feat(gateApi): 添加止盈挂单功能并优化盈亏计算

Administrator

2026-07-30 e48b756d642d34ec5f4bbf280eaed2577fe0130b

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

@@ -435,12 +435,28 @@
            BigDecimal target = initialPrincipal.add(config.getExpectedProfit());

            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            BigDecimal totalEquity = new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl()));
            // 预估平仓手续费 = 持仓量 × 合约乘数 × 入场价 × taker费率
            BigDecimal multiplier = config.getContractMultiplier();
            BigDecimal longCloseFee = BigDecimal.ZERO;
            if (longPositionSize.compareTo(BigDecimal.ZERO) > 0 && longEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
                longCloseFee = longPositionSize.multiply(multiplier).multiply(longEntryPrice).multiply(TAKER_FEE_RATE);
            }
            BigDecimal shortCloseFee = BigDecimal.ZERO;
            if (shortPositionSize.compareTo(BigDecimal.ZERO) > 0 && shortEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
                shortCloseFee = shortPositionSize.multiply(multiplier).multiply(shortEntryPrice).multiply(TAKER_FEE_RATE);
            }
            BigDecimal estimatedCloseFee = longCloseFee.add(shortCloseFee);

            BigDecimal totalEquity = new BigDecimal(account.getTotal())
                    .add(new BigDecimal(account.getUnrealisedPnl()))
                    .subtract(estimatedCloseFee);

            if (totalEquity.compareTo(target) > 0) {
                currentRound++;
                int maxRounds = config.getRounds();
                log.info("[Gate] 盈亏达标(净权益{}>目标{})，第{}轮完成", totalEquity, target, currentRound);
                log.info("[Gate] 盈亏达标(净权益{}→含手续费-{}=实际{}>目标{})，第{}轮完成",
                        new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl())),
                        estimatedCloseFee, totalEquity, target, currentRound);

                if (maxRounds > 0 && currentRound >= maxRounds) {
                    log.info("[Gate] 已达到运行轮数上限({})，策略停止", maxRounds);
@@ -656,6 +672,8 @@
                // 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 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
                placeExcessTakeProfit(posSize, false);
                log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

            }
@@ -684,6 +702,8 @@
                // 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 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
                placeExcessTakeProfit(posSize, true);
                log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

            }
@@ -1133,6 +1153,21 @@
                    if (newEntryGrid != null) {

                        String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));

                        // 向下检查是否已有多单挂在更低价格网格，有则跳过（防止价格回升后重复挂单）
                        boolean hasLongOrderBelow = false;
                        GridElement checkDownCursor = GridElement.findById(newEntryGrid.getDownId());
                        while (checkDownCursor != null) {
                            if (checkDownCursor.isHasLongOrder()) {
                                hasLongOrderBelow = true;
                                log.info("[Gate] 多仓仓位归零 gridId:{}, 下方gridId:{}已有多单, 跳过本次挂单",
                                        newEntryGrid.getId(), checkDownCursor.getId());
                                break;
                            }
                            Integer nextDownId = checkDownCursor.getDownId();
                            checkDownCursor = nextDownId != null ? GridElement.findById(nextDownId) : null;
                        }

                        // 向上遍历取消所有遗留多单（跳过基础入场网格0）
                        GridElement cancelCursor = GridElement.findById(newEntryGrid.getUpId());
                        while (cancelCursor != null) {
@@ -1149,7 +1184,7 @@
                            cancelCursor = nextUpId != null ? GridElement.findById(nextUpId) : null;
                        }
//                        log.info("[Gate-2] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
                        if (!newEntryGrid.isHasLongOrder()) {
                        if (!newEntryGrid.isHasLongOrder() && !hasLongOrderBelow) {
                            BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                            String size = quantity;
                            log.info("[Gate] 多仓仓位归零 gridId:{}, 挂{}基础张多单",
@@ -1189,6 +1224,21 @@

//                        String quantity = String.valueOf((accumulatedShortLossCount + 1) * Integer.parseInt(config.getQuantity()));
                        String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));

                        // 向上检查是否已有空单挂在更高价格网格，有则跳过（防止价格回落后重复挂单）
                        boolean hasShortOrderAbove = false;
                        GridElement checkUpCursor = GridElement.findById(newEntryGrid.getUpId());
                        while (checkUpCursor != null) {
                            if (checkUpCursor.isHasShortOrder()) {
                                hasShortOrderAbove = true;
                                log.info("[Gate] 空仓仓位归零 gridId:{}, 上方gridId:{}已有空单, 跳过本次挂单",
                                        newEntryGrid.getId(), checkUpCursor.getId());
                                break;
                            }
                            Integer nextUpId = checkUpCursor.getUpId();
                            checkUpCursor = nextUpId != null ? GridElement.findById(nextUpId) : null;
                        }

