From 56241e251ef32001c6f0106595f3a1ac4665a2ee Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Tue, 23 Jun 2026 22:55:43 +0800
Subject: [PATCH] fix(gateApi): 修复网格交易跨度重启逻辑
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 131 +++++++++++++++++++++++++++++++++++--------
1 files changed, 105 insertions(+), 26 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 aae6ebc..1ea2c85 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -309,6 +309,8 @@
accumulatedShortLossCount = 0;
shortPriceQueue.clear();
longPriceQueue.clear();
+ totalShortPriceQueue.clear();
+ totalLongPriceQueue.clear();
currentLongOrderIds.clear();
currentShortOrderIds.clear();
// 每次重启重新获取当前本金
@@ -634,20 +636,24 @@
if (shortGridElement.isHasShortOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
shortEntryTraderIdParam(shortGridElement, null, false);
- // [Gate-需求2] 加仓后先撤空仓所有止盈+止损，再重挂
+ // [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();
- extendShortStopLoss(filledQty,shortGridElement.getId());
+ int posSize = queryPositionSize(Position.ModeEnum.DUAL_SHORT);
+ extendShortStopLoss(posSize, shortGridElement.getId());
accumulatedShortLossCount = 0; // 加仓订单成交，重置止损累计
- log.info("[Gate] 空单成交 gridId:{}", filledQty);
+ log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
// 空仓持仓超过baseQuantity时，从gridId-2开始向外追挂止盈
BigDecimal shortBaseQty = new BigDecimal(config.getBaseQuantity());
BigDecimal shortGridQty = new BigDecimal(config.getQuantity());
- if (shortPositionSize.compareTo(shortBaseQty) > 0) {
- BigDecimal shortExcess = shortPositionSize.subtract(shortBaseQty);
+ if (BigDecimal.valueOf(posSize).compareTo(shortBaseQty) > 0) {
+ BigDecimal shortExcess = BigDecimal.valueOf(posSize).subtract(shortBaseQty);
int shortExcessCount = shortExcess.divide(shortGridQty, 0, RoundingMode.DOWN).intValue();
for (int i = 0; i < shortExcessCount; i++) {
int tpGridId = shortGridElement.getId() - 2 - i;
+ if (i > 0){
+ tpGridId = tpGridId - 1;
+ }
GridElement tpElem = GridElement.findById(tpGridId);
if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
continue;
@@ -675,20 +681,25 @@
int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
longEntryTraderIdParam(longGridElement, null, false);
- // [Gate-需求2] 加仓后先撤多仓所有止盈+止损，再重挂
+ // [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();
- extendLongStopLoss(filledQty,longGridElement.getId());
+ int posSize = queryPositionSize(Position.ModeEnum.DUAL_LONG);
+ extendLongStopLoss(posSize, longGridElement.getId());
accumulatedLongLossCount = 0; // 加仓订单成交，重置止损累计
- log.info("[Gate] 多单成交 gridId:{}", filledQty);
+ log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
// 多仓持仓超过baseQuantity时，从gridId+2开始向外追挂止盈
BigDecimal longBaseQty = new BigDecimal(config.getBaseQuantity());
BigDecimal longGridQty = new BigDecimal(config.getQuantity());
- if (longPositionSize.compareTo(longBaseQty) > 0) {
- BigDecimal longExcess = longPositionSize.subtract(longBaseQty);
+ if (BigDecimal.valueOf(posSize).compareTo(longBaseQty) > 0) {
+ BigDecimal longExcess = BigDecimal.valueOf(posSize).subtract(longBaseQty);
int longExcessCount = longExcess.divide(longGridQty, 0, RoundingMode.DOWN).intValue();
for (int i = 0; i < longExcessCount; i++) {
int tpGridId = longGridElement.getId() + 2 + i;
+ if (i > 0){
+ tpGridId = tpGridId + 1;
+ }
+
GridElement tpElem = GridElement.findById(tpGridId);
if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) {
continue;
@@ -712,6 +723,54 @@
}
}
+
+ /**
+ * 查询交易所当前持仓张数（绝对值）。加仓/开仓后重挂止盈止损时调用，
+ * 绕过本地 WS 推送缓存避免时序竞态，直接拿到交易所权威数据。
+ *
+ * @param mode 持仓模式（DUAL_LONG / DUAL_SHORT）
+ * @return 持仓张数（绝对值），查询失败返回 0
+ */
+ private int queryPositionSize(Position.ModeEnum mode) {
+ Position p = queryPosition(mode);
+ if (p != null) {
+ return new BigDecimal(p.getSize()).abs().intValue();
+ }
+ return 0;
+ }
+
+ /**
+ * 查询交易所当前持仓均价，绕过本地 WS 推送缓存避免时序竞态。
+ *
+ * @param mode 持仓模式（DUAL_LONG / DUAL_SHORT）
+ * @return 持仓均价，无持仓或查询失败返回 BigDecimal.ZERO
+ */
+ private BigDecimal queryEntryPrice(Position.ModeEnum mode) {
+ Position p = queryPosition(mode);
