From 4a8de32a871c92c61e600650fd72816aa6254384 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Wed, 10 Jun 2026 13:12:51 +0800
Subject: [PATCH] refactor(gateApi): 重构网格交易策略核心逻辑
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 793 +++++++---------------------------------------------
/dev/null | 61 ----
src/main/java/com/xcong/excoin/modules/gateApi/GateWebSocketClientManager.java | 28 -
src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/CandlestickChannelHandler.java | 5
4 files changed, 108 insertions(+), 779 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 1aa2cef..0e9aaaa 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -148,11 +148,6 @@
private volatile BigDecimal initialPrincipal = BigDecimal.ZERO;
private volatile GateKlineWebSocketClient wsClient;
- /** 多仓挂单张数计数器：止损触发时用当前值挂单，随后+1；挂单成交后重置为1 */
- private volatile int longEntryQty = 1;
- /** 空仓挂单张数计数器：止损触发时用当前值挂单，随后+1；挂单成交后重置为1 */
- private volatile int shortEntryQty = 1;
-
public GateGridTradeService(GateConfig config) {
this.config = config;
ApiClient apiClient = new ApiClient();
@@ -311,9 +306,6 @@
longPriceQueue.clear();
currentLongOrderIds.clear();
currentShortOrderIds.clear();
- longEntryQty = 1;
- shortEntryQty = 1;
-
// 每次重启重新获取当前本金
refreshInitialPrincipal();
@@ -339,6 +331,7 @@
public void stopGrid() {
state = StrategyState.STOPPED;
executor.cancelAllPriceTriggeredOrders();
+ closeExistingPositions();
executor.shutdown();
log.info("[Gate] 策略已停止, 累计盈亏: {}", cumulativePnl);
}
@@ -365,51 +358,31 @@
*/
public void onKline(BigDecimal closePrice) {
lastKlinePrice = closePrice;
- updateUnrealizedPnl();
- if (state == StrategyState.STOPPED) {
- try {
- futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
- } catch (ApiException e) {
- e.printStackTrace();
- }
- closeExistingPositions();
-
- BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl);
- log.info("[Gate] 已实现:{}, 未实现:{}, 合计:{}",
- cumulativePnl, unrealizedPnl, totalPnl);
-
- startGrid();
- return;
- }
//初始化0位置的开仓，并且用空的开仓价格，作为价格基准来划分网格
if (state == StrategyState.WAITING_KLINE) {
if (wsClient == null || !wsClient.areAllSubscribed()) {
return;
}
+
state = StrategyState.OPENING;
- log.info("[Gate] 首根K线到达，开基底仓位 多空各{}张...", config.getBaseQuantity());
- executor.openLong(config.getBaseQuantity(), (orderId) -> {
+
+ String size = config.getBaseQuantity();
+ log.info("[Gate] 首根K线到达，开基底仓位 多空各{}张...", size);
+ executor.openLong(size, (orderId) -> {
TraderParam baseLongTp = TraderParam.builder()
.entryOrderId(orderId)
.build();
config.setBaseLongTraderParam(baseLongTp);
}, null);
- executor.openShort(negate(config.getBaseQuantity()), (orderId) -> {
+ executor.openShort(negate(size), (orderId) -> {
TraderParam baseShortTp = TraderParam.builder()
.entryOrderId(orderId)
.build();
config.setBaseShortTraderParam(baseShortTp);
}, null);
-
return;
}
-
- if (state != StrategyState.ACTIVE) {
- return;
- }
- checkProfitAndReset();
-
if (state == StrategyState.ACTIVE &&
longActive == false &&
@@ -437,7 +410,6 @@
* <li>首次开仓（基底）：标记 baseOpened=true，记录基底入场价，双基底都成交后生成网格队列</li>
* <li>仓位净减少（size.abs() < 之前记录值）：止盈平仓后 → 检查反向条件单条件 →
* 满足时以 entryPrice ± step 为止盈价挂反向市价单（订单ID + 止盈价存入 Map）</li>
- * <li>仓位净增加或不变：仅更新 positionSize，止盈由 {@link #onOrderUpdate} 通过订单订阅匹配处理</li>
* </ul>
* </li>
* <li><b>无仓位 (size = 0)</b>：清空活跃标记和持仓量</li>
@@ -457,126 +429,64 @@
}
boolean hasPosition = size.abs().compareTo(BigDecimal.ZERO) > 0;
-
- if (Position.ModeEnum.DUAL_LONG == mode) {
- if (hasPosition) {
+ if (state == StrategyState.OPENING){
+ if (Position.ModeEnum.DUAL_LONG == mode && hasPosition && !baseLongOpened) {
longActive = true;
+ longPositionSize = size;
longEntryPrice = entryPrice;
- if (!baseLongOpened) {
- longPositionSize = size;
- longBaseEntryPrice = entryPrice;
- baseLongOpened = true;
- log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
- tryGenerateQueues();
- }else {
- longPositionSize = size;
-// checkShortEntryOrderToCancel();
-// checkLongEntryOrderToCancel();
- }
- } else {
- if (longActive && state == StrategyState.ACTIVE) {
-// log.info("[Gate] 多仓持仓归零，重置策略");
-// handlePositionZeroAndReset("多仓");
- }
- longActive = false;
- longPositionSize = BigDecimal.ZERO;
- }
- } else if (Position.ModeEnum.DUAL_SHORT == mode) {
- if (hasPosition) {
+ longBaseEntryPrice = entryPrice;
+ baseLongOpened = true;
+ log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
+ tryGenerateQueues();
+ } else if (Position.ModeEnum.DUAL_SHORT == mode && hasPosition && !baseShortOpened) {
shortActive = true;
+ shortPositionSize = size.abs();
shortEntryPrice = entryPrice;
- if (!baseShortOpened) {
- shortPositionSize = size.abs();
- shortBaseEntryPrice = entryPrice;
- baseShortOpened = true;
- log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
- tryGenerateQueues();
- }else {
- shortPositionSize = size.abs();
