From 1cbc5797d993edc05549bbe4b054856d67c0f071 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 27 Jul 2026 10:22:03 +0800
Subject: [PATCH] fix(gateApi): 修复网格交易中的止盈逻辑和数量计算问题
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 587 ++++++++++++++++++++++++++++++++++++++--------------------
1 files changed, 383 insertions(+), 204 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 a127064..5a4bb0b 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -15,6 +15,7 @@
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.*;
+import java.util.concurrent.atomic.AtomicInteger;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionClosesChannelHandler;
@@ -134,10 +135,17 @@
/** 多头是否活跃（有仓位） */
private volatile boolean longActive = false;
- /** 多头累计止损张数（加仓订单成交后归零） */
+ /** 当前已完成轮数，每次盈利重启时+1 */
+ private volatile int currentRound = 0;
+
+ /** 多头累计止损次数（始终递增，加仓订单成交后归零） */
private volatile int accumulatedLongLossCount = 0;
- /** 空头累计止损张数（加仓订单成交后归零） */
+ /** 空头累计止损次数（始终递增，加仓订单成交后归零） */
private volatile int accumulatedShortLossCount = 0;
+ /** 最近触发止损的多头网格ID */
+ private volatile int lastLongStopLossGridId = Integer.MAX_VALUE;
+ /** 最近触发止损的空头网格ID */
+ private volatile int lastShortStopLossGridId = Integer.MAX_VALUE;
private volatile BigDecimal lastKlinePrice;
private volatile BigDecimal markPrice = BigDecimal.ZERO;
@@ -307,6 +315,8 @@
shortActive = false;
accumulatedLongLossCount = 0;
accumulatedShortLossCount = 0;
+ lastLongStopLossGridId = Integer.MAX_VALUE;
+ lastShortStopLossGridId = Integer.MAX_VALUE;
shortPriceQueue.clear();
longPriceQueue.clear();
totalShortPriceQueue.clear();
@@ -315,6 +325,7 @@
currentShortOrderIds.clear();
// 每次重启重新获取当前本金
refreshInitialPrincipal();
+ currentRound = 0;
log.info("[Gate] 网格策略已启动, 当前本金: {} USDT", initialPrincipal);
}
@@ -392,9 +403,11 @@
return;
}
- checkProfitAndReset();
+ // 异步检查盈亏，避免 REST 调用阻塞 WS 心跳导致 Socket closed
+ executor.submitTask(this::checkProfitAndReset);
if (state == StrategyState.ACTIVE &&
+ config.isPriceDriveEnabled() &&
longActive == false &&
longPositionSize.compareTo(BigDecimal.ZERO) == 0){
processShortGrid(closePrice);
@@ -402,6 +415,7 @@
if (state == StrategyState.ACTIVE &&
+ config.isPriceDriveEnabled() &&
shortActive == false &&
shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
processLongGrid(closePrice);
@@ -422,7 +436,17 @@
BigDecimal totalEquity = new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl()));
if (totalEquity.compareTo(target) > 0) {
- log.info("[Gate] 盈亏达标(净权益{}>目标{})，重置策略", totalEquity, target);
+ currentRound++;
+ int maxRounds = config.getRounds();
+ log.info("[Gate] 盈亏达标(净权益{}>目标{})，第{}轮完成", totalEquity, target, currentRound);
+
+ if (maxRounds > 0 && currentRound >= maxRounds) {
+ log.info("[Gate] 已达到运行轮数上限({})，策略停止", maxRounds);
+ stopGrid();
+ return;
+ }
+
+ log.info("[Gate] 重置策略，开始第{}轮...", currentRound);
state = StrategyState.STOPPED;
try {
futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
@@ -433,7 +457,10 @@
// 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(); }
+ // 注意：startGrid() 会将 currentRound 归零，这里需要保留
+ int savedRound = currentRound;
startGrid();
+ currentRound = savedRound;
});
}
} catch (Exception e) {
@@ -532,7 +559,9 @@
// 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(); }
+ int savedRound = currentRound;
startGrid();
+ currentRound = savedRound;
});
log.info("[Gate] 重置策略");
return;
@@ -591,23 +620,23 @@
return;
}
- // [Gate-需求1] 多仓止盈触发：清空止盈状态 + 取消最近多仓止损
- GridElement longTpElem = GridElement.findByLongTakeProfitOrderId(orderId);
- if (longTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
