From 1685ef0aefa8ab913d8b7b3e830d9b85e76bd79a Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 21 Sep 2026 09:55:28 +0800
Subject: [PATCH] ``` fix(gateApi): 修复网格交易队列生成的并发安全问题
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 642 ++++++++++++++++++++++++++++++++++++++--------------------
1 files changed, 422 insertions(+), 220 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 1905366..a62052e 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -37,8 +37,8 @@
* onPositionUpdate() → 基底成交 → baseLongOpened && baseShortOpened
* ↓
* tryGenerateQueues()
- * ├── generateShortQueue() ← 空仓价格队列（降序，从 shortBaseEntryPrice-step 向下）
- * ├── generateLongQueue() ← 多仓价格队列（升序，从 shortBaseEntryPrice+step 向上）
+ * ├── generateShortQueue() ← 空仓价格队列（降序，基价×(1−gridRate) 等比向下）
+ * ├── generateLongQueue() ← 多仓价格队列（升序，基价×(1+gridRate) 等比向上）
* ├── updateGridElements() ← 构建 GridElement 列表 + TraderParam + 全局索引
* ├── 挂基座止盈单（ID=0 的 long/short takeProfit）
* └── 挂初始条件单（up=-1 多单, down=1 空单）
@@ -68,11 +68,11 @@
*
* <h3>关键公式</h3>
* <pre>
- * step = shortBaseEntryPrice × gridRate ← 网格绝对步长
+ * step = shortBaseEntryPrice × gridRate ← 首档间距（0档与±1档的距离度量）
* minTick = 10^(-priceScale) ← 交易所最小价格单位
- * 多止盈 = gridPrice + (step - minTick) ← 多仓止盈价
- * 空止盈 = gridPrice - (step - minTick) ← 空仓止盈价
- * 单笔盈利 = (step - minTick) × contractMultiplier × quantity ← USDT
+ * 等比网格: 下一档 = 本档 × (1 ± gridRate) ← 向下×(1−r)，向上×(1+r)
+ * 止盈价 = 本档价 × (1 ± gridRate)（与相邻网格价联动） ← 多仓向上，空仓向下
+ * 单笔盈利 ≈ 档价 × gridRate × contractMultiplier × quantity（随网格位置浮动）
* </pre>
*
* <h3>线程模型</h3>
@@ -103,6 +103,8 @@
private static final String ORDER_TYPE_CLOSE_SHORT = "plan-close-short-position";
private final GateConfig config;
+ private final StatsEventProducer statsProducer;
+ private String apiKeyMd5;
private final GateTradeExecutor executor;
private final FuturesApi futuresApi;
private static final String SETTLE = "usdt";
@@ -157,10 +159,13 @@
private volatile BigDecimal shortPositionSize = BigDecimal.ZERO;
private Long userId;
private volatile BigDecimal initialPrincipal = BigDecimal.ZERO;
+ /** 上次 PNL 快照时间（毫秒），用于控制 PNL_SNAPSHOT 埋点频率 */
+ private volatile long lastPnlSnapshotTime = 0;
private volatile GateKlineWebSocketClient wsClient;
- public GateGridTradeService(GateConfig config) {
+ public GateGridTradeService(GateConfig config, StatsEventProducer statsProducer) {
this.config = config;
+ this.statsProducer = statsProducer;
ApiClient apiClient = new ApiClient();
apiClient.setBasePath(config.getRestBasePath());
apiClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
@@ -290,6 +295,44 @@
}
}
+ // ---- 埋点 ----
+
+ private String apiKeyMd5() {
+ if (apiKeyMd5 == null) {
+ try {
+ java.security.MessageDigest md = java.security.MessageDigest.getInstance("MD5");
+ byte[] digest = md.digest(config.getApiKey().getBytes(java.nio.charset.StandardCharsets.UTF_8));
+ StringBuilder sb = new StringBuilder();
+ for (byte b : digest) sb.append(String.format("%02x", b));
+ apiKeyMd5 = sb.toString();
+ } catch (Exception e) {
+ apiKeyMd5 = Integer.toHexString(config.getApiKey().hashCode());
+ }
+ }
+ return apiKeyMd5;
+ }
+
+ private void emitStats(String type, Object payload) {
+ if (statsProducer == null) return;
+ try {
+ statsProducer.sendStats(statsProducer.newStats(type, apiKeyMd5(), payload));
+ } catch (Exception e) {
+ log.warn("[Gate] 埋点发送失败, type={}", type, e);
+ }
+ }
+
+ /**
+ * Java 8 兼容的 Map 构造工具（Map.of 为 Java 9 API，此处手动实现）。
+ * 接受偶数个参数：key1, value1, key2, value2, ...
