| | |
| | | package com.xcong.excoin.modules.gateApi; |
| | | |
| | | import cn.hutool.core.collection.CollUtil; |
| | | import cn.hutool.core.util.StrUtil; |
| | | import com.xcong.excoin.utils.dingtalk.DingTalkUtils; |
| | | import io.gate.gateapi.ApiClient; |
| | | import io.gate.gateapi.ApiException; |
| | | import io.gate.gateapi.GateApiException; |
| | |
| | | tryGenerateQueues(); |
| | | }else { |
| | | longPositionSize = size; |
| | | //取消多仓位线以上的开空仓挂单 |
| | | List<GridElement> allShortOrders = GridElement.findAllShortOrders(longEntryPrice); |
| | | List<GridElement> allShortOrders = GridElement.findAllLongOrders(longEntryPrice); |
| | | if (CollUtil.isNotEmpty(allShortOrders)){ |
| | | GridElement keep = allShortOrders.stream() |
| | | .max((a, b) -> a.getGridPrice().compareTo(b.getGridPrice())) |
| | | .orElse(null); |
| | | for (GridElement e : allShortOrders) { |
| | | if (e == keep) { |
| | | continue; |
| | | } |
| | | executor.cancelConditionalOrder( |
| | | e.getShortOrderId(), |
| | | e.getLongOrderId(), |
| | | orderId -> { |
| | | shortEntryTraderIdParam( |
| | | longEntryTraderIdParam( |
| | | e, |
| | | null, |
| | | false |
| | |
| | | } |
| | | ); |
| | | |
| | | if (e.getShortTakeProfitOrderId() != null){ |
| | | if (e.getLongTakeProfitOrderId() != null){ |
| | | executor.cancelConditionalOrder( |
| | | e.getShortTakeProfitOrderId(), |
| | | e.getLongTakeProfitOrderId(), |
| | | orderId -> { |
| | | shortTakeProfitTraderIdParam( |
| | | longTakeProfitTraderIdParam( |
| | | e, |
| | | null, |
| | | false |
| | |
| | | tryGenerateQueues(); |
| | | }else { |
| | | shortPositionSize = size.abs(); |
| | | //取消空仓仓位线以下的开多仓挂单 |
| | | List<GridElement> allLongOrders = GridElement.findAllLongOrders(shortEntryPrice); |
| | | List<GridElement> allLongOrders = GridElement.findAllShortOrders(shortEntryPrice); |
| | | if (CollUtil.isNotEmpty(allLongOrders)){ |
| | | GridElement keep = allLongOrders.stream() |
| | | .min((a, b) -> a.getGridPrice().compareTo(b.getGridPrice())) |
| | | .orElse(null); |
| | | for (GridElement e : allLongOrders) { |
| | | if (e == keep) { |
| | | continue; |
| | | } |
| | | executor.cancelConditionalOrder( |
| | | e.getLongOrderId(), |
| | | e.getShortOrderId(), |
| | | orderId -> { |
| | | longEntryTraderIdParam( |
| | | shortEntryTraderIdParam( |
| | | e, |
| | | null, |
| | | false |
| | | ); |
| | | } |
| | | ); |
| | | if (e.getLongTakeProfitOrderId() != null){ |
| | | if (e.getShortTakeProfitOrderId() != null){ |
| | | executor.cancelConditionalOrder( |
| | | e.getLongTakeProfitOrderId(), |
| | | e.getShortTakeProfitOrderId(), |
| | | orderId -> { |
| | | longTakeProfitTraderIdParam( |
| | | shortTakeProfitTraderIdParam( |
| | | e, |
| | | null, |
| | | false |
| | |
| | | totalPnl, cumulativePnl, unrealizedPnl); |
| | | state = StrategyState.STOPPED; |
| | | } else if (totalPnl.compareTo(config.getMaxLoss().negate()) <= 0) { |
| | | log.info("[Gate] 已达亏损上限(合计{})→已停止, 已实现:{}, 未实现:{}", |
| | | String logMessage = StrUtil.format("[Gate] 已达亏损风险值(合计{}), 已实现:{}, 未实现:{}", |
| | | totalPnl, cumulativePnl, unrealizedPnl); |
| | | state = StrategyState.STOPPED; |
| | | log.info(logMessage); |
| | | |
| | | |
| | | DingTalkUtils.getDefault().sendActionCard("风险提醒", logMessage, config.getApiKey(), ""); |
| | | // state = StrategyState.STOPPED; |
| | | } |
| | | } |
| | | |