| | |
| | | log.info("[Gate] 多仓止损触发 gridId:{}, 开始追单", gridId); |
| | | |
| | | int newEntryGridId = -(N - 1); |
| | | int entryQty = N - 1; |
| | | |
| | | GridElement newEntryGrid = GridElement.findById(newEntryGridId); |
| | | if (newEntryGrid == null) { |
| | |
| | | } |
| | | } |
| | | |
| | | String size = String.valueOf(entryQty); |
| | | BigDecimal triggerPrice = newEntryGrid.getGridPrice(); |
| | | log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}张多单", gridId, newEntryGridId, entryQty); |
| | | BigDecimal priceDiff = longEntryPrice.subtract(triggerPrice).abs(); |
| | | int entryQty = priceDiff.divide(config.getStep(), 0, RoundingMode.DOWN).intValue(); |
| | | entryQty = Math.max(1, entryQty); |
| | | String size = String.valueOf(entryQty); |
| | | log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}张多单, 均价:{}, 价差:{}, 步长:{}", |
| | | gridId, newEntryGridId, entryQty, longEntryPrice, priceDiff, config.getStep()); |
| | | newEntryGrid.getLongTraderParam().setQuantity(size); |
| | | placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_2, size); |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, size); |
| | | } |
| | | |
| | | private void handleShortStopLossTriggered(GridElement gridElement) { |
| | |
| | | log.info("[Gate] 空仓止损触发 gridId:{}, 开始追单", gridId); |
| | | |
| | | int newEntryGridId = N - 1; |
| | | int entryQty = N - 1; |
| | | |
| | | GridElement newEntryGrid = GridElement.findById(newEntryGridId); |
| | | if (newEntryGrid == null) { |
| | |
| | | } |
| | | } |
| | | |
| | | String size = String.valueOf(entryQty); |
| | | |
| | | |
| | | BigDecimal triggerPrice = newEntryGrid.getGridPrice(); |
| | | log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}张空单", gridId, newEntryGridId, entryQty); |
| | | BigDecimal priceDiff = shortEntryPrice.subtract(triggerPrice).abs(); |
| | | int entryQty = priceDiff.divide(config.getStep(), 0, RoundingMode.DOWN).intValue(); |
| | | entryQty = Math.max(1, entryQty); |
| | | String size = String.valueOf(entryQty); |
| | | log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}张空单, 均价:{}, 价差:{}, 步长:{}", |
| | | gridId, newEntryGridId, entryQty, shortEntryPrice, priceDiff, config.getStep()); |
| | | newEntryGrid.getShortTraderParam().setQuantity(size); |
| | | placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, negate(size)); |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size)); |
| | | } |
| | | |
| | | private void extendLongStopLoss(int filledQty) { |
| | |
| | | unrealisedPnl, available, totalEquity, target); |
| | | if (totalEquity.compareTo(target) > 0) { |
| | | log.info("[Gate] 盈亏达标({}>{}),重置策略", totalEquity, target); |
| | | state = StrategyState.STOPPED; |
| | | closeExistingPositions(); |
| | | futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract()); |
| | | startGrid(); |
| | |
| | | } |
| | | |
| | | private void handlePositionZeroAndReset(String direction) { |
| | | state = StrategyState.STOPPED; |
| | | try { |
| | | futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract()); |
| | | } catch (Exception e) { |