From 6cc2de8e5181d83dc5baa014d528da9e93e5c2a6 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 22 Jun 2026 22:59:42 +0800
Subject: [PATCH] fix(gateApi): 修复双边持仓跨度计算逻辑
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 67 +++++++++++++++++++++++++--------
1 files changed, 51 insertions(+), 16 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 f787a58..d0c264a 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -725,19 +725,44 @@
* @return 持仓张数（绝对值），查询失败返回 0
*/
private int queryPositionSize(Position.ModeEnum mode) {
+ Position p = queryPosition(mode);
+ if (p != null) {
+ return new BigDecimal(p.getSize()).abs().intValue();
+ }
+ return 0;
+ }
+
+ /**
+ * 查询交易所当前持仓均价，绕过本地 WS 推送缓存避免时序竞态。
+ *
+ * @param mode 持仓模式（DUAL_LONG / DUAL_SHORT）
+ * @return 持仓均价，无持仓或查询失败返回 BigDecimal.ZERO
+ */
+ private BigDecimal queryEntryPrice(Position.ModeEnum mode) {
+ Position p = queryPosition(mode);
+ if (p != null && p.getEntryPrice() != null) {
+ return new BigDecimal(p.getEntryPrice());
+ }
+ return BigDecimal.ZERO;
+ }
+
+ /**
+ * 查询指定模式的持仓对象。
+ */
+ private Position queryPosition(Position.ModeEnum mode) {
try {
List<Position> positions = futuresApi.listPositions(SETTLE).execute();
if (positions != null) {
for (Position p : positions) {
if (mode == p.getMode() && config.getContract().equals(p.getContract())) {
- return new BigDecimal(p.getSize()).abs().intValue();
+ return p;
}
}
}
} catch (Exception e) {
log.warn("[Gate] 查询{}持仓失败", mode, e);
}
- return 0;
+ return null;
}
// ---- 网格队列处理 ----
@@ -1317,32 +1342,42 @@
return;
}
+ // 查交易所获取最新持仓均价和持仓量，不用本地缓存避免 WS 时序竞态
+ Position longPos = queryPosition(Position.ModeEnum.DUAL_LONG);
+ Position shortPos = queryPosition(Position.ModeEnum.DUAL_SHORT);
+ boolean hasLong = longPos != null && Math.abs(Integer.parseInt(longPos.getSize())) > 0;
+ boolean hasShort = shortPos != null && Math.abs(Integer.parseInt(shortPos.getSize())) > 0;
+ BigDecimal longAvgPrice = (longPos != null && longPos.getEntryPrice() != null)
+ ? new BigDecimal(longPos.getEntryPrice()) : BigDecimal.ZERO;
+ BigDecimal shortAvgPrice = (shortPos != null && shortPos.getEntryPrice() != null)
+ ? new BigDecimal(shortPos.getEntryPrice()) : BigDecimal.ZERO;
+
boolean shouldRestart = false;
String reason = "";
- if (longActive && shortActive) {
- // 多空双边持仓：多均价 − 空均价 > span × step
- BigDecimal gap = longEntryPrice.subtract(shortEntryPrice);
- if (gap.compareTo(threshold) > 0) {
+ if (hasLong && hasShort) {
+ // 多空双边持仓：|多均价 − 空均价| > span × step
+ BigDecimal gap = shortAvgPrice.subtract(longAvgPrice);
+ if (gap.compareTo(threshold) >= 0) {
shouldRestart = true;
- reason = StrUtil.format("双边跨度 多均价:{} − 空均价:{} = {} > {} (span:{}×step:{})",
- longEntryPrice, shortEntryPrice, gap, threshold, span, step);
+ reason = StrUtil.format("双边跨度 |多均价:{} − 空均价:{}| = {} >= {} (span:{}×step:{})",
+ longAvgPrice, shortAvgPrice, gap, threshold, span, step);
}
- } else if (longActive) {
+ } else if (hasLong) {
// 仅持多仓：当前价 − 多均价 > span × step
- BigDecimal gap = currentPrice.subtract(longEntryPrice);
- if (gap.compareTo(threshold) > 0) {
+ BigDecimal gap = currentPrice.subtract(longAvgPrice);
+ if (gap.compareTo(threshold) >= 0) {
shouldRestart = true;
reason = StrUtil.format("多仓跨度 当前价:{} − 多均价:{} = {} > {} (span:{}×step:{})",
- currentPrice, longEntryPrice, gap, threshold, span, step);
+ currentPrice, longAvgPrice, gap, threshold, span, step);
}
- } else if (shortActive) {
+ } else if (hasShort) {
// 仅持空仓：空均价 − 当前价 > span × step
- BigDecimal gap = shortEntryPrice.subtract(currentPrice);
- if (gap.compareTo(threshold) > 0) {
+ BigDecimal gap = shortAvgPrice.subtract(currentPrice);
+ if (gap.compareTo(threshold) >= 0) {
shouldRestart = true;
reason = StrUtil.format("空仓跨度 空均价:{} − 当前价:{} = {} > {} (span:{}×step:{})",
- shortEntryPrice, currentPrice, gap, threshold, span, step);
+ shortAvgPrice, currentPrice, gap, threshold, span, step);
}
}
--
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