| | |
| | | private final BigDecimal maxLoss; |
| | | /** 下单数量(合约张数) */ |
| | | private final String quantity; |
| | | /** 基底开仓张数(初始化时多空各开的张数,如 "10") */ |
| | | private final String baseQuantity; |
| | | /** 预期收益(USDT),unrealisedPnl + available > 初始本金 + 此值时重置 */ |
| | | private final BigDecimal expectedProfit; |
| | | /** 是否为生产环境 */ |
| | | private final boolean isProduction; |
| | | /** 补仓最大重试次数 */ |
| | |
| | | private final int priceScale; |
| | | /** 未实现盈亏计价模式:最新价 / 标记价格 */ |
| | | private final PnLPriceMode unrealizedPnlPriceMode; |
| | | /** 最大持仓张数(单方向),0=不限制 */ |
| | | private final int maxPositionSize; |
| | | /** 策略重启跨度阈值:多空两边止盈触发数量均达到此值后触发重启,0=禁用 */ |
| | | private final int restartGridSpan; |
| | | /** 止损阶梯次数:止损触发次数≤该值时挂单量=止损次数,超过后恢复默认逻辑。0=禁用,默认 0 */ |
| | | private final int stopLossCount; |
| | | /** 止盈网格跨度:相邻止盈单跨越的网格数量,默认 2(即隔一格挂一个止盈单) */ |
| | | private final int takeProfitGridSpan; |
| | | /** 价格驱动开关:true=启用K线推送中的价格驱动逻辑,false=禁用。默认 true */ |
| | | private final boolean priceDriveEnabled; |
| | | /** 策略运行轮数:达到盈利后重启算一轮,达到上限后不再重启。0=不限轮数 */ |
| | | private final int rounds; |
| | | /** 止损次数统计方式:"single"=单向分别统计 / "dual"=双向统一统计,默认 "dual" */ |
| | | private final String stopLossCountMode; |
| | | /** 加仓间隔:每隔多少次止损触发一次加仓,默认 3 */ |
| | | private final int addPositionInterval; |
| | | /** 加仓数量:每次加仓追加的张数,默认 1 */ |
| | | private final int addPositionQuantity; |
| | | /** 单边最大仓位量:单向持仓张数上限,超出则按上限挂单,0=不限制 */ |
| | | private final int maxPositionPerSide; |
| | | /** 加仓启动阈值:前N次止损不触发加仓,默认 1(第1次止损不加仓,第2次起按公式计算) */ |
| | | private final int addPositionStartThreshold; |
| | | /** 超额止盈开关:true=挂单成交后将超出基础仓位的部分挂止盈单(挂在对手第一止损位),默认 false */ |
| | | private final boolean placeExcessTakeProfit; |
| | | /** 网格绝对步长(shortBaseEntryPrice × gridRate),运行时由队列生成逻辑设置 */ |
| | | private BigDecimal step; |
| | | /** 网格元素列表,由队列初始化时同步填充,包含完整的多空仓挂单状态 */ |
| | |
| | | this.overallTp = builder.overallTp; |
| | | this.maxLoss = builder.maxLoss; |
| | | this.quantity = builder.quantity; |
| | | this.baseQuantity = builder.baseQuantity; |
| | | this.expectedProfit = builder.expectedProfit; |
| | | this.isProduction = builder.isProduction; |
| | | this.reopenMaxRetries = builder.reopenMaxRetries; |
| | | this.gridQueueSize = builder.gridQueueSize; |
| | |
| | | this.contractMultiplier = builder.contractMultiplier; |
| | | this.priceScale = builder.priceScale; |
| | | this.unrealizedPnlPriceMode = builder.unrealizedPnlPriceMode; |
| | | this.maxPositionSize = builder.maxPositionSize; |
| | | this.restartGridSpan = builder.restartGridSpan; |
| | | this.stopLossCount = builder.stopLossCount; |
| | | this.takeProfitGridSpan = builder.takeProfitGridSpan; |
| | | this.priceDriveEnabled = builder.priceDriveEnabled; |
