From 6ce4bf099fa38fe66e44722eccc111c8b33e7f96 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 29 Jun 2026 10:27:34 +0800
Subject: [PATCH] 假设多仓止损挂单位置: gridId=-5, -6, -7, -8 第一个止损位置: firstLongSlId = -5（最近的）
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 665 +++++++++++++++++++++++++++++++++++++++++++++++++------
1 files changed, 590 insertions(+), 75 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 6e79f5e..10916de 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -134,6 +134,11 @@
/** 多头是否活跃（有仓位） */
private volatile boolean longActive = false;
+ /** 多头累计止损张数（加仓订单成交后归零） */
+ private volatile int accumulatedLongLossCount = 0;
+ /** 空头累计止损张数（加仓订单成交后归零） */
+ private volatile int accumulatedShortLossCount = 0;
+
private volatile BigDecimal lastKlinePrice;
private volatile BigDecimal markPrice = BigDecimal.ZERO;
private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
@@ -300,8 +305,12 @@
baseShortOpened = false;
longActive = false;
shortActive = false;
+ accumulatedLongLossCount = 0;
+ accumulatedShortLossCount = 0;
shortPriceQueue.clear();
longPriceQueue.clear();
+ totalShortPriceQueue.clear();
+ totalLongPriceQueue.clear();
currentLongOrderIds.clear();
currentShortOrderIds.clear();
// 每次重启重新获取当前本金
@@ -383,7 +392,7 @@
}
- checkProfitAndReset();
+// checkProfitAndReset();
if (state == StrategyState.ACTIVE &&
@@ -590,6 +599,25 @@
return;
}
+ // [Gate-需求1] 多仓止盈触发：清空止盈状态 + 取消最远多仓止损 + 检查是否最后一个止盈
+ GridElement longTpElem = GridElement.findByLongTakeProfitOrderId(orderId);
+ if (longTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
+ longTakeProfitTraderIdParam(longTpElem, null, false);
+ log.info("[Gate] 多仓止盈触发 gridId:{}, orderId:{}", longTpElem.getId(), orderId);
+ cancelFarthestLongStopLoss();
+// checkLastTakeProfitAndRestart();
+ return;
+ }
+ // [Gate-需求1] 空仓止盈触发：清空止盈状态 + 取消最远空仓止损 + 检查是否最后一个止盈
+ GridElement shortTpElem = GridElement.findByShortTakeProfitOrderId(orderId);
+ if (shortTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
+ shortTakeProfitTraderIdParam(shortTpElem, null, false);
+ log.info("[Gate] 空仓止盈触发 gridId:{}, orderId:{}", shortTpElem.getId(), orderId);
+ cancelFarthestShortStopLoss();
+// checkLastTakeProfitAndRestart();
+ return;
+ }
+
GridElement longStopLossElem = GridElement.findByLongStopLossOrderId(orderId);
// if (longStopLossElem != null && longPositionSize.compareTo(BigDecimal.ZERO) > 0 && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
if (longStopLossElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
@@ -606,25 +634,170 @@
GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
if (shortGridElement != null) {
if (shortGridElement.isHasShortOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
+ int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
shortEntryTraderIdParam(shortGridElement, null, false);
+ // [Gate-需求2] 加仓后先撤空仓所有止盈+止损，再查交易所持仓后重挂
+ cancelAllShortTakeProfitsAndStopLosses();
+ // REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
+ int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
+ extendShortStopLoss(posSize, shortGridElement.getId());
+ accumulatedShortLossCount = 0; // 加仓订单成交，重置止损累计
+ log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
- int filledQty = shortGridElement.getId();
- extendShortStopLoss(filledQty);
- log.info("[Gate] 空单成交 gridId:{}", filledQty);
+ // 空仓持仓超过baseQuantity时，先找多仓第一个止损位置，从该位置向下挂止盈（间隔=1）
+ BigDecimal shortBaseQty = new BigDecimal(config.getBaseQuantity());
+ BigDecimal shortGridQty = new BigDecimal(config.getQuantity());
+ if (BigDecimal.valueOf(posSize).compareTo(shortBaseQty) > 0) {
+ BigDecimal shortExcess = BigDecimal.valueOf(posSize).subtract(shortBaseQty);