-// checkShortEntryOrderToCancel();
-// checkLongEntryOrderToCancel();
- }
- } else {
- if (shortActive && state == StrategyState.ACTIVE) {
-// log.info("[Gate] 空仓持仓归零，重置策略");
-// handlePositionZeroAndReset("空仓");
- }
- shortActive = false;
- shortPositionSize = BigDecimal.ZERO;
+ shortBaseEntryPrice = entryPrice;
+ baseShortOpened = true;
+ log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
+ tryGenerateQueues();
}
}
- }
- private void checkShortEntryOrderToCancel() {
- List<GridElement> allLongOrders = GridElement.findAllShortOrders(shortEntryPrice);
- if (CollUtil.isNotEmpty(allLongOrders)){
- GridElement keep = allLongOrders.stream()
- .min((a, b) -> a.getGridPrice().compareTo(b.getGridPrice()))
- .orElse(null);
- for (GridElement e : allLongOrders) {
- if (e == keep) {
- continue;
+ if (state == StrategyState.ACTIVE){
+ if (Position.ModeEnum.DUAL_LONG == mode) {
+ if (hasPosition) {
+ longActive = true;
+ longPositionSize = size;
+ longEntryPrice = entryPrice;
+ } else {
+ longActive = false;
+ longPositionSize = BigDecimal.ZERO;
+ longEntryPrice = BigDecimal.ZERO;
}
- executor.cancelConditionalOrder(
- e.getShortOrderId(),
- orderId -> {
- shortEntryTraderIdParam(
- e,
- null,
- false
- );
- }
- );
- if (e.getShortTakeProfitOrderId() != null){
- executor.cancelConditionalOrder(
- e.getShortTakeProfitOrderId(),
- orderId -> {
- shortTakeProfitTraderIdParam(
- e,
- null,
- false
- );
- }
- );
+ } else if (Position.ModeEnum.DUAL_SHORT == mode) {
+ if (hasPosition) {
+ shortActive = true;
+ shortPositionSize = size.abs();
+ shortEntryPrice = entryPrice;
+ } else {
+ shortActive = false;
+ shortPositionSize = BigDecimal.ZERO;
+ shortEntryPrice = BigDecimal.ZERO;
}
}
}
- }
- private void checkLongEntryOrderToCancel() {
- List<GridElement> allShortOrders = GridElement.findAllLongOrders(longEntryPrice);
- if (CollUtil.isNotEmpty(allShortOrders)){
- GridElement keep = allShortOrders.stream()
- .max((a, b) -> a.getGridPrice().compareTo(b.getGridPrice()))
- .orElse(null);
- for (GridElement e : allShortOrders) {
- if (e == keep) {
- continue;
- }
- executor.cancelConditionalOrder(
- e.getLongOrderId(),
- orderId -> {
- longEntryTraderIdParam(
- e,
- null,
- false
- );
- }
- );
-
- if (e.getLongTakeProfitOrderId() != null){
- executor.cancelConditionalOrder(
- e.getLongTakeProfitOrderId(),
- orderId -> {
- longTakeProfitTraderIdParam(
- e,
- null,
- false
- );
- }
- );
- }
+ if (state == StrategyState.ACTIVE && shortActive == false && longActive == false) {
+ try {
+ futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
+ } catch (ApiException e) {
+ e.printStackTrace();
}
+ closeExistingPositions();
+ // 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
+ executor.submitTask(() -> {
+ try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
+ startGrid();
+ });
+ log.info("[Gate] 重置策略");
+ return;
}
}
@@ -611,133 +521,6 @@
}
}
- // ---- 订单推送回调 ----
-
- /**
- * 订单推送回调。由 OrdersChannelHandler 在收到订单更新推送时调用。
- *
- * <h3>处理逻辑</h3>
- * 当订单状态为 finished 且 finish_as 为 filled 时，
- * 从 {@link #currentLongOrderIds} / {@link #currentShortOrderIds} 中匹配订单ID，
- * 取出止盈价格并挂止盈单。匹配成功后从 Map 中移除该条目，防止重复挂单。
- *
- * @param orderId 订单 ID
- * @param status 订单状态（open / finished）
- * @param finishAs 订单结束方式（filled / cancelled / ioc 等）
- */
- public void onOrderUpdate(String orderId, String status, String finishAs) {
- if (!"finished".equals(status) || !"filled".equals(finishAs)) {
- return;
- }
-
- /**
- * 匹配止盈单止盈
- */
- GridElement byLongTakeProfitOrderId = GridElement.findByLongTakeProfitOrderId(orderId);
- if (byLongTakeProfitOrderId != null){
- longTakeProfitTraderIdParam(
- byLongTakeProfitOrderId,
- null,
- false
- );
-// longEntryTraderIdParam(
-// byLongTakeProfitOrderId,
-// null,
-// false
-// );
- }
- GridElement byShortTakeProfitOrderId = GridElement.findByShortTakeProfitOrderId(orderId);
- if (byShortTakeProfitOrderId != null){
- shortTakeProfitTraderIdParam(
- byShortTakeProfitOrderId,
- null,
- false
- );
-// shortEntryTraderIdParam(
-// byShortTakeProfitOrderId,
-// null,
-// false
-// );
- }
-
- /**
- * 匹配挂单
- */
- GridElement longGridElement = GridElement.findByLongOrderId(orderId);
- if (longGridElement != null) {
- if (longGridElement.isHasLongOrder()){
- longEntryTraderIdParam(
- longGridElement,
- null,
- false
- );
- if (longGridElement.getLongTakeProfitOrderId() == null){
- BigDecimal longTp = longGridElement.getLongTraderParam().getTakeProfitPrice();
- if (longTp != null) {
- executor.placeTakeProfit(longTp,
- FuturesPriceTrigger.RuleEnum.NUMBER_1,
- ORDER_TYPE_CLOSE_LONG,
- negate(config.getQuantity()),
- (profitId) -> {
- longTakeProfitTraderIdParam(
- longGridElement,
- profitId,
- true
- );
- });
- log.info("[Gate] 多单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, longTp, negate(config.getQuantity()));
