From 5551bdf6d3311e2eb9af7cc7c0c28c46629d7324 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Thu, 14 May 2026 12:59:40 +0800
Subject: [PATCH] refactor(gateApi): 优化网格交易服务的订单管理和止盈逻辑
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 294 +++++++++++++++++++++++++---------------------------------
1 files changed, 129 insertions(+), 165 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 88c397b..15b2441 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -13,7 +13,9 @@
import java.math.RoundingMode;
import java.util.ArrayList;
import java.util.Collections;
+import java.util.HashMap;
import java.util.List;
+import java.util.Map;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionClosesChannelHandler;
@@ -134,10 +136,10 @@
/** 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<>());
+ /** 当前多仓条件单映射：订单ID → 止盈价格，订单成交后通过订单订阅推送匹配止盈 */
+ private final Map<String, BigDecimal> currentLongOrderIds = Collections.synchronizedMap(new HashMap<>());
+ /** 当前空仓条件单映射：订单ID → 止盈价格，订单成交后通过订单订阅推送匹配止盈 */
+ private final Map<String, BigDecimal> currentShortOrderIds = Collections.synchronizedMap(new HashMap<>());
/** 基底空头入场价 */
private BigDecimal shortBaseEntryPrice;
@@ -368,11 +370,11 @@
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");
+ executor.openLong(config.getQuantity(), (orderId) -> {
+ log.info("[Gate] 基底多单已提交{}", orderId);
}, null);
- executor.openShort(negate(config.getQuantity()), () -> {
- log.info("[Gate] 基底空单已提交");
+ executor.openShort(negate(config.getQuantity()), (orderId) -> {
+ log.info("[Gate] 基底空单已提交{}",orderId);
}, null);
return;
}
@@ -380,11 +382,8 @@
if (state != StrategyState.ACTIVE) {
return;
}
- if (!longPriceQueue.isEmpty() && closePrice.compareTo(longPriceQueue.get(0)) > 0) {
- processLongGrid(closePrice);
- } else if (!shortPriceQueue.isEmpty() && closePrice.compareTo(shortPriceQueue.get(0)) < 0) {
- processShortGrid(closePrice);
- }
+ processLongGrid(closePrice);
+ processShortGrid(closePrice);
}
// ---- 仓位推送回调 ----
@@ -427,23 +426,16 @@
baseLongOpened = true;
log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
tryGenerateQueues();
- } else if (size.compareTo(longPositionSize) > 0) {
- BigDecimal unitQty = new BigDecimal(config.getQuantity());
- long prevUnits = longPositionSize.divide(unitQty, 0, RoundingMode.DOWN).longValue();
- longPositionSize = size;
- long nowUnits = size.divide(unitQty, 0, RoundingMode.DOWN).longValue();
- long newUnits = nowUnits - prevUnits;
- for (int i = 0; i < newUnits; i++) {
- BigDecimal tpPrice;
- if (!longTakeProfitQueue.isEmpty()) {
- tpPrice = longTakeProfitQueue.remove(0);
- } else {
- tpPrice = longEntryPrice.add(config.getStep()).setScale(1, RoundingMode.HALF_UP);
- log.warn("[Gate] 多止盈队列为空, 兜底止盈价:{}", tpPrice);
- }
- executor.placeTakeProfit(tpPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_1, ORDER_TYPE_CLOSE_LONG, negate(config.getQuantity()));
- log.info("[Gate] 多单止盈已设, tp:{}, size:{}", tpPrice, negate(config.getQuantity()));
+ } else if(size.compareTo(longPositionSize) < 0){
+ if (entryPrice.compareTo(shortEntryPrice) > 0
+ && entryPrice.compareTo(longEntryPrice) < 0
+ && shortPositionSize.compareTo(new BigDecimal("3")) < 0) {
+
+ BigDecimal reverseShortTp = entryPrice.subtract(config.getStep()).setScale(1, RoundingMode.HALF_UP);
+ executor.openShort(negate(config.getQuantity()),
+ orderId -> { currentShortOrderIds.put(orderId, reverseShortTp);},
