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2026-09-21 76c80521cef0500f84d8eaddb9f48d2828d08a1a
fix(gateApi): 解决市价单价格保护错误和枚举反序列化问题

- 添加 Gson 排除策略跳过 finishAs 字段反序列化,修复 Gate API 枚举不完整问题
- 实现市价单价格保护重试机制,支持手动平仓和开仓操作的自动重试
- 增加价格保护检测逻辑,识别 MARKET_PRICE_TOO_DEVIATED 错误并进行重试
- 设置默认重试次数为 3 次,重试间隔为 800ms
- 优化交易执行器中的市价平仓操作,增加重试逻辑处理价格保护情况
2 files modified
126 ■■■■■ changed files
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java 73 ●●●●● patch | view | raw | blame | history
src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java 53 ●●●●● patch | view | raw | blame | history
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -3,9 +3,13 @@
import cn.hutool.core.collection.CollUtil;
import cn.hutool.core.util.StrUtil;
import com.xcong.excoin.utils.dingtalk.DingTalkUtils;
import com.google.gson.ExclusionStrategy;
import com.google.gson.FieldAttributes;
import com.google.gson.Gson;
import io.gate.gateapi.ApiClient;
import io.gate.gateapi.ApiException;
import io.gate.gateapi.GateApiException;
import io.gate.gateapi.JSON;
import io.gate.gateapi.api.AccountApi;
import io.gate.gateapi.api.FuturesApi;
import io.gate.gateapi.models.*;
@@ -110,6 +114,11 @@
    private final FuturesApi futuresApi;
    private static final String SETTLE = "usdt";
    /** 手动市价平仓遭遇价格保护(MARKET_PRICE_TOO_DEVIATED)后的重试次数 */
    private static final int CLOSE_POSITION_RETRY_MAX_ATTEMPTS = 3;
    /** 手动市价平仓遭遇价格保护后的重试间隔(毫秒) */
    private static final long CLOSE_POSITION_RETRY_DELAY_MS = 800L;
    private volatile StrategyState state = StrategyState.WAITING_KLINE;
    /** 空仓价格队列,降序排列(大→小),容量 gridQueueSize */
@@ -172,8 +181,38 @@
        ApiClient apiClient = new ApiClient();
        apiClient.setBasePath(config.getRestBasePath());
        apiClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
        // 修复 gate-api SDK finishAs 枚举不完整导致的反序列化失败(见 buildLenientJson)
        apiClient.setJSON(buildLenientJson());
        this.futuresApi = new FuturesApi(apiClient);
        this.executor = new GateTradeExecutor(apiClient, config.getContract());
    }
    /**
     * 构建容错的 JSON 序列化器,跳过 {@code finishAs} 字段的反序列化。
     *
     * <p>gate-api SDK 的 {@code FuturesOrder.FinishAsEnum} 枚举不完整,缺少
     * {@code price_rate_proteced}(价格保护)等 Gate 实际会返回的值。反序列化未知
     * 枚举值时 {@code fromValue} 会抛 {@link IllegalArgumentException},导致已成功
     * 提交的订单被误判为失败(如日志 {@code Unexpected value 'price_rate_proteced'})。
     * 业务不使用 finishAs 字段,因此通过 Gson 排除策略直接跳过其解析。
     */
    private static JSON buildLenientJson() {
        JSON json = new JSON();
        Gson gson = json.getGson().newBuilder()
                .setExclusionStrategies(new ExclusionStrategy() {
                    @Override
                    public boolean shouldSkipField(FieldAttributes f) {
                        return "finishAs".equals(f.getName());
                    }
                    @Override
                    public boolean shouldSkipClass(Class<?> clazz) {
                        return false;
                    }
                })
                .create();
        json.setGson(gson);
        return json;
    }
    // ---- 初始化 ----
@@ -2368,7 +2407,7 @@
     */
    private void closePositionByMode(Position.ModeEnum mode, boolean isLong) {
        String sideLabel = isLong ? "多" : "空";
        // 1. 市价平掉对应方向仓位
        // 1. 市价平掉对应方向仓位(价格保护拒绝时重试)
        try {
            Position pos = queryPosition(mode);
            if (pos != null) {
@@ -2389,8 +2428,26 @@
                        closeOrder.setSize(size > 0 ? String.valueOf(-size) : String.valueOf(Math.abs(size)));
                    }
                    closeOrder.setText("t-grid-manual-close");
                    for (int attempt = 1; attempt <= CLOSE_POSITION_RETRY_MAX_ATTEMPTS; attempt++) {
                        try {
                    futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
                    log.info("[Gate] 手动平{}仓, size:{}, mode:{}", sideLabel, sizeStr, posMode);
                            break;
                        } catch (Exception e) {
                            if (attempt < CLOSE_POSITION_RETRY_MAX_ATTEMPTS && isPriceProtectionRejected(e)) {
                                log.warn("[Gate] 手动平{}仓遭遇价格保护, 第{}次失败, {}ms后重试: {}",
                                        sideLabel, attempt, CLOSE_POSITION_RETRY_DELAY_MS, e.getMessage());
                                try {
                                    Thread.sleep(CLOSE_POSITION_RETRY_DELAY_MS);
                                } catch (InterruptedException ie) {
                                    Thread.currentThread().interrupt();
                                    break;
                                }
                            } else {
                                throw e;
