From 3bcc6918c362a7837f792ef91018a1fe043096ef Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Tue, 12 May 2026 17:27:21 +0800
Subject: [PATCH] refactor(gateApi): 将条件单ID管理从单值改为集合支持批量操作
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 86 ++++++++++++++++++++++++++-----------------
src/main/java/com/xcong/excoin/modules/gateApi/GateWebSocketClientManager.java | 2
src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java | 12 +++---
3 files changed, 59 insertions(+), 41 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 b4bf382..a2ec807 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -15,6 +15,10 @@
import java.util.Collections;
import java.util.List;
+import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
+import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionClosesChannelHandler;
+import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionsChannelHandler;
+
/**
* Gate 网格交易服务 — 策略核心。
*
@@ -108,10 +112,10 @@
/** 空仓止盈队列，降序排列（大→小），仓位推送时消费 */
private final List<BigDecimal> shortTakeProfitQueue = Collections.synchronizedList(new ArrayList<>());
- /** 当前多仓限价单 ID，用于取消旧单 */
- private volatile String currentLongOrderId;
- /** 当前空仓限价单 ID，用于取消旧单 */
- private volatile String currentShortOrderId;
+ /** 当前多仓条件单 ID 集合，用于取消旧单 */
+ private final List<String> currentLongOrderIds = Collections.synchronizedList(new ArrayList<>());
+ /** 当前空仓条件单 ID 集合，用于取消旧单 */
+ private final List<String> currentShortOrderIds = Collections.synchronizedList(new ArrayList<>());
/** 基底空头入场价 */
private BigDecimal shortBaseEntryPrice;
@@ -296,8 +300,8 @@
longPriceQueue.clear();
longTakeProfitQueue.clear();
shortTakeProfitQueue.clear();
- currentLongOrderId = null;
- currentShortOrderId = null;
+ currentLongOrderIds.clear();
+ currentShortOrderIds.clear();
log.info("[Gate] 网格策略已启动");
}
@@ -515,11 +519,11 @@
executor.placeConditionalEntryOrder(longPriceQueue.get(0),
FuturesPriceTrigger.RuleEnum.NUMBER_1, config.getQuantity(),
- orderId -> { currentLongOrderId = orderId; log.info("[Gate] 初始条件多单已挂, id:{}, trigger:{}", orderId, longPriceQueue.get(0)); },
+ orderId -> { currentLongOrderIds.add(orderId); log.info("[Gate] 初始条件多单已挂, id:{}, trigger:{}", orderId, longPriceQueue.get(0)); },
null);
executor.placeConditionalEntryOrder(shortPriceQueue.get(0),
FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
- orderId -> { currentShortOrderId = orderId; log.info("[Gate] 初始条件空单已挂, id:{}, trigger:{}", orderId, shortPriceQueue.get(0)); },
+ orderId -> { currentShortOrderIds.add(orderId); log.info("[Gate] 初始条件空单已挂, id:{}, trigger:{}", orderId, shortPriceQueue.get(0)); },
null);
state = StrategyState.ACTIVE;
@@ -642,27 +646,34 @@
if (!isMarginSafe()) {
log.warn("[Gate] 保证金超限，跳过挂条件单");
} else {
- String oldLongId = currentLongOrderId;
- executor.cancelConditionalOrder(oldLongId);
+ synchronized (currentLongOrderIds) {
+ for (String id : currentLongOrderIds) {
+ executor.cancelConditionalOrder(id);
+ }
+ currentLongOrderIds.clear();
+ }
executor.placeConditionalEntryOrder(newShortFirst,
FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
- orderId -> { currentShortOrderId = orderId; log.info("[Gate] 新条件空单, id:{}, trigger:{}", orderId, newShortFirst); },
+ orderId -> { currentShortOrderIds.add(orderId); log.info("[Gate] 新条件空单, id:{}, trigger:{}", orderId, newShortFirst); },
null);
executor.placeConditionalEntryOrder(newLongFirst,
FuturesPriceTrigger.RuleEnum.NUMBER_1, config.getQuantity(),
- orderId -> { currentLongOrderId = orderId; log.info("[Gate] 新条件多单, id:{}, trigger:{}", orderId, newLongFirst); },
+ orderId -> { currentLongOrderIds.add(orderId); log.info("[Gate] 新条件多单, id:{}, trigger:{}", orderId, newLongFirst); },
null);
+
+ if (newShortFirst.compareTo(shortEntryPrice) > 0
+ && newShortFirst.compareTo(longEntryPrice) < 0) {
+ BigDecimal reverseLongTp = newShortFirst.add(step).setScale(1, RoundingMode.HALF_UP);
+ longTakeProfitQueue.add(reverseLongTp);
+ longTakeProfitQueue.sort(BigDecimal::compareTo);
+ executor.placeConditionalEntryOrder(newShortFirst,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1, config.getQuantity(),
+ orderId -> { currentLongOrderIds.add(orderId); },
+ null);