+ int shortExcessCount = shortExcess.divide(shortGridQty, 0, RoundingMode.DOWN).intValue();
+
+ // 找多仓第一个（最近的）止损位置
+ int firstLongSlId = 0;
+ for (GridElement e : config.getGridElements()) {
+ if (e.getLongStopLossOrderId() != null) {
+ if (firstLongSlId == 0 || e.getId() > firstLongSlId) {
+ firstLongSlId = e.getId();
+ }
+ }
+ }
+
+ for (int i = 0; i < shortExcessCount; i++) {
+ int tpGridId;
+ if (firstLongSlId != 0) {
+ tpGridId = firstLongSlId - i; // 从多仓第一个止损位置开始，向下挂，间隔=1
+ } else {
+ tpGridId = shortGridElement.getId() - 2 * (i + 1); // 无多仓止损时回退原逻辑
+ }
+ GridElement tpElem = GridElement.findById(tpGridId);
+ if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
+ continue;
+ }
+ BigDecimal tpPrice = tpElem.getGridPrice();
+ int finalTpGridId = tpGridId;
+ executor.placeTakeProfit(
+ tpPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_SHORT,
+ config.getQuantity(),
+ profitId -> {
+ shortTakeProfitTraderIdParam(tpElem, profitId, true);
+ log.info("[Gate] 空仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
+ finalTpGridId, tpPrice, profitId);
+ }
+ );
+ }
+ }
}
}
GridElement longGridElement = GridElement.findByLongOrderId(orderId);
if (longGridElement != null) {
if (longGridElement.isHasLongOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")){
- longEntryTraderIdParam(longGridElement, null, false);
- int filledQty = longGridElement.getId();
- extendLongStopLoss(filledQty);
- log.info("[Gate] 多单成交 gridId:{}", filledQty);
+ int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
+ longEntryTraderIdParam(longGridElement, null, false);
+ // [Gate-需求2] 加仓后先撤多仓所有止盈+止损，再查交易所持仓后重挂
+ cancelAllLongTakeProfitsAndStopLosses();
+ // REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
+ int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
+ extendLongStopLoss(posSize, longGridElement.getId());
+ accumulatedLongLossCount = 0; // 加仓订单成交，重置止损累计
+ log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
+
+ // 多仓持仓超过baseQuantity时，先找空仓第一个止损位置，从该位置向上挂止盈（间隔=1）
+ BigDecimal longBaseQty = new BigDecimal(config.getBaseQuantity());
+ BigDecimal longGridQty = new BigDecimal(config.getQuantity());
+ if (BigDecimal.valueOf(posSize).compareTo(longBaseQty) > 0) {
+ BigDecimal longExcess = BigDecimal.valueOf(posSize).subtract(longBaseQty);
+ int longExcessCount = longExcess.divide(longGridQty, 0, RoundingMode.DOWN).intValue();
+
+ // 找空仓第一个（最近的）止损位置
+ int firstShortSlId = 0;
+ for (GridElement e : config.getGridElements()) {
+ if (e.getShortStopLossOrderId() != null) {
+ if (firstShortSlId == 0 || e.getId() < firstShortSlId) {
+ firstShortSlId = e.getId();
+ }
+ }
+ }
+
+ for (int i = 0; i < longExcessCount; i++) {
+ int tpGridId;
+ if (firstShortSlId != 0) {
+ tpGridId = firstShortSlId + i; // 从空仓第一个止损位置开始，向上挂，间隔=1
+ } else {
+ tpGridId = longGridElement.getId() + 2 * (i + 1); // 无空仓止损时回退原逻辑
+ }
+ GridElement tpElem = GridElement.findById(tpGridId);
+ if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) {
+ continue;
+ }
+ BigDecimal tpPrice = tpElem.getGridPrice();
+ int finalTpGridId = tpGridId;
+ executor.placeTakeProfit(
+ tpPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_LONG,
+ negate(config.getQuantity()),
+ profitId -> {
+ longTakeProfitTraderIdParam(tpElem, profitId, true);
+ log.info("[Gate] 多仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
+ finalTpGridId, tpPrice, profitId);
+ }
+ );
+ }
+ }
}
}
}
+
+ /**
+ * 查询交易所当前持仓张数（绝对值）。加仓/开仓后重挂止盈止损时调用，
+ * 绕过本地 WS 推送缓存避免时序竞态，直接拿到交易所权威数据。
+ *
+ * @param mode 持仓模式（DUAL_LONG / DUAL_SHORT）
+ * @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 p;
+ }
+ }
+ }
+ } catch (Exception e) {
