From 60d0e9bd70f87de69b378ab63bac60394e3ff696 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 11 May 2026 11:31:52 +0800
Subject: [PATCH] feat(gate): 添加多账号支持和日志标签区分功能
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 266 ++++++++++++++++++++++++++++++++++++++++-------------
1 files changed, 201 insertions(+), 65 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 8adb280..55aef49 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -5,13 +5,10 @@
import io.gate.gateapi.GateApiException;
import io.gate.gateapi.api.AccountApi;
import io.gate.gateapi.api.FuturesApi;
-import io.gate.gateapi.models.AccountDetail;
-import io.gate.gateapi.models.FuturesAccount;
-import io.gate.gateapi.models.FuturesOrder;
-import io.gate.gateapi.models.FuturesPriceTrigger;
-import io.gate.gateapi.models.Position;
+import io.gate.gateapi.models.*;
import lombok.extern.slf4j.Slf4j;
+import java.io.IOException;
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.ArrayList;
@@ -42,12 +39,35 @@
*
* ACTIVE:
* ├─ 每根K线 → 更新 unrealizedPnl + processShortGrid + processLongGrid
- * │ ├─ 当前价 < 空仓队列元素 → 匹配 → 开空 + 队列元素转移到多仓队列
- * │ └─ 当前价 > 多仓队列元素 → 匹配 → 开多 + 队列元素转移到空仓队列
- * ├─ 仓位推送(非基底) → 设止盈条件单 entry × (1±gridRate)
+ * │ ├─ 当前价 < 空仓队列元素 → 匹配 → 开空 + 以多仓队列首元素为种子生成新元素加入多仓队列
+ * │ └─ 当前价 > 多仓队列元素 → 匹配 → 开多 + 以空仓队列首元素为种子生成新元素加入空仓队列
+ * ├─ 仓位推送(非基底) → 设止盈条件单 entry × (1±gridRate)，使用 plan-close-*-position
* ├─ 保证金≥初始本金 marginRatioLimit → 跳过开仓，队列照常更新
+ * ├─ 额外反向开仓：触发价夹在多/空持仓均价之间且多持仓均价>空持仓均价时，额外反向开仓一次
* └─ cumulativePnl ≥ overallTp 或 ≤ -maxLoss → STOPPED
* </pre>
+ *
+ * <h3>队列转移规则</h3>
+ * 触发后不再简单复制 matched 元素到对方队列，而是以对方队列首元素为种子，生成新元素：
+ * <ul>
+ * <li>空仓队列触发 → 多仓队列新增：以多仓队列首元素（最小价）为基准，生成递减元素</li>
+ * <li>多仓队列触发 → 空仓队列新增：以空仓队列首元素（最高价）为基准，生成递增元素</li>
+ * </ul>
+ *
+ * <h3>贴近持仓均价过滤</h3>
+ * 转移生成新元素时，若新元素与对应方向持仓均价的差距小于 gridRate，则跳过该元素，
+ * 避免在持仓成本附近生成无效网格线。
+ *
+ * <h3>额外反向开仓条件</h3>
+ * 当触发价在空仓均价和回撤后的多仓均价之间（即多>空且价格夹在中间），额外反向开仓一次：
+ * <ul>
+ * <li>空仓队列触发 → 额外开多：需满足 shortEntryPrice < currentPrice < longEntryPrice × (1 − gridRate)</li>
+ * <li>多仓队列触发 → 额外开空：需满足 shortEntryPrice × (1 + gridRate) < currentPrice < longEntryPrice</li>
+ * </ul>
+ *
+ * <h3>止盈条件单</h3>
+ * 使用 Gate API 的 plan-close-long-position / plan-close-short-position（仓位计划止盈止损），
+ * 支持指定张数部分平仓。每次网格触发开仓 quantity 张，只为该批张数创建独立条件单，互不覆盖。
*
* @author Administrator
*/
@@ -58,10 +78,21 @@
WAITING_KLINE, OPENING, ACTIVE, STOPPED
}
+ /**
+ * 止盈条件单 order_type：仓位计划止盈止损 — 平多仓（支持部分平仓，size<0）。
+ * 注意：不能用 close-long-position（仅支持全平且双仓需 auto_size），
+ * 必须用 plan-close-long-position 以支持指定张数部分平仓。
+ */
private static final String ORDER_TYPE_CLOSE_LONG = "plan-close-long-position";
+ /**
+ * 止盈条件单 order_type：仓位计划止盈止损 — 平空仓（支持部分平仓，size>0）。
+ * 注意：不能用 close-short-position（仅支持全平且双仓需 auto_size），
+ * 必须用 plan-close-short-position 以支持指定张数部分平仓。
+ */
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";
@@ -100,11 +131,12 @@
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());
+ this.executor = new GateTradeExecutor(apiClient, config.getContract(), logLabel);
}
// ---- 初始化 ----
