| | |
| | | /** 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(加仓订单成交后归零),同一网格多次止损不累加 */ |
| | | 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(加仓订单成交后归零),同一网格多次止损不累加 */ |
| | | private volatile int accumulatedShortLossCount = 0; |
| | | /** 最近触发止损的多头网格ID,用于判断是否是同一网格的连续止损 */ |
| | | private volatile int lastLongStopLossGridId = Integer.MAX_VALUE; |
| | | /** 最近触发止损的空头网格ID,用于判断是否是同一网格的连续止损 */ |
| | | private volatile int lastShortStopLossGridId = Integer.MAX_VALUE; |
| | | |
| | | private volatile BigDecimal lastKlinePrice; |
| | | private volatile BigDecimal markPrice = BigDecimal.ZERO; |
| | |
| | | shortActive = false; |
| | | accumulatedLongLossCount = 0; |
| | | accumulatedShortLossCount = 0; |
| | | lastLongStopLossGridId = Integer.MAX_VALUE; |
| | | lastShortStopLossGridId = Integer.MAX_VALUE; |
| | | shortPriceQueue.clear(); |
| | | longPriceQueue.clear(); |
| | | totalShortPriceQueue.clear(); |
| | |
| | | int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity()); |
| | | shortEntryTraderIdParam(shortGridElement, orderId, false); |
| | | accumulatedShortLossCount = 0; // 空单成交,重置止损追单计数 |
| | | 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 |
| | |
| | | int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity()); |
| | | longEntryTraderIdParam(longGridElement, orderId, false); |
| | | accumulatedLongLossCount = 0; // 多单成交,重置止损追单计数 |
| | | 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 |
| | |
| | | private void handleLongStopLossTriggered(GridElement gridElement, String orderId) { |
| | | gridElement.removeLongStopLossOrderId(orderId); |
| | | |
| | | accumulatedLongLossCount++; |
| | | int gridId = gridElement.getId(); |
| | | // 同一网格的多个止损单触发不累加计数,视为同一批次 |
| | | if (gridId != lastLongStopLossGridId) { |
| | | accumulatedLongLossCount++; |
| | | 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; |
| | | |
| | |
| | | BigDecimal triggerPrice = newEntryGrid.getGridPrice(); |
| | | int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()); |
| | | int maxPos = config.getMaxPositionSize(); |
| | | int baseQty = Integer.parseInt(config.getBaseQuantity()); |
| | | int gridQty = Integer.parseInt(config.getQuantity()); |
| | | int targetAmount = baseQty + (accumulatedLongLossCount - 1) * gridQty; |
| | | int targetAmount = accumulatedLongLossCount + 1; |
| | | int addSize; |
| | | if (maxPos > 0) { |
| | | int remainingRoom = maxPos - posSize; |
| | |
| | | private void handleShortStopLossTriggered(GridElement gridElement, String orderId) { |
| | | gridElement.removeShortStopLossOrderId(orderId); |
| | | |
| | | accumulatedShortLossCount++; |
| | | int gridId = gridElement.getId(); |
| | | // 同一网格的多个止损单触发不累加计数,视为同一批次 |
| | | if (gridId != lastShortStopLossGridId) { |
| | | accumulatedShortLossCount++; |
| | | 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; |
| | | |
| | |
| | | BigDecimal triggerPrice = newEntryGrid.getGridPrice(); |
| | | int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()); |
| | | int maxPos = config.getMaxPositionSize(); |
| | | int baseQty = Integer.parseInt(config.getBaseQuantity()); |
| | | int gridQty = Integer.parseInt(config.getQuantity()); |
| | | int targetAmount = baseQty + (accumulatedShortLossCount - 1) * gridQty; |
| | | int targetAmount = accumulatedShortLossCount + 1; |
| | | int addSize; |
| | | if (maxPos > 0) { |
| | | int remainingRoom = maxPos - posSize; |