From 37c567c160546a7ab70ce214ee813d6249adf02b Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Tue, 09 Jun 2026 13:00:07 +0800
Subject: [PATCH] ``` feat(gateApi): 添加网格交易价格驱动挂单状态控制
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 116 +++++++++++++++++++++++++++++++++++++++------------------
1 files changed, 79 insertions(+), 37 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 fede298..bc63eae 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -136,6 +136,11 @@
/** 多头是否活跃（有仓位） */
private volatile boolean longActive = false;
+ /** 价格驱动 空头是否挂单 */
+ private volatile boolean shortEntryActive = false;
+ /** 价格驱动 多头是否挂单 */
+ private volatile boolean longEntryActive = false;
+
private volatile BigDecimal lastKlinePrice;
private volatile BigDecimal markPrice = BigDecimal.ZERO;
private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
@@ -411,22 +416,18 @@
checkProfitAndReset();
- if (
+ if (state == StrategyState.ACTIVE &&
longActive == false &&
- longPositionSize.compareTo(BigDecimal.ZERO) == 0){
-
- }{
-
+ longPositionSize.compareTo(BigDecimal.ZERO) == 0 &&
+ longEntryActive){
processShortGrid(closePrice);
}
- if (
+ if (state == StrategyState.ACTIVE &&
shortActive == false &&
- shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
-
- }{
-
+ shortPositionSize.compareTo(BigDecimal.ZERO) == 0 &&
+ shortEntryActive){
processLongGrid(closePrice);
}
}
@@ -484,6 +485,7 @@
// log.info("[Gate] 多仓持仓归零，重置策略");
// handlePositionZeroAndReset("多仓");
}
+ longEntryActive = true;
longActive = false;
longPositionSize = BigDecimal.ZERO;
}
@@ -507,6 +509,7 @@
// log.info("[Gate] 空仓持仓归零，重置策略");
// handlePositionZeroAndReset("空仓");
}
+ shortEntryActive = true;
shortActive = false;
shortPositionSize = BigDecimal.ZERO;
}
@@ -1205,17 +1208,17 @@
if (BigDecimal.ZERO.compareTo( matched) == 0) {
return;
}
- log.info("[Gate] 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
+ log.info("[Gate] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
GridElement matchedUpGridElement = GridElement.findByPrice(matched);
Integer upId = matchedUpGridElement.getUpId();
GridElement newEntryGrid = GridElement.findById(upId);
- GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());
- if (cancelGridElement != null) {
+ if (newEntryGrid != null) {
+ GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());
- if (newEntryGrid != null) {
+ if (cancelGridElement != null) {
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
String size = cancelGridElement.getLongTraderParam().getQuantity();
log.info("[Gate] 多仓仓位归零 gridId:{}, 挂{}基础张多单",
@@ -1224,19 +1227,19 @@
placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
- }
+ longEntryActive = false;
- /**
- * 看是否有多仓挂单，有就取消
- */
- if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
- executor.cancelConditionalOrder(cancelGridElement.getLongOrderId(), oid -> {
- longEntryTraderIdParam(cancelGridElement, null, false);
- log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单", cancelGridElement);
- });
+ /**
+ * 看是否有多仓挂单，有就取消
+ */
+ if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
+ executor.cancelConditionalOrder(cancelGridElement.getLongOrderId(), oid -> {
+ longEntryTraderIdParam(cancelGridElement, null, false);
+ log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单", cancelGridElement);
+ });
+ }
}
}
-
}
private void processLongGrid(BigDecimal currentPrice) {
@@ -1254,17 +1257,17 @@
return;
}
- log.info("[Gate] 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
+ log.info("[Gate] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
GridElement matchedUpGridElement = GridElement.findByPrice(matched);
Integer downId = matchedUpGridElement.getDownId();
GridElement newEntryGrid = GridElement.findById(downId);
- GridElement cancelGridElement = GridElement.findById(newEntryGrid.getDownId());
- if (cancelGridElement != null) {
+ if (newEntryGrid != null) {
+ GridElement cancelGridElement = GridElement.findById(newEntryGrid.getDownId());
- if (newEntryGrid != null) {
+ if (cancelGridElement != null) {
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
String size = cancelGridElement.getShortTraderParam().getQuantity();
log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
@@ -1272,17 +1275,20 @@
newEntryGrid.getShortTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
+
+ shortEntryActive = false;
+
+ /**
+ * 看是否有空仓挂单，有就取消
+ */
+ if (cancelGridElement != null && cancelGridElement.isHasShortOrder()) {
+ executor.cancelConditionalOrder(cancelGridElement.getShortOrderId(), oid -> {
+ shortEntryTraderIdParam(cancelGridElement, null, false);
+ log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单", cancelGridElement);
+ });
+ }
}
- /**
- * 看是否有空仓挂单，有就取消
- */
- if (cancelGridElement != null && cancelGridElement.isHasShortOrder()) {
- executor.cancelConditionalOrder(cancelGridElement.getShortOrderId(), oid -> {
- shortEntryTraderIdParam(cancelGridElement, null, false);
- log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单", cancelGridElement);
- });
- }
}
}
@@ -1315,6 +1321,24 @@
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
longEntryQty++;
int entryQty = longEntryQty;
+
+ // 最大持仓限制：已持仓+本次挂单 ≤ maxPositionSize
+ int maxPos = config.getMaxPositionSize();
+ if (maxPos > 0) {
+ int currentPos = longPositionSize.intValue();
+ int maxAllowed = maxPos - currentPos;
+ if (maxAllowed <= 0) {
+ log.warn("[Gate] 多仓止损触发 gridId:{}, 已达最大持仓{}，跳过挂单", gridId, maxPos);
+ longEntryQty = 1;
+ return;
+ }
+ if (entryQty > maxAllowed) {
+ log.info("[Gate] 多仓止损触发 gridId:{}, 挂单{}张超限, 截断为{}张", gridId, entryQty, maxAllowed);
+ entryQty = maxAllowed;
+ longEntryQty = 1;
+ }
+ }
+
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{}基础张多单(计数器:{}, size:{})",
gridId, newEntryGridId, entryQty, longEntryQty, size);
@@ -1354,6 +1378,24 @@
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
shortEntryQty++;
int entryQty = shortEntryQty;
+
+ // 最大持仓限制：已持仓+本次挂单 ≤ maxPositionSize
+ int maxPos = config.getMaxPositionSize();
+ if (maxPos > 0) {
+ int currentPos = shortPositionSize.intValue();
+ int maxAllowed = maxPos - currentPos;
+ if (maxAllowed <= 0) {
+ log.warn("[Gate] 空仓止损触发 gridId:{}, 已达最大持仓{}，跳过挂单", gridId, maxPos);
+ shortEntryQty = 1;
+ return;
+ }
+ if (entryQty > maxAllowed) {
+ log.info("[Gate] 空仓止损触发 gridId:{}, 挂单{}张超限, 截断为{}张", gridId, entryQty, maxAllowed);
+ entryQty = maxAllowed;
+ shortEntryQty = 1;
+ }
+ }
+
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{}基础张空单(计数器:{}, size:{})",
gridId, newEntryGridId, entryQty, shortEntryQty, size);
--
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