| | |
| | | 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; |
| | |
| | | if (state != StrategyState.ACTIVE) { |
| | | return; |
| | | } |
| | | // processLongGrid(closePrice); |
| | | // processShortGrid(closePrice); |
| | | processLongGrid(closePrice); |
| | | processShortGrid(closePrice); |
| | | } |
| | | |
| | | // ---- 仓位推送回调 ---- |
| | |
| | | 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 |
| | |
| | | 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); |
| | |
| | | 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; |
| | | } |
| | | } |
| | | |
| | |
| | | null, |
| | | false |
| | | ); |
| | | TPonUserTradeShortEntry(byShortTakeProfitOrderId); |
| | | // TPonUserTradeShortEntry(byShortTakeProfitOrderId); |
| | | } |
| | | GridElement byLongTakeProfitOrderId = GridElement.findByLongTakeProfitOrderId(orderId); |
| | | if (byLongTakeProfitOrderId != null){ |
| | |
| | | null, |
| | | false |
| | | ); |
| | | TPonUserTradeLongEntry(byLongTakeProfitOrderId); |
| | | // TPonUserTradeLongEntry(byLongTakeProfitOrderId); |
| | | } |
| | | |
| | | /** |
| | |
| | | // 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 ( |
| | |
| | | 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) |
| | |
| | | // 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 ( |
| | |
| | | // 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); |
| | |
| | | |
| | | 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 ( |