From 01da1f754426a1285fc20b9cf1b80672b16d8814 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Fri, 08 May 2026 15:04:28 +0800
Subject: [PATCH] refactor(gateApi): 重构网格交易服务添加补仓重试机制
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 59 ++++++++++++++++++++++++++++++++++++++++++-----------------
1 files changed, 42 insertions(+), 17 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
index f5b7f62..45b5659 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -41,6 +41,11 @@
WAITING_KLINE, OPENING, ACTIVE, REOPENING_LONG, REOPENING_SHORT, STOPPED
}
+ private static final String AUTO_SIZE_LONG = "close_long";
+ private static final String AUTO_SIZE_SHORT = "close_short";
+ private static final String ORDER_TYPE_CLOSE_LONG = "close-long-position";
+ private static final String ORDER_TYPE_CLOSE_SHORT = "close-short-position";
+
private final GateConfig config;
private final GateTradeExecutor executor;
private final FuturesApi futuresApi;
@@ -59,7 +64,9 @@
private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
private Long userId;
+ /** 多头补仓连续失败次数 */
private int longReopenFails = 0;
+ /** 空头补仓连续失败次数 */
private int shortReopenFails = 0;
public GateGridTradeService(GateConfig config) {
@@ -130,12 +137,15 @@
FuturesOrder closeOrder = new FuturesOrder();
closeOrder.setContract(config.getContract());
- closeOrder.setSize(closeSize);
closeOrder.setPrice("0");
closeOrder.setTif(FuturesOrder.TifEnum.IOC);
closeOrder.setReduceOnly(true);
if (mode != null && mode.getValue() != null && mode.getValue().contains("dual")) {
+ closeOrder.setSize("0");
+ closeOrder.setClose(false);
closeOrder.setAutoSize(isLong ? FuturesOrder.AutoSizeEnum.LONG : FuturesOrder.AutoSizeEnum.SHORT);
+ } else {
+ closeOrder.setSize(closeSize);
}
closeOrder.setText("t-grid-init-close");
futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
@@ -187,47 +197,48 @@
longActive = true;
}
executor.placeTakeProfit(longTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_1,
- "close-long-position", "close_long");
- });
+ ORDER_TYPE_CLOSE_LONG, AUTO_SIZE_LONG);
+ }, null);
executor.openShort(negate(config.getQuantity()), () -> {
synchronized (this) {
shortEntryPrice = lastKlinePrice;
shortActive = true;
}
executor.placeTakeProfit(shortTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_2,
- "close-short-position", "close_short");
+ ORDER_TYPE_CLOSE_SHORT, AUTO_SIZE_SHORT);
if (longActive && shortActive && state != StrategyState.STOPPED) {
state = StrategyState.ACTIVE;
log.info("[Gate] 已激活, 多头入场:{}, 空头入场:{}, 多头止盈:{}, 空头止盈:{}",
longEntryPrice, shortEntryPrice, longTpPrice(), shortTpPrice());
}
- });
+ }, null);
}
/**
* 仓位推送回调。检测 size=0 触发补仓。
*/
- public void onPositionUpdate(String contract, String mode, BigDecimal size, BigDecimal entryPrice) {
+ public void onPositionUpdate(String contract, Position.ModeEnum mode, BigDecimal size,
+ BigDecimal entryPrice) {
if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
return;
}
boolean hasPosition = size.abs().compareTo(BigDecimal.ZERO) > 0;
- if ("dual_long".equals(mode)) {
+ if (Position.ModeEnum.DUAL_LONG == mode) {
if (longActive && !hasPosition) {
log.info("[Gate] 多头已平仓");
longActive = false;
- tryReopenLong(0);
+ tryReopenLong();
} else if (hasPosition) {
longActive = true;
longEntryPrice = entryPrice;
}
- } else if ("dual_short".equals(mode)) {
+ } else if (Position.ModeEnum.DUAL_SHORT == mode) {
if (shortActive && !hasPosition) {
log.info("[Gate] 空头已平仓");
shortActive = false;
- tryReopenShort(0);
+ tryReopenShort();
} else if (hasPosition) {
shortActive = true;
shortEntryPrice = entryPrice;
@@ -254,13 +265,20 @@
}
}
- // ---- 补仓（含重试） ----
+ // ---- 补仓（含失败重试） ----
- private void tryReopenLong(int retry) {
+ private void tryReopenLong() {
if (state == StrategyState.STOPPED) {
return;
}
if (longActive) {
+ return;
+ }
+
+ longReopenFails++;
+ if (longReopenFails > config.getReopenMaxRetries()) {
+ log.warn("[Gate] 多头补仓连续失败{}次，停止策略", longReopenFails);
+ state = StrategyState.STOPPED;
return;
}
@@ -271,20 +289,27 @@
longActive = true;
}
executor.placeTakeProfit(longTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_1,
- "close-long-position", "close_long");
+ ORDER_TYPE_CLOSE_LONG, AUTO_SIZE_LONG);
longReopenFails = 0;
if (state != StrategyState.STOPPED) {
state = StrategyState.ACTIVE;
}
log.info("[Gate] 多头已补开, 价格:{}", longEntryPrice);
- });
+ }, this::tryReopenLong);
}
- private void tryReopenShort(int retry) {
+ private void tryReopenShort() {
if (state == StrategyState.STOPPED) {
return;
}
if (shortActive) {
+ return;
+ }
+
+ shortReopenFails++;
+ if (shortReopenFails > config.getReopenMaxRetries()) {
+ log.warn("[Gate] 空头补仓连续失败{}次，停止策略", shortReopenFails);
+ state = StrategyState.STOPPED;
return;
}
@@ -295,13 +320,13 @@
shortActive = true;
}
executor.placeTakeProfit(shortTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_2,
- "close-short-position", "close_short");
+ ORDER_TYPE_CLOSE_SHORT, AUTO_SIZE_SHORT);
shortReopenFails = 0;
if (state != StrategyState.STOPPED) {
state = StrategyState.ACTIVE;
}
log.info("[Gate] 空头已补开, 价格:{}", shortEntryPrice);
- });
+ }, this::tryReopenShort);
}
// ---- 止盈价格计算 ----
--
Gitblit v1.9.1