| | |
| | | |
| | | /** |
| | | * 仓位频道处理器。 |
| | | * 私有频道,需认证。解析仓位推送后回调 {@link GateGridTradeService#onPositionUpdate}。 |
| | | * |
| | | * <h3>数据用途</h3> |
| | | * 监控仓位数量(size)。当 size 从有变为 0 时,表示该方向被止盈条件单平仓, |
| | | * 触发补仓(reopenLongPosition / reopenShortPosition)。 |
| | | * |
| | | * <h3>推送字段</h3> |
| | | * contract, mode(dual_long / dual_short), size(正=持有,0=无仓位), entry_price |
| | | * |
| | | * <h3>注意</h3> |
| | | * 双向持仓模式下空头 size 为负数,使用 {@code size.abs()} 判断是否有仓位。 |
| | | * 累计盈亏不由本频道计算,而是由 {@link PositionClosesChannelHandler} 独立处理。 |
| | | * |
| | | * @author Administrator |
| | | */ |
| | |
| | | |
| | | @Override |
| | | public boolean handleMessage(JSONObject response) { |
| | | String channel = response.getString("channel"); |
| | | if (!CHANNEL_NAME.equals(channel)) { |
| | | return false; |
| | | } |
| | | if (!CHANNEL_NAME.equals(response.getString("channel"))) return false; |
| | | try { |
| | | JSONArray resultArray = response.getJSONArray("result"); |
| | | if (resultArray == null || resultArray.isEmpty()) { |
| | | return true; |
| | | } |
| | | if (resultArray == null || resultArray.isEmpty()) return true; |
| | | for (int i = 0; i < resultArray.size(); i++) { |
| | | JSONObject pos = resultArray.getJSONObject(i); |
| | | if (!getContract().equals(pos.getString("contract"))) { |
| | | continue; |
| | | } |
| | | if (!getContract().equals(pos.getString("contract"))) continue; |
| | | String mode = pos.getString("mode"); |
| | | BigDecimal size = new BigDecimal(pos.getString("size")); |
| | | BigDecimal entryPrice = new BigDecimal(pos.getString("entry_price")); |
| | | log.info("[{}] 推送: contract={}, mode={}, size={}, entry_price={}", |
| | | CHANNEL_NAME, getContract(), mode, size, entryPrice); |
| | | log.info("[{}] mode:{}, size:{}, entry:{}", CHANNEL_NAME, mode, size, entryPrice); |
| | | if (getGridTradeService() != null) { |
| | | getGridTradeService().onPositionUpdate(getContract(), mode, size, entryPrice); |
| | | } |
| | | } |
| | | } catch (Exception e) { |
| | | log.error("[{}] 处理数据失败", CHANNEL_NAME, e); |
| | | } |
| | | } catch (Exception e) { log.error("[{}] handle fail", CHANNEL_NAME, e); } |
| | | return true; |
| | | } |
| | | } |