From 39b09846041021c5bd0fea92d981ccb3490638d1 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Fri, 08 May 2026 23:56:43 +0800
Subject: [PATCH] fix(gateApi): 修复双向持仓模式下的杠杆设置功能
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 30 ++++++++++++++----------------
src/main/java/com/xcong/excoin/modules/gateApi/GateWebSocketClientManager.java | 2 +-
src/main/java/com/xcong/excoin/modules/gateApi/gateApi-logic.md | 26 ++++++++++++++------------
3 files changed, 29 insertions(+), 29 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 9381cec..2bccbd2 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -227,14 +227,10 @@
state = StrategyState.OPENING;
log.info("[Gate] 首根K线到达，开基底仓位...");
executor.openLong(config.getQuantity(), () -> {
- baseLongOpened = true;
- longActive = true;
- log.info("[Gate] 基底多已开");
+ log.info("[Gate] 基底多单已提交");
}, null);
executor.openShort(negate(config.getQuantity()), () -> {
- baseShortOpened = true;
- shortActive = true;
- log.info("[Gate] 基底空已开");
+ log.info("[Gate] 基底空单已提交");
}, null);
return;
}
@@ -267,10 +263,10 @@
log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
tryGenerateQueues();
} else {
- executor.placeTakeProfit(entryPrice.add(config.getGridRate()).setScale(1, RoundingMode.HALF_UP),
+ BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.add(config.getGridRate())).setScale(1, RoundingMode.HALF_UP);
+ executor.placeTakeProfit(tpPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_1, ORDER_TYPE_CLOSE_LONG, AUTO_SIZE_LONG);
- log.info("[Gate] 多单止盈已设, entry:{}, tp:{}", entryPrice,
- entryPrice.add(config.getGridRate()).setScale(1, RoundingMode.HALF_UP));
+ log.info("[Gate] 多单止盈已设, entry:{}, tp:{}", entryPrice, tpPrice);
}
} else {
longActive = false;
@@ -287,10 +283,10 @@
log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
tryGenerateQueues();
} else {
- executor.placeTakeProfit(entryPrice.subtract(config.getGridRate()).setScale(1, RoundingMode.HALF_UP),
+ BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.subtract(config.getGridRate())).setScale(1, RoundingMode.HALF_UP);
+ executor.placeTakeProfit(tpPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_2, ORDER_TYPE_CLOSE_SHORT, AUTO_SIZE_SHORT);
- log.info("[Gate] 空单止盈已设, entry:{}, tp:{}", entryPrice,
- entryPrice.subtract(config.getGridRate()).setScale(1, RoundingMode.HALF_UP));
+ log.info("[Gate] 空单止盈已设, entry:{}, tp:{}", entryPrice, tpPrice);
}
} else {
shortActive = false;
@@ -334,7 +330,7 @@
shortPriceQueue.clear();
BigDecimal step = config.getGridRate();
for (int i = 1; i <= config.getGridQueueSize(); i++) {
- shortPriceQueue.add(shortBaseEntryPrice.subtract(step.multiply(BigDecimal.valueOf(i))).setScale(1, RoundingMode.HALF_UP));
+ shortPriceQueue.add(shortBaseEntryPrice.multiply(BigDecimal.ONE.subtract(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP));
}
shortPriceQueue.sort((a, b) -> b.compareTo(a));
//输出队列：shortPriceQueue;
@@ -345,7 +341,7 @@
longPriceQueue.clear();
BigDecimal step = config.getGridRate();
for (int i = 1; i <= config.getGridQueueSize(); i++) {
- longPriceQueue.add(longBaseEntryPrice.add(step.multiply(BigDecimal.valueOf(i))).setScale(1, RoundingMode.HALF_UP));
+ longPriceQueue.add(longBaseEntryPrice.multiply(BigDecimal.ONE.add(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP));
}
longPriceQueue.sort(BigDecimal::compareTo);
log.info("[Gate] 多队列:{}", longPriceQueue);
@@ -378,7 +374,7 @@
BigDecimal min = shortPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : shortPriceQueue.get(shortPriceQueue.size() - 1);
BigDecimal step = config.getGridRate();
for (int i = 0; i < matched.size(); i++) {
