From 297215d472326ebaa31001772fb4f3e61adae762 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 22 Jun 2026 11:31:57 +0800
Subject: [PATCH] fix(gateApi): 修复网格交易价格队列初始化和方向标识错误
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 436 ++++++++++++++++++++++++++++++++++++++++++++++-------
1 files changed, 374 insertions(+), 62 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 dec4977..064b7a6 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -134,6 +134,11 @@
/** 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） */
+ private volatile int accumulatedLongLossCount = 0;
+ /** 空头累计止损张数（加仓订单成交后归零） */
+ private volatile int accumulatedShortLossCount = 0;
+
private volatile BigDecimal lastKlinePrice;
private volatile BigDecimal markPrice = BigDecimal.ZERO;
private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
@@ -300,8 +305,12 @@
baseShortOpened = false;
longActive = false;
shortActive = false;
+ accumulatedLongLossCount = 0;
+ accumulatedShortLossCount = 0;
shortPriceQueue.clear();
longPriceQueue.clear();
+ totalShortPriceQueue.clear();
+ totalLongPriceQueue.clear();
currentLongOrderIds.clear();
currentShortOrderIds.clear();
// 每次重启重新获取当前本金
@@ -383,7 +392,7 @@
}
- checkProfitAndReset();
+// checkProfitAndReset();
if (state == StrategyState.ACTIVE &&
@@ -590,6 +599,25 @@
return;
}
+ // [Gate-需求1] 多仓止盈触发：清空止盈状态 + 取消最远多仓止损 + 检查是否最后一个止盈
+ 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);
+ cancelFarthestLongStopLoss();
+ checkLastTakeProfitAndRestart();
+ return;
+ }
+ // [Gate-需求1] 空仓止盈触发：清空止盈状态 + 取消最远空仓止损 + 检查是否最后一个止盈
+ 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);
+ cancelFarthestShortStopLoss();
+ checkLastTakeProfitAndRestart();
+ return;
+ }
+
GridElement longStopLossElem = GridElement.findByLongStopLossOrderId(orderId);
// if (longStopLossElem != null && longPositionSize.compareTo(BigDecimal.ZERO) > 0 && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
if (longStopLossElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
@@ -608,8 +636,39 @@
if (shortGridElement.isHasShortOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
shortEntryTraderIdParam(shortGridElement, null, false);
- extendShortStopLoss(filledQty);
+ // [Gate-需求2] 加仓后先撤空仓所有止盈+止损，再重挂
+ cancelAllShortTakeProfitsAndStopLosses();
+ extendShortStopLoss(filledQty,shortGridElement.getId());
+ accumulatedShortLossCount = 0; // 加仓订单成交，重置止损累计
log.info("[Gate] 空单成交 gridId:{}", filledQty);
+
+ // 空仓持仓超过baseQuantity时，从gridId-2开始向外追挂止盈
+ BigDecimal shortBaseQty = new BigDecimal(config.getBaseQuantity());
+ BigDecimal shortGridQty = new BigDecimal(config.getQuantity());
+ if (shortPositionSize.compareTo(shortBaseQty) > 0) {
+ BigDecimal shortExcess = shortPositionSize.subtract(shortBaseQty);
+ int shortExcessCount = shortExcess.divide(shortGridQty, 0, RoundingMode.DOWN).intValue();
+ for (int i = 0; i < shortExcessCount; i++) {
+ int tpGridId = shortGridElement.getId() - 2 - i;
+ 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);
+ }
+ );
+ }
+ }
}
}
GridElement longGridElement = GridElement.findByLongOrderId(orderId);
@@ -618,8 +677,39 @@
int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
longEntryTraderIdParam(longGridElement, null, false);
- extendLongStopLoss(filledQty);
+ // [Gate-需求2] 加仓后先撤多仓所有止盈+止损，再重挂
+ cancelAllLongTakeProfitsAndStopLosses();
+ extendLongStopLoss(filledQty,longGridElement.getId());
+ accumulatedLongLossCount = 0; // 加仓订单成交，重置止损累计
log.info("[Gate] 多单成交 gridId:{}", filledQty);
+