+ */
+ private static Map<String, Object> mapOf(Object... kv) {
+ Map<String, Object> m = new LinkedHashMap<>();
+ for (int i = 0; i < kv.length; i += 2) {
+ m.put((String) kv[i], kv[i + 1]);
+ }
+ return m;
+ }
+
// ---- 启动/停止 ----
/**
@@ -311,6 +354,8 @@
shortPositionSize = BigDecimal.ZERO;
baseLongOpened = false;
baseShortOpened = false;
+ config.setBaseLongTraderParam(null);
+ config.setBaseShortTraderParam(null);
longActive = false;
shortActive = false;
accumulatedLongLossCount = 0;
@@ -328,6 +373,13 @@
currentRound = 0;
log.info("[Gate] 网格策略已启动, 当前本金: {} USDT", initialPrincipal);
+
+ // 埋点: STRATEGY_START — 附全量配置快照
+ GateConfigDTO snapshot = GateConfigDTO.from(config);
+ Map<String, Object> params = snapshot.toParamsMap();
+ params.put("principal", initialPrincipal.toPlainString());
+ params.put("contract", config.getContract());
+ emitStats("STRATEGY_START", params);
}
/**
@@ -348,6 +400,14 @@
*/
public void stopGrid() {
state = StrategyState.STOPPED;
+
+ // 埋点: STRATEGY_STOP
+ emitStats("STRATEGY_STOP", mapOf(
+ "reason", "manual",
+ "rounds", currentRound,
+ "pnl", cumulativePnl.toPlainString()
+ ));
+
executor.cancelAllPriceTriggeredOrders();
closeExistingPositions();
executor.shutdown();
@@ -376,7 +436,7 @@
*/
public void onKline(BigDecimal closePrice) {
- log.info("当前价：{}", closePrice);
+// log.info("当前价：{}", closePrice);
lastKlinePrice = closePrice;
@@ -395,12 +455,14 @@
.entryOrderId(orderId)
.build();
config.setBaseLongTraderParam(baseLongTp);
+ tryGenerateQueues();
}, null);
executor.openShort(negate(size), (orderId) -> {
TraderParam baseShortTp = TraderParam.builder()
.entryOrderId(orderId)
.build();
config.setBaseShortTraderParam(baseShortTp);
+ tryGenerateQueues();
}, null);
return;
}
@@ -451,8 +513,28 @@
.add(new BigDecimal(account.getUnrealisedPnl()))
.subtract(estimatedCloseFee);
+ // 埋点: PNL_SNAPSHOT — 每60秒发射一次
+ long now = System.currentTimeMillis();
+ if (now - lastPnlSnapshotTime >= 60_000) {
+ lastPnlSnapshotTime = now;
+ BigDecimal total = new BigDecimal(account.getTotal());
+ emitStats("PNL_SNAPSHOT", mapOf(
+ "cumulativePnl", cumulativePnl.toPlainString(),
+ "unrealizedPnl", new BigDecimal(account.getUnrealisedPnl()).toPlainString(),
+ "totalEquity", total.toPlainString(),
+ "markPrice", markPrice.toPlainString()
+ ));
+ }
+
if (totalEquity.compareTo(target) > 0) {
currentRound++;
+
+ // 埋点: ROUND_COMPLETE
+ emitStats("ROUND_COMPLETE", mapOf(
+ "roundNum", currentRound,
+ "totalEquity", totalEquity.toPlainString()
+ ));
+
int maxRounds = config.getRounds();
log.info("[Gate] 盈亏达标(净权益{}→含手续费-{}=实际{}>目标{})，第{}轮完成",
new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl())),
@@ -655,6 +737,13 @@
int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
shortEntryTraderIdParam(shortGridElement, orderId, false);
+ // 埋点: ENTRY_FILLED — 空仓加仓成交
+ emitStats("ENTRY_FILLED", mapOf(
+ "direction", "short",
+ "gridId", shortGridElement.getId(),
+ "filledQty", filledQty
+ ));
+
// 防重入：同一网格存在多个入场单且相近时间成交时，只处理第一次 extend，
// 后续成交打标 pendingReExtend，延展完成后自动用最新仓位重挂一次。
if (shortGridElement.isExtendStopLossInProgress()) {
@@ -672,11 +761,14 @@
int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
extendShortStopLoss(posSize, shortGridElement.getId());
// [Gate] 止盈挂单：超出基础仓位的部分，挂在多仓第一止损位
-// placeExcessTakeProfit(posSize, false);
+ if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) {
+ placeExcessTakeProfit(posSize, false);
+ } else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
+ placeDispersedTakeProfit(posSize, false, shortGridElement.getId());
+ }
log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
- checkShortStopLongProfit(accumulatedShortLossCount, shortGridElement.getId() + 2);
}
}
@@ -686,6 +778,13 @@
int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
longEntryTraderIdParam(longGridElement, orderId, false);
+
+ // 埋点: ENTRY_FILLED — 多仓加仓成交
