refactor(gateApi): 重构 WebSocket 客户端架构并优化网格交易逻辑

Administrator

4 days ago c7cb31dcafe3046f925f17e3d05604b35938199e

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

@@ -3,7 +3,9 @@
import io.gate.gateapi.ApiClient;
import io.gate.gateapi.ApiException;
import io.gate.gateapi.GateApiException;
import io.gate.gateapi.api.AccountApi;
import io.gate.gateapi.api.FuturesApi;
import io.gate.gateapi.models.AccountDetail;
import io.gate.gateapi.models.FuturesAccount;
import io.gate.gateapi.models.FuturesInitialOrder;
import io.gate.gateapi.models.FuturesOrder;
@@ -19,14 +21,15 @@
 * Gate 网格交易服务类。
 *
 * <h3>策略概述</h3>
 * 多空双开 → 各放止盈条件单 → 仓位推送驱动补仓 → history_pnl 判断停止
 * 多空双开 → 各放止盈条件单 → 仓位推送检测平仓补仓 → 平仓推送累加 pnl → 判断停止
 *
 * <h3>触发逻辑</h3>
 * <pre>
 *   K线首次价格就绪 → dualOpenPositions()     // 多空双开 + 止盈条件单
 *   仓位推送 size=0  → reopenXxxPosition()     // 该方向被止盈平掉 → 补开
 *   仓位推送 history_pnl ≥ overallTp → 停止
 *   仓位推送 history_pnl ≤ -maxLoss → 停止
 *   K线首次价格就绪 → dualOpenPositions()    // 多空双开 + 止盈条件单
 *   仓位推送 size=0  → reopenXxxPosition()     // 该方向被平仓 → 只补该方向
 *   平仓推送 pnl     → cumulativePnl += pnl    // 累计盈亏
 *   cumulativePnl ≥ overallTp     → 停止
 *   cumulativePnl ≤ -maxLoss      → 停止
 * </pre>
 *
 * <h3>止盈计算</h3>
@@ -35,7 +38,7 @@
 *
 * <h3>依赖</h3>
 * 使用 {@code io.gate:gate-api (7.2.71)} SDK 通过 REST API 下单，
 * 市场数据由 {@link GateKlineWebSocketClient} 通过 WebSocket 提供。
 * 市场数据由 WebSocket Handler 类提供。
 *
 * @author Administrator
 */
@@ -70,8 +73,10 @@
    private BigDecimal shortEntryPrice;
    /** WebSocket 推送的最新 K 线收盘价 */
    private volatile BigDecimal lastKlinePrice;
    /** 服务器返回的累计已实现盈亏 */
    private BigDecimal totalHistoryPnl = BigDecimal.ZERO;
    /** 平仓推送累计的盈亏 */
    private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
    /** 用户 ID，用于 WebSocket 私有频道订阅 */
    private Long userId;

    /**
     * 构造函数，初始化 Gate 期货 API 客户端。
@@ -89,7 +94,7 @@
                                 String contract, String leverage,
                                String marginMode, String positionMode,
                                 BigDecimal gridRate, BigDecimal overallTp,
                                 int maxCycles, BigDecimal maxLoss,
                                 BigDecimal maxLoss,
                                String quantity) {
        this.contract = contract;
        this.leverage = leverage;
@@ -107,22 +112,31 @@
    }

    /**
     * 初始化账户。设置杠杆、查询余额、切换持仓模式。
     * 初始化账户。顺序：切持仓模式 → 清旧条件单 → 设杠杆 → 查余额。
     */
    public void init() {
        try {
            futuresApi.updateContractPositionLeverageCall(
                    SETTLE, contract, leverage, marginMode, positionMode, null);
            log.info("[GateGrid] 已设置杠杆: {}x, 保证金模式: {}", leverage, marginMode);
            AccountApi accountApi = new AccountApi(apiClient);
            AccountDetail accountDetail = accountApi.getAccountDetail();
            this.userId = accountDetail.getUserId();
            log.info("[GateGrid] 用户ID: {}", userId);