+ // 多仓持仓超过baseQuantity时，从gridId+2开始向外追挂止盈
+ BigDecimal longBaseQty = new BigDecimal(config.getBaseQuantity());
+ BigDecimal longGridQty = new BigDecimal(config.getQuantity());
+ if (longPositionSize.compareTo(longBaseQty) > 0) {
+ BigDecimal longExcess = longPositionSize.subtract(longBaseQty);
+ int longExcessCount = longExcess.divide(longGridQty, 0, RoundingMode.DOWN).intValue();
+ for (int i = 0; i < longExcessCount; i++) {
+ int tpGridId = longGridElement.getId() + 2 + i;
+ 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);
+ }
+ );
+ }
+ }
}
}
}
@@ -689,7 +779,7 @@
// );
// }
- int shortTime = Integer.parseInt(config.getBaseQuantity()) + 1;
+ int shortTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
for (int id = 2; id <= shortTime; id++) {
GridElement elem = GridElement.findById(id);
if (elem == null) {
@@ -712,7 +802,7 @@
}
- int longTime = Integer.parseInt(config.getBaseQuantity()) + 1;
+ int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
for (int id = -2; id >= -longTime; id--) {
GridElement elem = GridElement.findById(id);
if (elem == null) {
@@ -792,6 +882,8 @@
*/
private void generateShortQueue() {
shortPriceQueue.clear();
+ totalShortPriceQueue.clear();
+ totalLongPriceQueue.clear();
int prec = config.getPriceScale();
BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(prec, RoundingMode.HALF_UP);
config.setStep(step);
@@ -904,8 +996,8 @@
elements.add(GridElement.builder()
.id(0)
.gridPrice(price)
- .upId(shortSize > 0 ? 1 : null)
- .downId(longSize > 0 ? -1 : null)
+ .upId(longSize > 0 ? 1 : null)
+ .downId(shortSize > 0 ? -1 : null)
.longTraderParam(longParam)
.shortTraderParam(shortParam)
.build());
@@ -965,25 +1057,27 @@
GridElement newEntryGrid = GridElement.findById(upId);
if (newEntryGrid != 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()) {
- BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- String size = config.getBaseQuantity();
- log.info("[Gate] 多仓仓位归零 gridId:{}, 挂{}基础张多单",
- newEntryGrid.getId(), size);
- newEntryGrid.getLongTraderParam().setQuantity(size);
- placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
- }
-
GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());
+ String quantity = cancelGridElement != null
+ ? cancelGridElement.getLongTraderParam().getQuantity()
+ : config.getBaseQuantity();
if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
String longOrderId = cancelGridElement.getLongOrderId();
executor.cancelConditionalOrder(longOrderId, oid -> {
longEntryTraderIdParam(cancelGridElement, null, false);
log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", cancelGridElement.getId(),longOrderId);
});
+ }
+// 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()) {
+ BigDecimal triggerPrice = newEntryGrid.getGridPrice();
+ String size = quantity;
+ log.info("[Gate] 多仓仓位归零 gridId:{}, 挂{}基础张多单",
+ newEntryGrid.getId(), size);
+ newEntryGrid.getLongTraderParam().setQuantity(size);
+ placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
}
}
}
@@ -1013,18 +1107,12 @@
GridElement newEntryGrid = GridElement.findById(downId);
if (newEntryGrid != 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()){
- BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- String size = config.getBaseQuantity();
- log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
- newEntryGrid.getId(), size);
- newEntryGrid.getShortTraderParam().setQuantity(size);
- placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
- }