+ emitStats("ENTRY_FILLED", mapOf(
+ "direction", "long",
+ "gridId", longGridElement.getId(),
+ "filledQty", filledQty
+ ));
// 防重入：同一网格存在多个入场单且相近时间成交时，只处理第一次 extend，
// 后续成交打标 pendingReExtend，延展完成后自动用最新仓位重挂一次。
@@ -704,10 +803,12 @@
int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
extendLongStopLoss(posSize, longGridElement.getId());
// [Gate] 止盈挂单：超出基础仓位的部分，挂在空仓第一止损位
-// placeExcessTakeProfit(posSize, true);
+ if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) {
+ placeExcessTakeProfit(posSize, true);
+ } else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
+ placeDispersedTakeProfit(posSize, true, longGridElement.getId());
+ }
log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
-
- checkLongStopShortProfit(accumulatedLongLossCount, longGridElement.getId() -2);
}
}
@@ -775,17 +876,27 @@
* <li>状态切换为 ACTIVE</li>
* </ol>
*/
- private void tryGenerateQueues() {
- if (baseLongOpened && baseShortOpened) {
+ private synchronized void tryGenerateQueues() {
+ // 幂等保护：生成队列后 state 切换为 ACTIVE，避免多线程重复执行
+ if (state != StrategyState.OPENING) {
+ return;
+ }
+ TraderParam baseLongTraderParam = config.getBaseLongTraderParam();
+ TraderParam baseShortTraderParam = config.getBaseShortTraderParam();
+ // 需同时满足：多空基底均已成交，且两个下单参数(orderId)均已通过下单成功回调拿到。
+ // IOC 市价单成交后 WS 持仓推送可能先于 REST 下单响应返回，必须等参数就绪再生成队列。
+ if (!(baseLongOpened && baseShortOpened)
+ || baseLongTraderParam == null || baseShortTraderParam == null) {
+ return;
+ }
+ {
generateShortQueue();
generateLongQueue();
updateGridElements();
GridElement baseGridElement = GridElement.findById(0);
- TraderParam baseLongTraderParam = config.getBaseLongTraderParam();
baseGridElement.setLongOrderId(baseLongTraderParam.getEntryOrderId());
baseGridElement.setHasLongOrder(true);
- TraderParam baseShortTraderParam = config.getBaseShortTraderParam();
baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
baseGridElement.setHasShortOrder(true);
@@ -972,51 +1083,73 @@
}
/**
- * 生成空仓价格队列。
- * 以 shortBaseEntryPrice × gridRate 作为绝对步长 step，存到 config。
- * 第1个元素 = shortBaseEntryPrice − step，后续依次递减 step，共 gridQueueSize 个。
- * 队列降序排列（大→小），方便 processShortGrid 中从头遍历。
+ * 生成空仓价格队列（等比 / 复合百分比网格）。
+ *
+ * <p>每个网格价 = 上一档 × (1 − gridRate)，即自 shortBaseEntryPrice 向下等比递减：
+ * <pre>
+ * 第1档 = shortBaseEntryPrice × (1 − gridRate)
+ * 第2档 = 第1档 × (1 − gridRate)
+ * ...
+ * </pre>
+ * 档间距 = 该档价格 × gridRate，随价格下降而收窄。
+ *
+ * <p>同时将 step（= shortBaseEntryPrice × gridRate，即 0档 与 ±1档 的间距）注入 config，
+ * 供跨度重启等需要固定距离度量的功能使用。
+ *
+ * <p>队列降序排列（大→小），方便 processShortGrid 中从头遍历。
*/
private void generateShortQueue() {
shortPriceQueue.clear();
totalShortPriceQueue.clear();
totalLongPriceQueue.clear();
int prec = config.getPriceScale();
- BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(prec, RoundingMode.HALF_UP);
+ BigDecimal gridRate = config.getGridRate();
+ // 首档间距 = 基价 × gridRate（0档与±1档的间距），保留作跨度等固定距离度量
+ BigDecimal step = shortBaseEntryPrice.multiply(gridRate).setScale(prec, RoundingMode.HALF_UP);
config.setStep(step);
- 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);
+ BigDecimal factor = BigDecimal.ONE.subtract(gridRate);
+ BigDecimal elem = shortBaseEntryPrice.multiply(factor).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;
- }
+ elem = elem.multiply(factor).setScale(prec, RoundingMode.HALF_UP);
+ if (elem.compareTo(BigDecimal.ZERO) <= 0) {
+ break;
}
+ }
shortPriceQueue.sort((a, b) -> b.compareTo(a));
- log.info("[Gate] 空队列:{}", shortPriceQueue);
+ log.info("[Gate] 空队列(等比):{}", shortPriceQueue);
}
/**
- * 生成多仓价格队列。
- * 以 shortBaseEntryPrice + step 为首元素，后续依次递增 step，共 gridQueueSize 个。
- * 队列升序排列（小→大），方便 processLongGrid 中从头遍历。
+ * 生成多仓价格队列（等比 / 复合百分比网格）。
+ *
+ * <p>每个网格价 = 上一档 × (1 + gridRate)，即自 shortBaseEntryPrice 向上等比递增：
+ * <pre>
+ * 第1档 = shortBaseEntryPrice × (1 + gridRate)
+ * 第2档 = 第1档 × (1 + gridRate)
+ * ...
