From 5d884f3ba7340d34891a5e50d2e8b7fa83c84c73 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 11 May 2026 14:11:18 +0800
Subject: [PATCH] docs(gateApi): 更新代码注释和文档说明
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 233 ++++++++++++++++++++++++++++++++++++++++++++--------------
1 files changed, 177 insertions(+), 56 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 55aef49..ee9b68d 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -92,7 +92,6 @@
private static final String ORDER_TYPE_CLOSE_SHORT = "plan-close-short-position";
private final GateConfig config;
- private final String logLabel;
private final GateTradeExecutor executor;
private final FuturesApi futuresApi;
private static final String SETTLE = "usdt";
@@ -131,16 +130,29 @@
public GateGridTradeService(GateConfig config) {
this.config = config;
- this.logLabel = config.getLabel();
ApiClient apiClient = new ApiClient();
apiClient.setBasePath(config.getRestBasePath());
apiClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
this.futuresApi = new FuturesApi(apiClient);
- this.executor = new GateTradeExecutor(apiClient, config.getContract(), logLabel);
+ this.executor = new GateTradeExecutor(apiClient, config.getContract());
}
// ---- 初始化 ----
+ /**
+ * 初始化策略环境。
+ *
+ * <h3>执行顺序</h3>
+ * <ol>
+ * <li>获取用户 ID（用于私有频道订阅 payload）</li>
+ * <li>获取账户信息 → 记录初始本金</li>
+ * <li>如需要，切换为双向持仓模式</li>
+ * <li>如需要，调整持仓模式（single/dual）</li>
+ * <li>清除旧的止盈止损条件单</li>
+ * <li>平掉所有已有仓位</li>
+ * <li>设置杠杆倍数</li>
+ * </ol>
+ */
public void init() {
try {
ApiClient detailClient = new ApiClient();
@@ -148,14 +160,14 @@
detailClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
AccountDetail detail = new AccountApi(detailClient).getAccountDetail();
this.userId = detail.getUserId();
- log.info("[Gate-{}] 用户ID: {}", logLabel, userId);
+ log.info("[Gate] 用户ID: {}", userId);
FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
this.initialPrincipal = new BigDecimal(account.getTotal());
- log.info("[Gate-{}] 初始本金: {} USDT", logLabel, initialPrincipal);
+ log.info("[Gate] 初始本金: {} USDT", initialPrincipal);
futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
- log.info("[Gate-{}] 旧条件单已清除", logLabel);
+ log.info("[Gate] 旧条件单已清除");
closeExistingPositions();
//设置持仓模式为双向持仓
@@ -187,19 +199,32 @@
e.printStackTrace();
}
}
- log.info("[Gate-{}] 持仓模式: {} 余额: {}", logLabel, config.getPositionMode(), account.getAvailable());
- log.info("[Gate-{}] 杠杆: {}x {}", logLabel, config.getLeverage(), config.getMarginMode());
+ log.info("[Gate] 持仓模式: {} 余额: {}", config.getPositionMode(), account.getAvailable());
+ log.info("[Gate] 杠杆: {}x {}", config.getLeverage(), config.getMarginMode());
} catch (GateApiException e) {
- log.error("[Gate-{}] 初始化失败, label:{}, msg:{}", logLabel, e.getErrorLabel(), e.getMessage());
+ log.error("[Gate] 初始化失败, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
} catch (ApiException e) {
