exchange.git - Gitblit

			@@ -376,7 +376,7 @@
			*/
			public void onKline(BigDecimal closePrice) {

			log.info("当前价：{}", closePrice);
			// log.info("当前价：{}", closePrice);

			lastKlinePrice = closePrice;

			@@ -665,7 +665,6 @@
			}
			shortGridElement.setExtendStopLossInProgress(true);

			accumulatedShortLossCount = 0;
			lastShortStopLossGridId = Integer.MAX_VALUE;
			// [Gate-需求2] 加仓后先撤空仓所有止盈+止损，再查交易所持仓后重挂
			cancelAllShortTakeProfitsAndStopLosses();
			@@ -675,6 +674,8 @@
			// [Gate] 止盈挂单：超出基础仓位的部分，挂在多仓第一止损位
			// placeExcessTakeProfit(posSize, false);
			log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);



			}
			}
			@@ -695,7 +696,6 @@
			}
			longGridElement.setExtendStopLossInProgress(true);

			accumulatedLongLossCount = 0;
			lastLongStopLossGridId = Integer.MAX_VALUE;
			// [Gate-需求2] 加仓后先撤多仓所有止盈+止损，再查交易所持仓后重挂
			cancelAllLongTakeProfitsAndStopLosses();
			@@ -1152,8 +1152,8 @@

			if (newEntryGrid != null) {

			String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));

			// String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
			String quantity = String.valueOf(config.getBaseQuantity());
			// 向下检查是否已有多单挂在更低价格网格，有则跳过（防止价格回升后重复挂单）
			boolean hasLongOrderBelow = false;
			GridElement checkDownCursor = GridElement.findById(newEntryGrid.getDownId());
			@@ -1223,8 +1223,8 @@
			if (newEntryGrid != null) {

			// String quantity = String.valueOf((accumulatedShortLossCount + 1) * Integer.parseInt(config.getQuantity()));
			String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));

			// String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
			String quantity = String.valueOf(config.getBaseQuantity());
			// 向上检查是否已有空单挂在更高价格网格，有则跳过（防止价格回落后重复挂单）
			boolean hasShortOrderAbove = false;
			GridElement checkUpCursor = GridElement.findById(newEntryGrid.getUpId());
			@@ -1271,6 +1271,63 @@
			}
			}

			// ========== 加仓计算 ==========

			/**
			* 根据 {@code stopLossCountMode} 计算当前有效的止损次数。
			* <ul>
			* <li>{@code "single"}（单向）：返回该方向的累计止损次数</li>
			* <li>{@code "dual"}（双向）：返回多空双向累计总次数</li>
			* </ul>
			*
			* @param isLong {@code true}=多仓方向，{@code false}=空仓方向
			* @return 有效止损次数
			*/
			private int getEffectiveStopLossCount(boolean isLong) {
			if ("single".equals(config.getStopLossCountMode())) {
			return isLong ? accumulatedLongLossCount : accumulatedShortLossCount;
			}
			// "dual" — 双向总次数
			return accumulatedLongLossCount + accumulatedShortLossCount;
			}

			/**
			* 根据加仓配置计算止损追单时的实际下单量。
			* <p>公式：</p>
			* <pre>
			* divisor = addPositionInterval + 1
			* addMultiplier = floor(effectiveStopLossCount / divisor)
			* addQty = addMultiplier × addPositionQuantity
			* finalQty = min(baseQuantity + addQty, maxPositionPerSide > 0 ? maxPositionPerSide : ∞)
			* </pre>
			*
			* @param isLong {@code true}=多仓方向，{@code false}=空仓方向
			* @return 实际下单张数（字符串）
			*/
			private String calculateEntryQuantity(boolean isLong) {
			int baseQty = Integer.parseInt(config.getBaseQuantity());
			int interval = config.getAddPositionInterval();
			int addQtyPerUnit = config.getAddPositionQuantity();
			int maxPerSide = config.getMaxPositionPerSide();

			int effectiveCount = getEffectiveStopLossCount(isLong);
			int startThreshold = config.getAddPositionStartThreshold();
			if (startThreshold > 0) {
			effectiveCount = Math.max(0, effectiveCount - startThreshold);
			}
			// divisor = interval + 1：interval=0→每次加仓, interval=1→每2次加仓(2,4,6...), interval=3→每4次加仓(4,8,12...)
			int divisor = interval + 1;
			int addMultiplier = interval >= 0 ? effectiveCount / divisor : 0;
			int addQty = addMultiplier * addQtyPerUnit;
			int totalQty = baseQty + addQty;

			if (maxPerSide > 0 && totalQty > maxPerSide) {
			totalQty = maxPerSide;
			}

			return String.valueOf(totalQty);
			}

			private void handleLongStopLossTriggered(GridElement gridElement, String orderId) {
			gridElement.removeLongStopLossOrderId(orderId);

