From 082f3381779b1e734a9b21548d3ae614a2410a2d Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Wed, 23 Sep 2026 18:04:01 +0800
Subject: [PATCH] feat(gateApi): 添加止盈触发对向加仓功能
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 432 +++++++++++++++++++++++++++++++++++++++++++++++++----
1 files changed, 399 insertions(+), 33 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 b87daf0..e801234 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -3,9 +3,13 @@
import cn.hutool.core.collection.CollUtil;
import cn.hutool.core.util.StrUtil;
import com.xcong.excoin.utils.dingtalk.DingTalkUtils;
+import com.google.gson.ExclusionStrategy;
+import com.google.gson.FieldAttributes;
+import com.google.gson.Gson;
import io.gate.gateapi.ApiClient;
import io.gate.gateapi.ApiException;
import io.gate.gateapi.GateApiException;
+import io.gate.gateapi.JSON;
import io.gate.gateapi.api.AccountApi;
import io.gate.gateapi.api.FuturesApi;
import io.gate.gateapi.models.*;
@@ -15,6 +19,7 @@
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.*;
+import java.util.concurrent.ConcurrentHashMap;
import java.util.concurrent.atomic.AtomicBoolean;
import java.util.concurrent.atomic.AtomicInteger;
@@ -110,6 +115,11 @@
private final FuturesApi futuresApi;
private static final String SETTLE = "usdt";
+ /** 手动市价平仓遭遇价格保护(MARKET_PRICE_TOO_DEVIATED)后的重试次数 */
+ private static final int CLOSE_POSITION_RETRY_MAX_ATTEMPTS = 3;
+ /** 手动市价平仓遭遇价格保护后的重试间隔（毫秒） */
+ private static final long CLOSE_POSITION_RETRY_DELAY_MS = 800L;
+
private volatile StrategyState state = StrategyState.WAITING_KLINE;
/** 空仓价格队列，降序排列（大→小），容量 gridQueueSize */
@@ -152,6 +162,11 @@
/** 自定义止损模式激活标记：true=尚未发生第一次止损触发，第一次触发后置 false（触发未触发侧重挂默认） */
private final AtomicBoolean dualStopLossModeActive = new AtomicBoolean(false);
+ /** 止盈触发对向加仓：多仓止盈→空仓开仓单ID → 网格ID（成交后在该网格+1挂空仓止损） */
+ private final Map<String, Integer> tpOppositeShortOrderGridMap = new ConcurrentHashMap<>();
+ /** 止盈触发对向加仓：空仓止盈→多仓开仓单ID → 网格ID（成交后在该网格-1挂多仓止损） */
+ private final Map<String, Integer> tpOppositeLongOrderGridMap = new ConcurrentHashMap<>();
+
private volatile BigDecimal lastKlinePrice;
private volatile BigDecimal markPrice = BigDecimal.ZERO;
private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
@@ -172,8 +187,50 @@
ApiClient apiClient = new ApiClient();
apiClient.setBasePath(config.getRestBasePath());
apiClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
+ // 修复 gate-api SDK finishAs 枚举不完整导致的反序列化失败（见 buildLenientJson）
+ apiClient.setJSON(buildLenientJson());
this.futuresApi = new FuturesApi(apiClient);
this.executor = new GateTradeExecutor(apiClient, config.getContract());
+ }
+
+ /**
+ * 构建容错的 JSON 序列化器，跳过部分枚举不完整字段的反序列化。
+ *
+ * <p>gate-api SDK 的枚举定义滞后于交易所实际返回值，反序列化未知枚举值时
+ * {@code fromValue} 会抛 {@link IllegalArgumentException}，导致接口被误判为失败。
+ * 已确认业务不使用以下字段，因此通过 Gson 排除策略直接跳过其解析：
+ * <ul>
+ * <li>{@code finishAs}：{@code FuturesOrder.FinishAsEnum} 缺少
+ * {@code price_rate_protected}（价格保护）等值（如日志
