From 26732af73222f09a011796810e34e2dafa3a58bb Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Wed, 13 May 2026 12:00:32 +0800
Subject: [PATCH] refactor(gateApi): 优化网格交易逻辑和条件单管理
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 223 +++++++++++++++++++++++++++++++++++--------------------
1 files changed, 140 insertions(+), 83 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 88c397b..c32da8a 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -380,11 +380,8 @@
if (state != StrategyState.ACTIVE) {
return;
}
- if (!longPriceQueue.isEmpty() && closePrice.compareTo(longPriceQueue.get(0)) > 0) {
- processLongGrid(closePrice);
- } else if (!shortPriceQueue.isEmpty() && closePrice.compareTo(shortPriceQueue.get(0)) < 0) {
- processShortGrid(closePrice);
- }
+ processLongGrid(closePrice);
+ processShortGrid(closePrice);
}
// ---- 仓位推送回调 ----
@@ -445,6 +442,20 @@
FuturesPriceTrigger.RuleEnum.NUMBER_1, ORDER_TYPE_CLOSE_LONG, negate(config.getQuantity()));
log.info("[Gate] 多单止盈已设, tp:{}, size:{}", tpPrice, negate(config.getQuantity()));
}
+ }else if(size.compareTo(longPositionSize) < 0){
+ if (entryPrice.compareTo(shortEntryPrice) > 0
+ && entryPrice.compareTo(longEntryPrice) < 0
+ && shortPositionSize.compareTo(new BigDecimal("3")) < 0) {
+
+ executor.openShort(negate(config.getQuantity()), () -> {
+ log.info("[Gate] 反向空单");
+ }, null);
+
+ BigDecimal reverseShortTp = entryPrice.subtract(config.getStep()).setScale(1, RoundingMode.HALF_UP);
+ executor.placeTakeProfit(reverseShortTp,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2, ORDER_TYPE_CLOSE_SHORT, config.getQuantity());
+ log.info("[Gate] 反向条件空单已挂, trigger:{}, size:{}, 止盈:{}", entryPrice, negate(config.getQuantity()), reverseShortTp);
+ }
} else {
longPositionSize = size;
}
@@ -480,6 +491,19 @@
executor.placeTakeProfit(tpPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_2, ORDER_TYPE_CLOSE_SHORT, config.getQuantity());
log.info("[Gate] 空单止盈已设, tp:{}, size:{}", tpPrice, config.getQuantity());
+ }
+ }else if(size.abs().compareTo(shortPositionSize) < 0){
+ if (entryPrice.compareTo(shortEntryPrice) > 0
+ && entryPrice.compareTo(longEntryPrice) < 0
+ && longPositionSize.compareTo(new BigDecimal("3")) < 0) {
+ executor.openLong(config.getQuantity(), () -> {
+ log.info("[Gate] 反向多单");
+ }, null);
+
+ BigDecimal reverseLongTp = entryPrice.add(config.getStep()).setScale(1, RoundingMode.HALF_UP);
+ executor.placeTakeProfit(reverseLongTp,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1, ORDER_TYPE_CLOSE_LONG, negate(config.getQuantity()));
+ log.info("[Gate] 反向条件多单已挂, trigger:{}, size:{}, 止盈:{}", entryPrice, negate(config.getQuantity()), reverseLongTp);
}
} else {
shortPositionSize = size.abs();
@@ -612,13 +636,16 @@
* <li>空仓队列：移除 matched 元素，从尾部最小值递减 step 补充等量新元素，重新降序排序</li>
* <li>多仓队列：以多仓首元素（最小价）为基准递减 step，生成 matched.size() 个新元素加入，
* 升序排序，超限截尾</li>
- * <li>空仓止盈队列：加入新空仓首元素 − step，降序排序</li>
- * <li>保证金检查 → 不安全则跳过挂单（队列照常更新并返回），安全则继续</li>
- * <li>取消所有旧多仓条件单（currentLongOrderIds），清空集合</li>
+ * <li>空仓止盈队列：始终加入新空仓首元素 − step（降序排序），不受守卫限制</li>
+ * <li>保证金检查 → 不安全则跳过挂单（队列和止盈队列照常更新），安全则继续</li>
* <li>挂新空仓条件单（触发价 = 新空仓首元素，rule=NUMBER_2 ≤触发价时开空，size=负）</li>
- * <li>挂新多仓条件单（触发价 = 新多仓首元素，rule=NUMBER_1 ≥触发价时开多，size=正）</li>
- * <li>反向开多判断：新空仓首元素 > shortEntryPrice 且 < longEntryPrice 且 longPositionSize < 3
- * → 挂反向条件多单（触发价 = 新空仓首元素），止盈价 = 首元素 + step 加入多仓止盈队列</li>
+ * <li>多仓条件单守卫：newLongFirst < longEntryPrice 时才执行
