| | |
| | | GridElement longTpElem = GridElement.findByLongTakeProfitOrderId(orderId); |
| | | if (longTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) { |
| | | longTakeProfitTraderIdParam(longTpElem, null, false); |
| | | log.info("[Gate] 多仓止盈触发 gridId:{}, orderId:{}", longTpElem.getId(), orderId); |
| | | cancelNearestLongStopLoss(); |
| | | // log.info("[Gate] 多仓止盈触发 gridId:{}, orderId:{}", longTpElem.getId(), orderId); |
| | | // cancelNearestLongStopLoss(); |
| | | return; |
| | | } |
| | | // [Gate-需求1] 空仓止盈触发:清空止盈状态 + 取消最近空仓止损 |
| | | GridElement shortTpElem = GridElement.findByShortTakeProfitOrderId(orderId); |
| | | if (shortTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) { |
| | | shortTakeProfitTraderIdParam(shortTpElem, null, false); |
| | | log.info("[Gate] 空仓止盈触发 gridId:{}, orderId:{}", shortTpElem.getId(), orderId); |
| | | cancelNearestShortStopLoss(); |
| | | // log.info("[Gate] 空仓止盈触发 gridId:{}, orderId:{}", shortTpElem.getId(), orderId); |
| | | // cancelNearestShortStopLoss(); |
| | | // checkLastTakeProfitAndRestart(); |
| | | return; |
| | | } |
| | |
| | | // ); |
| | | |
| | | // 空仓止盈:超额部分挂止盈,从entry网格向下逐个挂 |
| | | int shortBaseQty = Integer.parseInt(config.getBaseQuantity()); |
| | | int shortGridQty = Integer.parseInt(config.getQuantity()); |
| | | int shortTpCount = posSize > shortBaseQty ? (posSize - shortBaseQty) / shortGridQty : 0; |
| | | |
| | | int tpSpan = config.getTakeProfitGridSpan(); |
| | | for (int i = 0; i < shortTpCount; i++) { |
| | | int tpGridId = shortGridElement.getId() - tpSpan * (i + 1); |
| | | GridElement tpElem = GridElement.findById(tpGridId); |
| | | // 用 takeProfitPlaced 做同步标记,避免异步回调未执行时重复挂单 |
| | | if (tpElem == null || tpElem.getShortTraderParam().isTakeProfitPlaced()) { |
| | | continue; |
| | | } |
| | | tpElem.getShortTraderParam().setTakeProfitPlaced(true); |
| | | 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); |
| | | } |
| | | ); |
| | | } |
| | | // int shortBaseQty = Integer.parseInt(config.getBaseQuantity()); |
| | | // int shortGridQty = Integer.parseInt(config.getQuantity()); |
| | | // int shortTpCount = posSize > shortBaseQty ? (posSize - shortBaseQty) / shortGridQty : 0; |
| | | // |
| | | // int tpSpan = config.getTakeProfitGridSpan(); |
| | | // for (int i = 0; i < shortTpCount; i++) { |
| | | // int tpGridId = shortGridElement.getId() - tpSpan * (i + 1); |
| | | // GridElement tpElem = GridElement.findById(tpGridId); |
| | | // // 用 takeProfitPlaced 做同步标记,避免异步回调未执行时重复挂单 |
| | | // if (tpElem == null || tpElem.getShortTraderParam().isTakeProfitPlaced()) { |
| | | // continue; |
| | | // } |
| | | // tpElem.getShortTraderParam().setTakeProfitPlaced(true); |
| | | // 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); |
| | | // } |
| | | // ); |
| | | // } |
| | | } |
| | | } |
| | | GridElement longGridElement = GridElement.findByLongOrderId(orderId); |
| | |
| | | // ); |
| | | |
| | | // 多仓止盈:超额部分挂止盈,从entry网格向上逐个挂 |
| | | int longBaseQty = Integer.parseInt(config.getBaseQuantity()); |
| | | int longGridQty = Integer.parseInt(config.getQuantity()); |
| | | int longTpCount = posSize > longBaseQty ? (posSize - longBaseQty) / longGridQty : 0; |
| | | |
| | | int tpSpan = config.getTakeProfitGridSpan(); |
| | | for (int i = 0; i < longTpCount; i++) { |
| | | int tpGridId = longGridElement.getId() + tpSpan * (i + 1); |
| | | GridElement tpElem = GridElement.findById(tpGridId); |
| | | // 用 takeProfitPlaced 做同步标记,避免异步回调未执行时重复挂单 |
| | | if (tpElem == null || tpElem.getLongTraderParam().isTakeProfitPlaced()) { |
| | | continue; |
| | | } |
| | | tpElem.getLongTraderParam().setTakeProfitPlaced(true); |
| | | 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); |
| | | } |
| | | ); |
| | | } |
| | | // int longBaseQty = Integer.parseInt(config.getBaseQuantity()); |
| | | // int longGridQty = Integer.parseInt(config.getQuantity()); |
| | | // int longTpCount = posSize > longBaseQty ? (posSize - longBaseQty) / longGridQty : 0; |
| | | // |
| | | // int tpSpan = config.getTakeProfitGridSpan(); |
| | | // for (int i = 0; i < longTpCount; i++) { |
| | | // int tpGridId = longGridElement.getId() + tpSpan * (i + 1); |
| | | // GridElement tpElem = GridElement.findById(tpGridId); |
| | | // // 用 takeProfitPlaced 做同步标记,避免异步回调未执行时重复挂单 |
| | | // if (tpElem == null || tpElem.getLongTraderParam().isTakeProfitPlaced()) { |
| | | // continue; |
| | | // } |
| | | // tpElem.getLongTraderParam().setTakeProfitPlaced(true); |
| | | // 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); |
