From 053b96949a32c3efd8d63ee5459502f7b1b2d269 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Wed, 15 Jul 2026 14:19:18 +0800
Subject: [PATCH] fix(gateApi): 修复网格交易止损订单逻辑错误
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 818 +++++++++++++++++++++++++++++++++++++++++++--------------
1 files changed, 612 insertions(+), 206 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 2a52130..f6a67e6 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -134,10 +134,14 @@
/** 多头是否活跃（有仓位） */
private volatile boolean longActive = false;
- /** 多头累计止损张数（加仓订单成交后归零） */
+ /** 多头累计止损次数（始终递增，加仓订单成交后归零） */
private volatile int accumulatedLongLossCount = 0;
- /** 空头累计止损张数（加仓订单成交后归零） */
+ /** 空头累计止损次数（始终递增，加仓订单成交后归零） */
private volatile int accumulatedShortLossCount = 0;
+ /** 最近触发止损的多头网格ID */
+ private volatile int lastLongStopLossGridId = Integer.MAX_VALUE;
+ /** 最近触发止损的空头网格ID */
+ private volatile int lastShortStopLossGridId = Integer.MAX_VALUE;
private volatile BigDecimal lastKlinePrice;
private volatile BigDecimal markPrice = BigDecimal.ZERO;
@@ -307,8 +311,12 @@
shortActive = false;
accumulatedLongLossCount = 0;
accumulatedShortLossCount = 0;
+ lastLongStopLossGridId = Integer.MAX_VALUE;
+ lastShortStopLossGridId = Integer.MAX_VALUE;
shortPriceQueue.clear();
longPriceQueue.clear();
+ totalShortPriceQueue.clear();
+ totalLongPriceQueue.clear();
currentLongOrderIds.clear();
currentShortOrderIds.clear();
// 每次重启重新获取当前本金
@@ -362,6 +370,7 @@
* @param closePrice K 线收盘价（即当前最新成交价）
*/
public void onKline(BigDecimal 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
@@ -389,9 +398,7 @@
return;
}
-
-// checkProfitAndReset();
-
+ checkProfitAndReset();
if (state == StrategyState.ACTIVE &&
longActive == false &&
@@ -410,25 +417,18 @@
/** Gate 永续合约 taker 费率 0.05% */
private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.0005");
private void checkProfitAndReset() {
+ if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
+ return;
+ }
try {
BigDecimal target = initialPrincipal.add(config.getExpectedProfit());
FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
- BigDecimal unrealisedPnl = new BigDecimal(account.getCrossUnrealisedPnl());
- BigDecimal available = new BigDecimal(account.getCrossAvailable());
- BigDecimal totalEquity = unrealisedPnl.add(available);
+ BigDecimal totalEquity = new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl()));
- // 估算平仓手续费：(多仓张数+空仓张数) × 合约面值 × 当前价 × taker费率
- BigDecimal totalSize = longPositionSize.abs().add(shortPositionSize.abs());
- BigDecimal closeContractValue =
- totalSize.multiply(config.getContractMultiplier()).multiply(lastKlinePrice != null ? lastKlinePrice : BigDecimal.ZERO);
- BigDecimal estimatedFee = closeContractValue.multiply(TAKER_FEE_RATE);
- BigDecimal netEquity = totalEquity.subtract(estimatedFee);
- log.info("[Gate] 盈亏检查,总张数：{}, upl:{}, avail:{}, 合计:{}, 估手续费:{}, 净权益:{}, 目标:{}",
- totalSize,unrealisedPnl, available, totalEquity, estimatedFee, netEquity, target);
- if (netEquity.compareTo(target) > 0) {
- log.info("[Gate] 盈亏达标(净权益{}>目标{})，重置策略", netEquity, target);
+ if (totalEquity.compareTo(target) > 0) {
+ log.info("[Gate] 盈亏达标(净权益{}>目标{})，重置策略", totalEquity, target);
state = StrategyState.STOPPED;
try {
futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
@@ -597,119 +597,216 @@
return;
}
- // [Gate-需求1] 多仓止盈触发：清空止盈状态 + 取消最远多仓止损
+ // [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);
- cancelFarthestLongStopLoss();
+ cancelNearestLongStopLoss();
return;
}
- // [Gate-需求1] 空仓止盈触发：清空止盈状态 + 取消最远空仓止损
+ // [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);
- cancelFarthestShortStopLoss();
+ 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);
+ 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);