- return;
- }
- }
- }
- }
- GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
- if (shortGridElement != null) {
- if (shortGridElement.isHasShortOrder()){
- shortEntryTraderIdParam(
- shortGridElement,
- null,
- false
- );
- if (shortGridElement.getShortTakeProfitOrderId() == null){
- BigDecimal shortTp = shortGridElement.getShortTraderParam().getTakeProfitPrice();
- if (shortTp != null) {
- executor.placeTakeProfit(shortTp,
- FuturesPriceTrigger.RuleEnum.NUMBER_2,
- ORDER_TYPE_CLOSE_SHORT,
- config.getQuantity(),
- (profitId) -> {
- shortTakeProfitTraderIdParam(
- shortGridElement,
- profitId,
- true
- );
- });
- log.info("[Gate] 空单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, shortTp, config.getQuantity());
- }
- }
- }
- }
- }
-
- /**
- * 用户私有成交回调。由 {@link com.xcong.excoin.modules.gateApi.wsHandler.handler.UserTradesChannelHandler}
- * 在收到 {@code futures.usertrades} 推送时调用。
- *
- * @param contract 合约名称
- * @param orderId 订单 ID
- * @param price 成交价格
- * @param size 成交数量
- * @param role 用户角色（maker / taker）
- * @param fee 手续费
- */
- public void onUserTrade(String contract, String orderId, BigDecimal price, String size, String role, BigDecimal fee) {
- if (state == StrategyState.STOPPED) {
- return;
- }
- log.info("[Gate] 成交明细, 合约:{}, 订单ID:{}, 价格:{}, 数量:{}, 角色:{}, 手续费:{}",
- contract, orderId, price, size, role, fee);
- }
/**
* 自动订单（条件单）状态变更回调。
@@ -760,159 +543,38 @@
}
GridElement longStopLossElem = GridElement.findByLongStopLossOrderId(orderId);
- if (longStopLossElem != null) {
+ if (longStopLossElem != null && longPositionSize.compareTo(BigDecimal.ZERO) > 0) {
handleLongStopLossTriggered(longStopLossElem);
return;
}
GridElement shortStopLossElem = GridElement.findByShortStopLossOrderId(orderId);
- if (shortStopLossElem != null) {
+ if (shortStopLossElem != null && shortPositionSize.compareTo(BigDecimal.ZERO) > 0) {
handleShortStopLossTriggered(shortStopLossElem);
return;
}
-// GridElement byShortTakeProfitOrderId = GridElement.findByShortTakeProfitOrderId(orderId);
-// if (byShortTakeProfitOrderId != null){
-// shortTakeProfitTraderIdParam(
-// byShortTakeProfitOrderId,
-// null,
-// false
-// );
-// shortEntryTraderIdParam(
-// byShortTakeProfitOrderId,
-// null,
-// false
-// );
-// TPonUserTradeShortEntry(byShortTakeProfitOrderId);
-// }
-// GridElement byLongTakeProfitOrderId = GridElement.findByLongTakeProfitOrderId(orderId);
-// if (byLongTakeProfitOrderId != null){
-// longTakeProfitTraderIdParam(
-// byLongTakeProfitOrderId,
-// null,
-// false
-// );
-// longEntryTraderIdParam(
-// byLongTakeProfitOrderId,
-// null,
-// false
-// );
-// TPonUserTradeLongEntry(byLongTakeProfitOrderId);
-// }
-
GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
if (shortGridElement != null) {
- if (shortGridElement.isHasShortOrder() && !tradeId.equals("0")){
- int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
+ if (shortGridElement.isHasShortOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
shortEntryTraderIdParam(shortGridElement, null, false);
- shortEntryQty = 1;
+
+ int filledQty = shortGridElement.getId();
extendShortStopLoss(filledQty);
- log.info("[Gate] 空单成交 gridId:{}, qty:{}, 追挂止损", shortGridElement.getId(), filledQty);
-// checkMaxPositionAndPlaceTakeProfit(false, shortGridElement.getId());
+ log.info("[Gate] 空单成交 gridId:{}", filledQty);
}
}
GridElement longGridElement = GridElement.findByLongOrderId(orderId);
if (longGridElement != null) {
- if (longGridElement.isHasLongOrder() && !tradeId.equals("0")){
- int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
+ if (longGridElement.isHasLongOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")){
longEntryTraderIdParam(longGridElement, null, false);
- longEntryQty = 1;
+
+ int filledQty = longGridElement.getId();
extendLongStopLoss(filledQty);
- log.info("[Gate] 多单成交 gridId:{}, qty:{}, 追挂止损", longGridElement.getId(), filledQty);
-// checkMaxPositionAndPlaceTakeProfit(true, longGridElement.getId());
+ log.info("[Gate] 多单成交 gridId:{}", filledQty);
}
}
}
- private void TPonUserTradeShortEntry(GridElement gridElement) {
- if (!isMarginSafe()) {
- log.warn("[Gate] 保证金超限，跳过挂条件单");
- } else {
- // 判断网格是否能开多仓，如果不能则跳过
- GridElement upGridElement = GridElement.findById(gridElement.getUpId());
- if (upGridElement != null){
- BigDecimal upGridPrice = upGridElement.getGridPrice();
- TraderParam upLongTraderParam = upGridElement.getLongTraderParam();
- if (
- !upGridElement.isHasLongOrder() &&
- upGridPrice.compareTo(longEntryPrice) <= 0
- ){
- placeEntryOrderWithPreFlag(upGridElement, true,
- upLongTraderParam.getEntryPrice(),
- FuturesPriceTrigger.RuleEnum.NUMBER_1,
- upLongTraderParam.getQuantity());
- }
- }
- }
- }
-
- private void TPonUserTradeLongEntry(GridElement gridElement) {
- if (!isMarginSafe()) {
