From 3585a390cd327f3e60438e84674c08bd24359096 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Fri, 22 May 2026 17:52:12 +0800
Subject: [PATCH] feat(gateApi): 添加网格交易的多空仓位触发逻辑
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 248 ++++++++++++++++++++++++++++++++++++++++++++++---
1 files changed, 230 insertions(+), 18 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 b3354d1..befbab7 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -14,7 +14,6 @@
import java.math.RoundingMode;
import java.util.ArrayList;
import java.util.Collections;
-import java.util.Iterator;
import java.util.LinkedHashMap;
import java.util.List;
import java.util.Map;
@@ -342,6 +341,16 @@
lastKlinePrice = closePrice;
updateUnrealizedPnl();
if (state == StrategyState.STOPPED) {
+ try {
+ futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
+ } catch (ApiException e) {
+ e.printStackTrace();
+ }
+ closeExistingPositions();
+
+ BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl);
+ log.info("[Gate] 已实现:{}, 未实现:{}, 合计:{}",
+ cumulativePnl, unrealizedPnl, totalPnl);
return;
}
@@ -517,13 +526,17 @@
return;
}
cumulativePnl = cumulativePnl.add(pnl);
- log.info("[Gate] 盈亏累加:{}, 方向:{}, 累计:{}", pnl, side, cumulativePnl);
+ BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl);
+ log.info("[Gate] 已实现:{}, 未实现:{}, 合计:{}",
+ cumulativePnl, unrealizedPnl, totalPnl);
- if (cumulativePnl.compareTo(config.getOverallTp()) >= 0) {
- log.info("[Gate] 已达止盈目标 {}→已停止", cumulativePnl);
+ if (totalPnl.compareTo(config.getOverallTp()) >= 0) {
+ log.info("[Gate] 已达止盈目标(合计{})→已停止, 已实现:{}, 未实现:{}",
+ totalPnl, cumulativePnl, unrealizedPnl);
state = StrategyState.STOPPED;
- } else if (cumulativePnl.compareTo(config.getMaxLoss().negate()) <= 0) {
- log.info("[Gate] 已达亏损上限 {}→已停止", cumulativePnl);
+ } else if (totalPnl.compareTo(config.getMaxLoss().negate()) <= 0) {
+ log.info("[Gate] 已达亏损上限(合计{})→已停止, 已实现:{}, 未实现:{}",
+ totalPnl, cumulativePnl, unrealizedPnl);
state = StrategyState.STOPPED;
}
}
@@ -557,11 +570,11 @@
null,
false
);
- longEntryTraderIdParam(
- byLongTakeProfitOrderId,
- null,
- false
- );
+// longEntryTraderIdParam(
+// byLongTakeProfitOrderId,
+// null,
+// false
+// );
}
GridElement byShortTakeProfitOrderId = GridElement.findByShortTakeProfitOrderId(orderId);
if (byShortTakeProfitOrderId != null){
@@ -570,11 +583,11 @@
null,
false
);
- shortEntryTraderIdParam(
- byShortTakeProfitOrderId,
- null,
- false
- );
+// shortEntryTraderIdParam(
+// byShortTakeProfitOrderId,
+// null,
+// false
+// );
}
/**
@@ -583,6 +596,11 @@
GridElement longGridElement = GridElement.findByLongOrderId(orderId);
if (longGridElement != null) {
if (longGridElement.isHasLongOrder()){
+ longEntryTraderIdParam(
+ longGridElement,
+ null,
+ false
+ );
if (longGridElement.getLongTakeProfitOrderId() == null){
BigDecimal longTp = longGridElement.getLongTraderParam().getTakeProfitPrice();
if (longTp != null) {
@@ -606,6 +624,11 @@
GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
if (shortGridElement != null) {
if (shortGridElement.isHasShortOrder()){
+ shortEntryTraderIdParam(
+ shortGridElement,
+ null,
+ false
+ );
if (shortGridElement.getShortTakeProfitOrderId() == null){
BigDecimal shortTp = shortGridElement.getShortTraderParam().getTakeProfitPrice();
if (shortTp != null) {
@@ -702,6 +725,8 @@
GridElement longGridElement = GridElement.findByLongOrderId(orderId);
if (longGridElement != null) {
if (longGridElement.isHasLongOrder() && !tradeId.equals("0")){
+
+ onUserTradeLongEntry(longGridElement);
if (longGridElement.getLongTakeProfitOrderId() == null){
BigDecimal longTp = longGridElement.getLongTraderParam().getTakeProfitPrice();
if (longTp != null) {
@@ -725,6 +750,8 @@
GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
if (shortGridElement != null) {
if (shortGridElement.isHasShortOrder() && !tradeId.equals("0")){
+
+ onUserTradeShortEntry(shortGridElement);
if (shortGridElement.getShortTakeProfitOrderId() == null){
BigDecimal shortTp = shortGridElement.getShortTraderParam().getTakeProfitPrice();
if (shortTp != null) {
@@ -740,6 +767,191 @@
);
});
log.info("[Gate] 空单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, shortTp, config.getQuantity());
+ }
+ }
+ }
+ }
+ }
+
+ private void onUserTradeShortEntry(GridElement gridElement) {
+ if (!isMarginSafe()) {
+ log.warn("[Gate] 保证金超限，跳过挂条件单");
+ } else {
+
+ /**
+ * 下一个开仓位置
+ * 获取队列第一个元素的价格对应的网格
+ * 判断网格是否能开空仓，如果不能则跳过
+ * 前进方向挂空仓条件单
+ * 后置方向挂多空条件单
+ */
+ //下一个开仓位置
