初始化开仓撤销挂止盈单

Administrator

1 days ago fad7af366c3d6912c38c804deddbbe87d2a8c365

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

@@ -138,6 +138,8 @@
    private volatile int accumulatedLongLossCount = 0;
    /** 空头累计止损张数（加仓订单成交后归零） */
    private volatile int accumulatedShortLossCount = 0;
    /** 是否首次挂单成交（初始化后重置为 true，首次成交后置 false） */
    private volatile boolean firstFillAfterInit = true;

    private volatile BigDecimal lastKlinePrice;
    private volatile BigDecimal markPrice = BigDecimal.ZERO;
@@ -307,6 +309,7 @@
        shortActive = false;
        accumulatedLongLossCount = 0;
        accumulatedShortLossCount = 0;
        firstFillAfterInit = true;
        shortPriceQueue.clear();
        longPriceQueue.clear();
        totalShortPriceQueue.clear();
@@ -394,18 +397,18 @@

        checkProfitAndReset();

//        if (state == StrategyState.ACTIVE &&
//                longActive == false &&
//                    longPositionSize.compareTo(BigDecimal.ZERO) == 0){
//            processShortGrid(closePrice);
//        }
//
//
//        if (state == StrategyState.ACTIVE &&
//                shortActive == false &&
//                        shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
//            processLongGrid(closePrice);
//        }
        if (state == StrategyState.ACTIVE &&
                longActive == false &&
                    longPositionSize.compareTo(BigDecimal.ZERO) == 0){
            processShortGrid(closePrice);
        }


        if (state == StrategyState.ACTIVE &&
                shortActive == false &&
                        shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
            processLongGrid(closePrice);
        }
    }

    /** Gate 永续合约 taker 费率 0.05% */
@@ -628,6 +631,11 @@
            if (shortGridElement.isHasShortOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
                int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
                shortEntryTraderIdParam(shortGridElement, null, false);
                // 首次挂单成交，取消初始化阶段挂的所有止盈单
                if (firstFillAfterInit) {
                    cancelAllInitialTakeProfits();
                    firstFillAfterInit = false;
                }
                // [Gate-需求2] 加仓后先撤空仓所有止盈+止损，再查交易所持仓后重挂
                cancelAllShortTakeProfitsAndStopLosses();
                // REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
@@ -710,6 +718,11 @@

                int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
                longEntryTraderIdParam(longGridElement, null, false);
                // 首次挂单成交，取消初始化阶段挂的所有止盈单
                if (firstFillAfterInit) {
                    cancelAllInitialTakeProfits();
                    firstFillAfterInit = false;
                }
                // [Gate-需求2] 加仓后先撤多仓所有止盈+止损，再查交易所持仓后重挂
                cancelAllLongTakeProfitsAndStopLosses();
                // REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
@@ -864,42 +877,42 @@
            baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
            baseGridElement.setHasShortOrder(true);

            // 空仓止损对应的多仓止盈：多仓止盈挂在ID=3
            int tpGridIdLong = 3;
            GridElement tpElemLong = GridElement.findById(tpGridIdLong);
            BigDecimal triggerPriceLong = tpElemLong.getGridPrice();
            String sizeLong = config.getQuantity();
            executor.placeTakeProfit(
                    triggerPriceLong,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    ORDER_TYPE_CLOSE_LONG,
                    negate(sizeLong),
                    profitId -> {
                        tpElemLong.setLongTakeProfitOrderId(profitId);
                        GridElement.refreshIndices();
                        log.info("[Gate] 多仓止盈已挂(gridId:{}多止盈), 触发价:{}, takeProfitId:{}",
                                tpGridIdLong, triggerPriceLong, profitId);
                    }
            );


            // 多仓止损对应的空仓止盈：空仓止盈挂在ID=-3
            int tpGridIdShort = -3;
            GridElement tpElemShort = GridElement.findById(tpGridIdShort);
            BigDecimal triggerPriceShort = tpElemShort.getGridPrice();
            String sizeShort = config.getQuantity();
            executor.placeTakeProfit(
                    triggerPriceShort,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    ORDER_TYPE_CLOSE_SHORT,
                    sizeShort,
                    profitId -> {
                        tpElemShort.setShortTakeProfitOrderId(profitId);
                        GridElement.refreshIndices();
                        log.info("[Gate] 空仓止盈已挂(gridId:{}空止盈), 触发价:{}, takeProfitId:{}",
                                tpGridIdShort, triggerPriceShort, profitId);
                    }
            );
//            // 空仓止损对应的多仓止盈：多仓止盈挂在ID=3
//            int tpGridIdLong = 3;
//            GridElement tpElemLong = GridElement.findById(tpGridIdLong);
//            BigDecimal triggerPriceLong = tpElemLong.getGridPrice();
//            String sizeLong = config.getBaseQuantity();
//            executor.placeTakeProfit(
//                    triggerPriceLong,
//                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
//                    ORDER_TYPE_CLOSE_LONG,
//                    negate(sizeLong),
//                    profitId -> {
//                        tpElemLong.setLongTakeProfitOrderId(profitId);
//                        GridElement.refreshIndices();
//                        log.info("[Gate] 多仓止盈已挂(gridId:{}多止盈), 触发价:{}, takeProfitId:{}",
//                                tpGridIdLong, triggerPriceLong, profitId);
//                    }
//            );
//
//
//            // 多仓止损对应的空仓止盈：空仓止盈挂在ID=-3
//            int tpGridIdShort = -3;
//            GridElement tpElemShort = GridElement.findById(tpGridIdShort);
//            BigDecimal triggerPriceShort = tpElemShort.getGridPrice();
//            String sizeShort = config.getBaseQuantity();
//            executor.placeTakeProfit(
//                    triggerPriceShort,
//                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
//                    ORDER_TYPE_CLOSE_SHORT,
//                    sizeShort,
//                    profitId -> {
//                        tpElemShort.setShortTakeProfitOrderId(profitId);
//                        GridElement.refreshIndices();
//                        log.info("[Gate] 空仓止盈已挂(gridId:{}空止盈), 触发价:{}, takeProfitId:{}",
//                                tpGridIdShort, triggerPriceShort, profitId);
//                    }
//            );

//            int shortTime = 2;
//            GridElement elemShort = GridElement.findById(shortTime);
@@ -1648,6 +1661,29 @@
        log.info("[Gate] 已提交取消所有空仓止盈+止损");
    }

    /**
     * 首次挂单成交时，取消初始化阶段挂的所有止盈单（多+空），止损单保留不动。
     */
    private void cancelAllInitialTakeProfits() {


        GridElement tpElemLong = GridElement.findById(3);
        String longTpId = tpElemLong.getLongTakeProfitOrderId();
        if (longTpId != null) {
            longTakeProfitTraderIdParam(tpElemLong, null, false);
            executor.cancelConditionalOrder(longTpId, oid -> {});
        }

        GridElement tpElemShort = GridElement.findById(-3);
        String shortTpId = tpElemShort.getShortTakeProfitOrderId();
        if (shortTpId != null) {
            shortTakeProfitTraderIdParam(tpElemShort, null, false);
            executor.cancelConditionalOrder(shortTpId, oid -> {});
        }
        GridElement.refreshIndices();
        log.info("[Gate] 首次成交，取消所有初始化止盈单");
    }

    // ========== 止损追单 ==========

    private void extendLongStopLoss(int filledQty,int gridId) {