| | |
| | | package com.xcong.excoin.modules.gateApi; |
| | | |
| | | import io.gate.gateapi.ApiClient; |
| | | import io.gate.gateapi.GateApiException; |
| | | import io.gate.gateapi.api.FuturesApi; |
| | | import io.gate.gateapi.models.FuturesInitialOrder; |
| | | import io.gate.gateapi.models.FuturesOrder; |
| | |
| | | * 下单 REST API 调用可能耗时数百毫秒,若同步执行会阻塞 WS 回调线程,导致心跳超时误判。 |
| | | * 本类将所有 REST 调用提交到独立线程池异步执行。 |
| | | * |
| | | * <h3>回调设计</h3> |
| | | * 每个下单方法接受 onSuccess/onFailure 两个 Runnable。 |
| | | * 基底开仓时 onSuccess 用于标记基底已开,网格触发时通常为 null(成交状态由仓位推送驱动)。 |
| | | * |
| | | * <h3>线程模型</h3> |
| | | * 单线程 ThreadPoolExecutor + 有界队列 64 + CallerRunsPolicy: |
| | | * <ul> |
| | | * <li><b>单线程</b>:保证下单顺序(开多→开空→止盈单),避免并发竞争</li> |
| | | * <li><b>有界队列 64</b>:防止堆积。极端行情下最多累积 64 个任务</li> |
| | |
| | | * |
| | | * <h3>调用链</h3> |
| | | * <pre> |
| | | * GateGridTradeService.onKline → executor.openLong/openShort → REST API |
| | | * GateGridTradeService.onPositionUpdate → executor.openLong/openShort → REST API |
| | | * (每一次开仓后) → executor.placeTakeProfit → REST API |
| | | * GateGridTradeService.onKline → executor.openLong/openShort (基底双开 + 网格触发) |
| | | * GateGridTradeService.onPositionUpdate → executor.placeTakeProfit (开仓成交后设止盈) |
| | | * GateGridTradeService.stopGrid → executor.cancelAllPriceTriggeredOrders |
| | | * </pre> |
| | | * |
| | | * @author Administrator |
| | |
| | | } |
| | | |
| | | /** |
| | | * 异步市价开多。 |
| | | * <p>创建 IOC 市价单(price=0),数量为正数。成功后调用 onSuccess 回调。 |
| | | * |
| | | * @param quantity 数量(正数,如 "10") |
| | | * @param onSuccess 成功后回调,在交易线程中执行 |
| | | * 异步市价开多。quantity 为正数(如 "10")。 |
| | | */ |
| | | public void openLong(String quantity, Runnable onSuccess) { |
| | | executor.execute(() -> { |
| | | try { |
| | | FuturesOrder order = new FuturesOrder(); |
| | | order.setContract(contract); |
| | | order.setSize(quantity); |
| | | order.setPrice("0"); |
| | | order.setTif(FuturesOrder.TifEnum.IOC); |
| | | order.setText("t-grid-long"); |
| | | FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null); |
| | | log.info("[TradeExec] 开多成功, 价格:{}, id:{}", result.getFillPrice(), result.getId()); |
| | | if (onSuccess != null) { |
| | | onSuccess.run(); |
| | | } |
| | | } catch (Exception e) { |
| | | log.error("[TradeExec] 开多失败", e); |
| | | } |
| | | }); |
| | | public void openLong(String quantity, Runnable onSuccess, Runnable onFailure) { |
| | | openPosition(quantity, "t-grid-long", "开多", onSuccess, onFailure); |
| | | } |
| | | |
| | | /** |
| | | * 异步市价开空。 |
| | | * <p>创建 IOC 市价单(price=0),size 需为负数。 |
| | | * |
| | | * @param negQuantity 负数数量(如 "-10") |
| | | * @param onSuccess 成功后回调 |
| | | * 异步市价开空。quantity 为负数(如 "-10")。 |
| | | */ |
| | | public void openShort(String negQuantity, Runnable onSuccess) { |
| | | public void openShort(String quantity, Runnable onSuccess, Runnable onFailure) { |
| | | openPosition(quantity, "t-grid-short", "开空", onSuccess, onFailure); |
| | | } |
| | | |
| | | private void openPosition(String size, String text, String label, Runnable onSuccess, Runnable onFailure) { |
| | | executor.execute(() -> { |
| | | try { |
| | | FuturesOrder order = new FuturesOrder(); |
| | | order.setContract(contract); |
| | | order.setSize(negQuantity); |
| | | order.setSize(size); |
| | | order.setPrice("0"); |
| | | order.setTif(FuturesOrder.TifEnum.IOC); |
| | | order.setText("t-grid-short"); |
| | | order.setText(text); |
| | | FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null); |
