refactor(gateApi): 优化条件单挂单逻辑并解决竞态问题

Administrator

2026-05-22 c846827b1024f3b6f5a33663f219827c67489d21

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

@@ -14,7 +14,6 @@
import java.math.RoundingMode;
import java.util.ArrayList;
import java.util.Collections;
import java.util.Iterator;
import java.util.LinkedHashMap;
import java.util.List;
import java.util.Map;
@@ -726,6 +725,8 @@
        GridElement longGridElement = GridElement.findByLongOrderId(orderId);
        if (longGridElement != null) {
            if (longGridElement.isHasLongOrder() && !tradeId.equals("0")){

                onUserTradeLongEntry(longGridElement);
                if (longGridElement.getLongTakeProfitOrderId() == null){
                    BigDecimal longTp = longGridElement.getLongTraderParam().getTakeProfitPrice();
                    if (longTp != null) {
@@ -749,6 +750,8 @@
        GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
        if (shortGridElement != null) {
            if (shortGridElement.isHasShortOrder() && !tradeId.equals("0")){

                onUserTradeShortEntry(shortGridElement);
                if (shortGridElement.getShortTakeProfitOrderId() == null){
                    BigDecimal shortTp = shortGridElement.getShortTraderParam().getTakeProfitPrice();
                    if (shortTp != null) {
@@ -764,6 +767,129 @@
                                    );
                                });
                        log.info("[Gate] 空单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, shortTp, config.getQuantity());
                    }
                }
            }
        }
    }

    private void onUserTradeShortEntry(GridElement gridElement) {
        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过挂条件单");
        } else {

            /**
             * 下一个开仓位置
             *      获取队列第一个元素的价格对应的网格
             *      判断网格是否能开空仓，如果不能则跳过
             *      前进方向挂空仓条件单
             *      后置方向挂多空条件单
             */
            //下一个开仓位置
            GridElement UpGridElement = GridElement.findById(gridElement.getDownId());
            BigDecimal newLongFirst = UpGridElement.getGridPrice();

            // 判断网格是否能开空仓，如果不能则跳过
            if (UpGridElement != null) {

                if (!UpGridElement.isHasShortOrder() && shortEntryPrice.compareTo(newLongFirst) > 0) {

                    TraderParam upShortTraderParam = UpGridElement.getShortTraderParam();
                    placeEntryOrderWithPreFlag(UpGridElement, false,
                            upShortTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
                            negate(upShortTraderParam.getQuantity()));
                }
                int i = gridElement.getUpId();
                GridElement downGridElement = GridElement.findById(i);
                if (downGridElement != null){

                    BigDecimal downGridPrice = downGridElement.getGridPrice();

                    TraderParam downShortTraderParam = downGridElement.getShortTraderParam();
                    if (
                            !downGridElement.isHasShortOrder() &&
                                    downGridPrice.compareTo(longEntryPrice) <= 0 &&
                                    downGridPrice.compareTo(shortEntryPrice) >= 0
                    ){
                        placeEntryOrderWithPreFlag(downGridElement, false,
                                downShortTraderParam.getEntryPrice(),
                                FuturesPriceTrigger.RuleEnum.NUMBER_1,
                                negate(downShortTraderParam.getQuantity()));

                    }

                    TraderParam downLongTraderParam = downGridElement.getLongTraderParam();
                    if (
                            !downGridElement.isHasLongOrder() &&
                                    downGridPrice.compareTo(longEntryPrice) <= 0
                    ){
                        placeEntryOrderWithPreFlag(downGridElement, true,
                                downLongTraderParam.getEntryPrice(),
                                FuturesPriceTrigger.RuleEnum.NUMBER_1,
                                downLongTraderParam.getQuantity());
                    }
                }
            }
        }
    }

    private void onUserTradeLongEntry(GridElement gridElement) {
        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过挂条件单");
        } else {

            /**
             * 下一个开仓位置
             *      获取队列第一个元素的价格对应的网格
             *      判断网格是否能开多仓，如果不能则跳过
             *      前进方向挂多仓条件单
             *      后置方向挂多空条件单
             */
            //下一个开仓位置
            GridElement UpGridElement = GridElement.findById(gridElement.getUpId());
            BigDecimal newLongFirst = UpGridElement.getGridPrice() ;

