refactor(gateApi): 优化网格交易止损逻辑和重复触发计数机制

Administrator

2026-07-14 fef762b770b2678464a47e5baffa5708b9492169

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

@@ -134,10 +134,18 @@
    /** 多头是否活跃（有仓位） */
    private volatile boolean longActive = false;

    /** 多头累计止损张数（加仓订单成交后归零） */
    /** 多头累计止损次数（始终递增，加仓订单成交后归零） */
    private volatile int accumulatedLongLossCount = 0;
    /** 空头累计止损张数（加仓订单成交后归零） */
    /** 空头累计止损次数（始终递增，加仓订单成交后归零） */
    private volatile int accumulatedShortLossCount = 0;
    /** 多头当前网格重复触发次数（换网格时归零），用于 targetAmount 扣除 */
    private volatile int longSameGridRepeatCount = 0;
    /** 空头当前网格重复触发次数（换网格时归零），用于 targetAmount 扣除 */
    private volatile int shortSameGridRepeatCount = 0;
    /** 最近触发止损的多头网格ID */
    private volatile int lastLongStopLossGridId = Integer.MAX_VALUE;
    /** 最近触发止损的空头网格ID */
    private volatile int lastShortStopLossGridId = Integer.MAX_VALUE;

    private volatile BigDecimal lastKlinePrice;
    private volatile BigDecimal markPrice = BigDecimal.ZERO;
@@ -307,6 +315,10 @@
        shortActive = false;
        accumulatedLongLossCount = 0;
        accumulatedShortLossCount = 0;
        longSameGridRepeatCount = 0;
        shortSameGridRepeatCount = 0;
        lastLongStopLossGridId = Integer.MAX_VALUE;
        lastShortStopLossGridId = Integer.MAX_VALUE;
        shortPriceQueue.clear();
        longPriceQueue.clear();
        totalShortPriceQueue.clear();
@@ -627,6 +639,9 @@
            if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
                int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
                shortEntryTraderIdParam(shortGridElement, orderId, false);
                accumulatedShortLossCount = 0;
                shortSameGridRepeatCount = 0;
                lastShortStopLossGridId = Integer.MAX_VALUE;
                // [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
@@ -658,43 +673,29 @@
//                        }
//                );

                // 空仓持仓超过baseQuantity时，先找多仓第一个止损位置，从该位置向下挂止盈（间隔=1）
                BigDecimal shortBaseQty = new BigDecimal(config.getBaseQuantity());
                BigDecimal shortGridQty = new BigDecimal(config.getQuantity());
                if (BigDecimal.valueOf(posSize).compareTo(shortBaseQty) > 0) {
                    BigDecimal shortExcess = BigDecimal.valueOf(posSize).subtract(shortBaseQty);
                    int shortExcessCount = shortExcess.divide(shortGridQty, 0, RoundingMode.DOWN).intValue();
                // 空仓止盈：每1张持仓对应1个止盈位，从entry网格向下逐个挂
                int shortGridQty = Integer.parseInt(config.getQuantity());
                int shortTpCount = posSize / shortGridQty;

//                    // 找多仓第一个（最近的）止损位置
//                    int firstLongSlId = 0;
//                    for (GridElement e : config.getGridElements()) {
//                        if (e.hasLongStopLossOrders()) {
//                            if (firstLongSlId == 0 || e.getId() > firstLongSlId) {
//                                firstLongSlId = e.getId();
//                            }
//                        }
//                    }

                    for (int i = 0; i < shortExcessCount; i++) {
                        int tpGridId = shortGridElement.getId() - 2 * (i + 1);
                        GridElement tpElem = GridElement.findById(tpGridId);
                        if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
                            continue;
                        }
                        BigDecimal tpPrice = tpElem.getGridPrice();
                        int finalTpGridId = tpGridId;
                        executor.placeTakeProfit(
                                tpPrice,
                                FuturesPriceTrigger.RuleEnum.NUMBER_2,
                                ORDER_TYPE_CLOSE_SHORT,
                                config.getQuantity(),
                                profitId -> {
                                    shortTakeProfitTraderIdParam(tpElem, profitId, true);
                                    log.info("[Gate] 空仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
                                            finalTpGridId, tpPrice, profitId);
                                }
                        );
                for (int i = 0; i < shortTpCount; i++) {
                    int tpGridId = shortGridElement.getId() - 2 * (i + 1);
                    GridElement tpElem = GridElement.findById(tpGridId);
                    if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
                        continue;
                    }
                    BigDecimal tpPrice = tpElem.getGridPrice();
                    int finalTpGridId = tpGridId;
                    executor.placeTakeProfit(
                            tpPrice,
                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
                            ORDER_TYPE_CLOSE_SHORT,
                            config.getQuantity(),
                            profitId -> {
                                shortTakeProfitTraderIdParam(tpElem, profitId, true);
                                log.info("[Gate] 空仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
                                        finalTpGridId, tpPrice, profitId);
                            }
                    );
                }
            }
        }
@@ -704,6 +705,9 @@

                int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
                longEntryTraderIdParam(longGridElement, orderId, false);
                accumulatedLongLossCount = 0;
                longSameGridRepeatCount = 0;
                lastLongStopLossGridId = Integer.MAX_VALUE;
                // [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
@@ -735,43 +739,29 @@
//                        }
//                );