                        // 向下遍历取消所有遗留空单（跳过基础入场网格0）
                        GridElement cancelCursor = GridElement.findById(newEntryGrid.getDownId());
                        while (cancelCursor != null) {
@@ -1205,7 +1255,7 @@
                            cancelCursor = nextDownId != null ? GridElement.findById(nextDownId) : null;
                        }
//                        log.info("[Gate-4] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
                        if (!newEntryGrid.isHasShortOrder()){
                        if (!newEntryGrid.isHasShortOrder() && !hasShortOrderAbove){
                            BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                            String size = quantity;
                            log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
@@ -1638,6 +1688,98 @@
    }

    /**
     * 挂单成交后，将超出基础仓位的部分挂止盈单，挂在对向仓位的第一止损位上。
     *
     * <p>遍历所有 GridElement，找到对向仓位第一个有止损单的网格作为止盈挂单位置。
     *
     * <p>例：空仓成交后持仓 8 张，基础 4 张 → 超出 4 张，
     * 找到多仓第一止损位（如 gridId=-2）→ 在该位置挂空仓止盈单。
     *
     * @param posSize  当前总持仓张数
     * @param isLong   true=多仓成交，false=空仓成交
     */
    private void placeExcessTakeProfit(int posSize, boolean isLong) {
        int baseQty = Integer.parseInt(config.getBaseQuantity());
        int excessQty = posSize - baseQty;
        if (excessQty <= 0) {
            return;
        }

        // 遍历找到对向仓位第一个有止损单的网格
        GridElement tpElem = isLong ? findFirstShortStopLossGrid() : findFirstLongStopLossGrid();
        if (tpElem == null) {
            log.warn("[Gate] {}止盈挂单失败：未找到对向仓止损位", isLong ? "多仓" : "空仓");
            return;
        }
        int tpGridId = tpElem.getId();

        BigDecimal triggerPrice = tpElem.getGridPrice();
        String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
        // 多仓止盈：价格≥触发价时平仓(NUMBER_1)；空仓止盈：价格≤触发价时平仓(NUMBER_2)
        FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
                : FuturesPriceTrigger.RuleEnum.NUMBER_2;
        String size = isLong ? negate(String.valueOf(excessQty)) : String.valueOf(excessQty);

//        if (isLong && tpElem.getLongTakeProfitOrderId() != null) {
//            executor.cancelConditionalOrder(tpElem.getLongTakeProfitOrderId(), oid -> {
//                longTakeProfitTraderIdParam(tpElem, null, false);
//                log.info("[Gate] 取消旧止盈, gridId:{}, orderId:{}", tpGridId, oid);
//            });
//        } else if (!isLong && tpElem.getShortTakeProfitOrderId() != null) {
//            executor.cancelConditionalOrder(tpElem.getShortTakeProfitOrderId(), oid -> {
//                shortTakeProfitTraderIdParam(tpElem, null, false);
//                log.info("[Gate] 取消旧止盈, gridId:{}, orderId:{}", tpGridId, oid);
//            });
//        }

        String finalSize = size;
        int finalTpGridId = tpGridId;
        executor.placeTakeProfit(triggerPrice, rule, orderType, size,
                profitId -> {
                    if (isLong) {
                        longTakeProfitTraderIdParam(tpElem, profitId, true);
                    } else {
                        shortTakeProfitTraderIdParam(tpElem, profitId, true);
                    }
                    log.info("[Gate] {}止盈挂单, gridId:{}, 触发价:{}, 数量:{}, takeProfitId:{}",
                            isLong ? "多仓" : "空仓", finalTpGridId, triggerPrice, finalSize, profitId);
                }
        );
    }

    /**
     * 找到有长仓止损单且离 0 最近的网格（第一个多仓止损位）。
     */
    private GridElement findFirstLongStopLossGrid() {
        GridElement first = null;
        for (GridElement e : config.getGridElements()) {
            if (!e.getLongStopLossOrderIds().isEmpty()) {
                // 多仓止损在负数区，取 id 最大（最靠近 0）的
                if (first == null || e.getId() > first.getId()) {
                    first = e;
                }
            }
        }
        return first;
    }

    /**
     * 找到有空仓止损单且离 0 最近的网格（第一个空仓止损位）。
     */
    private GridElement findFirstShortStopLossGrid() {
        GridElement first = null;
        for (GridElement e : config.getGridElements()) {
            if (!e.getShortStopLossOrderIds().isEmpty()) {
                // 空仓止损在正数区，取 id 最小（最靠近 0）的
                if (first == null || e.getId() < first.getId()) {
                    first = e;
                }
            }
        }
        return first;
    }

    /**
     * 延展完成后重挂止损（处理被跳过的入场单成交）。
     * 取消已有止损单并用最新仓位重新挂单，确保止损覆盖最新持仓数。
     */