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4 days ago c7cb31dcafe3046f925f17e3d05604b35938199e 
 src/main/java/com/xcong/excoin/modules/gateApi/gateApi-logic.md


@@ -4,32 +4,47 @@




| 文件 | 类型 | 说明 |


|------|------|------|


| [GateWebSocketClientManager](#gatewebsocketclientmanager) | `@Component` | 启动入口，生命周期管理 |


| [GateKlineWebSocketClient](#gateklinewebsocketclient) | WebSocket 客户端 | K 线 + 仓位数据监听 |


| [GateWebSocketClientManager](#gatewebsocketclientmanager) | `@Component` | Spring 启动入口，生命周期管理 |


| [GateKlineWebSocketClient](#gateklinewebsocketclient) | WebSocket 连接管理 | 连接/心跳/重连/消息路由 |


| [GateGridTradeService](#gategridtradeservice) | 交易服务 | 网格策略 + REST 下单 |


| [GateWebSocketClientMain](#gatewebsocketclientmain) | main 入口 | 独立测试启动 |


| [Example.java](#examplejava) | 示例 | Gate SDK 用法参考 |




### wsHandler 子包




| 文件 | 类型 | 说明 |


|------|------|------|


| `wsHandler/GateChannelHandler.java` | **接口** | `subscribe/unsubscribe/handleMessage/getChannelName` |


| `wsHandler/AbstractPrivateChannelHandler.java` | **抽象类** | 私有频道基类：HMAC-SHA512 签名 + 认证请求 |


| `wsHandler/handler/CandlestickChannelHandler.java` | 公开频道处理器 | K 线订阅/解析 → `onKline()` |


| `wsHandler/handler/PositionsChannelHandler.java` | 私有频道处理器 | 仓位推送解析 → `onPositionUpdate()` |


| `wsHandler/handler/PositionClosesChannelHandler.java` | 私有频道处理器 | 平仓推送解析 → `onPositionClose()` |




---




## 架构总览




```


┌────────────────────────────────────────────────────────────┐


│                  GateWebSocketClientManager                │


│                    (Spring @Component)                     │


│                                                            │


│  @PostConstruct init():                                    │


│    ┌──────────────────────┐   ┌─────────────────────────┐  │


│    │ GateGridTradeService │   │ GateKlineWebSocketClient │  │


│    │  ▶ init()            │   │  ▶ init()                │  │


│    │  ▶ startGrid()       │←──│  ▶ connect()             │  │


│    └──────┬───────────────┘   └───────────┬─────────────┘  │


│           │ REST API                      │ WebSocket       │


│           ▼                               ▼                │


│     Gate Testnet API           Gate Testnet WS             │


│  (https://api-testnet...)   (wss://ws-testnet.gate.com)   │


└────────────────────────────────────────────────────────────┘


┌──────────────────────────────────────────────────────────────────┐


│                    GateWebSocketClientManager                    │


│                      (Spring @Component)                         │


│                                                                  │


│  @PostConstruct init():                                          │


│    ┌──────────────────────┐   ┌───────────────────────────────┐  │


│    │ GateGridTradeService │   │ GateKlineWebSocketClient       │  │


│    │  ▶ init()            │   │  ▶ addChannelHandler(x3)       │  │


│    │  ▶ startGrid()       │   │  ▶ init()                      │  │


│    └──────┬───────────────┘   └──────────┬────────────────────┘  │


│           │ REST API                     │ WebSocket (委托路由)   │


│           ▼                              ▼                        │


│     Gate Testnet API          Gate Testnet WS                     │


│  (https://api-testnet...)    (wss://ws-testnet.gate.com)         │


│                              ┌──────────────────────┐            │


│                              │ CandlestickHandler    │  → onKline │


│                              │ PositionsHandler      │  → onPos   │


│                              │ PositionClosesHandler │  → onClose │


│                              └──────────────────────┘            │


└──────────────────────────────────────────────────────────────────┘


