feat(gate): 添加自定义止损功能

Administrator

2026-09-20 cd3de8987bca1a9c29b542813b87ee06889af56a

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

@@ -15,6 +15,7 @@
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.*;
import java.util.concurrent.atomic.AtomicBoolean;
import java.util.concurrent.atomic.AtomicInteger;

import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
@@ -148,6 +149,8 @@
    private volatile int lastLongStopLossGridId = Integer.MAX_VALUE;
    /** 最近触发止损的空头网格ID */
    private volatile int lastShortStopLossGridId = Integer.MAX_VALUE;
    /** 自定义止损模式激活标记：true=尚未发生第一次止损触发，第一次触发后置 false（触发未触发侧重挂默认） */
    private final AtomicBoolean customStopLossModeActive = new AtomicBoolean(false);

    private volatile BigDecimal lastKlinePrice;
    private volatile BigDecimal markPrice = BigDecimal.ZERO;
@@ -354,12 +357,15 @@
        shortPositionSize = BigDecimal.ZERO;
        baseLongOpened = false;
        baseShortOpened = false;
        config.setBaseLongTraderParam(null);
        config.setBaseShortTraderParam(null);
        longActive = false;
        shortActive = false;
        accumulatedLongLossCount = 0;
        accumulatedShortLossCount = 0;
        lastLongStopLossGridId = Integer.MAX_VALUE;
        lastShortStopLossGridId = Integer.MAX_VALUE;
        customStopLossModeActive.set(false);
        shortPriceQueue.clear();
        longPriceQueue.clear();
        totalShortPriceQueue.clear();
@@ -453,12 +459,14 @@
                        .entryOrderId(orderId)
                        .build();
                config.setBaseLongTraderParam(baseLongTp);
                tryGenerateQueues();
            }, null);
            executor.openShort(negate(size), (orderId) -> {
                TraderParam baseShortTp = TraderParam.builder()
                        .entryOrderId(orderId)
                        .build();
                config.setBaseShortTraderParam(baseShortTp);
                tryGenerateQueues();
            }, null);
            return;
        }
@@ -757,8 +765,10 @@
                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
                if (config.isPlaceExcessTakeProfit()) {
                if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) {
                    placeExcessTakeProfit(posSize, false);
                } else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
                    placeDispersedTakeProfit(posSize, false, shortGridElement.getId());
                }
                log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

@@ -797,8 +807,10 @@
                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
                if (config.isPlaceExcessTakeProfit()) {
                if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) {
                    placeExcessTakeProfit(posSize, true);
                } else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
                    placeDispersedTakeProfit(posSize, true, longGridElement.getId());
                }
                log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

@@ -868,17 +880,27 @@
     *   <li>状态切换为 ACTIVE</li>
     * </ol>
     */
    private void tryGenerateQueues() {
        if (baseLongOpened && baseShortOpened) {
    private synchronized void tryGenerateQueues() {
        // 幂等保护：生成队列后 state 切换为 ACTIVE，避免多线程重复执行
        if (state != StrategyState.OPENING) {
            return;
        }
        TraderParam baseLongTraderParam = config.getBaseLongTraderParam();
        TraderParam baseShortTraderParam = config.getBaseShortTraderParam();
        // 需同时满足：多空基底均已成交，且两个下单参数(orderId)均已通过下单成功回调拿到。
        // IOC 市价单成交后 WS 持仓推送可能先于 REST 下单响应返回，必须等参数就绪再生成队列。
        if (!(baseLongOpened && baseShortOpened)
                || baseLongTraderParam == null || baseShortTraderParam == null) {
            return;
        }
        {
            generateShortQueue();
            generateLongQueue();
            updateGridElements();

            GridElement baseGridElement = GridElement.findById(0);
            TraderParam baseLongTraderParam = config.getBaseLongTraderParam();
            baseGridElement.setLongOrderId(baseLongTraderParam.getEntryOrderId());
            baseGridElement.setHasLongOrder(true);
            TraderParam baseShortTraderParam = config.getBaseShortTraderParam();
            baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
            baseGridElement.setHasShortOrder(true);