- log.warn("[Gate] 保证金超限，跳过挂条件单");
- } else {
- // 判断网格是否能开空仓，如果不能则跳过
- GridElement downGridElement = GridElement.findById(gridElement.getDownId());
- if (downGridElement != null){
-
- BigDecimal downGridPrice = downGridElement.getGridPrice();
-
- TraderParam shortTraderParam = downGridElement.getShortTraderParam();
- if (
- !downGridElement.isHasShortOrder() &&
- downGridPrice.compareTo(shortEntryPrice) >= 0
- ){
- placeEntryOrderWithPreFlag(downGridElement, false,
- shortTraderParam.getEntryPrice(),
- FuturesPriceTrigger.RuleEnum.NUMBER_2,
- negate(config.getQuantity()));
- }
- }
- }
- }
-
- private void onUserTradeShortEntry(GridElement gridElement) {
- if (!isMarginSafe()) {
- log.warn("[Gate] 保证金超限，跳过挂条件单");
- } else {
- //下一个开仓位置
- GridElement UpGridElement = GridElement.findById(gridElement.getDownId());
- BigDecimal newLongFirst = UpGridElement.getGridPrice();
-
- // 判断网格是否能开空仓，如果不能则跳过
- if (UpGridElement != null) {
-
- if (!UpGridElement.isHasShortOrder() && shortEntryPrice.compareTo(newLongFirst) > 0) {
-
- TraderParam upShortTraderParam = UpGridElement.getShortTraderParam();
- placeEntryOrderWithPreFlag(UpGridElement, false,
- upShortTraderParam.getEntryPrice(),
- FuturesPriceTrigger.RuleEnum.NUMBER_2,
- negate(upShortTraderParam.getQuantity()));
- }
- }
- }
- }
-
- private void onUserTradeLongEntry(GridElement gridElement) {
- if (!isMarginSafe()) {
- log.warn("[Gate] 保证金超限，跳过挂条件单");
- } else {
- //下一个开仓位置
- GridElement UpGridElement = GridElement.findById(gridElement.getUpId());
- BigDecimal newLongFirst = UpGridElement.getGridPrice() ;
-
- // 判断网格是否能开多仓，如果不能则跳过
- if (UpGridElement != null) {
-
- if (!UpGridElement.isHasLongOrder() && longEntryPrice.compareTo(newLongFirst) < 0) {
- TraderParam upLongTraderParam = UpGridElement.getLongTraderParam();
- placeEntryOrderWithPreFlag(UpGridElement, true,
- upLongTraderParam.getEntryPrice(),
- FuturesPriceTrigger.RuleEnum.NUMBER_1,
- config.getQuantity());
- }
- }
- }
- }
// ---- 网格队列处理 ----
@@ -926,7 +588,6 @@
* 止盈价 = 触发价 − step，通过 onSuccess 回调将 orderId → 止盈价存入 currentShortOrderIds</li>
* <li>状态切换为 ACTIVE</li>
* </ol>
- * 条件单成交后由 {@link #onOrderUpdate} 匹配止盈价并挂止盈条件单。
*/
private void tryGenerateQueues() {
if (baseLongOpened && baseShortOpened) {
@@ -942,50 +603,45 @@
baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
baseGridElement.setHasShortOrder(true);
- int shortTime = Integer.parseInt(config.getBaseQuantity()) + 1;
- for (int id = 2; id <= shortTime; id++) {
- GridElement elem = GridElement.findById(id);
- if (elem == null) {
- continue;
- }
- BigDecimal triggerPrice = elem.getGridPrice();
- int finalId = id;
+ int shortTime = 2;
+ GridElement elemShort = GridElement.findById(shortTime);
+ if (elemShort != null) {
+ BigDecimal triggerPrice = elemShort.getGridPrice();
+ String size = config.getBaseQuantity();
executor.placeTakeProfit(
triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_1,
ORDER_TYPE_CLOSE_SHORT,
- config.getQuantity(),
+ size,
profitId -> {
- elem.setShortStopLossOrderId(profitId);
+ elemShort.setShortStopLossOrderId(profitId);
GridElement.refreshIndices();
- log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
+ log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", shortTime, triggerPrice, profitId);
}
);
}
- int longTime = Integer.parseInt(config.getBaseQuantity()) + 1;
- for (int id = -2; id >= -longTime; id--) {
- GridElement elem = GridElement.findById(id);
- if (elem == null) {
- continue;
- }
- BigDecimal triggerPrice = elem.getGridPrice();
- int finalId = id;
+ int longTime = -2;
+ GridElement elemLong = GridElement.findById(longTime);
+ if (elemLong != null) {
+ BigDecimal triggerPrice = elemLong.getGridPrice();
+ String size = config.getBaseQuantity();
executor.placeTakeProfit(
triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_2,
ORDER_TYPE_CLOSE_LONG,
- negate(config.getQuantity()),
+ negate(size),
profitId -> {
- elem.setLongStopLossOrderId(profitId);
+ elemLong.setLongStopLossOrderId(profitId);
GridElement.refreshIndices();
- log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
+ log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", longTime, triggerPrice, profitId);
}
);
}
log.info("[Gate] 止损单已全部挂完, 空仓止损: 2~{}, 多仓止损: -2~-{}", shortTime, longTime);
+
state = StrategyState.ACTIVE;
}
}
@@ -1095,10 +751,8 @@
int longSize = longPriceQueue.size();
//根据精度转换成小数
int prec = config.getPriceScale();
-// BigDecimal minTick = BigDecimal.ONE.scaleByPowerOfTen(-prec);
-// BigDecimal step = config.getStep().subtract(minTick);
BigDecimal step = config.getStep();
- String qty = config.getQuantity();
+ String qty = config.getBaseQuantity();
// 空仓队列：id 从 -1 自减, shortPriceQueue[i] → id=-(i+1)
for (int i = 0; i < shortSize; i++) {
@@ -1206,9 +860,6 @@
GridElement newEntryGrid = GridElement.findById(upId);
if (newEntryGrid != null) {