- min = min.subtract(step).setScale(1, RoundingMode.HALF_UP);
+ min = min.multiply(BigDecimal.ONE.subtract(step)).setScale(1, RoundingMode.HALF_UP);
shortPriceQueue.add(min);
}
shortPriceQueue.sort((a, b) -> b.compareTo(a));
@@ -420,7 +416,7 @@
BigDecimal max = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(longPriceQueue.size() - 1);
BigDecimal step = config.getGridRate();
for (int i = 0; i < matched.size(); i++) {
- max = max.add(step).setScale(1, RoundingMode.HALF_UP);
+ max = max.multiply(BigDecimal.ONE.add(step)).setScale(1, RoundingMode.HALF_UP);
longPriceQueue.add(max);
}
longPriceQueue.sort(BigDecimal::compareTo);
@@ -481,6 +477,8 @@
shortPnl = shortPositionSize.multiply(multiplier).multiply(shortEntryPrice.subtract(price));
}
unrealizedPnl = longPnl.add(shortPnl);
+
+ log.info("[Gate] 未实现盈亏: {}", unrealizedPnl);
}
/**
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/GateWebSocketClientManager.java b/src/main/java/com/xcong/excoin/modules/gateApi/GateWebSocketClientManager.java
index cfc209f..58deb72 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateWebSocketClientManager.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateWebSocketClientManager.java
@@ -55,7 +55,7 @@
.leverage("100")
.marginMode("cross")
.positionMode("dual")
- .gridRate(new BigDecimal("0.002"))
+ .gridRate(new BigDecimal("0.004"))
.overallTp(new BigDecimal("0.5"))
.maxLoss(new BigDecimal("7.5"))
.quantity("1")
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/gateApi-logic.md b/src/main/java/com/xcong/excoin/modules/gateApi/gateApi-logic.md
index e98d14c..7bbe42d 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/gateApi-logic.md
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/gateApi-logic.md
@@ -141,12 +141,12 @@
### 网格队列生成
-以基底入场价为基准，按 `gridRate` 步长生成 N 个价格（N = gridQueueSize，默认50）：
+以基底入场价为基准，按 `gridRate`（百分比步长）生成 N 个价格（N = gridQueueSize，默认50）：
| 队列 | 计算方式 | 排序 |
|------|---------|------|
-| 空仓队列 shortPriceQueue | 基底空入场价 - gridRate × i (i=1..N) | 降序（大→小） |
-| 多仓队列 longPriceQueue | 基底多入场价 + gridRate × i (i=1..N) | 升序（小→大） |
+| 空仓队列 shortPriceQueue | 基底空入场价 × (1 − gridRate × i) (i=1..N) | 降序（大→小） |
+| 多仓队列 longPriceQueue | 基底多入场价 × (1 + gridRate × i) (i=1..N) | 升序（小→大） |
### K线触发网格
@@ -158,7 +158,7 @@
│ ├─ 保证金检查: positionInitialMargin / initialPrincipal < marginRatioLimit(20%)
│ │ ├─ 安全 → openShort 开空单（成交后仓位推送会自动设止盈）
│ │ └─ 超限 → 跳过开仓，队列照常更新
-│ ├─ 空仓队列: 移除匹配元素，尾部补充新价格（按步长递减）
+│ ├─ 空仓队列: 移除匹配元素，尾部补充新价格（尾价 × (1 − gridRate)）
│ └─ 多仓队列: 接收匹配元素，升序排列，截断到 gridQueueSize
│
└─ processLongGrid: 当前价 > 多仓队列元素（价格涨超了队列中的低价）
@@ -166,22 +166,24 @@
├─ 保证金检查: 同上
│ ├─ 安全 → openLong 开多单
│ └─ 超限 → 跳过开仓
- ├─ 多仓队列: 移除匹配元素，尾部补充新价格（按步长递增）
+ ├─ 多仓队列: 移除匹配元素，尾部补充新价格（尾价 × (1 + gridRate)）
└─ 空仓队列: 接收匹配元素，降序排列，截断到 gridQueueSize
```
### 队列转移示意
```
-初始状态:
- 空仓队列: [100, 99, 98, 97] (降序)
- 多仓队列: [102, 103, 104, 105] (升序)
+ETH_USDT, gridRate=0.0035, 基底空入场价=2275, 基底多入场价=2275:
-价格跌到 98.5 → processShortGrid 触发:
- 匹配: [100, 99]（都 > 98.5）
+初始状态:
+ 空仓队列: [2267.1, 2270.0, 2272.5, 2275.0] (降序，base×0.9965, base×0.993...)
+ 多仓队列: [2275.0, 2277.5, 2280.0, 2282.5] (升序，base×1.0035, base×1.007...)
+
+价格跌到 2271 → processShortGrid 触发:
+ 匹配: [2275.0, 2272.5]（都 > 2271）
- 空仓队列: 移除[100,99] → [98,97] → 补充[96,95] → [98,97,96,95]
- 多仓队列: 接收[100,99] → [100,99,102,103,104,105] → 截断到4 → [102,103,104,105]
+ 空仓队列: 移除[2275.0,2272.5] → [2270.0,2267.1] → 补充[2267.1×0.9965≈2259.1, 2259.1×0.9965≈2251.2] → [2270.0,2267.1,2259.1,2251.2]
+ 多仓队列: 接收[2275.0,2272.5] → 合并后截断到4 → [2272.5,2275.0,2277.5,2280.0]
```
---
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