| | |
| | | import com.alibaba.fastjson.JSONObject; |
| | | import com.xcong.excoin.modules.gateApi.GateGridTradeService; |
| | | import com.xcong.excoin.modules.gateApi.wsHandler.AbstractPrivateChannelHandler; |
| | | import io.gate.gateapi.models.Position; |
| | | import lombok.extern.slf4j.Slf4j; |
| | | |
| | | import java.math.BigDecimal; |
| | | |
| | | /** |
| | | * 仓位频道处理器。 |
| | | * 私有频道,需认证。解析仓位推送后回调 {@link GateGridTradeService#onPositionUpdate}。 |
| | | * 仓位频道处理器(futures.positions)。 |
| | | * |
| | | * <h3>数据用途</h3> |
| | | * 监控仓位数量(size)和入场价(entry_price)。 |
| | | * 有仓位时(size.abs > 0):标记方向活跃,记录入场价 → 基底首次成交记录基底入场价并等待生成网格队列, |
| | | * 非基底成交立即设止盈条件单。无仓位时(size=0):标记方向不活跃。 |
| | | * |
| | | * <h3>完整推送字段(共20个,日志全部输出)</h3> |
| | | * <table> |
| | | * <tr><th>字段</th><th>类型</th><th>描述</th></tr> |
| | | * <tr><td>contract</td><td>String</td><td>合约名称</td></tr> |
| | | * <tr><td>mode</td><td>String</td><td>持仓模式:dual_long / dual_short</td></tr> |
| | | * <tr><td>size</td><td>String/Integer</td><td>合约张数(正=多头,负=空头)</td></tr> |
| | | * <tr><td>entry_price</td><td>Float</td><td>开仓均价</td></tr> |
| | | * <tr><td>cross_leverage_limit</td><td>Float</td><td>全仓模式下的杠杆倍数上限</td></tr> |
| | | * <tr><td>history_pnl</td><td>Float</td><td>已平仓的仓位总盈亏</td></tr> |
| | | * <tr><td>history_point</td><td>Float</td><td>已平仓的点卡总盈亏</td></tr> |
| | | * <tr><td>last_close_pnl</td><td>Float</td><td>最近一次平仓的盈亏</td></tr> |
| | | * <tr><td>leverage</td><td>Integer</td><td>杠杆倍数(0=全仓,正数=逐仓)</td></tr> |
| | | * <tr><td>leverage_max</td><td>Integer</td><td>当前风险限额下允许的最大杠杆倍数</td></tr> |
| | | * <tr><td>liq_price</td><td>Float</td><td>爆仓价格</td></tr> |
| | | * <tr><td>maintenance_rate</td><td>Float</td><td>当前风险限额下维持保证金比例</td></tr> |
| | | * <tr><td>margin</td><td>Float</td><td>保证金</td></tr> |
| | | * <tr><td>realised_pnl</td><td>Float</td><td>已实现盈亏</td></tr> |
| | | * <tr><td>realised_point</td><td>Float</td><td>点卡已实现盈亏</td></tr> |
| | | * <tr><td>risk_limit</td><td>Integer</td><td>风险限额</td></tr> |
| | | * <tr><td>time</td><td>Integer</td><td>更新 unix 时间戳(秒)</td></tr> |
| | | * <tr><td>time_ms</td><td>Integer</td><td>更新 unix 时间戳(毫秒)</td></tr> |
| | | * <tr><td>user</td><td>String</td><td>用户 ID</td></tr> |
| | | * <tr><td>update_id</td><td>Integer</td><td>消息序列号,每次推送 order 后自增1</td></tr> |
| | | * </table> |
| | | * |
| | | * <h3>回调数据(传给 GateGridTradeService)</h3> |
| | | * mode (Position.ModeEnum), size (BigDecimal), entry_price (BigDecimal) |
| | | * |
| | | * <h3>注意</h3> |
| | | * 双向持仓模式下空头 size 为负数,使用 {@code size.abs()} 判断是否有仓位。 |
| | | * 累计盈亏不由本频道计算,而是由 {@link PositionClosesChannelHandler} 独立处理。 |
| | | * 止盈条件单由服务端自动触发平仓,本频道不负责开仓操作。 |
| | | * |
| | | * @author Administrator |
| | | */ |
| | |
| | | |
| | | private static final String CHANNEL_NAME = "futures.positions"; |
| | | |
| | | /** |
| | | * @param apiKey Gate API v4 密钥,用于签名认证 |
| | | * @param apiSecret Gate API v4 签名密钥 |
| | | * @param contract 合约名称(如 ETH_USDT) |
| | | * @param gridTradeService 网格交易策略服务实例 |
| | | */ |
| | | public PositionsChannelHandler(String apiKey, String apiSecret, |
| | | String contract, |
| | | GateGridTradeService gridTradeService) { |
| | |
| | | |
| | | @Override |
| | | public boolean handleMessage(JSONObject response) { |
| | | String channel = response.getString("channel"); |
| | | if (!CHANNEL_NAME.equals(channel)) { |
| | | if (!CHANNEL_NAME.equals(response.getString("channel"))) { |
| | | return false; |
| | | } |
| | | try { |
| | |
| | | if (!getContract().equals(pos.getString("contract"))) { |
| | | continue; |
| | | } |
| | | String mode = pos.getString("mode"); |
| | | String modeStr = pos.getString("mode"); |
| | | Position.ModeEnum mode = Position.ModeEnum.fromValue(modeStr); |
| | | BigDecimal size = new BigDecimal(pos.getString("size")); |
| | | BigDecimal entryPrice = new BigDecimal(pos.getString("entry_price")); |
| | | log.info("[{}] 推送: contract={}, mode={}, size={}, entry_price={}", |
| | | CHANNEL_NAME, getContract(), mode, size, entryPrice); |
| | | log.info("[{}] 持仓更新, 合约:{}, 模式:{}, 数量:{}, 入场价:{}, 全仓杠杆上限:{}, 历史盈亏:{}, 历史点卡:{}, 最近平仓盈亏:{}, 杠杆:{}, 最大杠杆:{}, 爆仓价:{}, 维持保证金率:{}, 保证金:{}, 已实现盈亏:{}, 点卡已实现盈亏:{}, 风险限额:{}, 时间:{}, 时间ms:{}, 用户:{}, 更新ID:{}", |
| | | CHANNEL_NAME, pos.getString("contract"), modeStr, size, entryPrice, |
| | | pos.get("cross_leverage_limit"), pos.get("history_pnl"), pos.get("history_point"), |
| | | pos.get("last_close_pnl"), pos.get("leverage"), pos.get("leverage_max"), |
| | | pos.get("liq_price"), pos.get("maintenance_rate"), pos.get("margin"), |
| | | pos.get("realised_pnl"), pos.get("realised_point"), pos.get("risk_limit"), |
| | | pos.get("time"), pos.get("time_ms"), pos.get("user"), pos.get("update_id")); |
| | | if (getGridTradeService() != null) { |
| | | getGridTradeService().onPositionUpdate(getContract(), mode, size, entryPrice); |
| | | } |
| | | } |
| | | } catch (Exception e) { |
| | | log.error("[{}] 处理数据失败", CHANNEL_NAME, e); |
| | | } |
| | | } catch (Exception e) { log.error("[{}] 处理数据失败", CHANNEL_NAME, e); } |
| | | return true; |
| | | } |
| | | } |