+ handleShortStopLossTriggered(shortStopLossElem, orderId);
return;
}
GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
if (shortGridElement != null) {
- if (shortGridElement.isHasShortOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
+ if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
- shortEntryTraderIdParam(shortGridElement, null, false);
- // [Gate-需求2] 加仓后先撤空仓所有止盈+止损，再重挂
+ shortEntryTraderIdParam(shortGridElement, orderId, false);
+ accumulatedShortLossCount = 0;
+ lastShortStopLossGridId = Integer.MAX_VALUE;
+ // [Gate-需求2] 加仓后先撤空仓所有止盈+止损，再查交易所持仓后重挂
cancelAllShortTakeProfitsAndStopLosses();
- extendShortStopLoss(filledQty,shortGridElement.getId());
- accumulatedShortLossCount = 0; // 加仓订单成交，重置止损累计
- log.info("[Gate] 空单成交 gridId:{}", filledQty);
+ // REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
+ int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
+ extendShortStopLoss(posSize, shortGridElement.getId());
+ log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
- // 空仓持仓超过baseQuantity时，从gridId-2开始向外追挂止盈
- BigDecimal shortBaseQty = new BigDecimal(config.getBaseQuantity());
- BigDecimal shortGridQty = new BigDecimal(config.getQuantity());
- if (shortPositionSize.compareTo(shortBaseQty) > 0) {
- BigDecimal shortExcess = shortPositionSize.subtract(shortBaseQty);
- int shortExcessCount = shortExcess.divide(shortGridQty, 0, RoundingMode.DOWN).intValue();
- for (int i = 0; i < shortExcessCount; i++) {
- int tpGridId = shortGridElement.getId() - 2 - i;
- GridElement tpElem = GridElement.findById(tpGridId);
- if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
- continue;
- }
- 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);
- }
- );
+// 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：每1张持仓对应1个止盈位，从entry网格向下逐个挂
+ int shortGridQty = Integer.parseInt(config.getQuantity());
+ int shortTpCount = posSize / shortGridQty;
+
+ for (int i = 0; i < shortTpCount; i++) {
+ int tpGridId = shortGridElement.getId() - 2 * (i + 1);
+ GridElement tpElem = GridElement.findById(tpGridId);
+ if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
+ continue;
}
+ 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);
if (longGridElement != null) {
- if (longGridElement.isHasLongOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")){
+ if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")){
int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
- longEntryTraderIdParam(longGridElement, null, false);
- // [Gate-需求2] 加仓后先撤多仓所有止盈+止损，再重挂
+ longEntryTraderIdParam(longGridElement, orderId, false);
+ accumulatedLongLossCount = 0;
+ lastLongStopLossGridId = Integer.MAX_VALUE;
+ // [Gate-需求2] 加仓后先撤多仓所有止盈+止损，再查交易所持仓后重挂
cancelAllLongTakeProfitsAndStopLosses();
- extendLongStopLoss(filledQty,longGridElement.getId());
- accumulatedLongLossCount = 0; // 加仓订单成交，重置止损累计
- log.info("[Gate] 多单成交 gridId:{}", filledQty);
+ // REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
+ int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
+ extendLongStopLoss(posSize, longGridElement.getId());
+ log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
- // 多仓持仓超过baseQuantity时，从gridId+2开始向外追挂止盈
- BigDecimal longBaseQty = new BigDecimal(config.getBaseQuantity());
- BigDecimal longGridQty = new BigDecimal(config.getQuantity());
- if (longPositionSize.compareTo(longBaseQty) > 0) {
- BigDecimal longExcess = longPositionSize.subtract(longBaseQty);
- int longExcessCount = longExcess.divide(longGridQty, 0, RoundingMode.DOWN).intValue();
- for (int i = 0; i < longExcessCount; i++) {
- int tpGridId = longGridElement.getId() + 2 + i;
- GridElement tpElem = GridElement.findById(tpGridId);
- if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) {