- longTakeProfitTraderIdParam(longTpElem, null, false);
- log.info("[Gate] 多仓止盈触发 gridId:{}, orderId:{}", longTpElem.getId(), orderId);
- cancelNearestLongStopLoss();
- return;
- }
- // [Gate-需求1] 空仓止盈触发：清空止盈状态 + 取消最近空仓止损
- GridElement shortTpElem = GridElement.findByShortTakeProfitOrderId(orderId);
- if (shortTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
- shortTakeProfitTraderIdParam(shortTpElem, null, false);
- log.info("[Gate] 空仓止盈触发 gridId:{}, orderId:{}", shortTpElem.getId(), orderId);
- cancelNearestShortStopLoss();
-// checkLastTakeProfitAndRestart();
- return;
- }
+// // [Gate-需求1] 多仓止盈触发：清空止盈状态 + 取消最近多仓止损
+// GridElement longTpElem = GridElement.findByLongTakeProfitOrderId(orderId);
+// if (longTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
+// longTakeProfitTraderIdParam(longTpElem, null, false);
+//// log.info("[Gate] 多仓止盈触发 gridId:{}, orderId:{}", longTpElem.getId(), orderId);
+//// cancelNearestLongStopLoss();
+// return;
+// }
+// // [Gate-需求1] 空仓止盈触发：清空止盈状态 + 取消最近空仓止损
+// GridElement shortTpElem = GridElement.findByShortTakeProfitOrderId(orderId);
+// if (shortTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
+// shortTakeProfitTraderIdParam(shortTpElem, null, false);
+//// log.info("[Gate] 空仓止盈触发 gridId:{}, orderId:{}", shortTpElem.getId(), orderId);
+//// cancelNearestShortStopLoss();
+//// checkLastTakeProfitAndRestart();
+// return;
+// }
GridElement longStopLossElem = GridElement.findByLongStopLossOrderId(orderId);
// if (longStopLossElem != null && longPositionSize.compareTo(BigDecimal.ZERO) > 0 && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
@@ -627,6 +656,19 @@
if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
shortEntryTraderIdParam(shortGridElement, orderId, false);
+
+ // 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()) {
+ shortGridElement.setPendingStopLossReExtend(true);
+ log.info("[Gate] 空单成交 gridId:{}, 止损追单已在进行中，标记待重挂, orderId:{}",
+ shortGridElement.getId(), orderId);
+ return;
+ }
+ shortGridElement.setExtendStopLossInProgress(true);
+
+ accumulatedShortLossCount = 0;
+ lastShortStopLossGridId = Integer.MAX_VALUE;
// [Gate-需求2] 加仓后先撤空仓所有止盈+止损，再查交易所持仓后重挂
cancelAllShortTakeProfitsAndStopLosses();
// REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
@@ -658,44 +700,34 @@
// }
// );
- // 空仓持仓超过baseQuantity时，先找多仓第一个止损位置，从该位置向下挂止盈（间隔=1）
- BigDecimal shortBaseQty = new BigDecimal(config.getBaseQuantity());
- BigDecimal shortGridQty = new BigDecimal(config.getQuantity());
- if (BigDecimal.valueOf(posSize).compareTo(shortBaseQty) > 0) {
- BigDecimal shortExcess = BigDecimal.valueOf(posSize).subtract(shortBaseQty);
- int shortExcessCount = shortExcess.divide(shortGridQty, 0, RoundingMode.DOWN).intValue();
-
-// // 找多仓第一个（最近的）止损位置
-// int firstLongSlId = 0;
-// for (GridElement e : config.getGridElements()) {
-// if (e.hasLongStopLossOrders()) {
-// if (firstLongSlId == 0 || e.getId() > firstLongSlId) {
-// firstLongSlId = e.getId();
-// }
-// }
+ // 空仓止盈：超额部分挂止盈，从entry网格向下逐个挂
+// int shortBaseQty = Integer.parseInt(config.getBaseQuantity());
+// int shortGridQty = Integer.parseInt(config.getQuantity());
+// int shortTpCount = posSize > shortBaseQty ? (posSize - shortBaseQty) / shortGridQty : 0;
+//
+// int tpSpan = config.getTakeProfitGridSpan();
+// for (int i = 0; i < shortTpCount; i++) {
+// int tpGridId = shortGridElement.getId() - tpSpan * (i + 1);
+// GridElement tpElem = GridElement.findById(tpGridId);
+// // 用 takeProfitPlaced 做同步标记，避免异步回调未执行时重复挂单