+ GridElement UpGridElement = GridElement.findById(gridElement.getDownId());
+ BigDecimal newLongFirst = UpGridElement.getGridPrice();
+
+ // 判断网格是否能开空仓，如果不能则跳过
+ if (UpGridElement != null) {
+
+ if (!UpGridElement.isHasShortOrder() && shortEntryPrice.compareTo(newLongFirst) > 0) {
+
+ //挂空仓条件单
+ TraderParam upShortTraderParam = UpGridElement.getShortTraderParam();
+ executor.placeConditionalEntryOrder(
+ upShortTraderParam.getEntryPrice(),
+ FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ negate(upShortTraderParam.getQuantity()),
+ orderId ->
+ {
+ shortEntryTraderIdParam(
+ UpGridElement,
+ orderId,
+ true
+ );
+ },
+ null
+ );
+ }
+ int i = gridElement.getUpId();
+ GridElement downGridElement = GridElement.findById(i);
+ if (downGridElement != null){
+
+ BigDecimal downGridPrice = downGridElement.getGridPrice();
+
+ TraderParam downShortTraderParam = downGridElement.getShortTraderParam();
+ if (
+ !downGridElement.isHasShortOrder() &&
+ downGridPrice.compareTo(longEntryPrice) <= 0 &&
+ downGridPrice.compareTo(shortEntryPrice) >= 0
+ ){
+ executor.placeConditionalEntryOrder(
+ downShortTraderParam.getEntryPrice(),
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ negate(downShortTraderParam.getQuantity()),
+ orderId ->
+ {
+ shortEntryTraderIdParam(
+ downGridElement,
+ orderId,
+ true
+ );
+ },
+ null
+ );
+
+ }
+
+ TraderParam downLongTraderParam = downGridElement.getLongTraderParam();
+ if (
+ !downGridElement.isHasLongOrder() &&
+ downGridPrice.compareTo(longEntryPrice) <= 0
+ ){
+ executor.placeConditionalEntryOrder(
+ downLongTraderParam.getEntryPrice(),
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ downLongTraderParam.getQuantity(),
+ orderId ->
+ {
+ longEntryTraderIdParam(
+ downGridElement,
+ orderId,
+ true
+ );
+ },
+ null
+ );
+ }
+ }
+ }
+ }
+ }
+
+ private void onUserTradeLongEntry(GridElement gridElement) {
+ if (!isMarginSafe()) {
+ log.warn("[Gate] 保证金超限，跳过挂条件单");
+ } else {
+
+ /**
+ * 下一个开仓位置
+ * 获取队列第一个元素的价格对应的网格
+ * 判断网格是否能开多仓，如果不能则跳过
+ * 前进方向挂多仓条件单
+ * 后置方向挂多空条件单
+ */
+ //下一个开仓位置
+ GridElement UpGridElement = GridElement.findById(gridElement.getUpId());
+ BigDecimal newLongFirst = UpGridElement.getGridPrice() ;
+
+ // 判断网格是否能开多仓，如果不能则跳过
+ if (UpGridElement != null) {
+
+ if (!UpGridElement.isHasLongOrder() && longEntryPrice.compareTo(newLongFirst) < 0) {
+ //挂多仓条件单
+ TraderParam upLongTraderParam = UpGridElement.getLongTraderParam();
+ executor.placeConditionalEntryOrder(
+ upLongTraderParam.getEntryPrice(),
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ config.getQuantity(),
+ orderId ->
+ {
+ longEntryTraderIdParam(
+ UpGridElement,
+ orderId,
+ true
+ );
+ },
+ null
+ );
+ }
+
+ int i = gridElement.getDownId();
+ GridElement downGridElement = GridElement.findById(i);
+ if (downGridElement != null){
+
+ BigDecimal downGridPrice = downGridElement.getGridPrice();
+
+ TraderParam downLongTraderParam = downGridElement.getLongTraderParam();
+ if (
+ !downGridElement.isHasLongOrder() &&
+ downGridPrice.compareTo(shortEntryPrice) >= 0 &&
+ downGridPrice.compareTo(longEntryPrice) <= 0
+ ){
+ executor.placeConditionalEntryOrder(
+ downLongTraderParam.getEntryPrice(),
+ FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ config.getQuantity(),
+ orderId ->
+ {
+ longEntryTraderIdParam(
+ downGridElement,
+ orderId,
+ true
+ );
+ },
+ null
+ );
+
+ }
+
+ TraderParam shortTraderParam = downGridElement.getShortTraderParam();
+ if (
+ !downGridElement.isHasShortOrder() &&
+ downGridPrice.compareTo(shortEntryPrice) >= 0
+ ){
+
+ executor.placeConditionalEntryOrder(
+ shortTraderParam.getEntryPrice(),
+ FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ negate(config.getQuantity()),
+ orderId ->
+ {
+ shortEntryTraderIdParam(
+ downGridElement,
+ orderId,
+ true
+ );
+ },
+ null
+ );
}
}
}
@@ -1104,7 +1316,7 @@
// 判断网格是否能开空仓，如果不能则跳过
if (UpGridElement != null) {
- if (!UpGridElement.isHasShortOrder()) {
+ if (!UpGridElement.isHasShortOrder() && shortEntryPrice.compareTo(newLongFirst) > 0) {
//挂空仓条件单
TraderParam upShortTraderParam = UpGridElement.getShortTraderParam();
@@ -1241,7 +1453,7 @@
// 判断网格是否能开多仓，如果不能则跳过
if (UpGridElement != null) {
- if (!UpGridElement.isHasLongOrder()) {
+ if (!UpGridElement.isHasLongOrder() && longEntryPrice.compareTo(newLongFirst) < 0) {
//挂多仓条件单
TraderParam upLongTraderParam = UpGridElement.getLongTraderParam();
executor.placeConditionalEntryOrder(
--
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