refactor(gateApi): 优化网格交易服务的止盈止损逻辑

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4 days ago ff2c1540a2bcd81436b6050156f3e102133d98d0

refactor(gateApi): 优化网格交易服务的止盈止损逻辑

- 移除多仓和空仓止盈触发的相关代码逻辑
- 简化止损触发后的追单数量计算方式
- 修复同网格止损重复触发问题并添加日志记录
- 移除取消最远止盈订单的功能代码
- 统一止损追单的数量计算逻辑为最大持仓量加配置数量
- 添加当前价格日志输出用于调试跟踪

 src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java

@@ -376,6 +376,8 @@
     */
    public void onKline(BigDecimal closePrice) {

        log.info("当前价：{}", closePrice);

        lastKlinePrice = closePrice;

        //初始化0位置的开仓，并且用空的开仓价格，作为价格基准来划分网格
@@ -620,32 +622,12 @@
            return;
        }

//        // [Gate-需求1] 多仓止盈触发：清空止盈状态 + 取消最近多仓止损
//        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);
////            cancelNearestLongStopLoss();
//            return;
//        }
//        // [Gate-需求1] 空仓止盈触发：清空止盈状态 + 取消最近空仓止损
//        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);
////            cancelNearestShortStopLoss();
////            checkLastTakeProfitAndRestart();
//            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")) {
            handleLongStopLossTriggered(longStopLossElem, orderId);
            return;
        }
        GridElement shortStopLossElem = GridElement.findByShortStopLossOrderId(orderId);
//        if (shortStopLossElem != null && shortPositionSize.compareTo(BigDecimal.ZERO) > 0 && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
        if (shortStopLossElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
            handleShortStopLossTriggered(shortStopLossElem, orderId);
            return;
@@ -676,58 +658,6 @@
                extendShortStopLoss(posSize, shortGridElement.getId());
                log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

//                int tpGridId = 0;
//                GridElement tpElem = GridElement.findById(tpGridId);
//                // 已有止盈单先取消再重挂
//                String existingShortTpId = tpElem.getShortTakeProfitOrderId();
//                if (existingShortTpId != null) {
//                    executor.cancelConditionalOrder(existingShortTpId, oid -> {
//                        shortTakeProfitTraderIdParam(tpElem, null, false);
//                        log.info("[Gate] 空仓止盈取消(gridId:{})，准备重挂", tpGridId);
//                    });
//                }
//                BigDecimal tpPrice = tpElem.getGridPrice();
//                int finalTpGridId = tpGridId;
//                executor.placeTakeProfit(
//                        tpPrice,
//                        FuturesPriceTrigger.RuleEnum.NUMBER_2,
//                        ORDER_TYPE_CLOSE_SHORT,
//                        config.getQuantity(),
//                        profitId -> {
//                            shortTakeProfitTraderIdParam(tpElem, profitId, true);
//                            log.info("[Gate] 空仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
//                                    finalTpGridId, tpPrice, profitId);
//                        }
//                );

                // 空仓止盈：超额部分挂止盈，从entry网格向下逐个挂
//                int shortBaseQty = Integer.parseInt(config.getBaseQuantity());
//                int shortGridQty = Integer.parseInt(config.getQuantity());
//                int shortTpCount = posSize > shortBaseQty ? (posSize - shortBaseQty) / shortGridQty : 0;
//
//                int tpSpan = config.getTakeProfitGridSpan();
//                for (int i = 0; i < shortTpCount; i++) {
//                    int tpGridId = shortGridElement.getId() - tpSpan * (i + 1);
//                    GridElement tpElem = GridElement.findById(tpGridId);
//                    // 用 takeProfitPlaced 做同步标记，避免异步回调未执行时重复挂单
//                    if (tpElem == null || tpElem.getShortTraderParam().isTakeProfitPlaced()) {
//                        continue;
//                    }
//                    tpElem.getShortTraderParam().setTakeProfitPlaced(true);
//                    BigDecimal tpPrice = tpElem.getGridPrice();
//                    int finalTpGridId = tpGridId;
//                    executor.placeTakeProfit(
//                            tpPrice,
//                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
//                            ORDER_TYPE_CLOSE_SHORT,
//                            config.getQuantity(),
//                            profitId -> {
//                                shortTakeProfitTraderIdParam(tpElem, profitId, true);
//                                log.info("[Gate] 空仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
//                                        finalTpGridId, tpPrice, profitId);
//                            }
//                    );
//                }
            }
        }
        GridElement longGridElement = GridElement.findByLongOrderId(orderId);
@@ -756,58 +686,6 @@
                extendLongStopLoss(posSize, longGridElement.getId());
                log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