+ * </pre>
+ * 档间距 = 该档价格 × gridRate，随价格上升而放大；
+ * 与空仓队列（下方 ×(1−gridRate)）关于基价对称，保证上下网格连续一致。
+ *
+ * <p>队列升序排列（小→大），方便 processLongGrid 中从头遍历。
*/
private void generateLongQueue() {
longPriceQueue.clear();
int prec = config.getPriceScale();
- BigDecimal step = config.getStep();
- BigDecimal elem = shortBaseEntryPrice.add(step).setScale(prec, RoundingMode.HALF_UP);
+ BigDecimal factor = BigDecimal.ONE.add(config.getGridRate());
+ BigDecimal elem = shortBaseEntryPrice.multiply(factor).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);
+ totalLongPriceQueue.add(elem);
+ totalShortPriceQueue.add(elem);
+ elem = elem.multiply(factor).setScale(prec, RoundingMode.HALF_UP);
}
longPriceQueue.sort(BigDecimal::compareTo);
- log.info("[Gate] 多队列:{}", longPriceQueue);
+ log.info("[Gate] 多队列(等比):{}", longPriceQueue);
totalShortPriceQueue.sort((a, b) -> b.compareTo(a));
log.info("[Gate] 队列从大到小:{}", totalShortPriceQueue);
totalLongPriceQueue.sort(BigDecimal::compareTo);
@@ -1043,7 +1176,9 @@
int longSize = longPriceQueue.size();
//根据精度转换成小数
int prec = config.getPriceScale();
- BigDecimal step = config.getStep();
+ // 等比网格：止盈价与本档相邻网格价联动 = 本档价 × (1 ± gridRate)
+ BigDecimal tpUpFactor = BigDecimal.ONE.add(config.getGridRate());
+ BigDecimal tpDownFactor = BigDecimal.ONE.subtract(config.getGridRate());
// String qty = config.getBaseQuantity();
String qty = config.getQuantity();
@@ -1056,13 +1191,13 @@
TraderParam longParam = TraderParam.builder()
.direction(TraderParam.Direction.LONG)
.entryPrice(price)
- .takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
+ .takeProfitPrice(price.multiply(tpUpFactor).setScale(prec, RoundingMode.HALF_UP))
.quantity(qty)
.build();
TraderParam shortParam = TraderParam.builder()
.direction(TraderParam.Direction.SHORT)
.entryPrice(price)
- .takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP))
+ .takeProfitPrice(price.multiply(tpDownFactor).setScale(prec, RoundingMode.HALF_UP))
.quantity(qty)
.build();
elements.add(GridElement.builder()
@@ -1081,13 +1216,13 @@
TraderParam longParam = TraderParam.builder()
.direction(TraderParam.Direction.LONG)
.entryPrice(price)
- .takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
+ .takeProfitPrice(price.multiply(tpUpFactor).setScale(prec, RoundingMode.HALF_UP))
.quantity(qty)
.build();
TraderParam shortParam = TraderParam.builder()
.direction(TraderParam.Direction.SHORT)
.entryPrice(price)
- .takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP))
+ .takeProfitPrice(price.multiply(tpDownFactor).setScale(prec, RoundingMode.HALF_UP))
.quantity(qty)
.build();
elements.add(GridElement.builder()
@@ -1109,13 +1244,13 @@
TraderParam longParam = TraderParam.builder()
.direction(TraderParam.Direction.LONG)
.entryPrice(price)
- .takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
+ .takeProfitPrice(price.multiply(tpUpFactor).setScale(prec, RoundingMode.HALF_UP))
.quantity(qty)
.build();
TraderParam shortParam = TraderParam.builder()
.direction(TraderParam.Direction.SHORT)
.entryPrice(price)
- .takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP))
+ .takeProfitPrice(price.multiply(tpDownFactor).setScale(prec, RoundingMode.HALF_UP))
.quantity(qty)
.build();
elements.add(GridElement.builder()
@@ -1156,7 +1291,10 @@
if (newEntryGrid != null) {
// String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
- String quantity = String.valueOf(config.getBaseQuantity());
+// String quantity = String.valueOf(config.getBaseQuantity());
+
+
+ String quantity = calculateEntryQuantity(true);
