From 3c0139494941f79a78b5fcf7f226b172dfe7df0c Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Sat, 11 Jul 2026 14:46:54 +0800
Subject: [PATCH] 挂单成交后，止盈单在成交网格往上每两个网格挂一个
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 418 +++++++++++++++++++++++++++++++++++++++++------------------
1 files changed, 288 insertions(+), 130 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 137d05e..ffe25cc 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -138,6 +138,8 @@
private volatile int accumulatedLongLossCount = 0;
/** 空头累计止损张数（加仓订单成交后归零） */
private volatile int accumulatedShortLossCount = 0;
+ /** 是否首次挂单成交（初始化后重置为 true，首次成交后置 false） */
+ private volatile boolean firstFillAfterInit = true;
private volatile BigDecimal lastKlinePrice;
private volatile BigDecimal markPrice = BigDecimal.ZERO;
@@ -307,6 +309,7 @@
shortActive = false;
accumulatedLongLossCount = 0;
accumulatedShortLossCount = 0;
+ firstFillAfterInit = true;
shortPriceQueue.clear();
longPriceQueue.clear();
totalShortPriceQueue.clear();
@@ -394,18 +397,18 @@
checkProfitAndReset();
-// if (state == StrategyState.ACTIVE &&
-// longActive == false &&
-// longPositionSize.compareTo(BigDecimal.ZERO) == 0){
-// processShortGrid(closePrice);
-// }
-//
-//
-// if (state == StrategyState.ACTIVE &&
-// shortActive == false &&
-// shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
-// processLongGrid(closePrice);
-// }
+ if (state == StrategyState.ACTIVE &&
+ longActive == false &&
+ longPositionSize.compareTo(BigDecimal.ZERO) == 0){
+ processShortGrid(closePrice);
+ }
+
+
+ if (state == StrategyState.ACTIVE &&
+ shortActive == false &&
+ shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
+ processLongGrid(closePrice);
+ }
}
/** Gate 永续合约 taker 费率 0.05% */
@@ -628,12 +631,41 @@
if (shortGridElement.isHasShortOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
shortEntryTraderIdParam(shortGridElement, null, false);
+// // 首次挂单成交，取消初始化阶段挂的所有止盈单
+// if (firstFillAfterInit) {
+// cancelAllInitialTakeProfits();
+// firstFillAfterInit = false;
+// }
// [Gate-需求2] 加仓后先撤空仓所有止盈+止损，再查交易所持仓后重挂
cancelAllShortTakeProfitsAndStopLosses();
// REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
extendShortStopLoss(posSize, shortGridElement.getId());
log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
+
+// int tpGridId = 0;
+// GridElement tpElem = GridElement.findById(tpGridId);
+// // 已有止盈单先取消再重挂
+// String existingShortTpId = tpElem.getShortTakeProfitOrderId();
+// if (existingShortTpId != null) {
+// executor.cancelConditionalOrder(existingShortTpId, oid -> {
+// shortTakeProfitTraderIdParam(tpElem, null, false);
+// log.info("[Gate] 空仓止盈取消(gridId:{})，准备重挂", tpGridId);
+// });
+// }
+// BigDecimal tpPrice = tpElem.getGridPrice();
+// int finalTpGridId = tpGridId;
+// executor.placeTakeProfit(
+// tpPrice,
+// FuturesPriceTrigger.RuleEnum.NUMBER_2,
+// ORDER_TYPE_CLOSE_SHORT,
+// config.getQuantity(),
+// profitId -> {
+// shortTakeProfitTraderIdParam(tpElem, profitId, true);
+// log.info("[Gate] 空仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
+// finalTpGridId, tpPrice, profitId);
+// }
+// );
// 空仓持仓超过baseQuantity时，先找多仓第一个止损位置，从该位置向下挂止盈（间隔=1）
BigDecimal shortBaseQty = new BigDecimal(config.getBaseQuantity());
@@ -642,23 +674,18 @@
BigDecimal shortExcess = BigDecimal.valueOf(posSize).subtract(shortBaseQty);