+ null);
+ log.info("[Gate] 反向条件空单已挂, trigger:{}, size:{}, 止盈:{}", entryPrice, negate(config.getQuantity()), reverseShortTp);
}
} else {
longPositionSize = size;
@@ -462,24 +454,16 @@
baseShortOpened = true;
log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
tryGenerateQueues();
- } else if (size.abs().compareTo(shortPositionSize) > 0) {
- BigDecimal unitQty = new BigDecimal(config.getQuantity());
- long prevUnits = shortPositionSize.divide(unitQty, 0, RoundingMode.DOWN).longValue();
- BigDecimal nowAbsSize = size.abs();
- shortPositionSize = nowAbsSize;
- long nowUnits = nowAbsSize.divide(unitQty, 0, RoundingMode.DOWN).longValue();
- long newUnits = nowUnits - prevUnits;
- for (int i = 0; i < newUnits; i++) {
- BigDecimal tpPrice;
- if (!shortTakeProfitQueue.isEmpty()) {
- tpPrice = shortTakeProfitQueue.remove(0);
- } else {
- tpPrice = shortEntryPrice.subtract(config.getStep()).setScale(1, RoundingMode.HALF_UP);
- log.warn("[Gate] 空止盈队列为空, 兜底止盈价:{}", tpPrice);
- }
- executor.placeTakeProfit(tpPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_2, ORDER_TYPE_CLOSE_SHORT, config.getQuantity());
- log.info("[Gate] 空单止盈已设, tp:{}, size:{}", tpPrice, config.getQuantity());
+ } else if(size.abs().compareTo(shortPositionSize) < 0){
+ if (entryPrice.compareTo(shortEntryPrice) > 0
+ && entryPrice.compareTo(longEntryPrice) < 0
+ && longPositionSize.compareTo(new BigDecimal("3")) < 0) {
+
+ BigDecimal reverseLongTp = entryPrice.add(config.getStep()).setScale(1, RoundingMode.HALF_UP);
+ executor.openLong(config.getQuantity(),
+ orderId -> { currentLongOrderIds.put(orderId, reverseLongTp);},
+ null);
+ log.info("[Gate] 反向条件多单已挂, trigger:{}, size:{}, 止盈:{}", entryPrice, negate(config.getQuantity()), reverseLongTp);
}
} else {
shortPositionSize = size.abs();
@@ -520,6 +504,39 @@
}
}
+ // ---- 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;
+ }
+ BigDecimal longTp = currentLongOrderIds.remove(orderId);
+ if (longTp != null) {
+ executor.placeTakeProfit(longTp,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1, ORDER_TYPE_CLOSE_LONG, negate(config.getQuantity()));
+ log.info("[Gate] 多单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, longTp, negate(config.getQuantity()));
+ return;
+ }
+ BigDecimal shortTp = currentShortOrderIds.remove(orderId);
+ if (shortTp != null) {
+ executor.placeTakeProfit(shortTp,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2, ORDER_TYPE_CLOSE_SHORT, config.getQuantity());
+ log.info("[Gate] 空单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, shortTp, config.getQuantity());
+ }
+ }
+
// ---- 网格队列处理 ----
/**
@@ -539,27 +556,28 @@
generateLongQueue();
BigDecimal step = config.getStep();
- BigDecimal longTp = longPriceQueue.get(0).add(step).setScale(1, RoundingMode.HALF_UP);
- BigDecimal shortTp = shortPriceQueue.get(0).subtract(step).setScale(1, RoundingMode.HALF_UP);
- longTakeProfitQueue.add(longTp);
- shortTakeProfitQueue.add(shortTp);
- log.info("[Gate] 多止盈队列:{}", longTakeProfitQueue);
- log.info("[Gate] 空止盈队列:{}", shortTakeProfitQueue);
- executor.placeConditionalEntryOrder(longPriceQueue.get(0),
+ BigDecimal longPriceQueueOne = longPriceQueue.get(0);
+ BigDecimal longTp = longPriceQueueOne.add(step).setScale(1, RoundingMode.HALF_UP);
+ executor.placeConditionalEntryOrder(longPriceQueueOne,
FuturesPriceTrigger.RuleEnum.NUMBER_1, config.getQuantity(),