+// if (tpElem == null || tpElem.getShortTraderParam().isTakeProfitPlaced()) {
+// continue;
// }
-
- for (int i = 0; i < shortExcessCount; i++) {
- int tpGridId = shortGridElement.getId() - 2 * (i + 1);
- GridElement tpElem = GridElement.findById(tpGridId);
- if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
- continue;
- }
- BigDecimal tpPrice = tpElem.getGridPrice();
- int finalTpGridId = tpGridId;
- executor.placeTakeProfit(
- tpPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_2,
- ORDER_TYPE_CLOSE_SHORT,
- config.getQuantity(),
- profitId -> {
- shortTakeProfitTraderIdParam(tpElem, profitId, true);
- log.info("[Gate] 空仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
- finalTpGridId, tpPrice, profitId);
- }
- );
- }
- }
+// tpElem.getShortTraderParam().setTakeProfitPlaced(true);
+// BigDecimal tpPrice = tpElem.getGridPrice();
+// int finalTpGridId = tpGridId;
+// executor.placeTakeProfit(
+// tpPrice,
+// FuturesPriceTrigger.RuleEnum.NUMBER_2,
+// ORDER_TYPE_CLOSE_SHORT,
+// config.getQuantity(),
+// profitId -> {
+// shortTakeProfitTraderIdParam(tpElem, profitId, true);
+// log.info("[Gate] 空仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
+// finalTpGridId, tpPrice, profitId);
+// }
+// );
+// }
}
}
GridElement longGridElement = GridElement.findByLongOrderId(orderId);
@@ -704,6 +736,19 @@
int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
longEntryTraderIdParam(longGridElement, orderId, false);
+
+ // 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 (longGridElement.isExtendStopLossInProgress()) {
+ longGridElement.setPendingStopLossReExtend(true);
+ log.info("[Gate] 多单成交 gridId:{}, 止损追单已在进行中，标记待重挂, orderId:{}",
+ longGridElement.getId(), orderId);
+ return;
+ }
+ longGridElement.setExtendStopLossInProgress(true);
+
+ accumulatedLongLossCount = 0;
+ lastLongStopLossGridId = Integer.MAX_VALUE;
// [Gate-需求2] 加仓后先撤多仓所有止盈+止损，再查交易所持仓后重挂
cancelAllLongTakeProfitsAndStopLosses();
// REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
@@ -735,44 +780,34 @@
// }
// );
- // 多仓持仓超过baseQuantity时，先找空仓第一个止损位置，从该位置向上挂止盈（间隔=1）
- BigDecimal longBaseQty = new BigDecimal(config.getBaseQuantity());
- BigDecimal longGridQty = new BigDecimal(config.getQuantity());
- if (BigDecimal.valueOf(posSize).compareTo(longBaseQty) > 0) {
- BigDecimal longExcess = BigDecimal.valueOf(posSize).subtract(longBaseQty);
- int longExcessCount = longExcess.divide(longGridQty, 0, RoundingMode.DOWN).intValue();
-
-// // 找空仓第一个（最近的）止损位置
-// int firstShortSlId = 0;
-// for (GridElement e : config.getGridElements()) {
-// if (e.hasShortStopLossOrders()) {
-// if (firstShortSlId == 0 || e.getId() < firstShortSlId) {
-// firstShortSlId = e.getId();
-// }
-// }
+ // 多仓止盈：超额部分挂止盈，从entry网格向上逐个挂
+// int longBaseQty = Integer.parseInt(config.getBaseQuantity());
+// int longGridQty = Integer.parseInt(config.getQuantity());
+// int longTpCount = posSize > longBaseQty ? (posSize - longBaseQty) / longGridQty : 0;
+//
+// int tpSpan = config.getTakeProfitGridSpan();
+// for (int i = 0; i < longTpCount; i++) {
+// int tpGridId = longGridElement.getId() + tpSpan * (i + 1);
+// GridElement tpElem = GridElement.findById(tpGridId);
+// // 用 takeProfitPlaced 做同步标记，避免异步回调未执行时重复挂单
+// if (tpElem == null || tpElem.getLongTraderParam().isTakeProfitPlaced()) {
+// continue;
// }
-
- for (int i = 0; i < longExcessCount; i++) {
- int tpGridId = longGridElement.getId() + 2 * (i + 1);
- GridElement tpElem = GridElement.findById(tpGridId);
- if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) {
- continue;
- }
- BigDecimal tpPrice = tpElem.getGridPrice();
