| | |
| | | * @return 持仓张数(绝对值),查询失败返回 0 |
| | | */ |
| | | private int queryPositionSize(Position.ModeEnum mode) { |
| | | Position p = queryPosition(mode); |
| | | if (p != null) { |
| | | return new BigDecimal(p.getSize()).abs().intValue(); |
| | | } |
| | | return 0; |
| | | } |
| | | |
| | | /** |
| | | * 查询交易所当前持仓均价,绕过本地 WS 推送缓存避免时序竞态。 |
| | | * |
| | | * @param mode 持仓模式(DUAL_LONG / DUAL_SHORT) |
| | | * @return 持仓均价,无持仓或查询失败返回 BigDecimal.ZERO |
| | | */ |
| | | private BigDecimal queryEntryPrice(Position.ModeEnum mode) { |
| | | Position p = queryPosition(mode); |
| | | if (p != null && p.getEntryPrice() != null) { |
| | | return new BigDecimal(p.getEntryPrice()); |
| | | } |
| | | return BigDecimal.ZERO; |
| | | } |
| | | |
| | | /** |
| | | * 查询指定模式的持仓对象。 |
| | | */ |
| | | private Position queryPosition(Position.ModeEnum mode) { |
| | | try { |
| | | List<Position> positions = futuresApi.listPositions(SETTLE).execute(); |
| | | if (positions != null) { |
| | | for (Position p : positions) { |
| | | if (mode == p.getMode() && config.getContract().equals(p.getContract())) { |
| | | return new BigDecimal(p.getSize()).abs().intValue(); |
| | | return p; |
| | | } |
| | | } |
| | | } |
| | | } catch (Exception e) { |
| | | log.warn("[Gate] 查询{}持仓失败", mode, e); |
| | | } |
| | | return 0; |
| | | return null; |
| | | } |
| | | |
| | | // ---- 网格队列处理 ---- |
| | |
| | | return; |
| | | } |
| | | |
| | | // 查交易所获取最新持仓均价和持仓量,不用本地缓存避免 WS 时序竞态 |
| | | Position longPos = queryPosition(Position.ModeEnum.DUAL_LONG); |
| | | Position shortPos = queryPosition(Position.ModeEnum.DUAL_SHORT); |
| | | boolean hasLong = longPos != null && Math.abs(Integer.parseInt(longPos.getSize())) > 0; |
| | | boolean hasShort = shortPos != null && Math.abs(Integer.parseInt(shortPos.getSize())) > 0; |
| | | BigDecimal longAvgPrice = (longPos != null && longPos.getEntryPrice() != null) |
| | | ? new BigDecimal(longPos.getEntryPrice()) : BigDecimal.ZERO; |
| | | BigDecimal shortAvgPrice = (shortPos != null && shortPos.getEntryPrice() != null) |
| | | ? new BigDecimal(shortPos.getEntryPrice()) : BigDecimal.ZERO; |
| | | |
| | | boolean shouldRestart = false; |
| | | String reason = ""; |
| | | |
| | | if (longActive && shortActive) { |
| | | if (hasLong && hasShort) { |
| | | // 多空双边持仓:多均价 − 空均价 > span × step |
| | | BigDecimal gap = longEntryPrice.subtract(shortEntryPrice); |
| | | if (gap.compareTo(threshold) > 0) { |
| | | BigDecimal gap = longAvgPrice.subtract(shortAvgPrice); |
| | | if (gap.compareTo(threshold) >= 0) { |
| | | shouldRestart = true; |
| | | reason = StrUtil.format("双边跨度 多均价:{} − 空均价:{} = {} > {} (span:{}×step:{})", |
| | | longEntryPrice, shortEntryPrice, gap, threshold, span, step); |
| | | longAvgPrice, shortAvgPrice, gap, threshold, span, step); |
| | | } |
| | | } else if (longActive) { |
| | | } else if (hasLong) { |
| | | // 仅持多仓:当前价 − 多均价 > span × step |
| | | BigDecimal gap = currentPrice.subtract(longEntryPrice); |
| | | if (gap.compareTo(threshold) > 0) { |
| | | BigDecimal gap = currentPrice.subtract(longAvgPrice); |
| | | if (gap.compareTo(threshold) >= 0) { |
| | | shouldRestart = true; |
| | | reason = StrUtil.format("多仓跨度 当前价:{} − 多均价:{} = {} > {} (span:{}×step:{})", |
| | | currentPrice, longEntryPrice, gap, threshold, span, step); |
| | | currentPrice, longAvgPrice, gap, threshold, span, step); |
| | | } |
| | | } else if (shortActive) { |
| | | } else if (hasShort) { |
| | | // 仅持空仓:空均价 − 当前价 > span × step |
| | | BigDecimal gap = shortEntryPrice.subtract(currentPrice); |
| | | if (gap.compareTo(threshold) > 0) { |
| | | BigDecimal gap = shortAvgPrice.subtract(currentPrice); |
| | | if (gap.compareTo(threshold) >= 0) { |
| | | shouldRestart = true; |
| | | reason = StrUtil.format("空仓跨度 空均价:{} − 当前价:{} = {} > {} (span:{}×step:{})", |
| | | shortEntryPrice, currentPrice, gap, threshold, span, step); |
| | | shortAvgPrice, currentPrice, gap, threshold, span, step); |
| | | } |
| | | } |
| | | |