int shortExcessCount = shortExcess.divide(shortGridQty, 0, RoundingMode.DOWN).intValue();
- // 找多仓第一个（最近的）止损位置
- int firstLongSlId = 0;
- for (GridElement e : config.getGridElements()) {
- if (e.getLongStopLossOrderId() != null) {
- if (firstLongSlId == 0 || e.getId() > firstLongSlId) {
- firstLongSlId = e.getId();
- }
- }
- }
+// // 找多仓第一个（最近的）止损位置
+// int firstLongSlId = 0;
+// for (GridElement e : config.getGridElements()) {
+// if (e.getLongStopLossOrderId() != null) {
+// if (firstLongSlId == 0 || e.getId() > firstLongSlId) {
+// firstLongSlId = e.getId();
+// }
+// }
+// }
for (int i = 0; i < shortExcessCount; i++) {
- int tpGridId;
- if (firstLongSlId != 0) {
- tpGridId = firstLongSlId - i; // 从多仓第一个止损位置开始，向下挂，间隔=1
- } else {
- tpGridId = shortGridElement.getId() - 2 * (i + 1); // 无多仓止损时回退原逻辑
- }
+ int tpGridId = shortGridElement.getId() - 2 * (i + 1);
GridElement tpElem = GridElement.findById(tpGridId);
if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
continue;
@@ -686,12 +713,41 @@
int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
longEntryTraderIdParam(longGridElement, null, false);
+ // 首次挂单成交，取消初始化阶段挂的所有止盈单
+ if (firstFillAfterInit) {
+ cancelAllInitialTakeProfits();
+ firstFillAfterInit = false;
+ }
// [Gate-需求2] 加仓后先撤多仓所有止盈+止损，再查交易所持仓后重挂
cancelAllLongTakeProfitsAndStopLosses();
// REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
extendLongStopLoss(posSize, longGridElement.getId());
log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
+
+// int tpGridId = 0;
+// GridElement tpElem = GridElement.findById(tpGridId);
+// // 已有止盈单先取消再重挂
+// String existingLongTpId = tpElem.getLongTakeProfitOrderId();
+// if (existingLongTpId != null) {
+// executor.cancelConditionalOrder(existingLongTpId, oid -> {
+// longTakeProfitTraderIdParam(tpElem, null, false);
+// log.info("[Gate] 多仓止盈取消(gridId:{})，准备重挂", tpGridId);
+// });
+// }
+// BigDecimal tpPrice = tpElem.getGridPrice();
+// int finalTpGridId = tpGridId;
+// executor.placeTakeProfit(
+// tpPrice,
+// FuturesPriceTrigger.RuleEnum.NUMBER_1,
+// ORDER_TYPE_CLOSE_LONG,
+// negate(config.getQuantity()),
+// profitId -> {
+// longTakeProfitTraderIdParam(tpElem, profitId, true);
+// log.info("[Gate] 多仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
+// finalTpGridId, tpPrice, profitId);
+// }
+// );
// 多仓持仓超过baseQuantity时，先找空仓第一个止损位置，从该位置向上挂止盈（间隔=1）
BigDecimal longBaseQty = new BigDecimal(config.getBaseQuantity());
@@ -700,23 +756,18 @@
BigDecimal longExcess = BigDecimal.valueOf(posSize).subtract(longBaseQty);
int longExcessCount = longExcess.divide(longGridQty, 0, RoundingMode.DOWN).intValue();
- // 找空仓第一个（最近的）止损位置
- int firstShortSlId = 0;
- for (GridElement e : config.getGridElements()) {
- if (e.getShortStopLossOrderId() != null) {
- if (firstShortSlId == 0 || e.getId() < firstShortSlId) {
- firstShortSlId = e.getId();
- }
- }
- }
+// // 找空仓第一个（最近的）止损位置
+// int firstShortSlId = 0;
+// for (GridElement e : config.getGridElements()) {
+// if (e.getShortStopLossOrderId() != null) {
+// if (firstShortSlId == 0 || e.getId() < firstShortSlId) {
+// firstShortSlId = e.getId();
+// }
+// }
+// }
for (int i = 0; i < longExcessCount; i++) {
- int tpGridId;
- if (firstShortSlId != 0) {
- tpGridId = firstShortSlId + i; // 从空仓第一个止损位置开始，向上挂，间隔=1