- int finalTpGridId = tpGridId;
- executor.placeTakeProfit(
- tpPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_1,
- ORDER_TYPE_CLOSE_LONG,
- negate(config.getQuantity()),
- profitId -> {
- longTakeProfitTraderIdParam(tpElem, profitId, true);
- log.info("[Gate] 多仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
- finalTpGridId, tpPrice, profitId);
- }
- );
- }
- }
+// tpElem.getLongTraderParam().setTakeProfitPlaced(true);
+// BigDecimal tpPrice = tpElem.getGridPrice();
+// int finalTpGridId = tpGridId;
+// executor.placeTakeProfit(
+// tpPrice,
+// FuturesPriceTrigger.RuleEnum.NUMBER_1,
+// ORDER_TYPE_CLOSE_LONG,
+// negate(config.getQuantity()),
+// profitId -> {
+// longTakeProfitTraderIdParam(tpElem, profitId, true);
+// log.info("[Gate] 多仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
+// finalTpGridId, tpPrice, profitId);
+// }
+// );
+// }
}
}
}
@@ -1219,17 +1254,22 @@
if (newEntryGrid != null) {
- GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());
- String quantity = cancelGridElement != null
- ? cancelGridElement.getLongTraderParam().getQuantity()
- : config.getBaseQuantity();
- if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
- for (String longOrderId : new ArrayList<>(cancelGridElement.getLongOrderIds())) {
- executor.cancelConditionalOrder(longOrderId, oid -> {
- longEntryTraderIdParam(cancelGridElement, longOrderId, false);
- log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", cancelGridElement.getId(), longOrderId);
- });
+// String quantity = String.valueOf((accumulatedLongLossCount + 1) * Integer.parseInt(config.getQuantity()));
+ String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
+ // 向上遍历取消所有遗留多单（跳过基础入场网格0）
+ GridElement cancelCursor = GridElement.findById(newEntryGrid.getUpId());
+ while (cancelCursor != null) {
+ if (cancelCursor.isHasLongOrder()) {
+ for (String longOrderId : new ArrayList<>(cancelCursor.getLongOrderIds())) {
+ GridElement finalCancelCursor = cancelCursor;
+ executor.cancelConditionalOrder(longOrderId, oid -> {
+ longEntryTraderIdParam(finalCancelCursor, longOrderId, false);
+ log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", finalCancelCursor.getId(), longOrderId);
+ });
+ }
}
+ Integer nextUpId = cancelCursor.getUpId();
+ cancelCursor = nextUpId != null ? GridElement.findById(nextUpId) : 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()) {
@@ -1270,21 +1310,22 @@
if (newEntryGrid != null) {
- GridElement cancelGridElement = GridElement.findById(newEntryGrid.getDownId());
-
- String quantity = cancelGridElement != null
- ? cancelGridElement.getShortTraderParam().getQuantity()
- : config.getBaseQuantity();
- /**
- * 看是否有空仓挂单，有就取消
- */
- if (cancelGridElement != null && cancelGridElement.isHasShortOrder()) {
- for (String shortOrderId : new ArrayList<>(cancelGridElement.getShortOrderIds())) {
- executor.cancelConditionalOrder(shortOrderId, oid -> {
- shortEntryTraderIdParam(cancelGridElement, shortOrderId, false);
- log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", cancelGridElement.getId(), shortOrderId);
- });
+// 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()));
+ // 向下遍历取消所有遗留空单（跳过基础入场网格0）
+ GridElement cancelCursor = GridElement.findById(newEntryGrid.getDownId());
+ while (cancelCursor != null) {
+ if (cancelCursor.isHasShortOrder()) {
+ for (String shortOrderId : new ArrayList<>(cancelCursor.getShortOrderIds())) {
+ GridElement finalCancelCursor = cancelCursor;
+ executor.cancelConditionalOrder(shortOrderId, oid -> {
+ shortEntryTraderIdParam(finalCancelCursor, shortOrderId, false);
