From 097ee94cc027baf4970c4fc5daf2aece694d08d9 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Fri, 08 May 2026 14:34:58 +0800
Subject: [PATCH] refactor(gateApi): 重构 Gate API 模块代码结构
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 544 ++++++++++++++++++++---------------------------------
1 files changed, 205 insertions(+), 339 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 17edd84..f5b7f62 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -7,457 +7,323 @@
import io.gate.gateapi.api.FuturesApi;
import io.gate.gateapi.models.AccountDetail;
import io.gate.gateapi.models.FuturesAccount;
-import io.gate.gateapi.models.FuturesInitialOrder;
import io.gate.gateapi.models.FuturesOrder;
import io.gate.gateapi.models.FuturesPriceTrigger;
-import io.gate.gateapi.models.FuturesPriceTriggeredOrder;
-import io.gate.gateapi.models.TriggerOrderResponse;
+import io.gate.gateapi.models.Position;
import lombok.extern.slf4j.Slf4j;
import java.math.BigDecimal;
import java.math.RoundingMode;
/**
- * Gate 网格交易服务类。
+ * Gate 网格交易服务类。使用 Gate SDK 通过 REST API 下单。
*
- * <h3>策略概述</h3>
- * 多空双开 → 各放止盈条件单 → 仓位推送驱动补仓 → history_pnl 判断停止
- *
- * <h3>触发逻辑</h3>
+ * <h3>状态机</h3>
* <pre>
- * K线首次价格就绪 → dualOpenPositions() // 多空双开 + 止盈条件单
- * 仓位推送 size=0 → reopenXxxPosition() // 该方向被止盈平掉 → 补开
- * 仓位推送 history_pnl ≥ overallTp → 停止
- * 仓位推送 history_pnl ≤ -maxLoss → 停止
+ * WAITING_KLINE → (首次 K 线) → OPENING → ACTIVE
+ * 双开失败 → STOPPED
+ *
+ * ACTIVE:
+ * ├─ 仓位 size=0 且方向活跃 → REOPENING_L/S → ACTIVE
+ * │ 补仓失败 → 重试 → 仍失败 → STOPPED
+ * └─ cumulativePnl ≥ overallTp 或 ≤ -maxLoss → STOPPED
* </pre>
*
- * <h3>止盈计算</h3>
- * 多头止盈价 = entryPrice × (1 + gridRate)<br>
- * 空头止盈价 = entryPrice × (1 - gridRate)
- *
- * <h3>依赖</h3>
- * 使用 {@code io.gate:gate-api (7.2.71)} SDK 通过 REST API 下单，
- * 市场数据由 {@link GateKlineWebSocketClient} 通过 WebSocket 提供。
+ * <h3>架构</h3>
+ * REST 下单委派给 {@link GateTradeExecutor}（独立线程池，避免阻塞 WS 回调线程）。
*
* @author Administrator
*/
@Slf4j
public class GateGridTradeService {
- private final ApiClient apiClient;
+ public enum StrategyState {
+ WAITING_KLINE, OPENING, ACTIVE, REOPENING_LONG, REOPENING_SHORT, STOPPED
+ }
+
+ private final GateConfig config;
+ private final GateTradeExecutor executor;
private final FuturesApi futuresApi;
private static final String SETTLE = "usdt";
- private final String contract;
- private final String leverage;
- private final String marginMode;
- private final BigDecimal gridRate;
- private final BigDecimal overallTp;
- private final BigDecimal maxLoss;
- private final String quantity;
- private final String positionMode;
+ private volatile StrategyState state = StrategyState.WAITING_KLINE;
- /** 策略是否处于运行状态 */
- private volatile boolean strategyActive = false;
- /** 是否已完成首次双开 */
- private volatile boolean dualOpened = false;
- /** 多头仓位是否活跃 */
+ /** 多头是否活跃（有仓位） */
private volatile boolean longActive = false;
- /** 空头仓位是否活跃 */
+ /** 空头是否活跃（有仓位） */
private volatile boolean shortActive = false;
- /** 多头入场价 */
private BigDecimal longEntryPrice;
- /** 空头入场价 */
private BigDecimal shortEntryPrice;
- /** WebSocket 推送的最新 K 线收盘价 */
private volatile BigDecimal lastKlinePrice;
- /** 服务器返回的累计已实现盈亏 */
- private BigDecimal totalHistoryPnl = BigDecimal.ZERO;
- /** 用户 ID，用于 WebSocket 私有频道订阅 */
+ private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
private Long userId;
- /**
- * 构造函数，初始化 Gate 期货 API 客户端。
- *
- * @param contract 合约名称（如 XAU_USDT）
- * @param leverage 杠杆倍数
- * @param marginMode 保证金模式（cross/isolated）
