From 3e3eafd0fef030940d22b63b4c549519f989049e Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Sat, 09 May 2026 13:33:55 +0800
Subject: [PATCH] fix(trade): 修复止盈订单数量设置和日志记录问题
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 466 +++++++++++++++++++++++++++++++++++++++++++--------------
1 files changed, 347 insertions(+), 119 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 ed17373..b925cb5 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -7,28 +7,47 @@
import io.gate.gateapi.api.FuturesApi;
import io.gate.gateapi.models.AccountDetail;
import io.gate.gateapi.models.FuturesAccount;
+import io.gate.gateapi.models.FuturesOrder;
import io.gate.gateapi.models.FuturesPriceTrigger;
+import io.gate.gateapi.models.Position;
import lombok.extern.slf4j.Slf4j;
import java.math.BigDecimal;
import java.math.RoundingMode;
+import java.util.ArrayList;
+import java.util.Collections;
+import java.util.List;
/**
- * Gate 网格交易服务类。使用 Gate SDK 通过 REST API 下单。
+ * Gate 网格交易服务 — 策略核心。
+ *
+ * <h3>策略</h3>
+ * 多空双开基底 → 生成价格网格队列 → K线触达网格线 → 开仓+设止盈 → 队列动态转移。
+ * 每根 K 线更新 {@code unrealizedPnl}（浮动盈亏），平仓后累加到 {@code cumulativePnl}（已实现盈亏）。
+ *
+ * <h3>未实现盈亏公式（正向合约）</h3>
+ * <pre>
+ * 多仓: 持仓量 × 合约乘数 × (计价价格 − 开仓均价)
+ * 空仓: 持仓量 × 合约乘数 × (开仓均价 − 计价价格)
+ * </pre>
+ * 计价价格支持切换：{@link GateConfig.PnLPriceMode#LAST_PRICE 最新成交价} 或
+ * {@link GateConfig.PnLPriceMode#MARK_PRICE 标记价格}（通过 {@link #setMarkPrice(BigDecimal)} 注入）。
+ * 入场价和持仓量由 {@link #onPositionUpdate(String, Position.ModeEnum, BigDecimal, BigDecimal)} 实时更新。
*
* <h3>状态机</h3>
* <pre>
- * WAITING_KLINE → (首次 K 线) → OPENING → ACTIVE
- * 双开失败 → STOPPED
+ * WAITING_KLINE → (首K线) → 异步双开基底
+ *
+ * 仓位推送(dual_long/dual_short) → 基底成交 → 记录入场价 → 双基底都成交 → 生成队列 → ACTIVE
*
* ACTIVE:
- * ├─ 仓位 size=0 且方向活跃 → REOPENING_L/S → ACTIVE
- * │ 补仓失败 → 重试 → 仍失败 → STOPPED
+ * ├─ 每根K线 → 更新 unrealizedPnl + processShortGrid + processLongGrid
+ * │ ├─ 当前价 < 空仓队列元素 → 匹配 → 开空 + 队列元素转移到多仓队列
+ * │ └─ 当前价 > 多仓队列元素 → 匹配 → 开多 + 队列元素转移到空仓队列
+ * ├─ 仓位推送(非基底) → 设止盈条件单 entry × (1±gridRate)
+ * ├─ 保证金≥初始本金 marginRatioLimit → 跳过开仓，队列照常更新
* └─ cumulativePnl ≥ overallTp 或 ≤ -maxLoss → STOPPED
* </pre>
- *
- * <h3>架构</h3>
- * REST 下单委派给 {@link GateTradeExecutor}（独立线程池，避免阻塞 WS 回调线程）。
*
* @author Administrator
*/
@@ -36,8 +55,11 @@
public class GateGridTradeService {
public enum StrategyState {
- WAITING_KLINE, OPENING, ACTIVE, REOPENING_LONG, REOPENING_SHORT, STOPPED
+ WAITING_KLINE, OPENING, ACTIVE, STOPPED
}
+
+ private static final String ORDER_TYPE_CLOSE_LONG = "close-long-position";
+ private static final String ORDER_TYPE_CLOSE_SHORT = "close-short-position";
private final GateConfig config;
private final GateTradeExecutor executor;
@@ -46,19 +68,35 @@
private volatile StrategyState state = StrategyState.WAITING_KLINE;
- /** 多头是否活跃（有仓位） */
- private volatile boolean longActive = false;
+ /** 空仓价格队列，降序排列（大→小），容量 gridQueueSize */
+ private final List<BigDecimal> shortPriceQueue = Collections.synchronizedList(new ArrayList<>());
+ /** 多仓价格队列，升序排列（小→大），容量 gridQueueSize */
+ private final List<BigDecimal> longPriceQueue = Collections.synchronizedList(new ArrayList<>());
+
+ /** 基底空头入场价 */
+ private BigDecimal shortBaseEntryPrice;
+ /** 基底多头入场价 */
+ private BigDecimal longBaseEntryPrice;
+ /** 基底多头是否已开 */
+ private volatile boolean baseLongOpened = false;
+ /** 基底空头是否已开 */