```




---


@@ -39,22 +54,27 @@


```


WebSocket 推送


│


├─ futures.candlesticks (update)


│   └─ GateKlineWebSocketClient.processPushDataV2()


├─ futures.candlesticks (update) [公开]


│   └─ CandlestickChannelHandler.handleMessage()


│       ├─ 解析: o/h/l/c/v/a/t/w


│       ├─ 打印 K 线日志


│       └─ GateGridTradeService.onKline(closePx)


│           ├─ 首次 → dualOpenPositions() → 开多 + 开空 + TP 单


│           └─ 后续 → 仅缓存 lastKlinePrice


│


├─ futures.positions (update) [需 HMAC-SHA512 签名]


│   └─ GateKlineWebSocketClient.processPositionData()


│       ├─ 解析: contract/mode/size/entry_price/history_pnl/realised_pnl


├─ futures.positions (update) [私有，HMAC-SHA512]


│   └─ PositionsChannelHandler.handleMessage()


│       ├─ 解析: contract/mode/size/entry_price


│       └─ GateGridTradeService.onPositionUpdate(...)


│           ├─ size=0 && longActive → reopenLongPosition()


│           ├─ size=0 && shortActive → reopenShortPosition()


│           ├─ size>0 → 确认仓位活跃


│           └─ checkStopConditions(history_pnl)


│           └─ size>0 → 确认仓位活跃


│


├─ futures.position_closes (update) [私有，HMAC-SHA512]


│   └─ PositionClosesChannelHandler.handleMessage()


│       ├─ 解析: contract/side/pnl


│       └─ GateGridTradeService.onPositionClose(pnl)


│           └─ cumulativePnl += pnl → checkStopConditions()


│


├─ futures.pong


│   └─ cancelPongTimeout()


@@ -73,12 +93,15 @@


Spring 启动


  → GateWebSocketClientManager.init()


    → GateGridTradeService.init()


      → REST: 查用户ID


      → REST: 查账户 → 如需要切换持仓模式 (dual)


      → REST: 清除旧止盈止损条件单


      → REST: 设杠杆 30x cross


      → REST: 查账户余额


      → REST: 切双向持仓 dual


    → GateKlineWebSocketClient.init()


      → WebSocket: connect()


        → onOpen: subscribe candlesticks + positions + ping


      → REST: 打印账户余额


    → GateKlineWebSocketClient


      → addChannelHandler: Candlestick + Positions + PositionCloses


      → init() → connect()


        → onOpen: 遍历 handlers.subscribe() + sendPing()


    → GateGridTradeService.startGrid()


      → strategyActive = true


```


@@ -86,37 +109,46 @@


### 阶段 2：首次开仓




```


K 线推送 closePrice=80000


  → onKline(80000)


K 线推送 closePrice=4711


  → onKline(4711)


    → dualOpened = true


    → dualOpenPositions()


      → REST: 市价开多 10 张 → longEntryPrice=80000


      → REST: 创建多头止盈单 TP=80000×1.0035=80280


      → REST: 市价开空 10 张 → shortEntryPrice=80000


      → REST: 创建空头止盈单 TP=80000×0.9965=79720


      → REST: 市价开多 10 张 → longEntryPrice=4711


      → REST: 创建多头止盈单 TP=4711×1.0035=4727 (close-long-position)


      → REST: 市价开空 10 张 → shortEntryPrice=4711


      → REST: 创建空头止盈单 TP=4711×0.9965=4694 (close-short-position)


      → longActive=true, shortActive=true


```




### 阶段 3：止盈触发 → 补仓




```


仓位推送: mode=dual_long, size=0  (多头被止盈平掉了)


仓位推送: mode=dual_long, size=0  (多头被服务器止盈平掉了)


  → longActive=true && size=0


    → longActive=false


    → reopenLongPosition()


      → REST: 市价开多 10 张 (用最新 K 线价)


      → REST: 市价补开多 10 张


      → REST: 创建新的多头止盈单




仓位推送: history_pnl=0.12  (未达阈值，继续)


仓位推送: mode=dual_short, size=0  (空头被服务器止盈平掉了)


  → shortActive=true && size=0


    → reopenShortPosition()


      → REST: 市价补开空 10 张


      → REST: 创建新的空头止盈单


