Administrator
2026-07-14 10c2253348d45ae5b7f04082cc9a0ed87ee2b5d2
refactor(gateApi): 优化网格交易止损逻辑和重复触发计数机制

- 修改累计止损次数字段语义为始终递增,不再限制同一网格多次止损
- 新增多头和空头当前网格重复触发次数统计变量
- 在网格切换和订单成交时重置相应的重复触发计数
- 更新止损触发逻辑以区分网格切换和重复触发场景
- 调整目标数量计算公式,扣除同一网格重复触发次数的影响
- 移除原有多余的注释说明,简化代码逻辑表达
1 files modified
40 ■■■■■ changed files
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java 40 ●●●●● patch | view | raw | blame | history
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -134,13 +134,17 @@
    /** 多头是否活跃(有仓位) */
    private volatile boolean longActive = false;
    /** 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 */
    /** 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;
    /** 空头累计止损次数(加仓订单成交后归零),同一网格多次止损不累加 */
    /** 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;
    /** 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 */
    /** 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,用于判断是否是同一网格的连续止损 */
    /** 最近触发止损的空头网格ID */
    private volatile int lastShortStopLossGridId = Integer.MAX_VALUE;
    private volatile BigDecimal lastKlinePrice;
@@ -311,6 +315,8 @@
        shortActive = false;
        accumulatedLongLossCount = 0;
        accumulatedShortLossCount = 0;
        longSameGridRepeatCount = 0;
        shortSameGridRepeatCount = 0;
        lastLongStopLossGridId = Integer.MAX_VALUE;
        lastShortStopLossGridId = Integer.MAX_VALUE;
        shortPriceQueue.clear();
@@ -633,7 +639,8 @@
            if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
                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
                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();
@@ -698,7 +705,8 @@
                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
                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();
@@ -1289,9 +1297,11 @@
        gridElement.removeLongStopLossOrderId(orderId);
        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++;
        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);
@@ -1308,7 +1318,7 @@
        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
        int maxPos = config.getMaxPositionSize();
        int targetAmount = accumulatedLongLossCount + 1;
        int targetAmount = accumulatedLongLossCount - longSameGridRepeatCount + 1;
        int addSize;
        if (maxPos > 0) {
            int remainingRoom = maxPos - posSize;
@@ -1366,9 +1376,11 @@
        gridElement.removeShortStopLossOrderId(orderId);
        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++;
        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);
@@ -1385,7 +1397,7 @@
        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
        int maxPos = config.getMaxPositionSize();
        int targetAmount = accumulatedShortLossCount + 1;
        int targetAmount = accumulatedShortLossCount - shortSameGridRepeatCount + 1;
        int addSize;
        if (maxPos > 0) {
            int remainingRoom = maxPos - posSize;