From 1cbbbb86a6ed0036540ff40f9d0051d400d692b4 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 11 May 2026 17:01:35 +0800
Subject: [PATCH] refactor(gateApi): 优化网格交易逻辑和止盈策略
---
src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java | 49 +++++++++++++++++++++++++++++++++----------------
1 files changed, 33 insertions(+), 16 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java b/src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java
index b003bd4..6de0e63 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java
@@ -49,14 +49,13 @@
private static final String SETTLE = "usdt";
- private final String logLabel;
private final FuturesApi futuresApi;
private final String contract;
+ /** 交易线程池：单线程 + 有界队列 + 背压策略 */
private final ExecutorService executor;
- public GateTradeExecutor(ApiClient apiClient, String contract, String label) {
- this.logLabel = label;
+ public GateTradeExecutor(ApiClient apiClient, String contract) {
this.futuresApi = new FuturesApi(apiClient);
this.contract = contract;
this.executor = new ThreadPoolExecutor(
@@ -64,7 +63,7 @@
60L, TimeUnit.SECONDS,
new LinkedBlockingQueue<>(64),
r -> {
- Thread t = new Thread(r, "gate-trade-" + label);
+ Thread t = new Thread(r, "gate-trade-worker");
t.setDaemon(true);
return t;
},
@@ -74,7 +73,8 @@
}
/**
- * 优雅关闭：等待 10 秒，超时则强制中断。
+ * 优雅关闭：等待 10 秒让队列中的任务执行完毕，超时则强制中断。
+ * 关闭后的 REST 调用将通过 CallerRunsPolicy 直接在提交线程执行。
*/
public void shutdown() {
executor.shutdown();
@@ -87,19 +87,36 @@
}
/**
- * 异步市价开多。quantity 为正数（如 "10"）。
+ * 异步 IOC 市价开多。quantity 为正数（如 "1"）。
+ *
+ * @param quantity 开仓张数（正数）
+ * @param onSuccess 成交成功回调（可为 null）
+ * @param onFailure 成交失败回调（可为 null）
*/
public void openLong(String quantity, Runnable onSuccess, Runnable onFailure) {
openPosition(quantity, "t-grid-long", "开多", onSuccess, onFailure);
}
/**
- * 异步市价开空。quantity 为负数（如 "-10"）。
+ * 异步 IOC 市价开空。quantity 为负数（如 "-1"）。
+ *
+ * @param quantity 开仓张数（负数）
+ * @param onSuccess 成交成功回调（可为 null）
+ * @param onFailure 成交失败回调（可为 null）
*/
public void openShort(String quantity, Runnable onSuccess, Runnable onFailure) {
openPosition(quantity, "t-grid-short", "开空", onSuccess, onFailure);
}
+ /**
+ * 通用异步 IOC 市价下单。
+ *
+ * @param size 下单张数（正=开多 / 负=开空）
+ * @param text 订单标记文本（如 "t-grid-long"），用于区分订单来源
+ * @param label 日志标签（如 "开多"/"开空"）
+ * @param onSuccess 成功回调
+ * @param onFailure 失败回调
+ */
private void openPosition(String size, String text, String label, Runnable onSuccess, Runnable onFailure) {
executor.execute(() -> {
try {
@@ -110,12 +127,12 @@
order.setTif(FuturesOrder.TifEnum.IOC);
order.setText(text);
FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
- log.info("[TradeExec-{}] {}成功, 价格:{}, id:{}", logLabel, label, result.getFillPrice(), result.getId());
+ log.info("[TradeExec] {}成功, 价格:{}, id:{}", label, result.getFillPrice(), result.getId());
if (onSuccess != null) {
onSuccess.run();
}
} catch (Exception e) {
- log.error("[TradeExec-{}] {}失败", logLabel, label, e);
+ log.error("[TradeExec] {}失败", label, e);
if (onFailure != null) {
onFailure.run();
}
@@ -148,10 +165,10 @@
FuturesPriceTriggeredOrder order = buildTriggeredOrder(triggerPrice, rule, orderType, size);
try {
TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
- log.info("[TradeExec-{}] 止盈单已创建, 触发价:{}, 类型:{}, size:{}, id:{}",
- logLabel, triggerPrice, orderType, size, response.getId());
+ log.info("[TradeExec] 止盈单已创建, 触发价:{}, 类型:{}, size:{}, id:{}",
+ triggerPrice, orderType, size, response.getId());
} catch (Exception e) {
- log.error("[TradeExec-{}] 止盈单创建失败, 触发价:{}, size:{}, 立即市价止盈", logLabel, triggerPrice, size, e);
+ log.error("[TradeExec] 止盈单创建失败, 触发价:{}, size:{}, 立即市价止盈", triggerPrice, size, e);
marketClose(size);
}
});
@@ -171,9 +188,9 @@
order.setReduceOnly(true);
order.setText("t-grid-mkt-close");
FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
- log.info("[TradeExec-{}] 市价止盈成功, 价格:{}, size:{}, id:{}", logLabel, result.getFillPrice(), size, result.getId());
+ log.info("[TradeExec] 市价止盈成功, 价格:{}, size:{}, id:{}", result.getFillPrice(), size, result.getId());
} catch (Exception e) {
- log.error("[TradeExec-{}] 市价止盈也失败, size:{}", logLabel, size, e);
+ log.error("[TradeExec] 市价止盈也失败, size:{}", size, e);
}
}
@@ -184,9 +201,9 @@
executor.execute(() -> {
try {
futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract);
- log.info("[TradeExec-{}] 已清除所有止盈止损条件单", logLabel);
+ log.info("[TradeExec] 已清除所有止盈止损条件单");
} catch (Exception e) {
- log.error("[TradeExec-{}] 清除止盈止损条件单失败", logLabel, e);
+ log.error("[TradeExec] 清除止盈止损条件单失败", e);
}
});
}
--
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