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
*/
@@ -1034,6 +1122,16 @@
shortEntryTraderIdParam(cancelGridElement, null, false);
log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", cancelGridElement.getId(),shortOrderId);
});
+ }
+// 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()){
+ BigDecimal triggerPrice = newEntryGrid.getGridPrice();
+ String size = quantity;
+ log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
+ newEntryGrid.getId(), size);
+ newEntryGrid.getShortTraderParam().setQuantity(size);
+ placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
}
}
@@ -1056,21 +1154,22 @@
return;
}
- BigDecimal triggerPrice = newEntryGrid.getGridPrice();
+ // [Gate-BugFix] 防止与"仓位归零"重复下单：若该网格已有挂单则跳过
+ if (!newEntryGrid.isHasLongOrder()) {
+ BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- BigDecimal baseQuantity = new BigDecimal(config.getBaseQuantity());
- BigDecimal subtract = baseQuantity.subtract(longPositionSize);
- String size = new BigDecimal(config.getQuantity()).add(new BigDecimal("1")).toString();
- if (subtract.compareTo(BigDecimal.ZERO) >=0){
- size = subtract.add(new BigDecimal("1")).toString();
+ // 累计止损张数 + 当前止损量作为追单size，不再依赖positionSize（避免WS竞态）
+ accumulatedLongLossCount += Integer.parseInt(config.getQuantity());
+ String size = String.valueOf(accumulatedLongLossCount + Integer.parseInt(config.getQuantity()));
+ log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}基础张多单",
+ gridId, newEntryGridId, size);
+
+ newEntryGrid.getLongTraderParam().setQuantity(size);
+ placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
+ }else{
+ log.warn("[Gate] 多仓止损触发 gridId:{}, 目标gridId:{}已有挂单，跳过重复下单", gridId, newEntryGridId);
}
- log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}基础张多单",
- gridId, newEntryGridId, size);
-
- newEntryGrid.getLongTraderParam().setQuantity(size);
- placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
-
int cancelGridId = gridId + 2;
GridElement cancelGrid = GridElement.findById(cancelGridId);
@@ -1078,6 +1177,24 @@
executor.cancelConditionalOrder(cancelGrid.getLongOrderId(), oid -> {
longEntryTraderIdParam(cancelGrid, null, false);
log.info("[Gate] 多仓止损触发, 取消gridId:{}的多单", cancelGridId);
+ });
+ }
+
+ // 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);
});
}
}
@@ -1096,19 +1213,23 @@
return;
}
- BigDecimal triggerPrice = newEntryGrid.getGridPrice();
+ // [Gate-BugFix] 防止与"仓位归零"重复下单：若该网格已有挂单则跳过
+ if (!newEntryGrid.isHasShortOrder()) {
+ BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- BigDecimal baseQuantity = new BigDecimal(config.getBaseQuantity());
- BigDecimal subtract = baseQuantity.subtract(longPositionSize);
- String size = new BigDecimal(config.getQuantity()).add(new BigDecimal("1")).toString();
- if (subtract.compareTo(BigDecimal.ZERO) >=0){
- size = subtract.add(new BigDecimal("1")).toString();
+ // 累计止损张数 + 当前止损量作为追单size，不再依赖positionSize（避免WS竞态）
+ accumulatedShortLossCount += Integer.parseInt(config.getQuantity());
+ String size = String.valueOf(accumulatedShortLossCount + Integer.parseInt(config.getQuantity()));
+ log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}基础张空单",
+ gridId, newEntryGridId, size);
+ newEntryGrid.getShortTraderParam().setQuantity(size);
+ placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
+ }else{
+ log.warn("[Gate] 空仓止损触发 gridId:{}, 目标gridId:{}已有挂单，跳过重复下单", gridId, newEntryGridId);
}
- log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}基础张空单",
- gridId, newEntryGridId, size);