+ * {@code Unexpected value 'price_rate_proteced'}）；</li>
+ * <li>{@code posMarginMode}：{@code FuturesPriceTriggeredOrder.PosMarginModeEnum}
+ * 只定义 {@code cross}/{@code dual}，而 {@code cancelPriceTriggeredOrderList}
+ * 会返回组合值 {@code cross|dual}（如日志 {@code Unexpected value 'cross|dual'}）。</li>
+ * </ul>
+ */
+ private static JSON buildLenientJson() {
+ JSON json = new JSON();
+ Gson gson = json.getGson().newBuilder()
+ .setExclusionStrategies(new ExclusionStrategy() {
+ @Override
+ public boolean shouldSkipField(FieldAttributes f) {
+ if ("finishAs".equals(f.getName())) {
+ return true;
+ }
+ // 仅跳过 FuturesPriceTriggeredOrder 的 posMarginMode，避免误伤
+ // FuturesOrder / Position 的同名字段（二者语义为 isolated/cross）
+ return "posMarginMode".equals(f.getName())
+ && FuturesPriceTriggeredOrder.class.equals(f.getDeclaringClass());
+ }
+
+ @Override
+ public boolean shouldSkipClass(Class<?> clazz) {
+ return false;
+ }
+ })
+ .create();
+ json.setGson(gson);
+ return json;
}
// ---- 初始化 ----
@@ -478,7 +535,7 @@
config.isPriceDriveEnabled() &&
longActive == false &&
longPositionSize.compareTo(BigDecimal.ZERO) == 0){
- processShortGrid(closePrice);
+ processLongGrid(closePrice);
}
@@ -486,7 +543,7 @@
config.isPriceDriveEnabled() &&
shortActive == false &&
shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
- processLongGrid(closePrice);
+ processShortGrid(closePrice);
}
}
@@ -735,9 +792,27 @@
return;
}
+ // 止盈单成交 → 清理止盈状态，并按配置触发对向加仓
+ GridElement longTpElem = GridElement.findByLongTakeProfitOrderId(orderId);
+ if (longTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
+ handleLongTakeProfitTriggered(longTpElem, orderId);
+ return;
+ }
+ GridElement shortTpElem = GridElement.findByShortTakeProfitOrderId(orderId);
+ if (shortTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
+ handleShortTakeProfitTriggered(shortTpElem, orderId);
+ return;
+ }
+
GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
if (shortGridElement != null) {
if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
+ // 止盈触发的对向加仓空仓开仓单成交 → 在网格+1挂空仓止损
+ Integer tpOppositeGridId = tpOppositeShortOrderGridMap.remove(orderId);
+ if (tpOppositeGridId != null) {
+ handleTpOppositeShortAddFilled(shortGridElement, tpOppositeGridId);
+ return;
+ }
int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
shortEntryTraderIdParam(shortGridElement, orderId, false);
@@ -780,6 +855,12 @@
if (longGridElement != null) {
if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")){
+ // 止盈触发的对向加仓多仓开仓单成交 → 在网格-1挂多仓止损
+ Integer tpOppositeGridId = tpOppositeLongOrderGridMap.remove(orderId);
+ if (tpOppositeGridId != null) {
+ handleTpOppositeLongAddFilled(longGridElement, tpOppositeGridId);
+ return;
+ }
int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
longEntryTraderIdParam(longGridElement, orderId, false);
@@ -816,6 +897,233 @@
}
}
+ }
+
+
+ /**
+ * 多仓止盈单成交：清理止盈状态，并按配置在对向（空仓）挂开仓单。
+ *
+ * @param tpElem 触发止盈的网格元素
+ * @param orderId 止盈单 ID
