fix(gateApi): 修复多空仓位追挂止损时最远止损gridId计算逻辑

Administrator

2026-06-09 ba5f378ea4634b9b1c71b138e13fd5a8b2cfed10

 src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java

@@ -136,11 +136,6 @@
    /** 多头是否活跃（有仓位） */
    private volatile boolean longActive = false;

    /** 价格驱动 空头是否挂单 */
    private volatile boolean shortEntryActive = false;
    /** 价格驱动 多头是否挂单 */
    private volatile boolean longEntryActive = false;

    private volatile BigDecimal lastKlinePrice;
    private volatile BigDecimal markPrice = BigDecimal.ZERO;
    private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
@@ -418,16 +413,14 @@

        if (state == StrategyState.ACTIVE &&
                longActive == false &&
                    longPositionSize.compareTo(BigDecimal.ZERO) == 0 &&
                        longEntryActive){
                    longPositionSize.compareTo(BigDecimal.ZERO) == 0){
            processShortGrid(closePrice);
        }


        if (state == StrategyState.ACTIVE &&
                shortActive == false &&
                        shortPositionSize.compareTo(BigDecimal.ZERO) == 0 &&
                             shortEntryActive){
                        shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
            processLongGrid(closePrice);
        }
    }
@@ -485,7 +478,6 @@
//                    log.info("[Gate] 多仓持仓归零，重置策略");
//                    handlePositionZeroAndReset("多仓");
                }
                longEntryActive = true;
                longActive = false;
                longPositionSize = BigDecimal.ZERO;
            }
@@ -509,7 +501,6 @@
//                    log.info("[Gate] 空仓持仓归零，重置策略");
//                    handlePositionZeroAndReset("空仓");
                }
                shortEntryActive = true;
                shortActive = false;
                shortPositionSize = BigDecimal.ZERO;
            }
@@ -1204,42 +1195,45 @@
                    break;
                }
            }
        }
        if (BigDecimal.ZERO.compareTo( matched) == 0) {
            return;
        }
        log.info("[Gate] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
            if (BigDecimal.ZERO.compareTo( matched) == 0) {
                return;
            }
            log.info("[Gate] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);

        GridElement matchedUpGridElement = GridElement.findByPrice(matched);
            GridElement matchedUpGridElement = GridElement.findByPrice(matched);
            if (matchedUpGridElement != null){
                Integer upId = matchedUpGridElement.getUpId();
                GridElement newEntryGrid = GridElement.findById(upId);

        Integer upId = matchedUpGridElement.getUpId();
        GridElement newEntryGrid = GridElement.findById(upId);
                if (newEntryGrid != null) {
                    /**
                     * 看是否有多仓挂单，有就取消
                     */
                    if (!newEntryGrid.isHasLongOrder()) {
                        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                        String size = config.getBaseQuantity();
                        log.info("[Gate] 多仓仓位归零 gridId:{}, 挂{}基础张多单",
                                newEntryGrid.getId(),  size);
                        newEntryGrid.getLongTraderParam().setQuantity(size);
                        placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                                FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
                    }

        if (newEntryGrid != null) {
            GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());

            if (cancelGridElement != null) {
                BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                String size = cancelGridElement.getLongTraderParam().getQuantity();
                log.info("[Gate] 多仓仓位归零 gridId:{}, 挂{}基础张多单",
                        newEntryGrid.getId(),  size);
                newEntryGrid.getLongTraderParam().setQuantity(size);
                placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_1, size);

                longEntryActive = false;

                /**
                 * 看是否有多仓挂单，有就取消
                 */
                if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
                    executor.cancelConditionalOrder(cancelGridElement.getLongOrderId(), oid -> {
                        longEntryTraderIdParam(cancelGridElement, null, false);
                        log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单", cancelGridElement);
                    });
                    GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());
                    if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
                        /**
                         * 看是否有多仓挂单，有就取消
                         */
                        executor.cancelConditionalOrder(cancelGridElement.getLongOrderId(), oid -> {
                            longEntryTraderIdParam(cancelGridElement, null, false);
                            log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单", cancelGridElement);
                        });
                    }
                }
            }
        }

    }

    private void processLongGrid(BigDecimal currentPrice) {
@@ -1252,43 +1246,42 @@
                    break;
                }
            }
        }
        if (BigDecimal.ZERO.compareTo( matched) == 0) {
            return;
        }

        log.info("[Gate] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);

        GridElement matchedUpGridElement = GridElement.findByPrice(matched);

        Integer downId = matchedUpGridElement.getDownId();
        GridElement newEntryGrid = GridElement.findById(downId);

        if (newEntryGrid != null) {
            GridElement cancelGridElement = GridElement.findById(newEntryGrid.getDownId());

            if (cancelGridElement != null) {
                BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                String size = cancelGridElement.getShortTraderParam().getQuantity();
                log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
                        newEntryGrid.getId(),  size);
                newEntryGrid.getShortTraderParam().setQuantity(size);
                placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));

                shortEntryActive = false;

                /**
                 * 看是否有空仓挂单，有就取消
                 */
                if (cancelGridElement != null && cancelGridElement.isHasShortOrder()) {
                    executor.cancelConditionalOrder(cancelGridElement.getShortOrderId(), oid -> {
                        shortEntryTraderIdParam(cancelGridElement, null, false);
                        log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单", cancelGridElement);
                    });
                }
            if (BigDecimal.ZERO.compareTo( matched) == 0) {
                return;
            }

            log.info("[Gate] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);

            GridElement matchedUpGridElement = GridElement.findByPrice(matched);
            if (matchedUpGridElement != null){
                Integer downId = matchedUpGridElement.getDownId();
                GridElement newEntryGrid = GridElement.findById(downId);

                if (newEntryGrid != null) {

                    if (!newEntryGrid.isHasShortOrder()){
                        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                        String size = config.getBaseQuantity();
                        log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
                                newEntryGrid.getId(),  size);
                        newEntryGrid.getShortTraderParam().setQuantity(size);
                        placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                                FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
                    }

                    GridElement cancelGridElement = GridElement.findById(newEntryGrid.getDownId());
                    /**
                     * 看是否有空仓挂单，有就取消
                     */
                    if (cancelGridElement != null && cancelGridElement.isHasShortOrder()) {
                        executor.cancelConditionalOrder(cancelGridElement.getShortOrderId(), oid -> {
                            shortEntryTraderIdParam(cancelGridElement, null, false);
                            log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单", cancelGridElement);
                        });
                    }

                }
            }
        }
    }

@@ -1412,7 +1405,7 @@
            }
        }
        if (furthestSlId == 0) {
            furthestSlId = -11;
            furthestSlId = -(Integer.parseInt(config.getBaseQuantity()) + 1);
        }
        log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 追加{}张", furthestSlId, filledQty);
        for (int i = 0; i < filledQty; i++) {
@@ -1445,7 +1438,7 @@
            }
        }
        if (furthestSlId == 0) {
            furthestSlId = 11;
            furthestSlId = Integer.parseInt(config.getBaseQuantity()) + 1;
        }
        log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 追加{}张", furthestSlId, filledQty);
        for (int i = 0; i < filledQty; i++) {