| | |
| | | return; |
| | | } |
| | | |
| | | // [Gate-需求1] 多仓止盈触发:清空止盈状态 + 取消最远多仓止损 |
| | | // [Gate-需求1] 多仓止盈触发:清空止盈状态 + 取消最远多仓止损 + 检查是否最后一个止盈 |
| | | GridElement longTpElem = GridElement.findByLongTakeProfitOrderId(orderId); |
| | | if (longTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) { |
| | | longTakeProfitTraderIdParam(longTpElem, null, false); |
| | | log.info("[Gate] 多仓止盈触发 gridId:{}, orderId:{}", longTpElem.getId(), orderId); |
| | | cancelFarthestLongStopLoss(); |
| | | checkLastTakeProfitAndRestart(); |
| | | return; |
| | | } |
| | | // [Gate-需求1] 空仓止盈触发:清空止盈状态 + 取消最远空仓止损 |
| | | // [Gate-需求1] 空仓止盈触发:清空止盈状态 + 取消最远空仓止损 + 检查是否最后一个止盈 |
| | | GridElement shortTpElem = GridElement.findByShortTakeProfitOrderId(orderId); |
| | | if (shortTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) { |
| | | shortTakeProfitTraderIdParam(shortTpElem, null, false); |
| | | log.info("[Gate] 空仓止盈触发 gridId:{}, orderId:{}", shortTpElem.getId(), orderId); |
| | | cancelFarthestShortStopLoss(); |
| | | checkLastTakeProfitAndRestart(); |
| | | return; |
| | | } |
| | | |
| | |
| | | // ========== 止盈/止损取消辅助方法 ========== |
| | | |
| | | /** |
| | | * 止盈触发后检查跨度是否达至要求,满足条件则重启策略。 |
| | | * |
| | | * <h3>跨度定义</h3> |
| | | * {@code restartGridSpan} 表示多少倍的绝对步长 step(= 短基价 × gridRate)。 |
| | | * |
| | | * <h3>判断逻辑</h3> |
| | | * <ol> |
| | | * <li>多空双边均有持仓:longEntryPrice − shortEntryPrice > span × step</li> |
| | | * <li>仅持多仓:currentPrice − longEntryPrice > span × step</li> |
| | | * <li>仅持空仓:shortEntryPrice − currentPrice > span × step</li> |
| | | * </ol> |
| | | * restartGridSpan=0 时禁用此功能。重启复用仓位归零模式:取消全部条件单 → 平仓 → 延迟启动。 |
| | | */ |
| | | private void checkLastTakeProfitAndRestart() { |
| | | int span = config.getRestartGridSpan(); |
| | | if (span <= 0) { |
| | | return; |
| | | } |
| | | BigDecimal step = config.getStep(); |
| | | if (step == null || step.compareTo(BigDecimal.ZERO) == 0) { |
| | | return; |
| | | } |
| | | BigDecimal threshold = step.multiply(new BigDecimal(span)); |
| | | |
| | | BigDecimal currentPrice = lastKlinePrice; |
| | | if (currentPrice == null || currentPrice.compareTo(BigDecimal.ZERO) == 0) { |
| | | return; |
| | | } |
| | | |
| | | boolean shouldRestart = false; |
| | | String reason = ""; |
| | | |
| | | if (longActive && shortActive) { |
| | | // 多空双边持仓:多均价 − 空均价 > span × step |
| | | BigDecimal gap = longEntryPrice.subtract(shortEntryPrice); |
| | | if (gap.compareTo(threshold) > 0) { |
| | | shouldRestart = true; |
| | | reason = StrUtil.format("双边跨度 多均价:{} − 空均价:{} = {} > {} (span:{}×step:{})", |
| | | longEntryPrice, shortEntryPrice, gap, threshold, span, step); |
| | | } |
| | | } else if (longActive) { |
| | | // 仅持多仓:当前价 − 多均价 > span × step |
| | | BigDecimal gap = currentPrice.subtract(longEntryPrice); |
| | | if (gap.compareTo(threshold) > 0) { |
| | | shouldRestart = true; |
| | | reason = StrUtil.format("多仓跨度 当前价:{} − 多均价:{} = {} > {} (span:{}×step:{})", |
| | | currentPrice, longEntryPrice, gap, threshold, span, step); |
| | | } |
| | | } else if (shortActive) { |
| | | // 仅持空仓:空均价 − 当前价 > span × step |
| | | BigDecimal gap = shortEntryPrice.subtract(currentPrice); |
| | | if (gap.compareTo(threshold) > 0) { |
| | | shouldRestart = true; |
| | | reason = StrUtil.format("空仓跨度 空均价:{} − 当前价:{} = {} > {} (span:{}×step:{})", |
| | | shortEntryPrice, currentPrice, gap, threshold, span, step); |
| | | } |
| | | } |
| | | |
| | | if (shouldRestart) { |
| | | log.info("[Gate] 跨度已达要求 → {},最后一个止盈触发策略重启", reason); |
| | | try { |
| | | futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract()); |
| | | } catch (ApiException ex) { |
| | | log.warn("[Gate] 重启前清理条件单失败", ex); |
| | | } |
| | | closeExistingPositions(); |
| | | state = StrategyState.STOPPED; |
| | | executor.submitTask(() -> { |
| | | try { Thread.sleep(3000); } catch (InterruptedException ex) { Thread.currentThread().interrupt(); } |
| | | startGrid(); |
| | | }); |
| | | } |
| | | } |
| | | |
| | | /** |
| | | * 取消最远的多仓止损订单。 |
| | | * 多仓止损在 gridId 负方向,最远 = id 最小。 |
| | | */ |