+ */
+ private void handleLongTakeProfitTriggered(GridElement tpElem, String orderId) {
+ // 清理前判断：当前是否为该方向最后一个止盈单（最后一个不触发对向加仓）
+ boolean isLastTp = GridElement.getLongTakeProfitCount() <= 1;
+ // 清理止盈单状态（已成交）
+ longTakeProfitTraderIdParam(tpElem, null, false);
+ log.info("[Gate] 多仓止盈触发 gridId:{}, orderId:{}, 剩余止盈:{}", tpElem.getId(), orderId,
+ GridElement.getLongTakeProfitCount());
+
+ // 止盈依次上移：先取消之前挂的对向空开仓单，再挂新单
+ cancelTpOppositeShortEntries();
+
+ if (!config.isTpTriggerOppositeAddEnabled()) {
+ return;
+ }
+ if (isLastTp) {
+ log.info("[Gate] 多仓止盈为最后一个, 不触发对向加仓, gridId:{}", tpElem.getId());
+ return;
+ }
+ int qty = config.getTpTriggerOppositeAddQuantity();
+ if (qty <= 0) {
+ return;
+ }
+ // 多仓止盈在 gridId=N 成交，对向空仓开仓单挂在 gridId=N-1
+ int targetGridId = tpElem.getId() - 1;
+ GridElement target = GridElement.findById(targetGridId);
+ if (target == null) {
+ log.warn("[Gate] 止盈触发对向加仓: 目标网格不存在, 止盈gridId:{}, 目标gridId:{}", tpElem.getId(), targetGridId);
+ return;
+ }
+ placeOppositeAddShortEntry(target, tpElem, qty);
+ }
+
+ /**
+ * 空仓止盈单成交：清理止盈状态，并按配置在对向（多仓）挂开仓单。
+ *
+ * @param tpElem 触发止盈的网格元素
+ * @param orderId 止盈单 ID
+ */
+ private void handleShortTakeProfitTriggered(GridElement tpElem, String orderId) {
+ // 清理前判断：当前是否为该方向最后一个止盈单（最后一个不触发对向加仓）
+ boolean isLastTp = GridElement.getShortTakeProfitCount() <= 1;
+ // 清理止盈单状态（已成交）
+ shortTakeProfitTraderIdParam(tpElem, null, false);
+ log.info("[Gate] 空仓止盈触发 gridId:{}, orderId:{}, 剩余止盈:{}", tpElem.getId(), orderId,
+ GridElement.getShortTakeProfitCount());
+
+ // 止盈依次下移：先取消之前挂的对向多开仓单，再挂新单
+ cancelTpOppositeLongEntries();
+
+ if (!config.isTpTriggerOppositeAddEnabled()) {
+ return;
+ }
+ if (isLastTp) {
+ log.info("[Gate] 空仓止盈为最后一个, 不触发对向加仓, gridId:{}", tpElem.getId());
+ return;
+ }
+ int qty = config.getTpTriggerOppositeAddQuantity();
+ if (qty <= 0) {
+ return;
+ }
+ // 空仓止盈在 gridId=N 成交，对向多仓开仓单挂在 gridId=N+1
+ int targetGridId = tpElem.getId() + 1;
+ GridElement target = GridElement.findById(targetGridId);
+ if (target == null) {
+ log.warn("[Gate] 止盈触发对向加仓: 目标网格不存在, 止盈gridId:{}, 目标gridId:{}", tpElem.getId(), targetGridId);
+ return;
+ }
+ placeOppositeAddLongEntry(target, tpElem, qty);
+ }
+
+ /**
+ * 取消所有已挂未成交的对向空仓开仓单（止盈依次上移时，取消旧位置的开仓单）。
+ */
+ private void cancelTpOppositeShortEntries() {
+ if (tpOppositeShortOrderGridMap.isEmpty()) {
+ return;
+ }
+ List<String> orderIds = new ArrayList<>(tpOppositeShortOrderGridMap.keySet());
+ tpOppositeShortOrderGridMap.clear();
+ for (String oid : orderIds) {
+ GridElement elem = GridElement.findByShortOrderId(oid);
+ if (elem != null) {
+ elem.removeShortOrderId(oid);
+ elem.setHasShortOrder(elem.hasShortOrderIds());
+ }
+ executor.cancelConditionalOrder(oid, o -> {});
+ log.info("[Gate] 取消对向空开仓单, orderId:{}", oid);
+ }
+ GridElement.refreshIndices();
+ }
+
+ /**
+ * 取消所有已挂未成交的对向多仓开仓单（止盈依次下移时，取消旧位置的开仓单）。
+ */
+ private void cancelTpOppositeLongEntries() {
+ if (tpOppositeLongOrderGridMap.isEmpty()) {