- log.error("[Gate-{}] 初始化失败, code:{}", logLabel, e.getCode());
+ log.error("[Gate] 初始化失败, code:{}", e.getCode());
}
}
+ /**
+ * 平掉当前合约的所有已有仓位。
+ *
+ * <h3>平仓策略</h3>
+ * <ul>
+ * <li>单向持仓：size=相反数，reduceOnly=true，市价 IOC 平仓</li>
+ * <li>双向持仓：size=0，close=false，autoSize=LONG/SHORT，reduceOnly=true，市价 IOC 全平</li>
+ * </ul>
+ *
+ * <h3>注意事项</h3>
+ * 双向持仓模式下必须使用 autoSize 参数，不能直接传负数 size，
+ * 否则 Gate API 会拒绝（双向模式下空头 size 为负是正常的持仓方向）。
+ */
private void closeExistingPositions() {
try {
List<Position> positions = futuresApi.listPositions(SETTLE).execute();
- if (positions == null || positions.isEmpty()) { log.info("[Gate-{}] 无已有仓位", logLabel); return; }
+ if (positions == null || positions.isEmpty()) { log.info("[Gate] 无已有仓位"); return; }
for (Position pos : positions) {
if (!config.getContract().equals(pos.getContract())) {
continue;
@@ -225,20 +250,24 @@
}
closeOrder.setText("t-grid-init-close");
futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
- log.info("[Gate-{}] 平已有仓位, 方向:{}, size:{}, mode:{}", logLabel, size > 0 ? "多" : "空", sizeStr, mode);
+ log.info("[Gate] 平已有仓位, 方向:{}, size:{}, mode:{}", size > 0 ? "多" : "空", sizeStr, mode);
}
} catch (GateApiException e) {
- log.warn("[Gate-{}] 平仓位失败, label:{}, msg:{}", logLabel, e.getErrorLabel(), e.getMessage());
+ log.warn("[Gate] 平仓位失败, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
} catch (Exception e) {
- log.warn("[Gate-{}] 平仓位异常", logLabel, e);
+ log.warn("[Gate] 平仓位异常", e);
}
}
// ---- 启动/停止 ----
+ /**
+ * 启动网格策略。重置所有状态变量和队列，进入 WAITING_KLINE 等待首根 K 线。
+ * 仅当当前状态为 WAITING_KLINE 或 STOPPED 时才允许启动。
+ */
public void startGrid() {
if (state != StrategyState.WAITING_KLINE && state != StrategyState.STOPPED) {
- log.warn("[Gate-{}] 策略已在运行中, state:{}", logLabel, state);
+ log.warn("[Gate] 策略已在运行中, state:{}", state);
return;
}
state = StrategyState.WAITING_KLINE;
@@ -255,18 +284,40 @@
shortActive = false;
shortPriceQueue.clear();
longPriceQueue.clear();
- log.info("[Gate-{}] 网格策略已启动", logLabel);
+ log.info("[Gate] 网格策略已启动");
}
+ /**
+ * 停止网格策略。取消所有条件单 → 关闭交易线程池。
+ * 状态设为 STOPPED，K 线回调将直接返回不再处理。
+ */
public void stopGrid() {
state = StrategyState.STOPPED;
executor.cancelAllPriceTriggeredOrders();
executor.shutdown();
- log.info("[Gate-{}] 策略已停止, 累计盈亏: {}", logLabel, cumulativePnl);
+ log.info("[Gate] 策略已停止, 累计盈亏: {}", cumulativePnl);
}
// ---- K线回调 ----
+ /**
+ * K 线回调入口。由 {@link CandlestickChannelHandler} 在收到 WebSocket K 线推送时调用。
+ *
+ * <h3>处理流程</h3>
+ * <ol>
+ * <li>更新 lastKlinePrice → 计算 unrealizedPnl（浮动盈亏）</li>
+ * <li>STOPPED → 直接返回（仅保留盈亏更新）</li>
+ * <li>WAITING_KLINE → 切换为 OPENING → 异步提交基底双开（开多+开空）</li>
+ * <li>OPENING → 等待仓位推送回调生成队列，此处返回</li>
+ * <li>ACTIVE → 执行 processShortGrid + processLongGrid</li>
+ * </ol>
+ *
+ * <h3>注意</h3>
+ * 基底双开下单提交到 GateTradeExecutor 的独立线程池中异步执行，
+ * 成交状态由 onPositionUpdate 回调驱动，不阻塞 WS 回调线程。
+ *
+ * @param closePrice K 线收盘价（即当前最新成交价）
+ */
public void onKline(BigDecimal closePrice) {
lastKlinePrice = closePrice;