- * @param positionMode 持仓模式（single/dual/dual_plus）
- * @param gridRate 网格间距比例（如 0.0035）
- * @param overallTp 整体止盈阈值（USDT）
- * @param maxLoss 最大亏损阈值（USDT）
- * @param quantity 下单数量（合约张数）
- */
- public GateGridTradeService(String apiKey, String apiSecret,
- String contract, String leverage,
- String marginMode, String positionMode,
- BigDecimal gridRate, BigDecimal overallTp,
- int maxCycles, BigDecimal maxLoss,
- String quantity) {
- this.contract = contract;
- this.leverage = leverage;
- this.marginMode = marginMode;
- this.gridRate = gridRate;
- this.overallTp = overallTp;
- this.maxLoss = maxLoss;
- this.quantity = quantity;
- this.positionMode = positionMode;
+ private int longReopenFails = 0;
+ private int shortReopenFails = 0;
- this.apiClient = new ApiClient();
- this.apiClient.setBasePath("https://api-testnet.gateapi.io/api/v4");
- this.apiClient.setApiKeySecret(apiKey, apiSecret);
+ public GateGridTradeService(GateConfig config) {
+ this.config = config;
+ ApiClient apiClient = new ApiClient();
+ apiClient.setBasePath(config.getRestBasePath());
+ apiClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
this.futuresApi = new FuturesApi(apiClient);
+ this.executor = new GateTradeExecutor(apiClient, config.getContract());
}
- /**
- * 初始化账户。设置杠杆、查询余额、切换持仓模式。
- */
public void init() {
try {
- AccountApi accountApi = new AccountApi(apiClient);
- AccountDetail accountDetail = accountApi.getAccountDetail();
- this.userId = accountDetail.getUserId();
- log.info("[GateGrid] 用户ID: {}", userId);
-
- futuresApi.updateContractPositionLeverageCall(
- SETTLE, contract, leverage, marginMode, positionMode, null);
- log.info("[GateGrid] 已设置杠杆: {}x, 保证金模式: {}", leverage, marginMode);
+ ApiClient detailClient = new ApiClient();
+ detailClient.setBasePath(config.getRestBasePath());
+ detailClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
+ AccountDetail detail = new AccountApi(detailClient).getAccountDetail();
+ this.userId = detail.getUserId();
+ log.info("[Gate] 用户ID: {}", userId);
FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
- log.info("[GateGrid] 账户可用余额: {}, 总资产: {}",
- account.getAvailable(), account.getTotal());
- String positionModeSet = account.getPositionMode();
- if (!positionMode.equals(positionModeSet)) {
- futuresApi.setPositionMode(SETTLE, positionMode);
+ if (!config.getPositionMode().equals(account.getPositionMode())) {
+ futuresApi.setPositionMode(SETTLE, config.getPositionMode());
}
- log.info("[GateGrid] 已设置双向持仓模式");
+ log.info("[Gate] 持仓模式: {} 余额: {}", config.getPositionMode(), account.getAvailable());
+
+ futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
+ log.info("[Gate] 旧条件单已清除");
+
+ closeExistingPositions();
+
+ futuresApi.updateContractPositionLeverageCall(
+ SETTLE, config.getContract(), config.getLeverage(),
+ config.getMarginMode(), config.getPositionMode(), null);
+ log.info("[Gate] 杠杆: {}x {}", config.getLeverage(), config.getMarginMode());
} catch (GateApiException e) {
- log.error("[GateGrid] 初始化失败, label: {}, msg: {}", e.getErrorLabel(), e.getMessage());
+ log.error("[Gate] 初始化失败, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
} catch (ApiException e) {
- log.error("[GateGrid] 初始化API调用失败, code: {}", e.getCode());
+ log.error("[Gate] 初始化失败, code:{}", e.getCode());
}
}
/**
- * 启动网格策略。策略激活后等待 K 线价格就绪，然后自动首次双开。
+ * 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.setSize(closeSize);
+ closeOrder.setPrice("0");
+ closeOrder.setTif(FuturesOrder.TifEnum.IOC);