@@ -116,43 +148,58 @@
detailClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
AccountDetail detail = new AccountApi(detailClient).getAccountDetail();
this.userId = detail.getUserId();
- log.info("[Gate] 用户ID: {}", userId);
+ log.info("[Gate-{}] 用户ID: {}", logLabel, userId);
FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
this.initialPrincipal = new BigDecimal(account.getTotal());
- log.info("[Gate] 初始本金: {} USDT", initialPrincipal);
+ log.info("[Gate-{}] 初始本金: {} USDT", logLabel, initialPrincipal);
+
+ futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
+ log.info("[Gate-{}] 旧条件单已清除", logLabel);
+ closeExistingPositions();
//设置持仓模式为双向持仓
Boolean inDualMode = account.getInDualMode();
if (!inDualMode) {
- futuresApi.setDualModeCall(SETTLE,true,null);
+ try {
+ futuresApi.setDualModeCall(SETTLE,true,null).execute();
+ } catch (IOException e) {
+ e.printStackTrace();
+ }
}
- if (!config.getPositionMode().equals(account.getPositionMode())) {
- futuresApi.setPositionMode(SETTLE, config.getPositionMode());
+ try {
+ futuresApi.updateDualModePositionLeverageCall(
+ SETTLE, config.getContract(), config.getLeverage(),
+ null, null).execute();
+ } catch (IOException e) {
+ e.printStackTrace();
}
- log.info("[Gate] 持仓模式: {} 余额: {}", config.getPositionMode(), account.getAvailable());
- futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
- log.info("[Gate] 旧条件单已清除");
+ if (!config.getMarginMode().equals(account.getMarginMode())) {
- closeExistingPositions();
-
- futuresApi.updateDualModePositionLeverageCall(
- SETTLE, config.getContract(), config.getLeverage(),
- config.getMarginMode(), null);
- log.info("[Gate] 杠杆: {}x {}", config.getLeverage(), config.getMarginMode());
+ UpdateDualCompPositionCrossModeRequest updateDualCompPositionCrossModeRequest = new UpdateDualCompPositionCrossModeRequest();
+ updateDualCompPositionCrossModeRequest.setMode(config.getMarginMode());
+ updateDualCompPositionCrossModeRequest.setContract(config.getContract());
+ try {
+ futuresApi.updateDualCompPositionCrossModeCall(SETTLE, updateDualCompPositionCrossModeRequest, null).execute();
+ } catch (IOException e) {
+ 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());
} catch (GateApiException e) {
- log.error("[Gate] 初始化失败, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
+ log.error("[Gate-{}] 初始化失败, label:{}, msg:{}", logLabel, e.getErrorLabel(), e.getMessage());
} catch (ApiException e) {
- log.error("[Gate] 初始化失败, code:{}", e.getCode());
+ log.error("[Gate-{}] 初始化失败, code:{}", logLabel, e.getCode());
}
}
private void closeExistingPositions() {
try {
List<Position> positions = futuresApi.listPositions(SETTLE).execute();
- if (positions == null || positions.isEmpty()) { log.info("[Gate] 无已有仓位"); return; }
+ if (positions == null || positions.isEmpty()) { log.info("[Gate-{}] 无已有仓位", logLabel); return; }
for (Position pos : positions) {
if (!config.getContract().equals(pos.getContract())) {
continue;
@@ -178,12 +225,12 @@
}
closeOrder.setText("t-grid-init-close");
futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
- log.info("[Gate] 平已有仓位, 方向:{}, size:{}, mode:{}", size > 0 ? "多" : "空", sizeStr, mode);
+ log.info("[Gate-{}] 平已有仓位, 方向:{}, size:{}, mode:{}", logLabel, size > 0 ? "多" : "空", sizeStr, mode);
}
} catch (GateApiException e) {
- log.warn("[Gate] 平仓位失败, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
+ log.warn("[Gate-{}] 平仓位失败, label:{}, msg:{}", logLabel, e.getErrorLabel(), e.getMessage());
} catch (Exception e) {
- log.warn("[Gate] 平仓位异常", e);
+ log.warn("[Gate-{}] 平仓位异常", logLabel, e);
}
}
@@ -191,7 +238,7 @@
public void startGrid() {
if (state != StrategyState.WAITING_KLINE && state != StrategyState.STOPPED) {
- log.warn("[Gate] 策略已在运行中, state:{}", state);
+ log.warn("[Gate-{}] 策略已在运行中, state:{}", logLabel, state);
return;
}
state = StrategyState.WAITING_KLINE;
@@ -208,14 +255,14 @@
shortActive = false;
shortPriceQueue.clear();
longPriceQueue.clear();
- log.info("[Gate] 网格策略已启动");
+ log.info("[Gate-{}] 网格策略已启动", logLabel);
}
public void stopGrid() {
state = StrategyState.STOPPED;
executor.cancelAllPriceTriggeredOrders();
executor.shutdown();
- log.info("[Gate] 策略已停止, 累计盈亏: {}", cumulativePnl);
+ log.info("[Gate-{}] 策略已停止, 累计盈亏: {}", logLabel, cumulativePnl);
}
// ---- K线回调 ----
@@ -229,12 +276,12 @@
if (state == StrategyState.WAITING_KLINE) {
state = StrategyState.OPENING;
- log.info("[Gate] 首根K线到达，开基底仓位...");
+ log.info("[Gate-{}] 首根K线到达，开基底仓位...", logLabel);
executor.openLong(config.getQuantity(), () -> {
- log.info("[Gate] 基底多单已提交");
+ log.info("[Gate-{}] 基底多单已提交", logLabel);
}, null);
executor.openShort(negate(config.getQuantity()), () -> {
- log.info("[Gate] 基底空单已提交");
+ log.info("[Gate-{}] 基底空单已提交", logLabel);
}, null);
return;
}
@@ -260,17 +307,20 @@
if (hasPosition) {
longActive = true;
longEntryPrice = entryPrice;
- longPositionSize = size;
if (!baseLongOpened) {
+ longPositionSize = size;
longBaseEntryPrice = entryPrice;
baseLongOpened = true;
- log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
+ log.info("[Gate-{}] 基底多成交价: {}", logLabel, longBaseEntryPrice);
tryGenerateQueues();
- } else {
+ } 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:{}", entryPrice, tpPrice, negate(config.getQuantity()));
+ log.info("[Gate-{}] 多单止盈已设, entry:{}, tp:{}, size:{}", logLabel, entryPrice, tpPrice, negate(config.getQuantity()));
+ } else {
+ longPositionSize = size;
}
} else {
longActive = false;
@@ -280,17 +330,20 @@
if (hasPosition) {
shortActive = true;
shortEntryPrice = entryPrice;
- shortPositionSize = size.abs();
if (!baseShortOpened) {
+ shortPositionSize = size.abs();
shortBaseEntryPrice = entryPrice;
baseShortOpened = true;
- log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
+ log.info("[Gate-{}] 基底空成交价: {}", logLabel, shortBaseEntryPrice);
tryGenerateQueues();
- } else {
+ } 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:{}", entryPrice, tpPrice, config.getQuantity());
+ log.info("[Gate-{}] 空单止盈已设, entry:{}, tp:{}, size:{}", logLabel, entryPrice, tpPrice, config.getQuantity());
+ } else {
