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 | 44 ++++++++++++++++++++++++++++++++------------
1 files changed, 32 insertions(+), 12 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 cc9a1d9..eae5b3b 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -58,8 +58,8 @@
WAITING_KLINE, OPENING, ACTIVE, STOPPED
}
- 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;
@@ -362,7 +362,7 @@
}
}
}
- log.info("[Gate] 空队列:{}", shortPriceQueue);
+ 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;
@@ -384,17 +384,27 @@
}
shortPriceQueue.sort(BigDecimal::compareTo);
- log.info("[Gate] 空队列:{}", shortPriceQueue);
+ 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] 多队列:{}", shortPriceQueue);
+ log.info("[Gate] 现多队列:{}, 跳过{}个(贴近多仓均价)", longPriceQueue, matched.size() - added);
}
}
@@ -409,7 +419,7 @@
}
}
}
- log.info("[Gate] 多队列:{}", shortPriceQueue);
+ 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;
@@ -432,17 +442,27 @@
}
longPriceQueue.sort(BigDecimal::compareTo);
- log.info("[Gate] 多队列:{}", shortPriceQueue);
+ 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] 空队列:{}", shortPriceQueue);
+ log.info("[Gate] 现空队列:{}, 跳过{}个(贴近空仓均价)", shortPriceQueue, matched.size() - added);
}
}
--
Gitblit v1.9.1