updateUnrealizedPnl();
@@ -276,12 +327,12 @@
if (state == StrategyState.WAITING_KLINE) {
state = StrategyState.OPENING;
- log.info("[Gate-{}] 首根K线到达，开基底仓位...", logLabel);
+ 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", logLabel);
+ log.info("[Gate] 基底多单已提交");
}, null);
executor.openShort(negate(config.getQuantity()), () -> {
- log.info("[Gate-{}] 基底空单已提交", logLabel);
+ log.info("[Gate] 基底空单已提交");
}, null);
return;
}
@@ -295,6 +346,26 @@
// ---- 仓位推送回调 ----
+ /**
+ * 仓位推送回调。由 {@link PositionsChannelHandler} 在收到 WebSocket 仓位更新时调用。
+ *
+ * <h3>处理逻辑</h3>
+ * <ul>
+ * <li><b>有仓位 (size ≠ 0)</b>：
+ * <ul>
+ * <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>仓位净增加（size > 之前记录值）：说明网格触发了新开仓 → 设止盈条件单</li>
+ * <li>仓位减少或不变（止盈平仓后）：仅更新 positionSize，不重复设止盈</li>
+ * </ul>
+ * </li>
+ * <li><b>无仓位 (size = 0)</b>：清空活跃标记和持仓量</li>
+ * </ul>
+ *
+ * @param contract 合约名称
+ * @param mode 持仓模式（DUAL_LONG / DUAL_SHORT）
+ * @param size 持仓张数（多头为正、空头为负）
+ * @param entryPrice 当前持仓加权均价（交易所计算）
+ */
public void onPositionUpdate(String contract, Position.ModeEnum mode, BigDecimal size,
BigDecimal entryPrice) {
if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
@@ -311,14 +382,14 @@
longPositionSize = size;
longBaseEntryPrice = entryPrice;
baseLongOpened = true;
- log.info("[Gate-{}] 基底多成交价: {}", logLabel, longBaseEntryPrice);
+ log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
tryGenerateQueues();
} else if (size.compareTo(longPositionSize) > 0) {
longPositionSize = size;
BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.add(config.getGridRate())).setScale(1, RoundingMode.HALF_UP);
executor.placeTakeProfit(tpPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_1, ORDER_TYPE_CLOSE_LONG, negate(config.getQuantity()));
- log.info("[Gate-{}] 多单止盈已设, entry:{}, tp:{}, size:{}", logLabel, entryPrice, tpPrice, negate(config.getQuantity()));
+ log.info("[Gate] 多单止盈已设, entry:{}, tp:{}, size:{}", entryPrice, tpPrice, negate(config.getQuantity()));
} else {
longPositionSize = size;
}
@@ -334,14 +405,14 @@
shortPositionSize = size.abs();
shortBaseEntryPrice = entryPrice;
baseShortOpened = true;
- log.info("[Gate-{}] 基底空成交价: {}", logLabel, shortBaseEntryPrice);
+ log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
tryGenerateQueues();
} else if (size.abs().compareTo(shortPositionSize) > 0) {
shortPositionSize = size.abs();
BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.subtract(config.getGridRate())).setScale(1, RoundingMode.HALF_UP);
executor.placeTakeProfit(tpPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_2, ORDER_TYPE_CLOSE_SHORT, config.getQuantity());
- log.info("[Gate-{}] 空单止盈已设, entry:{}, tp:{}, size:{}", logLabel, entryPrice, tpPrice, config.getQuantity());
+ log.info("[Gate] 空单止盈已设, entry:{}, tp:{}, size:{}", entryPrice, tpPrice, config.getQuantity());
} else {
shortPositionSize = size.abs();
}
@@ -354,35 +425,56 @@
// ---- 平仓推送回调 ----