+ shortPositionSize = size.abs();
}
} else {
shortActive = false;
@@ -306,13 +359,13 @@
return;
}
cumulativePnl = cumulativePnl.add(pnl);
- log.info("[Gate] 盈亏累加:{}, 方向:{}, 累计:{}", pnl, side, cumulativePnl);
+ log.info("[Gate-{}] 盈亏累加:{}, 方向:{}, 累计:{}", logLabel, pnl, side, cumulativePnl);
if (cumulativePnl.compareTo(config.getOverallTp()) >= 0) {
- log.info("[Gate] 已达止盈目标 {}→已停止", cumulativePnl);
+ log.info("[Gate-{}] 已达止盈目标 {}→已停止", logLabel, cumulativePnl);
state = StrategyState.STOPPED;
} else if (cumulativePnl.compareTo(config.getMaxLoss().negate()) <= 0) {
- log.info("[Gate] 已达亏损上限 {}→已停止", cumulativePnl);
+ log.info("[Gate-{}] 已达亏损上限 {}→已停止", logLabel, cumulativePnl);
state = StrategyState.STOPPED;
}
}
@@ -324,7 +377,7 @@
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",
+ log.info("[Gate-{}] 网格队列已生成, 空队首:{} → 尾:{}, 多队首:{} → 尾:{}, 已激活", logLabel,
shortPriceQueue.get(0), shortPriceQueue.get(shortPriceQueue.size() - 1),
longPriceQueue.get(0), longPriceQueue.get(longPriceQueue.size() - 1));
}
@@ -338,7 +391,7 @@
}
shortPriceQueue.sort((a, b) -> b.compareTo(a));
//输出队列：shortPriceQueue;
- log.info("[Gate] 空队列:{}", shortPriceQueue);
+ log.info("[Gate-{}] 空队列:{}", logLabel, shortPriceQueue);
}
private void generateLongQueue() {
@@ -348,9 +401,28 @@
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:{}", longPriceQueue);
+ log.info("[Gate-{}] 多队列:{}", logLabel, longPriceQueue);
}
+ /**
+ * 空仓网格处理（价格跌破空仓队列中的高价）。
+ *
+ * <h3>匹配规则</h3>
+ * 遍历空仓队列（降序），收集所有大于当前价的元素为 matched。
+ * 队列为降序排列，一旦遇 price ≤ currentPrice 即停止遍历。
+ *
+ * <h3>执行流程</h3>
+ * <ol>
+ * <li>匹配队列元素 → 为空则直接返回</li>
+ * <li>保证金检查 → 安全则开空一次</li>
+ * <li>额外反向开多：若多仓均价 > 空仓均价 且 当前价夹在中间且远离多仓均价</li>
+ * <li>空仓队列：移除 matched 元素，尾部补充新元素（尾价 × (1 − gridRate) 循环递减）</li>
+ * <li>多仓队列：以多仓队列首元素（最小价）为种子，生成 matched.size() 个递减元素加入</li>
+ * </ol>
+ *
+ * <h3>多仓队列转移过滤</h3>
+ * 新增元素若与多仓持仓均价差距小于 gridRate，则跳过该元素（避免在持仓成本附近生成无效网格线）。
+ */
private void processShortGrid(BigDecimal currentPrice) {
List<BigDecimal> matched = new ArrayList<>();
synchronized (shortPriceQueue) {
@@ -362,16 +434,24 @@
}
}
}
- log.info("[Gate] 原空队列:{}", shortPriceQueue);
+ log.info("[Gate-{}] 原空队列:{}", logLabel, shortPriceQueue);
if (matched.isEmpty()) {
- log.info("[Gate] 空仓队列未触发, 当前价:{}", currentPrice);
+ log.info("[Gate-{}] 空仓队列未触发, 当前价:{}", logLabel, currentPrice);
return;
}
- log.info("[Gate] 空仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);
+ log.info("[Gate-{}] 空仓队列触发, 匹配{}个元素, 当前价:{}", logLabel, matched.size(), currentPrice);
if (!isMarginSafe()) {
- log.warn("[Gate] 保证金超限，跳过空单开仓");
+ log.warn("[Gate-{}] 保证金超限，跳过空单开仓", logLabel);
} else {
executor.openShort(negate(config.getQuantity()), null, null);
+ if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
+ && longEntryPrice.compareTo(BigDecimal.ZERO) > 0
+ && longEntryPrice.compareTo(shortEntryPrice) > 0
+ && 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);
+ }
}
synchronized (shortPriceQueue) {
@@ -381,21 +461,54 @@
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);
}
- shortPriceQueue.sort(BigDecimal::compareTo);
