From 664b83f528c0fa690e2900a8a260137393ca5225 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Sun, 01 Nov 2026 10:37:48 +0800
Subject: [PATCH] feat(gate): 实现仓位止盈补仓功能
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 189 ++++++++++++++++++++++++++++++++++++++++++++--
1 files changed, 179 insertions(+), 10 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 e063f32..8bdf627 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -170,6 +170,10 @@
private final Map<String, Integer> tpOppositeShortOrderGridMap = new ConcurrentHashMap<>();
/** 止盈触发对向加仓：空仓止盈→多仓开仓单ID → 网格ID（成交后在该网格-1挂多仓止损） */
private final Map<String, Integer> tpOppositeLongOrderGridMap = new ConcurrentHashMap<>();
+ /** 仓位止盈补仓：多仓止盈→多仓开仓单ID → 张数（成交后按原多仓止损位重挂全持仓止损） */
+ private final Map<String, Integer> tpReplenishLongOrderMap = new ConcurrentHashMap<>();
+ /** 仓位止盈补仓：空仓止盈→空仓开仓单ID → 张数（成交后按原空仓止损位重挂全持仓止损） */
+ private final Map<String, Integer> tpReplenishShortOrderMap = new ConcurrentHashMap<>();
private volatile BigDecimal lastKlinePrice;
private volatile BigDecimal markPrice = BigDecimal.ZERO;
@@ -429,6 +433,8 @@
lastLongStopLossGridId = Integer.MAX_VALUE;
lastShortStopLossGridId = Integer.MAX_VALUE;
dualStopLossModeActive.set(false);
+ tpReplenishLongOrderMap.clear();
+ tpReplenishShortOrderMap.clear();
shortPriceQueue.clear();
longPriceQueue.clear();
totalShortPriceQueue.clear();
@@ -821,6 +827,12 @@
handleTpOppositeShortAddFilled(shortGridElement, tpOppositeGridId);
return;
}
+ // 仓位止盈补仓的空仓开仓单成交 → 取消原空仓止损并在原位置按最新持仓重挂
+ Integer replenishQty = tpReplenishShortOrderMap.remove(orderId);
+ if (replenishQty != null) {
+ handleReplenishShortAddFilled(shortGridElement, orderId, replenishQty);
+ return;
+ }
int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
shortEntryTraderIdParam(shortGridElement, orderId, false);
@@ -870,6 +882,12 @@
Integer tpOppositeGridId = tpOppositeLongOrderGridMap.remove(orderId);
if (tpOppositeGridId != null) {
handleTpOppositeLongAddFilled(longGridElement, tpOppositeGridId);
+ return;
+ }
+ // 仓位止盈补仓的多仓开仓单成交 → 取消原多仓止损并在原位置按最新持仓重挂
+ Integer replenishQty = tpReplenishLongOrderMap.remove(orderId);
+ if (replenishQty != null) {
+ handleReplenishLongAddFilled(longGridElement, orderId, replenishQty);
return;
}
int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
@@ -1006,8 +1024,9 @@
/**
* 仓位止盈补仓：任意方向止盈触发时，在对侧止损位挂与止盈方向一致、张数 = 本次止盈单张数的条件开仓单。
- * <p>开仓单走标准入场流程（placeEntryOrderWithPreFlag 预置标记），成交后进入 ENTRY_FILLED 常规分支，
- * extend 会按最新全持仓重挂止损，保证补仓仓位有完整止损覆盖。</p>
+ * <p>开仓单走<b>专用分支</b>：成交后取消补仓方向原有的止损单，并在与原来相同的位置
+ * 按最新总持仓重挂止损（不动止盈），详见 {@link #handleReplenishLongAddFilled} /
+ * {@link #handleReplenishShortAddFilled}。</p>
*
* @param isLong true=多仓止盈（挂多仓开仓单），false=空仓止盈（挂空仓开仓单）
* @param tpSize 本次触发止盈单的张数（null 或 <=0 则跳过）
@@ -1023,23 +1042,173 @@
log.warn("[Gate] 仓位止盈补仓: 未找到对侧止损位, isLong:{}", isLong);