- 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 -> { currentShortOrderIds.add(orderId); log.info("[Gate] 初始条件空单已挂, id:{}, trigger:{}", orderId, shortPriceQueue.get(0)); },
+ orderId -> { currentLongOrderIds.put(orderId, longTp); log.info("[Gate] 初始条件多单已挂, id:{}, trigger:{}, 止盈:{}", orderId, longPriceQueue.get(0), longTp); },
null);
- state = StrategyState.ACTIVE;
+
+ BigDecimal shortPriceQueueOne = shortPriceQueue.get(0);
+ BigDecimal shortTp = shortPriceQueueOne.subtract(step).setScale(1, RoundingMode.HALF_UP);
+ executor.placeConditionalEntryOrder(shortPriceQueueOne,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
+ orderId -> { currentShortOrderIds.put(orderId, shortTp); log.info("[Gate] 初始条件空单已挂, id:{}, trigger:{}, 止盈:{}", orderId, shortPriceQueue.get(0), shortTp); },
+ null);
+
+
log.info("[Gate] 网格队列已生成, 空队首:{} → 尾:{}, 多队首:{} → 尾:{}, step:{}, 已激活",
- shortPriceQueue.get(0), shortPriceQueue.get(shortPriceQueue.size() - 1),
- longPriceQueue.get(0), longPriceQueue.get(longPriceQueue.size() - 1),
+ shortPriceQueueOne, shortPriceQueue.get(shortPriceQueue.size() - 1),
+ longPriceQueueOne, longPriceQueue.get(longPriceQueue.size() - 1),
step);
+ state = StrategyState.ACTIVE;
}
}
@@ -612,13 +630,16 @@
* <li>空仓队列：移除 matched 元素，从尾部最小值递减 step 补充等量新元素，重新降序排序</li>
* <li>多仓队列：以多仓首元素（最小价）为基准递减 step，生成 matched.size() 个新元素加入，
* 升序排序，超限截尾</li>
- * <li>空仓止盈队列：加入新空仓首元素 − step，降序排序</li>
- * <li>保证金检查 → 不安全则跳过挂单（队列照常更新并返回），安全则继续</li>
- * <li>取消所有旧多仓条件单（currentLongOrderIds），清空集合</li>
+ * <li>空仓止盈队列：始终加入新空仓首元素 − step（降序排序），不受守卫限制</li>
+ * <li>保证金检查 → 不安全则跳过挂单（队列和止盈队列照常更新），安全则继续</li>
* <li>挂新空仓条件单（触发价 = 新空仓首元素，rule=NUMBER_2 ≤触发价时开空，size=负）</li>
- * <li>挂新多仓条件单（触发价 = 新多仓首元素，rule=NUMBER_1 ≥触发价时开多，size=正）</li>
- * <li>反向开多判断：新空仓首元素 > shortEntryPrice 且 < longEntryPrice 且 longPositionSize < 3
- * → 挂反向条件多单（触发价 = 新空仓首元素），止盈价 = 首元素 + step 加入多仓止盈队列</li>
+ * <li>多仓条件单守卫：newLongFirst < longEntryPrice 时才执行
+ * → 取消所有旧多仓条件单（currentLongOrderIds） → 清空集合 →
+ * 多仓止盈队列加入 newLongFirst + step →
+ * 挂新多仓条件单（触发价 = newLongFirst，rule=NUMBER_1 ≥触发价时开多，size=正）；
+ * 不满足时保持旧多仓条件单不变，也不更新多仓止盈队列</li>
+ * <li>反向开多判断：newShortFirst > shortEntryPrice 且 < longEntryPrice 且 longPositionSize < 3
+ * → 挂反向条件多单（触发价 = newShortFirst），止盈价 = newShortFirst + step 加入多仓止盈队列</li>
* </ol>
*
* @param currentPrice 当前 K 线收盘价（最新成交价）
@@ -634,9 +655,7 @@
}
}
}
- log.info("[Gate] 原空队列:{}", shortPriceQueue);
if (matched.isEmpty()) {
- log.info("[Gate] 空仓队列未触发, 当前价:{}", currentPrice);
return;
}
log.info("[Gate] 空仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);
@@ -648,68 +667,32 @@
for (int i = 0; i < matched.size(); i++) {
min = min.subtract(gridStep).setScale(1, RoundingMode.HALF_UP);
shortPriceQueue.add(min);
- log.info("[Gate] 空队列增加:{}", min);
}
shortPriceQueue.sort((a, b) -> b.compareTo(a));
- log.info("[Gate] 现空队列:{}", shortPriceQueue);
}
-
- synchronized (longPriceQueue) {
- BigDecimal first = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(0);
- BigDecimal gridStep = config.getStep();
- for (int i = 1; i <= matched.size(); i++) {
- BigDecimal elem = first.subtract(gridStep.multiply(BigDecimal.valueOf(i))).setScale(1, RoundingMode.HALF_UP);
- longPriceQueue.add(elem);
- log.info("[Gate] 多队列增加:{}", elem);
- }
- longPriceQueue.sort(BigDecimal::compareTo);
- while (longPriceQueue.size() > config.getGridQueueSize()) {