+ private volatile boolean baseShortOpened = false;
+
/** 空头是否活跃（有仓位） */
private volatile boolean shortActive = false;
+ /** 多头是否活跃（有仓位） */
+ private volatile boolean longActive = false;
- private BigDecimal longEntryPrice;
- private BigDecimal shortEntryPrice;
private volatile BigDecimal lastKlinePrice;
+ private volatile BigDecimal markPrice = BigDecimal.ZERO;
private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
+ private volatile BigDecimal unrealizedPnl = BigDecimal.ZERO;
+ private volatile BigDecimal longEntryPrice = BigDecimal.ZERO;
+ private volatile BigDecimal shortEntryPrice = BigDecimal.ZERO;
+ private volatile BigDecimal longPositionSize = BigDecimal.ZERO;
+ private volatile BigDecimal shortPositionSize = BigDecimal.ZERO;
private Long userId;
-
- private int longReopenFails = 0;
- private int shortReopenFails = 0;
+ private volatile BigDecimal initialPrincipal = BigDecimal.ZERO;
public GateGridTradeService(GateConfig config) {
this.config = config;
@@ -69,6 +107,8 @@
this.executor = new GateTradeExecutor(apiClient, config.getContract());
}
+ // ---- 初始化 ----
+
public void init() {
try {
ApiClient detailClient = new ApiClient();
@@ -76,203 +116,391 @@
detailClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
AccountDetail detail = new AccountApi(detailClient).getAccountDetail();
this.userId = detail.getUserId();
- log.info("[Gate] uid:{}", userId);
+ log.info("[Gate] 用户ID: {}", userId);
FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
+ this.initialPrincipal = new BigDecimal(account.getTotal());
+ log.info("[Gate] 初始本金: {} USDT", initialPrincipal);
+
+ //设置持仓模式为双向持仓
+ Boolean inDualMode = account.getInDualMode();
+ if (!inDualMode) {
+ futuresApi.setDualModeCall(SETTLE,true,null);
+ }
+
if (!config.getPositionMode().equals(account.getPositionMode())) {
futuresApi.setPositionMode(SETTLE, config.getPositionMode());
}
- log.info("[Gate] mode:{} balance:{}", config.getPositionMode(), account.getAvailable());
+ log.info("[Gate] 持仓模式: {} 余额: {}", config.getPositionMode(), account.getAvailable());
futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
- log.info("[Gate] old orders cleared");
+ log.info("[Gate] 旧条件单已清除");
- futuresApi.updateContractPositionLeverageCall(
+ closeExistingPositions();
+
+ futuresApi.updateDualModePositionLeverageCall(
SETTLE, config.getContract(), config.getLeverage(),
- config.getMarginMode(), config.getPositionMode(), null);
- log.info("[Gate] {}x {}", config.getLeverage(), config.getMarginMode());
+ config.getMarginMode(), null);
+ log.info("[Gate] 杠杆: {}x {}", config.getLeverage(), config.getMarginMode());
} catch (GateApiException e) {
- log.error("[Gate] init fail, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
+ log.error("[Gate] 初始化失败, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
} catch (ApiException e) {
- log.error("[Gate] init fail, code:{}", e.getCode());
+ log.error("[Gate] 初始化失败, code:{}", e.getCode());
}
}
+ private void closeExistingPositions() {
+ try {
+ List<Position> positions = futuresApi.listPositions(SETTLE).execute();
+ if (positions == null || positions.isEmpty()) { log.info("[Gate] 无已有仓位"); return; }
+ for (Position pos : positions) {
+ if (!config.getContract().equals(pos.getContract())) {
+ continue;
+ }
+ String sizeStr = pos.getSize();
+ long size = Long.parseLong(sizeStr);
+ if (size == 0) {
