From 0903b84e9bc0fe051324e07bd4c035c747454b8f Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 13 Jul 2026 10:40:45 +0800
Subject: [PATCH] refactor(gateApi): 优化止损订单管理逻辑
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 429 +++++++++++++++++++++++++++++++++-------------------
1 files changed, 270 insertions(+), 159 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 8c9fe92..39b1c43 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -1,4 +1,4 @@
-package com.xcong.excoin.modules.gateApi;
+package com.xcong.excoin.modules.gateApi;
import cn.hutool.core.collection.CollUtil;
import cn.hutool.core.util.StrUtil;
@@ -364,6 +364,7 @@
* @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
@@ -391,9 +392,7 @@
return;
}
-
-// checkProfitAndReset();
-
+ checkProfitAndReset();
if (state == StrategyState.ACTIVE &&
longActive == false &&
@@ -412,25 +411,18 @@
/** 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());
@@ -599,21 +591,20 @@
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 + 检查是否最后一个止盈
+ // [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();
-// checkLastTakeProfitAndRestart();
+ 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 + 检查是否最后一个止盈
+ // [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;
}
@@ -641,8 +632,31 @@
// 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());
- accumulatedShortLossCount = 0; // 加仓订单成交，重置止损累计
log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
+
+// 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);
+// }
+// );
// 空仓持仓超过baseQuantity时，先找多仓第一个止损位置，从该位置向下挂止盈（间隔=1）
BigDecimal shortBaseQty = new BigDecimal(config.getBaseQuantity());
@@ -651,23 +665,18 @@
BigDecimal shortExcess = BigDecimal.valueOf(posSize).subtract(shortBaseQty);
int shortExcessCount = shortExcess.divide(shortGridQty, 0, RoundingMode.DOWN).intValue();
- // 找多仓第一个（最近的）止损位置
- int firstLongSlId = 0;
- for (GridElement e : config.getGridElements()) {
- if (e.getLongStopLossOrderId() != null) {
- if (firstLongSlId == 0 || e.getId() > firstLongSlId) {
- firstLongSlId = e.getId();
- }
- }
- }
+// // 找多仓第一个（最近的）止损位置
+// int firstLongSlId = 0;
+// for (GridElement e : config.getGridElements()) {
+// if (e.hasLongStopLossOrders()) {
+// if (firstLongSlId == 0 || e.getId() > firstLongSlId) {
+// firstLongSlId = e.getId();
+// }
+// }
+// }
for (int i = 0; i < shortExcessCount; i++) {
- int tpGridId;
- if (firstLongSlId != 0) {
- tpGridId = firstLongSlId - i; // 从多仓第一个止损位置开始，向下挂，间隔=1
- } else {
- tpGridId = shortGridElement.getId() - 2 * (i + 1); // 无多仓止损时回退原逻辑
- }
+ int tpGridId = shortGridElement.getId() - 2 * (i + 1);
GridElement tpElem = GridElement.findById(tpGridId);
if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
continue;
@@ -700,8 +709,31 @@
// 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());
- accumulatedLongLossCount = 0; // 加仓订单成交，重置止损累计
log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
+
+// 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);
+// }
+// );
// 多仓持仓超过baseQuantity时，先找空仓第一个止损位置，从该位置向上挂止盈（间隔=1）
BigDecimal longBaseQty = new BigDecimal(config.getBaseQuantity());
@@ -710,23 +742,18 @@
BigDecimal longExcess = BigDecimal.valueOf(posSize).subtract(longBaseQty);
int longExcessCount = longExcess.divide(longGridQty, 0, RoundingMode.DOWN).intValue();
- // 找空仓第一个（最近的）止损位置
- int firstShortSlId = 0;
- for (GridElement e : config.getGridElements()) {
- if (e.getShortStopLossOrderId() != null) {
- if (firstShortSlId == 0 || e.getId() < firstShortSlId) {
- firstShortSlId = e.getId();
- }
- }
- }
+// // 找空仓第一个（最近的）止损位置
+// int firstShortSlId = 0;
+// for (GridElement e : config.getGridElements()) {
+// if (e.hasShortStopLossOrders()) {
+// if (firstShortSlId == 0 || e.getId() < firstShortSlId) {
+// firstShortSlId = e.getId();
+// }
+// }
+// }
for (int i = 0; i < longExcessCount; i++) {
- int tpGridId;
- if (firstShortSlId != 0) {
- tpGridId = firstShortSlId + i; // 从空仓第一个止损位置开始，向上挂，间隔=1
- } else {
- tpGridId = longGridElement.getId() + 2 * (i + 1); // 无空仓止损时回退原逻辑
- }
+ int tpGridId = longGridElement.getId() + 2 * (i + 1);
GridElement tpElem = GridElement.findById(tpGridId);
