Administrator
2026-05-27 c079d3a802f33b75923ce97478850271257d0923
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -1,6 +1,8 @@
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;
@@ -377,8 +379,8 @@
        if (state != StrategyState.ACTIVE) {
            return;
        }
//        processLongGrid(closePrice);
//        processShortGrid(closePrice);
        processLongGrid(closePrice);
        processShortGrid(closePrice);
    }
    // ---- 仓位推送回调 ----
@@ -426,14 +428,19 @@
                    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
@@ -441,11 +448,11 @@
                                    }
                            );
                            if (e.getShortTakeProfitOrderId() != null){
                            if (e.getLongTakeProfitOrderId() != null){
                                executor.cancelConditionalOrder(
                                        e.getShortTakeProfitOrderId(),
                                        e.getLongTakeProfitOrderId(),
                                        orderId -> {
                                            shortTakeProfitTraderIdParam(
                                            longTakeProfitTraderIdParam(
                                                    e,
                                                    null,
                                                    false
@@ -472,25 +479,30 @@
                    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
@@ -526,6 +538,7 @@
            return;
        }
        cumulativePnl = cumulativePnl.add(pnl);
        updateUnrealizedPnl();
        BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl);
        log.info("[Gate] 已实现:{}, 未实现:{}, 合计:{}",
                cumulativePnl, unrealizedPnl, totalPnl);
@@ -535,9 +548,13 @@
                    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;
        }
    }
@@ -704,7 +721,7 @@
                    null,
                    false
            );
            TPonUserTradeShortEntry(byShortTakeProfitOrderId);
//            TPonUserTradeShortEntry(byShortTakeProfitOrderId);
        }
        GridElement byLongTakeProfitOrderId = GridElement.findByLongTakeProfitOrderId(orderId);
        if (byLongTakeProfitOrderId != null){
@@ -718,7 +735,7 @@
                    null,
                    false
            );
            TPonUserTradeLongEntry(byLongTakeProfitOrderId);
//            TPonUserTradeLongEntry(byLongTakeProfitOrderId);
        }
        /**
@@ -829,18 +846,18 @@
            // 判断网格是否能开多空仓,如果不能则跳过
            if (gridElement != null) {
                TraderParam downLongTraderParam = gridElement.getLongTraderParam();
                if (
                        !gridElement.isHasLongOrder() &&
                                newLongFirst.compareTo(shortEntryPrice) >= 0 &&
                                newLongFirst.compareTo(longEntryPrice) <= 0
                ){
                    placeEntryOrderWithPreFlag(gridElement, true,
                            downLongTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
                            config.getQuantity());
                }
//                TraderParam downLongTraderParam = gridElement.getLongTraderParam();
//                if (
//                        !gridElement.isHasLongOrder() &&
//                                newLongFirst.compareTo(shortEntryPrice) >= 0 &&
//                                newLongFirst.compareTo(longEntryPrice) <= 0
//                ){
//                    placeEntryOrderWithPreFlag(gridElement, true,
//                            downLongTraderParam.getEntryPrice(),
//                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
//                            config.getQuantity());
//
//                }
                TraderParam shortTraderParam = gridElement.getShortTraderParam();
                if (
@@ -1096,8 +1113,9 @@
        int longSize = longPriceQueue.size();
        //根据精度转换成小数
        int prec = config.getPriceScale();
        BigDecimal minTick = BigDecimal.ONE.scaleByPowerOfTen(-prec);
        BigDecimal step = config.getStep().subtract(minTick);
//        BigDecimal minTick = BigDecimal.ONE.scaleByPowerOfTen(-prec);
//        BigDecimal step = config.getStep().subtract(minTick);
        BigDecimal step = config.getStep();
        String qty = config.getQuantity();
        // 空仓队列:id 从 -1 自减, shortPriceQueue[i] → id=-(i+1)
@@ -1244,32 +1262,32 @@
            // 判断网格是否能开空仓,如果不能则跳过
            if (UpGridElement != null) {
                if (!UpGridElement.isHasShortOrder() && shortEntryPrice.compareTo(newLongFirst) > 0) {
                    TraderParam upShortTraderParam = UpGridElement.getShortTraderParam();
                    placeEntryOrderWithPreFlag(UpGridElement, false,
                            upShortTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
                            negate(upShortTraderParam.getQuantity()));
                }