+ continue;
+ }
+ String closeSize = size > 0 ? String.valueOf(-size) : String.valueOf(Math.abs(size));
+ Position.ModeEnum mode = pos.getMode();
+ FuturesOrder closeOrder = new FuturesOrder();
+ closeOrder.setContract(config.getContract());
+ closeOrder.setPrice("0");
+ closeOrder.setTif(FuturesOrder.TifEnum.IOC);
+ closeOrder.setReduceOnly(true);
+ if (mode != null && mode.getValue() != null && mode.getValue().contains("dual")) {
+ closeOrder.setSize("0");
+ closeOrder.setClose(false);
+ closeOrder.setAutoSize(size > 0 ? FuturesOrder.AutoSizeEnum.LONG : FuturesOrder.AutoSizeEnum.SHORT);
+ } else {
+ closeOrder.setSize(closeSize);
+ }
+ closeOrder.setText("t-grid-init-close");
+ futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
+ log.info("[Gate] 平已有仓位, 方向:{}, size:{}, mode:{}", size > 0 ? "多" : "空", sizeStr, mode);
+ }
+ } catch (GateApiException e) {
+ log.warn("[Gate] 平仓位失败, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
+ } catch (Exception e) {
+ log.warn("[Gate] 平仓位异常", e);
+ }
+ }
+
+ // ---- 启动/停止 ----
+
public void startGrid() {
if (state != StrategyState.WAITING_KLINE && state != StrategyState.STOPPED) {
- log.warn("[Gate] already running, state:{}", state);
+ log.warn("[Gate] 策略已在运行中, state:{}", state);
return;
}
state = StrategyState.WAITING_KLINE;
cumulativePnl = BigDecimal.ZERO;
+ unrealizedPnl = BigDecimal.ZERO;
+ markPrice = BigDecimal.ZERO;
+ longEntryPrice = BigDecimal.ZERO;
+ shortEntryPrice = BigDecimal.ZERO;
+ longPositionSize = BigDecimal.ZERO;
+ shortPositionSize = BigDecimal.ZERO;
+ baseLongOpened = false;
+ baseShortOpened = false;
longActive = false;
shortActive = false;
- longReopenFails = 0;
- shortReopenFails = 0;
- log.info("[Gate] grid started");
+ shortPriceQueue.clear();
+ longPriceQueue.clear();
+ log.info("[Gate] 网格策略已启动");
}
public void stopGrid() {
state = StrategyState.STOPPED;
executor.cancelAllPriceTriggeredOrders();
executor.shutdown();
- log.info("[Gate] stopped, pnl:{}", cumulativePnl);
+ log.info("[Gate] 策略已停止, 累计盈亏: {}", cumulativePnl);
}
- /**
- * K 线回调。首次价格就绪 → 异步双开。
- */
+ // ---- K线回调 ----
+
public void onKline(BigDecimal closePrice) {
lastKlinePrice = closePrice;
- if (state != StrategyState.WAITING_KLINE) {
+ updateUnrealizedPnl();
+ if (state == StrategyState.STOPPED) {
return;
}
- state = StrategyState.OPENING;
- log.info("[Gate] first kline, opening...");
+ if (state == StrategyState.WAITING_KLINE) {
+ state = StrategyState.OPENING;
+ log.info("[Gate] 首根K线到达，开基底仓位...");
+ executor.openLong(config.getQuantity(), () -> {
+ log.info("[Gate] 基底多单已提交");
+ }, null);
+ executor.openShort(negate(config.getQuantity()), () -> {
+ log.info("[Gate] 基底空单已提交");
+ }, null);
+ return;
+ }
- executor.openLong(config.getQuantity(), () -> {
- synchronized (this) {
- longEntryPrice = lastKlinePrice;
- longActive = true;
- }
- executor.placeTakeProfit(longTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_1,
- "close-long-position", "close_long");
- });
- executor.openShort(negate(config.getQuantity()), () -> {
- synchronized (this) {
- shortEntryPrice = lastKlinePrice;
- shortActive = true;
- }
- executor.placeTakeProfit(shortTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_2,
- "close-short-position", "close_short");
- if (longActive && shortActive && state != StrategyState.STOPPED) {
- state = StrategyState.ACTIVE;