- } else {
- tpGridId = longGridElement.getId() + 2 * (i + 1); // 无空仓止损时回退原逻辑
- }
+ int tpGridId = longGridElement.getId() + 2 * (i + 1);
GridElement tpElem = GridElement.findById(tpGridId);
if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) {
continue;
@@ -816,42 +867,42 @@
baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
baseGridElement.setHasShortOrder(true);
- // 空仓止损对应的多仓止盈：多仓止盈挂在ID=3
- int tpGridIdLong = 3;
- GridElement tpElemLong = GridElement.findById(tpGridIdLong);
- BigDecimal triggerPriceLong = tpElemLong.getGridPrice();
- String sizeLong = config.getQuantity();
- executor.placeTakeProfit(
- triggerPriceLong,
- FuturesPriceTrigger.RuleEnum.NUMBER_1,
- ORDER_TYPE_CLOSE_LONG,
- negate(sizeLong),
- profitId -> {
- tpElemLong.setLongTakeProfitOrderId(profitId);
- GridElement.refreshIndices();
- log.info("[Gate] 多仓止盈已挂(gridId:{}多止盈), 触发价:{}, takeProfitId:{}",
- tpGridIdLong, triggerPriceLong, profitId);
- }
- );
-
-
- // 多仓止损对应的空仓止盈：空仓止盈挂在ID=-3
- int tpGridIdShort = -3;
- GridElement tpElemShort = GridElement.findById(tpGridIdShort);
- BigDecimal triggerPriceShort = tpElemShort.getGridPrice();
- String sizeShort = config.getQuantity();
- executor.placeTakeProfit(
- triggerPriceShort,
- FuturesPriceTrigger.RuleEnum.NUMBER_2,
- ORDER_TYPE_CLOSE_SHORT,
- sizeShort,
- profitId -> {
- tpElemShort.setShortTakeProfitOrderId(profitId);
- GridElement.refreshIndices();
- log.info("[Gate] 空仓止盈已挂(gridId:{}空止盈), 触发价:{}, takeProfitId:{}",
- tpGridIdShort, triggerPriceShort, profitId);
- }
- );
+// // 空仓止损对应的多仓止盈：多仓止盈挂在ID=3
+// int tpGridIdLong = 3;
+// GridElement tpElemLong = GridElement.findById(tpGridIdLong);
+// BigDecimal triggerPriceLong = tpElemLong.getGridPrice();
+// String sizeLong = config.getBaseQuantity();
+// executor.placeTakeProfit(
+// triggerPriceLong,
+// FuturesPriceTrigger.RuleEnum.NUMBER_1,
+// ORDER_TYPE_CLOSE_LONG,
+// negate(sizeLong),
+// profitId -> {
+// tpElemLong.setLongTakeProfitOrderId(profitId);
+// GridElement.refreshIndices();
+// log.info("[Gate] 多仓止盈已挂(gridId:{}多止盈), 触发价:{}, takeProfitId:{}",
+// tpGridIdLong, triggerPriceLong, profitId);
+// }
+// );
+//
+//
+// // 多仓止损对应的空仓止盈：空仓止盈挂在ID=-3
+// int tpGridIdShort = -3;
+// GridElement tpElemShort = GridElement.findById(tpGridIdShort);
+// BigDecimal triggerPriceShort = tpElemShort.getGridPrice();
+// String sizeShort = config.getBaseQuantity();
+// executor.placeTakeProfit(
+// triggerPriceShort,
+// FuturesPriceTrigger.RuleEnum.NUMBER_2,
+// ORDER_TYPE_CLOSE_SHORT,
+// sizeShort,
+// profitId -> {
+// tpElemShort.setShortTakeProfitOrderId(profitId);
+// GridElement.refreshIndices();
+// log.info("[Gate] 空仓止盈已挂(gridId:{}空止盈), 触发价:{}, takeProfitId:{}",
+// tpGridIdShort, triggerPriceShort, profitId);
+// }
+// );
// int shortTime = 2;
// GridElement elemShort = GridElement.findById(shortTime);
@@ -1600,6 +1651,29 @@
log.info("[Gate] 已提交取消所有空仓止盈+止损");
}
+ /**
+ * 首次挂单成交时，取消初始化阶段挂的所有止盈单（多+空），止损单保留不动。
+ */
+ private void cancelAllInitialTakeProfits() {
+
+
+ GridElement tpElemLong = GridElement.findById(3);
+ String longTpId = tpElemLong.getLongTakeProfitOrderId();
+ if (longTpId != null) {
+ longTakeProfitTraderIdParam(tpElemLong, null, false);
+ executor.cancelConditionalOrder(longTpId, oid -> {});
+ }
+
+ GridElement tpElemShort = GridElement.findById(-3);
