Administrator
3 days ago ede6503c3e11c4ca71ceb1d23bc4781155e9a043
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -58,8 +58,6 @@
        WAITING_KLINE, OPENING, ACTIVE, STOPPED
    }
    private static final String AUTO_SIZE_LONG = "close_long";
    private static final String AUTO_SIZE_SHORT = "close_short";
    private static final String ORDER_TYPE_CLOSE_LONG = "close-long-position";
    private static final String ORDER_TYPE_CLOSE_SHORT = "close-short-position";
@@ -124,6 +122,12 @@
            this.initialPrincipal = new BigDecimal(account.getTotal());
            log.info("[Gate] 初始本金: {} USDT", initialPrincipal);
            //设置持仓模式为双向持仓
            Boolean inDualMode = account.getInDualMode();
            if (!inDualMode) {
                futuresApi.setDualModeCall(SETTLE,true,null);
            }
            if (!config.getPositionMode().equals(account.getPositionMode())) {
                futuresApi.setPositionMode(SETTLE, config.getPositionMode());
            }
@@ -134,9 +138,9 @@
            closeExistingPositions();
            futuresApi.updateContractPositionLeverageCall(
            futuresApi.updateDualModePositionLeverageCall(
                    SETTLE, config.getContract(), config.getLeverage(),
                    config.getMarginMode(), config.getPositionMode(), null);
                    config.getMarginMode(), null);
            log.info("[Gate] 杠杆: {}x {}", config.getLeverage(), config.getMarginMode());
        } catch (GateApiException e) {
            log.error("[Gate] 初始化失败, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
@@ -227,14 +231,10 @@
            state = StrategyState.OPENING;
            log.info("[Gate] 首根K线到达,开基底仓位...");
            executor.openLong(config.getQuantity(), () -> {
                baseLongOpened = true;
                longActive = true;
                log.info("[Gate] 基底多已开");
                log.info("[Gate] 基底多单已提交");
            }, null);
            executor.openShort(negate(config.getQuantity()), () -> {
                baseShortOpened = true;
                shortActive = true;
                log.info("[Gate] 基底空已开");
                log.info("[Gate] 基底空单已提交");
            }, null);
            return;
        }
@@ -267,10 +267,10 @@
                    log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
                    tryGenerateQueues();
                } else {
                    executor.placeTakeProfit(entryPrice.add(config.getGridRate()).setScale(1, RoundingMode.HALF_UP),
                            FuturesPriceTrigger.RuleEnum.NUMBER_1, ORDER_TYPE_CLOSE_LONG, AUTO_SIZE_LONG);
                    log.info("[Gate] 多单止盈已设, entry:{}, tp:{}", entryPrice,
                            entryPrice.add(config.getGridRate()).setScale(1, RoundingMode.HALF_UP));
                    BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.add(config.getGridRate())).setScale(1, RoundingMode.HALF_UP);
                    executor.placeTakeProfit(tpPrice,
                            FuturesPriceTrigger.RuleEnum.NUMBER_1, ORDER_TYPE_CLOSE_LONG, negate(config.getQuantity()));
                    log.info("[Gate] 多单止盈已设, entry:{}, tp:{}, size:{}", entryPrice, tpPrice, negate(config.getQuantity()));
                }
            } else {
                longActive = false;
@@ -287,10 +287,10 @@
                    log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
                    tryGenerateQueues();
                } else {
                    executor.placeTakeProfit(entryPrice.subtract(config.getGridRate()).setScale(1, RoundingMode.HALF_UP),
                            FuturesPriceTrigger.RuleEnum.NUMBER_2, ORDER_TYPE_CLOSE_SHORT, AUTO_SIZE_SHORT);
                    log.info("[Gate] 空单止盈已设, entry:{}, tp:{}", entryPrice,
                            entryPrice.subtract(config.getGridRate()).setScale(1, RoundingMode.HALF_UP));
