty); |
| | | 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); |
| | | 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); |
| | | placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, negate(size)); |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size)); |
| | | } |
| | | |
| | | private void extendLongStopLoss(int filledQty) { |