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 | 146 +++++++++++++++++++++++++++++++++++++-----------
1 files changed, 111 insertions(+), 35 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 ed17373..45b5659 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -7,7 +7,9 @@
import io.gate.gateapi.api.FuturesApi;
import io.gate.gateapi.models.AccountDetail;
import io.gate.gateapi.models.FuturesAccount;
+import io.gate.gateapi.models.FuturesOrder;
import io.gate.gateapi.models.FuturesPriceTrigger;
+import io.gate.gateapi.models.Position;
import lombok.extern.slf4j.Slf4j;
import java.math.BigDecimal;
@@ -39,6 +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;
@@ -57,7 +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) {
@@ -76,31 +85,82 @@
detailClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
AccountDetail detail = new AccountApi(detailClient).getAccountDetail();
this.userId = detail.getUserId();
- log.info("[Gate] uid:{}", userId);
+ log.info("[Gate] 用户ID: {}", userId);
FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
if (!config.getPositionMode().equals(account.getPositionMode())) {
futuresApi.setPositionMode(SETTLE, config.getPositionMode());
}
- log.info("[Gate] mode:{} balance:{}", config.getPositionMode(), account.getAvailable());
+ log.info("[Gate] 持仓模式: {} 余额: {}", config.getPositionMode(), account.getAvailable());
futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
- log.info("[Gate] old orders cleared");
+ 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] {}x {}", config.getLeverage(), config.getMarginMode());
+ log.info("[Gate] 杠杆: {}x {}", config.getLeverage(), config.getMarginMode());
} catch (GateApiException e) {
- log.error("[Gate] init fail, 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("[Gate] init fail, code:{}", e.getCode());
+ log.error("[Gate] 初始化失败, code:{}", e.getCode());
+ }
+ }
+
+ /**
+ * 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 (state != StrategyState.WAITING_KLINE && state != StrategyState.STOPPED) {
- log.warn("[Gate] already running, state:{}", state);
+ log.warn("[Gate] 策略已在运行中, state:{}", state);
return;
}
state = StrategyState.WAITING_KLINE;
@@ -109,14 +169,14 @@
shortActive = false;
longReopenFails = 0;
shortReopenFails = 0;
- log.info("[Gate] grid started");
+ log.info("[Gate] 网格策略已启动");
}
public void stopGrid() {
state = StrategyState.STOPPED;
executor.cancelAllPriceTriggeredOrders();
executor.shutdown();
- log.info("[Gate] stopped, pnl:{}", cumulativePnl);
+ log.info("[Gate] 策略已停止, 累计盈亏: {}", cumulativePnl);
}
/**
@@ -129,7 +189,7 @@
}
state = StrategyState.OPENING;
- log.info("[Gate] first kline, opening...");
+ log.info("[Gate] 首根K线到达，开始双开...");
executor.openLong(config.getQuantity(), () -> {
synchronized (this) {
@@ -137,47 +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] active, long:{}, short:{}, tpL:{}, tpS:{}",
+ 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] long closed");
+ 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] short closed");
+ log.info("[Gate] 空头已平仓");
shortActive = false;
- tryReopenShort(0);
+ tryReopenShort();
} else if (hasPosition) {
shortActive = true;
shortEntryPrice = entryPrice;
@@ -193,24 +254,31 @@
return;
}
cumulativePnl = cumulativePnl.add(pnl);
- log.info("[Gate] pnl+{}, side:{}, total:{}", pnl, side, cumulativePnl);
+ log.info("[Gate] 盈亏累加:{}, 方向:{}, 累计:{}", pnl, side, cumulativePnl);
if (cumulativePnl.compareTo(config.getOverallTp()) >= 0) {
- log.info("[Gate] TP reached {}→STOPPED", cumulativePnl);
+ 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] loss {}→STOPPED", cumulativePnl);
+ log.info("[Gate] 已达亏损上限 {}→已停止", cumulativePnl);
state = StrategyState.STOPPED;
}
}
- // ---- reopen with retry ----
+ // ---- 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;
}
@@ -221,20 +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] long reopened, price:{}", longEntryPrice);
- });
+ 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;
}
@@ -245,16 +320,16 @@
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] short reopened, price:{}", shortEntryPrice);
- });
+ log.info("[Gate] 空头已补开, 价格:{}", shortEntryPrice);
+ }, this::tryReopenShort);
}
- // ---- util ----
+ // ---- 止盈价格计算 ----
private BigDecimal longTpPrice() {
return lastKlinePrice.multiply(BigDecimal.ONE.add(config.getGridRate()))
@@ -266,6 +341,7 @@
.setScale(1, RoundingMode.HALF_UP);
}
+ /** 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;
}
--
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