                    BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.subtract(config.getGridRate())).setScale(1, RoundingMode.HALF_UP);
                    executor.placeTakeProfit(tpPrice,
                            FuturesPriceTrigger.RuleEnum.NUMBER_2, ORDER_TYPE_CLOSE_SHORT, config.getQuantity());
                    log.info("[Gate] 空单止盈已设, entry:{}, tp:{}, size:{}", entryPrice, tpPrice, config.getQuantity());
                }
            } else {
                shortActive = false;
@@ -334,7 +334,7 @@
        shortPriceQueue.clear();
        BigDecimal step = config.getGridRate();
        for (int i = 1; i <= config.getGridQueueSize(); i++) {
            shortPriceQueue.add(shortBaseEntryPrice.subtract(step.multiply(BigDecimal.valueOf(i))).setScale(1, RoundingMode.HALF_UP));
            shortPriceQueue.add(shortBaseEntryPrice.multiply(BigDecimal.ONE.subtract(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP));
        }
        shortPriceQueue.sort((a, b) -> b.compareTo(a));
        //输出队列:shortPriceQueue;
@@ -345,7 +345,7 @@
        longPriceQueue.clear();
        BigDecimal step = config.getGridRate();
        for (int i = 1; i <= config.getGridQueueSize(); i++) {
            longPriceQueue.add(longBaseEntryPrice.add(step.multiply(BigDecimal.valueOf(i))).setScale(1, RoundingMode.HALF_UP));
            longPriceQueue.add(longBaseEntryPrice.multiply(BigDecimal.ONE.add(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP));
        }
        longPriceQueue.sort(BigDecimal::compareTo);
        log.info("[Gate] 多队列:{}", longPriceQueue);
@@ -362,10 +362,11 @@
                }
            }
        }
        log.info("[Gate] 原空队列:{}", shortPriceQueue);
        if (matched.isEmpty()) {
            log.info("[Gate] 空仓队列未触发, 当前价:{}", currentPrice);
            return;
        }
        log.info("[Gate] 空仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);
        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限,跳过空单开仓");
@@ -378,10 +379,12 @@
            BigDecimal min = shortPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : shortPriceQueue.get(shortPriceQueue.size() - 1);
            BigDecimal step = config.getGridRate();
            for (int i = 0; i < matched.size(); i++) {
                min = min.subtract(step).setScale(1, RoundingMode.HALF_UP);
                min = min.multiply(BigDecimal.ONE.subtract(step)).setScale(1, RoundingMode.HALF_UP);
                shortPriceQueue.add(min);
            }
            shortPriceQueue.sort((a, b) -> b.compareTo(a));
            shortPriceQueue.sort(BigDecimal::compareTo);
            log.info("[Gate] 现空队列:{}", shortPriceQueue);
        }
        synchronized (longPriceQueue) {
@@ -404,7 +407,9 @@
                }
            }
        }
        log.info("[Gate] 原多队列:{}", longPriceQueue);
        if (matched.isEmpty()) {
            log.info("[Gate] 多仓队列未触发,  当前价:{}", currentPrice);
            return;
        }
@@ -420,10 +425,12 @@
            BigDecimal max = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(longPriceQueue.size() - 1);
            BigDecimal step = config.getGridRate();
            for (int i = 0; i < matched.size(); i++) {
                max = max.add(step).setScale(1, RoundingMode.HALF_UP);
                max = max.multiply(BigDecimal.ONE.add(step)).setScale(1, RoundingMode.HALF_UP);
                longPriceQueue.add(max);
            }
            longPriceQueue.sort(BigDecimal::compareTo);
            log.info("[Gate] 现多队列:{}", longPriceQueue);
        }
        synchronized (shortPriceQueue) {
@@ -481,6 +488,8 @@
            shortPnl = shortPositionSize.multiply(multiplier).multiply(shortEntryPrice.subtract(price));
        }
        unrealizedPnl = longPnl.add(shortPnl);
        log.info("[Gate] 未实现盈亏: {}", unrealizedPnl);
    }
    /**