fix(trade): 修复止盈订单数量设置和日志记录问题
| | |
| | | WAITING_KLINE, OPENING, ACTIVE, STOPPED |
| | | } |
| | | |
| | | private static final String AUTO_SIZE_LONG = "close_long"; |
| | | private static final String AUTO_SIZE_SHORT = "close_short"; |
| | | private static final String ORDER_TYPE_CLOSE_LONG = "close-long-position"; |
| | | private static final String ORDER_TYPE_CLOSE_SHORT = "close-short-position"; |
| | | |
| | |
| | | } else { |
| | | BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.add(config.getGridRate())).setScale(1, RoundingMode.HALF_UP); |
| | | executor.placeTakeProfit(tpPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, ORDER_TYPE_CLOSE_LONG, AUTO_SIZE_LONG); |
| | | log.info("[Gate] 多单止盈已设, entry:{}, tp:{}", entryPrice, tpPrice); |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_1, ORDER_TYPE_CLOSE_LONG, negate(config.getQuantity())); |
| | | log.info("[Gate] 多单止盈已设, entry:{}, tp:{}, size:{}", entryPrice, tpPrice, negate(config.getQuantity())); |
| | | } |
| | | } else { |
| | | longActive = false; |
| | |
| | | } else { |
| | | BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.subtract(config.getGridRate())).setScale(1, RoundingMode.HALF_UP); |
| | | executor.placeTakeProfit(tpPrice, |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_2, ORDER_TYPE_CLOSE_SHORT, AUTO_SIZE_SHORT); |
| | | log.info("[Gate] 空单止盈已设, entry:{}, tp:{}", entryPrice, tpPrice); |
| | | FuturesPriceTrigger.RuleEnum.NUMBER_2, ORDER_TYPE_CLOSE_SHORT, config.getQuantity()); |
| | | log.info("[Gate] 空单止盈已设, entry:{}, tp:{}, size:{}", entryPrice, tpPrice, config.getQuantity()); |
| | | } |
| | | } else { |
| | | shortActive = false; |
| | |
| | | package com.xcong.excoin.modules.gateApi; |
| | | |
| | | import io.gate.gateapi.ApiClient; |
| | | import io.gate.gateapi.GateApiException; |
| | | import io.gate.gateapi.api.FuturesApi; |
| | | import io.gate.gateapi.models.FuturesInitialOrder; |
| | | import io.gate.gateapi.models.FuturesOrder; |
| | |
| | | /** |
| | | * 异步创建止盈条件单。 |
| | | * <p>使用 Gate 的 PriceTriggeredOrder:服务器监控价格,达到触发价后自动平仓。 |
| | | * 如果账户已有同方向同规则的条件单(label=UNIQUE),自动清除后重试一次。 |
| | | * 每次只平指定张数(size),多次触发的止盈单互不影响。 |
| | | * |
| | | * @param triggerPrice 触发价格 |
| | | * @param rule 触发规则(NUMBER_1: ≥ 触发价,NUMBER_2: ≤ 触发价) |
| | | * @param orderType stop 类型(close-long-position / close-short-position) |
| | | * @param autoSize 双仓平仓方向(close_long / close_short) |
| | | * @param size 平仓张数(正=平空,负=平多) |
| | | */ |
| | | public void placeTakeProfit(BigDecimal triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum rule, |
| | | String orderType, |
| | | String autoSize) { |
| | | String size) { |
| | | executor.execute(() -> { |
| | | FuturesPriceTriggeredOrder order = buildTriggeredOrder(triggerPrice, rule, orderType, autoSize); |
| | | FuturesPriceTriggeredOrder order = buildTriggeredOrder(triggerPrice, rule, orderType, size); |
| | | try { |
| | | TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order); |
| | | log.info("[TradeExec] 止盈单已创建, 触发价:{}, 类型:{}, id:{}", |
| | | triggerPrice, orderType, response.getId()); |
| | | } catch (GateApiException e) { |
| | | if ("AUTO_USER_EXIST_POSITION_ORDER".equals(e.getErrorLabel())) { |
| | | log.warn("[TradeExec] 止盈单已存在,清除旧单后重试"); |
| | | try { |
| | | futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract); |
| | | TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order); |
| | | log.info("[TradeExec] 止盈单重试成功, 触发价:{}, id:{}", triggerPrice, response.getId()); |
| | | } catch (Exception retryEx) { |
| | | log.error("[TradeExec] 止盈单重试失败", retryEx); |
| | | } |
| | | } else { |
| | | log.error("[TradeExec] 止盈单创建失败, 触发价:{}", triggerPrice, e); |
| | | } |
| | | log.info("[TradeExec] 止盈单已创建, 触发价:{}, 类型:{}, size:{}, id:{}", |
| | | triggerPrice, orderType, size, response.getId()); |
| | | } catch (Exception e) { |
| | | log.error("[TradeExec] 止盈单创建失败, 触发价:{}", triggerPrice, e); |
| | | log.error("[TradeExec] 止盈单创建失败, 触发价:{}, size:{}", triggerPrice, size, e); |
| | | } |
| | | }); |
| | | } |
| | |
| | | private FuturesPriceTriggeredOrder buildTriggeredOrder(BigDecimal triggerPrice, |
| | | FuturesPriceTrigger.RuleEnum rule, |
| | | String orderType, |
| | | String autoSize) { |
| | | String size) { |
| | | FuturesPriceTrigger trigger = new FuturesPriceTrigger(); |
| | | trigger.setStrategyType(FuturesPriceTrigger.StrategyTypeEnum.NUMBER_0); |
| | | trigger.setPriceType(FuturesPriceTrigger.PriceTypeEnum.NUMBER_0); |
| | |
| | | |
| | | FuturesInitialOrder initial = new FuturesInitialOrder(); |
| | | initial.setContract(contract); |
| | | initial.setSize(0L); |
| | | initial.setSize(Long.parseLong(size)); |
| | | initial.setPrice("0"); |
| | | initial.setTif(FuturesInitialOrder.TifEnum.IOC); |
| | | initial.setReduceOnly(true); |
| | | initial.setAutoSize(autoSize); |
| | | |
| | | FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder(); |
| | | order.setTrigger(trigger); |
| | |
| | | .leverage("100") |
| | | .marginMode("cross") |
| | | .positionMode("dual") |
| | | .gridRate(new BigDecimal("0.004")) |
| | | .overallTp(new BigDecimal("0.5")) |
| | | .maxLoss(new BigDecimal("7.5")) |
| | | .gridRate(new BigDecimal("0.003")) |
| | | .overallTp(new BigDecimal("5")) |
| | | .maxLoss(new BigDecimal("15")) |
| | | .quantity("1") |
| | | .contractMultiplier(new BigDecimal("0.01")) |
| | | .unrealizedPnlPriceMode(GateConfig.PnLPriceMode.LAST_PRICE) |