+ String shortTpId = tpElemShort.getShortTakeProfitOrderId();
+ if (shortTpId != null) {
+ shortTakeProfitTraderIdParam(tpElemShort, null, false);
+ executor.cancelConditionalOrder(shortTpId, oid -> {});
+ }
+ GridElement.refreshIndices();
+ log.info("[Gate] 首次成交，取消所有初始化止盈单");
+ }
+
// ========== 止损追单 ==========
private void extendLongStopLoss(int filledQty,int gridId) {
@@ -1610,32 +1684,11 @@
}
}
- int interval = 1;
- if (furthestSlId == 0) {
- furthestSlId = gridId;
- interval = 2;
- }
- int stopLossCount = filledQty;
- log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}张止损单", furthestSlId, filledQty, stopLossCount);
- int newSlId = furthestSlId - interval;
- GridElement elem = GridElement.findById(newSlId);
- if (elem == null) {
- return;
- }
- BigDecimal triggerPrice = elem.getGridPrice();
- int finalSlId = newSlId;
- executor.placeTakeProfit(
- triggerPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_2,
- ORDER_TYPE_CLOSE_LONG,
- negate(String.valueOf(stopLossCount)),
- profitId -> {
- elem.setLongStopLossOrderId(profitId);
- GridElement.refreshIndices();
- log.info("[Gate] 多仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
- }
- );
-
+// int interval = 1;
+// if (furthestSlId == 0) {
+// furthestSlId = gridId;
+// interval = 2;
+// }
// int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
// log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
// for (int i = 0; i < stopLossCount; i++) {
@@ -1658,6 +1711,69 @@
// }
// );
// }
+
+ int parseInt = Integer.parseInt(config.getQuantity());
+ int total = filledQty - parseInt;
+ if (total > parseInt) {
+ String firstNum = String.valueOf(total);
+ log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, 2);
+ int newSlId = gridId - 2;
+ GridElement elem = GridElement.findById(newSlId);
+ if (elem != null) {
+ BigDecimal triggerPrice = elem.getGridPrice();
+ int finalSlId = newSlId;
+ executor.placeTakeProfit(
+ triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_LONG,
+ negate(firstNum),
+ profitId -> {
+ elem.setLongStopLossOrderId(profitId);
+ GridElement.refreshIndices();
+ log.info("[Gate] 多仓止损追加, gridId:{}, 触发价:{}, 数量:{}, stopLossId:{}", finalSlId, triggerPrice, firstNum, profitId);
+ }
+ );
+ }
+ int newSecendSlId = gridId - 3;
+ GridElement elemSecend = GridElement.findById(newSecendSlId);
+ if (elemSecend != null) {
+ BigDecimal triggerPrice = elemSecend.getGridPrice();
+ int finalSlId = newSecendSlId;
+ executor.placeTakeProfit(
+ triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_LONG,
+ negate(config.getQuantity()),
+ profitId -> {
+ elemSecend.setLongStopLossOrderId(profitId);
+ GridElement.refreshIndices();
+ log.info("[Gate] 多仓止损追加, gridId:{}, 触发价:{}, 数量:{}, stopLossId:{}", finalSlId, triggerPrice, config.getQuantity(), profitId);
+ }
+ );
+ }
+ }
+ if (total == parseInt){
+ String firstNum = config.getQuantity();
+ log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, 1);
+ int newSlId = gridId - 2;
+ GridElement elem = GridElement.findById(newSlId);
+ if (elem != null) {
+ BigDecimal triggerPrice = elem.getGridPrice();
+ int finalSlId = newSlId;
+ executor.placeTakeProfit(
+ triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_LONG,
+ negate(firstNum),
+ profitId -> {
+ elem.setLongStopLossOrderId(profitId);
+ GridElement.refreshIndices();