            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            log.info("[GateGrid] 账户可用余额: {}, 总资产: {}",
                    account.getAvailable(), account.getTotal());
            String positionModeSet = account.getPositionMode();
            if (!positionMode.equals(positionModeSet)) {
                futuresApi.setPositionMode(SETTLE, positionMode);
            }
            log.info("[GateGrid] 已设置双向持仓模式");
            log.info("[GateGrid] 已设置持仓模式: {}", positionMode);

            futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract);
            log.info("[GateGrid] 已取消所有既有止盈止损条件单");

            futuresApi.updateContractPositionLeverageCall(
                    SETTLE, contract, leverage, marginMode, positionMode, null);
            log.info("[GateGrid] 已设置杠杆: {}x, 保证金模式: {}", leverage, marginMode);

            log.info("[GateGrid] 账户可用余额: {}, 总资产: {}",
                    account.getAvailable(), account.getTotal());
        } catch (GateApiException e) {
            log.error("[GateGrid] 初始化失败, label: {}, msg: {}", e.getErrorLabel(), e.getMessage());
        } catch (ApiException e) {
@@ -139,7 +153,7 @@
            return;
        }
        strategyActive = true;
        totalHistoryPnl = BigDecimal.ZERO;
        cumulativePnl = BigDecimal.ZERO;
        log.info("[GateGrid] 网格策略启动，等待K线价格...");
    }

@@ -148,7 +162,7 @@
     */
    public void stopGrid() {
        strategyActive = false;
        log.info("[GateGrid] 网格策略已停止, history_pnl: {}", totalHistoryPnl);
        log.info("[GateGrid] 网格策略已停止, cumulativePnl: {}", cumulativePnl);
    }

    /**
@@ -175,23 +189,20 @@
     *   <li>size=0 且之前活跃 → 该方向被平仓 → 补开</li>
     *   <li>size>0 → 确认仓位活跃，更新入场价</li>
     * </ul>
     * 每次推送更新 history_pnl 并检查停止条件。
     * 注意：累计盈亏由 onPositionClose 独立计算。
     *
     * @param contract   合约名
     * @param mode       仓位模式（dual_long / dual_short）
     * @param size       仓位数量（0 表示无仓位）
     * @param entryPrice 入场价格
     * @param historyPnl  已实现累计盈亏
     * @param realisedPnl 已实现盈亏
     */
    public void onPositionUpdate(String contract, String mode, BigDecimal size,
                                  BigDecimal entryPrice, BigDecimal historyPnl,
                                  BigDecimal realisedPnl) {
                                  BigDecimal entryPrice) {
        if (!strategyActive) {
            return;
        }

        boolean hasPosition = size.compareTo(BigDecimal.ZERO) > 0;
        boolean hasPosition = size.abs().compareTo(BigDecimal.ZERO) > 0;

        if ("dual_long".equals(mode)) {
            if (longActive && !hasPosition) {
@@ -212,8 +223,22 @@
                shortEntryPrice = entryPrice;
            }
        }
    }

        totalHistoryPnl = historyPnl;
    /**
     * 平仓推送回调入口。由 {@link GateKlineWebSocketClient} 调用。
     * 累加平仓盈亏，每次平仓推送后检查停止条件。
     *
     * @param contract 合约名
     * @param side     平仓方向（long / short）
     * @param pnl      该次平仓的盈亏
     */
    public void onPositionClose(String contract, String side, BigDecimal pnl) {
        if (!strategyActive) {
            return;
        }
        cumulativePnl = cumulativePnl.add(pnl);
        log.info("[GateGrid] 平仓盈亏累计, side:{}, pnl:{}, cumulativePnl:{}", side, pnl, cumulativePnl);
        checkStopConditions();
    }

