From 6cfaf5f96b66c8bc4d3414c73d148ee0ca7729a2 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 10 Aug 2026 13:54:38 +0800
Subject: [PATCH] feat(gate): 添加加仓止损配置功能
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 165 +++++++++++++++++++++++++++++++++++-------------------
1 files changed, 107 insertions(+), 58 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 1905366..1bf84d7 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -376,7 +376,7 @@
*/
public void onKline(BigDecimal closePrice) {
- log.info("当前价：{}", closePrice);
+// log.info("当前价：{}", closePrice);
lastKlinePrice = closePrice;
@@ -676,7 +676,6 @@
log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
- checkShortStopLongProfit(accumulatedShortLossCount, shortGridElement.getId() + 2);
}
}
@@ -706,8 +705,6 @@
// [Gate] 止盈挂单：超出基础仓位的部分，挂在空仓第一止损位
// placeExcessTakeProfit(posSize, true);
log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
-
- checkLongStopShortProfit(accumulatedLongLossCount, longGridElement.getId() -2);
}
}
@@ -1274,6 +1271,56 @@
}
}
+ // ========== 加仓计算 ==========
+
+ /**
+ * 根据 {@code stopLossCountMode} 计算当前有效的止损次数。
+ * <ul>
+ * <li>{@code "single"}（单向）：返回该方向的累计止损次数</li>
+ * <li>{@code "dual"}（双向）：返回多空双向累计总次数</li>
+ * </ul>
+ *
+ * @param isLong {@code true}=多仓方向，{@code false}=空仓方向
+ * @return 有效止损次数
+ */
+ private int getEffectiveStopLossCount(boolean isLong) {
+ if ("single".equals(config.getStopLossCountMode())) {
+ return isLong ? accumulatedLongLossCount : accumulatedShortLossCount;
+ }
+ // "dual" — 双向总次数
+ return accumulatedLongLossCount + accumulatedShortLossCount;
+ }
+
+ /**
+ * 根据加仓配置计算止损追单时的实际下单量。
+ * <p>公式：</p>
+ * <pre>
+ * addMultiplier = floor(effectiveStopLossCount / addPositionInterval)
+ * addQty = addMultiplier × addPositionQuantity
+ * finalQty = min(baseQuantity + addQty, maxPositionPerSide > 0 ? maxPositionPerSide : ∞)
+ * </pre>
+ *
+ * @param isLong {@code true}=多仓方向，{@code false}=空仓方向
+ * @return 实际下单张数（字符串）
+ */
+ private String calculateEntryQuantity(boolean isLong) {
+ int baseQty = Integer.parseInt(config.getBaseQuantity());
+ int interval = config.getAddPositionInterval();
+ int addQtyPerUnit = config.getAddPositionQuantity();
+ int maxPerSide = config.getMaxPositionPerSide();
+
+ int effectiveCount = getEffectiveStopLossCount(isLong);
+ int addMultiplier = interval > 0 ? effectiveCount / interval : 0;
+ int addQty = addMultiplier * addQtyPerUnit;
+ int totalQty = baseQty + addQty;
+
+ if (maxPerSide > 0 && totalQty > maxPerSide) {
+ totalQty = maxPerSide;
+ }
+
+ return String.valueOf(totalQty);
+ }
+
private void handleLongStopLossTriggered(GridElement gridElement, String orderId) {
gridElement.removeLongStopLossOrderId(orderId);
@@ -1300,8 +1347,9 @@
// 止损追单：同一网格可有多笔挂单，不判断 isHasLongOrder，直接挂单
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
-// String size = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
- String size = String.valueOf(config.getBaseQuantity());
+ String size = calculateEntryQuantity(true);
+ log.info("[Gate] 多仓止损追单 有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}",
+ getEffectiveStopLossCount(true), config.getBaseQuantity(), size, config.getStopLossCountMode());
newEntryGrid.getLongTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
@@ -1402,31 +1450,31 @@
}
// ---------- 己方（多仓）盈止（≥6次） ----------
- if (times >= 6 && thresholdPct > 0) {
- int selfPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
- int excess = selfPos - thresholdPosNum;
- if (excess > 0) {
- int perOrderQty = maxPos * DEFAULT_STOP_LOSS_PERCENT / 100;
- if (perOrderQty <= 0) {
- perOrderQty = 1;