+ return;
+ }
+ List<String> orderIds = new ArrayList<>(tpOppositeLongOrderGridMap.keySet());
+ tpOppositeLongOrderGridMap.clear();
+ for (String oid : orderIds) {
+ GridElement elem = GridElement.findByLongOrderId(oid);
+ if (elem != null) {
+ elem.removeLongOrderId(oid);
+ elem.setHasLongOrder(elem.hasLongOrderIds());
+ }
+ executor.cancelConditionalOrder(oid, o -> {});
+ log.info("[Gate] 取消对向多开仓单, orderId:{}", oid);
+ }
+ GridElement.refreshIndices();
+ }
+
+ /**
+ * 在目标网格挂空仓对向开仓单，并记录订单ID→网格ID映射，供成交后挂止损。
+ */
+ private void placeOppositeAddShortEntry(GridElement target, GridElement tpElem, int qty) {
+ target.setHasShortOrder(true);
+ executor.placeConditionalEntryOrder(
+ target.getGridPrice(),
+ FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ negate(String.valueOf(qty)),
+ orderId -> {
+ tpOppositeShortOrderGridMap.put(orderId, target.getId());
+ shortEntryTraderIdParam(target, orderId, true);
+ log.info("[Gate] 多仓止盈触发对向加仓, 止盈gridId:{}, 空仓开仓gridId:{}, 数量:{}张, orderId:{}",
+ tpElem.getId(), target.getId(), qty, orderId);
+ },
+ () -> {
+ if (!target.hasShortOrderIds()) {
+ target.setHasShortOrder(false);
+ }
+ GridElement.refreshIndices();
+ log.warn("[Gate] 多仓止盈触发对向加仓挂单失败, 止盈gridId:{}, 目标gridId:{}",
+ tpElem.getId(), target.getId());
+ }
+ );
+ }
+
+ /**
+ * 在目标网格挂多仓对向开仓单，并记录订单ID→网格ID映射，供成交后挂止损。
+ */
+ private void placeOppositeAddLongEntry(GridElement target, GridElement tpElem, int qty) {
+ target.setHasLongOrder(true);
+ executor.placeConditionalEntryOrder(
+ target.getGridPrice(),
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ String.valueOf(qty),
+ orderId -> {
+ tpOppositeLongOrderGridMap.put(orderId, target.getId());
+ longEntryTraderIdParam(target, orderId, true);
+ log.info("[Gate] 空仓止盈触发对向加仓, 止盈gridId:{}, 多仓开仓gridId:{}, 数量:{}张, orderId:{}",
+ tpElem.getId(), target.getId(), qty, orderId);
+ },
+ () -> {
+ if (!target.hasLongOrderIds()) {
+ target.setHasLongOrder(false);
+ }
+ GridElement.refreshIndices();
+ log.warn("[Gate] 空仓止盈触发对向加仓挂单失败, 止盈gridId:{}, 目标gridId:{}",
+ tpElem.getId(), target.getId());
+ }
+ );
+ }
+
+ /**
+ * 对向加仓空仓开仓单成交：在网格+1 挂空仓止损。
+ *
+ * @param elem 开仓单成交的网格元素
+ * @param oppositeGridId 记录的对向开仓网格ID
+ */
+ private void handleTpOppositeShortAddFilled(GridElement elem, int oppositeGridId) {
+ int qty = Integer.parseInt(elem.getShortTraderParam().getQuantity());
+ int stopLossGridId = oppositeGridId + 1;
+ GridElement slElem = GridElement.findById(stopLossGridId);
+ if (slElem == null) {
+ log.warn("[Gate] 对向加仓止损位置不存在, 开仓gridId:{}, 止损gridId:{}", oppositeGridId, stopLossGridId);
+ return;
+ }
+ executor.placeTakeProfit(
+ slElem.getGridPrice(),
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_SHORT,
+ String.valueOf(qty),
+ profitId -> {
+ slElem.addShortStopLossOrderId(profitId);
+ GridElement.refreshIndices();
+ log.info("[Gate] 对向加仓空仓止损已挂, 开仓gridId:{}, 止损gridId:{}, 数量:{}张, stopLossId:{}",
+ oppositeGridId, stopLossGridId, qty, profitId);
+ }
+ );
