| | |
| | | private volatile int accumulatedLongLossCount = 0; |
| | | /** 空头累计止损张数(加仓订单成交后归零) */ |
| | | private volatile int accumulatedShortLossCount = 0; |
| | | /** 是否首次挂单成交(初始化后重置为 true,首次成交后置 false) */ |
| | | private volatile boolean firstFillAfterInit = true; |
| | | |
| | | private volatile BigDecimal lastKlinePrice; |
| | | private volatile BigDecimal markPrice = BigDecimal.ZERO; |
| | |
| | | shortActive = false; |
| | | accumulatedLongLossCount = 0; |
| | | accumulatedShortLossCount = 0; |
| | | firstFillAfterInit = true; |
| | | shortPriceQueue.clear(); |
| | | longPriceQueue.clear(); |
| | | totalShortPriceQueue.clear(); |
| | |
| | | if (shortGridElement.isHasShortOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){ |
| | | int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity()); |
| | | shortEntryTraderIdParam(shortGridElement, null, false); |
| | | // 首次挂单成交,取消初始化阶段挂的所有止盈单 |
| | | if (firstFillAfterInit) { |
| | | cancelAllInitialTakeProfits(); |
| | | firstFillAfterInit = false; |
| | | } |
| | | // [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 filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity()); |
| | | longEntryTraderIdParam(longGridElement, null, false); |
| | | // 首次挂单成交,取消初始化阶段挂的所有止盈单 |
| | | if (firstFillAfterInit) { |
| | | cancelAllInitialTakeProfits(); |
| | | firstFillAfterInit = false; |
| | | } |
| | | // [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 tpGridIdLong = 3; |
| | | GridElement tpElemLong = GridElement.findById(tpGridIdLong); |
| | | BigDecimal triggerPriceLong = tpElemLong.getGridPrice(); |
| | | String sizeLong = config.getQuantity(); |
| | | String sizeLong = config.getBaseQuantity(); |
| | | executor.placeTakeProfit( |
| | | triggerPriceLong, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, |
| | |
| | | int tpGridIdShort = -3; |
| | | GridElement tpElemShort = GridElement.findById(tpGridIdShort); |
| | | BigDecimal triggerPriceShort = tpElemShort.getGridPrice(); |
| | | String sizeShort = config.getQuantity(); |
| | | String sizeShort = config.getBaseQuantity(); |
| | | executor.placeTakeProfit( |
| | | triggerPriceShort, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_2, |
| | |
| | | log.info("[Gate] 已提交取消所有空仓止盈+止损"); |
| | | } |
| | | |
| | | /** |
| | | * 首次挂单成交时,取消初始化阶段挂的所有止盈单(多+空),止损单保留不动。 |
| | | */ |
| | | private void cancelAllInitialTakeProfits() { |
| | | |
| | | |
| | | GridElement tpElemLong = GridElement.findById(3); |
| | | String longTpId = tpElemLong.getLongTakeProfitOrderId(); |
| | | if (longTpId != null) { |
| | | longTakeProfitTraderIdParam(tpElemLong, null, false); |
| | | executor.cancelConditionalOrder(longTpId, oid -> {}); |
| | | } |
| | | |
| | | GridElement tpElemShort = GridElement.findById(-3); |
| | | String shortTpId = tpElemShort.getShortTakeProfitOrderId(); |
| | | if (shortTpId != null) { |
| | | shortTakeProfitTraderIdParam(tpElemShort, null, false); |
| | | executor.cancelConditionalOrder(shortTpId, oid -> {}); |
| | | } |
| | | GridElement.refreshIndices(); |
| | | log.info("[Gate] 首次成交,取消所有初始化止盈单"); |
| | | } |
| | | |
| | | // ========== 止损追单 ========== |
| | | |
| | | private void extendLongStopLoss(int filledQty,int gridId) { |