- /**
- * 看是否有多仓挂单，有就取消
- */
if (!newEntryGrid.isHasLongOrder()) {
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
String size = config.getBaseQuantity();
@@ -1286,12 +937,11 @@
}
private void handleLongStopLossTriggered(GridElement gridElement) {
- int gridId = gridElement.getId();
- int N = Math.abs(gridId);
gridElement.setLongStopLossOrderId(null);
- log.info("[Gate] 多仓止损触发 gridId:{}, 开始追单", gridId);
- int newEntryGridId = -(N - 1);
+ int gridId = gridElement.getId();
+ log.info("[Gate] 多仓止损触发 gridId:{}, 开始追单", gridId);
+ int newEntryGridId = gridId + 1;
GridElement newEntryGrid = GridElement.findById(newEntryGridId);
if (newEntryGrid == null) {
@@ -1300,53 +950,20 @@
return;
}
- if (N > 2) {
- int cancelGridId = -(N - 2);
- GridElement cancelGrid = GridElement.findById(cancelGridId);
- if (cancelGrid != null && cancelGrid.isHasLongOrder()) {
- executor.cancelConditionalOrder(cancelGrid.getLongOrderId(), oid -> {
- longEntryTraderIdParam(cancelGrid, null, false);
- log.info("[Gate] 多仓止损触发, 取消gridId:{}的多单", cancelGridId);
- });
- }
- }
-
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- longEntryQty++;
- int entryQty = longEntryQty;
-
- // 最大持仓限制：已持仓+本次挂单 ≤ maxPositionSize
- int maxPos = config.getMaxPositionSize();
- if (maxPos > 0) {
- int currentPos = longPositionSize.intValue();
- int maxAllowed = maxPos - currentPos;
- if (maxAllowed <= 0) {
- log.warn("[Gate] 多仓止损触发 gridId:{}, 已达最大持仓{}，跳过挂单", gridId, maxPos);
- longEntryQty = 1;
- return;
- }
- if (entryQty > maxAllowed) {
- log.info("[Gate] 多仓止损触发 gridId:{}, 挂单{}张超限, 截断为{}张", gridId, entryQty, maxAllowed);
- entryQty = maxAllowed;
- longEntryQty = 1;
- }
- }
-
- String size = new BigDecimal(String.valueOf(entryQty)).multiply(new BigDecimal(config.getQuantity())).toString();
- log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}基础张多单(计数器:{}, size:{})",
- gridId, newEntryGridId, entryQty, longEntryQty, size);
- newEntryGrid.getLongTraderParam().setQuantity(size);
+ String size = config.getBaseQuantity();
+ log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}基础张多单=",
+ gridId, newEntryGridId, size);
placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
}
private void handleShortStopLossTriggered(GridElement gridElement) {
- int gridId = gridElement.getId();
- int N = gridId;
gridElement.setShortStopLossOrderId(null);
- log.info("[Gate] 空仓止损触发 gridId:{}, 开始追单", gridId);
- int newEntryGridId = N - 1;
+ int gridId = gridElement.getId();
+ log.info("[Gate] 空仓止损触发 gridId:{}, 开始追单", gridId);
+ int newEntryGridId = gridId - 1;
GridElement newEntryGrid = GridElement.findById(newEntryGridId);
if (newEntryGrid == null) {
@@ -1355,72 +972,28 @@
return;
}
- if (N > 2) {
- int cancelGridId = N - 2;
- GridElement cancelGrid = GridElement.findById(cancelGridId);
- if (cancelGrid != null && cancelGrid.isHasShortOrder()) {
- executor.cancelConditionalOrder(cancelGrid.getShortOrderId(), oid -> {
- shortEntryTraderIdParam(cancelGrid, null, false);
- log.info("[Gate] 空仓止损触发, 取消gridId:{}的空单", cancelGridId);
- });
- }
- }
-
-
-
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- shortEntryQty++;
- int entryQty = shortEntryQty;
-
- // 最大持仓限制：已持仓+本次挂单 ≤ maxPositionSize
- int maxPos = config.getMaxPositionSize();
- if (maxPos > 0) {
- int currentPos = shortPositionSize.intValue();
- int maxAllowed = maxPos - currentPos;
- if (maxAllowed <= 0) {
- log.warn("[Gate] 空仓止损触发 gridId:{}, 已达最大持仓{}，跳过挂单", gridId, maxPos);
- shortEntryQty = 1;
- return;
- }
- if (entryQty > maxAllowed) {
- log.info("[Gate] 空仓止损触发 gridId:{}, 挂单{}张超限, 截断为{}张", gridId, entryQty, maxAllowed);
- entryQty = maxAllowed;
- shortEntryQty = 1;
- }
- }
-
- String size = new BigDecimal(String.valueOf(entryQty)).multiply(new BigDecimal(config.getQuantity())).toString();
- log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}基础张空单(计数器:{}, size:{})",
- gridId, newEntryGridId, entryQty, shortEntryQty, size);
+ String size =config.getBaseQuantity();
+ log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}基础张空单",
+ gridId, newEntryGridId, size);
newEntryGrid.getShortTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
}
private void extendLongStopLoss(int filledQty) {
- int furthestSlId = 0;
- for (GridElement e : config.getGridElements()) {
- if (e.getLongStopLossOrderId() != null && e.getId() < furthestSlId) {
- furthestSlId = e.getId();
- }
- }
- if (furthestSlId == 0) {
- furthestSlId = -(Integer.parseInt(config.getBaseQuantity()) + 1);
- }
- log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 追加{}张", furthestSlId, filledQty);
- for (int i = 0; i < filledQty; i++) {
- int newSlId = furthestSlId - i - 1;
- GridElement elem = GridElement.findById(newSlId);
- if (elem == null) {
- continue;
- }
+ int furthestSlId = filledQty - 2;