return;
}
- BigDecimal triggerPrice = slElem.getGridPrice();
// 方向与止盈方向一致：多仓止盈 → 多开仓（价格≥触发价 NUMBER_1）；空仓止盈 → 空开仓（价格≤触发价 NUMBER_2）
- FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
- : FuturesPriceTrigger.RuleEnum.NUMBER_2;
- String size = isLong ? String.valueOf(tpSize) : negate(String.valueOf(tpSize));
- // 记录本网格该方向的开仓张数（供 ENTRY_FILLED 分支读取成交张数）
if (isLong) {
- slElem.getLongTraderParam().setQuantity(String.valueOf(tpSize));
+ placeReplenishLongEntry(slElem, tpSize);
} else {
- slElem.getShortTraderParam().setQuantity(String.valueOf(tpSize));
+ placeReplenishShortEntry(slElem, tpSize);
}
- placeEntryOrderWithPreFlag(slElem, isLong, triggerPrice, rule, size);
log.info("[Gate] 仓位止盈补仓: {}止盈触发, 对侧止损位 gridId:{}, 挂{}开仓{}张",
isLong ? "多仓" : "空仓", slElem.getId(), isLong ? "多" : "空", tpSize);
}
/**
+ * 仓位止盈补仓：在对侧止损位挂多仓条件开仓单（价格≥触发价），成交走专用分支 {@link #handleReplenishLongAddFilled}。
+ */
+ private void placeReplenishLongEntry(GridElement target, int qty) {
+ target.setHasLongOrder(true);
+ executor.placeConditionalEntryOrder(
+ target.getGridPrice(),
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ String.valueOf(qty),
+ orderId -> {
+ tpReplenishLongOrderMap.put(orderId, qty);
+ target.getLongTraderParam().setQuantity(String.valueOf(qty));
+ longEntryTraderIdParam(target, orderId, true);
+ log.info("[Gate] 仓位止盈补仓多开仓单已挂, 目标gridId:{}, 数量:{}张, orderId:{}",
+ target.getId(), qty, orderId);
+ },
+ () -> {
+ if (!target.hasLongOrderIds()) {
+ target.setHasLongOrder(false);
+ }
+ GridElement.refreshIndices();
+ log.warn("[Gate] 仓位止盈补仓多开仓单挂单失败, 目标gridId:{}", target.getId());
+ }
+ );
+ }
+
+ /**
+ * 仓位止盈补仓：在对侧止损位挂空仓条件开仓单（价格≤触发价），成交走专用分支 {@link #handleReplenishShortAddFilled}。
+ */
+ private void placeReplenishShortEntry(GridElement target, int qty) {
+ target.setHasShortOrder(true);
+ executor.placeConditionalEntryOrder(
+ target.getGridPrice(),
+ FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ negate(String.valueOf(qty)),
+ orderId -> {
+ tpReplenishShortOrderMap.put(orderId, qty);
+ target.getShortTraderParam().setQuantity(String.valueOf(qty));
+ shortEntryTraderIdParam(target, orderId, true);
+ log.info("[Gate] 仓位止盈补仓空开仓单已挂, 目标gridId:{}, 数量:{}张, orderId:{}",
+ target.getId(), qty, orderId);
+ },
+ () -> {
+ if (!target.hasShortOrderIds()) {
+ target.setHasShortOrder(false);
+ }
+ GridElement.refreshIndices();
+ log.warn("[Gate] 仓位止盈补仓空开仓单挂单失败, 目标gridId:{}", target.getId());
+ }
+ );
+ }
+
+ /**
+ * 仓位止盈补仓：多仓开仓单成交（专用分支）。
+ * 先取消多仓原有全部止损单（保留止盈），再在与原来相同的位置按最新总持仓重挂止损。
+ *
+ * @param elem 补仓开仓单所在的网格元素
+ * @param orderId 已成交的开仓单 ID
+ * @param filledQty 本次成交张数（挂单时记录）
+ */
+ private void handleReplenishLongAddFilled(GridElement elem, String orderId, int filledQty) {
+ longEntryTraderIdParam(elem, orderId, false);
+
+ // 最新总持仓：REST/本地/本次成交取最大，规避时序竞态