+ }
+
+ /**
+ * 对向加仓多仓开仓单成交：在网格-1 挂多仓止损。
+ *
+ * @param elem 开仓单成交的网格元素
+ * @param oppositeGridId 记录的对向开仓网格ID
+ */
+ private void handleTpOppositeLongAddFilled(GridElement elem, int oppositeGridId) {
+ int qty = Integer.parseInt(elem.getLongTraderParam().getQuantity());
+ int stopLossGridId = oppositeGridId - 1;
+ GridElement slElem = GridElement.findById(stopLossGridId);
+ if (slElem == null) {
+ log.warn("[Gate] 对向加仓止损位置不存在, 开仓gridId:{}, 止损gridId:{}", oppositeGridId, stopLossGridId);
+ return;
+ }
+ executor.placeTakeProfit(
+ slElem.getGridPrice(),
+ FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_LONG,
+ negate(String.valueOf(qty)),
+ profitId -> {
+ slElem.addLongStopLossOrderId(profitId);
+ GridElement.refreshIndices();
+ log.info("[Gate] 对向加仓多仓止损已挂, 开仓gridId:{}, 止损gridId:{}, 数量:{}张, stopLossId:{}",
+ oppositeGridId, stopLossGridId, qty, profitId);
+ }
+ );
}
@@ -897,12 +1205,6 @@
generateShortQueue();
generateLongQueue();
updateGridElements();
-
- GridElement baseGridElement = GridElement.findById(0);
- baseGridElement.setLongOrderId(baseLongTraderParam.getEntryOrderId());
- baseGridElement.setHasLongOrder(true);
- 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;
@@ -1398,7 +1700,8 @@
}
- private void processShortGrid(BigDecimal currentPrice) {
+ /** 多仓仓位归零后，在当前价上方最近网格重新挂多单（遍历 totalLongPriceQueue 升序）。 */
+ private void processLongGrid(BigDecimal currentPrice) {
BigDecimal matched = BigDecimal.ZERO;
synchronized (totalLongPriceQueue) {
for (BigDecimal p : totalLongPriceQueue) {
@@ -1424,7 +1727,7 @@
// String quantity = String.valueOf(config.getBaseQuantity());
- String quantity = calculateEntryQuantity(true);
+ String quantity = calculateEntryQuantity(true, false);
// 向下检查是否已有多单挂在更低价格网格，有则跳过（防止价格回升后重复挂单）
boolean hasLongOrderBelow = false;
GridElement checkDownCursor = GridElement.findById(newEntryGrid.getDownId());
@@ -1471,7 +1774,8 @@
}
- private void processLongGrid(BigDecimal currentPrice) {
+ /** 空仓仓位归零后，在当前价下方最近网格重新挂空单（遍历 totalShortPriceQueue 降序）。 */
+ private void processShortGrid(BigDecimal currentPrice) {
BigDecimal matched = BigDecimal.ZERO;
synchronized (totalShortPriceQueue) {
for (BigDecimal p : totalShortPriceQueue) {
@@ -1497,7 +1801,7 @@
// String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
// String quantity = String.valueOf(config.getBaseQuantity());
- String quantity = calculateEntryQuantity(false);
+ String quantity = calculateEntryQuantity(false, false);
// 向上检查是否已有空单挂在更高价格网格，有则跳过（防止价格回落后重复挂单）
boolean hasShortOrderAbove = false;
GridElement checkUpCursor = GridElement.findById(newEntryGrid.getUpId());
@@ -1520,7 +1824,7 @@
GridElement finalCancelCursor = cancelCursor;
executor.cancelConditionalOrder(shortOrderId, oid -> {
shortEntryTraderIdParam(finalCancelCursor, shortOrderId, false);
- log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", finalCancelCursor.getId(), shortOrderId);
+ log.info("[Gate] 空仓仓位归零, 取消gridId:{}的空单{}", finalCancelCursor.getId(), shortOrderId);
