From 3356b9fa20d7dabf21f95718f00a6fa10bb0c7af Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Fri, 05 Jun 2026 22:23:04 +0800
Subject: [PATCH] refactor(gateApi): 优化网格交易重置逻辑确保任务按序执行
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 73 ++++++++++++++++++++----------------
1 files changed, 40 insertions(+), 33 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 d190e26..3a9d417 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -11,9 +11,6 @@
import io.gate.gateapi.models.*;
import lombok.extern.slf4j.Slf4j;
-import okhttp3.ConnectionPool;
-import okhttp3.OkHttpClient;
-
import java.io.IOException;
import java.math.BigDecimal;
import java.math.RoundingMode;
@@ -22,7 +19,6 @@
import java.util.LinkedHashMap;
import java.util.List;
import java.util.Map;
-import java.util.concurrent.TimeUnit;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionClosesChannelHandler;
@@ -150,27 +146,20 @@
private volatile BigDecimal shortPositionSize = BigDecimal.ZERO;
private Long userId;
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 = createApiClient(config);
+ ApiClient apiClient = new ApiClient();
+ apiClient.setBasePath(config.getRestBasePath());
+ apiClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
this.futuresApi = new FuturesApi(apiClient);
this.executor = new GateTradeExecutor(apiClient, config.getContract());
- }
-
- private static ApiClient createApiClient(GateConfig config) {
- OkHttpClient httpClient = new OkHttpClient.Builder()
- .connectTimeout(30, TimeUnit.SECONDS)
- .readTimeout(60, TimeUnit.SECONDS)
- .writeTimeout(20, TimeUnit.SECONDS)
- .connectionPool(new ConnectionPool(5, 5, TimeUnit.SECONDS))
- .retryOnConnectionFailure(true)
- .build();
- ApiClient client = new ApiClient();
- client.setBasePath(config.getRestBasePath());
- client.setApiKeySecret(config.getApiKey(), config.getApiSecret());
- client.setHttpClient(httpClient);
- return client;
}
// ---- 初始化 ----
@@ -191,7 +180,9 @@
*/
public void init() {
try {
- ApiClient detailClient = createApiClient(config);
+ ApiClient detailClient = new ApiClient();
+ detailClient.setBasePath(config.getRestBasePath());
+ detailClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
AccountDetail detail = new AccountApi(detailClient).getAccountDetail();
this.userId = detail.getUserId();
log.info("[Gate] 用户ID: {}", userId);
@@ -320,6 +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();
@@ -391,6 +384,9 @@
//初始化0位置的开仓，并且用空的开仓价格，作为价格基准来划分网格
if (state == StrategyState.WAITING_KLINE) {
+ if (wsClient == null || !wsClient.areAllSubscribed()) {
+ return;
+ }
state = StrategyState.OPENING;
log.info("[Gate] 首根K线到达，开基底仓位 多空各{}张...", config.getBaseQuantity());
executor.openLong(config.getBaseQuantity(), (orderId) -> {
@@ -794,6 +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);
}
@@ -803,6 +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);
}
@@ -1403,12 +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);
@@ -1443,12 +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));
@@ -1534,7 +1530,12 @@
state = StrategyState.STOPPED;
closeExistingPositions();
futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
- startGrid();
+
+ // 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(30000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
+ startGrid();
+ });
}
} catch (Exception e) {
log.warn("[Gate] 盈亏检查失败", e);
@@ -1549,7 +1550,11 @@
log.warn("[Gate] {}持仓归零后取消条件单失败", direction, e);
}
closeExistingPositions();
- startGrid();
+ // 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(30000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
+ startGrid();
+ });
}
// ---- 保证金安全阀 ----
@@ -1688,4 +1693,6 @@
public Long getUserId() { return userId; }
/** @return 当前策略状态 */
public StrategyState getState() { return state; }
+ /** 注入WS客户端，用于订阅状态检查 */
+ public void setWsClient(GateKlineWebSocketClient wsClient) { this.wsClient = wsClient; }
}
--
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