| | |
| | | * <h3>数据用途</h3> |
| | | * 每笔平仓发生时推送 pnl(盈亏金额),累加到 {@code cumulativePnl} 用于判断策略停止条件: |
| | | * cumulativePnl ≥ overallTp(达到止盈目标)或 ≤ -maxLoss(超过亏损上限)。 |
| | | * 止盈由 Gate 服务端条件单自动触发,平仓后仓位变为 0,盈亏通过本频道推送。 |
| | | * |
| | | * <h3>推送字段</h3> |
| | | * contract, side(long / short), pnl(该次平仓的盈亏,如 "+0.2" 或 "-0.1") |
| | |
| | | super(CHANNEL_NAME, apiKey, apiSecret, contract, gridTradeService); |
| | | } |
| | | |
| | | /** |
| | | * 处理平仓推送消息。 |
| | | * |
| | | * <h3>数据提取</h3> |
| | | * result 数组中每个元素包含: |
| | | * <ul> |
| | | * <li>contract:合约名称</li> |
| | | * <li>side:平仓方向("long" / "short")</li> |
| | | * <li>pnl:本次平仓的盈亏金额(字符串格式,如 "+0.2" / "-0.1")</li> |
| | | * </ul> |
| | | * |
| | | * <h3>数据处理</h3> |
| | | * 按合约名称过滤 → 提取 pnl 和 side → 调用 gridTradeService.onPositionClose() 累加盈亏。 |
| | | * pnl 来自服务端,不受本地计算误差影响。 |
| | | * |
| | | * @param response WebSocket 推送的完整 JSON |
| | | * @return true 表示已处理(匹配成功) |
| | | */ |
| | | @Override |
| | | public boolean handleMessage(JSONObject response) { |
| | | if (!CHANNEL_NAME.equals(response.getString("channel"))) return false; |
| | | if (!CHANNEL_NAME.equals(response.getString("channel"))) { |
| | | return false; |
| | | } |
| | | try { |
| | | JSONArray resultArray = response.getJSONArray("result"); |
| | | if (resultArray == null || resultArray.isEmpty()) return true; |
| | | if (resultArray == null || resultArray.isEmpty()) { |
| | | return true; |
| | | } |
| | | for (int i = 0; i < resultArray.size(); i++) { |
| | | JSONObject item = resultArray.getJSONObject(i); |
| | | if (!getContract().equals(item.getString("contract"))) continue; |
| | | if (!getContract().equals(item.getString("contract"))) { |
| | | continue; |
| | | } |
| | | BigDecimal pnl = new BigDecimal(item.getString("pnl")); |
| | | String side = item.getString("side"); |
| | | log.info("[{}] side:{}, pnl:{}", CHANNEL_NAME, side, pnl); |
| | | log.info("[{}] 平仓更新, 方向:{}, 盈亏:{}", CHANNEL_NAME, side, pnl); |
| | | if (getGridTradeService() != null) { |
| | | getGridTradeService().onPositionClose(getContract(), side, pnl); |
| | | } |
| | | } |
| | | } catch (Exception e) { log.error("[{}] handle fail", CHANNEL_NAME, e); } |
| | | } catch (Exception e) { log.error("[{}] 处理数据失败", CHANNEL_NAME, e); } |
| | | return true; |
| | | } |
| | | } |