+ log.warn("[Gate] 查询{}持仓失败", mode, e);
+ }
+ return null;
+ }
// ---- 网格队列处理 ----
@@ -653,39 +826,84 @@
baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
baseGridElement.setHasShortOrder(true);
- int shortTime = 2;
- GridElement elemShort = GridElement.findById(shortTime);
- if (elemShort != null) {
- BigDecimal triggerPrice = elemShort.getGridPrice();
- String size = config.getBaseQuantity();
+// int shortTime = 2;
+// GridElement elemShort = GridElement.findById(shortTime);
+// if (elemShort != null) {
+// BigDecimal triggerPrice = elemShort.getGridPrice();
+// String size = config.getBaseQuantity();
+// executor.placeTakeProfit(
+// triggerPrice,
+// FuturesPriceTrigger.RuleEnum.NUMBER_1,
+// ORDER_TYPE_CLOSE_SHORT,
+// size,
+// profitId -> {
+// elemShort.setShortStopLossOrderId(profitId);
+// GridElement.refreshIndices();
+// log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", shortTime, triggerPrice, profitId);
+// }
+// );
+// }
+//
+//
+// int longTime = -2;
+// GridElement elemLong = GridElement.findById(longTime);
+// if (elemLong != null) {
+// BigDecimal triggerPrice = elemLong.getGridPrice();
+// String size = config.getBaseQuantity();
+// executor.placeTakeProfit(
+// triggerPrice,
+// FuturesPriceTrigger.RuleEnum.NUMBER_2,
+// ORDER_TYPE_CLOSE_LONG,
+// negate(size),
+// profitId -> {
+// elemLong.setLongStopLossOrderId(profitId);
+// GridElement.refreshIndices();
+// log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", longTime, triggerPrice, profitId);
+// }
+// );
+// }
+
+ int shortTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
+ for (int id = 2; id <= shortTime; id++) {
+ GridElement elem = GridElement.findById(id);
+ if (elem == null) {
+ continue;
+ }
+ BigDecimal triggerPrice = elem.getGridPrice();
+ String size = config.getQuantity();
+ int finalId = id;
executor.placeTakeProfit(
triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_1,
ORDER_TYPE_CLOSE_SHORT,
size,
profitId -> {
- elemShort.setShortStopLossOrderId(profitId);
+ elem.setShortStopLossOrderId(profitId);
GridElement.refreshIndices();
- log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", shortTime, triggerPrice, profitId);
+ log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
}
);
}
- int longTime = -2;
- GridElement elemLong = GridElement.findById(longTime);
- if (elemLong != null) {
- BigDecimal triggerPrice = elemLong.getGridPrice();
- String size = config.getBaseQuantity();
+ int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
+ for (int id = -2; id >= -longTime; id--) {
+ GridElement elem = GridElement.findById(id);
+ if (elem == null) {
+ continue;
+ }
+ BigDecimal triggerPrice = elem.getGridPrice();
+ String size = config.getQuantity();
+ int finalId = id;
executor.placeTakeProfit(
triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_2,
ORDER_TYPE_CLOSE_LONG,
negate(size),
profitId -> {
- elemLong.setLongStopLossOrderId(profitId);
+ elem.setLongStopLossOrderId(profitId);
GridElement.refreshIndices();
- log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", longTime, triggerPrice, profitId);
+ log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
}
);
}
@@ -748,6 +966,8 @@
*/
private void generateShortQueue() {
shortPriceQueue.clear();
+ totalShortPriceQueue.clear();
+ totalLongPriceQueue.clear();
int prec = config.getPriceScale();
BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(prec, RoundingMode.HALF_UP);
config.setStep(step);
@@ -811,7 +1031,8 @@
//根据精度转换成小数
int prec = config.getPriceScale();
BigDecimal step = config.getStep();
- String qty = config.getBaseQuantity();
+// String qty = config.getBaseQuantity();
