From 6f2e031ee0d0e49b09770541aa379bae2fa722d1 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 22 Jun 2026 13:32:52 +0800
Subject: [PATCH] fix(gateApi): 修复网格交易价格队列初始化和方向标识错误
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 480 +++++++++++++++++++++++++++++++++++++++++++++++++----------
1 files changed, 393 insertions(+), 87 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 cf7e2a8..b8854b3 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -14,11 +14,7 @@
import java.io.IOException;
import java.math.BigDecimal;
import java.math.RoundingMode;
-import java.util.ArrayList;
-import java.util.Collections;
-import java.util.LinkedHashMap;
-import java.util.List;
-import java.util.Map;
+import java.util.*;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionClosesChannelHandler;
@@ -116,6 +112,8 @@
private final List<BigDecimal> shortPriceQueue = Collections.synchronizedList(new ArrayList<>());
/** 多仓价格队列，升序排列（小→大），容量 gridQueueSize */
private final List<BigDecimal> longPriceQueue = Collections.synchronizedList(new ArrayList<>());
+ private final List<BigDecimal> totalLongPriceQueue = Collections.synchronizedList(new ArrayList<>());
+ private final List<BigDecimal> totalShortPriceQueue = Collections.synchronizedList(new ArrayList<>());
/** 当前多仓条件单映射：订单ID → 止盈价格，订单成交后通过订单订阅推送匹配止盈 */
private final Map<String, BigDecimal> currentLongOrderIds = Collections.synchronizedMap(new LinkedHashMap<>());
@@ -135,6 +133,11 @@
private volatile boolean shortActive = false;
/** 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;
@@ -302,8 +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
@@ -384,6 +391,10 @@
return;
}
+
+// checkProfitAndReset();
+
+
if (state == StrategyState.ACTIVE &&
longActive == false &&
longPositionSize.compareTo(BigDecimal.ZERO) == 0){
@@ -395,6 +406,46 @@
shortActive == false &&
shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
processLongGrid(closePrice);
+ }
+ }
+
+ /** Gate 永续合约 taker 费率 0.05% */
+ private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.0005");
+ private void checkProfitAndReset() {
+ try {
+
+ BigDecimal target = initialPrincipal.add(config.getExpectedProfit());
+
+ FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
+ BigDecimal unrealisedPnl = new BigDecimal(account.getCrossUnrealisedPnl());
+ BigDecimal available = new BigDecimal(account.getCrossAvailable());
+ BigDecimal totalEquity = unrealisedPnl.add(available);
+
+ // 估算平仓手续费：(多仓张数+空仓张数) × 合约面值 × 当前价 × taker费率
+ BigDecimal totalSize = longPositionSize.abs().add(shortPositionSize.abs());
+ BigDecimal closeContractValue =
+ totalSize.multiply(config.getContractMultiplier()).multiply(lastKlinePrice != null ? lastKlinePrice : BigDecimal.ZERO);
+ BigDecimal estimatedFee = closeContractValue.multiply(TAKER_FEE_RATE);
+ BigDecimal netEquity = totalEquity.subtract(estimatedFee);
+ log.info("[Gate] 盈亏检查,总张数：{}, upl:{}, avail:{}, 合计:{}, 估手续费:{}, 净权益:{}, 目标:{}",
+ totalSize,unrealisedPnl, available, totalEquity, estimatedFee, netEquity, target);
+ if (netEquity.compareTo(target) > 0) {
+ log.info("[Gate] 盈亏达标(净权益{}>目标{})，重置策略", netEquity, target);
+ state = StrategyState.STOPPED;
+ try {
+ futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
+ } catch (ApiException e) {
+ e.printStackTrace();
+ }
+ closeExistingPositions();
+ // 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
+ executor.submitTask(() -> {
+ try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
+ startGrid();
+ });
+ }
+ } catch (Exception e) {
+ log.warn("[Gate] 盈亏检查失败", e);
}
}
@@ -456,6 +507,8 @@
longPositionSize = size;
longEntryPrice = entryPrice;
} else {
+
+ log.info("[Gate-0]多仓: {}", shortBaseEntryPrice);
longActive = false;
longPositionSize = BigDecimal.ZERO;
longEntryPrice = BigDecimal.ZERO;
@@ -466,6 +519,8 @@
shortPositionSize = size.abs();
shortEntryPrice = entryPrice;
} else {
+
+ log.info("[Gate-0]空仓: {}", shortBaseEntryPrice);
shortActive = false;
shortPositionSize = BigDecimal.ZERO;
shortEntryPrice = BigDecimal.ZERO;
@@ -480,6 +535,8 @@
e.printStackTrace();
}
closeExistingPositions();
+
+ state = StrategyState.STOPPED;