            // 判断网格是否能开多仓，如果不能则跳过
            if (UpGridElement != null) {

                if (!UpGridElement.isHasLongOrder() && longEntryPrice.compareTo(newLongFirst) < 0) {
                    TraderParam upLongTraderParam = UpGridElement.getLongTraderParam();
                    placeEntryOrderWithPreFlag(UpGridElement, true,
                            upLongTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
                            config.getQuantity());
                }

                int i = gridElement.getDownId();
                GridElement downGridElement = GridElement.findById(i);
                if (downGridElement != null){

                    BigDecimal downGridPrice = downGridElement.getGridPrice();

                    TraderParam downLongTraderParam = downGridElement.getLongTraderParam();
                    if (
                            !downGridElement.isHasLongOrder() &&
                                    downGridPrice.compareTo(shortEntryPrice) >= 0 &&
                                    downGridPrice.compareTo(longEntryPrice) <= 0
                    ){
                        placeEntryOrderWithPreFlag(downGridElement, true,
                                downLongTraderParam.getEntryPrice(),
                                FuturesPriceTrigger.RuleEnum.NUMBER_2,
                                config.getQuantity());

                    }

                    TraderParam shortTraderParam = downGridElement.getShortTraderParam();
                    if (
                            !downGridElement.isHasShortOrder() &&
                                    downGridPrice.compareTo(shortEntryPrice) >= 0
                    ){

                        placeEntryOrderWithPreFlag(downGridElement, false,
                                shortTraderParam.getEntryPrice(),
                                FuturesPriceTrigger.RuleEnum.NUMBER_2,
                                negate(config.getQuantity()));
                    }
                }
            }
@@ -843,33 +969,17 @@
            Integer upId = baseGridElement.getUpId();
            GridElement upGridElementOne = GridElement.findById(upId);
            BigDecimal longTp = upGridElementOne.getGridPrice();
            executor.placeConditionalEntryOrder(
            placeEntryOrderWithPreFlag(upGridElementOne, true,
                    longTp,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    config.getQuantity(),
                    orderId -> {
                        longEntryTraderIdParam(
                                upGridElementOne,
                                orderId,
                                true
                        );
                    },
                    null);
                    config.getQuantity());
            Integer downId = baseGridElement.getDownId();
            GridElement downGridElementOne = GridElement.findById(downId);
            BigDecimal shortTp = downGridElementOne.getGridPrice();
            executor.placeConditionalEntryOrder(
            placeEntryOrderWithPreFlag(downGridElementOne, false,
                    shortTp,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    negate(config.getQuantity()),
                    orderId -> {
                        shortEntryTraderIdParam(
                                downGridElementOne,
                                orderId,
                                true
                        );
                    },
                    null);
                    negate(config.getQuantity()));

            state = StrategyState.ACTIVE;
        }
@@ -1130,22 +1240,11 @@

                if (!UpGridElement.isHasShortOrder() && shortEntryPrice.compareTo(newLongFirst) > 0) {

                    //挂空仓条件单
                    TraderParam upShortTraderParam = UpGridElement.getShortTraderParam();
                    executor.placeConditionalEntryOrder(
                    placeEntryOrderWithPreFlag(UpGridElement, false,
                            upShortTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
                            negate(upShortTraderParam.getQuantity()),
                            orderId ->
                            {
                                shortEntryTraderIdParam(
                                        UpGridElement,
                                        orderId,
                                        true
                                );
                            },
                            null
                    );
                            negate(upShortTraderParam.getQuantity()));
                }
                int i = UpGridElement.getId() + 2;
                GridElement downGridElement = GridElement.findById(i);
@@ -1159,20 +1258,10 @@
                                    downGridPrice.compareTo(longEntryPrice) <= 0 &&
                                    downGridPrice.compareTo(shortEntryPrice) >= 0
                    ){
                        executor.placeConditionalEntryOrder(
                        placeEntryOrderWithPreFlag(downGridElement, false,
                                downShortTraderParam.getEntryPrice(),
                                FuturesPriceTrigger.RuleEnum.NUMBER_1,
                                negate(downShortTraderParam.getQuantity()),
                                orderId ->
                                {
                                    shortEntryTraderIdParam(
                                            downGridElement,
                                            orderId,
                                            true
                                    );
                                },
                                null
                        );
                                negate(downShortTraderParam.getQuantity()));

