feat(gate): 添加加仓启动阈值配置功能

Administrator

2026-08-10 cca5f9283dcc96afc287db2d24d0b9eec3844066

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

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

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

        lastKlinePrice = closePrice;

@@ -425,7 +425,7 @@
    }

    /** Gate 永续合约 taker 费率 0.05% */
    private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.0005");
    private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.001");
    private void checkProfitAndReset() {
        if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
            return;
@@ -435,12 +435,28 @@
            BigDecimal target = initialPrincipal.add(config.getExpectedProfit());

            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            BigDecimal totalEquity = new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl()));
            // 预估平仓手续费 = 持仓量 × 合约乘数 × 入场价 × taker费率
            BigDecimal multiplier = config.getContractMultiplier();
            BigDecimal longCloseFee = BigDecimal.ZERO;
            if (longPositionSize.compareTo(BigDecimal.ZERO) > 0 && longEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
                longCloseFee = longPositionSize.multiply(multiplier).multiply(longEntryPrice).multiply(TAKER_FEE_RATE);
            }
            BigDecimal shortCloseFee = BigDecimal.ZERO;
            if (shortPositionSize.compareTo(BigDecimal.ZERO) > 0 && shortEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
                shortCloseFee = shortPositionSize.multiply(multiplier).multiply(shortEntryPrice).multiply(TAKER_FEE_RATE);
            }
            BigDecimal estimatedCloseFee = longCloseFee.add(shortCloseFee);

            BigDecimal totalEquity = new BigDecimal(account.getTotal())
                    .add(new BigDecimal(account.getUnrealisedPnl()))
                    .subtract(estimatedCloseFee);

            if (totalEquity.compareTo(target) > 0) {
                currentRound++;
                int maxRounds = config.getRounds();
                log.info("[Gate] 盈亏达标(净权益{}>目标{})，第{}轮完成", totalEquity, target, currentRound);
                log.info("[Gate] 盈亏达标(净权益{}→含手续费-{}=实际{}>目标{})，第{}轮完成",
                        new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl())),
                        estimatedCloseFee, totalEquity, target, currentRound);

                if (maxRounds > 0 && currentRound >= maxRounds) {
                    log.info("[Gate] 已达到运行轮数上限({})，策略停止", maxRounds);
@@ -649,14 +665,17 @@
                }
                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();
                // REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
                int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
                extendShortStopLoss(posSize, shortGridElement.getId());
                // [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);



            }
        }
@@ -677,13 +696,14 @@
                }
                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();
                // REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
                int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
                extendLongStopLoss(posSize, longGridElement.getId());
                // [Gate] 止盈挂单：超出基础仓位的部分，挂在空仓第一止损位
//                placeExcessTakeProfit(posSize, true);
                log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

            }
@@ -1132,7 +1152,22 @@

                    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());
                        while (checkDownCursor != null) {
                            if (checkDownCursor.isHasLongOrder()) {
                                hasLongOrderBelow = true;
                                log.info("[Gate] 多仓仓位归零 gridId:{}, 下方gridId:{}已有多单, 跳过本次挂单",
                                        newEntryGrid.getId(), checkDownCursor.getId());
                                break;
                            }
                            Integer nextDownId = checkDownCursor.getDownId();
                            checkDownCursor = nextDownId != null ? GridElement.findById(nextDownId) : null;
                        }

                        // 向上遍历取消所有遗留多单（跳过基础入场网格0）
                        GridElement cancelCursor = GridElement.findById(newEntryGrid.getUpId());
                        while (cancelCursor != null) {
@@ -1149,7 +1184,7 @@
                            cancelCursor = nextUpId != null ? GridElement.findById(nextUpId) : null;
                        }
//                        log.info("[Gate-2] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
                        if (!newEntryGrid.isHasLongOrder()) {
                        if (!newEntryGrid.isHasLongOrder() && !hasLongOrderBelow) {
                            BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                            String size = quantity;
                            log.info("[Gate] 多仓仓位归零 gridId:{}, 挂{}基础张多单",
@@ -1188,7 +1223,22 @@
                    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());
                        while (checkUpCursor != null) {
                            if (checkUpCursor.isHasShortOrder()) {
                                hasShortOrderAbove = true;
                                log.info("[Gate] 空仓仓位归零 gridId:{}, 上方gridId:{}已有空单, 跳过本次挂单",
                                        newEntryGrid.getId(), checkUpCursor.getId());
                                break;
                            }
                            Integer nextUpId = checkUpCursor.getUpId();
                            checkUpCursor = nextUpId != null ? GridElement.findById(nextUpId) : null;
                        }

                        // 向下遍历取消所有遗留空单（跳过基础入场网格0）
                        GridElement cancelCursor = GridElement.findById(newEntryGrid.getDownId());
                        while (cancelCursor != null) {
@@ -1205,7 +1255,7 @@
                            cancelCursor = nextDownId != null ? GridElement.findById(nextDownId) : null;
                        }
//                        log.info("[Gate-4] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
                        if (!newEntryGrid.isHasShortOrder()){
                        if (!newEntryGrid.isHasShortOrder() && !hasShortOrderAbove){
                            BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                            String size = quantity;
                            log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
@@ -1221,6 +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);

@@ -1232,6 +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;
@@ -1245,7 +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 = 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);
@@ -1274,6 +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;
@@ -1287,7 +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 = 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));
@@ -1852,4 +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);
                }
        );
    }
}