From 5a2c3b8966269f77b60a698af602ffcfefc459ce Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 10 Aug 2026 13:53:01 +0800
Subject: [PATCH] feat(gate): 添加加仓止损配置功能
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 235 +++++++++++++++++++++++++++++++++-------------------------
1 files changed, 132 insertions(+), 103 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 5270f84..11b3e00 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -376,7 +376,7 @@
*/
public void onKline(BigDecimal closePrice) {
- log.info("当前价：{}", closePrice);
+// log.info("当前价：{}", closePrice);
lastKlinePrice = closePrice;
@@ -665,7 +665,6 @@
}
shortGridElement.setExtendStopLossInProgress(true);
- accumulatedShortLossCount = 0;
lastShortStopLossGridId = Integer.MAX_VALUE;
// [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();
@@ -675,6 +674,8 @@
// [Gate] 止盈挂单：超出基础仓位的部分，挂在多仓第一止损位
// placeExcessTakeProfit(posSize, false);
log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
+
+
}
}
@@ -695,7 +696,6 @@
}
longGridElement.setExtendStopLossInProgress(true);
- accumulatedLongLossCount = 0;
lastLongStopLossGridId = Integer.MAX_VALUE;
// [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();
@@ -1152,8 +1152,8 @@
if (newEntryGrid != null) {
- String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
-
+// String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
+ String quantity = String.valueOf(config.getBaseQuantity());
// 向下检查是否已有多单挂在更低价格网格，有则跳过（防止价格回升后重复挂单）
boolean hasLongOrderBelow = false;
GridElement checkDownCursor = GridElement.findById(newEntryGrid.getDownId());
@@ -1223,8 +1223,8 @@
if (newEntryGrid != null) {
// String quantity = String.valueOf((accumulatedShortLossCount + 1) * Integer.parseInt(config.getQuantity()));
- String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
-
+// String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
+ String quantity = String.valueOf(config.getBaseQuantity());
// 向上检查是否已有空单挂在更高价格网格，有则跳过（防止价格回落后重复挂单）
boolean hasShortOrderAbove = false;
GridElement checkUpCursor = GridElement.findById(newEntryGrid.getUpId());
@@ -1271,6 +1271,56 @@
}
}
+ // ========== 加仓计算 ==========
+
+ /**
+ * 根据 {@code stopLossCountMode} 计算当前有效的止损次数。
+ * <ul>
+ * <li>{@code "single"}（单向）：返回该方向的累计止损次数</li>
+ * <li>{@code "dual"}（双向）：返回多空双向累计总次数</li>
+ * </ul>
+ *
+ * @param isLong {@code true}=多仓方向，{@code false}=空仓方向
+ * @return 有效止损次数
+ */
+ private int getEffectiveStopLossCount(boolean isLong) {
+ if ("single".equals(config.getStopLossCountMode())) {
+ return isLong ? accumulatedLongLossCount : accumulatedShortLossCount;
+ }
+ // "dual" — 双向总次数
+ return accumulatedLongLossCount + accumulatedShortLossCount;
+ }
+
+ /**
+ * 根据加仓配置计算止损追单时的实际下单量。
+ * <p>公式：</p>
+ * <pre>
+ * addMultiplier = floor(effectiveStopLossCount / addPositionInterval)
+ * addQty = addMultiplier × addPositionQuantity
+ * finalQty = min(baseQuantity + addQty, maxPositionPerSide > 0 ? maxPositionPerSide : ∞)
+ * </pre>
+ *
+ * @param isLong {@code true}=多仓方向，{@code false}=空仓方向
+ * @return 实际下单张数（字符串）
+ */
+ private String calculateEntryQuantity(boolean isLong) {
+ int baseQty = Integer.parseInt(config.getBaseQuantity());
+ int interval = config.getAddPositionInterval();
+ int addQtyPerUnit = config.getAddPositionQuantity();
+ int maxPerSide = config.getMaxPositionPerSide();
+
+ int effectiveCount = getEffectiveStopLossCount(isLong);
+ int addMultiplier = interval > 0 ? effectiveCount / interval : 0;
+ int addQty = addMultiplier * addQtyPerUnit;
+ int totalQty = baseQty + addQty;
+
+ if (maxPerSide > 0 && totalQty > maxPerSide) {
+ totalQty = maxPerSide;