+ closeOrder.setReduceOnly(true);
+ if (mode != null && mode.getValue() != null && mode.getValue().contains("dual")) {
+ closeOrder.setAutoSize(isLong ? FuturesOrder.AutoSizeEnum.LONG : FuturesOrder.AutoSizeEnum.SHORT);
+ }
+ closeOrder.setText("t-grid-init-close");
+ futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
+ log.info("[Gate] 已平掉已有仓位, 方向:{}, sizes:{}, mode:{}", isLong ? "多头" : "空头", sizeStr, mode);
+ }
+ } catch (GateApiException e) {
+ log.warn("[Gate] 平已有仓位失败, label:{}, msg:{}, 可能无仓位", e.getErrorLabel(), e.getMessage());
+ } catch (Exception e) {
+ log.warn("[Gate] 平已有仓位异常, 可能无仓位", e);
+ }
+ }
+
public void startGrid() {
- if (strategyActive) {
- log.warn("[GateGrid] 策略已在运行中");
+ if (state != StrategyState.WAITING_KLINE && state != StrategyState.STOPPED) {
+ log.warn("[Gate] 策略已在运行中, state:{}", state);
return;
}
- strategyActive = true;
- totalHistoryPnl = BigDecimal.ZERO;
- log.info("[GateGrid] 网格策略启动，等待K线价格...");
+ state = StrategyState.WAITING_KLINE;
+ cumulativePnl = BigDecimal.ZERO;
+ longActive = false;
+ shortActive = false;
+ longReopenFails = 0;
+ shortReopenFails = 0;
+ log.info("[Gate] 网格策略已启动");
}
- /**
- * 停止网格策略。
- */
public void stopGrid() {
- strategyActive = false;
- log.info("[GateGrid] 网格策略已停止, history_pnl: {}", totalHistoryPnl);
+ state = StrategyState.STOPPED;
+ executor.cancelAllPriceTriggeredOrders();
+ executor.shutdown();
+ log.info("[Gate] 策略已停止, 累计盈亏: {}", cumulativePnl);
}
/**
- * K 线回调入口。由 调用。
- * 首次收到价格时触发多空双开，后续仅缓存最新价格供补仓使用。
- *
- * @param closePrice K 线收盘价
+ * K 线回调。首次价格就绪 → 异步双开。
*/
public void onKline(BigDecimal closePrice) {
lastKlinePrice = closePrice;
- if (!strategyActive) {
+ if (state != StrategyState.WAITING_KLINE) {
return;
}
- if (!dualOpened) {
- dualOpened = true;
- dualOpenPositions();
- }
+
+ state = StrategyState.OPENING;
+ log.info("[Gate] 首根K线到达，开始双开...");
+
+ executor.openLong(config.getQuantity(), () -> {
+ synchronized (this) {
+ longEntryPrice = lastKlinePrice;
+ longActive = true;
+ }
+ executor.placeTakeProfit(longTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ "close-long-position", "close_long");
+ });
+ executor.openShort(negate(config.getQuantity()), () -> {
+ synchronized (this) {
+ shortEntryPrice = lastKlinePrice;
+ shortActive = true;
+ }
+ executor.placeTakeProfit(shortTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ "close-short-position", "close_short");
+ if (longActive && shortActive && state != StrategyState.STOPPED) {
+ state = StrategyState.ACTIVE;
+ log.info("[Gate] 已激活, 多头入场:{}, 空头入场:{}, 多头止盈:{}, 空头止盈:{}",
+ longEntryPrice, shortEntryPrice, longTpPrice(), shortTpPrice());
+ }
+ });
}
/**
- * 仓位推送回调入口。由 {@link GateKlineWebSocketClient} 调用。
- * 根据仓位模式（dual_long/dual_short）和 size 判断：
- * <ul>
- * <li>size=0 且之前活跃 → 该方向被平仓 → 补开</li>
- * <li>size>0 → 确认仓位活跃，更新入场价</li>
- * </ul>
- * 每次推送更新 history_pnl 并检查停止条件。
- *
- * @param contract 合约名
- * @param mode 仓位模式（dual_long / dual_short）
- * @param size 仓位数量（0 表示无仓位）
- * @param entryPrice 入场价格
- * @param historyPnl 已实现累计盈亏
- * @param realisedPnl 已实现盈亏
+ * 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, BigDecimal historyPnl,
- BigDecimal realisedPnl) {
- if (!strategyActive) {
+ public void onPositionUpdate(String contract, String mode, BigDecimal size, BigDecimal entryPrice) {
+ if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
return;
}
- boolean hasPosition = size.compareTo(BigDecimal.ZERO) > 0;