+ /**
+ * 平仓推送回调。由 {@link PositionClosesChannelHandler} 在收到平仓推送时调用。
+ *
+ * <h3>累加规则</h3>
+ * cumulativePnl += pnl。止盈平仓时 pnl > 0，止损平仓时 pnl < 0。
+ * 累加后检查停止条件：≥ overallTp 或 ≤ -maxLoss。
+ *
+ * @param contract 合约名称
+ * @param side 平仓方向（"long" / "short"）
+ * @param pnl 本次平仓的盈亏金额
+ */
public void onPositionClose(String contract, String side, BigDecimal pnl) {
if (state == StrategyState.STOPPED) {
return;
}
cumulativePnl = cumulativePnl.add(pnl);
- log.info("[Gate-{}] 盈亏累加:{}, 方向:{}, 累计:{}", logLabel, pnl, side, cumulativePnl);
+ log.info("[Gate] 盈亏累加:{}, 方向:{}, 累计:{}", pnl, side, cumulativePnl);
if (cumulativePnl.compareTo(config.getOverallTp()) >= 0) {
- log.info("[Gate-{}] 已达止盈目标 {}→已停止", logLabel, cumulativePnl);
+ log.info("[Gate] 已达止盈目标 {}→已停止", cumulativePnl);
state = StrategyState.STOPPED;
} else if (cumulativePnl.compareTo(config.getMaxLoss().negate()) <= 0) {
- log.info("[Gate-{}] 已达亏损上限 {}→已停止", logLabel, cumulativePnl);
+ log.info("[Gate] 已达亏损上限 {}→已停止", cumulativePnl);
state = StrategyState.STOPPED;
}
}
// ---- 网格队列处理 ----
+ /**
+ * 尝试生成网格队列。双基底（多+空）都成交后才触发：
+ * 生成空仓队列 + 多仓队列 → 状态切换为 ACTIVE。
+ */
private void tryGenerateQueues() {
if (baseLongOpened && baseShortOpened) {
generateShortQueue();
generateLongQueue();
state = StrategyState.ACTIVE;
- log.info("[Gate-{}] 网格队列已生成, 空队首:{} → 尾:{}, 多队首:{} → 尾:{}, 已激活", logLabel,
+ log.info("[Gate] 网格队列已生成, 空队首:{} → 尾:{}, 多队首:{} → 尾:{}, 已激活",
shortPriceQueue.get(0), shortPriceQueue.get(shortPriceQueue.size() - 1),
longPriceQueue.get(0), longPriceQueue.get(longPriceQueue.size() - 1));
}
}
+ /**
+ * 生成空仓价格队列。
+ * 以空头基底入场价 shortBaseEntryPrice 为基准，按 gridRate 递减生成 gridQueueSize 个价格元素：
+ * <pre>shortBaseEntryPrice × (1 − gridRate × i), i=1..gridQueueSize</pre>
+ * 队列降序排列（大→小），方便 processShortGrid 中从头遍历。
+ */
private void generateShortQueue() {
shortPriceQueue.clear();
BigDecimal step = config.getGridRate();
@@ -391,9 +483,15 @@
}
shortPriceQueue.sort((a, b) -> b.compareTo(a));
//输出队列：shortPriceQueue;
- log.info("[Gate-{}] 空队列:{}", logLabel, shortPriceQueue);
+ log.info("[Gate] 空队列:{}", shortPriceQueue);
}
+ /**
+ * 生成多仓价格队列。
+ * 以多头基底入场价 longBaseEntryPrice 为基准，按 gridRate 递增生成 gridQueueSize 个价格元素：
+ * <pre>longBaseEntryPrice × (1 + gridRate × i), i=1..gridQueueSize</pre>
+ * 队列升序排列（小→大），方便 processLongGrid 中从头遍历。
+ */
private void generateLongQueue() {
longPriceQueue.clear();
BigDecimal step = config.getGridRate();
@@ -401,7 +499,7 @@
longPriceQueue.add(longBaseEntryPrice.multiply(BigDecimal.ONE.add(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP));
}
longPriceQueue.sort(BigDecimal::compareTo);
- log.info("[Gate-{}] 多队列:{}", logLabel, longPriceQueue);
+ log.info("[Gate] 多队列:{}", longPriceQueue);
}
/**
@@ -434,14 +532,14 @@
}
}
}
- log.info("[Gate-{}] 原空队列:{}", logLabel, shortPriceQueue);
+ log.info("[Gate] 原空队列:{}", shortPriceQueue);
if (matched.isEmpty()) {
- log.info("[Gate-{}] 空仓队列未触发, 当前价:{}", logLabel, currentPrice);
