refactor(gateApi): 重构网格交易策略为队列驱动模式

Administrator

4 days ago e692f08fddcfb73b8a830957a14309917deccf24

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

@@ -24,8 +24,11 @@
 * 下单 REST API 调用可能耗时数百毫秒，若同步执行会阻塞 WS 回调线程，导致心跳超时误判。
 * 本类将所有 REST 调用提交到独立线程池异步执行。
 *
 * <h3>回调设计</h3>
 * 每个下单方法接受 onSuccess/onFailure 两个 Runnable。
 * 基底开仓时 onSuccess 用于标记基底已开，网格触发时通常为 null（成交状态由仓位推送驱动）。
 *
 * <h3>线程模型</h3>
 * 单线程 ThreadPoolExecutor + 有界队列 64 + CallerRunsPolicy：
 * <ul>
 *   <li><b>单线程</b>：保证下单顺序（开多→开空→止盈单），避免并发竞争</li>
 *   <li><b>有界队列 64</b>：防止堆积。极端行情下最多累积 64 个任务</li>
@@ -35,9 +38,9 @@
 *
 * <h3>调用链</h3>
 * <pre>
 *   GateGridTradeService.onKline → executor.openLong/openShort → REST API
 *   GateGridTradeService.onPositionUpdate → executor.openLong/openShort → REST API
 *   (每一次开仓后) → executor.placeTakeProfit → REST API
 *   GateGridTradeService.onKline → executor.openLong/openShort (基底双开 + 网格触发)
 *   GateGridTradeService.onPositionUpdate → executor.placeTakeProfit (开仓成交后设止盈)
 *   GateGridTradeService.stopGrid → executor.cancelAllPriceTriggeredOrders
 * </pre>
 *
 * @author Administrator
@@ -84,51 +87,38 @@
    }

    /**
     * 异步市价开多。
     * <p>创建 IOC 市价单（price=0），数量为正数。成功后调用 onSuccess 回调。
     *
     * @param quantity  数量（正数，如 "10"）
     * @param onSuccess 成功后回调，在交易线程中执行
     * 异步市价开多。quantity 为正数（如 "10"）。
     */
    public void openLong(String quantity, Runnable onSuccess) {
        executor.execute(() -> {
            try {
                FuturesOrder order = new FuturesOrder();
                order.setContract(contract);
                order.setSize(quantity);
                order.setPrice("0");
                order.setTif(FuturesOrder.TifEnum.IOC);
                order.setText("t-grid-long");
                FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
                log.info("[TradeExec] 开多成功, price:{}, id:{}", result.getFillPrice(), result.getId());
                if (onSuccess != null) onSuccess.run();
            } catch (Exception e) {
                log.error("[TradeExec] 开多失败", e);
            }
        });
    public void openLong(String quantity, Runnable onSuccess, Runnable onFailure) {
        openPosition(quantity, "t-grid-long", "开多", onSuccess, onFailure);
    }

    /**
     * 异步市价开空。
     * <p>创建 IOC 市价单（price=0），size 需为负数。
     *
     * @param negQuantity 负数数量（如 "-10"）
     * @param onSuccess   成功后回调
     * 异步市价开空。quantity 为负数（如 "-10"）。
     */
    public void openShort(String negQuantity, Runnable onSuccess) {
    public void openShort(String quantity, Runnable onSuccess, Runnable onFailure) {
        openPosition(quantity, "t-grid-short", "开空", onSuccess, onFailure);
    }

    private void openPosition(String size, String text, String label, Runnable onSuccess, Runnable onFailure) {
        executor.execute(() -> {
            try {
                FuturesOrder order = new FuturesOrder();
                order.setContract(contract);
                order.setSize(negQuantity);
                order.setSize(size);
                order.setPrice("0");
                order.setTif(FuturesOrder.TifEnum.IOC);
                order.setText("t-grid-short");
                order.setText(text);
                FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
                log.info("[TradeExec] 开空成功, price:{}, id:{}", result.getFillPrice(), result.getId());
                if (onSuccess != null) onSuccess.run();
                log.info("[TradeExec] {}成功, 价格:{}, id:{}", label, result.getFillPrice(), result.getId());
                if (onSuccess != null) {
                    onSuccess.run();
                }
            } catch (Exception e) {
                log.error("[TradeExec] 开空失败", e);
                log.error("[TradeExec] {}失败", label, e);
                if (onFailure != null) {
                    onFailure.run();
                }
            }
        });
    }
@@ -151,23 +141,23 @@
            FuturesPriceTriggeredOrder order = buildTriggeredOrder(triggerPrice, rule, orderType, autoSize);
            try {
                TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
                log.info("[TradeExec] 止盈单已创建, tp:{}, orderType:{}, id:{}",
                log.info("[TradeExec] 止盈单已创建, 触发价:{}, 类型:{}, id:{}",
                        triggerPrice, orderType, response.getId());
            } catch (GateApiException e) {
                if ("AUTO_USER_EXIST_POSITION_ORDER".equals(e.getErrorLabel())) {
                    log.warn("[TradeExec] 止盈单已存在，清除后重试");
                    log.warn("[TradeExec] 止盈单已存在，清除旧单后重试");
                    try {
                        futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract);
                        TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
                        log.info("[TradeExec] 止盈单重试成功, tp:{}, id:{}", triggerPrice, response.getId());
                        log.info("[TradeExec] 止盈单重试成功, 触发价:{}, id:{}", triggerPrice, response.getId());
                    } catch (Exception retryEx) {
                        log.error("[TradeExec] 止盈单重试失败", retryEx);
                    }
                } else {
                    log.error("[TradeExec] 止盈单创建失败, tp:{}", triggerPrice, e);
                    log.error("[TradeExec] 止盈单创建失败, 触发价:{}", triggerPrice, e);
                }
            } catch (Exception e) {
                log.error("[TradeExec] 止盈单创建失败, tp:{}", triggerPrice, e);
                log.error("[TradeExec] 止盈单创建失败, 触发价:{}", triggerPrice, e);
            }
        });
    }
@@ -179,9 +169,9 @@
        executor.execute(() -> {
            try {
                futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract);
                log.info("[TradeExec] 已清除所有止盈止损单");
                log.info("[TradeExec] 已清除所有止盈止损条件单");
            } catch (Exception e) {
                log.error("[TradeExec] 清除止盈止损单失败", e);
                log.error("[TradeExec] 清除止盈止损条件单失败", e);
            }
        });
    }