From 5fac4dc2409cbad940d2b2e66733ced2c8803339 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 29 Jun 2026 11:48:46 +0800
Subject: [PATCH] 止损追单逻辑（多仓/空仓对称）： 触发 → 查询 → 计算 → 下单 清理：取消相邻网格旧挂单 + 取消最远止盈单 一句话总结：每次止损触发补回 quantity*2 张，但总持仓不超 maxPositionSize，也不再累加放大。
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 111 ++++++++++++++++++++++++++++++++++++++++++++-----------
1 files changed, 88 insertions(+), 23 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 cdee426..8c9fe92 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -605,7 +605,7 @@
longTakeProfitTraderIdParam(longTpElem, null, false);
log.info("[Gate] 多仓止盈触发 gridId:{}, orderId:{}", longTpElem.getId(), orderId);
cancelFarthestLongStopLoss();
- checkLastTakeProfitAndRestart();
+// checkLastTakeProfitAndRestart();
return;
}
// [Gate-需求1] 空仓止盈触发：清空止盈状态 + 取消最远空仓止损 + 检查是否最后一个止盈
@@ -614,7 +614,7 @@
shortTakeProfitTraderIdParam(shortTpElem, null, false);
log.info("[Gate] 空仓止盈触发 gridId:{}, orderId:{}", shortTpElem.getId(), orderId);
cancelFarthestShortStopLoss();
- checkLastTakeProfitAndRestart();
+// checkLastTakeProfitAndRestart();
return;
}
@@ -644,14 +644,30 @@
accumulatedShortLossCount = 0; // 加仓订单成交，重置止损累计
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
+ // 空仓持仓超过baseQuantity时，先找多仓第一个止损位置，从该位置向下挂止盈（间隔=1）
BigDecimal shortBaseQty = new BigDecimal(config.getBaseQuantity());
BigDecimal shortGridQty = new BigDecimal(config.getQuantity());
if (BigDecimal.valueOf(posSize).compareTo(shortBaseQty) > 0) {
BigDecimal shortExcess = BigDecimal.valueOf(posSize).subtract(shortBaseQty);
int shortExcessCount = shortExcess.divide(shortGridQty, 0, RoundingMode.DOWN).intValue();
+
+ // 找多仓第一个（最近的）止损位置
+ int firstLongSlId = 0;
+ for (GridElement e : config.getGridElements()) {
+ if (e.getLongStopLossOrderId() != null) {
+ if (firstLongSlId == 0 || e.getId() > firstLongSlId) {
+ firstLongSlId = e.getId();
+ }
+ }
+ }
+
for (int i = 0; i < shortExcessCount; i++) {
- int tpGridId = shortGridElement.getId() - 2 * (i + 1);
+ int tpGridId;
+ if (firstLongSlId != 0) {
+ tpGridId = firstLongSlId - i; // 从多仓第一个止损位置开始，向下挂，间隔=1
+ } else {
+ tpGridId = shortGridElement.getId() - 2 * (i + 1); // 无多仓止损时回退原逻辑
+ }
GridElement tpElem = GridElement.findById(tpGridId);
if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
continue;
@@ -687,14 +703,30 @@
accumulatedLongLossCount = 0; // 加仓订单成交，重置止损累计
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
+ // 多仓持仓超过baseQuantity时，先找空仓第一个止损位置，从该位置向上挂止盈（间隔=1）
BigDecimal longBaseQty = new BigDecimal(config.getBaseQuantity());
BigDecimal longGridQty = new BigDecimal(config.getQuantity());
if (BigDecimal.valueOf(posSize).compareTo(longBaseQty) > 0) {
BigDecimal longExcess = BigDecimal.valueOf(posSize).subtract(longBaseQty);
int longExcessCount = longExcess.divide(longGridQty, 0, RoundingMode.DOWN).intValue();
+
+ // 找空仓第一个（最近的）止损位置
+ int firstShortSlId = 0;
+ for (GridElement e : config.getGridElements()) {
+ if (e.getShortStopLossOrderId() != null) {
+ if (firstShortSlId == 0 || e.getId() < firstShortSlId) {
+ firstShortSlId = e.getId();
+ }
+ }
+ }
+
for (int i = 0; i < longExcessCount; i++) {
- int tpGridId = longGridElement.getId() + 2 * (i + 1);
+ int tpGridId;
+ if (firstShortSlId != 0) {
+ tpGridId = firstShortSlId + i; // 从空仓第一个止损位置开始，向上挂，间隔=1