| | | this.rounds = builder.rounds; |
| | | this.stopLossCountMode = builder.stopLossCountMode; |
| | | this.addPositionInterval = builder.addPositionInterval; |
| | | this.addPositionQuantity = builder.addPositionQuantity; |
| | | this.maxPositionPerSide = builder.maxPositionPerSide; |
| | | this.addPositionStartThreshold = builder.addPositionStartThreshold; |
| | | this.placeExcessTakeProfit = builder.placeExcessTakeProfit; |
| | | } |
| | | |
| | | // ==================== REST/WS 地址 ==================== |
| | |
| | | public BigDecimal getMaxLoss() { return maxLoss; } |
| | | /** @return 每次下单的张数(如 "1" 表示 1 张合约) */ |
| | | public String getQuantity() { return quantity; } |
| | | /** @return 基底开仓张数(初始化时多空各开的张数,如 "10") */ |
| | | public String getBaseQuantity() { return baseQuantity; } |
| | | /** @return 预期收益(USDT),unrealisedPnl + available > 初始本金 + 此值时重置 */ |
| | | public BigDecimal getExpectedProfit() { return expectedProfit; } |
| | | /** @return 网格价格队列的容量上限(超出时截断尾部) */ |
| | | public int getGridQueueSize() { return gridQueueSize; } |
| | | |
| | |
| | | public int getPriceScale() { return priceScale; } |
| | | /** @return 未实现盈亏计价模式:LAST_PRICE(最新成交价)/ MARK_PRICE(标记价格) */ |
| | | public PnLPriceMode getUnrealizedPnlPriceMode() { return unrealizedPnlPriceMode; } |
| | | /** @return 最大持仓张数(单方向),0=不限制 */ |
| | | public int getMaxPositionSize() { return maxPositionSize; } |
| | | /** @return 策略重启跨度阈值:多空两边止盈触发数均达到此值后触发重启,0=禁用 */ |
| | | public int getRestartGridSpan() { return restartGridSpan; } |
| | | /** @return 止损阶梯次数:止损触发次数≤该值时挂单量=止损次数,超过后恢复默认逻辑。0=禁用 */ |
| | | public int getStopLossCount() { return stopLossCount; } |
| | | /** @return 止盈网格跨度:相邻止盈单跨越的网格数量,默认 2 */ |
| | | public int getTakeProfitGridSpan() { return takeProfitGridSpan; } |
| | | /** @return 价格驱动开关:true=启用K线推送中的价格驱动逻辑,false=禁用 */ |
| | | public boolean isPriceDriveEnabled() { return priceDriveEnabled; } |
| | | /** @return 策略运行轮数上限,0=不限 */ |
| | | public int getRounds() { return rounds; } |
| | | /** @return 止损次数统计方式:"single"=单向分别统计 / "dual"=双向统一统计 */ |
| | | public String getStopLossCountMode() { return stopLossCountMode; } |
| | | /** @return 加仓间隔:每隔多少次止损触发一次加仓 */ |
| | | public int getAddPositionInterval() { return addPositionInterval; } |
| | | /** @return 加仓数量:每次加仓追加的张数 */ |
| | | public int getAddPositionQuantity() { return addPositionQuantity; } |
| | | /** @return 单边最大仓位量:单向持仓张数上限,0=不限制 */ |
| | | public int getMaxPositionPerSide() { return maxPositionPerSide; } |
| | | /** @return 加仓启动阈值:前N次止损不触发加仓 */ |
| | | public int getAddPositionStartThreshold() { return addPositionStartThreshold; } |
| | | /** @return 超额止盈开关:true=挂单成交后将超出基础仓位的部分挂止盈单 */ |
| | | public boolean isPlaceExcessTakeProfit() { return placeExcessTakeProfit; } |
| | | |