// 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());
@@ -1227,7 +1365,9 @@
// String quantity = String.valueOf((accumulatedShortLossCount + 1) * Integer.parseInt(config.getQuantity()));
// 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 = String.valueOf(config.getBaseQuantity());
+
+ String quantity = calculateEntryQuantity(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());
@@ -1274,6 +1414,63 @@
}
}
+ // ========== 加仓计算 ==========
+
+ /**
+ * 根据 {@code stopLossCountMode} 计算当前有效的止损次数。
+ * <ul>
+ * <li>{@code "single"}（单向）：返回该方向的累计止损次数</li>
+ * <li>{@code "dual"}（双向）：返回多空双向累计总次数</li>
+ * </ul>
+ *
+ * @param isLong {@code true}=多仓方向，{@code false}=空仓方向
+ * @return 有效止损次数
+ */
+ private int getEffectiveStopLossCount(boolean isLong) {
+ if ("single".equals(config.getStopLossCountMode())) {
+ return isLong ? accumulatedLongLossCount : accumulatedShortLossCount;
+ }
+ // "dual" — 双向总次数
+ return accumulatedLongLossCount + accumulatedShortLossCount;
+ }
+
+ /**
+ * 根据加仓配置计算止损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 : ∞)
+ * </pre>
+ *
+ * @param isLong {@code true}=多仓方向，{@code false}=空仓方向
+ * @return 实际下单张数（字符串）
+ */
+ private String calculateEntryQuantity(boolean isLong) {
+ int baseQty = Integer.parseInt(config.getBaseQuantity());
+ int interval = config.getAddPositionInterval();
+ int addQtyPerUnit = config.getAddPositionQuantity();
+ int maxPerSide = config.getMaxPositionPerSide();
+
+ int effectiveCount = getEffectiveStopLossCount(isLong);
+ int startThreshold = config.getAddPositionStartThreshold();
+ if (startThreshold > 0) {
+ effectiveCount = Math.max(0, effectiveCount - startThreshold);
+ }
+ // divisor = interval + 1：interval=0→每次加仓, interval=1→每2次加仓(2,4,6...), interval=3→每4次加仓(4,8,12...)
+ int divisor = interval + 1;
+ int addMultiplier = interval >= 0 ? effectiveCount / divisor : 0;
+ int addQty = addMultiplier * addQtyPerUnit;
+ int totalQty = baseQty + addQty;
+
+ if (maxPerSide > 0 && totalQty > maxPerSide) {
+ totalQty = maxPerSide;
+ }
+
+ return String.valueOf(totalQty);
+ }
+
private void handleLongStopLossTriggered(GridElement gridElement, String orderId) {
gridElement.removeLongStopLossOrderId(orderId);
@@ -1289,6 +1486,13 @@
accumulatedLongLossCount++;
log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
gridId, accumulatedLongLossCount, sameGrid ? "(同网格)" : "");
+
+ // 埋点: STOP_LOSS_TRIGGERED
+ emitStats("STOP_LOSS_TRIGGERED", mapOf(
+ "direction", "long",
+ "gridId", gridId,
+ "lossCount", accumulatedLongLossCount
+ ));
int newEntryGridId = gridId + 1;
GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1300,8 +1504,9 @@
// 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 = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
- String size = String.valueOf(config.getBaseQuantity());
+ String size = calculateEntryQuantity(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);
@@ -1320,172 +1525,6 @@
}
- // ========== 止损触发操作表 ==========
- /**
- * value = int[2]: {对手满仓止盈%, 基础仓位阈值%}
- * <ul>
- * <li>[0] 对手满仓：挂对手仓位此%做止盈；0=不挂</li>
- * <li>[1] 基础仓位阈值（占maxPos的%）：对手/己方仓位超出此阈值部分做止盈；0=不挂</li>
- * </ul>
- */
- private static final Map<Integer, int[]> STOP_LOSS_RULES = new LinkedHashMap<>();
- private static final int DEFAULT_STOP_LOSS_PERCENT = 5;
-
- static {
- // times {满仓%, 阈值%}
- put(1, new int[]{0, 0});
- put(2, new int[]{0, 0});
- put(3, new int[]{30, 0});
- put(4, new int[]{0, 0});
- put(5, new int[]{0, 0});
- put(6, new int[]{40, 40});
- put(7, new int[]{0, 0});