- continue;
- }
- 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);
- }
- );
+// 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：每1张持仓对应1个止盈位，从entry网格向上逐个挂
+ int longGridQty = Integer.parseInt(config.getQuantity());
+ int longTpCount = posSize / longGridQty;
+
+ for (int i = 0; i < longTpCount; i++) {
+ int tpGridId = longGridElement.getId() + 2 * (i + 1);
+ GridElement tpElem = GridElement.findById(tpGridId);
+ if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) {
+ continue;
}
+ 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);
+ }
+ );
}
}
}
}
+
+ /**
+ * 查询交易所当前持仓张数（绝对值）。加仓/开仓后重挂止盈止损时调用，
+ * 绕过本地 WS 推送缓存避免时序竞态，直接拿到交易所权威数据。
+ *
+ * @param mode 持仓模式（DUAL_LONG / DUAL_SHORT）
+ * @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 p;
+ }
+ }
+ }
+ } catch (Exception e) {
+ log.warn("[Gate] 查询{}持仓失败", mode, e);
+ }
+ return null;
+ }
// ---- 网格队列处理 ----
@@ -738,6 +835,43 @@
baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
baseGridElement.setHasShortOrder(true);
+// // 空仓止损对应的多仓止盈：多仓止盈挂在ID=3
+// int tpGridIdLong = 3;
+// GridElement tpElemLong = GridElement.findById(tpGridIdLong);
+// BigDecimal triggerPriceLong = tpElemLong.getGridPrice();
+// String sizeLong = config.getBaseQuantity();
+// executor.placeTakeProfit(
+// triggerPriceLong,
+// FuturesPriceTrigger.RuleEnum.NUMBER_1,
+// ORDER_TYPE_CLOSE_LONG,
+// negate(sizeLong),
+// profitId -> {
+// tpElemLong.setLongTakeProfitOrderId(profitId);
+// GridElement.refreshIndices();
+// log.info("[Gate] 多仓止盈已挂(gridId:{}多止盈), 触发价:{}, takeProfitId:{}",
+// tpGridIdLong, triggerPriceLong, profitId);
+// }
+// );
+//
+//
+// // 多仓止损对应的空仓止盈：空仓止盈挂在ID=-3
+// int tpGridIdShort = -3;
+// GridElement tpElemShort = GridElement.findById(tpGridIdShort);
+// BigDecimal triggerPriceShort = tpElemShort.getGridPrice();
+// String sizeShort = config.getBaseQuantity();
+// executor.placeTakeProfit(
+// triggerPriceShort,
+// FuturesPriceTrigger.RuleEnum.NUMBER_2,
+// ORDER_TYPE_CLOSE_SHORT,
+// sizeShort,
+// profitId -> {
+// tpElemShort.setShortTakeProfitOrderId(profitId);
+// GridElement.refreshIndices();
+// log.info("[Gate] 空仓止盈已挂(gridId:{}空止盈), 触发价:{}, takeProfitId:{}",
+// tpGridIdShort, triggerPriceShort, profitId);
+// }
+// );
+
// int shortTime = 2;
// GridElement elemShort = GridElement.findById(shortTime);
// if (elemShort != null) {
@@ -749,7 +883,7 @@
// ORDER_TYPE_CLOSE_SHORT,
// size,
// profitId -> {
-// elemShort.setShortStopLossOrderId(profitId);
+// elemShort.addShortStopLossOrderId(profitId);
// GridElement.refreshIndices();
// log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", shortTime, triggerPrice, profitId);
// }
@@ -768,7 +902,7 @@
// ORDER_TYPE_CLOSE_LONG,
// negate(size),
// profitId -> {
-// elemLong.setLongStopLossOrderId(profitId);
+// elemLong.addLongStopLossOrderId(profitId);
// GridElement.refreshIndices();
// log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", longTime, triggerPrice, profitId);
// }
@@ -790,12 +924,13 @@
ORDER_TYPE_CLOSE_SHORT,
size,
profitId -> {
- elem.setShortStopLossOrderId(profitId);
+ elem.addShortStopLossOrderId(profitId);
GridElement.refreshIndices();
log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
}
);
}
+
int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
@@ -813,14 +948,14 @@
ORDER_TYPE_CLOSE_LONG,
negate(size),
profitId -> {
- elem.setLongStopLossOrderId(profitId);
+ elem.addLongStopLossOrderId(profitId);
GridElement.refreshIndices();
log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
}
);
}
- log.info("[Gate] 止损单已全部挂完, 空仓止损: 2~{}, 多仓止损: -2~-{}", shortTime, longTime);
+ log.info("[Gate] 止损止盈单已全部挂完, 空仓止损:2~{}, 多仓止损:-2~-{}", shortTime, longTime);
state = StrategyState.ACTIVE;
}
@@ -854,8 +989,14 @@