+ int posSize = Math.max(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()), filledQty);
+ // 原多仓止损位（最靠近入场的那个）
+ GridElement anchorSl = findNearestLongStopLossGrid();
+ if (anchorSl == null) {
+ log.warn("[Gate] 仓位止盈补仓: 未找到原多仓止损位, 跳过重挂, 当前持仓:{}张", posSize);
+ return;
+ }
+ // 反推原入场网格：止损挂在 entry-2-i，最近止损位 = entry-2 → entry = 最近止损位 + 2
+ int anchorEntryGridId = anchorSl.getId() + 2;
+ // 取消原多仓止损（保留止盈），并在原位置重挂全持仓止损
+ cancelAllLongStopLossesOnly();
+ lastLongStopLossGridId = Integer.MAX_VALUE;
+ extendLongStopLoss(posSize, anchorEntryGridId);
+
+ // 埋点: ENTRY_FILLED（补仓成交）
+ emitStats("ENTRY_FILLED", mapOf(
+ "direction", "long",
+ "gridId", elem.getId(),
+ "filledQty", filledQty,
+ "source", "tp_replenish"
+ ));
+ log.info("[Gate] 仓位止盈补仓多开仓成交, gridId:{}, 当前持仓:{}张, 止损按原位置gridId:{}重挂",
+ elem.getId(), posSize, anchorSl.getId());
+ }
+
+ /**
+ * 仓位止盈补仓：空仓开仓单成交（专用分支）。
+ * 先取消空仓原有全部止损单（保留止盈），再在与原来相同的位置按最新总持仓重挂止损。
+ *
+ * @param elem 补仓开仓单所在的网格元素
+ * @param orderId 已成交的开仓单 ID
+ * @param filledQty 本次成交张数（挂单时记录）
+ */
+ private void handleReplenishShortAddFilled(GridElement elem, String orderId, int filledQty) {
+ shortEntryTraderIdParam(elem, orderId, false);
+
+ // 最新总持仓：REST/本地/本次成交取最大，规避时序竞态
+ int posSize = Math.max(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()), filledQty);
+ // 原空仓止损位（最靠近入场的那个）
+ GridElement anchorSl = findNearestShortStopLossGrid();
+ if (anchorSl == null) {
+ log.warn("[Gate] 仓位止盈补仓: 未找到原空仓止损位, 跳过重挂, 当前持仓:{}张", posSize);
+ return;
+ }
+ // 反推原入场网格：止损挂在 entry+2+i，最近止损位 = entry+2 → entry = 最近止损位 - 2
+ int anchorEntryGridId = anchorSl.getId() - 2;
+ // 取消原空仓止损（保留止盈），并在原位置重挂全持仓止损
+ cancelAllShortStopLossesOnly();
+ lastShortStopLossGridId = Integer.MAX_VALUE;
+ extendShortStopLoss(posSize, anchorEntryGridId);
+
+ // 埋点: ENTRY_FILLED（补仓成交）
+ emitStats("ENTRY_FILLED", mapOf(
+ "direction", "short",
+ "gridId", elem.getId(),
+ "filledQty", filledQty,
+ "source", "tp_replenish"
+ ));
+ log.info("[Gate] 仓位止盈补仓空开仓成交, gridId:{}, 当前持仓:{}张, 止损按原位置gridId:{}重挂",
+ elem.getId(), posSize, anchorSl.getId());
+ }
+
+ /**
+ * 找到最靠近入场方向的多仓止损网格（ID 最大者）。
+ */
+ private GridElement findNearestLongStopLossGrid() {
+ GridElement nearest = null;
+ for (GridElement e : config.getGridElements()) {
+ if (e.hasLongStopLossOrders()) {
+ if (nearest == null || e.getId() > nearest.getId()) {
+ nearest = e;
+ }
+ }
+ }
+ return nearest;
+ }
+
+ /**
+ * 找到最靠近入场方向的空仓止损网格（ID 最小者）。
+ */
+ private GridElement findNearestShortStopLossGrid() {
+ GridElement nearest = null;
+ for (GridElement e : config.getGridElements()) {
+ if (e.hasShortStopLossOrders()) {
+ if (nearest == null || e.getId() < nearest.getId()) {
+ nearest = e;
+ }
+ }
+ }
+ return nearest;
+ }
+
+ /**
* 取消所有已挂未成交的对向空仓开仓单（止盈依次上移时，取消旧位置的开仓单）。
*/
private void cancelTpOppositeShortEntries() {
--
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