@@ -225,13 +250,13 @@
     * </ul>
     */
    private void checkStopConditions() {
        if (totalHistoryPnl.compareTo(overallTp) >= 0) {
            log.info("[GateGrid] 累计止盈 {} 达到 {} USDT，停止策略", totalHistoryPnl, overallTp);
        if (cumulativePnl.compareTo(overallTp) >= 0) {
            log.info("[GateGrid] 累计止盈 {} 达到 {} USDT，停止策略", cumulativePnl, overallTp);
            strategyActive = false;
            return;
        }
        if (totalHistoryPnl.compareTo(maxLoss.negate()) <= 0) {
            log.info("[GateGrid] 累计亏损 {} 达到上限 {} USDT，停止策略", totalHistoryPnl, maxLoss);
        if (cumulativePnl.compareTo(maxLoss.negate()) <= 0) {
            log.info("[GateGrid] 累计亏损 {} 达到上限 {} USDT，停止策略", cumulativePnl, maxLoss);
            strategyActive = false;
        }
    }
@@ -369,34 +394,57 @@
                                           FuturesPriceTrigger.RuleEnum rule,
                                           String orderType,
                                           String autoSize) {
        FuturesPriceTriggeredOrder order = buildTriggeredOrder(triggerPrice, rule, orderType, autoSize);
        try {
            FuturesPriceTrigger trigger = new FuturesPriceTrigger();
            trigger.setStrategyType(FuturesPriceTrigger.StrategyTypeEnum.NUMBER_0);
            trigger.setPriceType(FuturesPriceTrigger.PriceTypeEnum.NUMBER_0);
            trigger.setPrice(triggerPrice.toString());
            trigger.setRule(rule);
            trigger.setExpiration(0);

            FuturesInitialOrder initial = new FuturesInitialOrder();
            initial.setContract(contract);
            initial.setSize(0L);
            initial.setPrice("0");
            initial.setTif(FuturesInitialOrder.TifEnum.IOC);
            initial.setReduceOnly(true);
            initial.setAutoSize(autoSize);

            FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder();
            order.setTrigger(trigger);
            order.setInitial(initial);
            order.setOrderType(orderType);

            TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
            log.info("[GateGrid] 止盈条件单已创建, triggerPrice:{}, orderType:{}, autoSize:{}, id:{}",
                    triggerPrice, orderType, autoSize, response.getId());
        } catch (GateApiException e) {
            if ("AUTO_USER_EXIST_POSITION_ORDER".equals(e.getErrorLabel())) {
                log.warn("[GateGrid] 止盈条件单已存在，取消旧单后重试");
                try {
                    futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract);
                    TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
                    log.info("[GateGrid] 止盈条件单重试成功, triggerPrice:{}, orderType:{}, autoSize:{}, id:{}",
                            triggerPrice, orderType, autoSize, response.getId());
                } catch (Exception retryEx) {
                    log.error("[GateGrid] 止盈条件单重试失败, triggerPrice:{}, orderType:{}, autoSize:{}",
                            triggerPrice, orderType, autoSize, retryEx);
                }
            } else {
                log.error("[GateGrid] 止盈条件单创建失败, triggerPrice:{}, orderType:{}, autoSize:{}",
                        triggerPrice, orderType, autoSize, e);
            }
        } catch (Exception e) {
            log.error("[GateGrid] 止盈条件单创建失败, triggerPrice:{}, orderType:{}, autoSize:{}",
                    triggerPrice, orderType, autoSize, e);
        }
    }

    private FuturesPriceTriggeredOrder buildTriggeredOrder(BigDecimal triggerPrice,
                                                            FuturesPriceTrigger.RuleEnum rule,
                                                            String orderType,
                                                            String autoSize) {
        FuturesPriceTrigger trigger = new FuturesPriceTrigger();
        trigger.setStrategyType(FuturesPriceTrigger.StrategyTypeEnum.NUMBER_0);
        trigger.setPriceType(FuturesPriceTrigger.PriceTypeEnum.NUMBER_0);
        trigger.setPrice(triggerPrice.toString());
        trigger.setRule(rule);
        trigger.setExpiration(0);

        FuturesInitialOrder initial = new FuturesInitialOrder();
        initial.setContract(contract);
        initial.setSize(0L);
        initial.setPrice("0");
        initial.setTif(FuturesInitialOrder.TifEnum.IOC);
        initial.setReduceOnly(true);
        initial.setAutoSize(autoSize);

        FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder();
        order.setTrigger(trigger);
        order.setInitial(initial);
        order.setOrderType(orderType);
        return order;
    }

    /**
@@ -444,7 +492,11 @@
        return strategyActive;
    }

    public BigDecimal getTotalHistoryPnl() {
        return totalHistoryPnl;
    public BigDecimal getCumulativePnl() {
        return cumulativePnl;
    }

    public Long getUserId() {
        return userId;
    }
}