From 1819eaee93e47888dad4e1be4e3c611576426581 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Sat, 09 May 2026 16:59:12 +0800
Subject: [PATCH] refactor(gateApi): 优化网格交易价格队列添加逻辑
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 85 +++++++++++++++++++++++++++++-------------
1 files changed, 59 insertions(+), 26 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 9381cec..eae5b3b 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -58,10 +58,8 @@
WAITING_KLINE, OPENING, ACTIVE, STOPPED
}
- private static final String AUTO_SIZE_LONG = "close_long";
- private static final String AUTO_SIZE_SHORT = "close_short";
- private static final String ORDER_TYPE_CLOSE_LONG = "close-long-position";
- private static final String ORDER_TYPE_CLOSE_SHORT = "close-short-position";
+ private static final String ORDER_TYPE_CLOSE_LONG = "plan-close-long-position";
+ private static final String ORDER_TYPE_CLOSE_SHORT = "plan-close-short-position";
private final GateConfig config;
private final GateTradeExecutor executor;
@@ -123,6 +121,12 @@
FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
this.initialPrincipal = new BigDecimal(account.getTotal());
log.info("[Gate] 初始本金: {} USDT", initialPrincipal);
+
+ //设置持仓模式为双向持仓
+ Boolean inDualMode = account.getInDualMode();
+ if (!inDualMode) {
+ futuresApi.setDualModeCall(SETTLE,true,null);
+ }
if (!config.getPositionMode().equals(account.getPositionMode())) {
futuresApi.setPositionMode(SETTLE, config.getPositionMode());
@@ -227,14 +231,10 @@
state = StrategyState.OPENING;
log.info("[Gate] 首根K线到达，开基底仓位...");
executor.openLong(config.getQuantity(), () -> {
- baseLongOpened = true;
- longActive = true;
- log.info("[Gate] 基底多已开");
+ log.info("[Gate] 基底多单已提交");
}, null);
executor.openShort(negate(config.getQuantity()), () -> {
- baseShortOpened = true;
- shortActive = true;
- log.info("[Gate] 基底空已开");
+ log.info("[Gate] 基底空单已提交");
}, null);
return;
}
@@ -267,10 +267,10 @@
log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
tryGenerateQueues();
} else {
- executor.placeTakeProfit(entryPrice.add(config.getGridRate()).setScale(1, RoundingMode.HALF_UP),
- FuturesPriceTrigger.RuleEnum.NUMBER_1, ORDER_TYPE_CLOSE_LONG, AUTO_SIZE_LONG);
- log.info("[Gate] 多单止盈已设, entry:{}, tp:{}", entryPrice,
- entryPrice.add(config.getGridRate()).setScale(1, RoundingMode.HALF_UP));
+ BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.add(config.getGridRate())).setScale(1, RoundingMode.HALF_UP);
+ executor.placeTakeProfit(tpPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1, ORDER_TYPE_CLOSE_LONG, negate(config.getQuantity()));
+ log.info("[Gate] 多单止盈已设, entry:{}, tp:{}, size:{}", entryPrice, tpPrice, negate(config.getQuantity()));
}
} else {
longActive = false;
@@ -287,10 +287,10 @@
log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
tryGenerateQueues();
} else {
- executor.placeTakeProfit(entryPrice.subtract(config.getGridRate()).setScale(1, RoundingMode.HALF_UP),
- FuturesPriceTrigger.RuleEnum.NUMBER_2, ORDER_TYPE_CLOSE_SHORT, AUTO_SIZE_SHORT);
- log.info("[Gate] 空单止盈已设, entry:{}, tp:{}", entryPrice,
- entryPrice.subtract(config.getGridRate()).setScale(1, RoundingMode.HALF_UP));
+ BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.subtract(config.getGridRate())).setScale(1, RoundingMode.HALF_UP);
+ executor.placeTakeProfit(tpPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2, ORDER_TYPE_CLOSE_SHORT, config.getQuantity());
+ log.info("[Gate] 空单止盈已设, entry:{}, tp:{}, size:{}", entryPrice, tpPrice, config.getQuantity());
}
} else {
shortActive = false;
@@ -334,7 +334,7 @@
shortPriceQueue.clear();
BigDecimal step = config.getGridRate();
for (int i = 1; i <= config.getGridQueueSize(); i++) {
- shortPriceQueue.add(shortBaseEntryPrice.subtract(step.multiply(BigDecimal.valueOf(i))).setScale(1, RoundingMode.HALF_UP));
+ shortPriceQueue.add(shortBaseEntryPrice.multiply(BigDecimal.ONE.subtract(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP));
