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 | 589 ++++++++++++++++++++++++++--------------------------------
1 files changed, 263 insertions(+), 326 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 ba76e6d..45b5659 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -3,415 +3,352 @@
import io.gate.gateapi.ApiClient;
import io.gate.gateapi.ApiException;
import io.gate.gateapi.GateApiException;
+import io.gate.gateapi.api.AccountApi;
import io.gate.gateapi.api.FuturesApi;
+import io.gate.gateapi.models.AccountDetail;
import io.gate.gateapi.models.FuturesAccount;
-import io.gate.gateapi.models.FuturesInitialOrder;
import io.gate.gateapi.models.FuturesOrder;
import io.gate.gateapi.models.FuturesPriceTrigger;
-import io.gate.gateapi.models.FuturesPriceTriggeredOrder;
-import io.gate.gateapi.models.TriggerOrderResponse;
+import io.gate.gateapi.models.Position;
import lombok.extern.slf4j.Slf4j;
import java.math.BigDecimal;
import java.math.RoundingMode;
-import java.util.List;
/**
- * Gate 网格交易服务类，使用 gate-api SDK 进行合约下单。
- * 策略：多空双开 → 设置止盈止损点位 → 网格循环交易
+ * Gate 网格交易服务类。使用 Gate SDK 通过 REST API 下单。
*
- * 测试参数：
- * 品种: XAU_USDT（黄金）
- * 杠杆: 100x（全仓）
- * 数量: 0.01 XAU
- * 网格: 0.0035（千分之三点五）
- * 整体止盈: 0.5 USDT
- * 循环次数: 3
- * 报警: 本金亏损 15%（初始本金 50 USDT）
+ * <h3>状态机</h3>
+ * <pre>
+ * WAITING_KLINE → (首次 K 线) → OPENING → ACTIVE
+ * 双开失败 → STOPPED
+ *
+ * ACTIVE:
+ * ├─ 仓位 size=0 且方向活跃 → REOPENING_L/S → ACTIVE
+ * │ 补仓失败 → 重试 → 仍失败 → STOPPED
+ * └─ cumulativePnl ≥ overallTp 或 ≤ -maxLoss → STOPPED
+ * </pre>
+ *
+ * <h3>架构</h3>
+ * REST 下单委派给 {@link GateTradeExecutor}（独立线程池，避免阻塞 WS 回调线程）。
*
* @author Administrator
*/
@Slf4j
public class GateGridTradeService {
- private final ApiClient apiClient;
+ public enum StrategyState {
+ 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;
private static final String SETTLE = "usdt";
- private final String contract;
- private final String leverage;
- private final String marginMode;
- private final BigDecimal gridRate;
- private final BigDecimal overallTp;
- private final int maxCycles;
- private final BigDecimal maxLoss;
- private final String quantity;
- private final String positionMode;
+ private volatile StrategyState state = StrategyState.WAITING_KLINE;
- private volatile boolean strategyActive = false;
- private int currentCycle = 0;
- private BigDecimal totalProfit = BigDecimal.ZERO;
+ /** 多头是否活跃（有仓位） */
+ private volatile boolean longActive = false;
+ /** 空头是否活跃（有仓位） */
+ private volatile boolean shortActive = false;
+
private BigDecimal longEntryPrice;
private BigDecimal shortEntryPrice;
- private Long longOrderId;
- private Long shortOrderId;
+ private volatile BigDecimal lastKlinePrice;
+ private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
+ private Long userId;
- private volatile BigDecimal lastClosePrice;
+ /** 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(String apiKey, String apiSecret,
- String contract, String leverage,
- String marginMode,String positionMode,
- BigDecimal gridRate, BigDecimal overallTp,
- int maxCycles, BigDecimal maxLoss,
- String quantity) {
- this.contract = contract;
- this.leverage = leverage;
- this.marginMode = marginMode;
- this.gridRate = gridRate;
- this.overallTp = overallTp;
- this.maxCycles = maxCycles;
- this.maxLoss = maxLoss;
- this.quantity = quantity;
- this.positionMode = positionMode;
-
- this.apiClient = new ApiClient();
- this.apiClient.setBasePath("https://api-testnet.gateapi.io/api/v4");
- this.apiClient.setApiKeySecret(apiKey, apiSecret);
