refactor(gateApi): 将条件单ID管理从单值改为集合支持批量操作

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6 hours ago 3bcc6918c362a7837f792ef91018a1fe043096ef

refactor(gateApi): 将条件单ID管理从单值改为集合支持批量操作

- 将currentLongOrderId和currentShortOrderId改为currentLongOrderIds和currentShortOrderIds集合
- 修改订单ID赋值逻辑为集合添加操作
- 实现批量取消当前条件单功能
- 添加反向条件单逻辑并设置对应止盈价格
- 更新条件单触发后的限价单逻辑为GTC订单类型
- 调整网格费率参数优化策略配置

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

@@ -15,6 +15,10 @@
import java.util.Collections;
import java.util.List;

import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionClosesChannelHandler;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionsChannelHandler;

/**
 * Gate 网格交易服务 — 策略核心。
 *
@@ -108,10 +112,10 @@
    /** 空仓止盈队列，降序排列（大→小），仓位推送时消费 */
    private final List<BigDecimal> shortTakeProfitQueue = Collections.synchronizedList(new ArrayList<>());

    /** 当前多仓限价单 ID，用于取消旧单 */
    private volatile String currentLongOrderId;
    /** 当前空仓限价单 ID，用于取消旧单 */
    private volatile String currentShortOrderId;
    /** 当前多仓条件单 ID 集合，用于取消旧单 */
    private final List<String> currentLongOrderIds = Collections.synchronizedList(new ArrayList<>());
    /** 当前空仓条件单 ID 集合，用于取消旧单 */
    private final List<String> currentShortOrderIds = Collections.synchronizedList(new ArrayList<>());

    /** 基底空头入场价 */
    private BigDecimal shortBaseEntryPrice;
@@ -296,8 +300,8 @@
        longPriceQueue.clear();
        longTakeProfitQueue.clear();
        shortTakeProfitQueue.clear();
        currentLongOrderId = null;
        currentShortOrderId = null;
        currentLongOrderIds.clear();
        currentShortOrderIds.clear();
        log.info("[Gate] 网格策略已启动");
    }

@@ -515,11 +519,11 @@

            executor.placeConditionalEntryOrder(longPriceQueue.get(0),
                    FuturesPriceTrigger.RuleEnum.NUMBER_1, config.getQuantity(),
                    orderId -> { currentLongOrderId = orderId; log.info("[Gate] 初始条件多单已挂, id:{}, trigger:{}", orderId, longPriceQueue.get(0)); },
                    orderId -> { currentLongOrderIds.add(orderId); log.info("[Gate] 初始条件多单已挂, id:{}, trigger:{}", orderId, longPriceQueue.get(0)); },
                    null);
            executor.placeConditionalEntryOrder(shortPriceQueue.get(0),
                    FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
                    orderId -> { currentShortOrderId = orderId; log.info("[Gate] 初始条件空单已挂, id:{}, trigger:{}", orderId, shortPriceQueue.get(0)); },
                    orderId -> { currentShortOrderIds.add(orderId); log.info("[Gate] 初始条件空单已挂, id:{}, trigger:{}", orderId, shortPriceQueue.get(0)); },
                    null);

            state = StrategyState.ACTIVE;
@@ -642,27 +646,34 @@
        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过挂条件单");
        } else {
            String oldLongId = currentLongOrderId;
            executor.cancelConditionalOrder(oldLongId);
            synchronized (currentLongOrderIds) {
                for (String id : currentLongOrderIds) {
                    executor.cancelConditionalOrder(id);
                }
                currentLongOrderIds.clear();
            }
            executor.placeConditionalEntryOrder(newShortFirst,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
                    orderId -> { currentShortOrderId = orderId; log.info("[Gate] 新条件空单, id:{}, trigger:{}", orderId, newShortFirst); },
                    orderId -> { currentShortOrderIds.add(orderId); log.info("[Gate] 新条件空单, id:{}, trigger:{}", orderId, newShortFirst); },
                    null);
            executor.placeConditionalEntryOrder(newLongFirst,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1, config.getQuantity(),
                    orderId -> { currentLongOrderId = orderId; log.info("[Gate] 新条件多单, id:{}, trigger:{}", orderId, newLongFirst); },
                    orderId -> { currentLongOrderIds.add(orderId); log.info("[Gate] 新条件多单, id:{}, trigger:{}", orderId, newLongFirst); },
                    null);

            if (newShortFirst.compareTo(shortEntryPrice) > 0
                    && newShortFirst.compareTo(longEntryPrice) < 0) {
                BigDecimal reverseLongTp = newShortFirst.add(step).setScale(1, RoundingMode.HALF_UP);
                longTakeProfitQueue.add(reverseLongTp);
                longTakeProfitQueue.sort(BigDecimal::compareTo);
                executor.placeConditionalEntryOrder(newShortFirst,
                        FuturesPriceTrigger.RuleEnum.NUMBER_1, config.getQuantity(),
                        orderId -> { currentLongOrderIds.add(orderId); },
                        null);
                log.info("[Gate] 反向条件多单已挂, trigger:{}, size:{}, 止盈:{}", newShortFirst, config.getQuantity(), reverseLongTp);
            }
        }

        if (isMarginSafe()
                && shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
                && longEntryPrice.compareTo(BigDecimal.ZERO) > 0
                && longEntryPrice.compareTo(shortEntryPrice) > 0
                && currentPrice.compareTo(shortEntryPrice) > 0
                && currentPrice.compareTo(longEntryPrice) < 0) {
            executor.openLong(config.getQuantity(), null, null);
            log.info("[Gate] 额外反向开多, 当前价:{} 在[{},{}]之间", currentPrice, shortEntryPrice, longEntryPrice);
        }
    }

