exchange.git - Gitblit

			@@ -457,7 +457,7 @@
			tryGenerateQueues();
			}else {
			shortPositionSize = size.abs();
			//取消多仓位线以上的开空仓挂单
			//取消空仓仓位线以下的开多仓挂单
			List<GridElement> allLongOrders = GridElement.findAllLongOrders(shortEntryPrice);
			if (CollUtil.isNotEmpty(allLongOrders)){
			for (GridElement e : allLongOrders) {
			@@ -1018,30 +1018,6 @@
			log.info("[Gate] 网格元素列表已构建, 共{}个元素 (空仓:{} 位置:0 多仓:{})", elements.size(), shortSize, longSize);
			}

			/**
			* 空仓网格处理（当前价跌破空仓队列元素）。
			*
			* <h3>匹配规则</h3>
			* 遍历空仓队列（降序排列，大→小），收集所有大于当前价的元素为 matched。
			* 降序排列保证一旦遇到 price ≤ currentPrice 即可停止遍历。
			*
			* <h3>执行流程</h3>
			* <ol>
			* <li>匹配队列元素 → 为空则直接返回，不触发</li>
			* <li>空仓队列：移除 matched 元素，从尾部递减 step 补充等量新元素，重新降序排序</li>
			* <li>多仓队列：<b>不再更新</b>（队列转移逻辑已移除）</li>
			* <li>保证金检查 → 不安全则跳过挂单（队列照常更新），安全则继续</li>
			* <li>挂新空仓条件单（触发价 = newShortFirst，rule=NUMBER_2，止盈 = newShortFirst − step，
			* orderId → 止盈价存入 currentShortOrderIds）</li>
			* <li>多仓条件单守卫：newLongFirst = newShortFirst + step × 2，
			* 若 newLongFirst < longEntryPrice → 挂多仓条件单（止盈 = newLongFirst + step，
			* orderId → 止盈价存入 currentLongOrderIds）</li>
			* </ol>
			* 条件单成交后由 {@link #onOrderUpdate} 匹配止盈价并挂止盈条件单。
			* 反向条件单不再在此处理，改为在 {@link #onPositionUpdate} 仓位净减少时触发。
			*
			* @param currentPrice 当前 K 线收盘价（最新成交价）
			*/
			private void processShortGrid(BigDecimal currentPrice) {
			int prec = config.getPriceScale();
			List<BigDecimal> matched = new ArrayList<>();
			@@ -1120,37 +1096,15 @@
			null
			);
			}
			}



			int i = UpGridElement.getId() + 2;
			GridElement downGridElement = GridElement.findById(i);
			if (downGridElement != null){

			TraderParam downLongTraderParam = downGridElement.getLongTraderParam();
			if (!downGridElement.isHasLongOrder()){
			executor.placeConditionalEntryOrder(
			downLongTraderParam.getEntryPrice(),
			FuturesPriceTrigger.RuleEnum.NUMBER_1,
			downLongTraderParam.getQuantity(),
			orderId ->
			{
			longEntryTraderIdParam(
			downGridElement,
			orderId,
			true
			);
			},
			null
			);
			}
			BigDecimal downGridPrice = downGridElement.getGridPrice();

			TraderParam downShortTraderParam = downGridElement.getShortTraderParam();
			BigDecimal downGridPrice = downGridElement.getGridPrice();
			if (
			!downGridElement.isHasShortOrder() &&
			downGridPrice.compareTo(currentPrice) < 0 &&
			downGridPrice.compareTo(longEntryPrice) <= 0 &&
			downGridPrice.compareTo(shortEntryPrice) >= 0
			){
			@@ -1170,36 +1124,32 @@
			);

			}

			TraderParam downLongTraderParam = downGridElement.getLongTraderParam();
			if (
			!downGridElement.isHasLongOrder() &&
			downGridPrice.compareTo(longEntryPrice) <= 0
			){
			executor.placeConditionalEntryOrder(
			downLongTraderParam.getEntryPrice(),
			FuturesPriceTrigger.RuleEnum.NUMBER_1,
			downLongTraderParam.getQuantity(),
			orderId ->
			{
			longEntryTraderIdParam(
			downGridElement,
			orderId,
			true
			);
			},
			null
			);
			}
			}
			}
			}
			}