//                if (!UpGridElement.isHasShortOrder() && shortEntryPrice.compareTo(newLongFirst) > 0) {
//
//                    TraderParam upShortTraderParam = UpGridElement.getShortTraderParam();
//                    placeEntryOrderWithPreFlag(UpGridElement, false,
//                            upShortTraderParam.getEntryPrice(),
//                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
//                            negate(upShortTraderParam.getQuantity()));
//                }
                int i = UpGridElement.getId() + 2;
                GridElement downGridElement = GridElement.findById(i);
                if (downGridElement != null){
                    BigDecimal downGridPrice = downGridElement.getGridPrice();
                    TraderParam downShortTraderParam = downGridElement.getShortTraderParam();
                    if (
                            !downGridElement.isHasShortOrder() &&
                                    downGridPrice.compareTo(longEntryPrice) <= 0 &&
                                    downGridPrice.compareTo(shortEntryPrice) >= 0
                    ){
                        placeEntryOrderWithPreFlag(downGridElement, false,
                                downShortTraderParam.getEntryPrice(),
                                FuturesPriceTrigger.RuleEnum.NUMBER_1,
                                negate(downShortTraderParam.getQuantity()));
                    }
//                    TraderParam downShortTraderParam = downGridElement.getShortTraderParam();
//                    if (
//                            !downGridElement.isHasShortOrder() &&
//                                    downGridPrice.compareTo(longEntryPrice) <= 0 &&
//                                    downGridPrice.compareTo(shortEntryPrice) >= 0
//                    ){
//                        placeEntryOrderWithPreFlag(downGridElement, false,
//                                downShortTraderParam.getEntryPrice(),
//                                FuturesPriceTrigger.RuleEnum.NUMBER_1,
//                                negate(downShortTraderParam.getQuantity()));
//
//                    }
                    TraderParam downLongTraderParam = downGridElement.getLongTraderParam();
                    if (
@@ -1350,13 +1368,13 @@
            // 判断网格是否能开多仓,如果不能则跳过
            if (UpGridElement != null) {
                if (!UpGridElement.isHasLongOrder() && longEntryPrice.compareTo(newLongFirst) < 0) {
                    TraderParam upLongTraderParam = UpGridElement.getLongTraderParam();
                    placeEntryOrderWithPreFlag(UpGridElement, true,
                            upLongTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
                            config.getQuantity());
                }
//                if (!UpGridElement.isHasLongOrder() && longEntryPrice.compareTo(newLongFirst) < 0) {
//                    TraderParam upLongTraderParam = UpGridElement.getLongTraderParam();
//                    placeEntryOrderWithPreFlag(UpGridElement, true,
//                            upLongTraderParam.getEntryPrice(),
//                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
//                            config.getQuantity());
//                }
                int i = UpGridElement.getId() - 2;
                GridElement downGridElement = GridElement.findById(i);
@@ -1364,18 +1382,18 @@
                    BigDecimal downGridPrice = downGridElement.getGridPrice();
                    TraderParam downLongTraderParam = downGridElement.getLongTraderParam();
                    if (
                            !downGridElement.isHasLongOrder() &&
                                    downGridPrice.compareTo(shortEntryPrice) >= 0 &&
                                    downGridPrice.compareTo(longEntryPrice) <= 0
                    ){
                        placeEntryOrderWithPreFlag(downGridElement, true,
                                downLongTraderParam.getEntryPrice(),
                                FuturesPriceTrigger.RuleEnum.NUMBER_2,
                                config.getQuantity());
                    }
//                    TraderParam downLongTraderParam = downGridElement.getLongTraderParam();
//                    if (
//                            !downGridElement.isHasLongOrder() &&
//                                    downGridPrice.compareTo(shortEntryPrice) >= 0 &&
//                                    downGridPrice.compareTo(longEntryPrice) <= 0
//                    ){
//                        placeEntryOrderWithPreFlag(downGridElement, true,
//                                downLongTraderParam.getEntryPrice(),
//                                FuturesPriceTrigger.RuleEnum.NUMBER_2,
//                                config.getQuantity());
//
//                    }
                    TraderParam shortTraderParam = downGridElement.getShortTraderParam();
                    if (