- log.info("[Gate] active, long:{}, short:{}, tpL:{}, tpS:{}",
- longEntryPrice, shortEntryPrice, longTpPrice(), shortTpPrice());
- }
- });
+ if (state != StrategyState.ACTIVE) {
+ return;
+ }
+ processShortGrid(closePrice);
+ processLongGrid(closePrice);
}
- /**
- * 仓位推送回调。检测 size=0 触发补仓。
- */
- public void onPositionUpdate(String contract, String mode, BigDecimal size, BigDecimal entryPrice) {
+ // ---- 仓位推送回调 ----
+
+ public void onPositionUpdate(String contract, Position.ModeEnum mode, BigDecimal size,
+ BigDecimal entryPrice) {
if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
return;
}
boolean hasPosition = size.abs().compareTo(BigDecimal.ZERO) > 0;
- if ("dual_long".equals(mode)) {
- if (longActive && !hasPosition) {
- log.info("[Gate] long closed");
- longActive = false;
- tryReopenLong(0);
- } else if (hasPosition) {
+ if (Position.ModeEnum.DUAL_LONG == mode) {
+ if (hasPosition) {
longActive = true;
longEntryPrice = entryPrice;
+ longPositionSize = size;
+ if (!baseLongOpened) {
+ longBaseEntryPrice = entryPrice;
+ baseLongOpened = true;
+ log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
+ tryGenerateQueues();
+ } else {
+ 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, negate(config.getQuantity()));
+ log.info("[Gate] 多单止盈已设, entry:{}, tp:{}, size:{}", entryPrice, tpPrice, negate(config.getQuantity()));
+ }
+ } else {
+ longActive = false;
+ longPositionSize = BigDecimal.ZERO;
}
- } else if ("dual_short".equals(mode)) {
- if (shortActive && !hasPosition) {
- log.info("[Gate] short closed");
- shortActive = false;
- tryReopenShort(0);
- } else if (hasPosition) {
+ } else if (Position.ModeEnum.DUAL_SHORT == mode) {
+ if (hasPosition) {
shortActive = true;
shortEntryPrice = entryPrice;
+ shortPositionSize = size.abs();
+ if (!baseShortOpened) {
+ shortBaseEntryPrice = entryPrice;
+ baseShortOpened = true;
+ log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
+ tryGenerateQueues();
+ } else {
+ 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, config.getQuantity());
+ log.info("[Gate] 空单止盈已设, entry:{}, tp:{}, size:{}", entryPrice, tpPrice, config.getQuantity());
+ }
+ } else {
+ shortActive = false;
+ shortPositionSize = BigDecimal.ZERO;
}
}
}
- /**
- * 平仓推送回调。累加 pnl 并检查停止条件。
- */
+ // ---- 平仓推送回调 ----
+
public void onPositionClose(String contract, String side, BigDecimal pnl) {
if (state == StrategyState.STOPPED) {
return;
}
cumulativePnl = cumulativePnl.add(pnl);
- log.info("[Gate] pnl+{}, side:{}, total:{}", pnl, side, cumulativePnl);
+ log.info("[Gate] 盈亏累加:{}, 方向:{}, 累计:{}", pnl, side, cumulativePnl);
if (cumulativePnl.compareTo(config.getOverallTp()) >= 0) {
- log.info("[Gate] TP reached {}→STOPPED", cumulativePnl);
+ log.info("[Gate] 已达止盈目标 {}→已停止", cumulativePnl);
state = StrategyState.STOPPED;
} else if (cumulativePnl.compareTo(config.getMaxLoss().negate()) <= 0) {
- log.info("[Gate] loss {}→STOPPED", cumulativePnl);
+ log.info("[Gate] 已达亏损上限 {}→已停止", cumulativePnl);
state = StrategyState.STOPPED;
}
}
- // ---- reopen with retry ----
+ // ---- 网格队列处理 ----
- private void tryReopenLong(int retry) {
- if (state == StrategyState.STOPPED) {
- return;
+ private void tryGenerateQueues() {
+ if (baseLongOpened && baseShortOpened) {
+ generateShortQueue();
+ generateLongQueue();
+ state = StrategyState.ACTIVE;