			}

			}

			/**
			* 多仓网格处理（当前价涨破多仓队列元素）。
			*
			* <h3>匹配规则</h3>
			* 遍历多仓队列（升序排列，小→大），收集所有小于当前价的元素为 matched。
			* 升序排列保证一旦遇到 price ≥ currentPrice 即可停止遍历。
			*
			* <h3>执行流程</h3>
			* <ol>
			* <li>匹配队列元素 → 为空则直接返回，不触发</li>
			* <li>多仓队列：移除 matched 元素，从尾部递增 step 补充等量新元素，重新升序排序</li>
			* <li>空仓队列：<b>不再更新</b>（队列转移逻辑已移除）</li>
			* <li>保证金检查 → 不安全则跳过挂单（队列照常更新），安全则继续</li>
			* <li>挂新多仓条件单（触发价 = newLongFirst，rule=NUMBER_1，止盈 = newLongFirst + step，
			* orderId → 止盈价存入 currentLongOrderIds）</li>
			* <li>空仓条件单守卫：newShortFirst = newLongFirst − step × 2，
			* 若 newShortFirst > shortEntryPrice → 挂空仓条件单（止盈 = newShortFirst − step，
			* orderId → 止盈价存入 currentShortOrderIds）</li>
			* </ol>
			* 条件单成交后由 {@link #onOrderUpdate} 匹配止盈价并挂止盈条件单。
			* 反向条件单不再在此处理，改为在 {@link #onPositionUpdate} 仓位净减少时触发。
			*
			* @param currentPrice 当前 K 线收盘价（最新成交价）
			*/
			private void processLongGrid(BigDecimal currentPrice) {
			int prec = config.getPriceScale();
			List<BigDecimal> matched = new ArrayList<>();
			@@ -1282,39 +1232,18 @@
			null
			);
			}
			}



			int i = UpGridElement.getId() - 2;
			GridElement downGridElement = GridElement.findById(i);
			if (downGridElement != null){

			TraderParam shortTraderParam = downGridElement.getShortTraderParam();
			if (!downGridElement.isHasShortOrder()){
			executor.placeConditionalEntryOrder(
			shortTraderParam.getEntryPrice(),
			FuturesPriceTrigger.RuleEnum.NUMBER_2,
			negate(config.getQuantity()),
			orderId ->
			{
			shortEntryTraderIdParam(
			downGridElement,
			orderId,
			true
			);
			},
			null
			);
			}
			BigDecimal downGridPrice = downGridElement.getGridPrice();

			TraderParam downLongTraderParam = downGridElement.getLongTraderParam();
			BigDecimal downGridPrice = downGridElement.getGridPrice();
			if (
			!downGridElement.isHasLongOrder() &&
			downGridPrice.compareTo(currentPrice) > 0 &&
			downGridPrice.compareTo(longEntryPrice) <= 0 &&
			downGridPrice.compareTo(shortEntryPrice) >= 0
			downGridPrice.compareTo(shortEntryPrice) >= 0 &&
			downGridPrice.compareTo(longEntryPrice) <= 0
			){
			executor.placeConditionalEntryOrder(
			downLongTraderParam.getEntryPrice(),
			@@ -1332,10 +1261,31 @@
			);

			}
			}

			}
			TraderParam shortTraderParam = downGridElement.getShortTraderParam();
			if (
			!downGridElement.isHasShortOrder() &&
			downGridPrice.compareTo(shortEntryPrice) >= 0
			){

			executor.placeConditionalEntryOrder(
			shortTraderParam.getEntryPrice(),
			FuturesPriceTrigger.RuleEnum.NUMBER_2,
			negate(config.getQuantity()),
			orderId ->
			{
			shortEntryTraderIdParam(
			downGridElement,
			orderId,
			true
			);
			},
			null
			);
			}
			}
			}
			}
			}

			// ---- 保证金安全阀 ----