```




### 阶段 4：停止


> 注意：只补被平掉的方向（另一方向不受影响），不双方向重新开。补仓时检查 `longActive` / `shortActive` 防重复开仓。




### 阶段 4：停止条件




```


仓位推送: history_pnl ≥ 0.5 (累计盈利达标)


  → strategyActive = false  → 不再补仓


平仓推送: pnl=+0.2


  → cumulativePnl = 0.2, 未达阈值，继续




仓位推送: history_pnl ≤ -7.5 (亏损超限)


  → strategyActive = false  → 不再补仓


平仓推送: pnl=+0.4


  → cumulativePnl = 0.6 ≥ 0.5 → strategyActive=false




平仓推送: pnl=-8


  → cumulativePnl = -8 ≤ -7.5 → strategyActive=false


```




---


@@ -126,14 +158,14 @@


**角色**: Spring Bean 入口，组装并管理所有 Gate 模块组件。




**关键方法**:


- `init()`: 创建 `GateGridTradeService` → 初始化 → 创建 `GateKlineWebSocketClient` → 启动策略


- `init()`: 创建 `GateGridTradeService` → 初始化 → 创建 `GateKlineWebSocketClient` + 注册 3 个 Handler → 启动策略


- `destroy()`: 停止策略 → 关闭 WebSocket




**当前参数**（硬编码在 `init()` 中）:




| 参数 | 值 | 说明 |


|------|-----|------|


| 合约 | XAU_USDT | 黄金 |


| 合约 | XAUT_USDT | 黄金（测试网） |


| 杠杆 | 30x | 全仓模式 |


| 持仓模式 | dual | 双向持仓 |


| 网格间距 | 0.0035 | 0.35% |


@@ -145,29 +177,17 @@




## GateKlineWebSocketClient




**角色**: WebSocket 客户端，订阅 Gate 的行情和仓位频道。


**角色**: WebSocket 连接管理器。负责建立连接、心跳检测、指数退避重连。频道逻辑委托给 `GateChannelHandler` 实现类。




**订阅频道**:


**Handler 路由**:




| 频道 | 类型 | 认证 | 用途 |


|------|------|------|------|


| `futures.candlesticks` | 公开 | 否 | 1m K 线数据 |


| `futures.positions` | 私有 | HMAC-SHA512 | 用户仓位更新 |


| `futures.ping` | 公开 | 否 | 应用层心跳 |


| 频道 | Handler | 认证 | 回调 |


|------|---------|------|------|


| `futures.candlesticks` | `CandlestickChannelHandler` | 否 | `onKline(closePx)` |


| `futures.positions` | `PositionsChannelHandler` | HMAC-SHA512 | `onPositionUpdate(mode, size, entryPrice)` |


| `futures.position_closes` | `PositionClosesChannelHandler` | HMAC-SHA512 | `onPositionClose(side, pnl)` |




**签名算法**（`futures.positions` 订阅时使用）:




```


message = "channel=futures.positions&event=subscribe&time={秒级时间戳}"


SIGN = Hex(HmacSHA512(apiSecret, message))


```




**连接管理**:


- 心跳: 10 秒超时，每 25 秒检查，超时发 ping


- 重连: 指数退避，最多 3 次，初始 5 秒


- 关闭: 先取消订阅 → 等 500ms → 关闭连接 → 关闭线程池




**消息路由** (`handleWebSocketMessage`):


**消息路由** (`handleMessage`):




| channel | event | 处理 |


|---------|-------|------|


@@ -175,8 +195,38 @@


| — | `subscribe` | 打日志 |


| — | `unsubscribe` | 打日志 |


| — | `error` | 打错误日志 |


| `futures.candlesticks` | `update`/`all` | `processPushDataV2()` |


| `futures.positions` | `update`/`all` | `processPositionData()` |


| 任意 | `update`/`all` | 遍历 channelHandlers → `handler.handleMessage()` |




**签名算法**:




```


message = "channel={channel}&event=subscribe&time={秒级时间戳}"


SIGN = Hex(HmacSHA512(apiSecret.getBytes(UTF-8), message.getBytes(UTF-8)))


```




**连接管理**:


- 心跳: 10 秒超时，每 25 秒检查，超时发 ping


- 重连: 指数退避，最多 3 次，初始 5 秒


- 关闭: 遍历 `handler.unsubscribe()` → 等 500ms → `closeBlocking()` → `sharedExecutor.shutdown()`