- put(8, new int[]{0, 0});
- put(9, new int[]{50, 50});
- put(10, new int[]{0, 0});
- put(11, new int[]{0, 0});
- put(12, new int[]{55, 60});
- put(13, new int[]{0, 0});
- put(14, new int[]{0, 0});
- put(15, new int[]{60, 60});
- put(16, new int[]{0, 0});
- put(17, new int[]{0, 0});
- put(18, new int[]{65, 65});
- put(19, new int[]{0, 0});
- put(20, new int[]{0, 0});
- put(21, new int[]{70, 70});
- put(22, new int[]{0, 0});
- put(23, new int[]{0, 0});
- put(24, new int[]{75, 75});
- put(25, new int[]{0, 0});
- put(26, new int[]{0, 0});
- put(27, new int[]{80, 80});
- put(28, new int[]{0, 0});
- put(29, new int[]{0, 0});
- put(30, new int[]{85, 85});
- put(31, new int[]{0, 0});
- put(32, new int[]{0, 0});
- }
-
- private static void put(int times, int[] rule) { STOP_LOSS_RULES.put(times, rule); }
-
- private static int[] ruleOf(int times) {
- int[] r = STOP_LOSS_RULES.get(times);
- return r != null ? r : STOP_LOSS_RULES.get(32);
- }
-
- /**
- * 多仓止损触发后，查表处理对手盘（空仓）盈止 + 己方盈止 + 激活。
- */
- private void checkLongStopShortProfit(int times, int gridId) {
- int[] r = ruleOf(times);
- int maxPos = Integer.parseInt(config.getBaseQuantity());
- if (maxPos <= 0) {
- return;
- }
-
- int fullTpPct = r[0]; // 对手满仓 → 止盈%
- int fullTpPctNum = maxPos * (100- fullTpPct)/ 100;
- int thresholdPct = r[1]; // 基础仓位阈值%
- int thresholdPosNum = maxPos * (100- thresholdPct)/ 100;
-
- // ---------- 对手盘（空仓）盈止 ----------
- int oppPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
- boolean isFullTp = oppPos > fullTpPctNum;
- if (isFullTp) {
- // 对手仓位超出阈值：超额整个挂一笔止盈，位置在触发格 - 1
- int excess = oppPos - fullTpPctNum;
- GridElement tpElem = GridElement.findById(gridId);
- if (tpElem != null) {
- placeTakeProfitAtGrid(tpElem, false, excess, times);
- }
- }
-
- // ---------- 己方（多仓）盈止（≥6次） ----------
- if (times >= 6 && thresholdPct > 0) {
- int selfPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
- int excess = selfPos - thresholdPosNum;
- if (excess > 0) {
- int perOrderQty = maxPos * DEFAULT_STOP_LOSS_PERCENT / 100;
- if (perOrderQty <= 0) {
- perOrderQty = 1;
- }
- int totalOrders = excess / perOrderQty;
- if (totalOrders <= 0) {
- totalOrders = 1;
- }
- int entryGridId = 0; // 多仓建仓格
- for (int i = 0; i < totalOrders; i++) {
- int tpGridId = entryGridId + 2 * (i + 1); // 朝盈利方向(向上)间隔2格
- GridElement tpElem = GridElement.findById(tpGridId);
- if (tpElem == null) {
- break;
- }
- placeTakeProfitAtGrid(tpElem, true, perOrderQty, times);
- }
- log.info("[Gate] 止损{}→己方多仓止盈, excess:{}, 挂{}单, 每单{}张",
- times, excess, totalOrders, perOrderQty);
- }
- }
-
- }
-
- /**
- * 空仓止损触发后，查表处理对手盘（多仓）盈止 + 己方盈止。
- */
- private void checkShortStopLongProfit(int times, int gridId) {
- int[] r = ruleOf(times);
- int maxPos = Integer.parseInt(config.getBaseQuantity());
- if (maxPos <= 0) {
- return;
- }
-
- int fullTpPct = r[0]; // 对手满仓 → 止盈%
- int fullTpPctNum = maxPos * (100 - fullTpPct) / 100;
- int thresholdPct = r[1]; // 基础仓位阈值%
- int thresholdPosNum = maxPos * (100 - thresholdPct) / 100;
-
- // ---------- 对手盘（多仓）盈止 ----------
- int oppPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
- boolean isFullTp = oppPos > fullTpPctNum;
- if (isFullTp) {
- // 对手仓位超出阈值：超额整个挂一笔止盈，位置在触发格
- int excess = oppPos - fullTpPctNum;
- GridElement tpElem = GridElement.findById(gridId);
- if (tpElem != null) {
- placeTakeProfitAtGrid(tpElem, true, excess, times);
- }
- }
-
- // ---------- 己方（空仓）盈止（≥6次） ----------
- if (times >= 6 && thresholdPct > 0) {
- int selfPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