+ public GateGridTradeService(GateConfig config) {
+ this.config = config;
+ ApiClient apiClient = new ApiClient();
+ apiClient.setBasePath(config.getRestBasePath());
+ apiClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
this.futuresApi = new FuturesApi(apiClient);
+ this.executor = new GateTradeExecutor(apiClient, config.getContract());
}
- /**
- * 初始化账户：设置持仓模式 + 杠杆
- */
public void init() {
try {
- futuresApi.updateContractPositionLeverageCall(
- SETTLE, contract, leverage, marginMode, positionMode, null);
- log.info("[GateGrid] 已设置杠杆: {}x, 保证金模式: {}", leverage, marginMode);
+ ApiClient detailClient = new ApiClient();
+ detailClient.setBasePath(config.getRestBasePath());
+ detailClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
+ AccountDetail detail = new AccountApi(detailClient).getAccountDetail();
+ this.userId = detail.getUserId();
+ log.info("[Gate] 用户ID: {}", userId);
FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
- log.info("[GateGrid] 账户可用余额: {}, 总资产: {}",
- account.getAvailable(), account.getTotal());
- String positionModeSet = account.getPositionMode();
- if (!positionMode.equals(positionModeSet)){
- futuresApi.setPositionMode(SETTLE, positionMode);
+ if (!config.getPositionMode().equals(account.getPositionMode())) {
+ futuresApi.setPositionMode(SETTLE, config.getPositionMode());
}
- log.info("[GateGrid] 已设置双向持仓模式");
+ log.info("[Gate] 持仓模式: {} 余额: {}", config.getPositionMode(), account.getAvailable());
+
+ futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
+ log.info("[Gate] 旧条件单已清除");
+
+ closeExistingPositions();
+
+ futuresApi.updateContractPositionLeverageCall(
+ SETTLE, config.getContract(), config.getLeverage(),
+ config.getMarginMode(), config.getPositionMode(), null);
+ log.info("[Gate] 杠杆: {}x {}", config.getLeverage(), config.getMarginMode());
} catch (GateApiException e) {
- log.error("[GateGrid] 初始化失败, label: {}, msg: {}", e.getErrorLabel(), e.getMessage());
+ log.error("[Gate] 初始化失败, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
} catch (ApiException e) {
- log.error("[GateGrid] 初始化API调用失败, code: {}", e.getCode());
+ log.error("[Gate] 初始化失败, code:{}", e.getCode());
}
}
/**
- * 启动网格策略
+ * 平掉当前合约所有已有仓位。
+ * 策略启动前的准备工作，确保从零持仓状态开始运行。
*/
+ private void closeExistingPositions() {
+ try {
+ java.util.List<Position> positions = futuresApi.listPositions(SETTLE).execute();
+ if (positions == null || positions.isEmpty()) {
+ log.info("[Gate] 无已有仓位，无需平仓");
+ return;
+ }
+
+ for (Position pos : positions) {
+ if (!config.getContract().equals(pos.getContract())) {
+ continue;
+ }
+ String sizeStr = pos.getSize();
+ long size = Long.parseLong(sizeStr);
+ if (size == 0) {
+ continue;
+ }
+
+ String closeSize = size > 0 ? String.valueOf(-size) : String.valueOf(Math.abs(size));
+ boolean isLong = size > 0;
+ Position.ModeEnum mode = pos.getMode();
+
+ FuturesOrder closeOrder = new FuturesOrder();
+ closeOrder.setContract(config.getContract());
+ 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);
+ log.info("[Gate] 已平掉已有仓位, 方向:{}, sizes:{}, mode:{}", isLong ? "多头" : "空头", sizeStr, mode);
+ }
+ } catch (GateApiException e) {
+ log.warn("[Gate] 平已有仓位失败, label:{}, msg:{}, 可能无仓位", e.getErrorLabel(), e.getMessage());
+ } catch (Exception e) {
+ log.warn("[Gate] 平已有仓位异常, 可能无仓位", e);
+ }
+ }
+
public void startGrid() {
- if (strategyActive) {
- log.warn("[GateGrid] 策略已在运行中");
+ if (state != StrategyState.WAITING_KLINE && state != StrategyState.STOPPED) {
+ log.warn("[Gate] 策略已在运行中, state:{}", state);
return;
}
- strategyActive = true;
- currentCycle = 0;