- newEntryGrid.getShortTraderParam().setQuantity(size);
- placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
+
+
int cancelGridId = gridId - 2;
@@ -1119,21 +1240,208 @@
log.info("[Gate] 空仓止损触发, 取消gridId:{}的空单", cancelGridId);
});
}
+
+ // 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);
+ });
+ }
}
- private void extendLongStopLoss(int filledQty) {
+ // ========== 止盈/止损取消辅助方法 ==========
+
+ /**
+ * 止盈触发后检查跨度是否达至要求，满足条件则重启策略。
+ *
+ * <h3>跨度定义</h3>
+ * {@code restartGridSpan} 表示多少倍的绝对步长 step（= 短基价 × gridRate）。
+ *
+ * <h3>判断逻辑</h3>
+ * <ol>
+ * <li>多空双边均有持仓：longEntryPrice − shortEntryPrice > span × step</li>
+ * <li>仅持多仓：currentPrice − longEntryPrice > span × step</li>
+ * <li>仅持空仓：shortEntryPrice − currentPrice > span × step</li>
+ * </ol>
+ * restartGridSpan=0 时禁用此功能。重启复用仓位归零模式：取消全部条件单 → 平仓 → 延迟启动。
+ */
+ private void checkLastTakeProfitAndRestart() {
+ int span = config.getRestartGridSpan();
+ if (span <= 0) {
+ return;
+ }
+ BigDecimal step = config.getStep();
+ if (step == null || step.compareTo(BigDecimal.ZERO) == 0) {
+ return;
+ }
+ BigDecimal threshold = step.multiply(new BigDecimal(span));
+
+ BigDecimal currentPrice = lastKlinePrice;
+ if (currentPrice == null || currentPrice.compareTo(BigDecimal.ZERO) == 0) {
+ return;
+ }
+
+ boolean shouldRestart = false;
+ String reason = "";
+
+ if (longActive && shortActive) {
+ // 多空双边持仓：多均价 − 空均价 > span × step
+ BigDecimal gap = longEntryPrice.subtract(shortEntryPrice);
+ if (gap.compareTo(threshold) > 0) {
+ shouldRestart = true;
+ reason = StrUtil.format("双边跨度 多均价:{} − 空均价:{} = {} > {} (span:{}×step:{})",
+ longEntryPrice, shortEntryPrice, gap, threshold, span, step);
+ }
+ } else if (longActive) {
+ // 仅持多仓：当前价 − 多均价 > span × step
+ BigDecimal gap = currentPrice.subtract(longEntryPrice);
+ if (gap.compareTo(threshold) > 0) {
+ shouldRestart = true;
+ reason = StrUtil.format("多仓跨度 当前价:{} − 多均价:{} = {} > {} (span:{}×step:{})",
+ currentPrice, longEntryPrice, gap, threshold, span, step);
+ }
+ } else if (shortActive) {
+ // 仅持空仓：空均价 − 当前价 > span × step
+ BigDecimal gap = shortEntryPrice.subtract(currentPrice);
+ if (gap.compareTo(threshold) > 0) {
+ shouldRestart = true;
+ reason = StrUtil.format("空仓跨度 空均价:{} − 当前价:{} = {} > {} (span:{}×step:{})",
+ shortEntryPrice, currentPrice, gap, threshold, span, step);
+ }
+ }
+
+ if (shouldRestart) {
+ log.info("[Gate] 跨度已达要求 → {}，最后一个止盈触发策略重启", reason);
+ try {
+ futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
+ } catch (ApiException ex) {
+ log.warn("[Gate] 重启前清理条件单失败", ex);
+ }
+ closeExistingPositions();
+ state = StrategyState.STOPPED;
+ executor.submitTask(() -> {
+ try { Thread.sleep(3000); } catch (InterruptedException ex) { Thread.currentThread().interrupt(); }
+ startGrid();
+ });
+ }
+ }
+
+ /**
+ * 取消最远的多仓止损订单。
+ * 多仓止损在 gridId 负方向，最远 = id 最小。
+ */
+ private void cancelFarthestLongStopLoss() {
+ GridElement farthest = null;
+ for (GridElement e : config.getGridElements()) {
+ if (e.getLongStopLossOrderId() != null) {
+ if (farthest == null || e.getId() < farthest.getId()) {
+ farthest = e;
+ }
+ }
+ }
+ if (farthest != null) {
+ String slId = farthest.getLongStopLossOrderId();
+ farthest.setLongStopLossOrderId(null);
+ GridElement.refreshIndices();
+ GridElement finalFarthest = farthest;
+ executor.cancelConditionalOrder(slId, oid ->
+ log.info("[Gate] 止盈触发, 取消最远多仓止损 gridId:{}, orderId:{}", finalFarthest.getId(), slId));
+ }
+ }
+
+ /**
+ * 取消最远的空仓止损订单。
+ * 空仓止损在 gridId 正方向，最远 = id 最大。
+ */