@@ -956,56 +978,182 @@
//                );
//            }

            int shortTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
            for (int id = 2; id <= shortTime; id++) {
                GridElement elem = GridElement.findById(id);
                if (elem == null) {
                    continue;
                }
                BigDecimal triggerPrice = elem.getGridPrice();
                String size = config.getQuantity();
                int finalId = id;
                executor.placeTakeProfit(
                        triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_1,
                        ORDER_TYPE_CLOSE_SHORT,
                        size,
                        profitId -> {
                            elem.addShortStopLossOrderId(profitId);
                            GridElement.refreshIndices();
                            log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                        }
                );
            if (config.isCustomStopLossEnabled()) {
                placeCustomStopLosses();
            } else {
                placeDefaultStopLossLadders();
            }

            state = StrategyState.ACTIVE;
        }
    }

    // ========== 自定义止损（按触发价各挂一单） ==========

            int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
            for (int id = -2; id >= -longTime; id--) {
                GridElement elem = GridElement.findById(id);
                if (elem == null) {
                    continue;
                }
                BigDecimal triggerPrice = elem.getGridPrice();
                String size = config.getQuantity();
                int finalId = id;
    /**
     * 自定义止损初始化：按多空止损触发价匹配最近网格，各挂一张覆盖全仓位（baseQuantity）的止损单。
     * 多仓止损：NUMBER_2（价格 ≤ 触发价平多），空仓止损：NUMBER_1（价格 ≥ 触发价平空）。
     */
    private void placeCustomStopLosses() {
        customStopLossModeActive.set(true);
        String baseQty = config.getBaseQuantity();
        BigDecimal longPrice = config.getLongCustomStopLossPrice();
        BigDecimal shortPrice = config.getShortCustomStopLossPrice();

        if (longPrice != null && longPrice.compareTo(BigDecimal.ZERO) > 0) {
            GridElement longElem = findNearestGridElementByPrice(longPrice);
            if (longElem != null) {
                BigDecimal triggerPrice = longElem.getGridPrice();
                executor.placeTakeProfit(
                        triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_2,
                        ORDER_TYPE_CLOSE_LONG,
                        negate(size),
                        negate(baseQty),
                        profitId -> {
                            elem.addLongStopLossOrderId(profitId);
                            longElem.addLongStopLossOrderId(profitId);
                            GridElement.refreshIndices();
                            log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                            log.info("[Gate] 自定义多仓止损已挂, 目标价:{}, 匹配gridId:{}, 触发价:{}, stopLossId:{}",
                                    longPrice, longElem.getId(), triggerPrice, profitId);
                        }
                );
            } else {
                log.warn("[Gate] 自定义多仓止损价:{} 未匹配到任何网格", longPrice);
            }

            log.info("[Gate] 止损止盈单已全部挂完, 空仓止损:2~{}, 多仓止损:-2~-{}", shortTime, longTime);

            state = StrategyState.ACTIVE;
        }

        if (shortPrice != null && shortPrice.compareTo(BigDecimal.ZERO) > 0) {
            GridElement shortElem = findNearestGridElementByPrice(shortPrice);
            if (shortElem != null) {
                BigDecimal triggerPrice = shortElem.getGridPrice();
                executor.placeTakeProfit(
                        triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_1,
                        ORDER_TYPE_CLOSE_SHORT,
                        baseQty,
                        profitId -> {
                            shortElem.addShortStopLossOrderId(profitId);
                            GridElement.refreshIndices();
                            log.info("[Gate] 自定义空仓止损已挂, 目标价:{}, 匹配gridId:{}, 触发价:{}, stopLossId:{}",
                                    shortPrice, shortElem.getId(), triggerPrice, profitId);
                        }
                );
            } else {
                log.warn("[Gate] 自定义空仓止损价:{} 未匹配到任何网格", shortPrice);
            }
        }
        log.info("[Gate] 自定义止损初始化完成, 多仓止损价:{}, 空仓止损价:{}", longPrice, shortPrice);
    }