+ }
+
+ return String.valueOf(totalQty);
+ }
+
private void handleLongStopLossTriggered(GridElement gridElement, String orderId) {
gridElement.removeLongStopLossOrderId(orderId);
@@ -1282,6 +1332,8 @@
}
lastLongStopLossGridId = gridId;
+
+ accumulatedLongLossCount++;
log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
gridId, accumulatedLongLossCount, sameGrid ? "(同网格)" : "");
int newEntryGridId = gridId + 1;
@@ -1295,8 +1347,9 @@
// 止损追单：同一网格可有多笔挂单，不判断 isHasLongOrder，直接挂单
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
-// String size = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
- String size = String.valueOf(config.getBaseQuantity());
+ String size = calculateEntryQuantity(true);
+ log.info("[Gate] 多仓止损追单 有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}",
+ getEffectiveStopLossCount(true), config.getBaseQuantity(), size, config.getStopLossCountMode());
newEntryGrid.getLongTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
@@ -1325,6 +1378,7 @@
return;
}
lastShortStopLossGridId = gridId;
+ accumulatedShortLossCount++;
log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
gridId, accumulatedShortLossCount, sameGrid ? "(同网格)" : "");
int newEntryGridId = gridId - 1;
@@ -1338,8 +1392,9 @@
// 止损追单：同一网格可有多笔挂单，不判断 isHasShortOrder，直接挂单
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
-// String size = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
- String size = String.valueOf(config.getBaseQuantity());
+ String size = calculateEntryQuantity(false);
+ log.info("[Gate] 空仓止损追单 有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}",
+ getEffectiveStopLossCount(false), config.getBaseQuantity(), size, config.getStopLossCountMode());
newEntryGrid.getShortTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
@@ -1690,98 +1745,6 @@
}
/**
- * 挂单成交后，将超出基础仓位的部分挂止盈单，挂在对向仓位的第一止损位上。
- *
- * <p>遍历所有 GridElement，找到对向仓位第一个有止损单的网格作为止盈挂单位置。
- *
- * <p>例：空仓成交后持仓 8 张，基础 4 张 → 超出 4 张，
- * 找到多仓第一止损位（如 gridId=-2）→ 在该位置挂空仓止盈单。
- *
- * @param posSize 当前总持仓张数
- * @param isLong true=多仓成交，false=空仓成交
- */
- private void placeExcessTakeProfit(int posSize, boolean isLong) {
- int baseQty = Integer.parseInt(config.getBaseQuantity());
- int excessQty = posSize - baseQty;
- if (excessQty <= 0) {
- return;
- }
-
- // 遍历找到对向仓位第一个有止损单的网格
- GridElement tpElem = isLong ? findFirstShortStopLossGrid() : findFirstLongStopLossGrid();
- if (tpElem == null) {
- log.warn("[Gate] {}止盈挂单失败：未找到对向仓止损位", isLong ? "多仓" : "空仓");
- return;
- }
- int tpGridId = tpElem.getId();
-
- BigDecimal triggerPrice = tpElem.getGridPrice();
- String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
- // 多仓止盈：价格≥触发价时平仓(NUMBER_1)；空仓止盈：价格≤触发价时平仓(NUMBER_2)
- FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
- : FuturesPriceTrigger.RuleEnum.NUMBER_2;
- String size = isLong ? negate(String.valueOf(excessQty)) : String.valueOf(excessQty);
-
-// if (isLong && tpElem.getLongTakeProfitOrderId() != null) {
-// executor.cancelConditionalOrder(tpElem.getLongTakeProfitOrderId(), oid -> {
-// longTakeProfitTraderIdParam(tpElem, null, false);
-// log.info("[Gate] 取消旧止盈, gridId:{}, orderId:{}", tpGridId, oid);
-// });
-// } else if (!isLong && tpElem.getShortTakeProfitOrderId() != null) {
-// executor.cancelConditionalOrder(tpElem.getShortTakeProfitOrderId(), oid -> {
-// shortTakeProfitTraderIdParam(tpElem, null, false);
-// log.info("[Gate] 取消旧止盈, gridId:{}, orderId:{}", tpGridId, oid);
-// });
-// }
-
- String finalSize = size;
- int finalTpGridId = tpGridId;
- executor.placeTakeProfit(triggerPrice, rule, orderType, size,
- profitId -> {