+ log.info("[Gate] 反向条件多单已挂, trigger:{}, size:{}, 止盈:{}", newShortFirst, config.getQuantity(), reverseLongTp);
+ }
}
- if (isMarginSafe()
- && shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
- && longEntryPrice.compareTo(BigDecimal.ZERO) > 0
- && longEntryPrice.compareTo(shortEntryPrice) > 0
- && currentPrice.compareTo(shortEntryPrice) > 0
- && currentPrice.compareTo(longEntryPrice) < 0) {
- executor.openLong(config.getQuantity(), null, null);
- log.info("[Gate] 额外反向开多, 当前价:{} 在[{},{}]之间", currentPrice, shortEntryPrice, longEntryPrice);
- }
}
/**
@@ -742,27 +753,34 @@
if (!isMarginSafe()) {
log.warn("[Gate] 保证金超限，跳过挂条件单");
} else {
- String oldShortId = currentShortOrderId;
- executor.cancelConditionalOrder(oldShortId);
+ synchronized (currentShortOrderIds) {
+ for (String id : currentShortOrderIds) {
+ executor.cancelConditionalOrder(id);
+ }
+ currentShortOrderIds.clear();
+ }
executor.placeConditionalEntryOrder(newLongFirst,
FuturesPriceTrigger.RuleEnum.NUMBER_1, config.getQuantity(),
- orderId -> { currentLongOrderId = orderId; log.info("[Gate] 新条件多单, id:{}, trigger:{}", orderId, newLongFirst); },
+ orderId -> { currentLongOrderIds.add(orderId); log.info("[Gate] 新条件多单, id:{}, trigger:{}", orderId, newLongFirst); },
null);
executor.placeConditionalEntryOrder(newShortFirst,
FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
- orderId -> { currentShortOrderId = orderId; log.info("[Gate] 新条件空单, id:{}, trigger:{}", orderId, newShortFirst); },
+ orderId -> { currentShortOrderIds.add(orderId); log.info("[Gate] 新条件空单, id:{}, trigger:{}", orderId, newShortFirst); },
null);
+
+ if (newLongFirst.compareTo(shortEntryPrice) > 0
+ && newLongFirst.compareTo(longEntryPrice) < 0) {
+ BigDecimal reverseShortTp = newLongFirst.subtract(step).setScale(1, RoundingMode.HALF_UP);
+ shortTakeProfitQueue.add(reverseShortTp);
+ shortTakeProfitQueue.sort((a, b) -> b.compareTo(a));
+ executor.placeConditionalEntryOrder(newLongFirst,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
+ orderId -> { currentShortOrderIds.add(orderId); },
+ null);
+ log.info("[Gate] 反向条件空单已挂, trigger:{}, size:{}, 止盈:{}", newLongFirst, negate(config.getQuantity()), reverseShortTp);
+ }
}
- if (isMarginSafe()
- && shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
- && longEntryPrice.compareTo(BigDecimal.ZERO) > 0
- && longEntryPrice.compareTo(shortEntryPrice) > 0
- && currentPrice.compareTo(shortEntryPrice) > 0
- && currentPrice.compareTo(longEntryPrice) < 0) {
- executor.openShort(negate(config.getQuantity()), null, null);
- log.info("[Gate] 额外反向开空, 当前价:{} 在[{},{}]之间", currentPrice, shortEntryPrice, longEntryPrice);
- }
}
// ---- 保证金安全阀 ----
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 1752dd7..33b0e2d 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java
@@ -260,12 +260,12 @@
}
/**
- * 异步创建条件开仓单（价格触发开仓）。
+ * 异步创建条件开仓单（价格触发后以触发价限价开仓）。
*
- * <p>服务器监控价格，达到触发价后以市价 IOC 开仓。与止盈单不同，不设 order_type（默认开仓），
- * reduce_only=false。适用于"价格到达 X 才买入 / 跌到 Y 才卖出"的场景。
+ * <p>服务器监控价格，达到触发价后以触发价挂 GTC 限价单开仓。与止盈单不同，不设 order_type（默认开仓），
+ * reduce_only=false。
*
- * @param triggerPrice 触发价格
+ * @param triggerPrice 触发价格（同时也是限价执行价格）
* @param rule 触发规则（NUMBER_1: 最新价≥触发价时执行；NUMBER_2: 最新价≤触发价时执行）
* @param size 开仓张数（正=开多，负=开空）
* @param onSuccess 成功回调，接收 conditionOrderId
@@ -288,8 +288,8 @@
FuturesInitialOrder initial = new FuturesInitialOrder();
initial.setContract(contract);
initial.setSize(Long.parseLong(size));
- initial.setPrice("0");
- initial.setTif(FuturesInitialOrder.TifEnum.IOC);
+ initial.setPrice(triggerPrice.toString());
+ initial.setTif(FuturesInitialOrder.TifEnum.GTC);
initial.setReduceOnly(false);
FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder();
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 03f018b..409d2ed 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateWebSocketClientManager.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateWebSocketClientManager.java
@@ -56,7 +56,7 @@
.leverage("100")
.marginMode("CROSS")
.positionMode("dual")
- .gridRate(new BigDecimal("0.005"))
+ .gridRate(new BigDecimal("0.003"))
.overallTp(new BigDecimal("5"))
.maxLoss(new BigDecimal("15"))
.quantity("1")
--
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