+ log.info("[Gate] 网格队列已生成, 空队首:{} → 尾:{}, 多队首:{} → 尾:{}, 已激活",
+ shortPriceQueue.get(0), shortPriceQueue.get(shortPriceQueue.size() - 1),
+ longPriceQueue.get(0), longPriceQueue.get(longPriceQueue.size() - 1));
}
- if (longActive) {
+ }
+
+ private void generateShortQueue() {
+ shortPriceQueue.clear();
+ BigDecimal step = config.getGridRate();
+ for (int i = 1; i <= config.getGridQueueSize(); i++) {
+ 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;
+ log.info("[Gate] 空队列:{}", shortPriceQueue);
+ }
+
+ private void generateLongQueue() {
+ longPriceQueue.clear();
+ BigDecimal step = config.getGridRate();
+ for (int i = 1; i <= config.getGridQueueSize(); i++) {
+ 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);
+ }
+
+ private void processShortGrid(BigDecimal currentPrice) {
+ List<BigDecimal> matched = new ArrayList<>();
+ synchronized (shortPriceQueue) {
+ for (BigDecimal p : shortPriceQueue) {
+ if (p.compareTo(currentPrice) > 0) {
+ matched.add(p);
+ } else {
+ break;
+ }
+ }
+ }
+ if (matched.isEmpty()) {
return;
}
- state = StrategyState.REOPENING_LONG;
- executor.openLong(config.getQuantity(), () -> {
- synchronized (this) {
- longEntryPrice = lastKlinePrice;
- longActive = true;
+ log.info("[Gate] 空仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);
+ if (!isMarginSafe()) {
+ log.warn("[Gate] 保证金超限，跳过空单开仓");
+ } else {
+ executor.openShort(negate(config.getQuantity()), null, null);
+ }
+
+ synchronized (shortPriceQueue) {
+ shortPriceQueue.removeAll(matched);
+ 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.multiply(BigDecimal.ONE.subtract(step)).setScale(1, RoundingMode.HALF_UP);
+ shortPriceQueue.add(min);
}
- executor.placeTakeProfit(longTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_1,
- "close-long-position", "close_long");
- longReopenFails = 0;
- if (state != StrategyState.STOPPED) {
- state = StrategyState.ACTIVE;
+ shortPriceQueue.sort((a, b) -> b.compareTo(a));
+ }
+
+ synchronized (longPriceQueue) {
+ longPriceQueue.addAll(matched);
+ longPriceQueue.sort(BigDecimal::compareTo);
+ while (longPriceQueue.size() > config.getGridQueueSize()) {
+ longPriceQueue.remove(longPriceQueue.size() - 1);
}
- log.info("[Gate] long reopened, price:{}", longEntryPrice);
- });
+ }
}
- private void tryReopenShort(int retry) {
- if (state == StrategyState.STOPPED) {
- return;
+ private void processLongGrid(BigDecimal currentPrice) {
+ List<BigDecimal> matched = new ArrayList<>();
+ synchronized (longPriceQueue) {
+ for (BigDecimal p : longPriceQueue) {
+ if (p.compareTo(currentPrice) < 0) {
+ matched.add(p);
+ } else {
+ break;
+ }
+ }
}
- if (shortActive) {
+ if (matched.isEmpty()) {
return;
}
- state = StrategyState.REOPENING_SHORT;
- executor.openShort(negate(config.getQuantity()), () -> {
- synchronized (this) {
- shortEntryPrice = lastKlinePrice;
- shortActive = true;
+ log.info("[Gate] 多仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);
+ if (!isMarginSafe()) {
+ log.warn("[Gate] 保证金超限，跳过多单开仓");
+ } else {
+ executor.openLong(config.getQuantity(), null, null);
+ }
+
+ synchronized (longPriceQueue) {
+ longPriceQueue.removeAll(matched);
+ 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.multiply(BigDecimal.ONE.add(step)).setScale(1, RoundingMode.HALF_UP);
+ longPriceQueue.add(max);
}
- executor.placeTakeProfit(shortTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_2,