+ private void cancelFarthestShortStopLoss() {
+ GridElement farthest = null;
+ for (GridElement e : config.getGridElements()) {
+ if (e.getShortStopLossOrderId() != null) {
+ if (farthest == null || e.getId() > farthest.getId()) {
+ farthest = e;
+ }
+ }
+ }
+ if (farthest != null) {
+ String slId = farthest.getShortStopLossOrderId();
+ farthest.setShortStopLossOrderId(null);
+ GridElement.refreshIndices();
+ GridElement finalFarthest = farthest;
+ executor.cancelConditionalOrder(slId, oid ->
+ log.info("[Gate] 止盈触发, 取消最远空仓止损 gridId:{}, orderId:{}", finalFarthest.getId(), slId));
+ }
+ }
+
+ /**
+ * 取消所有多仓止盈 + 多仓止损订单（加仓后重建前清场）。
+ */
+ private void cancelAllLongTakeProfitsAndStopLosses() {
+ for (GridElement e : config.getGridElements()) {
+ String tpId = e.getLongTakeProfitOrderId();
+ if (tpId != null) {
+ e.setLongTakeProfitOrderId(null);
+ executor.cancelConditionalOrder(tpId, oid -> {});
+ }
+ String slId = e.getLongStopLossOrderId();
+ if (slId != null) {
+ e.setLongStopLossOrderId(null);
+ executor.cancelConditionalOrder(slId, oid -> {});
+ }
+ }
+ GridElement.refreshIndices();
+ log.info("[Gate] 已提交取消所有多仓止盈+止损");
+ }
+
+ /**
+ * 取消所有空仓止盈 + 空仓止损订单（加仓后重建前清场）。
+ */
+ private void cancelAllShortTakeProfitsAndStopLosses() {
+ for (GridElement e : config.getGridElements()) {
+ String tpId = e.getShortTakeProfitOrderId();
+ if (tpId != null) {
+ e.setShortTakeProfitOrderId(null);
+ executor.cancelConditionalOrder(tpId, oid -> {});
+ }
+ String slId = e.getShortStopLossOrderId();
+ if (slId != null) {
+ e.setShortStopLossOrderId(null);
+ executor.cancelConditionalOrder(slId, oid -> {});
+ }
+ }
+ GridElement.refreshIndices();
+ log.info("[Gate] 已提交取消所有空仓止盈+止损");
+ }
+
+ // ========== 止损追单 ==========
+
+ private void extendLongStopLoss(int filledQty,int gridId) {
int furthestSlId = 0;
for (GridElement e : config.getGridElements()) {
if (e.getLongStopLossOrderId() != null && e.getId() < furthestSlId) {
furthestSlId = e.getId();
}
}
+
+ int interval = 1;
if (furthestSlId == 0) {
- furthestSlId = -11;
+ furthestSlId = gridId;
+ interval = 2;
}
- log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 追加{}张", furthestSlId, filledQty);
- for (int i = 0; i < filledQty; i++) {
- int newSlId = furthestSlId - i - 1;
+ int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
+ log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
+ for (int i = 0; i < stopLossCount; i++) {
+ int newSlId = furthestSlId - i - interval;
GridElement elem = GridElement.findById(newSlId);
if (elem == null) {
continue;
@@ -1154,19 +1462,23 @@
}
}
- private void extendShortStopLoss(int filledQty) {
+ private void extendShortStopLoss(int filledQty, int gridId) {
int furthestSlId = 0;
for (GridElement e : config.getGridElements()) {
if (e.getShortStopLossOrderId() != null && e.getId() > furthestSlId) {
furthestSlId = e.getId();
}
}
+
+ int interval = 1;
if (furthestSlId == 0) {
- furthestSlId = 11;
+ furthestSlId = gridId;
+ interval = 2;
}
- log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 追加{}张", furthestSlId, filledQty);
- for (int i = 0; i < filledQty; i++) {
- int newSlId = furthestSlId + i + 1;
+ int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
+ log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
+ for (int i = 0; i < stopLossCount; i++) {
+ int newSlId = furthestSlId + i + interval;
GridElement elem = GridElement.findById(newSlId);
if (elem == null) {
continue;
--
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