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yesterday bd6b336a68ff0355936c4026f5e39d2375c273ac
feat(gateApi): 添加止盈挂单功能并优化盈亏计算

- 实现超出基础仓位部分的止盈挂单逻辑
- 计算预估平仓手续费并从总权益中扣除
- 在多单和空单成交后自动挂载止盈订单
- 查找对向仓位第一止损位作为止盈挂单位置
- 更新盈亏达标日志显示实际权益变化
- 添加止盈挂单相关辅助方法和查找逻辑
1 files modified
116 ■■■■■ changed files
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java 116 ●●●●● patch | view | raw | blame | history
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -435,12 +435,28 @@
            BigDecimal target = initialPrincipal.add(config.getExpectedProfit());
            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            BigDecimal totalEquity = new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl()));
            // 预估平仓手续费 = 持仓量 × 合约乘数 × 入场价 × taker费率
            BigDecimal multiplier = config.getContractMultiplier();
            BigDecimal longCloseFee = BigDecimal.ZERO;
            if (longPositionSize.compareTo(BigDecimal.ZERO) > 0 && longEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
                longCloseFee = longPositionSize.multiply(multiplier).multiply(longEntryPrice).multiply(TAKER_FEE_RATE);
            }
            BigDecimal shortCloseFee = BigDecimal.ZERO;
            if (shortPositionSize.compareTo(BigDecimal.ZERO) > 0 && shortEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
                shortCloseFee = shortPositionSize.multiply(multiplier).multiply(shortEntryPrice).multiply(TAKER_FEE_RATE);
            }
            BigDecimal estimatedCloseFee = longCloseFee.add(shortCloseFee);
            BigDecimal totalEquity = new BigDecimal(account.getTotal())
                    .add(new BigDecimal(account.getUnrealisedPnl()))
                    .subtract(estimatedCloseFee);
            if (totalEquity.compareTo(target) > 0) {
                currentRound++;
                int maxRounds = config.getRounds();
                log.info("[Gate] 盈亏达标(净权益{}>目标{}),第{}轮完成", totalEquity, target, currentRound);
                log.info("[Gate] 盈亏达标(净权益{}→含手续费-{}=实际{}>目标{}),第{}轮完成",
                        new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl())),
                        estimatedCloseFee, totalEquity, target, currentRound);
                if (maxRounds > 0 && currentRound >= maxRounds) {
                    log.info("[Gate] 已达到运行轮数上限({}),策略停止", maxRounds);
@@ -656,6 +672,8 @@
                // REST 查询可能因交易所延迟返回旧值,与 WS 本地缓存取最大值兜底
                int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
                extendShortStopLoss(posSize, shortGridElement.getId());
                // [Gate] 止盈挂单:超出基础仓位的部分,挂在多仓第一止损位
                placeExcessTakeProfit(posSize, false);
                log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
            }
@@ -684,6 +702,8 @@
                // REST 查询可能因交易所延迟返回旧值,与 WS 本地缓存取最大值兜底
                int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
                extendLongStopLoss(posSize, longGridElement.getId());
                // [Gate] 止盈挂单:超出基础仓位的部分,挂在空仓第一止损位
                placeExcessTakeProfit(posSize, true);
                log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
            }
@@ -1668,6 +1688,98 @@
    }
    /**
     * 挂单成交后,将超出基础仓位的部分挂止盈单,挂在对向仓位的第一止损位上。
     *
     * <p>遍历所有 GridElement,找到对向仓位第一个有止损单的网格作为止盈挂单位置。
     *
     * <p>例:空仓成交后持仓 8 张,基础 4 张 → 超出 4 张,
     * 找到多仓第一止损位(如 gridId=-2)→ 在该位置挂空仓止盈单。
     *
     * @param posSize  当前总持仓张数
     * @param isLong   true=多仓成交,false=空仓成交
     */
    private void placeExcessTakeProfit(int posSize, boolean isLong) {
        int baseQty = Integer.parseInt(config.getBaseQuantity());
        int excessQty = posSize - baseQty;
        if (excessQty <= 0) {
            return;
        }
        // 遍历找到对向仓位第一个有止损单的网格
        GridElement tpElem = isLong ? findFirstShortStopLossGrid() : findFirstLongStopLossGrid();
        if (tpElem == null) {
            log.warn("[Gate] {}止盈挂单失败:未找到对向仓止损位", isLong ? "多仓" : "空仓");
            return;
        }
        int tpGridId = tpElem.getId();
        BigDecimal triggerPrice = tpElem.getGridPrice();
        String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
        // 多仓止盈:价格≥触发价时平仓(NUMBER_1);空仓止盈:价格≤触发价时平仓(NUMBER_2)
        FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
                : FuturesPriceTrigger.RuleEnum.NUMBER_2;
        String size = isLong ? negate(String.valueOf(excessQty)) : String.valueOf(excessQty);
//        if (isLong && tpElem.getLongTakeProfitOrderId() != null) {
//            executor.cancelConditionalOrder(tpElem.getLongTakeProfitOrderId(), oid -> {
//                longTakeProfitTraderIdParam(tpElem, null, false);
//                log.info("[Gate] 取消旧止盈, gridId:{}, orderId:{}", tpGridId, oid);
//            });
//        } else if (!isLong && tpElem.getShortTakeProfitOrderId() != null) {
//            executor.cancelConditionalOrder(tpElem.getShortTakeProfitOrderId(), oid -> {
//                shortTakeProfitTraderIdParam(tpElem, null, false);
//                log.info("[Gate] 取消旧止盈, gridId:{}, orderId:{}", tpGridId, oid);
//            });
//        }
        String finalSize = size;
        int finalTpGridId = tpGridId;
        executor.placeTakeProfit(triggerPrice, rule, orderType, size,
                profitId -> {
                    if (isLong) {
                        longTakeProfitTraderIdParam(tpElem, profitId, true);
                    } else {
                        shortTakeProfitTraderIdParam(tpElem, profitId, true);
                    }
                    log.info("[Gate] {}止盈挂单, gridId:{}, 触发价:{}, 数量:{}, takeProfitId:{}",
                            isLong ? "多仓" : "空仓", finalTpGridId, triggerPrice, finalSize, profitId);
                }
        );
    }
    /**
     * 找到有长仓止损单且离 0 最近的网格(第一个多仓止损位)。
     */
    private GridElement findFirstLongStopLossGrid() {
        GridElement first = null;
        for (GridElement e : config.getGridElements()) {
            if (!e.getLongStopLossOrderIds().isEmpty()) {
                // 多仓止损在负数区,取 id 最大(最靠近 0)的
                if (first == null || e.getId() > first.getId()) {
                    first = e;
                }
            }
        }
        return first;
    }
    /**
     * 找到有空仓止损单且离 0 最近的网格(第一个空仓止损位)。
     */
    private GridElement findFirstShortStopLossGrid() {
        GridElement first = null;
        for (GridElement e : config.getGridElements()) {
            if (!e.getShortStopLossOrderIds().isEmpty()) {
                // 空仓止损在正数区,取 id 最小(最靠近 0)的
                if (first == null || e.getId() < first.getId()) {
                    first = e;
                }
            }
        }
        return first;
    }
    /**
     * 延展完成后重挂止损(处理被跳过的入场单成交)。
     * 取消已有止损单并用最新仓位重新挂单,确保止损覆盖最新持仓数。
     */