if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) {
continue;
@@ -826,6 +853,43 @@
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) {
@@ -837,7 +901,7 @@
// 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);
// }
@@ -856,7 +920,7 @@
// 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);
// }
@@ -878,12 +942,13 @@
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;
@@ -901,14 +966,14 @@
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;
}
@@ -1225,10 +1290,11 @@
}
private void handleLongStopLossTriggered(GridElement gridElement) {
- gridElement.setLongStopLossOrderId(null);
+ gridElement.clearLongStopLossOrderIds();
+ accumulatedLongLossCount++;
int gridId = gridElement.getId();
- log.info("[Gate] 多仓止损触发 gridId:{}, 开始追单", gridId);
+ log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}, 开始追单", gridId, accumulatedLongLossCount);
int newEntryGridId = gridId + 1;
GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1245,7 +1311,13 @@
// 止损触发后持仓在减少，取REST和WS缓存中较小值更准确
int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
int maxPos = config.getMaxPositionSize();
- int targetAmount = Integer.parseInt(config.getQuantity()) * 2; // quantity + 本次止损量
+ // 止损阶梯：止损次数≤阈值时挂单量=单笔数量，超过后恢复默认逻辑(quantity*2)
+ int targetAmount;
+ if (config.getStopLossCount() > 0 && accumulatedLongLossCount <= config.getStopLossCount()) {
+ targetAmount = Integer.parseInt(config.getQuantity());
+ } else {
+ targetAmount = Integer.parseInt(config.getQuantity()) * 2; // quantity + 本次止损量
+ }
int addSize;
if (maxPos > 0) {
int remainingRoom = maxPos - posSize;
@@ -1261,8 +1333,8 @@
}
if (addSize > 0) {
String size = String.valueOf(addSize);
- log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}补{}张多单(当前{}/上限{})",
- gridId, newEntryGridId, size, posSize, maxPos > 0 ? maxPos : "无");
+ 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);
@@ -1300,10 +1372,11 @@
}
private void handleShortStopLossTriggered(GridElement gridElement) {
- gridElement.setShortStopLossOrderId(null);
+ gridElement.clearShortStopLossOrderIds();
+ accumulatedShortLossCount++;
int gridId = gridElement.getId();
- log.info("[Gate] 空仓止损触发 gridId:{}, 开始追单", gridId);
+ log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}, 开始追单", gridId, accumulatedShortLossCount);
int newEntryGridId = gridId - 1;
GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1320,7 +1393,13 @@
// 止损触发后持仓在减少，取REST和WS缓存中较小值更准确
int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
int maxPos = config.getMaxPositionSize();
- int targetAmount = Integer.parseInt(config.getQuantity()) * 2; // quantity + 本次止损量
+ // 止损阶梯：止损次数≤阈值时挂单量=单笔数量，超过后恢复默认逻辑(quantity*2)
+ int targetAmount;
+ if (config.getStopLossCount() > 0 && accumulatedShortLossCount <= config.getStopLossCount()) {
+ targetAmount = Integer.parseInt(config.getQuantity());
+ } else {
+ targetAmount = Integer.parseInt(config.getQuantity()) * 2; // quantity + 本次止损量
+ }
int addSize;
if (maxPos > 0) {
int remainingRoom = maxPos - posSize;
@@ -1336,8 +1415,8 @@
}
if (addSize > 0) {
String size = String.valueOf(addSize);
- log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}补{}张空单(当前{}/上限{})",
- gridId, newEntryGridId, size, posSize, maxPos > 0 ? maxPos : "无");
+ 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));
@@ -1473,48 +1552,50 @@
}
/**
- * 取消最远的多仓止损订单。
- * 多仓止损在 gridId 负方向，最远 = id 最小。
+ * 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 cancelFarthestLongStopLoss() {
- GridElement farthest = null;
+ private void cancelNearestLongStopLoss() {
+ GridElement nearest = null;
for (GridElement e : config.getGridElements()) {
- if (e.getLongStopLossOrderId() != null) {
- if (farthest == null || e.getId() < farthest.getId()) {
- farthest = e;
+ if (e.hasLongStopLossOrders()) {
+ if (nearest == null || e.getId() > nearest.getId()) {
+ nearest = e;
}
}
}
- if (farthest != null) {
- String slId = farthest.getLongStopLossOrderId();
- farthest.setLongStopLossOrderId(null);
+ 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 finalFarthest = farthest;
+ GridElement finalNearest = nearest;