| | | log.info("[TradeExec] 开空成功, 价格:{}, id:{}", result.getFillPrice(), result.getId()); |
| | | log.info("[TradeExec] {}成功, 价格:{}, id:{}", label, result.getFillPrice(), result.getId()); |
| | | if (onSuccess != null) { |
| | | onSuccess.run(); |
| | | } |
| | | } catch (Exception e) { |
| | | log.error("[TradeExec] 开空失败", e); |
| | | log.error("[TradeExec] {}失败", label, e); |
| | | if (onFailure != null) { |
| | | onFailure.run(); |
| | | } |
| | | } |
| | | }); |
| | | } |
| | |
| | | /** |
| | | * 异步创建止盈条件单。 |
| | | * <p>使用 Gate 的 PriceTriggeredOrder:服务器监控价格,达到触发价后自动平仓。 |
| | | * 如果账户已有同方向同规则的条件单(label=UNIQUE),自动清除后重试一次。 |
| | | * 每次只平指定张数(size),多次触发的止盈单互不影响。 |
| | | * |
| | | * @param triggerPrice 触发价格 |
| | | * @param rule 触发规则(NUMBER_1: ≥ 触发价,NUMBER_2: ≤ 触发价) |
| | | * @param orderType stop 类型(close-long-position / close-short-position) |
| | | * @param autoSize 双仓平仓方向(close_long / close_short) |
| | | * @param size 平仓张数(正=平空,负=平多) |
| | | */ |
| | | public void placeTakeProfit(BigDecimal triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum rule, |
| | | String orderType, |
| | | String autoSize) { |
| | | String size) { |
| | | executor.execute(() -> { |
| | | FuturesPriceTriggeredOrder order = buildTriggeredOrder(triggerPrice, rule, orderType, autoSize); |
| | | FuturesPriceTriggeredOrder order = buildTriggeredOrder(triggerPrice, rule, orderType, size); |
| | | try { |
| | | TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order); |
| | | log.info("[TradeExec] 止盈单已创建, 触发价:{}, 类型:{}, id:{}", |
| | | triggerPrice, orderType, response.getId()); |
| | | } catch (GateApiException e) { |
| | | if ("AUTO_USER_EXIST_POSITION_ORDER".equals(e.getErrorLabel())) { |
| | | log.warn("[TradeExec] 止盈单已存在,清除旧单后重试"); |
| | | try { |
| | | futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract); |
| | | TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order); |
| | | log.info("[TradeExec] 止盈单重试成功, 触发价:{}, id:{}", triggerPrice, response.getId()); |
| | | } catch (Exception retryEx) { |
| | | log.error("[TradeExec] 止盈单重试失败", retryEx); |
| | | } |
| | | } else { |
| | | log.error("[TradeExec] 止盈单创建失败, 触发价:{}", triggerPrice, e); |
| | | } |
| | | log.info("[TradeExec] 止盈单已创建, 触发价:{}, 类型:{}, size:{}, id:{}", |
| | | triggerPrice, orderType, size, response.getId()); |
| | | } catch (Exception e) { |
| | | log.error("[TradeExec] 止盈单创建失败, 触发价:{}", triggerPrice, e); |
| | | log.error("[TradeExec] 止盈单创建失败, 触发价:{}, size:{}", triggerPrice, size, e); |
| | | } |
| | | }); |
| | | } |
| | |
| | | private FuturesPriceTriggeredOrder buildTriggeredOrder(BigDecimal triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum rule, |
| | | String orderType, |
| | | String autoSize) { |
| | | String size) { |
| | | FuturesPriceTrigger trigger = new FuturesPriceTrigger(); |
| | | trigger.setStrategyType(FuturesPriceTrigger.StrategyTypeEnum.NUMBER_0); |
| | | trigger.setPriceType(FuturesPriceTrigger.PriceTypeEnum.NUMBER_0); |
| | |
| | | |
| | | FuturesInitialOrder initial = new FuturesInitialOrder(); |
| | | initial.setContract(contract); |
| | | initial.setSize(0L); |
| | | initial.setSize(Long.parseLong(size)); |
| | | initial.setPrice("0"); |
| | | initial.setTif(FuturesInitialOrder.TifEnum.IOC); |
| | | initial.setReduceOnly(true); |
| | | initial.setAutoSize(autoSize); |
| | | |
| | | FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder(); |
| | | order.setTrigger(trigger); |