- }
- int totalOrders = excess / perOrderQty;
- if (totalOrders <= 0) {
- totalOrders = 1;
- }
- int entryGridId = 0; // 多仓建仓格
- for (int i = 0; i < totalOrders; i++) {
- int tpGridId = entryGridId + 2 * (i + 1); // 朝盈利方向(向上)间隔2格
- GridElement tpElem = GridElement.findById(tpGridId);
- if (tpElem == null) {
- break;
- }
- placeTakeProfitAtGrid(tpElem, true, perOrderQty, times);
- }
- log.info("[Gate] 止损{}→己方多仓止盈, excess:{}, 挂{}单, 每单{}张",
- times, excess, totalOrders, perOrderQty);
- }
- }
+// if (times >= 6 && thresholdPct > 0) {
+// int selfPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
+// int excess = selfPos - thresholdPosNum;
+// if (excess > 0) {
+// int perOrderQty = maxPos * DEFAULT_STOP_LOSS_PERCENT / 100;
+// if (perOrderQty <= 0) {
+// perOrderQty = 1;
+// }
+// int totalOrders = excess / perOrderQty;
+// if (totalOrders <= 0) {
+// totalOrders = 1;
+// }
+// int entryGridId = 0; // 多仓建仓格
+// for (int i = 0; i < totalOrders; i++) {
+// int tpGridId = entryGridId + 2 * (i + 1); // 朝盈利方向(向上)间隔2格
+// GridElement tpElem = GridElement.findById(tpGridId);
+// if (tpElem == null) {
+// break;
+// }
+// placeTakeProfitAtGrid(tpElem, true, perOrderQty, times);
+// }
+// log.info("[Gate] 止损{}→己方多仓止盈, excess:{}, 挂{}单, 每单{}张",
+// times, excess, totalOrders, perOrderQty);
+// }
+// }
}
@@ -1458,31 +1506,31 @@
}
// ---------- 己方（空仓）盈止（≥6次） ----------
- if (times >= 6 && thresholdPct > 0) {
- int selfPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
- int excess = selfPos - thresholdPosNum;
- if (excess > 0) {
- int perOrderQty = maxPos * DEFAULT_STOP_LOSS_PERCENT / 100;
- if (perOrderQty <= 0) {
- perOrderQty = 1;
- }
- int totalOrders = excess / perOrderQty;
- if (totalOrders <= 0) {
- totalOrders = 1;
- }
- int entryGridId = 0; // 空仓建仓格
- for (int i = 0; i < totalOrders; i++) {
- int tpGridId = entryGridId - 2 * (i + 1); // 朝盈利方向(向下)间隔2格
- GridElement tpElem = GridElement.findById(tpGridId);
- if (tpElem == null) {
- break;
- }
- placeTakeProfitAtGrid(tpElem, false, perOrderQty, times);
- }
- log.info("[Gate] 止损{}→己方空仓止盈, excess:{}, 挂{}单, 每单{}张",
- times, excess, totalOrders, perOrderQty);
- }
- }
+// if (times >= 6 && thresholdPct > 0) {
+// int selfPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
+// int excess = selfPos - thresholdPosNum;
+// if (excess > 0) {
+// int perOrderQty = maxPos * DEFAULT_STOP_LOSS_PERCENT / 100;
+// if (perOrderQty <= 0) {
+// perOrderQty = 1;
+// }
+// int totalOrders = excess / perOrderQty;
+// if (totalOrders <= 0) {
+// totalOrders = 1;
+// }
+// int entryGridId = 0; // 空仓建仓格
+// for (int i = 0; i < totalOrders; i++) {
+// int tpGridId = entryGridId - 2 * (i + 1); // 朝盈利方向(向下)间隔2格
+// GridElement tpElem = GridElement.findById(tpGridId);
+// if (tpElem == null) {
+// break;
+// }
+// placeTakeProfitAtGrid(tpElem, false, perOrderQty, times);
+// }
+// log.info("[Gate] 止损{}→己方空仓止盈, excess:{}, 挂{}单, 每单{}张",
+// times, excess, totalOrders, perOrderQty);
+// }
+// }
}
@@ -1510,8 +1558,9 @@
// 止损追单：同一网格可有多笔挂单，不判断 isHasShortOrder，直接挂单
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
-// String size = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
- String size = String.valueOf(config.getBaseQuantity());
+ String size = calculateEntryQuantity(false);
+ log.info("[Gate] 空仓止损追单 有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}",
+ getEffectiveStopLossCount(false), config.getBaseQuantity(), size, config.getStopLossCountMode());
newEntryGrid.getShortTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
--
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