From 33cdc38549acf78a8a6cc7fb5179f65b7c79657d Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Wed, 23 Sep 2026 17:57:45 +0800
Subject: [PATCH] ``` refactor(gateApi): 优化网格交易下单量计算逻辑
---
src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java | 172 +++++++++++++++++++++++++++++++++++++++++++--------------
1 files changed, 129 insertions(+), 43 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java b/src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java
index 4235df0..3a31bd0 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java
@@ -1,6 +1,7 @@
package com.xcong.excoin.modules.gateApi;
import io.gate.gateapi.ApiClient;
+import io.gate.gateapi.GateApiException;
import io.gate.gateapi.api.FuturesApi;
import io.gate.gateapi.models.FuturesInitialOrder;
import io.gate.gateapi.models.FuturesOrder;
@@ -54,6 +55,15 @@
private static final String SETTLE = "usdt";
+ /** 止盈/止损条件单创建失败后的重试次数 */
+ private static final int TRIGGER_ORDER_RETRY_MAX_ATTEMPTS = 3;
+ /** 止盈/止损条件单创建失败后的重试间隔（毫秒） */
+ private static final long TRIGGER_ORDER_RETRY_DELAY_MS = 500L;
+ /** 市价单遭遇价格保护(MARKET_PRICE_TOO_DEVIATED)后的重试次数 */
+ private static final int OPEN_POSITION_RETRY_MAX_ATTEMPTS = 3;
+ /** 市价单遭遇价格保护后的重试间隔（毫秒） */
+ private static final long OPEN_POSITION_RETRY_DELAY_MS = 800L;
+
/** Gate U 本位合约 REST API */
private final FuturesApi futuresApi;
/** 合约名称（如 ETH_USDT） */
@@ -92,6 +102,13 @@
executor.shutdownNow();
}
}
+ /**
+ * 提交一个通用任务到交易线程池末尾。
+ * 利用单线程池的 FIFO 特性确保任务按提交顺序执行。
+ */
+ public void submitTask(Runnable task) {
+ executor.execute(task);
+ }
/**
* 异步 IOC 市价开多。quantity 为正数（如 "1"）。
@@ -126,26 +143,59 @@
*/
private void openPosition(String size, String text, String label, Consumer<String> onSuccess, Runnable onFailure) {
executor.execute(() -> {
- try {
- FuturesOrder order = new FuturesOrder();
- order.setContract(contract);
- order.setSize(size);
- order.setPrice("0");
- order.setTif(FuturesOrder.TifEnum.IOC);
- order.setText(text);
- FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
- log.info("[TradeExec] {}成功, 价格:{}, id:{}", label, result.getFillPrice(), result.getId());
- String orderId = String.valueOf(result.getId());
- if (onSuccess != null) {
- onSuccess.accept(orderId);
- }
- } catch (Exception e) {
- log.error("[TradeExec] {}失败", label, e);
- if (onFailure != null) {
- onFailure.run();
+ for (int attempt = 1; attempt <= OPEN_POSITION_RETRY_MAX_ATTEMPTS; attempt++) {
+ try {
+ FuturesOrder order = new FuturesOrder();
+ order.setContract(contract);
+ order.setSize(size);
+ order.setPrice("0");
+ order.setTif(FuturesOrder.TifEnum.IOC);
+ order.setText(text);
+ FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
+ log.info("[TradeExec] {}成功, 价格:{}, id:{}", label, result.getFillPrice(), result.getId());
+ String orderId = String.valueOf(result.getId());
+ if (onSuccess != null) {
+ onSuccess.accept(orderId);
+ }
+ return;
+ } catch (Exception e) {
+ if (attempt < OPEN_POSITION_RETRY_MAX_ATTEMPTS && isPriceProtectionRejected(e)) {
+ log.warn("[TradeExec] {}遭遇价格保护(MARKET_PRICE_TOO_DEVIATED), 第{}次失败, {}ms后重试: {}",
+ label, attempt, OPEN_POSITION_RETRY_DELAY_MS, e.getMessage());
+ try {
+ Thread.sleep(OPEN_POSITION_RETRY_DELAY_MS);
+ } catch (InterruptedException ie) {
+ Thread.currentThread().interrupt();
+ break;
+ }
+ } else {
+ log.error("[TradeExec] {}失败", label, e);
+ if (onFailure != null) {
+ onFailure.run();
+ }
+ return;
+ }
}
}
+ log.error("[TradeExec] {}重试{}次后仍失败", label, OPEN_POSITION_RETRY_MAX_ATTEMPTS);
+ if (onFailure != null) {
+ onFailure.run();
+ }
});
+ }
+
+ /**
+ * 判断异常是否为市价单价格保护拒绝（{@code MARKET_PRICE_TOO_DEVIATED}）。
+ *
+ * <p>该错误是交易所对市价单的保护：当盘口价相对最新价偏离超过滑点比率时拒绝下单，
+ * 属于瞬时行情错误，等待行情稳定后重试通常可成功，因此区别于其他致命错误单独识别。
+ */
+ private boolean isPriceProtectionRejected(Exception e) {
+ if (e instanceof GateApiException) {
+ String label = ((GateApiException) e).getErrorLabel();
+ return label != null && label.contains("PRICE_TOO_DEVIATED");
+ }
+ return false;
}
/**
@@ -172,17 +222,32 @@
Consumer<String> onSuccess) {
executor.execute(() -> {
FuturesPriceTriggeredOrder order = buildTriggeredOrder(triggerPrice, rule, orderType, size);
- try {
- TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