});
}
}
@@ -1531,7 +1835,7 @@
if (!newEntryGrid.isHasShortOrder() && !hasShortOrderAbove){
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
String size = quantity;
- log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
+ log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张空单",
newEntryGrid.getId(), size);
newEntryGrid.getShortTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
@@ -1565,19 +1869,27 @@
}
/**
- * 根据加仓配置计算止损追单时的实际下单量。
+ * 根据加仓配置计算入场/追单时的实际下单量。
* <p>公式：</p>
* <pre>
* divisor = addPositionInterval + 1
* addMultiplier = floor(effectiveStopLossCount / divisor)
* addQty = addMultiplier × addPositionQuantity
- * finalQty = min(baseQuantity + addQty, maxPositionPerSide > 0 ? maxPositionPerSide : ∞)
+ * finalQty = min(baseQuantity + addQty, upperLimit)
* </pre>
+ * <p>上限 upperLimit：</p>
+ * <ul>
+ * <li>{@code respectCurrentPosition=false}：{@code upperLimit = maxPositionPerSide}
+ * （仓位归零重新入场，仅限制单次下单量）</li>
+ * <li>{@code respectCurrentPosition=true}：{@code upperLimit = maxPositionPerSide - 当前持仓}
+ * （止损追单，保证单边总持仓 ≤ maxPositionPerSide）</li>
+ * </ul>
*
- * @param isLong {@code true}=多仓方向，{@code false}=空仓方向
+ * @param isLong {@code true}=多仓方向，{@code false}=空仓方向
+ * @param respectCurrentPosition {@code true}=按「单边总持仓 ≤ maxPositionPerSide」扣减当前持仓；{@code false}=仅限制单次下单量
* @return 实际下单张数（字符串）
*/
- private String calculateEntryQuantity(boolean isLong) {
+ private String calculateEntryQuantity(boolean isLong, boolean respectCurrentPosition) {
int baseQty = Integer.parseInt(config.getBaseQuantity());
int interval = config.getAddPositionInterval();
int addQtyPerUnit = config.getAddPositionQuantity();
@@ -1594,8 +1906,22 @@
int addQty = addMultiplier * addQtyPerUnit;
int totalQty = baseQty + addQty;
- if (maxPerSide > 0 && totalQty > maxPerSide) {
- totalQty = maxPerSide;
+ if (maxPerSide > 0) {
+ int upperLimit = maxPerSide;
+ if (respectCurrentPosition) {
+ // 止损追单：单边总持仓不得超过 maxPerSide，追单量 = maxPerSide - 当前持仓。
+ // 止损单刚成交、WS 持仓推送尚未到达，必须用 REST 实时查询绕过 WS 缓存时序竞态，
+ // 否则会取到滞后的旧持仓（如止损前仍为 10），把追单量错误扣减。
+ int currentPos = isLong
+ ? queryPositionSize(Position.ModeEnum.DUAL_LONG)
+ : queryPositionSize(Position.ModeEnum.DUAL_SHORT);
+ upperLimit = maxPerSide - currentPos;
+ }
+ if (upperLimit <= 0) {
+ totalQty = 0;
+ } else if (totalQty > upperLimit) {
+ totalQty = upperLimit;
+ }
}
return String.valueOf(totalQty);
@@ -1634,12 +1960,16 @@
// 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();
- String size = calculateEntryQuantity(true);
+ String size = calculateEntryQuantity(true, true);
log.info("[Gate] 多仓止损追单 有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}",
getEffectiveStopLossCount(true), config.getBaseQuantity(), size, config.getStopLossCountMode());
- newEntryGrid.getLongTraderParam().setQuantity(size);
- placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
+ if (Integer.parseInt(size) <= 0) {
+ log.warn("[Gate] 多仓止损追单 当前持仓已达单边上限({}), 跳过挂单", config.getMaxPositionPerSide());
