| | |
| | | return; |
| | | } |
| | | |
| | | // [Gate-需求1] 多仓止盈触发:清空止盈状态 + 取消最远多仓止损 |
| | | 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); |
| | | cancelFarthestLongStopLoss(); |
| | | return; |
| | | } |
| | | // [Gate-需求1] 空仓止盈触发:清空止盈状态 + 取消最远空仓止损 |
| | | 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); |
| | | cancelFarthestShortStopLoss(); |
| | | return; |
| | | } |
| | | |
| | | GridElement longStopLossElem = GridElement.findByLongStopLossOrderId(orderId); |
| | | // if (longStopLossElem != null && longPositionSize.compareTo(BigDecimal.ZERO) > 0 && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) { |
| | | if (longStopLossElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) { |
| | |
| | | if (shortGridElement.isHasShortOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){ |
| | | int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity()); |
| | | shortEntryTraderIdParam(shortGridElement, null, false); |
| | | // [Gate-需求2] 加仓后先撤空仓所有止盈+止损,再重挂 |
| | | cancelAllShortTakeProfitsAndStopLosses(); |
| | | extendShortStopLoss(filledQty,shortGridElement.getId()); |
| | | accumulatedShortLossCount = 0; // 加仓订单成交,重置止损累计 |
| | | log.info("[Gate] 空单成交 gridId:{}", filledQty); |
| | |
| | | |
| | | int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity()); |
| | | longEntryTraderIdParam(longGridElement, null, false); |
| | | // [Gate-需求2] 加仓后先撤多仓所有止盈+止损,再重挂 |
| | | cancelAllLongTakeProfitsAndStopLosses(); |
| | | extendLongStopLoss(filledQty,longGridElement.getId()); |
| | | accumulatedLongLossCount = 0; // 加仓订单成交,重置止损累计 |
| | | log.info("[Gate] 多单成交 gridId:{}", filledQty); |
| | |
| | | } |
| | | } |
| | | |
| | | // ========== 止盈/止损取消辅助方法 ========== |
| | | |
| | | /** |
| | | * 取消最远的多仓止损订单。 |
| | | * 多仓止损在 gridId 负方向,最远 = id 最小。 |
| | | */ |
| | | private void cancelFarthestLongStopLoss() { |
| | | GridElement farthest = null; |
| | | for (GridElement e : config.getGridElements()) { |
| | | if (e.getLongStopLossOrderId() != null) { |
| | | if (farthest == null || e.getId() < farthest.getId()) { |
| | | farthest = e; |
| | | } |
| | | } |
| | | } |
| | | if (farthest != null) { |
| | | String slId = farthest.getLongStopLossOrderId(); |
| | | farthest.setLongStopLossOrderId(null); |
| | | GridElement.refreshIndices(); |
| | | GridElement finalFarthest = farthest; |
| | | executor.cancelConditionalOrder(slId, oid -> |
| | | log.info("[Gate] 止盈触发, 取消最远多仓止损 gridId:{}, orderId:{}", finalFarthest.getId(), slId)); |
| | | } |
| | | } |
| | | |
| | | /** |
| | | * 取消最远的空仓止损订单。 |
| | | * 空仓止损在 gridId 正方向,最远 = id 最大。 |
| | | */ |
| | | private void cancelFarthestShortStopLoss() { |
| | | GridElement farthest = null; |
| | | for (GridElement e : config.getGridElements()) { |
| | | if (e.getShortStopLossOrderId() != null) { |
| | | if (farthest == null || e.getId() > farthest.getId()) { |
| | | farthest = e; |
| | | } |
| | | } |
| | | } |
| | | if (farthest != null) { |
| | | String slId = farthest.getShortStopLossOrderId(); |
| | | farthest.setShortStopLossOrderId(null); |
| | | GridElement.refreshIndices(); |
| | | GridElement finalFarthest = farthest; |
| | | executor.cancelConditionalOrder(slId, oid -> |
| | | log.info("[Gate] 止盈触发, 取消最远空仓止损 gridId:{}, orderId:{}", finalFarthest.getId(), slId)); |
| | | } |
| | | } |
| | | |
| | | /** |
| | | * 取消所有多仓止盈 + 多仓止损订单(加仓后重建前清场)。 |
| | | */ |
| | | private void cancelAllLongTakeProfitsAndStopLosses() { |
| | | for (GridElement e : config.getGridElements()) { |
| | | String tpId = e.getLongTakeProfitOrderId(); |
| | | if (tpId != null) { |
| | | e.setLongTakeProfitOrderId(null); |
| | | executor.cancelConditionalOrder(tpId, oid -> {}); |
| | | } |
| | | String slId = e.getLongStopLossOrderId(); |
| | | if (slId != null) { |
| | | e.setLongStopLossOrderId(null); |
| | | executor.cancelConditionalOrder(slId, oid -> {}); |
| | | } |
| | | } |
| | | GridElement.refreshIndices(); |
| | | log.info("[Gate] 已提交取消所有多仓止盈+止损"); |
| | | } |
| | | |
| | | /** |
| | | * 取消所有空仓止盈 + 空仓止损订单(加仓后重建前清场)。 |
| | | */ |
| | | private void cancelAllShortTakeProfitsAndStopLosses() { |
| | | for (GridElement e : config.getGridElements()) { |
| | | String tpId = e.getShortTakeProfitOrderId(); |
| | | if (tpId != null) { |
| | | e.setShortTakeProfitOrderId(null); |
| | | executor.cancelConditionalOrder(tpId, oid -> {}); |
| | | } |
| | | String slId = e.getShortStopLossOrderId(); |
| | | if (slId != null) { |
| | | e.setShortStopLossOrderId(null); |
| | | executor.cancelConditionalOrder(slId, oid -> {}); |
| | | } |
| | | } |
| | | GridElement.refreshIndices(); |
| | | log.info("[Gate] 已提交取消所有空仓止盈+止损"); |
| | | } |
| | | |
| | | // ========== 止损追单 ========== |
| | | |
| | | private void extendLongStopLoss(int filledQty,int gridId) { |
| | | int furthestSlId = 0; |
| | | for (GridElement e : config.getGridElements()) { |