| | |
| | | contract, orderId, price, size, role, fee); |
| | | } |
| | | |
| | | /** |
| | | * 自动订单(条件单)状态变更回调。 |
| | | * 由 {@link com.xcong.excoin.modules.gateApi.wsHandler.handler.AutoOrdersChannelHandler} |
| | | * 在收到 {@code futures.autoorders} 推送时调用。 |
| | | * |
| | | * @param orderId 条件单 ID |
| | | * @param status 订单状态(open / finished / cancelled) |
| | | * @param reason 变更原因 |
| | | * @param orderType 订单类型(plan-close-long-position 等) |
| | | */ |
| | | public void onAutoOrder(String orderId, String status, String reason, String orderType) { |
| | | if (state == StrategyState.STOPPED) { |
| | | return; |
| | | } |
| | | log.info("[Gate] 条件单状态变更, id:{}, status:{}, reason:{}, order_type:{}", |
| | | orderId, status, reason, orderType); |
| | | if (!"finished".equals(status)) { |
| | | return; |
| | | } |
| | | |
| | | /** |
| | | * 匹配止盈单止盈 |
| | | */ |
| | | GridElement byLongTakeProfitOrderId = GridElement.findByLongTakeProfitOrderId(orderId); |
| | | if (byLongTakeProfitOrderId != null){ |
| | | longTakeProfitTraderIdParam( |
| | | byLongTakeProfitOrderId, |
| | | null, |
| | | false |
| | | ); |
| | | longEntryTraderIdParam( |
| | | byLongTakeProfitOrderId, |
| | | null, |
| | | false |
| | | ); |
| | | } |
| | | GridElement byShortTakeProfitOrderId = GridElement.findByShortTakeProfitOrderId(orderId); |
| | | if (byShortTakeProfitOrderId != null){ |
| | | shortTakeProfitTraderIdParam( |
| | | byShortTakeProfitOrderId, |
| | | null, |
| | | false |
| | | ); |
| | | shortEntryTraderIdParam( |
| | | byShortTakeProfitOrderId, |
| | | null, |
| | | false |
| | | ); |
| | | } |
| | | |
| | | /** |
| | | * 匹配挂单 |
| | | */ |
| | | GridElement longGridElement = GridElement.findByLongOrderId(orderId); |
| | | if (longGridElement != null) { |
| | | if (longGridElement.isHasLongOrder()){ |
| | | if (longGridElement.getLongTakeProfitOrderId() == null){ |
| | | BigDecimal longTp = longGridElement.getLongTraderParam().getTakeProfitPrice(); |
| | | if (longTp != null) { |
| | | executor.placeTakeProfit(longTp, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, |
| | | ORDER_TYPE_CLOSE_LONG, |
| | | negate(config.getQuantity()), |
| | | (profitId) -> { |
| | | longTakeProfitTraderIdParam( |
| | | longGridElement, |
| | | profitId, |
| | | true |
| | | ); |
| | | }); |
| | | log.info("[Gate] 多单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, longTp, negate(config.getQuantity())); |
| | | return; |
| | | } |
| | | } |
| | | } |
| | | } |
| | | GridElement shortGridElement = GridElement.findByShortOrderId(orderId); |
| | | if (shortGridElement != null) { |
| | | if (shortGridElement.isHasShortOrder()){ |
| | | if (shortGridElement.getShortTakeProfitOrderId() == null){ |
| | | BigDecimal shortTp = shortGridElement.getShortTraderParam().getTakeProfitPrice(); |
| | | if (shortTp != null) { |
| | | executor.placeTakeProfit(shortTp, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_2, |
| | | ORDER_TYPE_CLOSE_SHORT, |
| | | config.getQuantity(), |
| | | (profitId) -> { |
| | | shortTakeProfitTraderIdParam( |
| | | shortGridElement, |
| | | profitId, |
| | | true |
| | | ); |
| | | }); |
| | | log.info("[Gate] 空单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, shortTp, config.getQuantity()); |
| | | } |
| | | } |
| | | } |
| | | } |
| | | } |
| | | |
| | | // ---- 网格队列处理 ---- |
| | | |
| | | /** |