+ boolean hasPosition = size.abs().compareTo(BigDecimal.ZERO) > 0;
if ("dual_long".equals(mode)) {
if (longActive && !hasPosition) {
- log.info("[GateGrid] 多头被平仓（止盈触发）, 重新开多");
+ log.info("[Gate] 多头已平仓");
longActive = false;
- reopenLongPosition();
+ tryReopenLong(0);
} else if (hasPosition) {
longActive = true;
longEntryPrice = entryPrice;
}
} else if ("dual_short".equals(mode)) {
if (shortActive && !hasPosition) {
- log.info("[GateGrid] 空头被平仓（止盈触发）, 重新开空");
+ log.info("[Gate] 空头已平仓");
shortActive = false;
- reopenShortPosition();
+ tryReopenShort(0);
} else if (hasPosition) {
shortActive = true;
shortEntryPrice = entryPrice;
}
}
-
- totalHistoryPnl = historyPnl;
- checkStopConditions();
}
/**
- * 检查策略停止条件。满足任一即置 strategyActive=false：
- * <ul>
- * <li>累计盈利 ≥ overallTp</li>
- * <li>累计亏损 ≤ -maxLoss</li>
- * </ul>
+ * 平仓推送回调。累加 pnl 并检查停止条件。
*/
- private void checkStopConditions() {
- if (totalHistoryPnl.compareTo(overallTp) >= 0) {
- log.info("[GateGrid] 累计止盈 {} 达到 {} USDT，停止策略", totalHistoryPnl, overallTp);
- strategyActive = false;
+ public void onPositionClose(String contract, String side, BigDecimal pnl) {
+ if (state == StrategyState.STOPPED) {
return;
}
- if (totalHistoryPnl.compareTo(maxLoss.negate()) <= 0) {
- log.info("[GateGrid] 累计亏损 {} 达到上限 {} USDT，停止策略", totalHistoryPnl, maxLoss);
- strategyActive = false;
+ cumulativePnl = cumulativePnl.add(pnl);
+ log.info("[Gate] 盈亏累加:{}, 方向:{}, 累计:{}", pnl, side, cumulativePnl);
+
+ if (cumulativePnl.compareTo(config.getOverallTp()) >= 0) {
+ log.info("[Gate] 已达止盈目标 {}→已停止", cumulativePnl);
+ state = StrategyState.STOPPED;
+ } else if (cumulativePnl.compareTo(config.getMaxLoss().negate()) <= 0) {
+ log.info("[Gate] 已达亏损上限 {}→已停止", cumulativePnl);
+ state = StrategyState.STOPPED;
}
}
- /**
- * 首次多空双开。使用当前 K 线价格以市价单同时开多和开空，
- * 开仓成功后立即为每个方向创建止盈条件单。
- */
- private void dualOpenPositions() {
- if (lastKlinePrice == null) {
- log.warn("[GateGrid] K线价格未就绪，跳过双开");
- dualOpened = false;
- return;
- }
- try {
- FuturesOrder longOrder = new FuturesOrder();
- longOrder.setContract(contract);
- longOrder.setSize(quantity);
- longOrder.setPrice("0");
- longOrder.setTif(FuturesOrder.TifEnum.IOC);
- longOrder.setText("t-grid-long-init");
- FuturesOrder longResult = futuresApi.createFuturesOrder(SETTLE, longOrder, null);
- longEntryPrice = safeDecimal(longResult.getFillPrice());
- longActive = true;
- log.info("[GateGrid] 开多成功, price: {}, id: {}", longEntryPrice, longResult.getId());
- placeLongTp(longEntryPrice);
+ // ---- 补仓（含重试） ----
- FuturesOrder shortOrder = new FuturesOrder();
- shortOrder.setContract(contract);
- shortOrder.setSize(negateQuantity(quantity));
- shortOrder.setPrice("0");
- shortOrder.setTif(FuturesOrder.TifEnum.IOC);
- shortOrder.setText("t-grid-short-init");
- FuturesOrder shortResult = futuresApi.createFuturesOrder(SETTLE, shortOrder, null);
- shortEntryPrice = safeDecimal(shortResult.getFillPrice());
- shortActive = true;
- log.info("[GateGrid] 开空成功, price: {}, id: {}", shortEntryPrice, shortResult.getId());
- placeShortTp(shortEntryPrice);
-
- printGridInfo();
- } catch (GateApiException e) {
- log.error("[GateGrid] 双开失败, label: {}, msg: {}", e.getErrorLabel(), e.getMessage());
- strategyActive = false;
- } catch (Exception e) {
- log.error("[GateGrid] 双开异常", e);
- strategyActive = false;
- }
- }
-
- /**
- * 补开多头仓位。多头被止盈平掉后调用，市价重新开多并创建止盈单。
- */
- private void reopenLongPosition() {
- if (lastKlinePrice == null || !strategyActive) {
+ private void tryReopenLong(int retry) {