- totalProfit = BigDecimal.ZERO;
- log.info("[GateGrid] 网格策略启动, cycle: {}", currentCycle + 1);
- dualOpenPositions();
+ state = StrategyState.WAITING_KLINE;
+ cumulativePnl = BigDecimal.ZERO;
+ longActive = false;
+ shortActive = false;
+ longReopenFails = 0;
+ shortReopenFails = 0;
+ log.info("[Gate] 网格策略已启动");
}
- /**
- * 停止网格策略
- */
public void stopGrid() {
- strategyActive = false;
- closeAllPositions();
- log.info("[GateGrid] 网格策略已停止, 总盈亏: {}, 循环: {}", totalProfit, currentCycle);
+ state = StrategyState.STOPPED;
+ executor.cancelAllPriceTriggeredOrders();
+ executor.shutdown();
+ log.info("[Gate] 策略已停止, 累计盈亏: {}", cumulativePnl);
}
/**
- * K线回调：收到新的收盘价
+ * K 线回调。首次价格就绪 → 异步双开。
*/
public void onKline(BigDecimal closePrice) {
- lastClosePrice = closePrice;
- if (!strategyActive) {
+ lastKlinePrice = closePrice;
+ if (state != StrategyState.WAITING_KLINE) {
return;
}
- checkPositions(closePrice);
+
+ state = StrategyState.OPENING;
+ log.info("[Gate] 首根K线到达，开始双开...");
+
+ executor.openLong(config.getQuantity(), () -> {
+ synchronized (this) {
+ longEntryPrice = lastKlinePrice;
+ longActive = true;
+ }
+ executor.placeTakeProfit(longTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ 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,
+ 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);
}
/**
- * 多空双开
+ * 仓位推送回调。检测 size=0 触发补仓。
*/
- private void dualOpenPositions() {
- try {
- FuturesOrder longOrder = new FuturesOrder();
- longOrder.setContract(contract);
- longOrder.setSize(quantity);
- longOrder.setPrice("0");
- longOrder.setTif(FuturesOrder.TifEnum.IOC);
- longOrder.setText("t-grid-long-" + (currentCycle + 1));
- FuturesOrder longResult = futuresApi.createFuturesOrder(SETTLE, longOrder, null);
- longOrderId = longResult.getId();
- longEntryPrice = safeDecimal(longResult.getFillPrice());
- log.info("[GateGrid] 开多成功, price: {}, id: {}", longEntryPrice, longOrderId);
- placeLongTpSl(longEntryPrice);
-
- FuturesOrder shortOrder = new FuturesOrder();
- shortOrder.setContract(contract);
- shortOrder.setSize(negateQuantity(quantity));
- shortOrder.setPrice("0");
- shortOrder.setTif(FuturesOrder.TifEnum.IOC);
- shortOrder.setText("t-grid-short-" + (currentCycle + 1));
- FuturesOrder shortResult = futuresApi.createFuturesOrder(SETTLE, shortOrder, null);
- shortOrderId = shortResult.getId();
- shortEntryPrice = safeDecimal(shortResult.getFillPrice());
- log.info("[GateGrid] 开空成功, price: {}, id: {}", shortEntryPrice, shortOrderId);
- placeShortTpSl(shortEntryPrice);
-
- printGridInfo();
- } catch (GateApiException e) {
- log.error("[GateGrid] 双开失败, label: {}, msg: {}", e.getErrorLabel(), e.getMessage());
- strategyActive = false;
- } catch (Exception e) {
- log.error("[GateGrid] 双开异常", e);
- strategyActive = false;
+ public void onPositionUpdate(String contract, Position.ModeEnum mode, BigDecimal size,
+ BigDecimal entryPrice) {
+ if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
+ return;
}
- }
- private void placeLongTpSl(BigDecimal entryPrice) {
- BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
- placePriceTriggeredOrder(tpPrice, FuturesPriceTrigger.RuleEnum.NUMBER_1, "close-long-position", "close_long");
- log.info("[GateGrid] 多头止盈已设置, TP:{}", tpPrice);
- }
+ boolean hasPosition = size.abs().compareTo(BigDecimal.ZERO) > 0;
- private void placeShortTpSl(BigDecimal entryPrice) {
- BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
- placePriceTriggeredOrder(tpPrice, FuturesPriceTrigger.RuleEnum.NUMBER_2, "close-short-position", "close_short");
