refactor(gateApi): 优化网格交易服务的止盈逻辑和条件判断

Administrator

7 hours ago c28ea774f83254bceba07e11955b97e35461d532

 src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java

@@ -394,23 +394,26 @@

        checkProfitAndReset();

        if (state == StrategyState.ACTIVE &&
                longActive == false &&
                    longPositionSize.compareTo(BigDecimal.ZERO) == 0){
            processShortGrid(closePrice);
        }


        if (state == StrategyState.ACTIVE &&
                shortActive == false &&
                        shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
            processLongGrid(closePrice);
        }
//        if (state == StrategyState.ACTIVE &&
//                longActive == false &&
//                    longPositionSize.compareTo(BigDecimal.ZERO) == 0){
//            processShortGrid(closePrice);
//        }
//
//
//        if (state == StrategyState.ACTIVE &&
//                shortActive == false &&
//                        shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
//            processLongGrid(closePrice);
//        }
    }

    /** Gate 永续合约 taker 费率 0.05% */
    private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.0005");
    private void checkProfitAndReset() {
        if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
            return;
        }
        try {

            BigDecimal target = initialPrincipal.add(config.getExpectedProfit());
@@ -630,7 +633,6 @@
                // REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
                int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
                extendShortStopLoss(posSize, shortGridElement.getId());
                accumulatedShortLossCount = 0; // 加仓订单成交，重置止损累计
                log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

                // 空仓持仓超过baseQuantity时，先找多仓第一个止损位置，从该位置向下挂止盈（间隔=1）
@@ -689,7 +691,6 @@
                // REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
                int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
                extendLongStopLoss(posSize, longGridElement.getId());
                accumulatedLongLossCount = 0; // 加仓订单成交，重置止损累计
                log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

                // 多仓持仓超过baseQuantity时，先找空仓第一个止损位置，从该位置向上挂止盈（间隔=1）
@@ -1216,8 +1217,9 @@
    private void handleLongStopLossTriggered(GridElement gridElement) {
        gridElement.setLongStopLossOrderId(null);

        accumulatedLongLossCount++;
        int gridId = gridElement.getId();
        log.info("[Gate] 多仓止损触发 gridId:{}, 开始追单", gridId);
        log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}, 开始追单", gridId, accumulatedLongLossCount);
        int newEntryGridId = gridId + 1;

        GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1234,7 +1236,13 @@
            // 止损触发后持仓在减少，取REST和WS缓存中较小值更准确
            int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
            int maxPos = config.getMaxPositionSize();
            int targetAmount = Integer.parseInt(config.getQuantity()) * 2; // quantity + 本次止损量
            // 止损阶梯：止损次数≤阈值时挂单量=单笔数量，超过后恢复默认逻辑(quantity*2)
            int targetAmount;
            if (config.getStopLossCount() > 0 && accumulatedLongLossCount <= config.getStopLossCount()) {
                targetAmount = Integer.parseInt(config.getQuantity());
            } else {
                targetAmount = Integer.parseInt(config.getQuantity()) * 2; // quantity + 本次止损量
            }
            int addSize;
            if (maxPos > 0) {
                int remainingRoom = maxPos - posSize;
@@ -1250,8 +1258,8 @@
            }
            if (addSize > 0) {
                String size = String.valueOf(addSize);
                log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}补{}张多单(当前{}/上限{})",
                        gridId, newEntryGridId, size, posSize, maxPos > 0 ? maxPos : "无");
                log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}, 在gridId:{}补{}张多单(当前{}/上限{})",
                        gridId, accumulatedLongLossCount, newEntryGridId, size, posSize, maxPos > 0 ? maxPos : "无");
                newEntryGrid.getLongTraderParam().setQuantity(size);
                placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
@@ -1291,8 +1299,9 @@
    private void handleShortStopLossTriggered(GridElement gridElement) {
        gridElement.setShortStopLossOrderId(null);

        accumulatedShortLossCount++;
        int gridId = gridElement.getId();
        log.info("[Gate] 空仓止损触发 gridId:{}, 开始追单", gridId);
        log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}, 开始追单", gridId, accumulatedShortLossCount);
        int newEntryGridId = gridId - 1;

        GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1309,7 +1318,13 @@
            // 止损触发后持仓在减少，取REST和WS缓存中较小值更准确
            int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
            int maxPos = config.getMaxPositionSize();
            int targetAmount = Integer.parseInt(config.getQuantity()) * 2; // quantity + 本次止损量
            // 止损阶梯：止损次数≤阈值时挂单量=单笔数量，超过后恢复默认逻辑(quantity*2)
            int targetAmount;
            if (config.getStopLossCount() > 0 && accumulatedShortLossCount <= config.getStopLossCount()) {
                targetAmount = Integer.parseInt(config.getQuantity());
            } else {
                targetAmount = Integer.parseInt(config.getQuantity()) * 2; // quantity + 本次止损量
            }
            int addSize;
            if (maxPos > 0) {
                int remainingRoom = maxPos - posSize;
@@ -1325,8 +1340,8 @@
            }
            if (addSize > 0) {
                String size = String.valueOf(addSize);
                log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}补{}张空单(当前{}/上限{})",
                        gridId, newEntryGridId, size, posSize, maxPos > 0 ? maxPos : "无");
                log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}, 在gridId:{}补{}张空单(当前{}/上限{})",
                        gridId, accumulatedShortLossCount, newEntryGridId, size, posSize, maxPos > 0 ? maxPos : "无");
                newEntryGrid.getShortTraderParam().setQuantity(size);
                placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
@@ -1562,28 +1577,49 @@
            furthestSlId = gridId;
            interval = 2;
        }
        int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
        log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
        for (int i = 0; i < stopLossCount; i++) {
            int newSlId = furthestSlId - i - interval;
            GridElement elem = GridElement.findById(newSlId);
            if (elem == null) {
                continue;
            }
            BigDecimal triggerPrice = elem.getGridPrice();
            int finalSlId = newSlId;
            executor.placeTakeProfit(
                    triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    ORDER_TYPE_CLOSE_LONG,
                    negate(config.getQuantity()),
                    profitId -> {
                        elem.setLongStopLossOrderId(profitId);
                        GridElement.refreshIndices();
                        log.info("[Gate] 多仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
                    }
            );
        int stopLossCount = filledQty;
        log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}张止损单", furthestSlId, filledQty, stopLossCount);
        int newSlId = furthestSlId - interval;
        GridElement elem = GridElement.findById(newSlId);
        if (elem == null) {
            return;
        }
        BigDecimal triggerPrice = elem.getGridPrice();
        int finalSlId = newSlId;
        executor.placeTakeProfit(
                triggerPrice,
                FuturesPriceTrigger.RuleEnum.NUMBER_2,
                ORDER_TYPE_CLOSE_LONG,
                negate(String.valueOf(stopLossCount)),
                profitId -> {
                    elem.setLongStopLossOrderId(profitId);
                    GridElement.refreshIndices();
                    log.info("[Gate] 多仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
                }
        );

//        int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
//        log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
//        for (int i = 0; i < stopLossCount; i++) {
//            int newSlId = furthestSlId - i - interval;
//            GridElement elem = GridElement.findById(newSlId);
//            if (elem == null) {
//                continue;
//            }
//            BigDecimal triggerPrice = elem.getGridPrice();
//            int finalSlId = newSlId;
//            executor.placeTakeProfit(
//                    triggerPrice,
//                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
//                    ORDER_TYPE_CLOSE_LONG,
//                    negate(config.getQuantity()),
//                    profitId -> {
//                        elem.setLongStopLossOrderId(profitId);
//                        GridElement.refreshIndices();
//                        log.info("[Gate] 多仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
//                    }
//            );
//        }
    }

    private void extendShortStopLoss(int filledQty, int gridId) {
@@ -1599,28 +1635,49 @@
            furthestSlId = gridId;
            interval = 2;
        }
        int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
        log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
        for (int i = 0; i < stopLossCount; i++) {
            int newSlId = furthestSlId + i + interval;
            GridElement elem = GridElement.findById(newSlId);
            if (elem == null) {
                continue;
            }
            BigDecimal triggerPrice = elem.getGridPrice();
            int finalSlId = newSlId;
            executor.placeTakeProfit(
                    triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    ORDER_TYPE_CLOSE_SHORT,
                    config.getQuantity(),
                    profitId -> {
                        elem.setShortStopLossOrderId(profitId);
                        GridElement.refreshIndices();
                        log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
                    }
            );
        int stopLossCount = filledQty ;
        log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}张止损单", furthestSlId, filledQty, stopLossCount);
        int newSlId = furthestSlId + interval;
        GridElement elem = GridElement.findById(newSlId);
        if (elem == null) {
            return;
        }
        BigDecimal triggerPrice = elem.getGridPrice();
        int finalSlId = newSlId;
        executor.placeTakeProfit(
                triggerPrice,
                FuturesPriceTrigger.RuleEnum.NUMBER_1,
                ORDER_TYPE_CLOSE_SHORT,
                String.valueOf(stopLossCount),
                profitId -> {
                    elem.setShortStopLossOrderId(profitId);
                    GridElement.refreshIndices();
                    log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
                }
        );

//        int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
//        log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
//        for (int i = 0; i < stopLossCount; i++) {
//            int newSlId = furthestSlId + i + interval;
//            GridElement elem = GridElement.findById(newSlId);
//            if (elem == null) {
//                continue;
//            }
//            BigDecimal triggerPrice = elem.getGridPrice();
//            int finalSlId = newSlId;
//            executor.placeTakeProfit(
//                    triggerPrice,
//                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
//                    ORDER_TYPE_CLOSE_SHORT,
//                    config.getQuantity(),
//                    profitId -> {
//                        elem.setShortStopLossOrderId(profitId);
//                        GridElement.refreshIndices();
//                        log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
//                    }
//            );
//        }
    }

    // ---- 工具 ----