+ log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}", furthestSlId);
+ GridElement elem = GridElement.findById(furthestSlId);
+ if (elem != null) {
BigDecimal triggerPrice = elem.getGridPrice();
- int finalSlId = newSlId;
+ int finalSlId = elem.getId();
+ String size = config.getBaseQuantity();
executor.placeTakeProfit(
triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_2,
ORDER_TYPE_CLOSE_LONG,
- negate(config.getQuantity()),
+ negate(size),
profitId -> {
elem.setLongStopLossOrderId(profitId);
GridElement.refreshIndices();
@@ -1431,178 +1004,24 @@
}
private void extendShortStopLoss(int filledQty) {
- int furthestSlId = 0;
- for (GridElement e : config.getGridElements()) {
- if (e.getShortStopLossOrderId() != null && e.getId() > furthestSlId) {
- furthestSlId = e.getId();
- }
- }
- if (furthestSlId == 0) {
- furthestSlId = Integer.parseInt(config.getBaseQuantity()) + 1;
- }
- log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 追加{}张", furthestSlId, filledQty);
- for (int i = 0; i < filledQty; i++) {
- int newSlId = furthestSlId + i + 1;
- GridElement elem = GridElement.findById(newSlId);
- if (elem == null) {
- continue;
- }
+ int furthestSlId = filledQty + 2;
+ log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}", furthestSlId);
+ GridElement elem = GridElement.findById(furthestSlId);
+ if (elem != null) {
BigDecimal triggerPrice = elem.getGridPrice();
- int finalSlId = newSlId;
+ int finalSlId = elem.getId();
+ String size = config.getBaseQuantity();
executor.placeTakeProfit(
triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_1,
ORDER_TYPE_CLOSE_SHORT,
- config.getQuantity(),
+ size,
profitId -> {
elem.setShortStopLossOrderId(profitId);
GridElement.refreshIndices();
log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
}
);
- }
- }
-
- /**
- * 通过 REST API 查询实时持仓，超限则在下一网格挂止盈单。
- * 使用异步执行避免阻塞 WS 回调线程。
- *
- * @param isLong 是否为多仓方向
- * @param gridId 当前挂单成交的网格 ID
- */
- private void checkMaxPositionAndPlaceTakeProfit(boolean isLong, int gridId) {
- int maxPos = config.getMaxPositionSize();
- if (maxPos <= 0) return;
-
- executor.submitTask(() -> {
- try {
- List<Position> positions = futuresApi.listPositions(SETTLE).execute();
- if (positions == null) return;
-
- long actualPosSize = 0;
- String targetMode = isLong ? "dual_long" : "dual_short";
- for (Position pos : positions) {
- if (!config.getContract().equals(pos.getContract())) continue;
- Position.ModeEnum mode = pos.getMode();
- if (mode != null && mode.getValue() != null && targetMode.equals(mode.getValue())) {
- actualPosSize = Math.abs(Long.parseLong(pos.getSize()));
- break;
- }
- }
-
- if (actualPosSize <= maxPos) {
- log.debug("[Gate] 持仓检查 {}方向 实际持仓:{} ≤ 上限:{}, 无需止盈", targetMode, actualPosSize, maxPos);
- return;
- }
-
- // 下一网格 ID：空仓 N→N-1（向基底方向，更低价），多仓 -N→-(N-1)（向基底方向，更高价）
- int nextGridId = isLong ? -(Math.abs(gridId) - 1) : gridId - 1;
- GridElement nextGrid = GridElement.findById(nextGridId);
- if (nextGrid == null) {
- log.warn("[Gate] 持仓超限 but 下一网格{}不存在", nextGridId);
- return;
- }
-
- BigDecimal tpPrice = nextGrid.getGridPrice();
- final long finalPosSize = actualPosSize;
- final int finalNextGridId = nextGridId;
- if (isLong) {
- executor.placeTakeProfit(tpPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_1,
- ORDER_TYPE_CLOSE_LONG,
- negate(config.getQuantity()),
- profitId -> log.info("[Gate] 多仓超限止盈已挂(持仓:{})>, gridId:{}, tpPrice:{}, id:{}",
- finalPosSize, finalNextGridId, tpPrice, profitId));
- } else {
- executor.placeTakeProfit(tpPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_2,
- ORDER_TYPE_CLOSE_SHORT,
- config.getQuantity(),
- profitId -> log.info("[Gate] 空仓超限止盈已挂(持仓:{})>, gridId:{}, tpPrice:{}, id:{}",
- finalPosSize, finalNextGridId, tpPrice, profitId));
- }
- } catch (Exception e) {
- log.warn("[Gate] 通过API查询持仓超限检查失败", e);
- }
- });
- }
-
- /** Gate 永续合约 taker 费率 0.05% */
- private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.0005");
- /** ETH_USDT 合约面值（每张=0.01 ETH） */
- private static final BigDecimal CT_VAL = new BigDecimal("0.01");
-
- private void checkProfitAndReset() {
- try {
- FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
- BigDecimal unrealisedPnl = new BigDecimal(account.getCrossUnrealisedPnl());
- BigDecimal available = new BigDecimal(account.getCrossAvailable());
- BigDecimal totalEquity = unrealisedPnl.add(available);
-
- // 估算平仓手续费：(多仓张数+空仓张数) × 合约面值 × 当前价 × taker费率
- BigDecimal totalSize = longPositionSize.abs().add(shortPositionSize.abs());
- BigDecimal closeContractValue =
- totalSize.multiply(CT_VAL).multiply(lastKlinePrice != null ? lastKlinePrice : BigDecimal.ZERO);
- BigDecimal estimatedFee = closeContractValue.multiply(TAKER_FEE_RATE);
- BigDecimal netEquity = totalEquity.subtract(estimatedFee);
-
- BigDecimal target = initialPrincipal.add(config.getExpectedProfit());