- log.info("[TradeExec] 止盈单已创建, 触发价:{}, 类型:{}, size:{}, id:{},idstr:{}",
- triggerPrice, orderType, size, response.getId(), response.getIdString());
- String orderId = String.valueOf(response.getId());
- if (onSuccess != null) {
- onSuccess.accept(orderId);
+ for (int attempt = 1; attempt <= TRIGGER_ORDER_RETRY_MAX_ATTEMPTS; attempt++) {
+ try {
+ TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
+ log.info("[TradeExec] 止盈单已创建, 触发价:{}, 类型:{}, size:{}, id:{},idstr:{}",
+ triggerPrice, orderType, size, response.getId(), response.getIdString());
+ String orderId = String.valueOf(response.getId());
+ if (onSuccess != null) {
+ onSuccess.accept(orderId);
+ }
+ return;
+ } catch (Exception e) {
+ if (attempt < TRIGGER_ORDER_RETRY_MAX_ATTEMPTS) {
+ log.warn("[TradeExec] 止盈单创建失败, 触发价:{}, size:{}, 第{}次尝试失败, {}ms后重试, err:{}",
+ triggerPrice, size, attempt, TRIGGER_ORDER_RETRY_DELAY_MS, e.getMessage());
+ try {
+ Thread.sleep(TRIGGER_ORDER_RETRY_DELAY_MS);
+ } catch (InterruptedException ie) {
+ Thread.currentThread().interrupt();
+ marketClose(size);
+ return;
+ }
+ } else {
+ log.error("[TradeExec] 止盈单创建失败, 触发价:{}, size:{}, 立即市价止盈", triggerPrice, size, e);
+ marketClose(size);
+ }
}
- } catch (Exception e) {
- log.error("[TradeExec] 止盈单创建失败, 触发价:{}, size:{}, 立即市价止盈", triggerPrice, size, e);
- marketClose(size);
}
});
}
@@ -192,18 +257,33 @@
* size 与止盈单保持一致（负=平多，正=平空）。
*/
private void marketClose(String size) {
- try {
- FuturesOrder order = new FuturesOrder();
- order.setContract(contract);
- order.setSize(size);
- order.setPrice("0");
- order.setTif(FuturesOrder.TifEnum.IOC);
- order.setReduceOnly(true);
- order.setText("t-grid-mkt-close");
- FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
- log.info("[TradeExec] 市价止盈成功, 价格:{}, size:{}, id:{}", result.getFillPrice(), size, result.getId());
- } catch (Exception e) {
- log.error("[TradeExec] 市价止盈也失败, size:{}", size, e);
+ for (int attempt = 1; attempt <= OPEN_POSITION_RETRY_MAX_ATTEMPTS; attempt++) {
+ try {
+ FuturesOrder order = new FuturesOrder();
+ order.setContract(contract);
+ order.setSize(size);
+ order.setPrice("0");
+ order.setTif(FuturesOrder.TifEnum.IOC);
+ order.setReduceOnly(true);
+ order.setText("t-grid-mkt-close");
+ FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
+ log.info("[TradeExec] 市价止盈成功, 价格:{}, size:{}, id:{}", result.getFillPrice(), size, result.getId());
+ return;
+ } catch (Exception e) {
+ if (attempt < OPEN_POSITION_RETRY_MAX_ATTEMPTS && isPriceProtectionRejected(e)) {
+ log.warn("[TradeExec] 市价止盈遭遇价格保护, 第{}次失败, {}ms后重试: {}",
+ attempt, OPEN_POSITION_RETRY_DELAY_MS, e.getMessage());
+ try {
+ Thread.sleep(OPEN_POSITION_RETRY_DELAY_MS);
+ } catch (InterruptedException ie) {
+ Thread.currentThread().interrupt();
+ break;
+ }
+ } else {
+ log.error("[TradeExec] 市价止盈也失败, size:{}", size, e);
+ return;
+ }
+ }
}
}
@@ -258,18 +338,21 @@
/**
* <b>遗留方法 — 当前条件单策略未使用</b>
*
- * <p>异步取消指定限价单。当前策略改用 {@link #cancelConditionalOrder(String)}。
+ * <p>异步取消指定限价单。当前策略改用 。
*
* @param orderId 订单 ID，为 null 时跳过
*/
- public void cancelOrder(String orderId) {
+ public void cancelOrder(String orderId,Consumer<String> onSuccess) {
if (orderId == null) {
return;
}
executor.execute(() -> {
try {
- FuturesOrder cancelled = futuresApi.cancelFuturesOrder(SETTLE, orderId, null);
+ FuturesOrder cancelled = futuresApi.cancelFuturesOrder(SETTLE, orderId, null, null);
log.info("[TradeExec] 订单已取消, id:{}, status:{}", orderId, cancelled.getStatus());
+ if (onSuccess != null) {
+ onSuccess.accept(orderId);
+ }
} catch (Exception e) {
log.warn("[TradeExec] 取消订单失败(可能已成交), id:{}", orderId);
}
@@ -335,7 +418,7 @@
*
* @param orderId 条件单 ID，为 null 时跳过
*/
- public void cancelConditionalOrder(String orderId) {
+ public void cancelConditionalOrder(String orderId,Consumer<String> onSuccess) {
if (orderId == null) {
return;
}
@@ -343,6 +426,9 @@
try {
futuresApi.cancelPriceTriggeredOrder(SETTLE, Long.parseLong(orderId));
log.info("[TradeExec] 条件单已取消, id:{}", orderId);
+ if (onSuccess != null) {
+ onSuccess.accept(orderId);
+ }
} catch (Exception e) {
log.warn("[TradeExec] 取消条件单失败(可能已触发), id:{}", orderId);
}
--
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