From 61ef9ea0bd0979caa60d2e2bc0ff3e514549bc51 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 08 Jun 2026 13:07:42 +0800
Subject: [PATCH] fix(gateApi): 修复网格交易中止盈检查逻辑
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 99 +++++++++++++++++++++++++++++++++++++++++++++----
1 files changed, 90 insertions(+), 9 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 3a9d417..b1c496b 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -793,6 +793,7 @@
shortEntryQty = 1;
extendShortStopLoss(filledQty);
log.info("[Gate] 空单成交 gridId:{}, qty:{}, 追挂止损", shortGridElement.getId(), filledQty);
+// checkMaxPositionAndPlaceTakeProfit(false, shortGridElement.getId());
}
}
GridElement longGridElement = GridElement.findByLongOrderId(orderId);
@@ -803,6 +804,7 @@
longEntryQty = 1;
extendLongStopLoss(filledQty);
log.info("[Gate] 多单成交 gridId:{}, qty:{}, 追挂止损", longGridElement.getId(), filledQty);
+// checkMaxPositionAndPlaceTakeProfit(true, longGridElement.getId());
}
}
}
@@ -926,7 +928,8 @@
baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
baseGridElement.setHasShortOrder(true);
- for (int id = 2; id <= 11; id++) {
+ int shortTime = Integer.parseInt(config.getBaseQuantity()) + 1;
+ for (int id = 2; id <= shortTime; id++) {
GridElement elem = GridElement.findById(id);
if (elem == null) {
continue;
@@ -946,7 +949,9 @@
);
}
- for (int id = -2; id >= -11; id--) {
+
+ int longTime = Integer.parseInt(config.getBaseQuantity()) + 1;
+ for (int id = -2; id >= -longTime; id--) {
GridElement elem = GridElement.findById(id);
if (elem == null) {
continue;
@@ -966,7 +971,7 @@
);
}
- log.info("[Gate] 止损单已全部挂完, 空仓止损: 2~11, 多仓止损: -2~-11");
+ log.info("[Gate] 止损单已全部挂完, 空仓止损: 2~{}, 多仓止损: -2~-{}", shortTime, longTime);
state = StrategyState.ACTIVE;
}
}
@@ -1516,24 +1521,100 @@
}
}
+ /**
+ * 通过 REST API 查询实时持仓，超限则在下一网格挂止盈单。
+ * 使用异步执行避免阻塞 WS 回调线程。
+ *
+ * @param isLong 是否为多仓方向
+ * @param gridId 当前挂单成交的网格 ID
+ */
+ private void checkMaxPositionAndPlaceTakeProfit(boolean isLong, int gridId) {
+ int maxPos = config.getMaxPositionSize();
+ if (maxPos <= 0) return;
+
+ executor.submitTask(() -> {
+ try {
+ List<Position> positions = futuresApi.listPositions(SETTLE).execute();
+ if (positions == null) return;
+
+ long actualPosSize = 0;
+ String targetMode = isLong ? "dual_long" : "dual_short";
+ for (Position pos : positions) {
+ if (!config.getContract().equals(pos.getContract())) continue;
+ Position.ModeEnum mode = pos.getMode();
+ if (mode != null && mode.getValue() != null && targetMode.equals(mode.getValue())) {
+ actualPosSize = Math.abs(Long.parseLong(pos.getSize()));
+ break;
+ }
+ }
+
+ if (actualPosSize <= maxPos) {
+ log.debug("[Gate] 持仓检查 {}方向 实际持仓:{} ≤ 上限:{}, 无需止盈", targetMode, actualPosSize, maxPos);
+ return;
+ }
+
+ // 下一网格 ID：空仓 N→N-1（向基底方向，更低价），多仓 -N→-(N-1)（向基底方向，更高价）
+ int nextGridId = isLong ? -(Math.abs(gridId) - 1) : gridId - 1;
+ GridElement nextGrid = GridElement.findById(nextGridId);
+ if (nextGrid == null) {
+ log.warn("[Gate] 持仓超限 but 下一网格{}不存在", nextGridId);
+ return;
+ }
+
+ BigDecimal tpPrice = nextGrid.getGridPrice();
+ final long finalPosSize = actualPosSize;
+ final int finalNextGridId = nextGridId;
+ if (isLong) {
+ executor.placeTakeProfit(tpPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_LONG,
+ negate(config.getQuantity()),
+ profitId -> log.info("[Gate] 多仓超限止盈已挂(持仓:{})>, gridId:{}, tpPrice:{}, id:{}",
+ finalPosSize, finalNextGridId, tpPrice, profitId));
+ } else {
+ executor.placeTakeProfit(tpPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_SHORT,
+ config.getQuantity(),
+ profitId -> log.info("[Gate] 空仓超限止盈已挂(持仓:{})>, gridId:{}, tpPrice:{}, id:{}",
+ finalPosSize, finalNextGridId, tpPrice, profitId));
+ }
+ } catch (Exception e) {
+ log.warn("[Gate] 通过API查询持仓超限检查失败", e);
+ }
+ });
+ }
+
+ /** Gate 永续合约 taker 费率 0.05% */
+ private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.0005");
+ /** ETH_USDT 合约面值（每张=0.01 ETH） */
+ private static final BigDecimal CT_VAL = new BigDecimal("0.01");
+
private void checkProfitAndReset() {
try {
FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
BigDecimal unrealisedPnl = new BigDecimal(account.getCrossUnrealisedPnl());
BigDecimal available = new BigDecimal(account.getCrossAvailable());
BigDecimal totalEquity = unrealisedPnl.add(available);
+
+ // 估算平仓手续费：(多仓张数+空仓张数) × 合约面值 × 当前价 × taker费率
+ BigDecimal closeContractValue = longPositionSize.add(shortPositionSize)
+ .multiply(CT_VAL).multiply(lastKlinePrice != null ? lastKlinePrice : BigDecimal.ZERO);
+ BigDecimal estimatedFee = closeContractValue.multiply(TAKER_FEE_RATE);
+ BigDecimal netEquity = totalEquity.subtract(estimatedFee);
+
BigDecimal target = initialPrincipal.add(config.getExpectedProfit());
- log.info("[Gate] 盈亏检查 cross_unrealised_pnl:{}, cross_available:{}, 合计:{}, 目标:{}",
- unrealisedPnl, available, totalEquity, target);
- if (totalEquity.compareTo(target) > 0) {
- log.info("[Gate] 盈亏达标({}>{})，重置策略", totalEquity, target);
+ log.info("[Gate] 盈亏检查 upl:{}, avail:{}, 合计:{}, 估手续费:{}, 净权益:{}, 目标:{}",
+ unrealisedPnl, available, totalEquity, estimatedFee, netEquity, target);
+ if (netEquity.compareTo(target) > 0) {
+ log.info("[Gate] 盈亏达标(净权益{}>目标{})，重置策略", netEquity, target);
state = StrategyState.STOPPED;
closeExistingPositions();
futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
// 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
executor.submitTask(() -> {
- try { Thread.sleep(30000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
+ try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
startGrid();
});
}
@@ -1552,7 +1633,7 @@
closeExistingPositions();
// 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
executor.submitTask(() -> {
- try { Thread.sleep(30000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
+ try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
startGrid();
});
}
--
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