| | |
| | | } |
| | | |
| | | |
| | | checkProfitAndReset(); |
| | | // checkProfitAndReset(); |
| | | |
| | | |
| | | if (state == StrategyState.ACTIVE && |
| | |
| | | shortEntryTraderIdParam(shortGridElement, null, false); |
| | | extendShortStopLoss(filledQty); |
| | | log.info("[Gate] 空单成交 gridId:{}", filledQty); |
| | | |
| | | // 空仓持仓超过baseQuantity时,从gridId-2开始向外追挂止盈 |
| | | BigDecimal shortBaseQty = new BigDecimal(config.getBaseQuantity()); |
| | | BigDecimal shortGridQty = new BigDecimal(config.getQuantity()); |
| | | if (shortPositionSize.compareTo(shortBaseQty) > 0) { |
| | | BigDecimal shortExcess = shortPositionSize.subtract(shortBaseQty); |
| | | int shortExcessCount = shortExcess.divide(shortGridQty, 0, RoundingMode.DOWN).intValue(); |
| | | for (int i = 0; i < shortExcessCount; i++) { |
| | | int tpGridId = shortGridElement.getId() - 2 - i; |
| | | GridElement tpElem = GridElement.findById(tpGridId); |
| | | if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) { |
| | | continue; |
| | | } |
| | | BigDecimal tpPrice = tpElem.getGridPrice(); |
| | | int finalTpGridId = tpGridId; |
| | | executor.placeTakeProfit( |
| | | tpPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_2, |
| | | ORDER_TYPE_CLOSE_SHORT, |
| | | config.getQuantity(), |
| | | profitId -> { |
| | | shortTakeProfitTraderIdParam(tpElem, profitId, true); |
| | | log.info("[Gate] 空仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}", |
| | | finalTpGridId, tpPrice, profitId); |
| | | } |
| | | ); |
| | | } |
| | | } |
| | | } |
| | | } |
| | | GridElement longGridElement = GridElement.findByLongOrderId(orderId); |
| | |
| | | longEntryTraderIdParam(longGridElement, null, false); |
| | | extendLongStopLoss(filledQty); |
| | | log.info("[Gate] 多单成交 gridId:{}", filledQty); |
| | | |
| | | // 多仓持仓超过baseQuantity时,从gridId+2开始向外追挂止盈 |
| | | BigDecimal longBaseQty = new BigDecimal(config.getBaseQuantity()); |
| | | BigDecimal longGridQty = new BigDecimal(config.getQuantity()); |
| | | if (longPositionSize.compareTo(longBaseQty) > 0) { |
| | | BigDecimal longExcess = longPositionSize.subtract(longBaseQty); |
| | | int longExcessCount = longExcess.divide(longGridQty, 0, RoundingMode.DOWN).intValue(); |
| | | for (int i = 0; i < longExcessCount; i++) { |
| | | int tpGridId = longGridElement.getId() + 2 + i; |
| | | GridElement tpElem = GridElement.findById(tpGridId); |
| | | if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) { |
| | | continue; |
| | | } |
| | | BigDecimal tpPrice = tpElem.getGridPrice(); |
| | | int finalTpGridId = tpGridId; |
| | | executor.placeTakeProfit( |
| | | tpPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, |
| | | ORDER_TYPE_CLOSE_LONG, |
| | | negate(config.getQuantity()), |
| | | profitId -> { |
| | | longTakeProfitTraderIdParam(tpElem, profitId, true); |
| | | log.info("[Gate] 多仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}", |
| | | finalTpGridId, tpPrice, profitId); |
| | | } |
| | | ); |
| | | } |
| | | } |
| | | } |
| | | } |
| | | } |
| | |
| | | // ); |
| | | // } |
| | | |
| | | int shortTime = Integer.parseInt(config.getBaseQuantity()) + 1; |
| | | int shortTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1; |
| | | for (int id = 2; id <= shortTime; id++) { |
| | | GridElement elem = GridElement.findById(id); |
| | | if (elem == null) { |
| | |
| | | } |
| | | |
| | | |
| | | int longTime = Integer.parseInt(config.getBaseQuantity()) + 1; |
| | | int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1; |
| | | for (int id = -2; id >= -longTime; id--) { |
| | | GridElement elem = GridElement.findById(id); |
| | | if (elem == null) { |
| | |
| | | log.info("[Gate] 多仓止损触发, 取消gridId:{}的多单", cancelGridId); |
| | | }); |
| | | } |
| | | |
| | | // 止损触发时,取消最远的多仓止盈订单 |
| | | GridElement farthestLongTp = null; |
| | | for (GridElement e : config.getGridElements()) { |
| | | if (e.getLongTakeProfitOrderId() != null) { |
| | | if (farthestLongTp == null || e.getGridPrice().compareTo(farthestLongTp.getGridPrice()) > 0) { |
| | | farthestLongTp = e; |
| | | } |
| | | } |
| | | } |
| | | if (farthestLongTp != null) { |
| | | String tpOrderId = farthestLongTp.getLongTakeProfitOrderId(); |
| | | GridElement finalFarthestLongTp = farthestLongTp; |
| | | executor.cancelConditionalOrder(tpOrderId, oid -> { |
| | | longTakeProfitTraderIdParam(finalFarthestLongTp, null, false); |
| | | log.info("[Gate] 多仓止损触发, 取消最远止盈 gridId:{}, orderId:{}", finalFarthestLongTp.getId(), tpOrderId); |
| | | }); |
| | | } |
| | | } |
| | | |
| | | private void handleShortStopLossTriggered(GridElement gridElement) { |
| | |
| | | BigDecimal triggerPrice = newEntryGrid.getGridPrice(); |
| | | |
| | | BigDecimal baseQuantity = new BigDecimal(config.getBaseQuantity()); |
| | | BigDecimal subtract = baseQuantity.subtract(longPositionSize); |
| | | BigDecimal subtract = baseQuantity.subtract(shortPositionSize); |
| | | String size = new BigDecimal(config.getQuantity()).add(new BigDecimal("1")).toString(); |
| | | if (subtract.compareTo(BigDecimal.ZERO) >=0){ |
| | | size = subtract.add(new BigDecimal("1")).toString(); |
| | |
| | | log.info("[Gate] 空仓止损触发, 取消gridId:{}的空单", cancelGridId); |
| | | }); |
| | | } |
| | | |
| | | // 止损触发时,取消最远的空仓止盈订单 |
| | | GridElement farthestShortTp = null; |
| | | for (GridElement e : config.getGridElements()) { |
| | | if (e.getShortTakeProfitOrderId() != null) { |
| | | if (farthestShortTp == null || e.getGridPrice().compareTo(farthestShortTp.getGridPrice()) < 0) { |
| | | farthestShortTp = e; |
| | | } |
| | | } |
| | | } |
| | | if (farthestShortTp != null) { |
| | | String tpOrderId = farthestShortTp.getShortTakeProfitOrderId(); |
| | | GridElement finalFarthestShortTp = farthestShortTp; |
| | | executor.cancelConditionalOrder(tpOrderId, oid -> { |
| | | shortTakeProfitTraderIdParam(finalFarthestShortTp, null, false); |
| | | log.info("[Gate] 空仓止损触发, 取消最远止盈 gridId:{}, orderId:{}", finalFarthestShortTp.getId(), tpOrderId); |
| | | }); |
| | | } |
| | | } |
| | | |
| | | private void extendLongStopLoss(int filledQty) { |