- log.info("[GateGrid] 空头止盈已设置, TP:{}", tpPrice);
- }
-
- private void placePriceTriggeredOrder(BigDecimal triggerPrice,
- FuturesPriceTrigger.RuleEnum rule,
- String orderType,
- String autoSize) {
- try {
- FuturesPriceTrigger trigger = new FuturesPriceTrigger();
- trigger.setStrategyType(FuturesPriceTrigger.StrategyTypeEnum.NUMBER_0);
- trigger.setPriceType(FuturesPriceTrigger.PriceTypeEnum.NUMBER_0);
- trigger.setPrice(triggerPrice.toString());
- trigger.setRule(rule);
- trigger.setExpiration(0);
-
- FuturesInitialOrder initial = new FuturesInitialOrder();
- initial.setContract(contract);
- initial.setSize(0L);
- initial.setPrice("0");
- initial.setTif(FuturesInitialOrder.TifEnum.IOC);
- initial.setReduceOnly(true);
- initial.setAutoSize(autoSize);
-
- FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder();
- order.setTrigger(trigger);
- order.setInitial(initial);
- order.setOrderType(orderType);
-
- TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
- log.info("[GateGrid] 止盈条件单已创建, triggerPrice:{}, rule:{}, orderType:{}, autoSize:{}, id:{}",
- triggerPrice, rule, orderType, autoSize, response.getId());
- } catch (Exception e) {
- log.error("[GateGrid] 止盈条件单创建失败, triggerPrice:{}, rule:{}, orderType:{}, autoSize:{}",
- triggerPrice, rule, orderType, autoSize, e);
+ if (Position.ModeEnum.DUAL_LONG == mode) {
+ if (longActive && !hasPosition) {
+ log.info("[Gate] 多头已平仓");
+ longActive = false;
+ tryReopenLong();
+ } else if (hasPosition) {
+ longActive = true;
+ longEntryPrice = entryPrice;
+ }
+ } else if (Position.ModeEnum.DUAL_SHORT == mode) {
+ if (shortActive && !hasPosition) {
+ log.info("[Gate] 空头已平仓");
+ shortActive = false;
+ tryReopenShort();
+ } else if (hasPosition) {
+ shortActive = true;
+ shortEntryPrice = entryPrice;
+ }
}
}
/**
- * 检查多空仓位是否触及止盈止损
+ * 平仓推送回调。累加 pnl 并检查停止条件。
*/
- private void checkPositions(BigDecimal currentPrice) {
- if (longEntryPrice == null || shortEntryPrice == null) {
+ public void onPositionClose(String contract, String side, BigDecimal pnl) {
+ if (state == StrategyState.STOPPED) {
+ return;
+ }
+ cumulativePnl = cumulativePnl.add(pnl);
+ log.info("[Gate] 盈亏累加:{}, 方向:{}, 累计:{}", pnl, side, cumulativePnl);
+
+ if (cumulativePnl.compareTo(config.getOverallTp()) >= 0) {
+ log.info("[Gate] 已达止盈目标 {}→已停止", cumulativePnl);
+ state = StrategyState.STOPPED;
+ } else if (cumulativePnl.compareTo(config.getMaxLoss().negate()) <= 0) {
+ log.info("[Gate] 已达亏损上限 {}→已停止", cumulativePnl);
+ state = StrategyState.STOPPED;
+ }
+ }
+
+ // ---- 补仓（含失败重试） ----
+
+ private void tryReopenLong() {
+ if (state == StrategyState.STOPPED) {
+ return;
+ }
+ if (longActive) {
return;
}
- BigDecimal longTp = longEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
- BigDecimal longSl = longEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
- BigDecimal shortTp = shortEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
- BigDecimal shortSl = shortEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
-
- System.out.println("========== Gate 网格状态 ==========");
- System.out.println("当前价格: " + currentPrice);
- System.out.println("多头入场: " + longEntryPrice + " TP: " + longTp + " SL: " + longSl);
- System.out.println("空头入场: " + shortEntryPrice + " TP: " + shortTp + " SL: " + shortSl);
- System.out.println("累计盈亏: " + totalProfit + " 循环: " + currentCycle + "/" + maxCycles);
- System.out.println("===================================");
-
- // 多头止盈
- if (currentPrice.compareTo(longTp) >= 0) {
- log.info("[GateGrid] 多头止盈触发! entry:{}, current:{}", longEntryPrice, currentPrice);