+ * → 取消所有旧多仓条件单（currentLongOrderIds） → 清空集合 →
+ * 多仓止盈队列加入 newLongFirst + step →
+ * 挂新多仓条件单（触发价 = newLongFirst，rule=NUMBER_1 ≥触发价时开多，size=正）；
+ * 不满足时保持旧多仓条件单不变，也不更新多仓止盈队列</li>
+ * <li>反向开多判断：newShortFirst > shortEntryPrice 且 < longEntryPrice 且 longPositionSize < 3
+ * → 挂反向条件多单（触发价 = newShortFirst），止盈价 = newShortFirst + step 加入多仓止盈队列</li>
* </ol>
*
* @param currentPrice 当前 K 线收盘价（最新成交价）
@@ -654,21 +681,6 @@
log.info("[Gate] 现空队列:{}", shortPriceQueue);
}
- synchronized (longPriceQueue) {
- BigDecimal first = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(0);
- BigDecimal gridStep = config.getStep();
- for (int i = 1; i <= matched.size(); i++) {
- BigDecimal elem = first.subtract(gridStep.multiply(BigDecimal.valueOf(i))).setScale(1, RoundingMode.HALF_UP);
- longPriceQueue.add(elem);
- log.info("[Gate] 多队列增加:{}", elem);
- }
- longPriceQueue.sort(BigDecimal::compareTo);
- while (longPriceQueue.size() > config.getGridQueueSize()) {
- longPriceQueue.remove(longPriceQueue.size() - 1);
- }
- log.info("[Gate] 现多队列:{}", longPriceQueue);
- }
-
BigDecimal newShortFirst = shortPriceQueue.get(0);
BigDecimal step = config.getStep();
BigDecimal stpElem = newShortFirst.subtract(step).setScale(1, RoundingMode.HALF_UP);
@@ -676,40 +688,69 @@
shortTakeProfitQueue.sort((a, b) -> b.compareTo(a));
log.info("[Gate] 空止盈队列增加:{}, 现止盈队列:{}", stpElem, shortTakeProfitQueue);
+// synchronized (longPriceQueue) {
+// BigDecimal first = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(0);
+// BigDecimal gridStep = config.getStep();
+// for (int i = 1; i <= matched.size(); i++) {
+// BigDecimal elem = first.subtract(gridStep.multiply(BigDecimal.valueOf(i))).setScale(1, RoundingMode.HALF_UP);
+// longPriceQueue.add(elem);
+// log.info("[Gate] 多队列增加:{}", elem);
+// }
+// longPriceQueue.sort(BigDecimal::compareTo);
+// while (longPriceQueue.size() > config.getGridQueueSize()) {
+// longPriceQueue.remove(longPriceQueue.size() - 1);
+// }
+// log.info("[Gate] 现多队列:{}", longPriceQueue);
+// }
+
if (!isMarginSafe()) {
log.warn("[Gate] 保证金超限，跳过挂条件单");
} else {
+// synchronized (currentShortOrderIds) {
+// for (String id : currentShortOrderIds) {
+// executor.cancelConditionalOrder(id);
+// }
+// currentShortOrderIds.clear();
+// }
+
+ currentShortOrderIds.clear();
executor.placeConditionalEntryOrder(newShortFirst,
FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
orderId -> { currentShortOrderIds.add(orderId); log.info("[Gate] 新条件空单, id:{}, trigger:{}", orderId, newShortFirst); },
null);
- BigDecimal newLongFirst = longPriceQueue.get(0);
+ BigDecimal newLongFirst = newShortFirst.add( step.multiply(new BigDecimal("2")));
if (newLongFirst.compareTo(longEntryPrice) < 0) {
- synchronized (currentLongOrderIds) {
- for (String id : currentLongOrderIds) {
- executor.cancelConditionalOrder(id);
- }
- currentLongOrderIds.clear();
- }
+// synchronized (currentLongOrderIds) {
+// for (String id : currentLongOrderIds) {
+// executor.cancelConditionalOrder(id);
+// }
+// currentLongOrderIds.clear();
+// }
+ currentLongOrderIds.clear();
+
+ BigDecimal ltpElem = newLongFirst.add(step).setScale(1, RoundingMode.HALF_UP);
+ longTakeProfitQueue.add(ltpElem);
+ longTakeProfitQueue.sort(BigDecimal::compareTo);
+ log.info("[Gate] 多止盈队列增加:{}, 现止盈队列:{}", ltpElem, longTakeProfitQueue);
executor.placeConditionalEntryOrder(newLongFirst,
FuturesPriceTrigger.RuleEnum.NUMBER_1, config.getQuantity(),