- int excess = selfPos - thresholdPosNum;
- if (excess > 0) {
- int perOrderQty = maxPos * DEFAULT_STOP_LOSS_PERCENT / 100;
- if (perOrderQty <= 0) {
- perOrderQty = 1;
- }
- int totalOrders = excess / perOrderQty;
- if (totalOrders <= 0) {
- totalOrders = 1;
- }
- int entryGridId = 0; // 空仓建仓格
- for (int i = 0; i < totalOrders; i++) {
- int tpGridId = entryGridId - 2 * (i + 1); // 朝盈利方向(向下)间隔2格
- GridElement tpElem = GridElement.findById(tpGridId);
- if (tpElem == null) {
- break;
- }
- placeTakeProfitAtGrid(tpElem, false, perOrderQty, times);
- }
- log.info("[Gate] 止损{}→己方空仓止盈, excess:{}, 挂{}单, 每单{}张",
- times, excess, totalOrders, perOrderQty);
- }
- }
-
- }
-
private void handleShortStopLossTriggered(GridElement gridElement, String orderId) {
gridElement.removeShortStopLossOrderId(orderId);
@@ -1499,6 +1538,13 @@
accumulatedShortLossCount++;
log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
gridId, accumulatedShortLossCount, sameGrid ? "(同网格)" : "");
+
+ // 埋点: STOP_LOSS_TRIGGERED
+ emitStats("STOP_LOSS_TRIGGERED", mapOf(
+ "direction", "short",
+ "gridId", gridId,
+ "lossCount", accumulatedShortLossCount
+ ));
int newEntryGridId = gridId - 1;
GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1510,8 +1556,9 @@
// 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 = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
- String size = String.valueOf(config.getBaseQuantity());
+ String size = calculateEntryQuantity(false);
+ 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));
@@ -2066,8 +2113,12 @@
public void setMarkPrice(BigDecimal markPrice) { this.markPrice = markPrice; }
/** @return 策略是否处于活跃状态（非 STOPPED 且非 WAITING_KLINE） */
public boolean isStrategyActive() { return state != StrategyState.STOPPED && state != StrategyState.WAITING_KLINE; }
+ /** @return 当前已完成轮数 */
+ public int getCurrentRound() { return currentRound; }
/** @return 累计已实现盈亏（平仓推送驱动累加） */
public BigDecimal getCumulativePnl() { return cumulativePnl; }
+ /** @return 初始本金 */
+ public BigDecimal getInitialPrincipal() { return initialPrincipal; }
/** @return 当前未实现盈亏（每根 K 线实时计算） */
public BigDecimal getUnrealizedPnl() { return unrealizedPnl; }
/** @return Gate 用户 ID（用于私有频道订阅 payload） */
@@ -2096,6 +2147,157 @@
}
/**
+ * 挂单成交后，将超出基础仓位的部分挂止盈单，挂在对向仓位的第一止损位上。
+ *
+ * <p>遍历所有 GridElement，找到对向仓位第一个有止损单的网格作为止盈挂单位置。
+ *
+ * <p>例：空仓成交后持仓 8 张，基础 4 张 → 超出 4 张，
+ * 找到多仓第一止损位（如 gridId=-2）→ 在该位置挂空仓止盈单。
+ *
+ * @param posSize 当前总持仓张数
+ * @param isLong true=多仓成交，false=空仓成交
+ */
+ private void placeExcessTakeProfit(int posSize, boolean isLong) {
+ int baseQty = Integer.parseInt(config.getBaseQuantity());
+ int excessQty = posSize - baseQty;
+ if (excessQty <= 0) {
+ return;
+ }
+
+ // 遍历找到对向仓位第一个有止损单的网格
+ GridElement tpElem = isLong ? findFirstShortStopLossGrid() : findFirstLongStopLossGrid();
+ if (tpElem == null) {
+ log.warn("[Gate] {}止盈挂单失败：未找到对向仓止损位", isLong ? "多仓" : "空仓");
+ return;
+ }
+ int tpGridId = tpElem.getId();
+
+ BigDecimal triggerPrice = tpElem.getGridPrice();
+ String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
+ // 多仓止盈：价格≥触发价时平仓(NUMBER_1)；空仓止盈：价格≤触发价时平仓(NUMBER_2)
+ FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
+ : FuturesPriceTrigger.RuleEnum.NUMBER_2;
+ String size = isLong ? negate(String.valueOf(excessQty)) : String.valueOf(excessQty);
+
+// if (isLong && tpElem.getLongTakeProfitOrderId() != null) {
+// executor.cancelConditionalOrder(tpElem.getLongTakeProfitOrderId(), oid -> {
