feat(gateApi): 添加最大持仓限制和止盈机制

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2026-06-06 2c8029006a8c9ab267f88ee21591bc546c4afedd

feat(gateApi): 添加最大持仓限制和止盈机制

- 在GateConfig中新增maxPositionSize字段用于限制最大持仓张数
- 实现checkMaxPositionAndPlaceTakeProfit方法检查持仓超限并自动挂止盈单
- 优化盈亏计算逻辑，增加预估平仓手续费的计算
- 更新WebSocket客户端管理器中的默认配置参数
- 添加多空仓方向的持仓检查和止盈订单处理逻辑

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

@@ -99,6 +99,8 @@
    private final int priceScale;
    /** 未实现盈亏计价模式：最新价 / 标记价格 */
    private final PnLPriceMode unrealizedPnlPriceMode;
    /** 最大持仓张数（单方向），0=不限制 */
    private final int maxPositionSize;
    /** 网格绝对步长（shortBaseEntryPrice × gridRate），运行时由队列生成逻辑设置 */
    private BigDecimal step;
    /** 网格元素列表，由队列初始化时同步填充，包含完整的多空仓挂单状态 */
@@ -128,6 +130,7 @@
        this.contractMultiplier = builder.contractMultiplier;
        this.priceScale = builder.priceScale;
        this.unrealizedPnlPriceMode = builder.unrealizedPnlPriceMode;
        this.maxPositionSize = builder.maxPositionSize;
    }

    // ==================== REST/WS 地址 ====================
@@ -211,6 +214,8 @@
    public int getPriceScale() { return priceScale; }
    /** @return 未实现盈亏计价模式：LAST_PRICE（最新成交价）/ MARK_PRICE（标记价格） */
    public PnLPriceMode getUnrealizedPnlPriceMode() { return unrealizedPnlPriceMode; }
    /** @return 最大持仓张数（单方向），0=不限制 */
    public int getMaxPositionSize() { return maxPositionSize; }

    // ==================== 运行时参数 ====================

@@ -299,6 +304,8 @@
        private int priceScale = 1;
        /** 未实现盈亏计价模式，默认 LAST_PRICE（最新成交价） */
        private PnLPriceMode unrealizedPnlPriceMode = PnLPriceMode.LAST_PRICE;
        /** 最大持仓张数（单方向），默认 0=不限制 */
        private int maxPositionSize = 0;

        /** 设置 API Key */
        public Builder apiKey(String apiKey) { this.apiKey = apiKey; return this; }
@@ -338,6 +345,8 @@
        public Builder gridQueueSize(int gridQueueSize) { this.gridQueueSize = gridQueueSize; return this; }
        /** 设置未实现盈亏计价模式 */
        public Builder unrealizedPnlPriceMode(PnLPriceMode mode) { this.unrealizedPnlPriceMode = mode; return this; }
        /** 设置最大持仓张数（单方向），0=不限制 */
        public Builder maxPositionSize(int maxPositionSize) { this.maxPositionSize = maxPositionSize; return this; }

        public GateConfig build() {
            return new GateConfig(this);

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

@@ -793,6 +793,7 @@
                shortEntryQty = 1;
                extendShortStopLoss(filledQty);
                log.info("[Gate] 空单成交 gridId:{}, qty:{}, 追挂止损", shortGridElement.getId(), filledQty);
                checkMaxPositionAndPlaceTakeProfit(false, shortGridElement.getId());
            }
        }
        GridElement longGridElement = GridElement.findByLongOrderId(orderId);
@@ -803,6 +804,7 @@
                longEntryQty = 1;
                extendLongStopLoss(filledQty);
                log.info("[Gate] 多单成交 gridId:{}, qty:{}, 追挂止损", longGridElement.getId(), filledQty);
                checkMaxPositionAndPlaceTakeProfit(true, longGridElement.getId());
            }
        }
    }
@@ -1516,17 +1518,91 @@
        }
    }