+ } else {
+ tpGridId = longGridElement.getId() + 2 * (i + 1); // 无空仓止损时回退原逻辑
+ }
GridElement tpElem = GridElement.findById(tpGridId);
if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) {
continue;
@@ -1210,15 +1242,31 @@
if (!newEntryGrid.isHasLongOrder()) {
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- // 累计止损张数 + 当前止损量作为追单size，不再依赖positionSize（避免WS竞态）
- accumulatedLongLossCount += Integer.parseInt(config.getQuantity());
- String size = String.valueOf(accumulatedLongLossCount + Integer.parseInt(config.getQuantity()));
- log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}基础张多单",
- gridId, newEntryGridId, size);
-
- newEntryGrid.getLongTraderParam().setQuantity(size);
- placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
+ // 止损触发后持仓在减少，取REST和WS缓存中较小值更准确
+ int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
+ int maxPos = config.getMaxPositionSize();
+ int targetAmount = Integer.parseInt(config.getQuantity()) * 2; // quantity + 本次止损量
+ int addSize;
+ if (maxPos > 0) {
+ int remainingRoom = maxPos - posSize;
+ if (remainingRoom <= 0) {
+ log.warn("[Gate] 多仓止损触发 gridId:{}, 当前持仓{}/{}已达上限，跳过追单",
+ gridId, posSize, maxPos);
+ addSize = 0;
+ } else {
+ addSize = Math.min(remainingRoom, targetAmount);
+ }
+ } else {
+ addSize = targetAmount;
+ }
+ if (addSize > 0) {
+ String size = String.valueOf(addSize);
+ log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}补{}张多单(当前{}/上限{})",
+ gridId, newEntryGridId, size, posSize, maxPos > 0 ? maxPos : "无");
+ newEntryGrid.getLongTraderParam().setQuantity(size);
+ placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
+ }
}else{
log.warn("[Gate] 多仓止损触发 gridId:{}, 目标gridId:{}已有挂单，跳过重复下单", gridId, newEntryGridId);
}
@@ -1269,14 +1317,31 @@
if (!newEntryGrid.isHasShortOrder()) {
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- // 累计止损张数 + 当前止损量作为追单size，不再依赖positionSize（避免WS竞态）
- accumulatedShortLossCount += Integer.parseInt(config.getQuantity());
- String size = String.valueOf(accumulatedShortLossCount + Integer.parseInt(config.getQuantity()));
- log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}基础张空单",
- gridId, newEntryGridId, size);
- newEntryGrid.getShortTraderParam().setQuantity(size);
- placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
+ // 止损触发后持仓在减少，取REST和WS缓存中较小值更准确
+ int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
+ int maxPos = config.getMaxPositionSize();
+ int targetAmount = Integer.parseInt(config.getQuantity()) * 2; // quantity + 本次止损量
+ int addSize;
+ if (maxPos > 0) {
+ int remainingRoom = maxPos - posSize;
+ if (remainingRoom <= 0) {
+ log.warn("[Gate] 空仓止损触发 gridId:{}, 当前持仓{}/{}已达上限，跳过追单",
+ gridId, posSize, maxPos);
+ addSize = 0;
+ } else {
+ addSize = Math.min(remainingRoom, targetAmount);
+ }
+ } else {
+ addSize = targetAmount;
+ }
+ if (addSize > 0) {
+ String size = String.valueOf(addSize);
+ log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}补{}张空单(当前{}/上限{})",
+ gridId, newEntryGridId, size, posSize, maxPos > 0 ? maxPos : "无");
+ newEntryGrid.getShortTraderParam().setQuantity(size);
+ placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
+ }
}else{
log.warn("[Gate] 空仓止损触发 gridId:{}, 目标gridId:{}已有挂单，跳过重复下单", gridId, newEntryGridId);
}
--
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