From 10a177a86145fbf34736306b4bccf4363814d767 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Thu, 11 Jun 2026 12:59:55 +0800
Subject: [PATCH] ``` feat(gateApi): 添加网格交易盈亏检查和自动重置功能
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 178 ++++++++++++++++++++++++++++++++++++++++-------------------
1 files changed, 121 insertions(+), 57 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 6617f37..6e79f5e 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -14,11 +14,7 @@
import java.io.IOException;
import java.math.BigDecimal;
import java.math.RoundingMode;
-import java.util.ArrayList;
-import java.util.Collections;
-import java.util.LinkedHashMap;
-import java.util.List;
-import java.util.Map;
+import java.util.*;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionClosesChannelHandler;
@@ -116,6 +112,8 @@
private final List<BigDecimal> shortPriceQueue = Collections.synchronizedList(new ArrayList<>());
/** 多仓价格队列，升序排列（小→大），容量 gridQueueSize */
private final List<BigDecimal> longPriceQueue = Collections.synchronizedList(new ArrayList<>());
+ private final List<BigDecimal> totalLongPriceQueue = Collections.synchronizedList(new ArrayList<>());
+ private final List<BigDecimal> totalShortPriceQueue = Collections.synchronizedList(new ArrayList<>());
/** 当前多仓条件单映射：订单ID → 止盈价格，订单成交后通过订单订阅推送匹配止盈 */
private final Map<String, BigDecimal> currentLongOrderIds = Collections.synchronizedMap(new LinkedHashMap<>());
@@ -384,6 +382,10 @@
return;
}
+
+ checkProfitAndReset();
+
+
if (state == StrategyState.ACTIVE &&
longActive == false &&
longPositionSize.compareTo(BigDecimal.ZERO) == 0){
@@ -395,6 +397,46 @@
shortActive == false &&
shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
processLongGrid(closePrice);
+ }
+ }
+
+ /** Gate 永续合约 taker 费率 0.05% */
+ private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.0005");
+ private void checkProfitAndReset() {
+ 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);
+
+ // 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);
+ state = StrategyState.STOPPED;
+ try {
+ futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
+ } catch (ApiException e) {
+ e.printStackTrace();
+ }
+ closeExistingPositions();
+ // 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
+ executor.submitTask(() -> {
+ try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
+ startGrid();
+ });
+ }
+ } catch (Exception e) {
+ log.warn("[Gate] 盈亏检查失败", e);
}
}
@@ -456,6 +498,8 @@
longPositionSize = size;
longEntryPrice = entryPrice;
} else {
+
+ log.info("[Gate-0]多仓: {}", shortBaseEntryPrice);
longActive = false;
longPositionSize = BigDecimal.ZERO;
longEntryPrice = BigDecimal.ZERO;
@@ -466,6 +510,8 @@
shortPositionSize = size.abs();
shortEntryPrice = entryPrice;
} else {
+
+ log.info("[Gate-0]空仓: {}", shortBaseEntryPrice);
shortActive = false;
shortPositionSize = BigDecimal.ZERO;
shortEntryPrice = BigDecimal.ZERO;
@@ -480,6 +526,8 @@
e.printStackTrace();
}
closeExistingPositions();
+
+ state = StrategyState.STOPPED;
// 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
executor.submitTask(() -> {
try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
@@ -543,12 +591,14 @@
}
GridElement longStopLossElem = GridElement.findByLongStopLossOrderId(orderId);
- if (longStopLossElem != null && longPositionSize.compareTo(BigDecimal.ZERO) > 0) {
+// 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);
return;
}
GridElement shortStopLossElem = GridElement.findByShortStopLossOrderId(orderId);
- if (shortStopLossElem != null && shortPositionSize.compareTo(BigDecimal.ZERO) > 0) {
+// 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);
return;
}
@@ -704,6 +754,9 @@
BigDecimal elem = shortBaseEntryPrice.subtract(step).setScale(prec, RoundingMode.HALF_UP);
for (int i = 0; i < config.getGridQueueSize(); i++) {
shortPriceQueue.add(elem);
+ totalLongPriceQueue.add( elem);
+ totalShortPriceQueue.add( elem);
+
elem = elem.subtract(step).setScale(prec, RoundingMode.HALF_UP);
if (elem.compareTo(BigDecimal.ZERO) <= 0) {
break;
@@ -725,10 +778,16 @@
BigDecimal elem = shortBaseEntryPrice.add(step).setScale(prec, RoundingMode.HALF_UP);
for (int i = 0; i < config.getGridQueueSize(); i++) {
longPriceQueue.add(elem);
+ totalLongPriceQueue.add( elem);
+ totalShortPriceQueue.add( elem);
elem = elem.add(step).setScale(prec, RoundingMode.HALF_UP);
}
longPriceQueue.sort(BigDecimal::compareTo);
log.info("[Gate] 多队列:{}", longPriceQueue);
+ totalShortPriceQueue.sort((a, b) -> b.compareTo(a));
+ log.info("[Gate] 队列从大到小:{}", totalShortPriceQueue);
+ totalLongPriceQueue.sort(BigDecimal::compareTo);
+ log.info("[Gate] 队列从小到大:{}", totalLongPriceQueue);