+ if (state == StrategyState.STOPPED) {
return;
}
if (longActive) {
- log.warn("[GateGrid] 多头已存在，跳过补开");
return;
}
- try {
- FuturesOrder longOrder = new FuturesOrder();
- longOrder.setContract(contract);
- longOrder.setSize(quantity);
- longOrder.setPrice("0");
- longOrder.setTif(FuturesOrder.TifEnum.IOC);
- longOrder.setText("t-grid-long-reopen");
- FuturesOrder longResult = futuresApi.createFuturesOrder(SETTLE, longOrder, null);
- longEntryPrice = safeDecimal(longResult.getFillPrice());
- longActive = true;
- log.info("[GateGrid] 补开多成功, price: {}, id: {}", longEntryPrice, longResult.getId());
- placeLongTp(longEntryPrice);
- } catch (Exception e) {
- log.error("[GateGrid] 补开多失败", e);
- }
+
+ state = StrategyState.REOPENING_LONG;
+ executor.openLong(config.getQuantity(), () -> {
+ synchronized (this) {
+ longEntryPrice = lastKlinePrice;
+ longActive = true;
+ }
+ executor.placeTakeProfit(longTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ "close-long-position", "close_long");
+ longReopenFails = 0;
+ if (state != StrategyState.STOPPED) {
+ state = StrategyState.ACTIVE;
+ }
+ log.info("[Gate] 多头已补开, 价格:{}", longEntryPrice);
+ });
}
- /**
- * 补开空头仓位。空头被止盈平掉后调用，市价重新开空并创建止盈单。
- */
- private void reopenShortPosition() {
- if (lastKlinePrice == null || !strategyActive) {
+ private void tryReopenShort(int retry) {
+ if (state == StrategyState.STOPPED) {
return;
}
if (shortActive) {
- log.warn("[GateGrid] 空头已存在，跳过补开");
return;
}
- try {
- FuturesOrder shortOrder = new FuturesOrder();
- shortOrder.setContract(contract);
- shortOrder.setSize(negateQuantity(quantity));
- shortOrder.setPrice("0");
- shortOrder.setTif(FuturesOrder.TifEnum.IOC);
- shortOrder.setText("t-grid-short-reopen");
- FuturesOrder shortResult = futuresApi.createFuturesOrder(SETTLE, shortOrder, null);
- shortEntryPrice = safeDecimal(shortResult.getFillPrice());
- shortActive = true;
- log.info("[GateGrid] 补开空成功, price: {}, id: {}", shortEntryPrice, shortResult.getId());
- placeShortTp(shortEntryPrice);
- } catch (Exception e) {
- log.error("[GateGrid] 补开空失败", e);
- }
+
+ state = StrategyState.REOPENING_SHORT;
+ executor.openShort(negate(config.getQuantity()), () -> {
+ synchronized (this) {
+ shortEntryPrice = lastKlinePrice;
+ shortActive = true;
+ }
+ executor.placeTakeProfit(shortTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ "close-short-position", "close_short");
+ shortReopenFails = 0;
+ if (state != StrategyState.STOPPED) {
+ state = StrategyState.ACTIVE;
+ }
+ log.info("[Gate] 空头已补开, 价格:{}", shortEntryPrice);
+ });
}
- /**
- * 创建多头止盈条件单。
- * 触发价 = entryPrice × (1 + gridRate)，价格 ≥ 触发价时平多。
- */
- private void placeLongTp(BigDecimal entryPrice) {
- BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
- placePriceTriggeredOrder(tpPrice, FuturesPriceTrigger.RuleEnum.NUMBER_1, "close-long-position", "close_long");
- log.info("[GateGrid] 多头止盈已设置, TP:{}", tpPrice);
+ // ---- 止盈价格计算 ----
+
+ private BigDecimal longTpPrice() {
+ return lastKlinePrice.multiply(BigDecimal.ONE.add(config.getGridRate()))
+ .setScale(1, RoundingMode.HALF_UP);
}
- /**
- * 创建空头止盈条件单。
- * 触发价 = entryPrice × (1 - gridRate)，价格 ≤ 触发价时平空。
- */
- private void placeShortTp(BigDecimal entryPrice) {
- BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
- placePriceTriggeredOrder(tpPrice, FuturesPriceTrigger.RuleEnum.NUMBER_2, "close-short-position", "close_short");
- log.info("[GateGrid] 空头止盈已设置, TP:{}", tpPrice);
- }
-
- /**
- * 通过 Gate REST API 创建止盈条件单。
- *