TraderParam tp = baseElement.getLongTraderParam();
tp.setEntryOrderId(entryId);
tp.setEntryOrderPlaced(flag);
- baseElement.setHasLongOrder(flag);
- baseElement.setLongOrderId(entryId);
+ if (flag && entryId != null) {
+ baseElement.addLongOrderId(entryId);
+ baseElement.setHasLongOrder(true);
+ } else if (!flag && entryId != null) {
+ baseElement.removeLongOrderId(entryId);
+ // 只有列表全部清空才关闭预置标志，避免还有未成交挂单时被 processGrid 误判
+ baseElement.setHasLongOrder(baseElement.hasLongOrderIds());
+ }
GridElement.refreshIndices();
}
@@ -865,8 +1006,14 @@
TraderParam tp = baseElement.getShortTraderParam();
tp.setEntryOrderId(entryId);
tp.setEntryOrderPlaced(flag);
- baseElement.setHasShortOrder(flag);
- baseElement.setShortOrderId(entryId);
+ if (flag && entryId != null) {
+ baseElement.addShortOrderId(entryId);
+ baseElement.setHasShortOrder(true);
+ } else if (!flag && entryId != null) {
+ baseElement.removeShortOrderId(entryId);
+ // 只有列表全部清空才关闭预置标志，避免还有未成交挂单时被 processGrid 误判
+ baseElement.setHasShortOrder(baseElement.hasShortOrderIds());
+ }
GridElement.refreshIndices();
}
@@ -878,6 +1025,8 @@
*/
private void generateShortQueue() {
shortPriceQueue.clear();
+ totalShortPriceQueue.clear();
+ totalLongPriceQueue.clear();
int prec = config.getPriceScale();
BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(prec, RoundingMode.HALF_UP);
config.setStep(step);
@@ -990,8 +1139,8 @@
elements.add(GridElement.builder()
.id(0)
.gridPrice(price)
- .upId(shortSize > 0 ? 1 : null)
- .downId(longSize > 0 ? -1 : null)
+ .upId(longSize > 0 ? 1 : null)
+ .downId(shortSize > 0 ? -1 : null)
.longTraderParam(longParam)
.shortTraderParam(shortParam)
.build());
@@ -1057,11 +1206,12 @@
? cancelGridElement.getLongTraderParam().getQuantity()
: config.getBaseQuantity();
if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
- String longOrderId = cancelGridElement.getLongOrderId();
- executor.cancelConditionalOrder(longOrderId, oid -> {
- longEntryTraderIdParam(cancelGridElement, null, false);
- log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", cancelGridElement.getId(),longOrderId);
- });
+ for (String longOrderId : new ArrayList<>(cancelGridElement.getLongOrderIds())) {
+ executor.cancelConditionalOrder(longOrderId, oid -> {
+ longEntryTraderIdParam(cancelGridElement, longOrderId, false);
+ log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", cancelGridElement.getId(), longOrderId);
+ });
+ }
}
// log.info("[Gate-2] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
if (!newEntryGrid.isHasLongOrder()) {
@@ -1111,11 +1261,12 @@
* 看是否有空仓挂单，有就取消
*/
if (cancelGridElement != null && cancelGridElement.isHasShortOrder()) {
- String shortOrderId = cancelGridElement.getShortOrderId();
- executor.cancelConditionalOrder(shortOrderId, oid -> {
- shortEntryTraderIdParam(cancelGridElement, null, false);
- log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", cancelGridElement.getId(),shortOrderId);
- });
+ for (String shortOrderId : new ArrayList<>(cancelGridElement.getShortOrderIds())) {
+ executor.cancelConditionalOrder(shortOrderId, oid -> {
+ shortEntryTraderIdParam(cancelGridElement, shortOrderId, false);
+ log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", cancelGridElement.getId(), shortOrderId);
+ });
+ }
}
// log.info("[Gate-4] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
if (!newEntryGrid.isHasShortOrder()){
@@ -1134,11 +1285,15 @@
}
}
- private void handleLongStopLossTriggered(GridElement gridElement) {
- gridElement.setLongStopLossOrderId(null);
+ private void handleLongStopLossTriggered(GridElement gridElement, String orderId) {
+ gridElement.removeLongStopLossOrderId(orderId);
int gridId = gridElement.getId();
- log.info("[Gate] 多仓止损触发 gridId:{}, 开始追单", gridId);
