From 56a48823bd0ebf96919fe27201b73ab96e800c33 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 01 Jun 2026 15:12:53 +0800
Subject: [PATCH] fix(gateApi): 修复网格交易策略状态管理问题
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 33 +++++++++++++++++++--------------
1 files changed, 19 insertions(+), 14 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 081aa3c..7f30933 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -353,6 +353,8 @@
BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl);
log.info("[Gate] 已实现:{}, 未实现:{}, 合计:{}",
cumulativePnl, unrealizedPnl, totalPnl);
+
+ startGrid();
return;
}
@@ -559,19 +561,12 @@
BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl);
log.info("[Gate] 已实现:{}, 未实现:{}, 合计:{}",
cumulativePnl, unrealizedPnl, totalPnl);
-
- if (totalPnl.compareTo(config.getOverallTp()) >= 0) {
- log.info("[Gate] 已达止盈目标(合计{})→已停止, 已实现:{}, 未实现:{}",
- totalPnl, cumulativePnl, unrealizedPnl);
- state = StrategyState.STOPPED;
- } else if (totalPnl.compareTo(config.getMaxLoss().negate()) <= 0) {
+ if(totalPnl.compareTo(config.getMaxLoss().negate()) <= 0) {
String logMessage = StrUtil.format("[Gate] 已达亏损风险值(合计{}), 已实现:{}, 未实现:{}",
totalPnl, cumulativePnl, unrealizedPnl);
log.info(logMessage);
-
DingTalkUtils.getDefault().sendActionCard("风险提醒", logMessage, config.getApiKey(), "");
-// state = StrategyState.STOPPED;
}
}
@@ -1357,7 +1352,6 @@
log.info("[Gate] 多仓止损触发 gridId:{}, 开始追单", gridId);
int newEntryGridId = -(N - 1);
- int entryQty = N - 1;
GridElement newEntryGrid = GridElement.findById(newEntryGridId);
if (newEntryGrid == null) {
@@ -1377,9 +1371,13 @@
}
}
- String size = String.valueOf(entryQty);
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}张多单", gridId, newEntryGridId, entryQty);
+ BigDecimal priceDiff = longEntryPrice.subtract(triggerPrice).abs();
+ int entryQty = priceDiff.divide(config.getStep(), 0, RoundingMode.DOWN).intValue();
+ entryQty = Math.max(1, entryQty);
+ String size = String.valueOf(entryQty);
+ log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}张多单, 均价:{}, 价差:{}, 步长:{}",
+ gridId, newEntryGridId, entryQty, longEntryPrice, priceDiff, config.getStep());
newEntryGrid.getLongTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
@@ -1392,7 +1390,6 @@
log.info("[Gate] 空仓止损触发 gridId:{}, 开始追单", gridId);
int newEntryGridId = N - 1;
- int entryQty = N - 1;
GridElement newEntryGrid = GridElement.findById(newEntryGridId);
if (newEntryGrid == null) {
@@ -1412,9 +1409,15 @@
}
}
- String size = String.valueOf(entryQty);
+
+
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}张空单", gridId, newEntryGridId, entryQty);
+ BigDecimal priceDiff = shortEntryPrice.subtract(triggerPrice).abs();
+ int entryQty = priceDiff.divide(config.getStep(), 0, RoundingMode.DOWN).intValue();
+ entryQty = Math.max(1, entryQty);
+ String size = String.valueOf(entryQty);
+ log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}张空单, 均价:{}, 价差:{}, 步长:{}",
+ gridId, newEntryGridId, entryQty, shortEntryPrice, priceDiff, config.getStep());
newEntryGrid.getShortTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
@@ -1497,6 +1500,7 @@
unrealisedPnl, available, totalEquity, target);
if (totalEquity.compareTo(target) > 0) {
log.info("[Gate] 盈亏达标({}>{})，重置策略", totalEquity, target);
+ state = StrategyState.STOPPED;
closeExistingPositions();
futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
startGrid();
@@ -1507,6 +1511,7 @@
}
private void handlePositionZeroAndReset(String direction) {
+ state = StrategyState.STOPPED;
try {
futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
} catch (Exception e) {
--
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