| | | // ==================== 运行时参数 ==================== |
| | | |
| | |
| | | private BigDecimal maxLoss = new BigDecimal("7.5"); |
| | | /** 每次下单张数,默认 "1" */ |
| | | private String quantity = "1"; |
| | | /** 基底开仓张数,默认 "10"(初始化时多空各开10张) */ |
| | | private String baseQuantity = "10"; |
| | | /** 预期收益(USDT),默认 0.5 */ |
| | | private BigDecimal expectedProfit = new BigDecimal("0.5"); |
| | | /** 是否为生产环境,默认 false(测试网) */ |
| | | private boolean isProduction = false; |
| | | /** 补仓最大重试次数,默认 3 */ |
| | |
| | | private int priceScale = 1; |
| | | /** 未实现盈亏计价模式,默认 LAST_PRICE(最新成交价) */ |
| | | private PnLPriceMode unrealizedPnlPriceMode = PnLPriceMode.LAST_PRICE; |
| | | /** 最大持仓张数(单方向),默认 0=不限制 */ |
| | | private int maxPositionSize = 0; |
| | | /** 策略重启跨度阈值:多空两边止盈触发数量均达到此值后触发重启,默认 0=禁用 */ |
| | | private int restartGridSpan = 0; |
| | | /** 止损阶梯次数:止损触发次数≤该值时挂单量=止损次数,超过后恢复默认逻辑。0=禁用,默认 0 */ |
| | | private int stopLossCount = 0; |
| | | /** 止盈网格跨度:相邻止盈单跨越的网格数量,默认 2 */ |
| | | private int takeProfitGridSpan = 2; |
| | | /** 价格驱动开关:true=启用K线推送中的价格驱动逻辑,false=禁用。默认 true */ |
| | | private boolean priceDriveEnabled = true; |
| | | /** 策略运行轮数上限,0=不限轮数。默认 0 */ |
| | | private int rounds = 0; |
| | | /** 止损次数统计方式:"single"=单向分别统计 / "dual"=双向统一统计,默认 "dual" */ |
| | | private String stopLossCountMode = "dual"; |
| | | /** 加仓间隔:每隔多少次止损触发一次加仓,默认 3 */ |
| | | private int addPositionInterval = 3; |
| | | /** 加仓数量:每次加仓追加的张数,默认 1 */ |
| | | private int addPositionQuantity = 1; |
| | | /** 单边最大仓位量:单向持仓张数上限,超出则按上限挂单,0=不限制 */ |
| | | private int maxPositionPerSide = 0; |
| | | /** 加仓启动阈值:前N次止损不触发加仓,调整后的 effectiveCount = max(0, count - threshold)。默认 1 */ |
| | | private int addPositionStartThreshold = 1; |
| | | /** 超额止盈开关:true=挂单成交后将超出基础仓位的部分挂止盈单,默认 false */ |
| | | private boolean placeExcessTakeProfit = false; |
| | | |
| | | /** 设置 API Key */ |
| | | public Builder apiKey(String apiKey) { this.apiKey = apiKey; return this; } |
| | |
| | | public Builder maxLoss(BigDecimal maxLoss) { this.maxLoss = maxLoss; return this; } |
| | | /** 设置每次下单张数 */ |
| | | public Builder quantity(String quantity) { this.quantity = quantity; return this; } |
| | | /** 设置基底开仓张数 */ |
| | | public Builder baseQuantity(String baseQuantity) { this.baseQuantity = baseQuantity; return this; } |
| | | /** 设置预期收益(USDT) */ |
| | | public Builder expectedProfit(BigDecimal expectedProfit) { this.expectedProfit = expectedProfit; return this; } |
| | | /** 设置环境(true=实盘生产网 / false=模拟盘测试网) */ |
| | | public Builder isProduction(boolean isProduction) { this.isProduction = isProduction; return this; } |
| | | /** 设置补仓最大重试次数 */ |
| | |
| | | public Builder contractMultiplier(BigDecimal contractMultiplier) { this.contractMultiplier = contractMultiplier; return this; } |