+ String qty = config.getQuantity();
// 空仓队列：id 从 -1 自减, shortPriceQueue[i] → id=-(i+1)
for (int i = 0; i < shortSize; i++) {
@@ -859,8 +1080,8 @@
elements.add(GridElement.builder()
.id(0)
.gridPrice(price)
- .upId(shortSize > 0 ? 1 : null)
- .downId(longSize > 0 ? -1 : null)
+ .upId(longSize > 0 ? 1 : null)
+ .downId(shortSize > 0 ? -1 : null)
.longTraderParam(longParam)
.shortTraderParam(shortParam)
.build());
@@ -920,25 +1141,27 @@
GridElement newEntryGrid = GridElement.findById(upId);
if (newEntryGrid != null) {
-// log.info("[Gate-2] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
- if (!newEntryGrid.isHasLongOrder()) {
- BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- String size = config.getBaseQuantity();
- log.info("[Gate] 多仓仓位归零 gridId:{}, 挂{}基础张多单",
- newEntryGrid.getId(), size);
- newEntryGrid.getLongTraderParam().setQuantity(size);
- placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
- }
-
GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());
+ String quantity = cancelGridElement != null
+ ? cancelGridElement.getLongTraderParam().getQuantity()
+ : config.getBaseQuantity();
if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
String longOrderId = cancelGridElement.getLongOrderId();
executor.cancelConditionalOrder(longOrderId, oid -> {
longEntryTraderIdParam(cancelGridElement, null, false);
log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", cancelGridElement.getId(),longOrderId);
});
+ }
+// log.info("[Gate-2] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
+ if (!newEntryGrid.isHasLongOrder()) {
+ BigDecimal triggerPrice = newEntryGrid.getGridPrice();
+ String size = quantity;
+ log.info("[Gate] 多仓仓位归零 gridId:{}, 挂{}基础张多单",
+ newEntryGrid.getId(), size);
+ newEntryGrid.getLongTraderParam().setQuantity(size);
+ placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
}
}
}
@@ -968,18 +1191,12 @@
GridElement newEntryGrid = GridElement.findById(downId);
if (newEntryGrid != null) {
-// log.info("[Gate-4] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
- if (!newEntryGrid.isHasShortOrder()){
- BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- String size = config.getBaseQuantity();
- log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
- newEntryGrid.getId(), size);
- newEntryGrid.getShortTraderParam().setQuantity(size);
- placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
- }
GridElement cancelGridElement = GridElement.findById(newEntryGrid.getDownId());
+
+ String quantity = cancelGridElement != null
+ ? cancelGridElement.getShortTraderParam().getQuantity()
+ : config.getBaseQuantity();
/**
* 看是否有空仓挂单，有就取消
*/
@@ -989,6 +1206,16 @@
shortEntryTraderIdParam(cancelGridElement, null, false);
log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", cancelGridElement.getId(),shortOrderId);
});
+ }
+// log.info("[Gate-4] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
+ if (!newEntryGrid.isHasShortOrder()){
+ BigDecimal triggerPrice = newEntryGrid.getGridPrice();
+ String size = quantity;
+ log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
+ newEntryGrid.getId(), size);
+ newEntryGrid.getShortTraderParam().setQuantity(size);
+ placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
}
}
@@ -1011,12 +1238,49 @@
return;
}
- BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- String size = config.getBaseQuantity();
- log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}基础张多单=",
- gridId, newEntryGridId, size);
- placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
+ // [Gate-BugFix] 防止与"仓位归零"重复下单：若该网格已有挂单则跳过
+ if (!newEntryGrid.isHasLongOrder()) {
+ BigDecimal triggerPrice = newEntryGrid.getGridPrice();
