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

@@ -411,13 +411,15 @@
        checkProfitAndReset();


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


        if (shortActive == false &&
        if (state == StrategyState.ACTIVE &&
                shortActive == false &&
                        shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
            processLongGrid(closePrice);
        }
@@ -1193,41 +1195,45 @@
                    break;
                }
            }
        }
        if (BigDecimal.ZERO.compareTo( matched) == 0) {
            return;
        }
        log.info("[Gate] 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) {
            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);
                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);
                    }


                /**
                 * 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) {
@@ -1240,41 +1246,42 @@
                    break;
                }
            }
        }
        if (BigDecimal.ZERO.compareTo( matched) == 0) {
            return;
        }

        log.info("[Gate] 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));

                /**
                 * 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);
                        });
                    }

                }
            }
        }
    }

@@ -1307,6 +1314,24 @@
        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        longEntryQty++;
        int entryQty = longEntryQty;

        // 最大持仓限制：已持仓+本次挂单 ≤ maxPositionSize
        int maxPos = config.getMaxPositionSize();
        if (maxPos > 0) {
            int currentPos = longPositionSize.intValue();
            int maxAllowed = maxPos - currentPos;
            if (maxAllowed <= 0) {
                log.warn("[Gate] 多仓止损触发 gridId:{}, 已达最大持仓{}，跳过挂单", gridId, maxPos);
                longEntryQty = 1;
                return;
            }
            if (entryQty > maxAllowed) {
                log.info("[Gate] 多仓止损触发 gridId:{}, 挂单{}张超限, 截断为{}张", gridId, entryQty, maxAllowed);
                entryQty = maxAllowed;
                longEntryQty = 1;
            }
        }

        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{}基础张多单(计数器:{}, size:{})",
                gridId, newEntryGridId, entryQty, longEntryQty, size);
@@ -1346,6 +1371,24 @@
        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        shortEntryQty++;
        int entryQty = shortEntryQty;

        // 最大持仓限制：已持仓+本次挂单 ≤ maxPositionSize
        int maxPos = config.getMaxPositionSize();
        if (maxPos > 0) {
            int currentPos = shortPositionSize.intValue();
            int maxAllowed = maxPos - currentPos;
            if (maxAllowed <= 0) {
                log.warn("[Gate] 空仓止损触发 gridId:{}, 已达最大持仓{}，跳过挂单", gridId, maxPos);
                shortEntryQty = 1;
                return;
            }
            if (entryQty > maxAllowed) {
                log.info("[Gate] 空仓止损触发 gridId:{}, 挂单{}张超限, 截断为{}张", gridId, entryQty, maxAllowed);
                entryQty = maxAllowed;
                shortEntryQty = 1;
            }
        }

        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{}基础张空单(计数器:{}, size:{})",
                gridId, newEntryGridId, entryQty, shortEntryQty, size);
@@ -1362,7 +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++) {
@@ -1395,7 +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++) {