+ log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", finalCancelCursor.getId(), shortOrderId);
+ });
+ }
}
+ Integer nextDownId = cancelCursor.getDownId();
+ cancelCursor = nextDownId != null ? GridElement.findById(nextDownId) : 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()){
@@ -1306,9 +1347,12 @@
private void handleLongStopLossTriggered(GridElement gridElement, String orderId) {
gridElement.removeLongStopLossOrderId(orderId);
- accumulatedLongLossCount++;
int gridId = gridElement.getId();
- log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}, 开始追单", gridId, accumulatedLongLossCount);
+ boolean sameGrid = (gridId == lastLongStopLossGridId);
+ accumulatedLongLossCount++;
+ lastLongStopLossGridId = gridId;
+ log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
+ gridId, accumulatedLongLossCount, sameGrid ? "(同网格)" : "");
int newEntryGridId = gridId + 1;
GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1322,12 +1366,7 @@
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
int maxPos = config.getMaxPositionSize();
- int targetAmount;
- if (config.getStopLossCount() > 0 && accumulatedLongLossCount <= config.getStopLossCount()) {
- targetAmount = Integer.parseInt(config.getQuantity());
- } else {
- targetAmount = Integer.parseInt(config.getQuantity()) * 2;
- }
+ int targetAmount = sameGrid ? Integer.parseInt(config.getQuantity()) : (accumulatedLongLossCount + 1) * Integer.parseInt(config.getQuantity());
int addSize;
if (maxPos > 0) {
int remainingRoom = maxPos - posSize;
@@ -1362,31 +1401,34 @@
}
}
- // 止损触发时，取消最远的多仓止盈订单
- GridElement farthestLongTp = null;
- for (GridElement e : config.getGridElements()) {
- if (e.getLongTakeProfitOrderId() != null) {
- if (farthestLongTp == null || e.getGridPrice().compareTo(farthestLongTp.getGridPrice()) > 0) {
- farthestLongTp = e;
- }
- }
- }
- if (farthestLongTp != null) {
- String tpOrderId = farthestLongTp.getLongTakeProfitOrderId();
- GridElement finalFarthestLongTp = farthestLongTp;
- executor.cancelConditionalOrder(tpOrderId, oid -> {
- longTakeProfitTraderIdParam(finalFarthestLongTp, null, false);
- log.info("[Gate] 多仓止损触发, 取消最远止盈 gridId:{}, orderId:{}", finalFarthestLongTp.getId(), tpOrderId);
- });
- }
+// // 止损触发时，取消最远的多仓止盈订单
+// GridElement farthestLongTp = null;
+// for (GridElement e : config.getGridElements()) {
+// if (e.getLongTakeProfitOrderId() != null) {
+// if (farthestLongTp == null || e.getGridPrice().compareTo(farthestLongTp.getGridPrice()) > 0) {
+// farthestLongTp = e;
+// }
+// }
+// }
+// if (farthestLongTp != null) {
+// String tpOrderId = farthestLongTp.getLongTakeProfitOrderId();
+// GridElement finalFarthestLongTp = farthestLongTp;
+// executor.cancelConditionalOrder(tpOrderId, oid -> {
+// longTakeProfitTraderIdParam(finalFarthestLongTp, null, false);
+// log.info("[Gate] 多仓止损触发, 取消最远止盈 gridId:{}, orderId:{}", finalFarthestLongTp.getId(), tpOrderId);
+// });
+// }
}
private void handleShortStopLossTriggered(GridElement gridElement, String orderId) {
gridElement.removeShortStopLossOrderId(orderId);
- accumulatedShortLossCount++;
int gridId = gridElement.getId();
- log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}, 开始追单", gridId, accumulatedShortLossCount);
+ boolean sameGrid = (gridId == lastShortStopLossGridId);
+ accumulatedShortLossCount++;
+ lastShortStopLossGridId = gridId;
+ log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
+ gridId, accumulatedShortLossCount, sameGrid ? "(同网格)" : "");
int newEntryGridId = gridId - 1;
GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1400,12 +1442,7 @@
