From 22edec5dd1c606bc11805b5190eb851512588209 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Fri, 05 Jun 2026 17:40:56 +0800
Subject: [PATCH] feat(gateApi): 优化网格交易止损挂单位置计数逻辑
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 27 +++++++++++++++++----------
1 files changed, 17 insertions(+), 10 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 f54cb94..b295187 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -148,6 +148,11 @@
private volatile BigDecimal initialPrincipal = BigDecimal.ZERO;
private volatile GateKlineWebSocketClient wsClient;
+ /** 多仓挂单张数计数器：止损触发时用当前值挂单，随后+1；挂单成交后重置为1 */
+ private volatile int longEntryQty = 1;
+ /** 空仓挂单张数计数器：止损触发时用当前值挂单，随后+1；挂单成交后重置为1 */
+ private volatile int shortEntryQty = 1;
+
public GateGridTradeService(GateConfig config) {
this.config = config;
ApiClient apiClient = new ApiClient();
@@ -306,6 +311,8 @@
longPriceQueue.clear();
currentLongOrderIds.clear();
currentShortOrderIds.clear();
+ longEntryQty = 1;
+ shortEntryQty = 1;
// 每次重启重新获取当前本金
refreshInitialPrincipal();
@@ -783,6 +790,7 @@
if (shortGridElement.isHasShortOrder() && !tradeId.equals("0")){
int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
shortEntryTraderIdParam(shortGridElement, null, false);
+ shortEntryQty = 1;
extendShortStopLoss(filledQty);
log.info("[Gate] 空单成交 gridId:{}, qty:{}, 追挂止损", shortGridElement.getId(), filledQty);
}
@@ -792,6 +800,7 @@
if (longGridElement.isHasLongOrder() && !tradeId.equals("0")){
int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
longEntryTraderIdParam(longGridElement, null, false);
+ longEntryQty = 1;
extendLongStopLoss(filledQty);
log.info("[Gate] 多单成交 gridId:{}, qty:{}, 追挂止损", longGridElement.getId(), filledQty);
}
@@ -1392,12 +1401,11 @@
}
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- BigDecimal priceDiff = longEntryPrice.subtract(triggerPrice).abs();
- int entryQty = priceDiff.divide(config.getStep(), 0, RoundingMode.DOWN).intValue();
- entryQty = Math.max(1, entryQty);
+ longEntryQty++;
+ int entryQty = longEntryQty;
String size = new BigDecimal(String.valueOf(entryQty)).multiply(new BigDecimal(config.getQuantity())).toString();
- log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}张多单, 均价:{}, 价差:{}, 步长:{}",
- gridId, newEntryGridId, entryQty, longEntryPrice, priceDiff, config.getStep());
+ log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}基础张多单(计数器:{}, size:{})",
+ gridId, newEntryGridId, entryQty, longEntryQty, size);
newEntryGrid.getLongTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
@@ -1432,12 +1440,11 @@
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- BigDecimal priceDiff = shortEntryPrice.subtract(triggerPrice).abs();
- int entryQty = priceDiff.divide(config.getStep(), 0, RoundingMode.DOWN).intValue();
- entryQty = Math.max(1, entryQty);
+ shortEntryQty++;
+ int entryQty = shortEntryQty;
String size = new BigDecimal(String.valueOf(entryQty)).multiply(new BigDecimal(config.getQuantity())).toString();
- log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}张空单, 均价:{}, 价差:{}, 步长:{}",
- gridId, newEntryGridId, entryQty, shortEntryPrice, priceDiff, config.getStep());
+ log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}基础张空单(计数器:{}, size:{})",
+ gridId, newEntryGridId, entryQty, shortEntryQty, size);
newEntryGrid.getShortTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
--
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