- longPriceQueue.remove(longPriceQueue.size() - 1);
- }
- log.info("[Gate] 现多队列:{}", longPriceQueue);
- }
-
- BigDecimal newShortFirst = shortPriceQueue.get(0);
- BigDecimal step = config.getStep();
- BigDecimal stpElem = newShortFirst.subtract(step).setScale(1, RoundingMode.HALF_UP);
- shortTakeProfitQueue.add(stpElem);
- shortTakeProfitQueue.sort((a, b) -> b.compareTo(a));
- log.info("[Gate] 空止盈队列增加:{}, 现止盈队列:{}", stpElem, shortTakeProfitQueue);
if (!isMarginSafe()) {
log.warn("[Gate] 保证金超限，跳过挂条件单");
} else {
+
+ BigDecimal newShortFirst = shortPriceQueue.get(0);
+ BigDecimal step = config.getStep();
+ BigDecimal stpElem = newShortFirst.subtract(step).setScale(1, RoundingMode.HALF_UP);
executor.placeConditionalEntryOrder(newShortFirst,
FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
- orderId -> { currentShortOrderIds.add(orderId); log.info("[Gate] 新条件空单, id:{}, trigger:{}", orderId, newShortFirst); },
+ orderId -> { currentShortOrderIds.put(orderId, stpElem); log.info("[Gate] 新条件空单, id:{}, trigger:{}, 止盈:{}", orderId, newShortFirst, stpElem); },
null);
- BigDecimal newLongFirst = longPriceQueue.get(0);
+ BigDecimal newLongFirst = newShortFirst.add( step.multiply(new BigDecimal("2")));
if (newLongFirst.compareTo(longEntryPrice) < 0) {
- synchronized (currentLongOrderIds) {
- for (String id : currentLongOrderIds) {
- executor.cancelConditionalOrder(id);
- }
- currentLongOrderIds.clear();
- }
+
+ BigDecimal ltpElem = newLongFirst.add(step).setScale(1, RoundingMode.HALF_UP);
executor.placeConditionalEntryOrder(newLongFirst,
FuturesPriceTrigger.RuleEnum.NUMBER_1, config.getQuantity(),
- orderId -> { currentLongOrderIds.add(orderId); log.info("[Gate] 新条件多单, id:{}, trigger:{}", orderId, newLongFirst); },
+ orderId -> { currentLongOrderIds.put(orderId, ltpElem); log.info("[Gate] 新条件多单, id:{}, trigger:{}, 止盈:{}", orderId, newLongFirst, ltpElem); },
null);
}
- if (newShortFirst.compareTo(shortEntryPrice) > 0
- && newShortFirst.compareTo(longEntryPrice) < 0
- && longPositionSize.compareTo(new BigDecimal("3")) < 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);
- }
}
}
@@ -727,13 +710,14 @@
* <li>多仓队列：移除 matched 元素，从尾部最大值递增 step 补充等量新元素，重新升序排序</li>
* <li>空仓队列：以空仓首元素（最高价）为基准递增 step，生成 matched.size() 个新元素加入，
* 降序排序，超限截尾</li>
- * <li>多仓止盈队列：加入新多仓首元素 + step，升序排序</li>
- * <li>保证金检查 → 不安全则跳过挂单（队列照常更新并返回），安全则继续</li>
+ * <li>多仓止盈队列：始终加入新多仓首元素 + step（升序排序），不受守卫限制</li>
+ * <li>保证金检查 → 不安全则跳过挂单（队列和止盈队列照常更新），安全则继续</li>
* <li>挂新多仓条件单（触发价 = 新多仓首元素，rule=NUMBER_1 ≥触发价时开多，size=正）</li>
* <li>空仓条件单守卫：newShortFirst > shortEntryPrice 时才执行
* → 取消所有旧空仓条件单（currentShortOrderIds） → 清空集合 →
- * 挂新空仓条件单（触发价 = 新空仓首元素，rule=NUMBER_2 ≤触发价时开空，size=负）；
- * 不满足时保持旧空仓条件单不变</li>
+ * 空仓止盈队列加入 newShortFirst − step →
+ * 挂新空仓条件单（触发价 = newShortFirst，rule=NUMBER_2 ≤触发价时开空，size=负）；
+ * 不满足时保持旧空仓条件单不变，也不更新空仓止盈队列</li>
* <li>反向开空判断：newLongFirst > shortEntryPrice 且 < longEntryPrice 且 shortPositionSize < 3
* → 挂反向条件空单（触发价 = newLongFirst），止盈价 = newLongFirst − step 加入空仓止盈队列</li>
* </ol>
@@ -751,9 +735,7 @@
}
}
}
- log.info("[Gate] 原多队列:{}", longPriceQueue);
if (matched.isEmpty()) {
- log.info("[Gate] 多仓队列未触发, 当前价:{}", currentPrice);
return;
}
@@ -766,69 +748,51 @@
for (int i = 0; i < matched.size(); i++) {
max = max.add(gridStep).setScale(1, RoundingMode.HALF_UP);
longPriceQueue.add(max);
- log.info("[Gate] 多队列增加:{}", max);
}
longPriceQueue.sort(BigDecimal::compareTo);