    /**
     * 通过 REST API 查询实时持仓，超限则在下一网格挂止盈单。
     * 使用异步执行避免阻塞 WS 回调线程。
     *
     * @param isLong 是否为多仓方向
     * @param gridId 当前挂单成交的网格 ID
     */
    private void checkMaxPositionAndPlaceTakeProfit(boolean isLong, int gridId) {
        int maxPos = config.getMaxPositionSize();
        if (maxPos <= 0) return;

        executor.submitTask(() -> {
            try {
                List<Position> positions = futuresApi.listPositions(SETTLE).execute();
                if (positions == null) return;

                long actualPosSize = 0;
                String targetMode = isLong ? "dual_long" : "dual_short";
                for (Position pos : positions) {
                    if (!config.getContract().equals(pos.getContract())) continue;
                    Position.ModeEnum mode = pos.getMode();
                    if (mode != null && mode.getValue() != null && targetMode.equals(mode.getValue())) {
                        actualPosSize = Math.abs(Long.parseLong(pos.getSize()));
                        break;
                    }
                }

                if (actualPosSize <= maxPos) {
                    log.debug("[Gate] 持仓检查 {}方向 实际持仓:{} ≤ 上限:{}, 无需止盈", targetMode, actualPosSize, maxPos);
                    return;
                }

                // 下一网格 ID：空仓 N→N-1（向基底方向，更低价），多仓 -N→-(N-1)（向基底方向，更高价）
                int nextGridId = isLong ? -(Math.abs(gridId) - 1) : gridId - 1;
                GridElement nextGrid = GridElement.findById(nextGridId);
                if (nextGrid == null) {
                    log.warn("[Gate] 持仓超限 but 下一网格{}不存在", nextGridId);
                    return;
                }

                BigDecimal tpPrice = nextGrid.getGridPrice();
                if (isLong) {
                    executor.placeTakeProfit(tpPrice,
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
                            ORDER_TYPE_CLOSE_LONG,
                            negate(config.getQuantity()),
                            profitId -> log.info("[Gate] 多仓超限止盈已挂(持仓:{})>, gridId:{}, tpPrice:{}, id:{}",
                                    actualPosSize, nextGridId, tpPrice, profitId));
                } else {
                    executor.placeTakeProfit(tpPrice,
                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
                            ORDER_TYPE_CLOSE_SHORT,
                            config.getQuantity(),
                            profitId -> log.info("[Gate] 空仓超限止盈已挂(持仓:{})>, gridId:{}, tpPrice:{}, id:{}",
                                    actualPosSize, nextGridId, tpPrice, profitId));
                }
            } catch (Exception e) {
                log.warn("[Gate] 通过API查询持仓超限检查失败", e);
            }
        });
    }

    /** Gate 永续合约 taker 费率 0.05% */
    private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.0005");
    /** ETH_USDT 合约面值（每张=0.01 ETH） */
    private static final BigDecimal CT_VAL = new BigDecimal("0.01");

    private void checkProfitAndReset() {
        try {
            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            BigDecimal unrealisedPnl = new BigDecimal(account.getCrossUnrealisedPnl());
            BigDecimal available = new BigDecimal(account.getCrossAvailable());
            BigDecimal totalEquity = unrealisedPnl.add(available);

            // 估算平仓手续费：(多仓张数+空仓张数) × 合约面值 × 当前价 × taker费率
            BigDecimal closeContractValue = longPositionSize.add(shortPositionSize)
                    .multiply(CT_VAL).multiply(lastKlinePrice != null ? lastKlinePrice : BigDecimal.ZERO);
            BigDecimal estimatedFee = closeContractValue.multiply(TAKER_FEE_RATE);
            BigDecimal netEquity = totalEquity.subtract(estimatedFee);

            BigDecimal target = initialPrincipal.add(config.getExpectedProfit());
            log.info("[Gate] 盈亏检查 cross_unrealised_pnl:{}, cross_available:{}, 合计:{}, 目标:{}",
                    unrealisedPnl, available, totalEquity, target);
            if (totalEquity.compareTo(target) > 0) {
                log.info("[Gate] 盈亏达标({}>{})，重置策略", totalEquity, target);
            log.info("[Gate] 盈亏检查 upl:{}, avail:{}, 合计:{}, 估手续费:{}, 净权益:{}, 目标:{}",
                    unrealisedPnl, available, totalEquity, estimatedFee, netEquity, target);
            if (netEquity.compareTo(target) > 0) {
                log.info("[Gate] 盈亏达标(净权益{}>目标{})，重置策略", netEquity, target);
                state = StrategyState.STOPPED;
                closeExistingPositions();
                futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());

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

@@ -69,8 +69,9 @@
                    .gridRate(new BigDecimal("0.005"))
                    .expectedProfit(new BigDecimal("0.5"))
                    .maxLoss(new BigDecimal("1.5"))
                    .baseQuantity("10")
                    .baseQuantity("3")
                    .quantity("1")
                    .maxPositionSize(9)
                    .priceScale(2)
                    .contractMultiplier(new BigDecimal("0.01"))
                    .unrealizedPnlPriceMode(GateConfig.PnLPriceMode.LAST_PRICE)