+ } else {
+ 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;
@@ -1693,12 +2023,16 @@
// 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();
- String size = calculateEntryQuantity(false);
+ String size = calculateEntryQuantity(false, true);
log.info("[Gate] 空仓止损追单 有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}",
getEffectiveStopLossCount(false), config.getBaseQuantity(), size, config.getStopLossCountMode());
- newEntryGrid.getShortTraderParam().setQuantity(size);
- placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
+ if (Integer.parseInt(size) <= 0) {
+ log.warn("[Gate] 空仓止损追单 当前持仓已达单边上限({}), 跳过挂单", config.getMaxPositionPerSide());
+ } else {
+ 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;
@@ -1944,7 +2278,7 @@
}
// [Gate] 止损只针对初始开仓仓位(baseQuantity)，加仓部分只做止盈
- int totalOrders = baseQty / qty;
+ int totalOrders = filledQty / qty;
int[] orders = new int[gridCount];
if (gridCount == 1) {
@@ -2007,7 +2341,7 @@
}
// [Gate] 止损只针对初始开仓仓位(baseQuantity)，加仓部分只做止盈
- int totalOrders = baseQty / qty;
+ int totalOrders = filledQty / qty;
int[] orders = new int[gridCount];
if (gridCount == 1) {
@@ -2368,7 +2702,7 @@
*/
private void closePositionByMode(Position.ModeEnum mode, boolean isLong) {
String sideLabel = isLong ? "多" : "空";
- // 1. 市价平掉对应方向仓位
+ // 1. 市价平掉对应方向仓位（价格保护拒绝时重试）
try {
Position pos = queryPosition(mode);
if (pos != null) {
@@ -2389,8 +2723,26 @@
closeOrder.setSize(size > 0 ? String.valueOf(-size) : String.valueOf(Math.abs(size)));
}
closeOrder.setText("t-grid-manual-close");
- futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
- log.info("[Gate] 手动平{}仓, size:{}, mode:{}", sideLabel, sizeStr, posMode);
+ for (int attempt = 1; attempt <= CLOSE_POSITION_RETRY_MAX_ATTEMPTS; attempt++) {
+ try {
+ futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
+ log.info("[Gate] 手动平{}仓, size:{}, mode:{}", sideLabel, sizeStr, posMode);
+ break;
+ } catch (Exception e) {
+ if (attempt < CLOSE_POSITION_RETRY_MAX_ATTEMPTS && isPriceProtectionRejected(e)) {
+ log.warn("[Gate] 手动平{}仓遭遇价格保护, 第{}次失败, {}ms后重试: {}",
+ sideLabel, attempt, CLOSE_POSITION_RETRY_DELAY_MS, e.getMessage());
+ try {
+ Thread.sleep(CLOSE_POSITION_RETRY_DELAY_MS);
+ } catch (InterruptedException ie) {
+ Thread.currentThread().interrupt();
+ break;
+ }
+ } else {
+ throw e;
+ }
+ }
+ }
}
}
} catch (Exception e) {
@@ -2413,6 +2765,20 @@
}
/**
+ * 判断异常是否为市价单价格保护拒绝（{@code MARKET_PRICE_TOO_DEVIATED}）。
+ *
+ * <p>该错误是交易所对市价单的保护：当盘口价相对最新价偏离超过滑点比率时拒绝下单，
+ * 属于瞬时行情错误，等待行情稳定后重试通常可成功。
+ */
+ private boolean isPriceProtectionRejected(Exception e) {
+ if (e instanceof GateApiException) {
+ String label = ((GateApiException) e).getErrorLabel();
+ return label != null && label.contains("PRICE_TOO_DEVIATED");
+ }
+ return false;
+ }
+
+ /**
* 取消所有多仓入场单（条件开仓单），并清空 GridElement 的多仓挂单记录。
*/
private void cancelAllLongEntryOrders() {
--
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