+ boolean sameGrid = (gridId == lastLongStopLossGridId);
+ accumulatedLongLossCount++;
+ 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)" : "");
int newEntryGridId = gridId + 1;
GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1148,30 +1303,43 @@
return;
}
- // [Gate-BugFix] 防止与"仓位归零"重复下单：若该网格已有挂单则跳过
- if (!newEntryGrid.isHasLongOrder()) {
- BigDecimal triggerPrice = newEntryGrid.getGridPrice();
-
- // 累计止损张数 + 当前止损量作为追单size，不再依赖positionSize（避免WS竞态）
- accumulatedLongLossCount += Integer.parseInt(config.getQuantity());
- String size = String.valueOf(accumulatedLongLossCount + Integer.parseInt(config.getQuantity()));
- log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}基础张多单",
- gridId, newEntryGridId, size);
-
+ // 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;
+ 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);
- }else{
- log.warn("[Gate] 多仓止损触发 gridId:{}, 目标gridId:{}已有挂单，跳过重复下单", gridId, newEntryGridId);
}
+ // 取消 gridId+2 位置的所有多单
int cancelGridId = gridId + 2;
GridElement cancelGrid = GridElement.findById(cancelGridId);
if (cancelGrid != null && cancelGrid.isHasLongOrder()) {
- executor.cancelConditionalOrder(cancelGrid.getLongOrderId(), oid -> {
- longEntryTraderIdParam(cancelGrid, null, false);
- log.info("[Gate] 多仓止损触发, 取消gridId:{}的多单", cancelGridId);
- });
+ for (String cancelOrderId : new ArrayList<>(cancelGrid.getLongOrderIds())) {
+ executor.cancelConditionalOrder(cancelOrderId, oid -> {
+ longEntryTraderIdParam(cancelGrid, cancelOrderId, false);
+ log.info("[Gate] 多仓止损触发, 取消gridId:{}的多单,{}", cancelGridId, cancelOrderId);
+ });
+ }
}
// 止损触发时，取消最远的多仓止盈订单
@@ -1193,11 +1361,15 @@
}
}
- private void handleShortStopLossTriggered(GridElement gridElement) {
- gridElement.setShortStopLossOrderId(null);
+ private void handleShortStopLossTriggered(GridElement gridElement, String orderId) {
+ gridElement.removeShortStopLossOrderId(orderId);
int gridId = gridElement.getId();
- log.info("[Gate] 空仓止损触发 gridId:{}, 开始追单", gridId);
+ boolean sameGrid = (gridId == lastShortStopLossGridId);
+ accumulatedShortLossCount++;
+ 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)" : "");
int newEntryGridId = gridId - 1;
GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1207,32 +1379,43 @@
return;
}
- // [Gate-BugFix] 防止与"仓位归零"重复下单：若该网格已有挂单则跳过
- if (!newEntryGrid.isHasShortOrder()) {
- BigDecimal triggerPrice = newEntryGrid.getGridPrice();
-
- // 累计止损张数 + 当前止损量作为追单size，不再依赖positionSize（避免WS竞态）
- accumulatedShortLossCount += Integer.parseInt(config.getQuantity());
- String size = String.valueOf(accumulatedShortLossCount + Integer.parseInt(config.getQuantity()));
- log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}基础张空单",
- gridId, newEntryGridId, size);
+ // 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;
+ 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));
- }else{
- log.warn("[Gate] 空仓止损触发 gridId:{}, 目标gridId:{}已有挂单，跳过重复下单", gridId, newEntryGridId);
}
-
-
-
+ // 取消 gridId-2 位置的所有空单
int cancelGridId = gridId - 2;
GridElement cancelGrid = GridElement.findById(cancelGridId);
if (cancelGrid != null && cancelGrid.isHasShortOrder()) {
- executor.cancelConditionalOrder(cancelGrid.getShortOrderId(), oid -> {
- shortEntryTraderIdParam(cancelGrid, null, false);
- log.info("[Gate] 空仓止损触发, 取消gridId:{}的空单", cancelGridId);
- });
+ for (String cancelOrderId : new ArrayList<>(cancelGrid.getShortOrderIds())) {
+ executor.cancelConditionalOrder(cancelOrderId, oid -> {
+ shortEntryTraderIdParam(cancelGrid, cancelOrderId, false);
+ log.info("[Gate] 空仓止损触发, 取消gridId:{}的空单,{}", cancelGridId, cancelOrderId);
+ });
+ }
}
// 止损触发时，取消最远的空仓止盈订单
@@ -1254,75 +1437,295 @@
}
}
- private void extendLongStopLoss(int filledQty,int gridId) {