+
+ // 累计止损张数 + 当前止损量作为追单size，不再依赖positionSize（避免WS竞态）
+ accumulatedLongLossCount += Integer.parseInt(config.getQuantity());
+ String size = String.valueOf(accumulatedLongLossCount + Integer.parseInt(config.getQuantity()));
+ log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}基础张多单",
+ gridId, newEntryGridId, size);
+
+ newEntryGrid.getLongTraderParam().setQuantity(size);
+ placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
+ }else{
+ log.warn("[Gate] 多仓止损触发 gridId:{}, 目标gridId:{}已有挂单，跳过重复下单", gridId, newEntryGridId);
+ }
+
+ int cancelGridId = gridId + 2;
+ GridElement cancelGrid = GridElement.findById(cancelGridId);
+ if (cancelGrid != null && cancelGrid.isHasLongOrder()) {
+ executor.cancelConditionalOrder(cancelGrid.getLongOrderId(), oid -> {
+ longEntryTraderIdParam(cancelGrid, null, false);
+ log.info("[Gate] 多仓止损触发, 取消gridId:{}的多单", cancelGridId);
+ });
+ }
+
+ // 止损触发时，取消最远的多仓止盈订单
+ GridElement farthestLongTp = null;
+ for (GridElement e : config.getGridElements()) {
+ if (e.getLongTakeProfitOrderId() != null) {
+ if (farthestLongTp == null || e.getGridPrice().compareTo(farthestLongTp.getGridPrice()) > 0) {
+ farthestLongTp = e;
+ }
+ }
+ }
+ if (farthestLongTp != null) {
+ String tpOrderId = farthestLongTp.getLongTakeProfitOrderId();
+ GridElement finalFarthestLongTp = farthestLongTp;
+ executor.cancelConditionalOrder(tpOrderId, oid -> {
+ longTakeProfitTraderIdParam(finalFarthestLongTp, null, false);
+ log.info("[Gate] 多仓止损触发, 取消最远止盈 gridId:{}, orderId:{}", finalFarthestLongTp.getId(), tpOrderId);
+ });
+ }
}
private void handleShortStopLossTriggered(GridElement gridElement) {
@@ -1033,28 +1297,264 @@
return;
}
- BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- String size =config.getBaseQuantity();
- log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}基础张空单",
- gridId, newEntryGridId, size);
- newEntryGrid.getShortTraderParam().setQuantity(size);
- placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
+ // [Gate-BugFix] 防止与"仓位归零"重复下单：若该网格已有挂单则跳过
+ if (!newEntryGrid.isHasShortOrder()) {
+ BigDecimal triggerPrice = newEntryGrid.getGridPrice();
+
+ // 累计止损张数 + 当前止损量作为追单size，不再依赖positionSize（避免WS竞态）
+ accumulatedShortLossCount += Integer.parseInt(config.getQuantity());
+ String size = String.valueOf(accumulatedShortLossCount + Integer.parseInt(config.getQuantity()));
+ log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}基础张空单",
+ gridId, newEntryGridId, size);
+ newEntryGrid.getShortTraderParam().setQuantity(size);
+ placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
+ }else{
+ log.warn("[Gate] 空仓止损触发 gridId:{}, 目标gridId:{}已有挂单，跳过重复下单", gridId, newEntryGridId);
+ }
+
+
+
+
+ int cancelGridId = gridId - 2;
+ GridElement cancelGrid = GridElement.findById(cancelGridId);
+ if (cancelGrid != null && cancelGrid.isHasShortOrder()) {
+ executor.cancelConditionalOrder(cancelGrid.getShortOrderId(), oid -> {
+ shortEntryTraderIdParam(cancelGrid, null, false);
+ log.info("[Gate] 空仓止损触发, 取消gridId:{}的空单", cancelGridId);
+ });
+ }
+
+ // 止损触发时，取消最远的空仓止盈订单
+ GridElement farthestShortTp = null;
+ for (GridElement e : config.getGridElements()) {
+ if (e.getShortTakeProfitOrderId() != null) {
+ if (farthestShortTp == null || e.getGridPrice().compareTo(farthestShortTp.getGridPrice()) < 0) {
+ farthestShortTp = e;
+ }
+ }
+ }
+ if (farthestShortTp != null) {
+ String tpOrderId = farthestShortTp.getShortTakeProfitOrderId();
+ GridElement finalFarthestShortTp = farthestShortTp;
+ executor.cancelConditionalOrder(tpOrderId, oid -> {
+ shortTakeProfitTraderIdParam(finalFarthestShortTp, null, false);