+// longTakeProfitTraderIdParam(tpElem, null, false);
+// log.info("[Gate] 取消旧止盈, gridId:{}, orderId:{}", tpGridId, oid);
+// });
+// } else if (!isLong && tpElem.getShortTakeProfitOrderId() != null) {
+// executor.cancelConditionalOrder(tpElem.getShortTakeProfitOrderId(), oid -> {
+// shortTakeProfitTraderIdParam(tpElem, null, false);
+// log.info("[Gate] 取消旧止盈, gridId:{}, orderId:{}", tpGridId, oid);
+// });
+// }
+
+ String finalSize = size;
+ int finalTpGridId = tpGridId;
+ executor.placeTakeProfit(triggerPrice, rule, orderType, size,
+ profitId -> {
+ if (isLong) {
+ longTakeProfitTraderIdParam(tpElem, profitId, true);
+ } else {
+ shortTakeProfitTraderIdParam(tpElem, profitId, true);
+ }
+ log.info("[Gate] {}止盈挂单, gridId:{}, 触发价:{}, 数量:{}, takeProfitId:{}",
+ isLong ? "多仓" : "空仓", finalTpGridId, triggerPrice, finalSize, profitId);
+ }
+ );
+ }
+
+ /**
+ * 分散止盈：把超出基础仓位的部分，从入场网格下一格开始逐格挂止盈单，一直挂到对手盘止损位。
+ *
+ * <p>数量分配：excessQty ÷ 网格数向下取整，余数全部挂在最后一个止盈网格（对手盘止损位）。
+ *
+ * <p>方向：多仓成交向价格更高方向（id 递增）铺到空仓第一止损位；
+ * 空仓成交向价格更低方向（id 递减）铺到多仓第一止损位。
+ *
+ * @param posSize 当前总持仓张数
+ * @param isLong true=多仓成交，false=空仓成交
+ * @param entryGridId 入场网格 ID
+ */
+ private void placeDispersedTakeProfit(int posSize, boolean isLong, int entryGridId) {
+ int baseQty = Integer.parseInt(config.getBaseQuantity());
+ int excessQty = posSize - baseQty;
+ if (excessQty <= 0) {
+ return;
+ }
+
+ GridElement endElem = isLong ? findFirstShortStopLossGrid() : findFirstLongStopLossGrid();
+ if (endElem == null) {
+ log.warn("[Gate] {}分散止盈失败：未找到对手盘止损位", isLong ? "多仓" : "空仓");
+ return;
+ }
+ int endId = endElem.getId();
+ int dir = isLong ? 1 : -1;
+ int startId = entryGridId + dir;
+
+ // 终点必须在起点前进方向上，否则退化为集中止盈（全部挂对手盘止损位）
+ boolean valid = isLong ? (endId >= startId) : (endId <= startId);
+ if (!valid) {
+ placeExcessTakeProfit(posSize, isLong);
+ return;
+ }
+
+ // 收集区间内全部网格（含两端）
+ List<GridElement> gridList = new ArrayList<>();
+ int id = startId;
+ while (true) {
+ GridElement e = GridElement.findById(id);
+ if (e == null) {
+ break;
+ }
+ gridList.add(e);
+ if (id == endId) {
+ break;
+ }
+ id += dir;
+ if (gridList.size() > config.getGridQueueSize() * 2 + 4) {
+ break;
+ }
+ }
+ if (gridList.isEmpty() || gridList.get(gridList.size() - 1).getId() != endId) {
+ // 未能铺满到终点（网格缺失），退化为集中止盈
+ placeExcessTakeProfit(posSize, isLong);
+ return;
+ }
+
+ int n = gridList.size();
+ int perGrid = excessQty / n;
+ int remainder = excessQty % n;
+
+ for (int i = 0; i < n; i++) {
+ int qty = perGrid;
+ if (i == n - 1) {
+ qty += remainder;
+ }
+ if (qty <= 0) {
+ continue;
+ }
+ final GridElement elem = gridList.get(i);
+ final int gid = elem.getId();
+ final BigDecimal triggerPrice = elem.getGridPrice();
+ final String size = isLong ? negate(String.valueOf(qty)) : String.valueOf(qty);
+ final String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
+ final FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
+ : FuturesPriceTrigger.RuleEnum.NUMBER_2;
+ executor.placeTakeProfit(triggerPrice, rule, orderType, size,
+ profitId -> {
+ if (isLong) {
+ longTakeProfitTraderIdParam(elem, profitId, true);
+ } else {
+ shortTakeProfitTraderIdParam(elem, profitId, true);
+ }
+ log.info("[Gate] 分散止盈 {} gridId:{}, 触发价:{}, 数量:{}, tpId:{}",
+ isLong ? "多仓" : "空仓", gid, triggerPrice, size, profitId);
+ }
+ );
+ }
+ }
+
+ /**
* 在指定网格挂一笔对手止盈单（非满仓超额止盈，挂在止损触发位的下一格）。
*/
private void placeTakeProfitAtGrid(GridElement tpElem, boolean isLong, int qty, int times) {
--
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