From 3d867b4b5ef09625ff7b7d616404fda75518e36d Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 10 Aug 2026 15:34:27 +0800
Subject: [PATCH] refactor(gate-config): 优化数值解析逻辑并提取公共函数
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 236 +++++++++++++++-------------------------------------------
1 files changed, 63 insertions(+), 173 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 28b49de..59a62f1 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -676,7 +676,6 @@
log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
- checkShortStopLongProfit(accumulatedShortLossCount, shortGridElement.getId() + 2);
}
}
@@ -706,8 +705,6 @@
// [Gate] 止盈挂单:超出基础仓位的部分,挂在空仓第一止损位
// placeExcessTakeProfit(posSize, true);
log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
-
- checkLongStopShortProfit(accumulatedLongLossCount, longGridElement.getId() -2);
}
}
@@ -1274,6 +1271,63 @@
}
}
+ // ========== 加仓计算 ==========
+
+ /**
+ * 根据 {@code stopLossCountMode} 计算当前有效的止损次数。
+ * <ul>
+ * <li>{@code "single"}(单向):返回该方向的累计止损次数</li>
+ * <li>{@code "dual"}(双向):返回多空双向累计总次数</li>
+ * </ul>
+ *
+ * @param isLong {@code true}=多仓方向,{@code false}=空仓方向
+ * @return 有效止损次数
+ */
+ private int getEffectiveStopLossCount(boolean isLong) {
+ if ("single".equals(config.getStopLossCountMode())) {
+ return isLong ? accumulatedLongLossCount : accumulatedShortLossCount;
+ }
+ // "dual" — 双向总次数
+ return accumulatedLongLossCount + accumulatedShortLossCount;
+ }
+
+ /**
+ * 根据加仓配置计算止损追单时的实际下单量。
+ * <p>公式:</p>
+ * <pre>
+ * divisor = addPositionInterval + 1
+ * addMultiplier = floor(effectiveStopLossCount / divisor)
+ * addQty = addMultiplier × addPositionQuantity
+ * finalQty = min(baseQuantity + addQty, maxPositionPerSide > 0 ? maxPositionPerSide : ∞)
+ * </pre>
+ *
+ * @param isLong {@code true}=多仓方向,{@code false}=空仓方向
+ * @return 实际下单张数(字符串)
+ */
+ private String calculateEntryQuantity(boolean isLong) {
+ int baseQty = Integer.parseInt(config.getBaseQuantity());
+ int interval = config.getAddPositionInterval();
+ int addQtyPerUnit = config.getAddPositionQuantity();
+ int maxPerSide = config.getMaxPositionPerSide();
+
+ int effectiveCount = getEffectiveStopLossCount(isLong);
+ int startThreshold = config.getAddPositionStartThreshold();
+ if (startThreshold > 0) {
+ effectiveCount = Math.max(0, effectiveCount - startThreshold);
+ }
+ // divisor = interval + 1:interval=0→每次加仓, interval=1→每2次加仓(2,4,6...), interval=3→每4次加仓(4,8,12...)
+ int divisor = interval + 1;
+ int addMultiplier = interval >= 0 ? effectiveCount / divisor : 0;
+ int addQty = addMultiplier * addQtyPerUnit;
+ int totalQty = baseQty + addQty;
+
+ if (maxPerSide > 0 && totalQty > maxPerSide) {
+ totalQty = maxPerSide;
+ }
+
+ return String.valueOf(totalQty);
+ }
+
private void handleLongStopLossTriggered(GridElement gridElement, String orderId) {
gridElement.removeLongStopLossOrderId(orderId);
@@ -1300,8 +1354,9 @@
// 止损追单:同一网格可有多笔挂单,不判断 isHasLongOrder,直接挂单
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
-// String size = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
- String size = String.valueOf(config.getBaseQuantity());
+ String size = calculateEntryQuantity(true);
+ log.info("[Gate] 多仓止损追单 有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}",
+ getEffectiveStopLossCount(true), config.getBaseQuantity(), size, config.getStopLossCountMode());
newEntryGrid.getLongTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
@@ -1317,172 +1372,6 @@
});
}
}
-
- }
-
- // ========== 止损触发操作表 ==========
- /**
- * value = int[2]: {对手满仓止盈%, 基础仓位阈值%}
- * <ul>
- * <li>[0] 对手满仓:挂对手仓位此%做止盈;0=不挂</li>
- * <li>[1] 基础仓位阈值(占maxPos的%):对手/己方仓位超出此阈值部分做止盈;0=不挂</li>
- * </ul>
- */
- private static final Map<Integer, int[]> STOP_LOSS_RULES = new LinkedHashMap<>();
- private static final int DEFAULT_STOP_LOSS_PERCENT = 5;
-
- static {
- // times {满仓%, 阈值%}
- put(1, new int[]{0, 0});
- put(2, new int[]{0, 0});
- put(3, new int[]{15, 0});
- put(4, new int[]{0, 0});
- put(5, new int[]{0, 0});
- put(6, new int[]{30, 40});
- put(7, new int[]{0, 0});
- put(8, new int[]{0, 0});
- put(9, new int[]{40, 50});
- put(10, new int[]{0, 0});
- put(11, new int[]{0, 0});
- put(12, new int[]{50, 60});
- put(13, new int[]{0, 0});
- put(14, new int[]{0, 0});
- put(15, new int[]{60, 60});
- put(16, new int[]{0, 0});
- put(17, new int[]{0, 0});
- put(18, new int[]{65, 65});
- put(19, new int[]{0, 0});
- put(20, new int[]{0, 0});
- put(21, new int[]{70, 70});
- put(22, new int[]{0, 0});