}
/**
@@ -839,44 +898,48 @@
log.info("[Gate] 网格元素列表已构建, 共{}个元素 (空仓:{} 位置:0 多仓:{})", elements.size(), shortSize, longSize);
}
+
private void processShortGrid(BigDecimal currentPrice) {
BigDecimal matched = BigDecimal.ZERO;
- synchronized (shortPriceQueue) {
- for (BigDecimal p : shortPriceQueue) {
+ synchronized (totalLongPriceQueue) {
+ for (BigDecimal p : totalLongPriceQueue) {
if (p.compareTo(currentPrice) >= 0) {
matched = p;
- } else {
break;
}
}
+// log.info("[Gate-1] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
if (BigDecimal.ZERO.compareTo( matched) == 0) {
return;
}
- log.info("[Gate] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
GridElement matchedUpGridElement = GridElement.findByPrice(matched);
if (matchedUpGridElement != null){
- Integer upId = matchedUpGridElement.getUpId();
- GridElement newEntryGrid = GridElement.findById(upId);
+ if (!matchedUpGridElement.isHasLongOrder()){
+ Integer upId = matchedUpGridElement.getUpId();
+ GridElement newEntryGrid = GridElement.findById(upId);
- if (newEntryGrid != null) {
- if (!newEntryGrid.isHasLongOrder()) {
- BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- String size = config.getBaseQuantity();
- log.info("[Gate] 多仓仓位归零 gridId:{}, 挂{}基础张多单",
- newEntryGrid.getId(), size);
- newEntryGrid.getLongTraderParam().setQuantity(size);
- placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
- }
+ if (newEntryGrid != null) {
+// 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()) {
+ BigDecimal triggerPrice = newEntryGrid.getGridPrice();
+ String size = config.getBaseQuantity();
+ log.info("[Gate] 多仓仓位归零 gridId:{}, 挂{}基础张多单",
+ newEntryGrid.getId(), size);
+ newEntryGrid.getLongTraderParam().setQuantity(size);
+ placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
+ }
- GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());
- if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
- longEntryTraderIdParam(cancelGridElement, null, false);
- executor.cancelConditionalOrder(cancelGridElement.getLongOrderId(), oid -> {
- log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单", cancelGridElement);
- });
+ GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());
+ 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);
+ });
+ }
}
}
}
@@ -886,48 +949,49 @@
private void processLongGrid(BigDecimal currentPrice) {
BigDecimal matched = BigDecimal.ZERO;
- synchronized (longPriceQueue) {
- for (BigDecimal p : longPriceQueue) {
+ synchronized (totalShortPriceQueue) {
+ for (BigDecimal p : totalShortPriceQueue) {
if (p.compareTo(currentPrice) <= 0) {
matched = p;
- } else {
break;
}
}
+// log.info("[Gate-3] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
if (BigDecimal.ZERO.compareTo( matched) == 0) {
return;
}
- log.info("[Gate] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
-
GridElement matchedUpGridElement = GridElement.findByPrice(matched);
if (matchedUpGridElement != null){
- Integer downId = matchedUpGridElement.getDownId();
- GridElement newEntryGrid = GridElement.findById(downId);
+ if(!matchedUpGridElement.isHasShortOrder()){
+ Integer downId = matchedUpGridElement.getDownId();
+ GridElement newEntryGrid = GridElement.findById(downId);
- if (newEntryGrid != null) {
+ if (newEntryGrid != null) {
+// 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()){
+ BigDecimal triggerPrice = newEntryGrid.getGridPrice();
+ String size = config.getBaseQuantity();
+ log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
+ newEntryGrid.getId(), size);
+ newEntryGrid.getShortTraderParam().setQuantity(size);
+ placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
+ }
- if (!newEntryGrid.isHasShortOrder()){
- BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- String size = config.getBaseQuantity();
- log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
- newEntryGrid.getId(), size);
- newEntryGrid.getShortTraderParam().setQuantity(size);
- placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
+ GridElement cancelGridElement = GridElement.findById(newEntryGrid.getDownId());
+ /**
+ * 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);
+ });
+ }
+
}
-
- GridElement cancelGridElement = GridElement.findById(newEntryGrid.getDownId());
- /**
- * 看是否有空仓挂单，有就取消
- */
- if (cancelGridElement != null && cancelGridElement.isHasShortOrder()) {
- shortEntryTraderIdParam(cancelGridElement, null, false);
- executor.cancelConditionalOrder(cancelGridElement.getShortOrderId(), oid -> {
- log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单", cancelGridElement);
- });
- }
-
}
}
}
--
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