			@@ -1282,6 +1339,8 @@
			}

			lastLongStopLossGridId = gridId;

			accumulatedLongLossCount++;
			log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
			gridId, accumulatedLongLossCount, sameGrid ? "(同网格)" : "");
			int newEntryGridId = gridId + 1;
			@@ -1295,8 +1354,9 @@

			// 止损追单：同一网格可有多笔挂单，不判断 isHasLongOrder，直接挂单
			BigDecimal triggerPrice = newEntryGrid.getGridPrice();
			// String size = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
			String size = String.valueOf(config.getBaseQuantity());
			String size = calculateEntryQuantity(true);
			log.info("[Gate] 多仓止损追单有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}",
			getEffectiveStopLossCount(true), config.getBaseQuantity(), size, config.getStopLossCountMode());
			newEntryGrid.getLongTraderParam().setQuantity(size);
			placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
			@@ -1325,6 +1385,7 @@
			return;
			}
			lastShortStopLossGridId = gridId;
			accumulatedShortLossCount++;
			log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
			gridId, accumulatedShortLossCount, sameGrid ? "(同网格)" : "");
			int newEntryGridId = gridId - 1;
			@@ -1338,8 +1399,9 @@

			// 止损追单：同一网格可有多笔挂单，不判断 isHasShortOrder，直接挂单
			BigDecimal triggerPrice = newEntryGrid.getGridPrice();
			// String size = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
			String size = String.valueOf(config.getBaseQuantity());
			String size = calculateEntryQuantity(false);
			log.info("[Gate] 空仓止损追单有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}",
			getEffectiveStopLossCount(false), config.getBaseQuantity(), size, config.getStopLossCountMode());
			newEntryGrid.getShortTraderParam().setQuantity(size);
			placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
			@@ -1690,98 +1752,6 @@
			}

			/**
			* 挂单成交后，将超出基础仓位的部分挂止盈单，挂在对向仓位的第一止损位上。
			*
			* <p>遍历所有 GridElement，找到对向仓位第一个有止损单的网格作为止盈挂单位置。
			*
			* <p>例：空仓成交后持仓 8 张，基础 4 张 → 超出 4 张，
			* 找到多仓第一止损位（如 gridId=-2）→ 在该位置挂空仓止盈单。
			*
			* @param posSize 当前总持仓张数
			* @param isLong true=多仓成交，false=空仓成交
			*/
			private void placeExcessTakeProfit(int posSize, boolean isLong) {
			int baseQty = Integer.parseInt(config.getBaseQuantity());
			int excessQty = posSize - baseQty;
			if (excessQty <= 0) {
			return;
			}

			// 遍历找到对向仓位第一个有止损单的网格
			GridElement tpElem = isLong ? findFirstShortStopLossGrid() : findFirstLongStopLossGrid();
			if (tpElem == null) {
			log.warn("[Gate] {}止盈挂单失败：未找到对向仓止损位", isLong ? "多仓" : "空仓");
			return;
			}
			int tpGridId = tpElem.getId();

			BigDecimal triggerPrice = tpElem.getGridPrice();
			String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
			// 多仓止盈：价格≥触发价时平仓(NUMBER_1)；空仓止盈：价格≤触发价时平仓(NUMBER_2)
			FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
			: FuturesPriceTrigger.RuleEnum.NUMBER_2;
			String size = isLong ? negate(String.valueOf(excessQty)) : String.valueOf(excessQty);

			// if (isLong && tpElem.getLongTakeProfitOrderId() != null) {
			// executor.cancelConditionalOrder(tpElem.getLongTakeProfitOrderId(), oid -> {
			// longTakeProfitTraderIdParam(tpElem, null, false);
			// log.info("[Gate] 取消旧止盈, gridId:{}, orderId:{}", tpGridId, oid);
			// });
			// } else if (!isLong && tpElem.getShortTakeProfitOrderId() != null) {
			// executor.cancelConditionalOrder(tpElem.getShortTakeProfitOrderId(), oid -> {
			// shortTakeProfitTraderIdParam(tpElem, null, false);
			// log.info("[Gate] 取消旧止盈, gridId:{}, orderId:{}", tpGridId, oid);
			// });
			// }