}
shortPriceQueue.sort((a, b) -> b.compareTo(a));
//输出队列：shortPriceQueue;
@@ -345,7 +345,7 @@
longPriceQueue.clear();
BigDecimal step = config.getGridRate();
for (int i = 1; i <= config.getGridQueueSize(); i++) {
- longPriceQueue.add(longBaseEntryPrice.add(step.multiply(BigDecimal.valueOf(i))).setScale(1, RoundingMode.HALF_UP));
+ longPriceQueue.add(longBaseEntryPrice.multiply(BigDecimal.ONE.add(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP));
}
longPriceQueue.sort(BigDecimal::compareTo);
log.info("[Gate] 多队列:{}", longPriceQueue);
@@ -362,10 +362,11 @@
}
}
}
+ log.info("[Gate] 原空队列:{}", shortPriceQueue);
if (matched.isEmpty()) {
+ log.info("[Gate] 空仓队列未触发, 当前价:{}", currentPrice);
return;
}
-
log.info("[Gate] 空仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);
if (!isMarginSafe()) {
log.warn("[Gate] 保证金超限，跳过空单开仓");
@@ -378,18 +379,32 @@
BigDecimal min = shortPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : shortPriceQueue.get(shortPriceQueue.size() - 1);
BigDecimal step = config.getGridRate();
for (int i = 0; i < matched.size(); i++) {
- min = min.subtract(step).setScale(1, RoundingMode.HALF_UP);
+ min = min.multiply(BigDecimal.ONE.subtract(step)).setScale(1, RoundingMode.HALF_UP);
shortPriceQueue.add(min);
}
- shortPriceQueue.sort((a, b) -> b.compareTo(a));
+ shortPriceQueue.sort(BigDecimal::compareTo);
+
+ log.info("[Gate] 现空队列:{}", shortPriceQueue);
}
synchronized (longPriceQueue) {
- longPriceQueue.addAll(matched);
+ BigDecimal first = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(0);
+ BigDecimal step = config.getGridRate();
+ int added = 0;
+ for (int i = 1; i <= matched.size(); i++) {
+ BigDecimal elem = first.multiply(BigDecimal.ONE.subtract(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP);
+ if (longEntryPrice.compareTo(BigDecimal.ZERO) > 0
+ && elem.subtract(longEntryPrice).abs().compareTo(longEntryPrice.multiply(step)) < 0) {
+ continue;
+ }
+ longPriceQueue.add(elem);
+ added++;
+ }
longPriceQueue.sort(BigDecimal::compareTo);
while (longPriceQueue.size() > config.getGridQueueSize()) {
longPriceQueue.remove(longPriceQueue.size() - 1);
}
+ log.info("[Gate] 现多队列:{}, 跳过{}个(贴近多仓均价)", longPriceQueue, matched.size() - added);
}
}
@@ -404,7 +419,9 @@
}
}
}
+ log.info("[Gate] 原多队列:{}", longPriceQueue);
if (matched.isEmpty()) {
+ log.info("[Gate] 多仓队列未触发, 当前价:{}", currentPrice);
return;
}
@@ -420,18 +437,32 @@
BigDecimal max = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(longPriceQueue.size() - 1);
BigDecimal step = config.getGridRate();
for (int i = 0; i < matched.size(); i++) {
- max = max.add(step).setScale(1, RoundingMode.HALF_UP);
+ max = max.multiply(BigDecimal.ONE.add(step)).setScale(1, RoundingMode.HALF_UP);
longPriceQueue.add(max);
}
longPriceQueue.sort(BigDecimal::compareTo);
+
+ log.info("[Gate] 现多队列:{}", longPriceQueue);
}
synchronized (shortPriceQueue) {
- shortPriceQueue.addAll(matched);
+ BigDecimal first = shortPriceQueue.isEmpty() ? matched.get(0) : shortPriceQueue.get(0);
+ BigDecimal step = config.getGridRate();
+ int added = 0;
+ for (int i = 1; i <= matched.size(); i++) {
+ BigDecimal elem = first.multiply(BigDecimal.ONE.add(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP);
+ if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
+ && elem.subtract(shortEntryPrice).abs().compareTo(shortEntryPrice.multiply(step)) < 0) {
+ continue;
+ }
+ shortPriceQueue.add(elem);
+ added++;
+ }
shortPriceQueue.sort((a, b) -> b.compareTo(a));
while (shortPriceQueue.size() > config.getGridQueueSize()) {
shortPriceQueue.remove(shortPriceQueue.size() - 1);
}
+ log.info("[Gate] 现空队列:{}, 跳过{}个(贴近空仓均价)", shortPriceQueue, matched.size() - added);
}
}
@@ -481,6 +512,8 @@
shortPnl = shortPositionSize.multiply(multiplier).multiply(shortEntryPrice.subtract(price));
}
unrealizedPnl = longPnl.add(shortPnl);
+
+ log.info("[Gate] 未实现盈亏: {}", unrealizedPnl);
}
/**
--
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