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
int maxPos = config.getMaxPositionSize();
- int targetAmount;
- if (config.getStopLossCount() > 0 && accumulatedShortLossCount <= config.getStopLossCount()) {
- targetAmount = Integer.parseInt(config.getQuantity());
- } else {
- targetAmount = Integer.parseInt(config.getQuantity()) * 2;
- }
+ int targetAmount = sameGrid ? Integer.parseInt(config.getQuantity()) : (accumulatedShortLossCount + 1) * Integer.parseInt(config.getQuantity());
int addSize;
if (maxPos > 0) {
int remainingRoom = maxPos - posSize;
@@ -1440,23 +1477,23 @@
}
}
- // 止损触发时，取消最远的空仓止盈订单
- GridElement farthestShortTp = null;
- for (GridElement e : config.getGridElements()) {
- if (e.getShortTakeProfitOrderId() != null) {
- if (farthestShortTp == null || e.getGridPrice().compareTo(farthestShortTp.getGridPrice()) < 0) {
- farthestShortTp = e;
- }
- }
- }
- if (farthestShortTp != null) {
- String tpOrderId = farthestShortTp.getShortTakeProfitOrderId();
- GridElement finalFarthestShortTp = farthestShortTp;
- executor.cancelConditionalOrder(tpOrderId, oid -> {
- shortTakeProfitTraderIdParam(finalFarthestShortTp, null, false);
- log.info("[Gate] 空仓止损触发, 取消最远止盈 gridId:{}, orderId:{}", finalFarthestShortTp.getId(), tpOrderId);
- });
- }
+// // 止损触发时，取消最远的空仓止盈订单
+// GridElement farthestShortTp = null;
+// for (GridElement e : config.getGridElements()) {
+// if (e.getShortTakeProfitOrderId() != null) {
+// if (farthestShortTp == null || e.getGridPrice().compareTo(farthestShortTp.getGridPrice()) < 0) {
+// farthestShortTp = e;
+// }
+// }
+// }
+// if (farthestShortTp != null) {
+// String tpOrderId = farthestShortTp.getShortTakeProfitOrderId();
+// GridElement finalFarthestShortTp = farthestShortTp;
+// executor.cancelConditionalOrder(tpOrderId, oid -> {
+// shortTakeProfitTraderIdParam(finalFarthestShortTp, null, false);
+// log.info("[Gate] 空仓止损触发, 取消最远止盈 gridId:{}, orderId:{}", finalFarthestShortTp.getId(), tpOrderId);
+// });
+// }
}
// ========== 止盈/止损取消辅助方法 ==========
@@ -1609,6 +1646,7 @@
for (GridElement e : config.getGridElements()) {
String tpId = e.getLongTakeProfitOrderId();
if (tpId != null) {
+ e.getLongTraderParam().setTakeProfitPlaced(false);
e.setLongTakeProfitOrderId(null);
executor.cancelConditionalOrder(tpId, oid -> {});
}
@@ -1628,6 +1666,7 @@
for (GridElement e : config.getGridElements()) {
String tpId = e.getShortTakeProfitOrderId();
if (tpId != null) {
+ e.getShortTraderParam().setTakeProfitPlaced(false);
e.setShortTakeProfitOrderId(null);
executor.cancelConditionalOrder(tpId, oid -> {});
}
@@ -1666,51 +1705,155 @@
// ========== 止损追单（新逻辑：3 个固定位置，每个位置挂多个 1 张止损单） ==========
/**
- * 多仓止损追单 — 3 个固定位置，从近到远分配合约。
- * A(gridId-2): (filledQty/qty - 2) 个独立止损单，每个 qty 张
- * B(gridId-3): 1 个止损单，qty 张
- * C(gridId-4): 1 个止损单，qty 张
- * 注意：多仓止损在 gridId 负方向，触发价 ≤ 网格价。
+ * 多仓止损追单 — 网格数量 = baseQuantity/quantity，从近到远分配。
+ * aCount<0跳过, aCount=0→主=2, aCount=1→主=2,辅0=1, aCount>=2→主=aCount,辅依次填1
*/
private void extendLongStopLoss(int filledQty, int gridId) {
int qty = Integer.parseInt(config.getQuantity());
- int aCount = Math.max(0, filledQty / qty - 2);
- log.info("[Gate] 多仓追挂止损, 成交{}张, gridId:{}, A({})x{} B({})x1 C({})x1",
- filledQty, gridId, gridId - 2, aCount, gridId - 3, gridId - 4);
+ int baseQty = Integer.parseInt(config.getBaseQuantity());
+ int gridCount = baseQty / qty;
+ GridElement entryElem = GridElement.findById(gridId);
+ if (gridCount <= 0 || filledQty < qty) {
+ // 早期返回需重置防重入标记
+ if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