			String finalSize = size;
			int finalTpGridId = tpGridId;
			executor.placeTakeProfit(triggerPrice, rule, orderType, size,
			profitId -> {
			if (isLong) {
			longTakeProfitTraderIdParam(tpElem, profitId, true);
			} else {
			shortTakeProfitTraderIdParam(tpElem, profitId, true);
			}
			log.info("[Gate] {}止盈挂单, gridId:{}, 触发价:{}, 数量:{}, takeProfitId:{}",
			isLong ? "多仓" : "空仓", finalTpGridId, triggerPrice, finalSize, profitId);
			}
			);
			}

			/**
			* 找到有长仓止损单且离 0 最近的网格（第一个多仓止损位）。
			*/
			private GridElement findFirstLongStopLossGrid() {
			GridElement first = null;
			for (GridElement e : config.getGridElements()) {
			if (!e.getLongStopLossOrderIds().isEmpty()) {
			// 多仓止损在负数区，取 id 最大（最靠近 0）的
			if (first == null \|\| e.getId() > first.getId()) {
			first = e;
			}
			}
			}
			return first;
			}

			/**
			* 找到有空仓止损单且离 0 最近的网格（第一个空仓止损位）。
			*/
			private GridElement findFirstShortStopLossGrid() {
			GridElement first = null;
			for (GridElement e : config.getGridElements()) {
			if (!e.getShortStopLossOrderIds().isEmpty()) {
			// 空仓止损在正数区，取 id 最小（最靠近 0）的
			if (first == null \|\| e.getId() < first.getId()) {
			first = e;
			}
			}
			}
			return first;
			}

			/**
			* 延展完成后重挂止损（处理被跳过的入场单成交）。
			* 取消已有止损单并用最新仓位重新挂单，确保止损覆盖最新持仓数。
			*/
			@@ -1996,4 +1966,70 @@
			public StrategyState getState() { return state; }
			/** 注入WS客户端，用于订阅状态检查 */
			public void setWsClient(GateKlineWebSocketClient wsClient) { this.wsClient = wsClient; }

			// ========== 止损查表辅助方法 ==========

			/** 找到第一个有多仓止损单的网格（首个匹配即返回） */
			private GridElement findFirstLongStopLossGrid() {
			for (GridElement e : config.getGridElements()) {
			if (!e.getLongStopLossOrderIds().isEmpty()) return e;
			}
			return null;
			}

			/** 找到第一个有空仓止损单的网格（首个匹配即返回） */
			private GridElement findFirstShortStopLossGrid() {
			for (GridElement e : config.getGridElements()) {
			if (!e.getShortStopLossOrderIds().isEmpty()) return e;
			}
			return null;
			}

			/**
			* 在指定网格挂一笔对手止盈单（非满仓超额止盈，挂在止损触发位的下一格）。
			*/
			private void placeTakeProfitAtGrid(GridElement tpElem, boolean isLong, int qty, int times) {
			BigDecimal triggerPrice = tpElem.getGridPrice();
			String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
			FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
			: FuturesPriceTrigger.RuleEnum.NUMBER_2;
			String size = isLong ? negate(String.valueOf(qty)) : String.valueOf(qty);
			int gridId = tpElem.getId();
			executor.placeTakeProfit(triggerPrice, rule, orderType, size,
			profitId -> {
			if (isLong) {
			longTakeProfitTraderIdParam(tpElem, profitId, true);
			} else {
			shortTakeProfitTraderIdParam(tpElem, profitId, true);
			}
			log.info("[Gate] 止损{}→对手超额止盈 gridId:{}, 量:{}, tpId:{}", times, gridId, qty, profitId);
			}
			);
			}

			/**
			* 挂对手盘止盈单：在对向仓位第一止损位挂止盈。
			* @param isLong true=挂多仓止盈(对空仓), false=挂空仓止盈(对多仓)
			*/
			private void placeOpponentTakeProfit(boolean isLong, int tpQty, int times, int gridId) {
			GridElement tpElem = GridElement.findById(isLong ? gridId + 1 : gridId - 1);
			if (tpElem == null) {
			log.warn("[Gate] 对手止盈挂单失败：未找到止损位");
			return;
			}
			int tpGridId = tpElem.getId();
			BigDecimal triggerPrice = tpElem.getGridPrice();
			String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
			FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
			: FuturesPriceTrigger.RuleEnum.NUMBER_2;
			String size = isLong ? negate(String.valueOf(tpQty)) : String.valueOf(tpQty);
			executor.placeTakeProfit(triggerPrice, rule, orderType, size,
			profitId -> {
			if (isLong) longTakeProfitTraderIdParam(tpElem, profitId, true);
			else shortTakeProfitTraderIdParam(tpElem, profitId, true);
			log.info("[Gate] 止损次数{}→对手{}止盈 gridId:{}, 量:{}, tpId:{}",
			times, isLong ? "多仓" : "空仓", tpGridId, size, profitId);
			}
			);
			}
			}