- log.info("[Gate] 现多队列:{}", longPriceQueue);
}
- synchronized (shortPriceQueue) {
- BigDecimal first = shortPriceQueue.isEmpty() ? matched.get(0) : shortPriceQueue.get(0);
- BigDecimal gridStep = config.getStep();
- for (int i = 1; i <= matched.size(); i++) {
- BigDecimal elem = first.add(gridStep.multiply(BigDecimal.valueOf(i))).setScale(1, RoundingMode.HALF_UP);
- shortPriceQueue.add(elem);
- log.info("[Gate] 空队列增加:{}", elem);
- }
- shortPriceQueue.sort((a, b) -> b.compareTo(a));
- while (shortPriceQueue.size() > config.getGridQueueSize()) {
- shortPriceQueue.remove(shortPriceQueue.size() - 1);
- }
- log.info("[Gate] 现空队列:{}", shortPriceQueue);
- }
+// synchronized (shortPriceQueue) {
+// BigDecimal first = shortPriceQueue.isEmpty() ? matched.get(0) : shortPriceQueue.get(0);
+// BigDecimal gridStep = config.getStep();
+// for (int i = 1; i <= matched.size(); i++) {
+// BigDecimal elem = first.add(gridStep.multiply(BigDecimal.valueOf(i))).setScale(1, RoundingMode.HALF_UP);
+// shortPriceQueue.add(elem);
+// log.info("[Gate] 空队列增加:{}", elem);
+// }
+// shortPriceQueue.sort((a, b) -> b.compareTo(a));
+// while (shortPriceQueue.size() > config.getGridQueueSize()) {
+// shortPriceQueue.remove(shortPriceQueue.size() - 1);
+// }
+// log.info("[Gate] 现空队列:{}", shortPriceQueue);
+// }
- BigDecimal newLongFirst = longPriceQueue.get(0);
- BigDecimal step = config.getStep();
- BigDecimal ltpElem = newLongFirst.add(step).setScale(1, RoundingMode.HALF_UP);
- longTakeProfitQueue.add(ltpElem);
- longTakeProfitQueue.sort(BigDecimal::compareTo);
- log.info("[Gate] 多止盈队列增加:{}, 现止盈队列:{}", ltpElem, longTakeProfitQueue);
+
if (!isMarginSafe()) {
log.warn("[Gate] 保证金超限，跳过挂条件单");
} else {
+
+ BigDecimal step = config.getStep();
+
+ BigDecimal newLongFirst = longPriceQueue.get(0);
+ BigDecimal ltpElem = newLongFirst.add(step).setScale(1, RoundingMode.HALF_UP);
executor.placeConditionalEntryOrder(newLongFirst,
FuturesPriceTrigger.RuleEnum.NUMBER_1, config.getQuantity(),
- orderId -> { currentLongOrderIds.add(orderId); log.info("[Gate] 新条件多单, id:{}, trigger:{}", orderId, newLongFirst); },
+ orderId -> { currentLongOrderIds.put(orderId, ltpElem); log.info("[Gate] 新条件多单, id:{}, trigger:{}, 止盈:{}", orderId, newLongFirst, ltpElem); },
null);
- BigDecimal newShortFirst = shortPriceQueue.get(0);
+ BigDecimal newShortFirst = newLongFirst.subtract( step.multiply(new BigDecimal("2")));
if (newShortFirst.compareTo(shortEntryPrice) > 0){
- synchronized (currentShortOrderIds) {
- for (String id : currentShortOrderIds) {
- executor.cancelConditionalOrder(id);
- }
- currentShortOrderIds.clear();
- }
+
+ BigDecimal stpElem = newShortFirst.subtract(step).setScale(1, RoundingMode.HALF_UP);
executor.placeConditionalEntryOrder(newShortFirst,
FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
- orderId -> { currentShortOrderIds.add(orderId); log.info("[Gate] 新条件空单, id:{}, trigger:{}", orderId, newShortFirst); },
+ orderId -> { currentShortOrderIds.put(orderId, stpElem); log.info("[Gate] 新条件空单, id:{}, trigger:{}, 止盈:{}", orderId, newShortFirst, stpElem); },
null);
}
- if (newLongFirst.compareTo(shortEntryPrice) > 0
- && newLongFirst.compareTo(longEntryPrice) < 0
- && shortPositionSize.compareTo(new BigDecimal("3")) < 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);
- }
}
}
--
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