                // 多仓持仓超过baseQuantity时，先找空仓第一个止损位置，从该位置向上挂止盈（间隔=1）
                BigDecimal longBaseQty = new BigDecimal(config.getBaseQuantity());
                BigDecimal longGridQty = new BigDecimal(config.getQuantity());
                if (BigDecimal.valueOf(posSize).compareTo(longBaseQty) > 0) {
                    BigDecimal longExcess = BigDecimal.valueOf(posSize).subtract(longBaseQty);
                    int longExcessCount = longExcess.divide(longGridQty, 0, RoundingMode.DOWN).intValue();
                // 多仓止盈：每1张持仓对应1个止盈位，从entry网格向上逐个挂
                int longGridQty = Integer.parseInt(config.getQuantity());
                int longTpCount = posSize / longGridQty;

//                    // 找空仓第一个（最近的）止损位置
//                    int firstShortSlId = 0;
//                    for (GridElement e : config.getGridElements()) {
//                        if (e.hasShortStopLossOrders()) {
//                            if (firstShortSlId == 0 || e.getId() < firstShortSlId) {
//                                firstShortSlId = e.getId();
//                            }
//                        }
//                    }

                    for (int i = 0; i < longExcessCount; i++) {
                        int tpGridId = longGridElement.getId() + 2 * (i + 1);
                        GridElement tpElem = GridElement.findById(tpGridId);
                        if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) {
                            continue;
                        }
                        BigDecimal tpPrice = tpElem.getGridPrice();
                        int finalTpGridId = tpGridId;
                        executor.placeTakeProfit(
                                tpPrice,
                                FuturesPriceTrigger.RuleEnum.NUMBER_1,
                                ORDER_TYPE_CLOSE_LONG,
                                negate(config.getQuantity()),
                                profitId -> {
                                    longTakeProfitTraderIdParam(tpElem, profitId, true);
                                    log.info("[Gate] 多仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
                                            finalTpGridId, tpPrice, profitId);
                                }
                        );
                for (int i = 0; i < longTpCount; i++) {
                    int tpGridId = longGridElement.getId() + 2 * (i + 1);
                    GridElement tpElem = GridElement.findById(tpGridId);
                    if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) {
                        continue;
                    }
                    BigDecimal tpPrice = tpElem.getGridPrice();
                    int finalTpGridId = tpGridId;
                    executor.placeTakeProfit(
                            tpPrice,
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
                            ORDER_TYPE_CLOSE_LONG,
                            negate(config.getQuantity()),
                            profitId -> {
                                longTakeProfitTraderIdParam(tpElem, profitId, true);
                                log.info("[Gate] 多仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
                                        finalTpGridId, tpPrice, profitId);
                            }
                    );
                }
            }
        }
@@ -1306,8 +1296,14 @@
    private void handleLongStopLossTriggered(GridElement gridElement, String orderId) {
        gridElement.removeLongStopLossOrderId(orderId);

        accumulatedLongLossCount++;
        int gridId = gridElement.getId();
        accumulatedLongLossCount++;
        if (gridId == lastLongStopLossGridId) {
            longSameGridRepeatCount++;
        } else {
            longSameGridRepeatCount = 0;
            lastLongStopLossGridId = gridId;
        }
        log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}, 开始追单", gridId, accumulatedLongLossCount);
        int newEntryGridId = gridId + 1;

@@ -1322,12 +1318,7 @@
        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
        int maxPos = config.getMaxPositionSize();
        int targetAmount;
        if (config.getStopLossCount() > 0 && accumulatedLongLossCount <= config.getStopLossCount()) {
            targetAmount = Integer.parseInt(config.getQuantity());
        } else {
            targetAmount = Integer.parseInt(config.getQuantity()) * 2;
        }
        int targetAmount = accumulatedLongLossCount - longSameGridRepeatCount + 1;
        int addSize;
        if (maxPos > 0) {
            int remainingRoom = maxPos - posSize;
@@ -1384,8 +1375,14 @@
    private void handleShortStopLossTriggered(GridElement gridElement, String orderId) {
        gridElement.removeShortStopLossOrderId(orderId);

        accumulatedShortLossCount++;
        int gridId = gridElement.getId();
        accumulatedShortLossCount++;
        if (gridId == lastShortStopLossGridId) {
            shortSameGridRepeatCount++;
        } else {
            shortSameGridRepeatCount = 0;
            lastShortStopLossGridId = gridId;
        }
        log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}, 开始追单", gridId, accumulatedShortLossCount);
        int newEntryGridId = gridId - 1;

@@ -1400,12 +1397,7 @@
        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
        int maxPos = config.getMaxPositionSize();
        int targetAmount;
        if (config.getStopLossCount() > 0 && accumulatedShortLossCount <= config.getStopLossCount()) {
            targetAmount = Integer.parseInt(config.getQuantity());
        } else {
            targetAmount = Integer.parseInt(config.getQuantity()) * 2;
        }
        int targetAmount = accumulatedShortLossCount - shortSameGridRepeatCount + 1;
        int addSize;
        if (maxPos > 0) {
            int remainingRoom = maxPos - posSize;