//                int tpGridId = 0;
//                GridElement tpElem = GridElement.findById(tpGridId);
//                // 已有止盈单先取消再重挂
//                String existingLongTpId = tpElem.getLongTakeProfitOrderId();
//                if (existingLongTpId != null) {
//                    executor.cancelConditionalOrder(existingLongTpId, oid -> {
//                        longTakeProfitTraderIdParam(tpElem, null, false);
//                        log.info("[Gate] 多仓止盈取消(gridId:{})，准备重挂", tpGridId);
//                    });
//                }
//                BigDecimal tpPrice = tpElem.getGridPrice();
//                int finalTpGridId = tpGridId;
//                executor.placeTakeProfit(
//                        tpPrice,
//                        FuturesPriceTrigger.RuleEnum.NUMBER_1,
//                        ORDER_TYPE_CLOSE_LONG,
//                        negate(config.getQuantity()),
//                        profitId -> {
//                            longTakeProfitTraderIdParam(tpElem, profitId, true);
//                            log.info("[Gate] 多仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
//                                    finalTpGridId, tpPrice, profitId);
//                        }
//                );

                // 多仓止盈：超额部分挂止盈，从entry网格向上逐个挂
//                int longBaseQty = Integer.parseInt(config.getBaseQuantity());
//                int longGridQty = Integer.parseInt(config.getQuantity());
//                int longTpCount = posSize > longBaseQty ? (posSize - longBaseQty) / longGridQty : 0;
//
//                int tpSpan = config.getTakeProfitGridSpan();
//                for (int i = 0; i < longTpCount; i++) {
//                    int tpGridId = longGridElement.getId() + tpSpan * (i + 1);
//                    GridElement tpElem = GridElement.findById(tpGridId);
//                    // 用 takeProfitPlaced 做同步标记，避免异步回调未执行时重复挂单
//                    if (tpElem == null || tpElem.getLongTraderParam().isTakeProfitPlaced()) {
//                        continue;
//                    }
//                    tpElem.getLongTraderParam().setTakeProfitPlaced(true);
//                    BigDecimal tpPrice = tpElem.getGridPrice();
//                    int finalTpGridId = tpGridId;
//                    executor.placeTakeProfit(
//                            tpPrice,
//                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
//                            ORDER_TYPE_CLOSE_LONG,
//                            negate(config.getQuantity()),
//                            profitId -> {
//                                longTakeProfitTraderIdParam(tpElem, profitId, true);
//                                log.info("[Gate] 多仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
//                                        finalTpGridId, tpPrice, profitId);
//                            }
//                    );
//                }
            }
        }
    }
@@ -1254,7 +1132,6 @@

                    if (newEntryGrid != null) {

//                        String quantity = String.valueOf((accumulatedLongLossCount + 1) * Integer.parseInt(config.getQuantity()));
                        String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
                        // 向上遍历取消所有遗留多单（跳过基础入场网格0）
                        GridElement cancelCursor = GridElement.findById(newEntryGrid.getUpId());
@@ -1349,7 +1226,11 @@

        int gridId = gridElement.getId();
        boolean sameGrid = (gridId == lastLongStopLossGridId);
        accumulatedLongLossCount++;
        if (sameGrid) {
            log.info("[Gate] 多仓止损触发 同网格, 忽略");
            return;
        }

        lastLongStopLossGridId = gridId;
        log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
                gridId, accumulatedLongLossCount, sameGrid ? "(同网格)" : "");
@@ -1364,30 +1245,10 @@

        // 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();
        int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
        int maxPos = config.getMaxPositionSize();
        int targetAmount = sameGrid ? Integer.parseInt(config.getQuantity()) : (accumulatedLongLossCount + 1) * Integer.parseInt(config.getQuantity());
        int addSize;
        if (maxPos > 0) {
            int remainingRoom = maxPos - posSize;
            if (remainingRoom <= 0) {
                log.warn("[Gate] 多仓止损触发 gridId:{}, 当前持仓{}/{}已达上限，跳过追单",
                        gridId, posSize, maxPos);
                addSize = 0;
            } else {
                addSize = Math.min(remainingRoom, targetAmount);
            }
        } else {
            addSize = targetAmount;
        }
        if (addSize > 0) {
            String size = String.valueOf(addSize);
            log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}, 在gridId:{}补{}张多单(当前{}/上限{})",
                    gridId, accumulatedLongLossCount, newEntryGridId, size, posSize, maxPos > 0 ? maxPos : "无");
            newEntryGrid.getLongTraderParam().setQuantity(size);
            placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
        }
        String size = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
        newEntryGrid.getLongTraderParam().setQuantity(size);
        placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                FuturesPriceTrigger.RuleEnum.NUMBER_1, size);