- put(23, new int[]{0, 0});
- put(24, new int[]{75, 75});
- put(25, new int[]{0, 0});
- put(26, new int[]{0, 0});
- put(27, new int[]{80, 80});
- put(28, new int[]{0, 0});
- put(29, new int[]{0, 0});
- put(30, new int[]{85, 85});
- put(31, new int[]{0, 0});
- put(32, new int[]{0, 0});
- }
-
- private static void put(int times, int[] rule) { STOP_LOSS_RULES.put(times, rule); }
-
- private static int[] ruleOf(int times) {
- int[] r = STOP_LOSS_RULES.get(times);
- return r != null ? r : STOP_LOSS_RULES.get(32);
- }
-
- /**
- * 多仓止损触发后,查表处理对手盘(空仓)盈止 + 己方盈止 + 激活。
- */
- private void checkLongStopShortProfit(int times, int gridId) {
- int[] r = ruleOf(times);
- int maxPos = Integer.parseInt(config.getBaseQuantity());
- if (maxPos <= 0) {
- return;
- }
-
- int fullTpPct = r[0]; // 对手满仓 → 止盈%
- int fullTpPctNum = maxPos * (100- fullTpPct)/ 100;
- int thresholdPct = r[1]; // 基础仓位阈值%
- int thresholdPosNum = maxPos * (100- thresholdPct)/ 100;
-
- // ---------- 对手盘(空仓)盈止 ----------
- int oppPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
- boolean isFullTp = oppPos > fullTpPctNum;
- if (isFullTp) {
- // 对手仓位超出阈值:超额整个挂一笔止盈,位置在触发格 - 1
- int excess = oppPos - fullTpPctNum;
- GridElement tpElem = GridElement.findById(gridId);
- if (tpElem != null) {
- placeTakeProfitAtGrid(tpElem, false, excess, times);
- }
- }
-
- // ---------- 己方(多仓)盈止(≥6次) ----------
-// if (times >= 6 && thresholdPct > 0) {
-// int selfPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
-// int excess = selfPos - thresholdPosNum;
-// if (excess > 0) {
-// int perOrderQty = maxPos * DEFAULT_STOP_LOSS_PERCENT / 100;
-// if (perOrderQty <= 0) {
-// perOrderQty = 1;
-// }
-// int totalOrders = excess / perOrderQty;
-// if (totalOrders <= 0) {
-// totalOrders = 1;
-// }
-// int entryGridId = 0; // 多仓建仓格
-// for (int i = 0; i < totalOrders; i++) {
-// int tpGridId = entryGridId + 2 * (i + 1); // 朝盈利方向(向上)间隔2格
-// GridElement tpElem = GridElement.findById(tpGridId);
-// if (tpElem == null) {
-// break;
-// }
-// placeTakeProfitAtGrid(tpElem, true, perOrderQty, times);
-// }
-// log.info("[Gate] 止损{}→己方多仓止盈, excess:{}, 挂{}单, 每单{}张",
-// times, excess, totalOrders, perOrderQty);
-// }
-// }
-
- }
-
- /**
- * 空仓止损触发后,查表处理对手盘(多仓)盈止 + 己方盈止。
- */
- private void checkShortStopLongProfit(int times, int gridId) {
- int[] r = ruleOf(times);
- int maxPos = Integer.parseInt(config.getBaseQuantity());
- if (maxPos <= 0) {
- return;
- }
-
- int fullTpPct = r[0]; // 对手满仓 → 止盈%
- int fullTpPctNum = maxPos * (100 - fullTpPct) / 100;
- int thresholdPct = r[1]; // 基础仓位阈值%
- int thresholdPosNum = maxPos * (100 - thresholdPct) / 100;
-
- // ---------- 对手盘(多仓)盈止 ----------
- int oppPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
- boolean isFullTp = oppPos > fullTpPctNum;
- if (isFullTp) {
- // 对手仓位超出阈值:超额整个挂一笔止盈,位置在触发格
- int excess = oppPos - fullTpPctNum;
- GridElement tpElem = GridElement.findById(gridId);
- if (tpElem != null) {
- placeTakeProfitAtGrid(tpElem, true, excess, times);
- }
- }
-
- // ---------- 己方(空仓)盈止(≥6次) ----------
-// if (times >= 6 && thresholdPct > 0) {
-// int selfPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
-// int excess = selfPos - thresholdPosNum;
-// if (excess > 0) {
-// int perOrderQty = maxPos * DEFAULT_STOP_LOSS_PERCENT / 100;
-// if (perOrderQty <= 0) {
-// perOrderQty = 1;
-// }
-// int totalOrders = excess / perOrderQty;
-// if (totalOrders <= 0) {
-// totalOrders = 1;
-// }
-// int entryGridId = 0; // 空仓建仓格
-// for (int i = 0; i < totalOrders; i++) {
-// int tpGridId = entryGridId - 2 * (i + 1); // 朝盈利方向(向下)间隔2格
-// GridElement tpElem = GridElement.findById(tpGridId);
-// if (tpElem == null) {
-// break;
-// }
-// placeTakeProfitAtGrid(tpElem, false, perOrderQty, times);
-// }
-// log.info("[Gate] 止损{}→己方空仓止盈, excess:{}, 挂{}单, 每单{}张",
-// times, excess, totalOrders, perOrderQty);
-// }
-// }
}
@@ -1510,8 +1399,9 @@
// 止损追单:同一网格可有多笔挂单,不判断 isHasShortOrder,直接挂单
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
-// String size = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
- String size = String.valueOf(config.getBaseQuantity());
+ String size = calculateEntryQuantity(false);
+ log.info("[Gate] 空仓止损追单 有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}",
+ getEffectiveStopLossCount(false), config.getBaseQuantity(), size, config.getStopLossCountMode());
newEntryGrid.getShortTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
--
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