    /**
@@ -742,27 +753,34 @@
        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过挂条件单");
        } else {
            String oldShortId = currentShortOrderId;
            executor.cancelConditionalOrder(oldShortId);
            synchronized (currentShortOrderIds) {
                for (String id : currentShortOrderIds) {
                    executor.cancelConditionalOrder(id);
                }
                currentShortOrderIds.clear();
            }
            executor.placeConditionalEntryOrder(newLongFirst,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1, config.getQuantity(),
                    orderId -> { currentLongOrderId = orderId; log.info("[Gate] 新条件多单, id:{}, trigger:{}", orderId, newLongFirst); },
                    orderId -> { currentLongOrderIds.add(orderId); log.info("[Gate] 新条件多单, id:{}, trigger:{}", orderId, newLongFirst); },
                    null);
            executor.placeConditionalEntryOrder(newShortFirst,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
                    orderId -> { currentShortOrderId = orderId; log.info("[Gate] 新条件空单, id:{}, trigger:{}", orderId, newShortFirst); },
                    orderId -> { currentShortOrderIds.add(orderId); log.info("[Gate] 新条件空单, id:{}, trigger:{}", orderId, newShortFirst); },
                    null);

            if (newLongFirst.compareTo(shortEntryPrice) > 0
                    && newLongFirst.compareTo(longEntryPrice) < 0) {
                BigDecimal reverseShortTp = newLongFirst.subtract(step).setScale(1, RoundingMode.HALF_UP);
                shortTakeProfitQueue.add(reverseShortTp);
                shortTakeProfitQueue.sort((a, b) -> b.compareTo(a));
                executor.placeConditionalEntryOrder(newLongFirst,
                        FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
                        orderId -> { currentShortOrderIds.add(orderId); },
                        null);
                log.info("[Gate] 反向条件空单已挂, trigger:{}, size:{}, 止盈:{}", newLongFirst, negate(config.getQuantity()), reverseShortTp);
            }
        }

        if (isMarginSafe()
                && shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
                && longEntryPrice.compareTo(BigDecimal.ZERO) > 0
                && longEntryPrice.compareTo(shortEntryPrice) > 0
                && currentPrice.compareTo(shortEntryPrice) > 0
                && currentPrice.compareTo(longEntryPrice) < 0) {
            executor.openShort(negate(config.getQuantity()), null, null);
            log.info("[Gate] 额外反向开空, 当前价:{} 在[{},{}]之间", currentPrice, shortEntryPrice, longEntryPrice);
        }
    }

    // ---- 保证金安全阀 ----

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

@@ -260,12 +260,12 @@
    }

    /**
     * 异步创建条件开仓单（价格触发开仓）。
     * 异步创建条件开仓单（价格触发后以触发价限价开仓）。
     *
     * <p>服务器监控价格，达到触发价后以市价 IOC 开仓。与止盈单不同，不设 order_type（默认开仓），
     * reduce_only=false。适用于"价格到达 X 才买入 / 跌到 Y 才卖出"的场景。
     * <p>服务器监控价格，达到触发价后以触发价挂 GTC 限价单开仓。与止盈单不同，不设 order_type（默认开仓），
     * reduce_only=false。
     *
     * @param triggerPrice 触发价格
     * @param triggerPrice 触发价格（同时也是限价执行价格）
     * @param rule         触发规则（NUMBER_1: 最新价≥触发价时执行；NUMBER_2: 最新价≤触发价时执行）
     * @param size         开仓张数（正=开多，负=开空）
     * @param onSuccess    成功回调，接收 conditionOrderId
@@ -288,8 +288,8 @@
                FuturesInitialOrder initial = new FuturesInitialOrder();
                initial.setContract(contract);
                initial.setSize(Long.parseLong(size));
                initial.setPrice("0");
                initial.setTif(FuturesInitialOrder.TifEnum.IOC);
                initial.setPrice(triggerPrice.toString());
                initial.setTif(FuturesInitialOrder.TifEnum.GTC);
                initial.setReduceOnly(false);

                FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder();

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

@@ -56,7 +56,7 @@
                    .leverage("100")
                    .marginMode("CROSS")
                    .positionMode("dual")
                    .gridRate(new BigDecimal("0.005"))
                    .gridRate(new BigDecimal("0.003"))
                    .overallTp(new BigDecimal("5"))
                    .maxLoss(new BigDecimal("15"))
                    .quantity("1")