| | |
| | | triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, |
| | | ORDER_TYPE_CLOSE_SHORT, |
| | | "1", |
| | | config.getQuantity(), |
| | | profitId -> { |
| | | elem.setShortStopLossOrderId(profitId); |
| | | GridElement.refreshIndices(); |
| | |
| | | triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_2, |
| | | ORDER_TYPE_CLOSE_LONG, |
| | | "-1", |
| | | negate(config.getQuantity()), |
| | | profitId -> { |
| | | elem.setLongStopLossOrderId(profitId); |
| | | GridElement.refreshIndices(); |
| | |
| | | BigDecimal priceDiff = longEntryPrice.subtract(triggerPrice).abs(); |
| | | int entryQty = priceDiff.divide(config.getStep(), 0, RoundingMode.DOWN).intValue(); |
| | | entryQty = Math.max(1, entryQty); |
| | | String size = String.valueOf(entryQty); |
| | | String size = new BigDecimal(String.valueOf(entryQty)).multiply(new BigDecimal(config.getQuantity())).toString(); |
| | | log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}张多单, 均价:{}, 价差:{}, 步长:{}", |
| | | gridId, newEntryGridId, entryQty, longEntryPrice, priceDiff, config.getStep()); |
| | | newEntryGrid.getLongTraderParam().setQuantity(size); |
| | |
| | | BigDecimal priceDiff = shortEntryPrice.subtract(triggerPrice).abs(); |
| | | int entryQty = priceDiff.divide(config.getStep(), 0, RoundingMode.DOWN).intValue(); |
| | | entryQty = Math.max(1, entryQty); |
| | | String size = String.valueOf(entryQty); |
| | | String size = new BigDecimal(String.valueOf(entryQty)).multiply(new BigDecimal(config.getQuantity())).toString(); |
| | | log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}张空单, 均价:{}, 价差:{}, 步长:{}", |
| | | gridId, newEntryGridId, entryQty, shortEntryPrice, priceDiff, config.getStep()); |
| | | newEntryGrid.getShortTraderParam().setQuantity(size); |
| | |
| | | triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_2, |
| | | ORDER_TYPE_CLOSE_LONG, |
| | | "-1", |
| | | negate(config.getQuantity()), |
| | | profitId -> { |
| | | elem.setLongStopLossOrderId(profitId); |
| | | GridElement.refreshIndices(); |
| | |
| | | triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, |
| | | ORDER_TYPE_CLOSE_SHORT, |
| | | "1", |
| | | config.getQuantity(), |
| | | profitId -> { |
| | | elem.setShortStopLossOrderId(profitId); |
| | | GridElement.refreshIndices(); |