+ 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:{}", logLabel, matched.size(), currentPrice);
+ log.info("[Gate] 空仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);
if (!isMarginSafe()) {
- log.warn("[Gate-{}] 保证金超限，跳过空单开仓", logLabel);
+ log.warn("[Gate] 保证金超限，跳过空单开仓");
} else {
executor.openShort(negate(config.getQuantity()), null, null);
if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
@@ -450,7 +548,7 @@
&& currentPrice.compareTo(shortEntryPrice) > 0
&& currentPrice.compareTo(longEntryPrice.multiply(BigDecimal.ONE.subtract(config.getGridRate()))) < 0) {
executor.openLong(config.getQuantity(), null, null);
- log.info("[Gate-{}] 触发价在多/空持仓价之间且多>空且远离多仓均价, 额外开多一次, 当前价:{}", logLabel, currentPrice);
+ log.info("[Gate] 触发价在多/空持仓价之间且多>空且远离多仓均价, 额外开多一次, 当前价:{}", currentPrice);
}
}
@@ -461,12 +559,12 @@
for (int i = 0; i < matched.size(); i++) {
min = min.multiply(BigDecimal.ONE.subtract(step)).setScale(1, RoundingMode.HALF_UP);
shortPriceQueue.add(min);
- log.info("[Gate-{}] 空队列增加:{}", logLabel, min);
+ log.info("[Gate] 空队列增加:{}", min);
}
shortPriceQueue.sort((a, b) -> b.compareTo(a));
- log.info("[Gate-{}] 现空队列:{}", logLabel, shortPriceQueue);
+ log.info("[Gate] 现空队列:{}", shortPriceQueue);
}
synchronized (longPriceQueue) {
@@ -474,19 +572,19 @@
BigDecimal step = config.getGridRate();
for (int i = 1; i <= matched.size(); i++) {
BigDecimal elem = first.multiply(BigDecimal.ONE.subtract(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP);
- if (elem.subtract(currentPrice).abs().compareTo(currentPrice.multiply(step)) < 0) {
- log.info("[Gate] 多队列跳过:{}", elem);
+ if (longEntryPrice.compareTo(BigDecimal.ZERO) > 0
+ && currentPrice.subtract(longEntryPrice).abs().compareTo(longEntryPrice.multiply(step)) < 0) {
+ log.info("[Gate] 多队列跳过(price≈longEntry):{}", elem);
continue;
}
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:{}", logLabel, longPriceQueue);
+ log.info("[Gate] 现多队列:{}", longPriceQueue);
}
}
@@ -520,15 +618,15 @@
}
}
}
- log.info("[Gate-{}] 原多队列:{}", logLabel, longPriceQueue);
+ log.info("[Gate] 原多队列:{}", longPriceQueue);
if (matched.isEmpty()) {
- log.info("[Gate-{}] 多仓队列未触发, 当前价:{}", logLabel, currentPrice);
+ log.info("[Gate] 多仓队列未触发, 当前价:{}", currentPrice);
return;
}
- log.info("[Gate-{}] 多仓队列触发, 匹配{}个元素, 当前价:{}", logLabel, matched.size(), currentPrice);
+ log.info("[Gate] 多仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);
if (!isMarginSafe()) {
- log.warn("[Gate-{}] 保证金超限，跳过多单开仓", logLabel);
+ log.warn("[Gate] 保证金超限，跳过多单开仓");
} else {
executor.openLong(config.getQuantity(), null, null);
if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
@@ -537,7 +635,7 @@
&& currentPrice.compareTo(shortEntryPrice.multiply(BigDecimal.ONE.add(config.getGridRate()))) > 0
&& currentPrice.compareTo(longEntryPrice) < 0) {
executor.openShort(negate(config.getQuantity()), null, null);
- log.info("[Gate-{}] 触发价在多/空持仓价之间且多>空且远离空仓均价, 额外开空一次, 当前价:{}", logLabel, currentPrice);