                    }

@@ -1181,20 +1270,10 @@
                            !downGridElement.isHasLongOrder() &&
                                    downGridPrice.compareTo(longEntryPrice) <= 0
                    ){
                        executor.placeConditionalEntryOrder(
                        placeEntryOrderWithPreFlag(downGridElement, true,
                                downLongTraderParam.getEntryPrice(),
                                FuturesPriceTrigger.RuleEnum.NUMBER_1,
                                downLongTraderParam.getQuantity(),
                                orderId ->
                                {
                                    longEntryTraderIdParam(
                                            downGridElement,
                                            orderId,
                                            true
                                    );
                                },
                                null
                        );
                                downLongTraderParam.getQuantity());
                    }
                }
            }
@@ -1266,22 +1345,11 @@
            if (UpGridElement != null) {

                if (!UpGridElement.isHasLongOrder() && longEntryPrice.compareTo(newLongFirst) < 0) {
                    //挂多仓条件单
                    TraderParam upLongTraderParam = UpGridElement.getLongTraderParam();
                    executor.placeConditionalEntryOrder(
                    placeEntryOrderWithPreFlag(UpGridElement, true,
                            upLongTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
                            config.getQuantity(),
                            orderId ->
                            {
                                longEntryTraderIdParam(
                                        UpGridElement,
                                        orderId,
                                        true
                                );
                            },
                            null
                    );
                            config.getQuantity());
                }

                int i = UpGridElement.getId() - 2;
@@ -1296,20 +1364,10 @@
                                    downGridPrice.compareTo(shortEntryPrice) >= 0 &&
                                    downGridPrice.compareTo(longEntryPrice) <= 0
                    ){
                        executor.placeConditionalEntryOrder(
                        placeEntryOrderWithPreFlag(downGridElement, true,
                                downLongTraderParam.getEntryPrice(),
                                FuturesPriceTrigger.RuleEnum.NUMBER_2,
                                config.getQuantity(),
                                orderId ->
                                {
                                    longEntryTraderIdParam(
                                            downGridElement,
                                            orderId,
                                            true
                                    );
                                },
                                null
                        );
                                config.getQuantity());

                    }

@@ -1319,20 +1377,10 @@
                                    downGridPrice.compareTo(shortEntryPrice) >= 0
                    ){

                        executor.placeConditionalEntryOrder(
                        placeEntryOrderWithPreFlag(downGridElement, false,
                                shortTraderParam.getEntryPrice(),
                                FuturesPriceTrigger.RuleEnum.NUMBER_2,
                                negate(config.getQuantity()),
                                orderId ->
                                {
                                    shortEntryTraderIdParam(
                                            downGridElement,
                                            orderId,
                                            true
                                    );
                                },
                                null
                        );
                                negate(config.getQuantity()));
                    }
                }
            }
@@ -1375,6 +1423,50 @@
    }

    /**
     * 预设标志位后提交条件开仓单，防止异步回调导致的竞态重复挂单。
     *
     * <p>在调用 {@link GateTradeExecutor#placeConditionalEntryOrder} 之前同步设置
     * {@code isHasLongOrder / isHasShortOrder}，关闭 WS 线程与 Executor 线程之间的
     * 检查-下单时间窗口。API 失败时自动回滚标志位。
     *
     * @param gridElement 目标网格元素
     * @param isLong      true=多仓下单，false=空仓下单
     * @param triggerPrice 触发价
     * @param rule        触发规则
     * @param size        开仓张数
     */
    private void placeEntryOrderWithPreFlag(GridElement gridElement, boolean isLong,
                                             BigDecimal triggerPrice,
                                             FuturesPriceTrigger.RuleEnum rule,
                                             String size) {
        if (isLong) {
            gridElement.setHasLongOrder(true);
        } else {
            gridElement.setHasShortOrder(true);
        }
        executor.placeConditionalEntryOrder(triggerPrice, rule, size,
                orderId -> {
                    if (isLong) {
                        longEntryTraderIdParam(gridElement, orderId, true);
                    } else {
                        shortEntryTraderIdParam(gridElement, orderId, true);
                    }
                },
                () -> {
                    if (isLong) {
                        gridElement.setHasLongOrder(false);
                        gridElement.setLongOrderId(null);
                    } else {
                        gridElement.setHasShortOrder(false);
                        gridElement.setShortOrderId(null);
                    }
                    GridElement.refreshIndices();
                    log.warn("[Gate] 条件单创建失败，回滚标志位 gridId:{}, isLong:{}", gridElement.getId(), isLong);
                }
        );
    }

    /**
     * 根据持仓和当前价格计算未实现盈亏。
     *
     * <h3>正向合约公式</h3>