| | |
| | | longPriceQueue.clear(); |
| | | currentLongOrderIds.clear(); |
| | | currentShortOrderIds.clear(); |
| | | log.info("[Gate] 网格策略已启动"); |
| | | |
| | | // 每次重启重新获取当前本金 |
| | | refreshInitialPrincipal(); |
| | | |
| | | log.info("[Gate] 网格策略已启动, 当前本金: {} USDT", initialPrincipal); |
| | | } |
| | | |
| | | /** |
| | | * 重新获取当前账户权益作为初始本金。 |
| | | */ |
| | | private void refreshInitialPrincipal() { |
| | | try { |
| | | FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE); |
| | | this.initialPrincipal = new BigDecimal(account.getTotal()); |
| | | } catch (Exception e) { |
| | | log.warn("[Gate] 获取初始化本金失败,使用旧值: {}", initialPrincipal); |
| | | } |
| | | } |
| | | |
| | | /** |
| | |
| | | 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(); |