orderId -> { currentLongOrderIds.add(orderId); log.info("[Gate] 新条件多单, id:{}, trigger:{}", orderId, newLongFirst); },
null);
}
- if (newShortFirst.compareTo(shortEntryPrice) > 0
- && newShortFirst.compareTo(longEntryPrice) < 0
- && longPositionSize.compareTo(new BigDecimal("3")) < 0) {
- BigDecimal reverseLongTp = newShortFirst.add(step).setScale(1, RoundingMode.HALF_UP);
- longTakeProfitQueue.add(reverseLongTp);
- longTakeProfitQueue.sort(BigDecimal::compareTo);
- executor.placeConditionalEntryOrder(newShortFirst,
- FuturesPriceTrigger.RuleEnum.NUMBER_1, config.getQuantity(),
- orderId -> { currentLongOrderIds.add(orderId); },
- null);
- log.info("[Gate] 反向条件多单已挂, trigger:{}, size:{}, 止盈:{}", newShortFirst, config.getQuantity(), reverseLongTp);
- }
+// if (newShortFirst.compareTo(shortEntryPrice) > 0
+// && newShortFirst.compareTo(longEntryPrice) < 0
+// && longPositionSize.compareTo(new BigDecimal("3")) < 0) {
+// BigDecimal reverseLongTp = newShortFirst.add(step).setScale(1, RoundingMode.HALF_UP);
+// longTakeProfitQueue.add(reverseLongTp);
+// longTakeProfitQueue.sort(BigDecimal::compareTo);
+// executor.placeConditionalEntryOrder(newShortFirst,
+// FuturesPriceTrigger.RuleEnum.NUMBER_1, config.getQuantity(),
+// orderId -> { currentLongOrderIds.add(orderId); },
+// null);
+// log.info("[Gate] 反向条件多单已挂, trigger:{}, size:{}, 止盈:{}", newShortFirst, config.getQuantity(), reverseLongTp);
+// }
}
}
@@ -727,13 +768,14 @@
* <li>多仓队列：移除 matched 元素，从尾部最大值递增 step 补充等量新元素，重新升序排序</li>
* <li>空仓队列：以空仓首元素（最高价）为基准递增 step，生成 matched.size() 个新元素加入，
* 降序排序，超限截尾</li>
- * <li>多仓止盈队列：加入新多仓首元素 + step，升序排序</li>
- * <li>保证金检查 → 不安全则跳过挂单（队列照常更新并返回），安全则继续</li>
+ * <li>多仓止盈队列：始终加入新多仓首元素 + step（升序排序），不受守卫限制</li>
+ * <li>保证金检查 → 不安全则跳过挂单（队列和止盈队列照常更新），安全则继续</li>
* <li>挂新多仓条件单（触发价 = 新多仓首元素，rule=NUMBER_1 ≥触发价时开多，size=正）</li>
* <li>空仓条件单守卫：newShortFirst > shortEntryPrice 时才执行
* → 取消所有旧空仓条件单（currentShortOrderIds） → 清空集合 →
- * 挂新空仓条件单（触发价 = 新空仓首元素，rule=NUMBER_2 ≤触发价时开空，size=负）；
- * 不满足时保持旧空仓条件单不变</li>
+ * 空仓止盈队列加入 newShortFirst − step →
+ * 挂新空仓条件单（触发价 = newShortFirst，rule=NUMBER_2 ≤触发价时开空，size=负）；
+ * 不满足时保持旧空仓条件单不变，也不更新空仓止盈队列</li>
* <li>反向开空判断：newLongFirst > shortEntryPrice 且 < longEntryPrice 且 shortPositionSize < 3
* → 挂反向条件空单（触发价 = newLongFirst），止盈价 = newLongFirst − step 加入空仓止盈队列</li>
* </ol>
@@ -772,21 +814,6 @@
log.info("[Gate] 现多队列:{}", longPriceQueue);
}
- synchronized (shortPriceQueue) {
- BigDecimal first = shortPriceQueue.isEmpty() ? matched.get(0) : shortPriceQueue.get(0);
- BigDecimal gridStep = config.getStep();
- for (int i = 1; i <= matched.size(); i++) {
- BigDecimal elem = first.add(gridStep.multiply(BigDecimal.valueOf(i))).setScale(1, RoundingMode.HALF_UP);
- shortPriceQueue.add(elem);
- log.info("[Gate] 空队列增加:{}", elem);
- }
- shortPriceQueue.sort((a, b) -> b.compareTo(a));
- while (shortPriceQueue.size() > config.getGridQueueSize()) {
- shortPriceQueue.remove(shortPriceQueue.size() - 1);
- }
- log.info("[Gate] 现空队列:{}", shortPriceQueue);
- }
-
BigDecimal newLongFirst = longPriceQueue.get(0);
BigDecimal step = config.getStep();
BigDecimal ltpElem = newLongFirst.add(step).setScale(1, RoundingMode.HALF_UP);
@@ -794,41 +821,71 @@
longTakeProfitQueue.sort(BigDecimal::compareTo);
log.info("[Gate] 多止盈队列增加:{}, 现止盈队列:{}", ltpElem, longTakeProfitQueue);
+// synchronized (shortPriceQueue) {
+// BigDecimal first = shortPriceQueue.isEmpty() ? matched.get(0) : shortPriceQueue.get(0);