+ log.info("[Gate] 空仓止损触发, 取消最远止盈 gridId:{}, orderId:{}", finalFarthestShortTp.getId(), tpOrderId);
+ });
+ }
}
- private void extendLongStopLoss(int filledQty) {
- int furthestSlId = filledQty - 2;
- log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}", furthestSlId);
- GridElement elem = GridElement.findById(furthestSlId);
- if (elem != null) {
+ // ========== 止盈/止损取消辅助方法 ==========
+
+ /**
+ * 止盈触发后检查跨度是否达至要求，满足条件则重启策略。
+ *
+ * <h3>跨度定义</h3>
+ * {@code restartGridSpan} 表示多少倍的绝对步长 step（= 短基价 × gridRate）。
+ *
+ * <h3>判断逻辑</h3>
+ * <ol>
+ * <li>多空双边均有持仓：longEntryPrice − shortEntryPrice > span × step</li>
+ * <li>仅持多仓：currentPrice − longEntryPrice > span × step</li>
+ * <li>仅持空仓：shortEntryPrice − currentPrice > span × step</li>
+ * </ol>
+ * restartGridSpan=0 时禁用此功能。重启复用仓位归零模式：取消全部条件单 → 平仓 → 延迟启动。
+ */
+ private void checkLastTakeProfitAndRestart() {
+ int span = config.getRestartGridSpan();
+ if (span <= 0) {
+ return;
+ }
+
+ // 检查是否还有剩余止盈单，只有多空止盈全部清空才继续
+ if (GridElement.getLongTakeProfitCount() > 0 || GridElement.getShortTakeProfitCount() > 0) {
+ log.info("[Gate] 尚有未触发止盈单, 暂不检查跨度重启 longTpCount:{}, shortTpCount:{}",
+ GridElement.getLongTakeProfitCount(), GridElement.getShortTakeProfitCount());
+ return;
+ }
+
+ BigDecimal step = config.getStep();
+ if (step == null || step.compareTo(BigDecimal.ZERO) == 0) {
+ return;
+ }
+ BigDecimal threshold = step.multiply(new BigDecimal(span));
+
+ BigDecimal currentPrice = lastKlinePrice;
+ if (currentPrice == null || currentPrice.compareTo(BigDecimal.ZERO) == 0) {
+ 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 (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:{})",
+ longAvgPrice, shortAvgPrice, gap, threshold, span, step);
+ }
+ } else if (hasLong) {
+ // 仅持多仓：当前价 − 多均价 > span × step
+ 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, longAvgPrice, gap, threshold, span, step);
+ }
+ } else if (hasShort) {
+ // 仅持空仓：空均价 − 当前价 > span × step
+ 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:{})",
+ shortAvgPrice, currentPrice, gap, threshold, span, step);
+ }
+ }
+
+ if (shouldRestart) {
+ log.info("[Gate] 跨度已达要求 → {}，最后一个止盈触发策略重启", reason);
+ try {
+ futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
+ } catch (ApiException ex) {
+ log.warn("[Gate] 重启前清理条件单失败", ex);
+ }
+ closeExistingPositions();
+ state = StrategyState.STOPPED;
+ executor.submitTask(() -> {
+ try { Thread.sleep(3000); } catch (InterruptedException ex) { Thread.currentThread().interrupt(); }
+ startGrid();
+ });
+ }
+ }
+
+ /**
+ * 取消最远的多仓止损订单。
+ * 多仓止损在 gridId 负方向，最远 = id 最小。
+ */
+ private void cancelFarthestLongStopLoss() {
+ GridElement farthest = null;
+ for (GridElement e : config.getGridElements()) {
+ if (e.getLongStopLossOrderId() != null) {
+ if (farthest == null || e.getId() < farthest.getId()) {
+ farthest = e;
+ }
+ }
+ }
+ if (farthest != null) {
+ String slId = farthest.getLongStopLossOrderId();
+ farthest.setLongStopLossOrderId(null);
+ GridElement.refreshIndices();
+ GridElement finalFarthest = farthest;
+ executor.cancelConditionalOrder(slId, oid ->
+ log.info("[Gate] 止盈触发, 取消最远多仓止损 gridId:{}, orderId:{}", finalFarthest.getId(), slId));
+ }
+ }
+
+ /**
+ * 取消最远的空仓止损订单。
+ * 空仓止损在 gridId 正方向，最远 = id 最大。
+ */
+ private void cancelFarthestShortStopLoss() {
+ GridElement farthest = null;
+ for (GridElement e : config.getGridElements()) {
+ if (e.getShortStopLossOrderId() != null) {
+ if (farthest == null || e.getId() > farthest.getId()) {
+ farthest = e;
+ }
+ }
+ }
+ if (farthest != null) {
+ String slId = farthest.getShortStopLossOrderId();
+ farthest.setShortStopLossOrderId(null);
+ GridElement.refreshIndices();
+ GridElement finalFarthest = farthest;