| | | // } |
| | | // ); |
| | | // } |
| | | } |
| | | } |
| | | } |
| | |
| | | |
| | | if (newEntryGrid != null) { |
| | | |
| | | String quantity = String.valueOf((accumulatedLongLossCount + 1) * Integer.parseInt(config.getQuantity())); |
| | | // String quantity = String.valueOf((accumulatedLongLossCount + 1) * Integer.parseInt(config.getQuantity())); |
| | | String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + 1); |
| | | // 向上遍历取消所有遗留多单(跳过基础入场网格0) |
| | | GridElement cancelCursor = GridElement.findById(newEntryGrid.getUpId()); |
| | | while (cancelCursor != null) { |
| | |
| | | |
| | | if (newEntryGrid != null) { |
| | | |
| | | String quantity = String.valueOf((accumulatedShortLossCount + 1) * Integer.parseInt(config.getQuantity())); |
| | | // String quantity = String.valueOf((accumulatedShortLossCount + 1) * Integer.parseInt(config.getQuantity())); |
| | | String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + 1); |
| | | // 向下遍历取消所有遗留空单(跳过基础入场网格0) |
| | | GridElement cancelCursor = GridElement.findById(newEntryGrid.getDownId()); |
| | | while (cancelCursor != null) { |
| | |
| | | } |
| | | } |
| | | |
| | | // 止损触发时,取消最远的多仓止盈订单 |
| | | GridElement farthestLongTp = null; |
| | | for (GridElement e : config.getGridElements()) { |
| | | if (e.getLongTakeProfitOrderId() != null) { |
| | | if (farthestLongTp == null || e.getGridPrice().compareTo(farthestLongTp.getGridPrice()) > 0) { |
| | | farthestLongTp = e; |
| | | } |
| | | } |
| | | } |
| | | if (farthestLongTp != null) { |
| | | String tpOrderId = farthestLongTp.getLongTakeProfitOrderId(); |
| | | GridElement finalFarthestLongTp = farthestLongTp; |
| | | executor.cancelConditionalOrder(tpOrderId, oid -> { |
| | | longTakeProfitTraderIdParam(finalFarthestLongTp, null, false); |
| | | log.info("[Gate] 多仓止损触发, 取消最远止盈 gridId:{}, orderId:{}", finalFarthestLongTp.getId(), tpOrderId); |
| | | }); |
| | | } |
| | | // // 止损触发时,取消最远的多仓止盈订单 |
| | | // GridElement farthestLongTp = null; |
| | | // for (GridElement e : config.getGridElements()) { |
| | | // if (e.getLongTakeProfitOrderId() != null) { |
| | | // if (farthestLongTp == null || e.getGridPrice().compareTo(farthestLongTp.getGridPrice()) > 0) { |
| | | // farthestLongTp = e; |
| | | // } |
| | | // } |
| | | // } |
| | | // if (farthestLongTp != null) { |
| | | // String tpOrderId = farthestLongTp.getLongTakeProfitOrderId(); |
| | | // GridElement finalFarthestLongTp = farthestLongTp; |
| | | // executor.cancelConditionalOrder(tpOrderId, oid -> { |
| | | // longTakeProfitTraderIdParam(finalFarthestLongTp, null, false); |
| | | // log.info("[Gate] 多仓止损触发, 取消最远止盈 gridId:{}, orderId:{}", finalFarthestLongTp.getId(), tpOrderId); |
| | | // }); |
| | | // } |
| | | } |
| | | |
| | | private void handleShortStopLossTriggered(GridElement gridElement, String orderId) { |
| | |
| | | } |
| | | } |
| | | |
| | | // 止损触发时,取消最远的空仓止盈订单 |
| | | GridElement farthestShortTp = null; |
| | | for (GridElement e : config.getGridElements()) { |
| | | if (e.getShortTakeProfitOrderId() != null) { |
| | | if (farthestShortTp == null || e.getGridPrice().compareTo(farthestShortTp.getGridPrice()) < 0) { |
| | | farthestShortTp = e; |
| | | } |
| | | } |
| | | } |
| | | if (farthestShortTp != null) { |
| | | String tpOrderId = farthestShortTp.getShortTakeProfitOrderId(); |
| | | GridElement finalFarthestShortTp = farthestShortTp; |
| | | executor.cancelConditionalOrder(tpOrderId, oid -> { |
| | | shortTakeProfitTraderIdParam(finalFarthestShortTp, null, false); |
| | | log.info("[Gate] 空仓止损触发, 取消最远止盈 gridId:{}, orderId:{}", finalFarthestShortTp.getId(), tpOrderId); |
| | | }); |
| | | } |
| | | // // 止损触发时,取消最远的空仓止盈订单 |
| | | // GridElement farthestShortTp = null; |
| | | // for (GridElement e : config.getGridElements()) { |
| | | // if (e.getShortTakeProfitOrderId() != null) { |
| | | // if (farthestShortTp == null || e.getGridPrice().compareTo(farthestShortTp.getGridPrice()) < 0) { |
| | | // farthestShortTp = e; |
| | | // } |
| | | // } |
| | | // } |
| | | // if (farthestShortTp != null) { |
| | | // String tpOrderId = farthestShortTp.getShortTakeProfitOrderId(); |
| | | // GridElement finalFarthestShortTp = farthestShortTp; |
| | | // executor.cancelConditionalOrder(tpOrderId, oid -> { |
| | | // shortTakeProfitTraderIdParam(finalFarthestShortTp, null, false); |
| | | // log.info("[Gate] 空仓止损触发, 取消最远止盈 gridId:{}, orderId:{}", finalFarthestShortTp.getId(), tpOrderId); |
| | | // }); |
| | | // } |
| | | } |
| | | |
| | | // ========== 止盈/止损取消辅助方法 ========== |