| | |
| | | // String quantity = String.valueOf(config.getBaseQuantity()); |
| | | |
| | | |
| | | String quantity = calculateEntryQuantity(true, false); |
| | | String quantity = calculateEntryQuantity(true, false, 0); |
| | | // 向下检查是否已有多单挂在更低价格网格,有则跳过(防止价格回升后重复挂单) |
| | | boolean hasLongOrderBelow = false; |
| | | GridElement checkDownCursor = GridElement.findById(newEntryGrid.getDownId()); |
| | |
| | | // String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity())); |
| | | // String quantity = String.valueOf(config.getBaseQuantity()); |
| | | |
| | | String quantity = calculateEntryQuantity(false, false); |
| | | String quantity = calculateEntryQuantity(false, false, 0); |
| | | // 向上检查是否已有空单挂在更高价格网格,有则跳过(防止价格回落后重复挂单) |
| | | boolean hasShortOrderAbove = false; |
| | | GridElement checkUpCursor = GridElement.findById(newEntryGrid.getUpId()); |
| | |
| | | * |
| | | * @param isLong {@code true}=多仓方向,{@code false}=空仓方向 |
| | | * @param respectCurrentPosition {@code true}=按「单边总持仓 ≤ maxPositionPerSide」扣减当前持仓;{@code false}=仅限制单次下单量 |
| | | * @param stopLossSize 本次止损单张数(仅止损追单场景传入,用于修正 REST 时序竞态;其余场景传 0) |
| | | * @return 实际下单张数(字符串) |
| | | */ |
| | | private String calculateEntryQuantity(boolean isLong, boolean respectCurrentPosition) { |
| | | private String calculateEntryQuantity(boolean isLong, boolean respectCurrentPosition, int stopLossSize) { |
| | | int baseQty = Integer.parseInt(config.getBaseQuantity()); |
| | | int interval = config.getAddPositionInterval(); |
| | | int addQtyPerUnit = config.getAddPositionQuantity(); |
| | |
| | | int upperLimit = maxPerSide; |
| | | if (respectCurrentPosition) { |
| | | // 止损追单:单边总持仓不得超过 maxPerSide,追单量 = maxPerSide - 当前持仓。 |
| | | // 止损单刚成交、WS 持仓推送尚未到达,必须用 REST 实时查询绕过 WS 缓存时序竞态, |
| | | // 否则会取到滞后的旧持仓(如止损前仍为 10),把追单量错误扣减。 |
| | | // 止损单刚成交、REST 查询可能仍返回止损前持仓(时序竞态), |
| | | // 减去本次止损单张数得到止损后的真实持仓,避免追单量被错误扣减。 |
| | | int currentPos = isLong |
| | | ? queryPositionSize(Position.ModeEnum.DUAL_LONG) |
| | | : queryPositionSize(Position.ModeEnum.DUAL_SHORT); |
| | | if (stopLossSize > 0) { |
| | | currentPos = Math.max(0, currentPos - stopLossSize); |
| | | } |
| | | upperLimit = maxPerSide - currentPos; |
| | | } |
| | | if (upperLimit <= 0) { |
| | |
| | | |
| | | // 止损追单:同一网格可有多笔挂单,不判断 isHasLongOrder,直接挂单 |
| | | BigDecimal triggerPrice = newEntryGrid.getGridPrice(); |
| | | String size = calculateEntryQuantity(true, true); |
| | | String size = calculateEntryQuantity(true, true, Integer.parseInt(config.getQuantity())); |
| | | log.info("[Gate] 多仓止损追单 有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}", |
| | | getEffectiveStopLossCount(true), config.getBaseQuantity(), size, config.getStopLossCountMode()); |
| | | if (Integer.parseInt(size) <= 0) { |
| | |
| | | |
| | | // 止损追单:同一网格可有多笔挂单,不判断 isHasShortOrder,直接挂单 |
| | | BigDecimal triggerPrice = newEntryGrid.getGridPrice(); |
| | | String size = calculateEntryQuantity(false, true); |
| | | String size = calculateEntryQuantity(false, true, Integer.parseInt(config.getQuantity())); |
| | | log.info("[Gate] 空仓止损追单 有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}", |
| | | getEffectiveStopLossCount(false), config.getBaseQuantity(), size, config.getStopLossCountMode()); |
| | | if (Integer.parseInt(size) <= 0) { |