- int furthestSlId = 0;
- for (GridElement e : config.getGridElements()) {
- if (e.getLongStopLossOrderId() != null && e.getId() < furthestSlId) {
- furthestSlId = e.getId();
+ // ========== 止盈/止损取消辅助方法 ==========
+
+ /**
+ * 止盈触发后检查跨度是否达至要求，满足条件则重启策略。
+ *
+ * <h3>跨度定义</h3>
+ * {@code restartGridSpan} 表示多少倍的绝对步长 step（= 短基价 × gridRate）。
+ *
+ * <h3>判断逻辑</h3>
+ * <ol>
+ * <li>多空双边均有持仓：longEntryPrice − shortEntryPrice > span × step</li>
+ * <li>仅持多仓：currentPrice − longEntryPrice > span × step</li>
+ * <li>仅持空仓：shortEntryPrice − currentPrice > span × step</li>
+ * </ol>
+ * restartGridSpan=0 时禁用此功能。重启复用仓位归零模式：取消全部条件单 → 平仓 → 延迟启动。
+ */
+ private void checkLastTakeProfitAndRestart() {
+ int span = config.getRestartGridSpan();
+ if (span <= 0) {
+ return;
+ }
+
+ // 检查是否还有剩余止盈单，只有多空止盈全部清空才继续
+ if (GridElement.getLongTakeProfitCount() > 0 || GridElement.getShortTakeProfitCount() > 0) {
+ log.info("[Gate] 尚有未触发止盈单, 暂不检查跨度重启 longTpCount:{}, shortTpCount:{}",
+ GridElement.getLongTakeProfitCount(), GridElement.getShortTakeProfitCount());
+ return;
+ }
+
+ BigDecimal step = config.getStep();
+ if (step == null || step.compareTo(BigDecimal.ZERO) == 0) {
+ return;
+ }
+ BigDecimal threshold = step.multiply(new BigDecimal(span));
+
+ BigDecimal currentPrice = lastKlinePrice;
+ if (currentPrice == null || currentPrice.compareTo(BigDecimal.ZERO) == 0) {
+ 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 (hasLong && hasShort) {
+ // 多空双边持仓：|多均价 − 空均价| > span × step
+ BigDecimal gap = shortAvgPrice.subtract(longAvgPrice);
+ if (gap.compareTo(threshold) >= 0) {
+ shouldRestart = true;
+ reason = StrUtil.format("双边跨度 |多均价:{} − 空均价:{}| = {} >= {} (span:{}×step:{})",
+ longAvgPrice, shortAvgPrice, gap, threshold, span, step);
+ }
+ } else if (hasLong) {
+ // 仅持多仓：当前价 − 多均价 > span × step
+ 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, longAvgPrice, gap, threshold, span, step);
+ }
+ } else if (hasShort) {
+ // 仅持空仓：空均价 − 当前价 > span × step
+ 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:{})",
+ shortAvgPrice, currentPrice, gap, threshold, span, step);
}
}
- int interval = 1;
- if (furthestSlId == 0) {
- furthestSlId = gridId;
- interval = 2;
- }
- int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
- log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
- for (int i = 0; i < stopLossCount; i++) {
- int newSlId = furthestSlId - i - interval;
- GridElement elem = GridElement.findById(newSlId);
- if (elem == null) {
- continue;
+ if (shouldRestart) {
+ log.info("[Gate] 跨度已达要求 → {}，最后一个止盈触发策略重启", reason);
+ try {
+ futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
+ } catch (ApiException ex) {
+ log.warn("[Gate] 重启前清理条件单失败", ex);
}
- BigDecimal triggerPrice = elem.getGridPrice();
- int finalSlId = newSlId;
- executor.placeTakeProfit(
- triggerPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_2,
- ORDER_TYPE_CLOSE_LONG,
- negate(config.getQuantity()),
- profitId -> {
- elem.setLongStopLossOrderId(profitId);
- GridElement.refreshIndices();
- log.info("[Gate] 多仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
- }
- );
+ closeExistingPositions();
+ state = StrategyState.STOPPED;
+ executor.submitTask(() -> {
+ try { Thread.sleep(3000); } catch (InterruptedException ex) { Thread.currentThread().interrupt(); }
+ startGrid();
+ });
}
}
- private void extendShortStopLoss(int filledQty, int gridId) {
- int furthestSlId = 0;
+ /**
+ * 取消最近的多仓止损订单（A 位置，gridId 最大即最接近 0）。
+ * 多仓止损在 gridId 负方向，A = gridId-2，是三个位置中 ID 最大（最接近 0）的那个。
+ */
+ private void cancelNearestLongStopLoss() {
+ GridElement nearest = null;
for (GridElement e : config.getGridElements()) {
- if (e.getShortStopLossOrderId() != null && e.getId() > furthestSlId) {
- furthestSlId = e.getId();