- if (isLong) {
- longTakeProfitTraderIdParam(tpElem, profitId, true);
- } else {
- shortTakeProfitTraderIdParam(tpElem, profitId, true);
- }
- log.info("[Gate] {}止盈挂单, gridId:{}, 触发价:{}, 数量:{}, takeProfitId:{}",
- isLong ? "多仓" : "空仓", finalTpGridId, triggerPrice, finalSize, profitId);
- }
- );
- }
-
- /**
- * 找到有长仓止损单且离 0 最近的网格（第一个多仓止损位）。
- */
- private GridElement findFirstLongStopLossGrid() {
- GridElement first = null;
- for (GridElement e : config.getGridElements()) {
- if (!e.getLongStopLossOrderIds().isEmpty()) {
- // 多仓止损在负数区，取 id 最大（最靠近 0）的
- if (first == null || e.getId() > first.getId()) {
- first = e;
- }
- }
- }
- return first;
- }
-
- /**
- * 找到有空仓止损单且离 0 最近的网格（第一个空仓止损位）。
- */
- private GridElement findFirstShortStopLossGrid() {
- GridElement first = null;
- for (GridElement e : config.getGridElements()) {
- if (!e.getShortStopLossOrderIds().isEmpty()) {
- // 空仓止损在正数区，取 id 最小（最靠近 0）的
- if (first == null || e.getId() < first.getId()) {
- first = e;
- }
- }
- }
- return first;
- }
-
- /**
* 延展完成后重挂止损（处理被跳过的入场单成交）。
* 取消已有止损单并用最新仓位重新挂单，确保止损覆盖最新持仓数。
*/
@@ -1996,4 +1959,70 @@
public StrategyState getState() { return state; }
/** 注入WS客户端，用于订阅状态检查 */
public void setWsClient(GateKlineWebSocketClient wsClient) { this.wsClient = wsClient; }
+
+ // ========== 止损查表辅助方法 ==========
+
+ /** 找到第一个有多仓止损单的网格（首个匹配即返回） */
+ private GridElement findFirstLongStopLossGrid() {
+ for (GridElement e : config.getGridElements()) {
+ if (!e.getLongStopLossOrderIds().isEmpty()) return e;
+ }
+ return null;
+ }
+
+ /** 找到第一个有空仓止损单的网格（首个匹配即返回） */
+ private GridElement findFirstShortStopLossGrid() {
+ for (GridElement e : config.getGridElements()) {
+ if (!e.getShortStopLossOrderIds().isEmpty()) return e;
+ }
+ return null;
+ }
+
+ /**
+ * 在指定网格挂一笔对手止盈单（非满仓超额止盈，挂在止损触发位的下一格）。
+ */
+ private void placeTakeProfitAtGrid(GridElement tpElem, boolean isLong, int qty, int times) {
+ BigDecimal triggerPrice = tpElem.getGridPrice();
+ String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
+ FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
+ : FuturesPriceTrigger.RuleEnum.NUMBER_2;
+ String size = isLong ? negate(String.valueOf(qty)) : String.valueOf(qty);
+ int gridId = tpElem.getId();
+ executor.placeTakeProfit(triggerPrice, rule, orderType, size,
+ profitId -> {
+ if (isLong) {
+ longTakeProfitTraderIdParam(tpElem, profitId, true);
+ } else {
+ shortTakeProfitTraderIdParam(tpElem, profitId, true);
+ }
+ log.info("[Gate] 止损{}→对手超额止盈 gridId:{}, 量:{}, tpId:{}", times, gridId, qty, profitId);
+ }
+ );
+ }
+
+ /**
+ * 挂对手盘止盈单：在对向仓位第一止损位挂止盈。
+ * @param isLong true=挂多仓止盈(对空仓), false=挂空仓止盈(对多仓)
+ */
+ private void placeOpponentTakeProfit(boolean isLong, int tpQty, int times, int gridId) {
+ GridElement tpElem = GridElement.findById(isLong ? gridId + 1 : gridId - 1);
+ if (tpElem == null) {
+ log.warn("[Gate] 对手止盈挂单失败：未找到止损位");
+ return;
+ }
+ int tpGridId = tpElem.getId();
+ BigDecimal triggerPrice = tpElem.getGridPrice();
+ String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
+ FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
+ : FuturesPriceTrigger.RuleEnum.NUMBER_2;
+ String size = isLong ? negate(String.valueOf(tpQty)) : String.valueOf(tpQty);
+ executor.placeTakeProfit(triggerPrice, rule, orderType, size,
+ profitId -> {
+ if (isLong) longTakeProfitTraderIdParam(tpElem, profitId, true);
+ else shortTakeProfitTraderIdParam(tpElem, profitId, true);
+ log.info("[Gate] 止损次数{}→对手{}止盈 gridId:{}, 量:{}, tpId:{}",
+ times, isLong ? "多仓" : "空仓", tpGridId, size, profitId);
+ }
+ );
+ }
}
--
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