From 2c81b49924c67d150562b6b4c28ffa03489cf857 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Thu, 16 Jul 2026 21:45:32 +0800
Subject: [PATCH] fix(gateApi): 修复网格交易中遗留订单取消逻辑
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 225 +++++++++++++++++++++++++++++++++++--------------------
1 files changed, 142 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 4fe75cc..4402a94 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -134,13 +134,13 @@
/** 多头是否活跃（有仓位） */
private volatile boolean longActive = false;
- /** 多头累计止损次数（加仓订单成交后归零），同一网格多次止损不累加 */
+ /** 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;
- /** 空头累计止损次数（加仓订单成交后归零），同一网格多次止损不累加 */
+ /** 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，用于判断是否是同一网格的连续止损 */
+ /** 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，用于判断是否是同一网格的连续止损 */
+ /** 最近触发止损的空头网格ID */
private volatile int lastShortStopLossGridId = Integer.MAX_VALUE;
private volatile BigDecimal lastKlinePrice;
@@ -398,7 +398,8 @@
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 &&
longActive == false &&
@@ -633,7 +634,7 @@
if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
shortEntryTraderIdParam(shortGridElement, orderId, false);
- accumulatedShortLossCount = 0; // 空单成交，重置止损追单计数
+ 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();
@@ -666,9 +667,10 @@
// }
// );
- // 空仓止盈：每1张持仓对应1个止盈位，从entry网格向下逐个挂
+ // 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 / shortGridQty;
+ int shortTpCount = posSize > shortBaseQty ? (posSize - shortBaseQty) / shortGridQty : 0;
for (int i = 0; i < shortTpCount; i++) {
int tpGridId = shortGridElement.getId() - 2 * (i + 1);
@@ -698,7 +700,7 @@
int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
longEntryTraderIdParam(longGridElement, orderId, false);
- accumulatedLongLossCount = 0; // 多单成交，重置止损追单计数
+ 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();
@@ -731,9 +733,10 @@
// }
// );
- // 多仓止盈：每1张持仓对应1个止盈位，从entry网格向上逐个挂
+ // 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 / longGridQty;
+ int longTpCount = posSize > longBaseQty ? (posSize - longBaseQty) / longGridQty : 0;
for (int i = 0; i < longTpCount; i++) {
int tpGridId = longGridElement.getId() + 2 * (i + 1);
@@ -1201,17 +1204,20 @@
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()));
+ // 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);
+ });
+ }
}
+ cancelCursor = GridElement.findById(cancelCursor.getUpId());
}
// 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()) {
@@ -1252,21 +1258,20 @@
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()));
+ // 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);
+ });
+ }
}
+ cancelCursor = GridElement.findById(cancelCursor.getDownId());
}
// 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()){
@@ -1289,12 +1294,11 @@
gridElement.removeLongStopLossOrderId(orderId);
int gridId = gridElement.getId();
- // 同一网格的多个止损单触发不累加计数，视为同一批次
- if (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);
+ 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);
@@ -1308,7 +1312,7 @@
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
int maxPos = config.getMaxPositionSize();
- int targetAmount = accumulatedLongLossCount + 1;
+ int targetAmount = sameGrid ? Integer.parseInt(config.getQuantity()) : (accumulatedLongLossCount + 1) * Integer.parseInt(config.getQuantity());
int addSize;
if (maxPos > 0) {
int remainingRoom = maxPos - posSize;
@@ -1366,12 +1370,11 @@
gridElement.removeShortStopLossOrderId(orderId);
int gridId = gridElement.getId();
- // 同一网格的多个止损单触发不累加计数，视为同一批次
- if (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);
+ 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);
@@ -1385,7 +1388,7 @@
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
int maxPos = config.getMaxPositionSize();
- int targetAmount = accumulatedShortLossCount + 1;
+ int targetAmount = sameGrid ? Integer.parseInt(config.getQuantity()) : (accumulatedShortLossCount + 1) * Integer.parseInt(config.getQuantity());
int addSize;
if (maxPos > 0) {
int remainingRoom = maxPos - posSize;
@@ -1646,51 +1649,107 @@
// ========== 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;
+ if (gridCount <= 0 || filledQty < qty) {
+ 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，全量放在上面
+ orders[0] = totalOrders;
+ } else {
+ int aCount = Math.max(0, totalOrders - 2);
+ if (aCount == 0) {
+ orders[0] = 2;
+ } else if (aCount == 1) {
+ orders[0] = 2;
+ orders[1] = 1;
+ } else {
+ orders[0] = aCount;
+ int remainder = totalOrders - aCount;
+ for (int i = 1; i < gridCount && remainder > 0; i++) {
+ orders[i] = 1;
+ remainder--;
+ }
+ }
+ }
+
+ 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);
+ 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;
+ if (gridCount <= 0 || filledQty < qty) {
+ 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，全量放在上面
+ orders[0] = totalOrders;
+ } else {
+ int aCount = Math.max(0, totalOrders - 2);
+ if (aCount == 0) {
+ orders[0] = 2;
+ } else if (aCount == 1) {
+ orders[0] = 2;
+ orders[1] = 1;
+ } else {
+ orders[0] = aCount;
+ int remainder = totalOrders - aCount;
+ for (int i = 1; i < gridCount && remainder > 0; i++) {
+ orders[i] = 1;
+ remainder--;
+ }
+ }
+ }
+
+ 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);
+ 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);
}
/**
--
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