+ if (e.hasLongStopLossOrders()) {
+ if (nearest == null || e.getId() > nearest.getId()) {
+ nearest = e;
+ }
}
+ }
+ if (nearest != null && nearest.hasLongStopLossOrders()) {
+ List<String> ids = nearest.getLongStopLossOrderIds();
+ String slId = ids.get(0); // 取第一个（最早加入的 = A 位置第一单）
+ nearest.removeLongStopLossOrderId(slId);
+ GridElement.refreshIndices();
+ GridElement finalNearest = nearest;
+ executor.cancelConditionalOrder(slId, oid ->
+ log.info("[Gate] 止盈触发, 取消最近多仓止损 gridId:{}, orderId:{}", finalNearest.getId(), slId));
+ }
+ }
+
+ /**
+ * 取消最近的空仓止损订单（A 位置，gridId 最小即最接近 0）。
+ * 空仓止损在 gridId 正方向，A = gridId+2，是三个位置中 ID 最小（最接近 0）的那个。
+ */
+ private void cancelNearestShortStopLoss() {
+ GridElement nearest = null;
+ for (GridElement e : config.getGridElements()) {
+ if (e.hasShortStopLossOrders()) {
+ if (nearest == null || e.getId() < nearest.getId()) {
+ nearest = e;
+ }
+ }
+ }
+ if (nearest != null && nearest.hasShortStopLossOrders()) {
+ List<String> ids = nearest.getShortStopLossOrderIds();
+ String slId = ids.get(0); // 取第一个（最早加入的 = A 位置第一单）
+ nearest.removeShortStopLossOrderId(slId);
+ GridElement.refreshIndices();
+ GridElement finalNearest = nearest;
+ executor.cancelConditionalOrder(slId, oid ->
+ log.info("[Gate] 止盈触发, 取消最近空仓止损 gridId:{}, orderId:{}", finalNearest.getId(), slId));
+ }
+ }
+
+ /**
+ * 取消所有多仓止盈 + 多仓止损订单（加仓后重建前清场）。
+ */
+ private void cancelAllLongTakeProfitsAndStopLosses() {
+ for (GridElement e : config.getGridElements()) {
+ String tpId = e.getLongTakeProfitOrderId();
+ if (tpId != null) {
+ e.setLongTakeProfitOrderId(null);
+ executor.cancelConditionalOrder(tpId, oid -> {});
+ }
+ for (String slId : new ArrayList<>(e.getLongStopLossOrderIds())) {
+ executor.cancelConditionalOrder(slId, oid -> {});
+ }
+ e.clearLongStopLossOrderIds();
+ }
+ GridElement.refreshIndices();
+ log.info("[Gate] 已提交取消所有多仓止盈+止损");
+ }
+
+ /**
+ * 取消所有空仓止盈 + 空仓止损订单（加仓后重建前清场）。
+ */
+ private void cancelAllShortTakeProfitsAndStopLosses() {
+ for (GridElement e : config.getGridElements()) {
+ String tpId = e.getShortTakeProfitOrderId();
+ if (tpId != null) {
+ e.setShortTakeProfitOrderId(null);
+ executor.cancelConditionalOrder(tpId, oid -> {});
+ }
+ for (String slId : new ArrayList<>(e.getShortStopLossOrderIds())) {
+ executor.cancelConditionalOrder(slId, oid -> {});
+ }
+ e.clearShortStopLossOrderIds();
+ }
+ GridElement.refreshIndices();
+ log.info("[Gate] 已提交取消所有空仓止盈+止损");
+ }
+
+ /**
+ * 首次挂单成交时，取消初始化阶段挂的所有止盈单（多+空），止损单保留不动。
+ */
+ private void cancelAllInitialTakeProfits() {
+
+
+ GridElement tpElemLong = GridElement.findById(3);
+ String longTpId = tpElemLong.getLongTakeProfitOrderId();
+ if (longTpId != null) {
+ longTakeProfitTraderIdParam(tpElemLong, null, false);
+ executor.cancelConditionalOrder(longTpId, oid -> {});
}
- int interval = 1;
- if (furthestSlId == 0) {
- furthestSlId = gridId;
- interval = 2;
+ GridElement tpElemShort = GridElement.findById(-3);
+ String shortTpId = tpElemShort.getShortTakeProfitOrderId();
+ if (shortTpId != null) {
+ shortTakeProfitTraderIdParam(tpElemShort, null, false);
+ executor.cancelConditionalOrder(shortTpId, oid -> {});
}
- int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
- log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
- for (int i = 0; i < stopLossCount; i++) {
- int newSlId = furthestSlId + i + interval;
- GridElement elem = GridElement.findById(newSlId);
- if (elem == null) {
- continue;
- }
- BigDecimal triggerPrice = elem.getGridPrice();
- int finalSlId = newSlId;
+ GridElement.refreshIndices();
+ log.info("[Gate] 首次成交，取消所有初始化止盈单");
+ }
+
+ // ========== 止损追单（新逻辑：3 个固定位置，每个位置挂多个 1 张止损单） ==========
+
+ /**
+ * 多仓止损追单 — 3 个固定位置，从近到远分配合约。
+ * A(gridId-2): (filledQty/qty - 2) 个独立止损单，每个 qty 张
