| | |
| | | * 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> |
| | |
| | | * |
| | | * <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 |
| | |
| | | } |
| | | |
| | | /** |
| | | * 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, 价格:{}, 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, 价格:{}, id:{}", result.getFillPrice(), result.getId()); |
| | | 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(); |
| | | } |
| | | } |
| | | }); |
| | | } |