| | | /** 设置价格精度(交易所价格的小数位数,如 1=0.1精度,2=0.01精度) */ |
| | | public Builder priceScale(int priceScale) { this.priceScale = priceScale; return this; } |
| | | /** 设置保证金占初始本金比例上限 */ |
| | | public Builder marginRatioLimit(BigDecimal marginRatioLimit) { this.marginRatioLimit = marginRatioLimit; return this; } |
| | | /** 设置网格队列容量 */ |
| | | public Builder gridQueueSize(int gridQueueSize) { this.gridQueueSize = gridQueueSize; return this; } |
| | | /** 设置未实现盈亏计价模式 */ |
| | | public Builder unrealizedPnlPriceMode(PnLPriceMode mode) { this.unrealizedPnlPriceMode = mode; return this; } |
| | | /** 设置最大持仓张数(单方向),0=不限制 */ |
| | | public Builder maxPositionSize(int maxPositionSize) { this.maxPositionSize = maxPositionSize; return this; } |
| | | /** 设置策略重启跨度阈值:多空两边止盈触发数均达到此值后触发重启,0=禁用 */ |
| | | public Builder restartGridSpan(int restartGridSpan) { this.restartGridSpan = restartGridSpan; return this; } |
| | | /** 设置止损阶梯次数:止损触发次数≤该值时挂单量=止损次数,超过后恢复默认逻辑。0=禁用 */ |
| | | public Builder stopLossCount(int stopLossCount) { this.stopLossCount = stopLossCount; return this; } |
| | | /** 设置止盈网格跨度:相邻止盈单跨越的网格数量,默认 2 */ |
| | | public Builder takeProfitGridSpan(int takeProfitGridSpan) { this.takeProfitGridSpan = takeProfitGridSpan; return this; } |
| | | /** 设置价格驱动开关:true=启用K线推送中的价格驱动逻辑,false=禁用 */ |
| | | public Builder priceDriveEnabled(boolean priceDriveEnabled) { this.priceDriveEnabled = priceDriveEnabled; return this; } |
| | | /** 设置策略运行轮数上限:达到盈利后重启计数,达到此值后不再重启。0=不限 */ |
| | | public Builder rounds(int rounds) { this.rounds = rounds; return this; } |
| | | /** 设置止损次数统计方式:"single"=单向分别统计 / "dual"=双向统一统计 */ |
| | | public Builder stopLossCountMode(String stopLossCountMode) { this.stopLossCountMode = stopLossCountMode; return this; } |
| | | /** 设置加仓间隔:每隔多少次止损触发一次加仓 */ |
| | | public Builder addPositionInterval(int addPositionInterval) { this.addPositionInterval = addPositionInterval; return this; } |
| | | /** 设置加仓数量:每次加仓追加的张数 */ |
| | | public Builder addPositionQuantity(int addPositionQuantity) { this.addPositionQuantity = addPositionQuantity; return this; } |
| | | /** 设置单边最大仓位量:单向持仓张数上限,0=不限制 */ |
| | | public Builder maxPositionPerSide(int maxPositionPerSide) { this.maxPositionPerSide = maxPositionPerSide; return this; } |
| | | /** 设置加仓启动阈值:前N次止损不触发加仓,0=立即启动 */ |
| | | public Builder addPositionStartThreshold(int addPositionStartThreshold) { this.addPositionStartThreshold = addPositionStartThreshold; return this; } |
| | | /** 设置超额止盈开关:true=挂单成交后将超出基础仓位的部分挂止盈单 */ |
| | | public Builder placeExcessTakeProfit(boolean placeExcessTakeProfit) { this.placeExcessTakeProfit = placeExcessTakeProfit; return this; } |
| | | |
| | | public GateConfig build() { |
| | | return new GateConfig(this); |