+ * B(gridId-3): 1 个止损单，qty 张
+ * C(gridId-4): 1 个止损单，qty 张
+ * 注意：多仓止损在 gridId 负方向，触发价 ≤ 网格价。
+ */
+ private void extendLongStopLoss(int filledQty, int gridId) {
+ int qty = Integer.parseInt(config.getQuantity());
+ int aCount = Math.max(0, filledQty / qty - 2);
+ if (aCount < 0) return;
+
+ int a, b, c;
+ if (aCount == 0) { a = 2; b = 0; c = 0; }
+ else if (aCount == 1) { a = 2; b = 1; c = 0; }
+ else { a = aCount; b = 1; c = 1; }
+
+ log.info("[Gate] 多仓追挂止损, 成交{}张, gridId:{}, A({})x{} B({})x{} C({})x{}",
+ filledQty, gridId, gridId - 2, a, gridId - 3, b, gridId - 4, c);
+
+ if (a > 0) placeStopLossOrders(gridId - 2, a, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_LONG, true);
+ if (b > 0) placeStopLossOrders(gridId - 3, b, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_LONG, true);
+ if (c > 0) placeStopLossOrders(gridId - 4, c, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_LONG, true);
+ }
+
+ /**
+ * 空仓止损追单 — 3 个固定位置，从近到远分配合约。
+ * aCount<0跳过, aCount=0→A=2, aCount=1→A=2,B=1, aCount>=2→A=aCount,B=1,C=1
+ */
+ private void extendShortStopLoss(int filledQty, int gridId) {
+ int qty = Integer.parseInt(config.getQuantity());
+ int aCount = Math.max(0, filledQty / qty - 2);
+ if (aCount < 0) return;
+
+ int a, b, c;
+ if (aCount == 0) { a = 2; b = 0; c = 0; }
+ else if (aCount == 1) { a = 2; b = 1; c = 0; }
+ else { a = aCount; b = 1; c = 1; }
+
+ log.info("[Gate] 空仓追挂止损, 成交{}张, gridId:{}, A({})x{} B({})x{} C({})x{}",
+ filledQty, gridId, gridId + 2, a, gridId + 3, b, gridId + 4, c);
+
+ if (a > 0) placeStopLossOrders(gridId + 2, a, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_SHORT, false);
+ if (b > 0) placeStopLossOrders(gridId + 3, b, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_SHORT, false);
+ if (c > 0) placeStopLossOrders(gridId + 4, c, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_SHORT, false);
+ }
+
+ /**
+ * 在指定网格位置挂 count 个独立止损单，每个 size 张。
+ */
+ private void placeStopLossOrders(int gridId, int count, int qty,
+ FuturesPriceTrigger.RuleEnum rule,
+ String orderType, boolean isLong) {
+ if (count <= 0) {
+ return;
+ }
+ GridElement elem = GridElement.findById(gridId);
+ if (elem == null) {
+ log.warn("[Gate] 止损挂单位置不存在, gridId:{}", gridId);
+ return;
+ }
+ BigDecimal triggerPrice = elem.getGridPrice();
+ for (int i = 0; i < count; i++) {
+ String size = isLong ? negate(String.valueOf(qty)) : String.valueOf(qty);
+ int finalGridId = gridId;
+ int finalI = i;
executor.placeTakeProfit(
- triggerPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_1,
- ORDER_TYPE_CLOSE_SHORT,
- config.getQuantity(),
+ triggerPrice, rule, orderType, size,
profitId -> {
- elem.setShortStopLossOrderId(profitId);
+ if (isLong) {
+ elem.addLongStopLossOrderId(profitId);
+ } else {
+ elem.addShortStopLossOrderId(profitId);
+ }
GridElement.refreshIndices();
- log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
+ log.info("[Gate] {}止损追加, gridId:{}, 触发价:{}, 第{}单, stopLossId:{}",
+ isLong ? "多仓" : "空仓", finalGridId, triggerPrice, finalI + 1, profitId);
}
);
}
@@ -1369,15 +1772,18 @@
}
},
() -> {
+ // 仅当列表为空（无其他有效订单）时才清预置标志，避免误伤其他并发挂单
if (isLong) {
- gridElement.setHasLongOrder(false);
- gridElement.setLongOrderId(null);
+ if (!gridElement.hasLongOrderIds()) {
+ gridElement.setHasLongOrder(false);
+ }
} else {
- gridElement.setHasShortOrder(false);
- gridElement.setShortOrderId(null);
+ if (!gridElement.hasShortOrderIds()) {
+ gridElement.setHasShortOrder(false);
+ }
}
GridElement.refreshIndices();
- log.warn("[Gate] 条件单创建失败，回滚标志位 gridId:{}, isLong:{}", gridElement.getId(), isLong);
+ log.warn("[Gate] 条件单创建失败 gridId:{}, isLong:{}", gridElement.getId(), isLong);
}
);
}
--
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