| | |
| | | if (state != StrategyState.ACTIVE) { |
| | | return; |
| | | } |
| | | processLongGrid(closePrice); |
| | | processShortGrid(closePrice); |
| | | // processLongGrid(closePrice); |
| | | // processShortGrid(closePrice); |
| | | } |
| | | |
| | | // ---- 仓位推送回调 ---- |
| | |
| | | /** |
| | | * 匹配止盈单止盈 |
| | | */ |
| | | GridElement byLongTakeProfitOrderId = GridElement.findByLongTakeProfitOrderId(orderId); |
| | | if (byLongTakeProfitOrderId != null){ |
| | | longTakeProfitTraderIdParam( |
| | | byLongTakeProfitOrderId, |
| | | null, |
| | | false |
| | | ); |
| | | longEntryTraderIdParam( |
| | | byLongTakeProfitOrderId, |
| | | null, |
| | | false |
| | | ); |
| | | } |
| | | GridElement byShortTakeProfitOrderId = GridElement.findByShortTakeProfitOrderId(orderId); |
| | | if (byShortTakeProfitOrderId != null){ |
| | | shortTakeProfitTraderIdParam( |
| | |
| | | null, |
| | | false |
| | | ); |
| | | TPonUserTradeShortEntry(byShortTakeProfitOrderId); |
| | | } |
| | | GridElement byLongTakeProfitOrderId = GridElement.findByLongTakeProfitOrderId(orderId); |
| | | if (byLongTakeProfitOrderId != null){ |
| | | longTakeProfitTraderIdParam( |
| | | byLongTakeProfitOrderId, |
| | | null, |
| | | false |
| | | ); |
| | | longEntryTraderIdParam( |
| | | byLongTakeProfitOrderId, |
| | | null, |
| | | false |
| | | ); |
| | | TPonUserTradeLongEntry(byLongTakeProfitOrderId); |
| | | } |
| | | |
| | | /** |
| | | * 匹配挂单 |
| | | */ |
| | | GridElement longGridElement = GridElement.findByLongOrderId(orderId); |
| | | if (longGridElement != null) { |
| | | if (longGridElement.isHasLongOrder() && !tradeId.equals("0")){ |
| | | |
| | | onUserTradeLongEntry(longGridElement); |
| | | if (longGridElement.getLongTakeProfitOrderId() == null){ |
| | | BigDecimal longTp = longGridElement.getLongTraderParam().getTakeProfitPrice(); |
| | | if (longTp != null) { |
| | | executor.placeTakeProfit(longTp, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, |
| | | ORDER_TYPE_CLOSE_LONG, |
| | | negate(config.getQuantity()), |
| | | (profitId) -> { |
| | | longTakeProfitTraderIdParam( |
| | | longGridElement, |
| | | profitId, |
| | | true |
| | | ); |
| | | }); |
| | | log.info("[Gate] 多单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, longTp, negate(config.getQuantity())); |
| | | return; |
| | | } |
| | | } |
| | | } |
| | | } |
| | | GridElement shortGridElement = GridElement.findByShortOrderId(orderId); |
| | | if (shortGridElement != null) { |
| | | if (shortGridElement.isHasShortOrder() && !tradeId.equals("0")){ |
| | |
| | | } |
| | | } |
| | | } |
| | | GridElement longGridElement = GridElement.findByLongOrderId(orderId); |
| | | if (longGridElement != null) { |
| | | if (longGridElement.isHasLongOrder() && !tradeId.equals("0")){ |
| | | |
| | | onUserTradeLongEntry(longGridElement); |
| | | if (longGridElement.getLongTakeProfitOrderId() == null){ |
| | | BigDecimal longTp = longGridElement.getLongTraderParam().getTakeProfitPrice(); |
| | | if (longTp != null) { |
| | | executor.placeTakeProfit(longTp, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, |
| | | ORDER_TYPE_CLOSE_LONG, |
| | | negate(config.getQuantity()), |
| | | (profitId) -> { |
| | | longTakeProfitTraderIdParam( |
| | | longGridElement, |
| | | profitId, |
| | | true |
| | | ); |
| | | }); |
| | | log.info("[Gate] 多单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, longTp, negate(config.getQuantity())); |
| | | } |
| | | } |
| | | } |
| | | } |
| | | } |
| | | |
| | | private void onUserTradeShortEntry(GridElement gridElement) { |
| | | private void TPonUserTradeShortEntry(GridElement gridElement) { |
| | | if (!isMarginSafe()) { |
| | | log.warn("[Gate] 保证金超限,跳过挂条件单"); |
| | | } else { |
| | |
| | | * 前进方向挂空仓条件单 |
| | | * 后置方向挂多空条件单 |
| | | */ |
| | | //下一个开仓位置 |
| | | BigDecimal gridPrice = gridElement.getGridPrice(); |
| | | |
| | | // 判断网格是否能开空仓,如果不能则跳过 |
| | | if (gridElement != null) { |
| | | TraderParam downShortTraderParam = gridElement.getShortTraderParam(); |
| | | if ( |
| | | !gridElement.isHasShortOrder() && |
| | | gridPrice.compareTo(longEntryPrice) <= 0 && |
| | | gridPrice.compareTo(shortEntryPrice) >= 0 |
| | | ){ |
| | | placeEntryOrderWithPreFlag(gridElement, false, |
| | | downShortTraderParam.getEntryPrice(), |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, |
| | | negate(downShortTraderParam.getQuantity())); |
| | | |
| | | } |
| | | |
| | | TraderParam downLongTraderParam = gridElement.getLongTraderParam(); |
| | | if ( |
| | | !gridElement.isHasLongOrder() && |
| | | gridPrice.compareTo(longEntryPrice) <= 0 |
| | | ){ |
| | | placeEntryOrderWithPreFlag(gridElement, true, |