+ if (p != null && p.getEntryPrice() != null) {
+ return new BigDecimal(p.getEntryPrice());
+ }
+ return BigDecimal.ZERO;
+ }
+
+ /**
+ * 查询指定模式的持仓对象。
+ */
+ private Position queryPosition(Position.ModeEnum mode) {
+ try {
+ List<Position> positions = futuresApi.listPositions(SETTLE).execute();
+ if (positions != null) {
+ for (Position p : positions) {
+ if (mode == p.getMode() && config.getContract().equals(p.getContract())) {
+ return p;
+ }
+ }
+ }
+ } catch (Exception e) {
+ log.warn("[Gate] 查询{}持仓失败", mode, e);
+ }
+ return null;
+ }
// ---- 网格队列处理 ----
@@ -880,6 +939,8 @@
*/
private void generateShortQueue() {
shortPriceQueue.clear();
+ totalShortPriceQueue.clear();
+ totalLongPriceQueue.clear();
int prec = config.getPriceScale();
BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(prec, RoundingMode.HALF_UP);
config.setStep(step);
@@ -992,8 +1053,8 @@
elements.add(GridElement.builder()
.id(0)
.gridPrice(price)
- .upId(shortSize > 0 ? 1 : null)
- .downId(longSize > 0 ? -1 : null)
+ .upId(longSize > 0 ? 1 : null)
+ .downId(shortSize > 0 ? -1 : null)
.longTraderParam(longParam)
.shortTraderParam(shortParam)
.build());
@@ -1277,6 +1338,14 @@
if (span <= 0) {
return;
}
+
+ // 检查是否还有剩余止盈单，只有多空止盈全部清空才继续
+ if (GridElement.getLongTakeProfitCount() > 0 || GridElement.getShortTakeProfitCount() > 0) {
+ log.info("[Gate] 尚有未触发止盈单, 暂不检查跨度重启 longTpCount:{}, shortTpCount:{}",
+ GridElement.getLongTakeProfitCount(), GridElement.getShortTakeProfitCount());
+ return;
+ }
+
BigDecimal step = config.getStep();
if (step == null || step.compareTo(BigDecimal.ZERO) == 0) {
return;
@@ -1288,32 +1357,42 @@
return;
}
+ // 查交易所获取最新持仓均价和持仓量，不用本地缓存避免 WS 时序竞态
+ Position longPos = queryPosition(Position.ModeEnum.DUAL_LONG);
+ Position shortPos = queryPosition(Position.ModeEnum.DUAL_SHORT);
+ boolean hasLong = longPos != null && Math.abs(Integer.parseInt(longPos.getSize())) > 0;
+ boolean hasShort = shortPos != null && Math.abs(Integer.parseInt(shortPos.getSize())) > 0;
+ BigDecimal longAvgPrice = (longPos != null && longPos.getEntryPrice() != null)
+ ? new BigDecimal(longPos.getEntryPrice()) : BigDecimal.ZERO;
+ BigDecimal shortAvgPrice = (shortPos != null && shortPos.getEntryPrice() != null)
+ ? new BigDecimal(shortPos.getEntryPrice()) : BigDecimal.ZERO;
+
boolean shouldRestart = false;
String reason = "";
- if (longActive && shortActive) {
- // 多空双边持仓：多均价 − 空均价 > span × step
- BigDecimal gap = longEntryPrice.subtract(shortEntryPrice);
- if (gap.compareTo(threshold) > 0) {
+ if (hasLong && hasShort) {
+ // 多空双边持仓：|多均价 − 空均价| > span × step
+ BigDecimal gap = shortAvgPrice.subtract(longAvgPrice);
+ if (gap.compareTo(threshold) >= 0) {
shouldRestart = true;
- reason = StrUtil.format("双边跨度 多均价:{} − 空均价:{} = {} > {} (span:{}×step:{})",
- longEntryPrice, shortEntryPrice, gap, threshold, span, step);
+ reason = StrUtil.format("双边跨度 |多均价:{} − 空均价:{}| = {} >= {} (span:{}×step:{})",
+ longAvgPrice, shortAvgPrice, gap, threshold, span, step);
}
- } else if (longActive) {
+ } else if (hasLong) {
// 仅持多仓：当前价 − 多均价 > span × step
- BigDecimal gap = currentPrice.subtract(longEntryPrice);
- if (gap.compareTo(threshold) > 0) {
+ BigDecimal gap = currentPrice.subtract(longAvgPrice);
+ if (gap.compareTo(threshold) >= 0) {
shouldRestart = true;
reason = StrUtil.format("多仓跨度 当前价:{} − 多均价:{} = {} > {} (span:{}×step:{})",
- currentPrice, longEntryPrice, gap, threshold, span, step);
+ currentPrice, longAvgPrice, gap, threshold, span, step);
}
- } else if (shortActive) {
+ } else if (hasShort) {
// 仅持空仓：空均价 − 当前价 > span × step
- BigDecimal gap = shortEntryPrice.subtract(currentPrice);
- if (gap.compareTo(threshold) > 0) {
+ BigDecimal gap = shortAvgPrice.subtract(currentPrice);
+ if (gap.compareTo(threshold) >= 0) {
shouldRestart = true;
reason = StrUtil.format("空仓跨度 空均价:{} − 当前价:{} = {} > {} (span:{}×step:{})",
- shortEntryPrice, currentPrice, gap, threshold, span, step);
+ shortAvgPrice, currentPrice, gap, threshold, span, step);
}
}
--
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