- log.info("[Gate] 盈亏检查,总张数：{}, upl:{}, avail:{}, 合计:{}, 估手续费:{}, 净权益:{}, 目标:{}",
- totalSize,unrealisedPnl, available, totalEquity, estimatedFee, netEquity, target);
- if (netEquity.compareTo(target) > 0) {
- log.info("[Gate] 盈亏达标(净权益{}>目标{})，重置策略", netEquity, target);
- state = StrategyState.STOPPED;
- closeExistingPositions();
- futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
-
- // 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
- executor.submitTask(() -> {
- try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
- startGrid();
- });
- }
- } catch (Exception e) {
- log.warn("[Gate] 盈亏检查失败", e);
- }
- }
-
- private void handlePositionZeroAndReset(String direction) {
- state = StrategyState.STOPPED;
- try {
- futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
- } catch (Exception e) {
- log.warn("[Gate] {}持仓归零后取消条件单失败", direction, e);
- }
- closeExistingPositions();
- // 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
- executor.submitTask(() -> {
- try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
- startGrid();
- });
- }
-
- // ---- 保证金安全阀 ----
-
- /**
- * 保证金安全阀检查。
- *
- * <p>实时查询当前保证金占用额（positionInitialMargin），计算其占初始本金的比例。
- * 比例 ≥ marginRatioLimit（默认 20%）时拒绝开仓，但仍照常更新队列。
- *
- * <p>查询失败时默认放行（返回 true），避免因 REST API 异常导致策略完全停滞。
- *
- * @return true=安全可开仓 / false=保证金超限跳过开仓
- */
- 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;
}
}
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 ec5f544..d067564 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateWebSocketClientManager.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateWebSocketClientManager.java
@@ -2,10 +2,8 @@
import com.xcong.excoin.modules.gateApi.wsHandler.handler.AutoOrdersChannelHandler;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
-import com.xcong.excoin.modules.gateApi.wsHandler.handler.OrdersChannelHandler;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionClosesChannelHandler;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionsChannelHandler;
-import com.xcong.excoin.modules.gateApi.wsHandler.handler.UserTradesChannelHandler;
import lombok.extern.slf4j.Slf4j;
import org.springframework.stereotype.Component;
@@ -69,7 +67,7 @@
.gridRate(new BigDecimal("0.0025"))
.expectedProfit(new BigDecimal("0.05"))
.maxLoss(new BigDecimal("1.5"))
- .baseQuantity("1")
+ .baseQuantity("2")
.quantity("1")
.maxPositionSize(2)
.priceScale(2)
@@ -78,24 +76,6 @@
.isProduction(true)
.reopenMaxRetries(3)
.build();
-// //测试盘
-// config = GateConfig.builder()
-// .apiKey("d90ca272391992b8e74f8f92cedb21ec")
-// .apiSecret("1861e4f52de4bb53369ea3208d9ede38ece4777368030f96c77d27934c46c274")
-// .contract("ETH_USDT")
-// .leverage("100")
-// .marginMode("CROSS")
-// .positionMode("dual")
-// .gridRate(new BigDecimal("0.002"))
-// .expectedProfit(new BigDecimal("1"))
-// .maxLoss(new BigDecimal("15"))
-// .quantity("1")
-// .priceScale(1)
-// .contractMultiplier(new BigDecimal("0.01"))
-// .unrealizedPnlPriceMode(GateConfig.PnLPriceMode.LAST_PRICE)
-// .isProduction(false)
-// .reopenMaxRetries(3)
-// .build();
// 1. 初始化交易服务：查用户ID → 切持仓模式 → 清条件单 → 平已有仓位 → 设杠杆
gridTradeService = new GateGridTradeService(config);
@@ -108,15 +88,11 @@
config.getApiKey(), config.getApiSecret(), config.getContract(), gridTradeService));
wsClient.addChannelHandler(new PositionClosesChannelHandler(
config.getApiKey(), config.getApiSecret(), config.getContract(), gridTradeService));
- wsClient.addChannelHandler(new OrdersChannelHandler(
- config.getApiKey(), config.getApiSecret(), config.getContract(), gridTradeService));
- wsClient.addChannelHandler(new UserTradesChannelHandler(
- config.getApiKey(), config.getApiSecret(), config.getContract(), gridTradeService));
wsClient.addChannelHandler(new AutoOrdersChannelHandler(
config.getApiKey(), config.getApiSecret(), config.getContract(), gridTradeService));
gridTradeService.setWsClient(wsClient);
wsClient.init();
- log.info("[管理器] WS已连接, 已注册 6 个频道处理器");
+ log.info("[管理器] WS已连接, 已注册 4 个频道处理器");
// 3. 激活策略，等待首根 K 线触发基底双开
gridTradeService.startGrid();
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/CandlestickChannelHandler.java b/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/CandlestickChannelHandler.java
index 1a7a2ea..64354f5 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/CandlestickChannelHandler.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/CandlestickChannelHandler.java
@@ -123,11 +123,6 @@
JSONObject data = resultArray.getJSONObject(0);
BigDecimal closePx = new BigDecimal(data.getString("c"));
-// log.info("========== Gate K线数据 ==========");
-// log.info("名称: {} 时间: {}", data.getString("n"), DateUtil.TimeStampToDateTime(data.getLong("t")));
-// log.info("收盘: {} 已完结: {}",data.getString("c"),data.getBooleanValue("w"));
-// log.info("==================================");