    /**
     * 默认止损阶梯（原有逻辑）：空仓从 ID=2 向上、多仓从 ID=-2 向下，各挂 baseQuantity/quantity 格、每格 quantity 张。
     */
    private void placeDefaultStopLossLadders() {
        placeDefaultShortStopLossLadder();
        placeDefaultLongStopLossLadder();
        int shortTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
        int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
        log.info("[Gate] 止损止盈单已全部挂完, 空仓止损:2~{}, 多仓止损:-2~-{}", shortTime, longTime);
    }

    /**
     * 默认空仓止损阶梯：从 ID=2 向上挂，每格 quantity 张，NUMBER_1（价格 ≥ 触发价平空）。
     */
    private void placeDefaultShortStopLossLadder() {
        int shortTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
        for (int id = 2; id <= shortTime; id++) {
            GridElement elem = GridElement.findById(id);
            if (elem == null) {
                continue;
            }
            BigDecimal triggerPrice = elem.getGridPrice();
            String size = config.getQuantity();
            int finalId = id;
            executor.placeTakeProfit(
                    triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    ORDER_TYPE_CLOSE_SHORT,
                    size,
                    profitId -> {
                        elem.addShortStopLossOrderId(profitId);
                        GridElement.refreshIndices();
                        log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                    }
            );
        }
    }

    /**
     * 默认多仓止损阶梯：从 ID=-2 向下挂，每格 quantity 张，NUMBER_2（价格 ≤ 触发价平多）。
     */
    private void placeDefaultLongStopLossLadder() {
        int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
        for (int id = -2; id >= -longTime; id--) {
            GridElement elem = GridElement.findById(id);
            if (elem == null) {
                continue;
            }
            BigDecimal triggerPrice = elem.getGridPrice();
            String size = config.getQuantity();
            int finalId = id;
            executor.placeTakeProfit(
                    triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    ORDER_TYPE_CLOSE_LONG,
                    negate(size),
                    profitId -> {
                        elem.addLongStopLossOrderId(profitId);
                        GridElement.refreshIndices();
                        log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                    }
            );
        }
    }

    /**
     * 按「价格 → 最近网格」匹配：返回 gridPrice 与目标价绝对值差最小的网格元素。
     */
    private GridElement findNearestGridElementByPrice(BigDecimal price) {
        if (price == null || price.compareTo(BigDecimal.ZERO) <= 0) {
            return null;
        }
        GridElement nearest = null;
        BigDecimal minDiff = null;
        for (GridElement e : config.getGridElements()) {
            BigDecimal diff = e.getGridPrice().subtract(price).abs();
            if (minDiff == null || diff.compareTo(minDiff) < 0) {
                minDiff = diff;
                nearest = e;
            }
        }
        return nearest;
    }

    /**
     * 只取消空仓止损单（保留空仓止盈），用于自定义止损首次触发时重挂未触发侧。
     */
    private void cancelAllShortStopLossesOnly() {
        for (GridElement e : config.getGridElements()) {
            for (String slId : new ArrayList<>(e.getShortStopLossOrderIds())) {
                executor.cancelConditionalOrder(slId, oid -> {});
            }
            e.clearShortStopLossOrderIds();
        }
        GridElement.refreshIndices();
        log.info("[Gate] 已提交取消所有空仓止损（保留止盈）");
    }

    /**
     * 只取消多仓止损单（保留多仓止盈），用于自定义止损首次触发时重挂未触发侧。
     */
    private void cancelAllLongStopLossesOnly() {
        for (GridElement e : config.getGridElements()) {
            for (String slId : new ArrayList<>(e.getLongStopLossOrderIds())) {
                executor.cancelConditionalOrder(slId, oid -> {});
            }
            e.clearLongStopLossOrderIds();
        }
        GridElement.refreshIndices();
        log.info("[Gate] 已提交取消所有多仓止损（保留止盈）");
    }

    /**
@@ -1505,6 +1653,13 @@
            }
        }

        // 自定义止损模式：第一次止损触发时，取消未触发侧（空仓）自定义止损单并重挂默认阶梯
        if (config.isCustomStopLossEnabled() && customStopLossModeActive.compareAndSet(true, false)) {
            cancelAllShortStopLossesOnly();
            placeDefaultShortStopLossLadder();
            log.info("[Gate] 自定义止损首次触发(多仓), 已取消空仓自定义止损并重挂默认阶梯");
        }