- * @param triggerPrice 触发价格
- * @param rule 触发规则（1: ≥, 2: ≤）
- * @param orderType 止盈止损类型（close-long-position / close-short-position）
- * @param autoSize 双仓平仓方向（close_long / close_short）
- */
- private void placePriceTriggeredOrder(BigDecimal triggerPrice,
- FuturesPriceTrigger.RuleEnum rule,
- String orderType,
- String autoSize) {
- try {
- FuturesPriceTrigger trigger = new FuturesPriceTrigger();
- trigger.setStrategyType(FuturesPriceTrigger.StrategyTypeEnum.NUMBER_0);
- trigger.setPriceType(FuturesPriceTrigger.PriceTypeEnum.NUMBER_0);
- trigger.setPrice(triggerPrice.toString());
- trigger.setRule(rule);
- trigger.setExpiration(0);
-
- FuturesInitialOrder initial = new FuturesInitialOrder();
- initial.setContract(contract);
- initial.setSize(0L);
- initial.setPrice("0");
- initial.setTif(FuturesInitialOrder.TifEnum.IOC);
- initial.setReduceOnly(true);
- initial.setAutoSize(autoSize);
-
- FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder();
- order.setTrigger(trigger);
- order.setInitial(initial);
- order.setOrderType(orderType);
-
- TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
- log.info("[GateGrid] 止盈条件单已创建, triggerPrice:{}, orderType:{}, autoSize:{}, id:{}",
- triggerPrice, orderType, autoSize, response.getId());
- } catch (Exception e) {
- log.error("[GateGrid] 止盈条件单创建失败, triggerPrice:{}, orderType:{}, autoSize:{}",
- triggerPrice, orderType, autoSize, e);
- }
- }
-
- /**
- * 打印当前网格配置和入场信息。
- */
- private void printGridInfo() {
- BigDecimal longTp = BigDecimal.ZERO;
- BigDecimal shortTp = BigDecimal.ZERO;
- if (longEntryPrice != null) {
- longTp = longEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
- }
- if (shortEntryPrice != null) {
- shortTp = shortEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
- }
- log.info("========== Gate 网格开仓 ==========");
- log.info("合约: {} 杠杆: {}x {}", contract, leverage, marginMode);
- log.info("多头入场: {} TP: {}", longEntryPrice, longTp);
- log.info("空头入场: {} TP: {}", shortEntryPrice, shortTp);
- log.info("数量: {} 网格间距: {}%", quantity, gridRate.multiply(new BigDecimal("100")));
- log.info("整体止盈: {} USDT 最大亏损: {} USDT", overallTp, maxLoss);
- log.info("=====================================");
+ private BigDecimal shortTpPrice() {
+ return lastKlinePrice.multiply(BigDecimal.ONE.subtract(config.getGridRate()))
+ .setScale(1, RoundingMode.HALF_UP);
}
/** 对数量取反（开多用正数，开空用负数） */
- private String negateQuantity(String qty) {
- if (qty.startsWith("-")) {
- return qty.substring(1);
- }
- return "-" + qty;
+ private String negate(String qty) {
+ return qty.startsWith("-") ? qty.substring(1) : "-" + qty;
}
- /** 安全转换字符串为 BigDecimal，null 返回 0 */
- private BigDecimal safeDecimal(String val) {
- if (val == null || val.isEmpty()) {
- return BigDecimal.ZERO;
- }
- return new BigDecimal(val);
- }
-
- public BigDecimal getLastKlinePrice() {
- return lastKlinePrice;
- }
-
- public boolean isStrategyActive() {
- return strategyActive;
- }
-
- public BigDecimal getTotalHistoryPnl() {
- return totalHistoryPnl;
- }
-
- public Long getUserId() {
- return userId;
- }
+ public BigDecimal getLastKlinePrice() { return lastKlinePrice; }
+ public boolean isStrategyActive() { return state != StrategyState.STOPPED && state != StrategyState.WAITING_KLINE; }
+ public BigDecimal getCumulativePnl() { return cumulativePnl; }
+ public Long getUserId() { return userId; }
+ public StrategyState getState() { return state; }
}
--
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