+ log.info("[Gate] 触发价在多/空持仓价之间且多>空且远离空仓均价, 额外开空一次, 当前价:{}", currentPrice);
}
}
@@ -549,11 +647,11 @@
max = max.multiply(BigDecimal.ONE.add(step)).setScale(1, RoundingMode.HALF_UP);
longPriceQueue.add(max);
- log.info("[Gate-{}] 多队列增加:{}", logLabel, max);
+ log.info("[Gate] 多队列增加:{}", max);
}
longPriceQueue.sort(BigDecimal::compareTo);
- log.info("[Gate-{}] 现多队列:{}", logLabel, longPriceQueue);
+ log.info("[Gate] 现多队列:{}", longPriceQueue);
}
synchronized (shortPriceQueue) {
@@ -561,40 +659,53 @@
BigDecimal step = config.getGridRate();
for (int i = 1; i <= matched.size(); i++) {
BigDecimal elem = first.multiply(BigDecimal.ONE.add(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP);
- if (elem.subtract(currentPrice).abs().compareTo(currentPrice.multiply(step)) < 0) {
-
- log.info("[Gate] 空队列跳过:{}", elem);
+ if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
+ && currentPrice.subtract(shortEntryPrice).abs().compareTo(shortEntryPrice.multiply(step)) < 0) {
+ log.info("[Gate] 空队列跳过(price≈shortEntry):{}", elem);
continue;
}
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:{}", logLabel, shortPriceQueue);
+ log.info("[Gate] 现空队列:{}", shortPriceQueue);
}
}
// ---- 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: {}/{}={}", logLabel, margin, initialPrincipal, ratio);
+ 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", logLabel, e);
+ log.warn("[Gate] 查保证金失败，默认放行", e);
return true;
}
}
// ---- 工具 ----
+ /**
+ * 取反字符串数字。如 "1" → "-1"，"-2" → "2"。
+ * 用于开空单时将正数张数转为负数。
+ */
private String negate(String qty) {
return qty.startsWith("-") ? qty.substring(1) : "-" + qty;
}
@@ -625,11 +736,14 @@
}
unrealizedPnl = longPnl.add(shortPnl);
- log.info("[Gate-{}] 未实现盈亏: {}", logLabel, unrealizedPnl);
+ log.info("[Gate] 未实现盈亏: {}", unrealizedPnl);
}
/**
* 根据配置的 PnLPriceMode 返回计价价格。
+ * MARK_PRICE 模式优先使用标记价格（外部注入），未注入时回退到最新成交价。
+ *
+ * @return 计价价格，可能为 null
*/
private BigDecimal resolvePnlPrice() {
if (config.getUnrealizedPnlPriceMode() == GateConfig.PnLPriceMode.MARK_PRICE
@@ -639,11 +753,18 @@
return lastKlinePrice;
}
+ /** @return 最新 K 线价格（每次 onKline 更新） */
public BigDecimal getLastKlinePrice() { return lastKlinePrice; }
+ /** 设置标记价格（外部注入，MARK_PRICE 模式时用于盈亏计算） */
public void setMarkPrice(BigDecimal markPrice) { this.markPrice = markPrice; }
+ /** @return 策略是否处于活跃状态（非 STOPPED 且非 WAITING_KLINE） */
public boolean isStrategyActive() { return state != StrategyState.STOPPED && state != StrategyState.WAITING_KLINE; }
+ /** @return 累计已实现盈亏（平仓推送驱动累加） */
public BigDecimal getCumulativePnl() { return cumulativePnl; }
+ /** @return 当前未实现盈亏（每根 K 线实时计算） */
public BigDecimal getUnrealizedPnl() { return unrealizedPnl; }
+ /** @return Gate 用户 ID（用于私有频道订阅 payload） */
public Long getUserId() { return userId; }
+ /** @return 当前策略状态 */
public StrategyState getState() { return state; }
}
--
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