From 0d9c31cc7be76229cf71e141444598992758ebf6 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Tue, 12 May 2026 16:46:22 +0800
Subject: [PATCH] feat(gateApi): 更新网格交易逻辑文档和实现
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 38 ++++++++++++++++++++++----------------
1 files changed, 22 insertions(+), 16 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 e791e63..b4bf382 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -513,11 +513,13 @@
log.info("[Gate] 多止盈队列:{}", longTakeProfitQueue);
log.info("[Gate] 空止盈队列:{}", shortTakeProfitQueue);
- executor.placeGridLimitOrder(longPriceQueue.get(0), config.getQuantity(),
- orderId -> { currentLongOrderId = orderId; log.info("[Gate] 初始限价多单已挂, id:{}", orderId); },
+ executor.placeConditionalEntryOrder(longPriceQueue.get(0),
+ FuturesPriceTrigger.RuleEnum.NUMBER_1, config.getQuantity(),
+ orderId -> { currentLongOrderId = orderId; log.info("[Gate] 初始条件多单已挂, id:{}, trigger:{}", orderId, longPriceQueue.get(0)); },
null);
- executor.placeGridLimitOrder(shortPriceQueue.get(0), negate(config.getQuantity()),
- orderId -> { currentShortOrderId = orderId; log.info("[Gate] 初始限价空单已挂, id:{}", orderId); },
+ executor.placeConditionalEntryOrder(shortPriceQueue.get(0),
+ FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
+ orderId -> { currentShortOrderId = orderId; log.info("[Gate] 初始条件空单已挂, id:{}, trigger:{}", orderId, shortPriceQueue.get(0)); },
null);
state = StrategyState.ACTIVE;
@@ -638,15 +640,17 @@
log.info("[Gate] 空止盈队列增加:{}, 现止盈队列:{}", stpElem, shortTakeProfitQueue);
if (!isMarginSafe()) {
- log.warn("[Gate] 保证金超限，跳过挂限价单");
+ log.warn("[Gate] 保证金超限，跳过挂条件单");
} else {
String oldLongId = currentLongOrderId;
- executor.cancelOrder(oldLongId);
- executor.placeGridLimitOrder(newShortFirst, negate(config.getQuantity()),
- orderId -> { currentShortOrderId = orderId; log.info("[Gate] 新限价空单, id:{}, price:{}", orderId, newShortFirst); },
+ executor.cancelConditionalOrder(oldLongId);
+ executor.placeConditionalEntryOrder(newShortFirst,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
+ orderId -> { currentShortOrderId = orderId; log.info("[Gate] 新条件空单, id:{}, trigger:{}", orderId, newShortFirst); },
null);
- executor.placeGridLimitOrder(newLongFirst, config.getQuantity(),
- orderId -> { currentLongOrderId = orderId; log.info("[Gate] 新限价多单, id:{}, price:{}", orderId, newLongFirst); },
+ executor.placeConditionalEntryOrder(newLongFirst,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1, config.getQuantity(),
+ orderId -> { currentLongOrderId = orderId; log.info("[Gate] 新条件多单, id:{}, trigger:{}", orderId, newLongFirst); },
null);
}
@@ -736,15 +740,17 @@
log.info("[Gate] 多止盈队列增加:{}, 现止盈队列:{}", ltpElem, longTakeProfitQueue);
if (!isMarginSafe()) {
- log.warn("[Gate] 保证金超限，跳过挂限价单");
+ log.warn("[Gate] 保证金超限，跳过挂条件单");
} else {
String oldShortId = currentShortOrderId;
- executor.cancelOrder(oldShortId);
- executor.placeGridLimitOrder(newLongFirst, config.getQuantity(),
- orderId -> { currentLongOrderId = orderId; log.info("[Gate] 新限价多单, id:{}, price:{}", orderId, newLongFirst); },
+ executor.cancelConditionalOrder(oldShortId);
+ executor.placeConditionalEntryOrder(newLongFirst,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1, config.getQuantity(),
+ orderId -> { currentLongOrderId = orderId; log.info("[Gate] 新条件多单, id:{}, trigger:{}", orderId, newLongFirst); },
null);
- executor.placeGridLimitOrder(newShortFirst, negate(config.getQuantity()),
- orderId -> { currentShortOrderId = orderId; log.info("[Gate] 新限价空单, id:{}, price:{}", orderId, newShortFirst); },
+ executor.placeConditionalEntryOrder(newShortFirst,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
+ orderId -> { currentShortOrderId = orderId; log.info("[Gate] 新条件空单, id:{}, trigger:{}", orderId, newShortFirst); },
null);
}
--
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