    }

    private void handleShortStopLossTriggered(GridElement gridElement, String orderId) {
@@ -1555,6 +1710,13 @@
                    log.info("[Gate] 空仓止损触发, 取消gridId:{}的空单,{}", cancelGridId, cancelOrderId);
                });
            }
        }

        // 自定义止损模式：第一次止损触发时，取消未触发侧（多仓）自定义止损单并重挂默认阶梯
        if (config.isCustomStopLossEnabled() && customStopLossModeActive.compareAndSet(true, false)) {
            cancelAllLongStopLossesOnly();
            placeDefaultLongStopLossLadder();
            log.info("[Gate] 自定义止损首次触发(空仓), 已取消多仓自定义止损并重挂默认阶梯");
        }
    }

@@ -2189,6 +2351,97 @@
    }

    /**
     * 分散止盈：把超出基础仓位的部分，从入场网格下一格开始逐格挂止盈单，一直挂到对手盘止损位。
     *
     * <p>数量分配：excessQty ÷ 网格数向下取整，余数全部挂在最后一个止盈网格（对手盘止损位）。
     *
     * <p>方向：多仓成交向价格更高方向（id 递增）铺到空仓第一止损位；
     * 空仓成交向价格更低方向（id 递减）铺到多仓第一止损位。
     *
     * @param posSize      当前总持仓张数
     * @param isLong       true=多仓成交，false=空仓成交
     * @param entryGridId  入场网格 ID
     */
    private void placeDispersedTakeProfit(int posSize, boolean isLong, int entryGridId) {
        int baseQty = Integer.parseInt(config.getBaseQuantity());
        int excessQty = posSize - baseQty;
        if (excessQty <= 0) {
            return;
        }

        GridElement endElem = isLong ? findFirstShortStopLossGrid() : findFirstLongStopLossGrid();
        if (endElem == null) {
            log.warn("[Gate] {}分散止盈失败：未找到对手盘止损位", isLong ? "多仓" : "空仓");
            return;
        }
        int endId = endElem.getId();
        int dir = isLong ? 1 : -1;
        int startId = entryGridId + dir;

        // 终点必须在起点前进方向上，否则退化为集中止盈（全部挂对手盘止损位）
        boolean valid = isLong ? (endId >= startId) : (endId <= startId);
        if (!valid) {
            placeExcessTakeProfit(posSize, isLong);
            return;
        }

        // 收集区间内全部网格（含两端）
        List<GridElement> gridList = new ArrayList<>();
        int id = startId;
        while (true) {
            GridElement e = GridElement.findById(id);
            if (e == null) {
                break;
            }
            gridList.add(e);
            if (id == endId) {
                break;
            }
            id += dir;
            if (gridList.size() > config.getGridQueueSize() * 2 + 4) {
                break;
            }
        }
        if (gridList.isEmpty() || gridList.get(gridList.size() - 1).getId() != endId) {
            // 未能铺满到终点（网格缺失），退化为集中止盈
            placeExcessTakeProfit(posSize, isLong);
            return;
        }

        int n = gridList.size();
        int perGrid = excessQty / n;
        int remainder = excessQty % n;

        for (int i = 0; i < n; i++) {
            int qty = perGrid;
            if (i == n - 1) {
                qty += remainder;
            }
            if (qty <= 0) {
                continue;
            }
            final GridElement elem = gridList.get(i);
            final int gid = elem.getId();
            final BigDecimal triggerPrice = elem.getGridPrice();
            final String size = isLong ? negate(String.valueOf(qty)) : String.valueOf(qty);
            final String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
            final FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
                    : FuturesPriceTrigger.RuleEnum.NUMBER_2;
            executor.placeTakeProfit(triggerPrice, rule, orderType, size,
                    profitId -> {
                        if (isLong) {
                            longTakeProfitTraderIdParam(elem, profitId, true);
                        } else {
                            shortTakeProfitTraderIdParam(elem, profitId, true);
                        }
                        log.info("[Gate] 分散止盈 {} gridId:{}, 触发价:{}, 数量:{}, tpId:{}",
                                isLong ? "多仓" : "空仓", gid, triggerPrice, size, profitId);
                    }
            );
        }
    }

    /**
     * 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) {