- "close-short-position", "close_short");
- shortReopenFails = 0;
- if (state != StrategyState.STOPPED) {
- state = StrategyState.ACTIVE;
+ longPriceQueue.sort(BigDecimal::compareTo);
+ }
+
+ synchronized (shortPriceQueue) {
+ shortPriceQueue.addAll(matched);
+ shortPriceQueue.sort((a, b) -> b.compareTo(a));
+ while (shortPriceQueue.size() > config.getGridQueueSize()) {
+ shortPriceQueue.remove(shortPriceQueue.size() - 1);
}
- log.info("[Gate] short reopened, price:{}", shortEntryPrice);
- });
+ }
}
- // ---- util ----
+ // ---- 保证金安全阀 ----
- private BigDecimal longTpPrice() {
- return lastKlinePrice.multiply(BigDecimal.ONE.add(config.getGridRate()))
- .setScale(1, RoundingMode.HALF_UP);
+ private boolean isMarginSafe() {
+ try {
+ FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
+ BigDecimal margin = new BigDecimal(account.getPositionInitialMargin());
+ BigDecimal ratio = margin.divide(initialPrincipal, 4, RoundingMode.HALF_UP);
+ log.debug("[Gate] 保证金比例: {}/{}={}", margin, initialPrincipal, ratio);
+ return ratio.compareTo(config.getMarginRatioLimit()) < 0;
+ } catch (Exception e) {
+ log.warn("[Gate] 查保证金失败，默认放行", e);
+ return true;
+ }
}
- private BigDecimal shortTpPrice() {
- return lastKlinePrice.multiply(BigDecimal.ONE.subtract(config.getGridRate()))
- .setScale(1, RoundingMode.HALF_UP);
- }
+ // ---- 工具 ----
private String negate(String qty) {
return qty.startsWith("-") ? qty.substring(1) : "-" + qty;
}
+ /**
+ * 根据持仓和当前价格计算未实现盈亏。
+ *
+ * <h3>正向合约公式</h3>
+ * <pre>
+ * 多仓: 持仓量 × 合约乘数 × (计价价格 − 开仓均价)
+ * 空仓: 持仓量 × 合约乘数 × (开仓均价 − 计价价格)
+ * </pre>
+ * 计价价格由 {@link GateConfig.PnLPriceMode} 决定：LAST_PRICE 用最新成交价，MARK_PRICE 用标记价格。
+ */
+ private void updateUnrealizedPnl() {
+ BigDecimal price = resolvePnlPrice();
+ if (price == null || price.compareTo(BigDecimal.ZERO) == 0) {
+ return;
+ }
+ BigDecimal multiplier = config.getContractMultiplier();
+ BigDecimal longPnl = BigDecimal.ZERO;
+ BigDecimal shortPnl = BigDecimal.ZERO;
+ if (longPositionSize.compareTo(BigDecimal.ZERO) > 0 && longEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
+ longPnl = longPositionSize.multiply(multiplier).multiply(price.subtract(longEntryPrice));
+ }
+ if (shortPositionSize.compareTo(BigDecimal.ZERO) > 0 && shortEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
+ shortPnl = shortPositionSize.multiply(multiplier).multiply(shortEntryPrice.subtract(price));
+ }
+ unrealizedPnl = longPnl.add(shortPnl);
+
+ log.info("[Gate] 未实现盈亏: {}", unrealizedPnl);
+ }
+
+ /**
+ * 根据配置的 PnLPriceMode 返回计价价格。
+ */
+ private BigDecimal resolvePnlPrice() {
+ if (config.getUnrealizedPnlPriceMode() == GateConfig.PnLPriceMode.MARK_PRICE
+ && markPrice.compareTo(BigDecimal.ZERO) > 0) {
+ return markPrice;
+ }
+ return lastKlinePrice;
+ }
+
public BigDecimal getLastKlinePrice() { return lastKlinePrice; }
+ public void setMarkPrice(BigDecimal markPrice) { this.markPrice = markPrice; }
public boolean isStrategyActive() { return state != StrategyState.STOPPED && state != StrategyState.WAITING_KLINE; }
public BigDecimal getCumulativePnl() { return cumulativePnl; }
+ public BigDecimal getUnrealizedPnl() { return unrealizedPnl; }
public Long getUserId() { return userId; }
public StrategyState getState() { return state; }
}
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