- log.info("[Gate] 现空队列:{}", shortPriceQueue);
+ shortPriceQueue.sort((a, b) -> b.compareTo(a));
+
+ log.info("[Gate-{}] 现空队列:{}", logLabel, shortPriceQueue);
}
synchronized (longPriceQueue) {
- longPriceQueue.addAll(matched);
+ BigDecimal first = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(0);
+ 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);
+ 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);
}
}
+ /**
+ * 多仓网格处理（价格涨破多仓队列中的低价）。
+ *
+ * <h3>匹配规则</h3>
+ * 遍历多仓队列（升序），收集所有小于当前价的元素为 matched。
+ * 队列为升序排列，一旦遇 price ≥ currentPrice 即停止遍历。
+ *
+ * <h3>执行流程</h3>
+ * <ol>
+ * <li>匹配队列元素 → 为空则直接返回</li>
+ * <li>保证金检查 → 安全则开多一次</li>
+ * <li>额外反向开空：若多仓均价 > 空仓均价 且 当前价夹在中间且远离空仓均价</li>
+ * <li>多仓队列：移除 matched 元素，尾部补充新元素（尾价 × (1 + gridRate) 循环递增）</li>
+ * <li>空仓队列：以空仓队列首元素（最高价）为种子，生成 matched.size() 个递增元素加入</li>
+ * </ol>
+ *
+ * <h3>空仓队列转移过滤</h3>
+ * 新增元素若与空仓持仓均价差距小于 gridRate，则跳过该元素（避免在持仓成本附近生成无效网格线）。
+ */
private void processLongGrid(BigDecimal currentPrice) {
List<BigDecimal> matched = new ArrayList<>();
synchronized (longPriceQueue) {
@@ -407,17 +520,25 @@
}
}
}
- log.info("[Gate] 原多队列:{}", longPriceQueue);
+ log.info("[Gate-{}] 原多队列:{}", logLabel, longPriceQueue);
if (matched.isEmpty()) {
- log.info("[Gate] 多仓队列未触发, 当前价:{}", currentPrice);
+ log.info("[Gate-{}] 多仓队列未触发, 当前价:{}", logLabel, currentPrice);
return;
}
- log.info("[Gate] 多仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);
+ log.info("[Gate-{}] 多仓队列触发, 匹配{}个元素, 当前价:{}", logLabel, matched.size(), currentPrice);
if (!isMarginSafe()) {
- log.warn("[Gate] 保证金超限，跳过多单开仓");
+ log.warn("[Gate-{}] 保证金超限，跳过多单开仓", logLabel);
} else {
executor.openLong(config.getQuantity(), null, null);
+ if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
+ && longEntryPrice.compareTo(BigDecimal.ZERO) > 0
+ && longEntryPrice.compareTo(shortEntryPrice) > 0
+ && 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);
+ }
}
synchronized (longPriceQueue) {
@@ -427,18 +548,33 @@
for (int i = 0; i < matched.size(); i++) {
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);
}
longPriceQueue.sort(BigDecimal::compareTo);
- log.info("[Gate] 现多队列:{}", longPriceQueue);
+ log.info("[Gate-{}] 现多队列:{}", logLabel, longPriceQueue);
}
synchronized (shortPriceQueue) {
- shortPriceQueue.addAll(matched);
+ BigDecimal first = shortPriceQueue.isEmpty() ? matched.get(0) : shortPriceQueue.get(0);
+ 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);
+ 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);
}
}
@@ -449,10 +585,10 @@
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: {}/{}={}", margin, initialPrincipal, ratio);
+ log.debug("[Gate-{}] 保证金比例: {}/{}={}", logLabel, 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", e);
+ log.warn("[Gate-{}] 查保证金失败，默认放行", logLabel, e);
return true;
}
}
@@ -489,7 +625,7 @@
}
unrealizedPnl = longPnl.add(shortPnl);
- log.info("[Gate] 未实现盈亏: {}", unrealizedPnl);
+ log.info("[Gate-{}] 未实现盈亏: {}", logLabel, unrealizedPnl);
}
/**
--
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