                            }
                        }
                    }
                }
            }
        } catch (Exception e) {
@@ -2413,6 +2470,20 @@
    }
    /**
     * 判断异常是否为市价单价格保护拒绝({@code MARKET_PRICE_TOO_DEVIATED})。
     *
     * <p>该错误是交易所对市价单的保护:当盘口价相对最新价偏离超过滑点比率时拒绝下单,
     * 属于瞬时行情错误,等待行情稳定后重试通常可成功。
     */
    private boolean isPriceProtectionRejected(Exception e) {
        if (e instanceof GateApiException) {
            String label = ((GateApiException) e).getErrorLabel();
            return label != null && label.contains("PRICE_TOO_DEVIATED");
        }
        return false;
    }
    /**
     * 取消所有多仓入场单(条件开仓单),并清空 GridElement 的多仓挂单记录。
     */
    private void cancelAllLongEntryOrders() {
src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java
@@ -1,6 +1,7 @@
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;
@@ -58,6 +59,10 @@
    private static final int TRIGGER_ORDER_RETRY_MAX_ATTEMPTS = 3;
    /** 止盈/止损条件单创建失败后的重试间隔(毫秒) */
    private static final long TRIGGER_ORDER_RETRY_DELAY_MS = 500L;
    /** 市价单遭遇价格保护(MARKET_PRICE_TOO_DEVIATED)后的重试次数 */
    private static final int OPEN_POSITION_RETRY_MAX_ATTEMPTS = 3;
    /** 市价单遭遇价格保护后的重试间隔(毫秒) */
    private static final long OPEN_POSITION_RETRY_DELAY_MS = 800L;
    /** Gate U 本位合约 REST API */
    private final FuturesApi futuresApi;
@@ -138,6 +143,7 @@
     */
    private void openPosition(String size, String text, String label, Consumer<String> onSuccess, Runnable onFailure) {
        executor.execute(() -> {
            for (int attempt = 1; attempt <= OPEN_POSITION_RETRY_MAX_ATTEMPTS; attempt++) {
            try {
                FuturesOrder order = new FuturesOrder();
                order.setContract(contract);
@@ -151,13 +157,45 @@
                if (onSuccess != null) {
                    onSuccess.accept(orderId);
                }
                    return;
            } catch (Exception e) {
                    if (attempt < OPEN_POSITION_RETRY_MAX_ATTEMPTS && isPriceProtectionRejected(e)) {
                        log.warn("[TradeExec] {}遭遇价格保护(MARKET_PRICE_TOO_DEVIATED), 第{}次失败, {}ms后重试: {}",
                                label, attempt, OPEN_POSITION_RETRY_DELAY_MS, e.getMessage());
                        try {
                            Thread.sleep(OPEN_POSITION_RETRY_DELAY_MS);
                        } catch (InterruptedException ie) {
                            Thread.currentThread().interrupt();
                            break;
                        }
                    } else {
                log.error("[TradeExec] {}失败", label, e);
                if (onFailure != null) {
                    onFailure.run();
                }
                        return;
                    }
                }
            }
            log.error("[TradeExec] {}重试{}次后仍失败", label, OPEN_POSITION_RETRY_MAX_ATTEMPTS);
            if (onFailure != null) {
                onFailure.run();
            }
        });
    }
    /**
     * 判断异常是否为市价单价格保护拒绝({@code MARKET_PRICE_TOO_DEVIATED})。
     *
     * <p>该错误是交易所对市价单的保护:当盘口价相对最新价偏离超过滑点比率时拒绝下单,
     * 属于瞬时行情错误,等待行情稳定后重试通常可成功,因此区别于其他致命错误单独识别。
     */
    private boolean isPriceProtectionRejected(Exception e) {
        if (e instanceof GateApiException) {
            String label = ((GateApiException) e).getErrorLabel();
            return label != null && label.contains("PRICE_TOO_DEVIATED");
        }
        return false;
    }
    /**
@@ -219,6 +257,7 @@
     * size 与止盈单保持一致(负=平多,正=平空)。
     */
    private void marketClose(String size) {
        for (int attempt = 1; attempt <= OPEN_POSITION_RETRY_MAX_ATTEMPTS; attempt++) {
        try {
            FuturesOrder order = new FuturesOrder();
            order.setContract(contract);
@@ -229,8 +268,22 @@
            order.setText("t-grid-mkt-close");
            FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
            log.info("[TradeExec] 市价止盈成功, 价格:{}, size:{}, id:{}", result.getFillPrice(), size, result.getId());
                return;
        } catch (Exception e) {
                if (attempt < OPEN_POSITION_RETRY_MAX_ATTEMPTS && isPriceProtectionRejected(e)) {
                    log.warn("[TradeExec] 市价止盈遭遇价格保护, 第{}次失败, {}ms后重试: {}",
                            attempt, OPEN_POSITION_RETRY_DELAY_MS, e.getMessage());
                    try {
                        Thread.sleep(OPEN_POSITION_RETRY_DELAY_MS);
                    } catch (InterruptedException ie) {
                        Thread.currentThread().interrupt();
                        break;
                    }
                } else {
            log.error("[TradeExec] 市价止盈也失败, size:{}", size, e);
                    return;
                }
            }
        }
    }