executor.cancelConditionalOrder(slId, oid ->
- log.info("[Gate] 止盈触发, 取消最远多仓止损 gridId:{}, orderId:{}", finalFarthest.getId(), slId));
+ log.info("[Gate] 止盈触发, 取消最近多仓止损 gridId:{}, orderId:{}", finalNearest.getId(), slId));
}
}
/**
- * 取消最远的空仓止损订单。
- * 空仓止损在 gridId 正方向，最远 = id 最大。
+ * 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 cancelFarthestShortStopLoss() {
- GridElement farthest = null;
+ private void cancelNearestShortStopLoss() {
+ GridElement nearest = null;
for (GridElement e : config.getGridElements()) {
- if (e.getShortStopLossOrderId() != null) {
- if (farthest == null || e.getId() > farthest.getId()) {
- farthest = e;
+ if (e.hasShortStopLossOrders()) {
+ if (nearest == null || e.getId() < nearest.getId()) {
+ nearest = e;
}
}
}
- if (farthest != null) {
- String slId = farthest.getShortStopLossOrderId();
- farthest.setShortStopLossOrderId(null);
+ 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 finalFarthest = farthest;
+ GridElement finalNearest = nearest;
executor.cancelConditionalOrder(slId, oid ->
- log.info("[Gate] 止盈触发, 取消最远空仓止损 gridId:{}, orderId:{}", finalFarthest.getId(), slId));
+ log.info("[Gate] 止盈触发, 取消最近空仓止损 gridId:{}, orderId:{}", finalNearest.getId(), slId));
}
}
@@ -1528,11 +1609,10 @@
e.setLongTakeProfitOrderId(null);
executor.cancelConditionalOrder(tpId, oid -> {});
}
- String slId = e.getLongStopLossOrderId();
- if (slId != null) {
- e.setLongStopLossOrderId(null);
+ 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");
@@ -1548,87 +1628,118 @@
e.setShortTakeProfitOrderId(null);
executor.cancelConditionalOrder(tpId, oid -> {});
}
- String slId = e.getShortStopLossOrderId();
- if (slId != null) {
- e.setShortStopLossOrderId(null);
+ 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");
}
- // ========== 止损追单 ==========
+ /**
+ * 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() {
- 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();
- }
+
+ 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] 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;
- }
- 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);
- }
- );
- }
+ GridElement.refreshIndices();
+ log.info("[Gate] 首次成交，取消所有初始化止盈单");
}
- private void extendShortStopLoss(int filledQty, int gridId) {
- int furthestSlId = 0;
- for (GridElement e : config.getGridElements()) {
- if (e.getShortStopLossOrderId() != null && e.getId() > furthestSlId) {
- furthestSlId = e.getId();
- }
- }
+ // ========== 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） ==========
- int interval = 1;
- if (furthestSlId == 0) {
- furthestSlId = gridId;
- interval = 2;
+ /**
+ * 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);
+ log.info("[Gate] 多仓追挂止损, 成交{}张, gridId:{}, A({})x{} B({})x1 C({})x1",
+ filledQty, gridId, gridId - 2, aCount, gridId - 3, gridId - 4);
+
+ // A 位置：挂 aCount 个独立止损单
+ placeStopLossOrders(gridId - 2, aCount, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_LONG, true);
+ // B 位置：挂 1 个
+ placeStopLossOrders(gridId - 3, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_LONG, true);
+ // C 位置：挂 1 个
+ placeStopLossOrders(gridId - 4, 1, 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。
+ * 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：空仓止损在 gridId 正方向，触发价 ≥ 网格价。
+ */
+ private void extendShortStopLoss(int filledQty, int gridId) {
+ int qty = Integer.parseInt(config.getQuantity());
+ int aCount = Math.max(0, filledQty / qty - 2);
+ log.info("[Gate] 空仓追挂止损, 成交{}张, gridId:{}, A({})x{} B({})x1 C({})x1",
+ filledQty, gridId, gridId + 2, aCount, gridId + 3, gridId + 4);
+
+ // A 位置：挂 aCount 个独立止损单
+ placeStopLossOrders(gridId + 2, aCount, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_SHORT, false);
+ // B 位置：挂 1 个
+ placeStopLossOrders(gridId + 3, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_SHORT, false);
+ // C 位置：挂 1 个
+ placeStopLossOrders(gridId + 4, 1, 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;
}
- 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 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);
}
);
}
--
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