+// BigDecimal gridStep = config.getStep();
+// for (int i = 1; i <= matched.size(); i++) {
+// BigDecimal elem = first.add(gridStep.multiply(BigDecimal.valueOf(i))).setScale(1, RoundingMode.HALF_UP);
+// shortPriceQueue.add(elem);
+// log.info("[Gate] 空队列增加:{}", elem);
+// }
+// shortPriceQueue.sort((a, b) -> b.compareTo(a));
+// while (shortPriceQueue.size() > config.getGridQueueSize()) {
+// shortPriceQueue.remove(shortPriceQueue.size() - 1);
+// }
+// log.info("[Gate] 现空队列:{}", shortPriceQueue);
+// }
+
+
+
if (!isMarginSafe()) {
log.warn("[Gate] 保证金超限，跳过挂条件单");
} else {
+// synchronized (currentLongOrderIds) {
+// for (String id : currentLongOrderIds) {
+// executor.cancelConditionalOrder(id);
+// }
+// currentLongOrderIds.clear();
+// }
+ currentLongOrderIds.clear();
executor.placeConditionalEntryOrder(newLongFirst,
FuturesPriceTrigger.RuleEnum.NUMBER_1, config.getQuantity(),
orderId -> { currentLongOrderIds.add(orderId); log.info("[Gate] 新条件多单, id:{}, trigger:{}", orderId, newLongFirst); },
null);
- BigDecimal newShortFirst = shortPriceQueue.get(0);
+ BigDecimal newShortFirst = newLongFirst.subtract( step.multiply(new BigDecimal("2")));
if (newShortFirst.compareTo(shortEntryPrice) > 0){
- synchronized (currentShortOrderIds) {
- for (String id : currentShortOrderIds) {
- executor.cancelConditionalOrder(id);
- }
- currentShortOrderIds.clear();
- }
+// synchronized (currentShortOrderIds) {
+// for (String id : currentShortOrderIds) {
+// executor.cancelConditionalOrder(id);
+// }
+// currentShortOrderIds.clear();
+// }
+ currentShortOrderIds.clear();
+
+ BigDecimal stpElem = newShortFirst.subtract(step).setScale(1, RoundingMode.HALF_UP);
+ shortTakeProfitQueue.add(stpElem);
+ shortTakeProfitQueue.sort((a, b) -> b.compareTo(a));
+ log.info("[Gate] 空止盈队列增加:{}, 现止盈队列:{}", stpElem, shortTakeProfitQueue);
executor.placeConditionalEntryOrder(newShortFirst,
FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
orderId -> { currentShortOrderIds.add(orderId); log.info("[Gate] 新条件空单, id:{}, trigger:{}", orderId, newShortFirst); },
null);
}
- if (newLongFirst.compareTo(shortEntryPrice) > 0
- && newLongFirst.compareTo(longEntryPrice) < 0
- && shortPositionSize.compareTo(new BigDecimal("3")) < 0) {
- BigDecimal reverseShortTp = newLongFirst.subtract(step).setScale(1, RoundingMode.HALF_UP);
- shortTakeProfitQueue.add(reverseShortTp);
- shortTakeProfitQueue.sort((a, b) -> b.compareTo(a));
- executor.placeConditionalEntryOrder(newLongFirst,
- FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
- orderId -> { currentShortOrderIds.add(orderId); },
- null);
- log.info("[Gate] 反向条件空单已挂, trigger:{}, size:{}, 止盈:{}", newLongFirst, negate(config.getQuantity()), reverseShortTp);
- }
+// if (newLongFirst.compareTo(shortEntryPrice) > 0
+// && newLongFirst.compareTo(longEntryPrice) < 0
+// && shortPositionSize.compareTo(new BigDecimal("3")) < 0) {
+// BigDecimal reverseShortTp = newLongFirst.subtract(step).setScale(1, RoundingMode.HALF_UP);
+// shortTakeProfitQueue.add(reverseShortTp);
+// shortTakeProfitQueue.sort((a, b) -> b.compareTo(a));
+// executor.placeConditionalEntryOrder(newLongFirst,
+// FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
+// orderId -> { currentShortOrderIds.add(orderId); },
+// null);
+// log.info("[Gate] 反向条件空单已挂, trigger:{}, size:{}, 止盈:{}", newLongFirst, negate(config.getQuantity()), reverseShortTp);
+// }
}
}
--
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