+ return;
+ }
- // A 位置：挂 aCount 个独立止损单
- placeStopLossOrders(gridId - 2, aCount, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
- ORDER_TYPE_CLOSE_LONG, true);
- // B 位置：挂 1 个
- placeStopLossOrders(gridId - 3, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
- ORDER_TYPE_CLOSE_LONG, true);
- // C 位置：挂 1 个
- placeStopLossOrders(gridId - 4, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
- ORDER_TYPE_CLOSE_LONG, true);
+ int totalOrders = filledQty / qty;
+ int[] orders = new int[gridCount];
+
+ if (gridCount == 1) {
+ // 只有1个网格，全量挂在上面
+ orders[0] = totalOrders;
+ } else {
+ // 最近网格(orders[0])挂剩余张数，其余每个网格各挂1张
+ orders[0] = totalOrders - (gridCount - 1);
+ if (orders[0] < 1) {
+ // 订单数不够覆盖所有网格(理论上不会出现)，全量挂在最近网格
+ orders[0] = totalOrders;
+ } else {
+ for (int i = 1; i < gridCount; i++) {
+ orders[i] = 1;
+ }
+ }
+ }
+
+ // 计算总订单数，用于异步回调完成时重置防重入标记
+ int totalOrdersToPlace = 0;
+ for (int i = 0; i < gridCount; i++) {
+ if (orders[i] > 0) { totalOrdersToPlace += orders[i]; }
+ }
+ if (totalOrdersToPlace == 0) {
+ if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
+ return;
+ }
+ AtomicInteger remainCount = new AtomicInteger(totalOrdersToPlace);
+
+ StringBuilder detail = new StringBuilder();
+ for (int i = 0; i < gridCount; i++) {
+ if (orders[i] > 0) {
+ int sgId = gridId - 2 - i;
+ placeStopLossOrders(sgId, orders[i], qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_LONG, true, remainCount, entryElem);
+ if (detail.length() > 0) {
+ detail.append(" ");
+ }
+ detail.append(sgId).append("x").append(orders[i]);
+ }
+ }
+
+ log.info("[Gate] 多仓追挂止损, 成交{}张, gridId:{}, 网格数:{}, 分配:{}",
+ filledQty, gridId, gridCount, detail);
}
/**
- * 空仓止损追单 — 3 个固定位置，从近到远分配合约。
- * A(gridId+2): (filledQty/qty - 2) 个独立止损单，每个 qty 张
- * B(gridId+3): 1 个止损单，qty 张
- * C(gridId+4): 1 个止损单，qty 张
- * 注意：空仓止损在 gridId 正方向，触发价 ≥ 网格价。
+ * 空仓止损追单 — 网格数量 = baseQuantity/quantity，从近到远分配。
+ * aCount<0跳过, aCount=0→主=2, aCount=1→主=2,辅0=1, aCount>=2→主=aCount,辅依次填1
*/
private void extendShortStopLoss(int filledQty, int gridId) {
int qty = Integer.parseInt(config.getQuantity());
- int aCount = Math.max(0, filledQty / qty - 2);
- log.info("[Gate] 空仓追挂止损, 成交{}张, gridId:{}, A({})x{} B({})x1 C({})x1",
- filledQty, gridId, gridId + 2, aCount, gridId + 3, gridId + 4);
+ int baseQty = Integer.parseInt(config.getBaseQuantity());
+ int gridCount = baseQty / qty;
+ GridElement entryElem = GridElement.findById(gridId);
+ if (gridCount <= 0 || filledQty < qty) {
+ // 早期返回需重置防重入标记
+ if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
+ return;
+ }
- // A 位置：挂 aCount 个独立止损单
- placeStopLossOrders(gridId + 2, aCount, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
- ORDER_TYPE_CLOSE_SHORT, false);
- // B 位置：挂 1 个
- placeStopLossOrders(gridId + 3, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
- ORDER_TYPE_CLOSE_SHORT, false);
- // C 位置：挂 1 个
- placeStopLossOrders(gridId + 4, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
- ORDER_TYPE_CLOSE_SHORT, false);
+ int totalOrders = filledQty / qty;
+ int[] orders = new int[gridCount];
+
+ if (gridCount == 1) {
+ // 只有1个网格，全量挂在上面
+ orders[0] = totalOrders;
+ } else {
+ // 最近网格(orders[0])挂剩余张数，其余每个网格各挂1张
+ orders[0] = totalOrders - (gridCount - 1);
+ if (orders[0] < 1) {
+ // 订单数不够覆盖所有网格(理论上不会出现)，全量挂在最近网格
+ orders[0] = totalOrders;
+ } else {
+ for (int i = 1; i < gridCount; i++) {
+ orders[i] = 1;
+ }
+ }
+ }
+
+ // 计算总订单数，用于异步回调完成时重置防重入标记
+ int totalOrdersToPlace = 0;
+ for (int i = 0; i < gridCount; i++) {
+ if (orders[i] > 0) { totalOrdersToPlace += orders[i]; }