-
if (gridTradeService != null) {
gridTradeService.onKline(closePx);
}
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/OrdersChannelHandler.java b/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/OrdersChannelHandler.java
deleted file mode 100644
index 3d15c45..0000000
--- a/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/OrdersChannelHandler.java
+++ /dev/null
@@ -1,57 +0,0 @@
-package com.xcong.excoin.modules.gateApi.wsHandler.handler;
-
-import com.alibaba.fastjson.JSONArray;
-import com.alibaba.fastjson.JSONObject;
-import com.xcong.excoin.modules.gateApi.GateGridTradeService;
-import com.xcong.excoin.modules.gateApi.wsHandler.AbstractPrivateChannelHandler;
-import lombok.extern.slf4j.Slf4j;
-
-/**
- * 订单频道处理器（futures.orders），接收订单更新推送并回调 {@link GateGridTradeService#onOrderUpdate}。
- * 回调内部通过 {@code GridElement.findByLongOrderId / findByShortOrderId} 匹配网格订单。
- *
- * @author Administrator
- */
-@Slf4j
-public class OrdersChannelHandler extends AbstractPrivateChannelHandler {
-
- private static final String CHANNEL_NAME = "futures.orders";
-
- public OrdersChannelHandler(String apiKey, String apiSecret,
- String contract,
- GateGridTradeService gridTradeService) {
- super(CHANNEL_NAME, apiKey, apiSecret, contract, gridTradeService);
- }
-
- @Override
- public boolean handleMessage(JSONObject response) {
- if (!CHANNEL_NAME.equals(response.getString("channel"))) {
- return false;
- }
- try {
- JSONArray resultArray = response.getJSONArray("result");
- if (resultArray == null || resultArray.isEmpty()) {
- return true;
- }
- for (int i = 0; i < resultArray.size(); i++) {
- JSONObject order = resultArray.getJSONObject(i);
- if (!getContract().equals(order.getString("contract"))) {
- continue;
- }
- String orderId = String.valueOf(order.getLong("id"));
- String status = order.getString("status");
- String finishAs = order.getString("finish_as");
- String updateId = order.getString("update_id");
-// log.info("[{}] 订单更新, id:{}, status:{}, finish_as:{}, price:{}, size:{},update_id:{}",
-// CHANNEL_NAME, orderId, status, finishAs,
-// order.get("price"), order.get("size"),updateId);
-// if (getGridTradeService() != null) {
-// getGridTradeService().onOrderUpdate(orderId, status, finishAs);
-// }
- }
- } catch (Exception e) {
- log.error("[{}] 处理数据失败", CHANNEL_NAME, e);
- }
- return true;
- }
-}
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/UserTradesChannelHandler.java b/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/UserTradesChannelHandler.java
deleted file mode 100644
index 961a877..0000000
--- a/src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/UserTradesChannelHandler.java
+++ /dev/null
@@ -1,61 +0,0 @@
-package com.xcong.excoin.modules.gateApi.wsHandler.handler;
-
-import com.alibaba.fastjson.JSONArray;
-import com.alibaba.fastjson.JSONObject;
-import com.xcong.excoin.modules.gateApi.GateGridTradeService;
-import com.xcong.excoin.modules.gateApi.wsHandler.AbstractPrivateChannelHandler;
-import lombok.extern.slf4j.Slf4j;
-
-import java.math.BigDecimal;
-
-/**
- * 用户私有成交频道处理器（futures.usertrades），接收成交推送并回调 {@link GateGridTradeService#onUserTrade}。
- *
- * @author Administrator
- */
-@Slf4j
-public class UserTradesChannelHandler extends AbstractPrivateChannelHandler {
-
- private static final String CHANNEL_NAME = "futures.usertrades";
-
- public UserTradesChannelHandler(String apiKey, String apiSecret,
- String contract,
- GateGridTradeService gridTradeService) {
- super(CHANNEL_NAME, apiKey, apiSecret, contract, gridTradeService);
- }
-
- @Override
- public boolean handleMessage(JSONObject response) {
- if (!CHANNEL_NAME.equals(response.getString("channel"))) {
- return false;
- }
- try {
- JSONArray resultArray = response.getJSONArray("result");
- if (resultArray == null || resultArray.isEmpty()) {
- return true;
- }
- for (int i = 0; i < resultArray.size(); i++) {
- JSONObject trade = resultArray.getJSONObject(i);
- String contract = trade.getString("contract");
- if (!getContract().equals(contract)) {
- continue;
- }
- String id = trade.getString("id");
- String orderId = trade.getString("order_id");
- String size = trade.getString("size");
- BigDecimal price = trade.getBigDecimal("price");
- String role = trade.getString("role");
- BigDecimal fee = trade.getBigDecimal("fee");
- String text = trade.getString("text");
-// log.info("[{}] 成交更新, id:{}, order_id:{}, price:{}, size:{}, role:{}, fee:{}, text:{}",
-// CHANNEL_NAME, id, orderId, price, size, role, fee, text);
-// if (getGridTradeService() != null) {
-// getGridTradeService().onUserTrade(contract, orderId, price, size, role, fee);
-// }
- }
- } catch (Exception e) {
- log.error("[{}] 处理数据失败", CHANNEL_NAME, e);
- }
- return true;
- }
-}
--
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