+ log.info("[Gate] 多仓止损追加, gridId:{}, 触发价:{}, 数量:{}, stopLossId:{}", finalSlId, triggerPrice, firstNum, profitId);
+ }
+ );
+ }
+ }
+
}
private void extendShortStopLoss(int filledQty, int gridId) {
@@ -1668,32 +1784,11 @@
}
}
- int interval = 1;
- if (furthestSlId == 0) {
- furthestSlId = gridId;
- interval = 2;
- }
- int stopLossCount = filledQty ;
- log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}张止损单", furthestSlId, filledQty, stopLossCount);
- int newSlId = furthestSlId + interval;
- GridElement elem = GridElement.findById(newSlId);
- if (elem == null) {
- return;
- }
- BigDecimal triggerPrice = elem.getGridPrice();
- int finalSlId = newSlId;
- executor.placeTakeProfit(
- triggerPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_1,
- ORDER_TYPE_CLOSE_SHORT,
- String.valueOf(stopLossCount),
- profitId -> {
- elem.setShortStopLossOrderId(profitId);
- GridElement.refreshIndices();
- log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
- }
- );
-
+// int interval = 1;
+// if (furthestSlId == 0) {
+// furthestSlId = gridId;
+// interval = 2;
+// }
// int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
// log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
// for (int i = 0; i < stopLossCount; i++) {
@@ -1716,6 +1811,69 @@
// }
// );
// }
+
+ int parseInt = Integer.parseInt(config.getQuantity());
+ int total = filledQty - parseInt;
+ if (total > parseInt) {
+ String firstNum = String.valueOf(total);
+ log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, 2);
+ int newSlId = gridId + 2;
+ GridElement elem = GridElement.findById(newSlId);
+ if (elem != null) {
+ BigDecimal triggerPrice = elem.getGridPrice();
+ int finalSlId = newSlId;
+ executor.placeTakeProfit(
+ triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_SHORT,
+ firstNum,
+ profitId -> {
+ elem.setShortStopLossOrderId(profitId);
+ GridElement.refreshIndices();
+ log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, 数量:{}, stopLossId:{}", finalSlId, triggerPrice, firstNum, profitId);
+ }
+ );
+ }
+ int newSecendSlId = gridId + 2;
+ GridElement elemSecend = GridElement.findById(newSecendSlId);
+ if (elemSecend != null) {
+ BigDecimal triggerPrice = elemSecend.getGridPrice();
+ int finalSlId = newSecendSlId;
+ executor.placeTakeProfit(
+ triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_SHORT,
+ config.getQuantity(),
+ profitId -> {
+ elemSecend.setShortStopLossOrderId(profitId);
+ GridElement.refreshIndices();
+ log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, 数量:{}, stopLossId:{}", finalSlId, triggerPrice, config.getQuantity(), profitId);
+ }
+ );
+ }
+ }
+ if (total == parseInt) {
+ String firstNum = config.getQuantity();
+ log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, 1);
+ int newSlId = gridId + 2;
+ GridElement elem = GridElement.findById(newSlId);
+ if (elem != null) {
+ BigDecimal triggerPrice = elem.getGridPrice();
+ int finalSlId = newSlId;
+ executor.placeTakeProfit(
+ triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_SHORT,
+ firstNum,
+ profitId -> {
+ elem.setShortStopLossOrderId(profitId);
+ GridElement.refreshIndices();
+ log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, 数量:{}, stopLossId:{}", finalSlId, triggerPrice, firstNum, profitId);
+ }
+ );
+ }
+ }
+
}
// ---- 工具 ----
--
Gitblit v1.9.1