From 67939acc2d20ea34618013898154d9ff3fe37a74 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Fri, 22 May 2026 12:56:24 +0800
Subject: [PATCH] fix(grid-trade): 修复网格交易订单更新处理逻辑
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 91 +++++++++++++++++++++++++++++++++++----------
1 files changed, 70 insertions(+), 21 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 b746605..e66ecef 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -342,6 +342,16 @@
lastKlinePrice = closePrice;
updateUnrealizedPnl();
if (state == StrategyState.STOPPED) {
+ try {
+ futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
+ } catch (ApiException e) {
+ e.printStackTrace();
+ }
+ closeExistingPositions();
+
+ BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl);
+ log.info("[Gate] 已实现:{}, 未实现:{}, 合计:{}",
+ cumulativePnl, unrealizedPnl, totalPnl);
return;
}
@@ -431,6 +441,19 @@
);
}
);
+
+ if (e.getShortTakeProfitOrderId() != null){
+ executor.cancelConditionalOrder(
+ e.getShortTakeProfitOrderId(),
+ orderId -> {
+ shortTakeProfitTraderIdParam(
+ e,
+ null,
+ false
+ );
+ }
+ );
+ }
}
}
}
@@ -457,13 +480,25 @@
executor.cancelConditionalOrder(
e.getLongOrderId(),
orderId -> {
- shortEntryTraderIdParam(
+ longEntryTraderIdParam(
e,
null,
false
);
}
);
+ if (e.getLongTakeProfitOrderId() != null){
+ executor.cancelConditionalOrder(
+ e.getLongTakeProfitOrderId(),
+ orderId -> {
+ longTakeProfitTraderIdParam(
+ e,
+ null,
+ false
+ );
+ }
+ );
+ }
}
}
}
@@ -492,13 +527,17 @@
return;
}
cumulativePnl = cumulativePnl.add(pnl);
- log.info("[Gate] 盈亏累加:{}, 方向:{}, 累计:{}", pnl, side, cumulativePnl);
+ BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl);
+ log.info("[Gate] 已实现:{}, 未实现:{}, 合计:{}",
+ cumulativePnl, unrealizedPnl, totalPnl);
- if (cumulativePnl.compareTo(config.getOverallTp()) >= 0) {
- log.info("[Gate] 已达止盈目标 {}→已停止", cumulativePnl);
+ if (totalPnl.compareTo(config.getOverallTp()) >= 0) {
+ log.info("[Gate] 已达止盈目标(合计{})→已停止, 已实现:{}, 未实现:{}",
+ totalPnl, cumulativePnl, unrealizedPnl);
state = StrategyState.STOPPED;
- } else if (cumulativePnl.compareTo(config.getMaxLoss().negate()) <= 0) {
- log.info("[Gate] 已达亏损上限 {}→已停止", cumulativePnl);
+ } else if (totalPnl.compareTo(config.getMaxLoss().negate()) <= 0) {
+ log.info("[Gate] 已达亏损上限(合计{})→已停止, 已实现:{}, 未实现:{}",
+ totalPnl, cumulativePnl, unrealizedPnl);
state = StrategyState.STOPPED;
}
}
@@ -532,11 +571,11 @@
null,
false
);
- longEntryTraderIdParam(
- byLongTakeProfitOrderId,
- null,
- false
- );
+// longEntryTraderIdParam(
+// byLongTakeProfitOrderId,
+// null,
+// false
+// );
}
GridElement byShortTakeProfitOrderId = GridElement.findByShortTakeProfitOrderId(orderId);
if (byShortTakeProfitOrderId != null){
@@ -545,11 +584,11 @@
null,
false
);
- shortEntryTraderIdParam(
- byShortTakeProfitOrderId,
- null,
- false
- );
+// shortEntryTraderIdParam(
+// byShortTakeProfitOrderId,
+// null,
+// false
+// );
}
/**
@@ -558,6 +597,11 @@
GridElement longGridElement = GridElement.findByLongOrderId(orderId);
if (longGridElement != null) {
if (longGridElement.isHasLongOrder()){
+ longEntryTraderIdParam(
+ longGridElement,
+ null,
+ false
+ );
if (longGridElement.getLongTakeProfitOrderId() == null){
BigDecimal longTp = longGridElement.getLongTraderParam().getTakeProfitPrice();
if (longTp != null) {
@@ -581,6 +625,11 @@
GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
if (shortGridElement != null) {
if (shortGridElement.isHasShortOrder()){
+ shortEntryTraderIdParam(
+ shortGridElement,
+ null,
+ false
+ );
if (shortGridElement.getShortTakeProfitOrderId() == null){
BigDecimal shortTp = shortGridElement.getShortTraderParam().getTakeProfitPrice();
if (shortTp != null) {
@@ -631,7 +680,7 @@
* @param reason 变更原因
* @param orderType 订单类型（plan-close-long-position 等）
*/
- public void onAutoOrder(String orderId, String status, String reason, String orderType) {
+ public void onAutoOrder(String orderId, String status, String reason, String orderType, String tradeId) {
if (state == StrategyState.STOPPED) {
return;
}
@@ -676,7 +725,7 @@
*/
GridElement longGridElement = GridElement.findByLongOrderId(orderId);
if (longGridElement != null) {
- if (longGridElement.isHasLongOrder()){
+ if (longGridElement.isHasLongOrder() && !tradeId.equals("0")){
if (longGridElement.getLongTakeProfitOrderId() == null){
BigDecimal longTp = longGridElement.getLongTraderParam().getTakeProfitPrice();
if (longTp != null) {
@@ -699,7 +748,7 @@
}
GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
if (shortGridElement != null) {
- if (shortGridElement.isHasShortOrder()){
+ if (shortGridElement.isHasShortOrder() && !tradeId.equals("0")){
if (shortGridElement.getShortTakeProfitOrderId() == null){
BigDecimal shortTp = shortGridElement.getShortTraderParam().getTakeProfitPrice();
if (shortTp != null) {
@@ -1079,7 +1128,7 @@
// 判断网格是否能开空仓，如果不能则跳过
if (UpGridElement != null) {
- if (!UpGridElement.isHasShortOrder()) {
+ if (!UpGridElement.isHasShortOrder() && shortEntryPrice.compareTo(newLongFirst) > 0) {
//挂空仓条件单
TraderParam upShortTraderParam = UpGridElement.getShortTraderParam();
@@ -1216,7 +1265,7 @@
// 判断网格是否能开多仓，如果不能则跳过
if (UpGridElement != null) {
- if (!UpGridElement.isHasLongOrder()) {
+ if (!UpGridElement.isHasLongOrder() && longEntryPrice.compareTo(newLongFirst) < 0) {
//挂多仓条件单
TraderParam upLongTraderParam = UpGridElement.getLongTraderParam();
executor.placeConditionalEntryOrder(
--
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