---




## GateChannelHandler 接口体系




```


GateChannelHandler (接口)


  ├── CandlestickChannelHandler                (公开频道)


  └── AbstractPrivateChannelHandler (抽象类)   (私有频道基类)


        ├── PositionsChannelHandler


        └── PositionClosesChannelHandler


```




| 方法 | 说明 |


|------|------|


| `getChannelName()` | 返回频道名（如 `"futures.candlesticks"`） |


| `subscribe(ws)` | 发送订阅请求。私有频道自动附加 HMAC-SHA512 签名 |


| `unsubscribe(ws)` | 发送取消订阅请求 |


| `handleMessage(response)` | 解析推送数据并回调 `GateGridTradeService`，返回 `true` 表示已处理 |




---




@@ -199,17 +249,20 @@


                         longActive=true         shortActive=true


                              │                       │


                    仓位推送 size=0             仓位推送 size=0


                   (止盈触发平仓)             (止盈触发平仓)


                              │                       │


                              ▼                       ▼


                       reopenLong()             reopenShort()


                              │                       │


                              └───────────┬───────────┘


                                          │


                              平仓推送 pnl (futures.position_closes)


                                          │


                                    checkStopConditions()


                                          │


                              ┌───────────┴───────────┐


                              ▼                       ▼


                         history_pnl≥0.5       history_pnl≤-7.5


                         cumulativePnl≥0.5   cumulativePnl≤-7.5


                         strategyActive=false  strategyActive=false


```




@@ -217,18 +270,29 @@




| 方向 | 公式 | 触发条件 | order_type | auto_size |


|------|------|----------|------------|-----------|


| 多头 TP | entryPrice × 1.0035 | 最新价 ≥ 触发价 | `close-long-position` | `close_long` |


| 空头 TP | entryPrice × 0.9965 | 最新价 ≤ 触发价 | `close-short-position` | `close_short` |


| 多头 TP | entryPrice × (1 + gridRate) | 最新价 ≥ 触发价 | `close-long-position` | `close_long` |


| 空头 TP | entryPrice × (1 - gridRate) | 最新价 ≤ 触发价 | `close-short-position` | `close_short` |




**REST API 调用**:




| 操作 | API |


|------|-----|


| 设杠杆 | `POST /futures/usdt/positions/{contract}/leverage` |


| 查账户 | `GET /futures/usdt/accounts` |


| 设持仓模式 | `POST /futures/usdt/set_position_mode` |


| 市价下单 | `POST /futures/usdt/orders` (price=0, tif=IOC) |


| 止盈条件单 | `POST /futures/usdt/price_orders` |


| 操作 | API | 方法 |


|------|-----|------|


| 获取用户 ID | `GET /account/detail` | `AccountApi.getAccountDetail()` |


| 切持仓模式 | `POST /futures/{settle}/set_position_mode` | `FuturesApi.setPositionMode()` |


| 设杠杆 | `POST /futures/{settle}/positions/{contract}/leverage` | `FuturesApi.updateContractPositionLeverageCall()` |


| 查账户 | `GET /futures/{settle}/accounts` | `FuturesApi.listFuturesAccounts()` |


| 清除条件单 | `DELETE /futures/{settle}/price_orders` | `FuturesApi.cancelPriceTriggeredOrderList()` |


| 市价下单 | `POST /futures/{settle}/orders` (price=0, tif=IOC) | `FuturesApi.createFuturesOrder()` |


| 止盈条件单 | `POST /futures/{settle}/price_orders` | `FuturesApi.createPriceTriggeredOrder()` |




**初始化顺序** (`init()`):


```


1. 获取用户 ID


2. 查账户 → 如需要切持仓模式


3. 清除旧的止盈止损条件单


4. 设杠杆


5. 打印账户余额


```




---




@@ -240,4 +304,4 @@




## Example.java




Gate SDK 使用示例，展示 `FuturesApi` 的基本用法：获取账户、设置仓位模式、设置杠杆。仅作参考，不参与实际策略运行。


Gate SDK 使用示例，展示 `FuturesApi` 的基本用法。仅作参考，不参与实际策略运行。