        // 取消 gridId+2 位置的所有多单
        int cancelGridId = gridId + 2;
@@ -1401,23 +1262,6 @@
            }
        }

//        // 止损触发时，取消最远的多仓止盈订单
//        GridElement farthestLongTp = null;
//        for (GridElement e : config.getGridElements()) {
//            if (e.getLongTakeProfitOrderId() != null) {
//                if (farthestLongTp == null || e.getGridPrice().compareTo(farthestLongTp.getGridPrice()) > 0) {
//                    farthestLongTp = e;
//                }
//            }
//        }
//        if (farthestLongTp != null) {
//            String tpOrderId = farthestLongTp.getLongTakeProfitOrderId();
//            GridElement finalFarthestLongTp = farthestLongTp;
//            executor.cancelConditionalOrder(tpOrderId, oid -> {
//                longTakeProfitTraderIdParam(finalFarthestLongTp, null, false);
//                log.info("[Gate] 多仓止损触发, 取消最远止盈 gridId:{}, orderId:{}", finalFarthestLongTp.getId(), tpOrderId);
//            });
//        }
    }

    private void handleShortStopLossTriggered(GridElement gridElement, String orderId) {
@@ -1425,7 +1269,10 @@

        int gridId = gridElement.getId();
        boolean sameGrid = (gridId == lastShortStopLossGridId);
        accumulatedShortLossCount++;
        if (sameGrid) {
            log.info("[Gate] 空仓止损触发 同网格, 忽略");
            return;
        }
        lastShortStopLossGridId = gridId;
        log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
                gridId, accumulatedShortLossCount, sameGrid ? "(同网格)" : "");
@@ -1440,30 +1287,10 @@

        // 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();
        int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
        int maxPos = config.getMaxPositionSize();
        int targetAmount = sameGrid ? Integer.parseInt(config.getQuantity()) : (accumulatedShortLossCount + 1) * Integer.parseInt(config.getQuantity());
        int addSize;
        if (maxPos > 0) {
            int remainingRoom = maxPos - posSize;
            if (remainingRoom <= 0) {
                log.warn("[Gate] 空仓止损触发 gridId:{}, 当前持仓{}/{}已达上限，跳过追单",
                        gridId, posSize, maxPos);
                addSize = 0;
            } else {
                addSize = Math.min(remainingRoom, targetAmount);
            }
        } else {
            addSize = targetAmount;
        }
        if (addSize > 0) {
            String size = String.valueOf(addSize);
            log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}, 在gridId:{}补{}张空单(当前{}/上限{})",
                    gridId, accumulatedShortLossCount, newEntryGridId, size, posSize, maxPos > 0 ? maxPos : "无");
            newEntryGrid.getShortTraderParam().setQuantity(size);
            placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
        }
        String size = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
        newEntryGrid.getShortTraderParam().setQuantity(size);
        placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));

        // 取消 gridId-2 位置的所有空单
        int cancelGridId = gridId - 2;
@@ -1476,24 +1303,6 @@
                });
            }
        }

//        // 止损触发时，取消最远的空仓止盈订单
//        GridElement farthestShortTp = null;
//        for (GridElement e : config.getGridElements()) {
//            if (e.getShortTakeProfitOrderId() != null) {
//                if (farthestShortTp == null || e.getGridPrice().compareTo(farthestShortTp.getGridPrice()) < 0) {
//                    farthestShortTp = e;
//                }
//            }
//        }
//        if (farthestShortTp != null) {
//            String tpOrderId = farthestShortTp.getShortTakeProfitOrderId();
//            GridElement finalFarthestShortTp = farthestShortTp;
//            executor.cancelConditionalOrder(tpOrderId, oid -> {
//                shortTakeProfitTraderIdParam(finalFarthestShortTp, null, false);
//                log.info("[Gate] 空仓止损触发, 取消最远止盈 gridId:{}, orderId:{}", finalFarthestShortTp.getId(), tpOrderId);
//            });
//        }
    }

    // ========== 止盈/止损取消辅助方法 ==========