+ executor.cancelConditionalOrder(slId, oid ->
+ log.info("[Gate] 止盈触发, 取消最远空仓止损 gridId:{}, orderId:{}", finalFarthest.getId(), slId));
+ }
+ }
+
+ /**
+ * 取消所有多仓止盈 + 多仓止损订单（加仓后重建前清场）。
+ */
+ private void cancelAllLongTakeProfitsAndStopLosses() {
+ for (GridElement e : config.getGridElements()) {
+ String tpId = e.getLongTakeProfitOrderId();
+ if (tpId != null) {
+ e.setLongTakeProfitOrderId(null);
+ executor.cancelConditionalOrder(tpId, oid -> {});
+ }
+ String slId = e.getLongStopLossOrderId();
+ if (slId != null) {
+ e.setLongStopLossOrderId(null);
+ executor.cancelConditionalOrder(slId, oid -> {});
+ }
+ }
+ GridElement.refreshIndices();
+ log.info("[Gate] 已提交取消所有多仓止盈+止损");
+ }
+
+ /**
+ * 取消所有空仓止盈 + 空仓止损订单（加仓后重建前清场）。
+ */
+ private void cancelAllShortTakeProfitsAndStopLosses() {
+ for (GridElement e : config.getGridElements()) {
+ String tpId = e.getShortTakeProfitOrderId();
+ if (tpId != null) {
+ e.setShortTakeProfitOrderId(null);
+ executor.cancelConditionalOrder(tpId, oid -> {});
+ }
+ String slId = e.getShortStopLossOrderId();
+ if (slId != null) {
+ e.setShortStopLossOrderId(null);
+ executor.cancelConditionalOrder(slId, oid -> {});
+ }
+ }
+ GridElement.refreshIndices();
+ log.info("[Gate] 已提交取消所有空仓止盈+止损");
+ }
+
+ // ========== 止损追单 ==========
+
+ private void extendLongStopLoss(int filledQty,int gridId) {
+ int furthestSlId = 0;
+ for (GridElement e : config.getGridElements()) {
+ if (e.getLongStopLossOrderId() != null && e.getId() < furthestSlId) {
+ furthestSlId = e.getId();
+ }
+ }
+
+ int interval = 1;
+ if (furthestSlId == 0) {
+ furthestSlId = gridId;
+ interval = 2;
+ }
+ int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
+ log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
+ for (int i = 0; i < stopLossCount; i++) {
+ int newSlId = furthestSlId - i - interval;
+ GridElement elem = GridElement.findById(newSlId);
+ if (elem == null) {
+ continue;
+ }
BigDecimal triggerPrice = elem.getGridPrice();
- int finalSlId = elem.getId();
- String size = config.getBaseQuantity();
+ int finalSlId = newSlId;
executor.placeTakeProfit(
triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_2,
ORDER_TYPE_CLOSE_LONG,
- negate(size),
+ negate(config.getQuantity()),
profitId -> {
elem.setLongStopLossOrderId(profitId);
GridElement.refreshIndices();
@@ -1064,19 +1564,34 @@
}
}
- private void extendShortStopLoss(int filledQty) {
- int furthestSlId = filledQty + 2;
- log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}", furthestSlId);
- GridElement elem = GridElement.findById(furthestSlId);
- if (elem != null) {
+ private void extendShortStopLoss(int filledQty, int gridId) {
+ int furthestSlId = 0;
+ for (GridElement e : config.getGridElements()) {
+ if (e.getShortStopLossOrderId() != null && e.getId() > furthestSlId) {
+ furthestSlId = e.getId();
+ }
+ }
+
+ int interval = 1;
+ if (furthestSlId == 0) {
+ furthestSlId = gridId;
+ interval = 2;
+ }
+ int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
+ log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
+ for (int i = 0; i < stopLossCount; i++) {
+ int newSlId = furthestSlId + i + interval;
+ GridElement elem = GridElement.findById(newSlId);
+ if (elem == null) {
+ continue;
+ }
BigDecimal triggerPrice = elem.getGridPrice();
- int finalSlId = elem.getId();
- String size = config.getBaseQuantity();
+ int finalSlId = newSlId;
executor.placeTakeProfit(
triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_1,
ORDER_TYPE_CLOSE_SHORT,
- size,
+ config.getQuantity(),
profitId -> {
elem.setShortStopLossOrderId(profitId);
GridElement.refreshIndices();
--
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