- BigDecimal cnt = new BigDecimal(quantity);
- BigDecimal profit = currentPrice.subtract(longEntryPrice).multiply(cnt);
- totalProfit = totalProfit.add(profit);
- log.info("[GateGrid] 多头止盈 profit:{}, totalProfit:{}", profit, totalProfit);
- closeLongPosition();
- closeShortPosition();
- currentCycle++;
- checkStopConditions();
+ 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;
}
- // 多头止损
- if (currentPrice.compareTo(longSl) <= 0) {
- log.info("[GateGrid] 多头止损触发! entry:{}, current:{}", longEntryPrice, currentPrice);
- BigDecimal cnt = new BigDecimal(quantity);
- BigDecimal loss = longEntryPrice.subtract(currentPrice).multiply(cnt);
- totalProfit = totalProfit.subtract(loss);
- log.info("[GateGrid] 多头止损 loss:{}, totalProfit:{}", loss, totalProfit);
- closeLongPosition();
- currentCycle++;
- checkStopConditions();
+
+ state = StrategyState.REOPENING_LONG;
+ executor.openLong(config.getQuantity(), () -> {
+ synchronized (this) {
+ longEntryPrice = lastKlinePrice;
+ longActive = true;
+ }
+ executor.placeTakeProfit(longTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ 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() {
+ if (state == StrategyState.STOPPED) {
return;
}
- // 空头止盈
- if (currentPrice.compareTo(shortTp) <= 0) {
- log.info("[GateGrid] 空头止盈触发! entry:{}, current:{}", shortEntryPrice, currentPrice);
- BigDecimal cnt = new BigDecimal(quantity);
- BigDecimal profit = shortEntryPrice.subtract(currentPrice).multiply(cnt);
- totalProfit = totalProfit.add(profit);
- log.info("[GateGrid] 空头止盈 profit:{}, totalProfit:{}", profit, totalProfit);
- closeShortPosition();
- closeLongPosition();
- currentCycle++;
- checkStopConditions();
+ if (shortActive) {
return;
}
- // 空头止损
- if (currentPrice.compareTo(shortSl) >= 0) {
- log.info("[GateGrid] 空头止损触发! entry:{}, current:{}", shortEntryPrice, currentPrice);
- BigDecimal cnt = new BigDecimal(quantity);
- BigDecimal loss = currentPrice.subtract(shortEntryPrice).multiply(cnt);
- totalProfit = totalProfit.subtract(loss);
- log.info("[GateGrid] 空头止损 loss:{}, totalProfit:{}", loss, totalProfit);
- closeShortPosition();
- currentCycle++;
- checkStopConditions();
- }
- }
- private void checkStopConditions() {
- if (totalProfit.compareTo(overallTp) >= 0) {
- log.info("[GateGrid] 达到整体止盈 {} USDT，停止策略", overallTp);
- strategyActive = false;
+ 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;
}
- if (BigDecimal.ZERO.subtract(totalProfit).compareTo(maxLoss) >= 0) {
- log.info("[GateGrid] 亏损 {} 达到上限 {} USDT，停止策略", totalProfit.negate(), maxLoss);
- strategyActive = false;
- return;
- }
- if (currentCycle >= maxCycles) {
- log.info("[GateGrid] 达到最大循环次数 {}，停止策略", maxCycles);
- strategyActive = false;
- return;
- }
- log.info("[GateGrid] 进入下一轮循环: {}", currentCycle + 1);
- dualOpenPositions();
+
+ state = StrategyState.REOPENING_SHORT;
+ executor.openShort(negate(config.getQuantity()), () -> {
+ synchronized (this) {
+ shortEntryPrice = lastKlinePrice;
+ shortActive = true;
+ }
+ executor.placeTakeProfit(shortTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ 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);
}
- private void closeLongPosition() {
- if (longEntryPrice == null) {
- return;
- }
- try {
- FuturesOrder closeOrder = new FuturesOrder();
- closeOrder.setContract(contract);
- closeOrder.setSize(negateQuantity(quantity));
- closeOrder.setPrice("0");
- closeOrder.setTif(FuturesOrder.TifEnum.IOC);
- closeOrder.setReduceOnly(true);
- closeOrder.setText("t-grid-close-long");
- FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
- log.info("[GateGrid] 平多成功, id: {}, fillPrice: {}", result.getId(), result.getFillPrice());
- } catch (Exception e) {
- log.error("[GateGrid] 平多失败", e);
- }
- longEntryPrice = null;
- longOrderId = null;
+ // ---- 止盈价格计算 ----
+
+ private BigDecimal longTpPrice() {
+ return lastKlinePrice.multiply(BigDecimal.ONE.add(config.getGridRate()))
+ .setScale(1, RoundingMode.HALF_UP);
}
- private void closeShortPosition() {
- if (shortEntryPrice == null) {
- return;
- }
- try {
- FuturesOrder closeOrder = new FuturesOrder();
- closeOrder.setContract(contract);
- closeOrder.setSize(quantity);
- closeOrder.setPrice("0");
- closeOrder.setTif(FuturesOrder.TifEnum.IOC);
- closeOrder.setReduceOnly(true);
- closeOrder.setText("t-grid-close-short");
- FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
- log.info("[GateGrid] 平空成功, id: {}, fillPrice: {}", result.getId(), result.getFillPrice());
- } catch (Exception e) {
- log.error("[GateGrid] 平空失败", e);
- }
- shortEntryPrice = null;
- shortOrderId = null;
+ private BigDecimal shortTpPrice() {
+ return lastKlinePrice.multiply(BigDecimal.ONE.subtract(config.getGridRate()))
+ .setScale(1, RoundingMode.HALF_UP);
}
- private void closeAllPositions() {
- closeLongPosition();
- closeShortPosition();
+ /** 对数量取反（开多用正数，开空用负数） */
+ private String negate(String qty) {
+ return qty.startsWith("-") ? qty.substring(1) : "-" + qty;
}
- private void printGridInfo() {
- BigDecimal longTp = BigDecimal.ZERO;
- BigDecimal longSl = BigDecimal.ZERO;
- BigDecimal shortTp = BigDecimal.ZERO;
- BigDecimal shortSl = BigDecimal.ZERO;
- if (longEntryPrice != null) {
- longTp = longEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
- longSl = longEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
- }
- if (shortEntryPrice != null) {
- shortTp = shortEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
- shortSl = shortEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
- }
- System.out.println("========== Gate 网格开仓 ==========");
- System.out.println("合约: " + contract + " 杠杆: " + leverage + "x " + marginMode);
- System.out.println("多头入场: " + longEntryPrice + " TP: " + longTp + " SL: " + longSl);
- System.out.println("空头入场: " + shortEntryPrice + " TP: " + shortTp + " SL: " + shortSl);
- System.out.println("数量: " + quantity + " 网格间距: " + gridRate.multiply(new BigDecimal("100")) + "%");
- System.out.println("整体止盈: " + overallTp + " USDT 最大循环: " + maxCycles);
- System.out.println("最大亏损: " + maxLoss + " USDT");
- System.out.println("=====================================");
- }
-
- private String negateQuantity(String qty) {
- if (qty.startsWith("-")) {
- return qty.substring(1);
- }
- return "-" + qty;
- }
-
- private BigDecimal safeDecimal(String val) {
- if (val == null || val.isEmpty()) {
- return BigDecimal.ZERO;
- }
- return new BigDecimal(val);
- }
-
- public BigDecimal getLastClosePrice() {
- return lastClosePrice;
- }
-
- public boolean isStrategyActive() {
- return strategyActive;
- }
-
- public BigDecimal getTotalProfit() {
- return totalProfit;
- }
-
- public int getCurrentCycle() {
- return currentCycle;
- }
+ public BigDecimal getLastKlinePrice() { return lastKlinePrice; }
+ public boolean isStrategyActive() { return state != StrategyState.STOPPED && state != StrategyState.WAITING_KLINE; }
+ public BigDecimal getCumulativePnl() { return cumulativePnl; }
+ public Long getUserId() { return userId; }
+ public StrategyState getState() { return state; }
}
--
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