| | | downLongTraderParam.getEntryPrice(), |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, |
| | | downLongTraderParam.getQuantity()); |
| | | } |
| | | |
| | | } |
| | | } |
| | | } |
| | | |
| | | private void TPonUserTradeLongEntry(GridElement gridElement) { |
| | | if (!isMarginSafe()) { |
| | | log.warn("[Gate] 保证金超限,跳过挂条件单"); |
| | | } else { |
| | | BigDecimal newLongFirst = gridElement.getGridPrice() ; |
| | | |
| | | // 判断网格是否能开多空仓,如果不能则跳过 |
| | | if (gridElement != null) { |
| | | |
| | | TraderParam downLongTraderParam = gridElement.getLongTraderParam(); |
| | | if ( |
| | | !gridElement.isHasLongOrder() && |
| | | newLongFirst.compareTo(shortEntryPrice) >= 0 && |
| | | newLongFirst.compareTo(longEntryPrice) <= 0 |
| | | ){ |
| | | placeEntryOrderWithPreFlag(gridElement, true, |
| | | downLongTraderParam.getEntryPrice(), |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_2, |
| | | config.getQuantity()); |
| | | |
| | | } |
| | | |
| | | TraderParam shortTraderParam = gridElement.getShortTraderParam(); |
| | | if ( |
| | | !gridElement.isHasShortOrder() && |
| | | newLongFirst.compareTo(shortEntryPrice) >= 0 |
| | | ){ |
| | | |
| | | placeEntryOrderWithPreFlag(gridElement, false, |
| | | shortTraderParam.getEntryPrice(), |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_2, |
| | | negate(config.getQuantity())); |
| | | } |
| | | } |
| | | } |
| | | } |
| | | |
| | | private void onUserTradeShortEntry(GridElement gridElement) { |
| | | if (!isMarginSafe()) { |
| | | log.warn("[Gate] 保证金超限,跳过挂条件单"); |
| | | } else { |
| | | //下一个开仓位置 |
| | | GridElement UpGridElement = GridElement.findById(gridElement.getDownId()); |
| | | BigDecimal newLongFirst = UpGridElement.getGridPrice(); |
| | |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_2, |
| | | negate(upShortTraderParam.getQuantity())); |
| | | } |
| | | int i = gridElement.getUpId(); |
| | | GridElement downGridElement = GridElement.findById(i); |
| | | if (downGridElement != null){ |
| | | |
| | | BigDecimal downGridPrice = downGridElement.getGridPrice(); |
| | | |
| | | TraderParam downShortTraderParam = downGridElement.getShortTraderParam(); |
| | | if ( |
| | | !downGridElement.isHasShortOrder() && |
| | | downGridPrice.compareTo(longEntryPrice) <= 0 && |
| | | downGridPrice.compareTo(shortEntryPrice) >= 0 |
| | | ){ |
| | | placeEntryOrderWithPreFlag(downGridElement, false, |
| | | downShortTraderParam.getEntryPrice(), |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, |
| | | negate(downShortTraderParam.getQuantity())); |
| | | |
| | | } |
| | | |
| | | TraderParam downLongTraderParam = downGridElement.getLongTraderParam(); |
| | | if ( |
| | | !downGridElement.isHasLongOrder() && |
| | | downGridPrice.compareTo(longEntryPrice) <= 0 |
| | | ){ |
| | | placeEntryOrderWithPreFlag(downGridElement, true, |
| | | downLongTraderParam.getEntryPrice(), |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, |
| | | downLongTraderParam.getQuantity()); |
| | | } |
| | | } |
| | | } |
| | | } |
| | | } |
| | |
| | | if (!isMarginSafe()) { |
| | | log.warn("[Gate] 保证金超限,跳过挂条件单"); |
| | | } else { |
| | | |
| | | /** |
| | | * 下一个开仓位置 |
| | | * 获取队列第一个元素的价格对应的网格 |
| | | * 判断网格是否能开多仓,如果不能则跳过 |
| | | * 前进方向挂多仓条件单 |
| | | * 后置方向挂多空条件单 |
| | | */ |
| | | //下一个开仓位置 |
| | | GridElement UpGridElement = GridElement.findById(gridElement.getUpId()); |
| | | BigDecimal newLongFirst = UpGridElement.getGridPrice() ; |
| | |
| | | upLongTraderParam.getEntryPrice(), |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, |
| | | config.getQuantity()); |
| | | } |
| | | |
| | | int i = gridElement.getDownId(); |
| | | GridElement downGridElement = GridElement.findById(i); |
| | | if (downGridElement != null){ |
| | | |
| | | BigDecimal downGridPrice = downGridElement.getGridPrice(); |
| | | |
| | | TraderParam downLongTraderParam = downGridElement.getLongTraderParam(); |
| | | if ( |
| | | !downGridElement.isHasLongOrder() && |
| | | downGridPrice.compareTo(shortEntryPrice) >= 0 && |
| | | downGridPrice.compareTo(longEntryPrice) <= 0 |
| | | ){ |
| | | placeEntryOrderWithPreFlag(downGridElement, true, |
| | | downLongTraderParam.getEntryPrice(), |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_2, |
| | | config.getQuantity()); |
| | | |
| | | } |
| | | |
| | | TraderParam shortTraderParam = downGridElement.getShortTraderParam(); |
| | | if ( |
| | | !downGridElement.isHasShortOrder() && |
| | | downGridPrice.compareTo(shortEntryPrice) >= 0 |
| | | ){ |
| | | |
| | | placeEntryOrderWithPreFlag(downGridElement, false, |
| | | shortTraderParam.getEntryPrice(), |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_2, |
| | | negate(config.getQuantity())); |
| | | } |
| | | } |
| | | } |
| | | } |