+ }
+ if (totalOrdersToPlace == 0) {
+ if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
+ return;
+ }
+ AtomicInteger remainCount = new AtomicInteger(totalOrdersToPlace);
+
+ StringBuilder detail = new StringBuilder();
+ for (int i = 0; i < gridCount; i++) {
+ if (orders[i] > 0) {
+ int sgId = gridId + 2 + i;
+ placeStopLossOrders(sgId, orders[i], qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_SHORT, false, remainCount, entryElem);
+ if (detail.length() > 0) {
+ detail.append(" ");
+ }
+ detail.append(sgId).append("x").append(orders[i]);
+ }
+ }
+
+ log.info("[Gate] 空仓追挂止损, 成交{}张, gridId:{}, 网格数:{}, 分配:{}",
+ filledQty, gridId, gridCount, detail);
+ }
+
+ /**
+ * 延展完成后重挂止损（处理被跳过的入场单成交）。
+ * 取消已有止损单并用最新仓位重新挂单，确保止损覆盖最新持仓数。
+ */
+ private void reExtendLongStopLoss(GridElement entryElem) {
+ if (entryElem.isExtendStopLossInProgress()) {
+ log.info("[Gate] 多仓重挂止损跳过, entryGridId:{}, 仍在进行中", entryElem.getId());
+ return;
+ }
+ entryElem.setExtendStopLossInProgress(true);
+ cancelAllLongTakeProfitsAndStopLosses();
+ int latestPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
+ log.info("[Gate] 多仓重挂止损, entryGridId:{}, 最新仓位:{}张", entryElem.getId(), latestPos);
+ extendLongStopLoss(latestPos, entryElem.getId());
+ }
+
+ private void reExtendShortStopLoss(GridElement entryElem) {
+ if (entryElem.isExtendStopLossInProgress()) {
+ log.info("[Gate] 空仓重挂止损跳过, entryGridId:{}, 仍在进行中", entryElem.getId());
+ return;
+ }
+ entryElem.setExtendStopLossInProgress(true);
+ cancelAllShortTakeProfitsAndStopLosses();
+ int latestPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
+ log.info("[Gate] 空仓重挂止损, entryGridId:{}, 最新仓位:{}张", entryElem.getId(), latestPos);
+ extendShortStopLoss(latestPos, entryElem.getId());
}
/**
@@ -1718,13 +1861,34 @@
*/
private void placeStopLossOrders(int gridId, int count, int qty,
FuturesPriceTrigger.RuleEnum rule,
- String orderType, boolean isLong) {
+ String orderType, boolean isLong,
+ AtomicInteger remainCount,
+ GridElement entryElement) {
if (count <= 0) {
return;
}
GridElement elem = GridElement.findById(gridId);
if (elem == null) {
log.warn("[Gate] 止损挂单位置不存在, gridId:{}", gridId);
+ // 即使挂单位置不存在也需递减计数器，避免标志永不重置
+ if (remainCount != null && entryElement != null) {
+ for (int i = 0; i < count; i++) {
+ if (remainCount.decrementAndGet() == 0) {
+ entryElement.setExtendStopLossInProgress(false);
+ log.info("[Gate] {}止损追单全部完成(部分位置缺失), entryGridId:{}, 防重入标记已重置",
+ isLong ? "多仓" : "空仓", entryElement.getId());
+ // 检查待重挂请求
+ if (entryElement.isPendingStopLossReExtend()) {
+ entryElement.setPendingStopLossReExtend(false);
+ if (isLong) {
+ reExtendLongStopLoss(entryElement);
+ } else {
+ reExtendShortStopLoss(entryElement);
+ }
+ }
+ }
+ }
+ }
return;
}
BigDecimal triggerPrice = elem.getGridPrice();
@@ -1743,6 +1907,21 @@
GridElement.refreshIndices();
log.info("[Gate] {}止损追加, gridId:{}, 触发价:{}, 第{}单, stopLossId:{}",
isLong ? "多仓" : "空仓", finalGridId, triggerPrice, finalI + 1, profitId);
+ // 计数器归零时重置防重入标记，并检查是否有待重挂请求
+ if (remainCount != null && remainCount.decrementAndGet() == 0 && entryElement != null) {
+ entryElement.setExtendStopLossInProgress(false);
+ log.info("[Gate] {}止损追单全部完成, entryGridId:{}, 防重入标记已重置",
+ isLong ? "多仓" : "空仓", entryElement.getId());
+ // 如果有被跳过的入场单成交，用最新仓位重挂一次止损
+ if (entryElement.isPendingStopLossReExtend()) {
+ entryElement.setPendingStopLossReExtend(false);
+ if (isLong) {
+ reExtendLongStopLoss(entryElement);
+ } else {
+ reExtendShortStopLoss(entryElement);
+ }
+ }
+ }
}
);
}
--
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