// 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
executor.submitTask(() -> {
try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
@@ -542,6 +599,23 @@
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
+ 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();
+ 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
+ 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();
+ 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")) {
@@ -558,21 +632,82 @@
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);
-
- int filledQty = shortGridElement.getId();
- extendShortStopLoss(filledQty);
+ // [Gate-需求2] 加仓后先撤空仓所有止盈+止损，再重挂
+ cancelAllShortTakeProfitsAndStopLosses();
+ extendShortStopLoss(filledQty,shortGridElement.getId());
+ accumulatedShortLossCount = 0; // 加仓订单成交，重置止损累计
log.info("[Gate] 空单成交 gridId:{}", filledQty);
+
+ // 空仓持仓超过baseQuantity时，从gridId-2开始向外追挂止盈
+ BigDecimal shortBaseQty = new BigDecimal(config.getBaseQuantity());
+ BigDecimal shortGridQty = new BigDecimal(config.getQuantity());
+ if (shortPositionSize.compareTo(shortBaseQty) > 0) {
+ BigDecimal shortExcess = shortPositionSize.subtract(shortBaseQty);
+ int shortExcessCount = shortExcess.divide(shortGridQty, 0, RoundingMode.DOWN).intValue();
+ for (int i = 0; i < shortExcessCount; i++) {
+ int tpGridId = shortGridElement.getId() - 2 - i;
+ 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);
+ 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，再重挂
+ cancelAllLongTakeProfitsAndStopLosses();
+ extendLongStopLoss(filledQty,longGridElement.getId());
+ accumulatedLongLossCount = 0; // 加仓订单成交，重置止损累计
log.info("[Gate] 多单成交 gridId:{}", filledQty);
+
+ // 多仓持仓超过baseQuantity时，从gridId+2开始向外追挂止盈
+ BigDecimal longBaseQty = new BigDecimal(config.getBaseQuantity());
+ BigDecimal longGridQty = new BigDecimal(config.getQuantity());
+ if (longPositionSize.compareTo(longBaseQty) > 0) {
+ BigDecimal longExcess = longPositionSize.subtract(longBaseQty);
+ int longExcessCount = longExcess.divide(longGridQty, 0, RoundingMode.DOWN).intValue();
+ for (int i = 0; i < longExcessCount; i++) {
+ int tpGridId = longGridElement.getId() + 2 + i;
+ 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);
+ }
+ );
+ }
+ }
}
}
}
@@ -605,39 +740,84 @@
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);
}
);
}
@@ -700,12 +880,17 @@
*/
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);
BigDecimal elem = shortBaseEntryPrice.subtract(step).setScale(prec, RoundingMode.HALF_UP);
for (int i = 0; i < config.getGridQueueSize(); i++) {
shortPriceQueue.add(elem);
+ totalLongPriceQueue.add( elem);
+ totalShortPriceQueue.add( elem);
+
elem = elem.subtract(step).setScale(prec, RoundingMode.HALF_UP);
if (elem.compareTo(BigDecimal.ZERO) <= 0) {
break;
@@ -727,10 +912,16 @@
BigDecimal elem = shortBaseEntryPrice.add(step).setScale(prec, RoundingMode.HALF_UP);
for (int i = 0; i < config.getGridQueueSize(); i++) {
longPriceQueue.add(elem);
+ totalLongPriceQueue.add( elem);
+ totalShortPriceQueue.add( elem);
elem = elem.add(step).setScale(prec, RoundingMode.HALF_UP);
}
longPriceQueue.sort(BigDecimal::compareTo);
log.info("[Gate] 多队列:{}", longPriceQueue);
+ totalShortPriceQueue.sort((a, b) -> b.compareTo(a));
+ log.info("[Gate] 队列从大到小:{}", totalShortPriceQueue);
+ totalLongPriceQueue.sort(BigDecimal::compareTo);
+ log.info("[Gate] 队列从小到大:{}", totalLongPriceQueue);
}
/**
@@ -754,7 +945,8 @@
//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++) {
@@ -802,8 +994,8 @@
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());
@@ -841,16 +1033,17 @@
log.info("[Gate] 网格元素列表已构建, 共{}个元素 (空仓:{} 位置:0 多仓:{})", elements.size(), shortSize, longSize);
}
+
private void processShortGrid(BigDecimal currentPrice) {
BigDecimal matched = BigDecimal.ZERO;
- synchronized (shortPriceQueue) {
- for (BigDecimal p : shortPriceQueue) {
+ synchronized (totalLongPriceQueue) {
+ for (BigDecimal p : totalLongPriceQueue) {
if (p.compareTo(currentPrice) >= 0) {
matched = p;
- } else {
break;
}
}
+// log.info("[Gate-1] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
if (BigDecimal.ZERO.compareTo( matched) == 0) {
return;
}
@@ -862,24 +1055,27 @@
GridElement newEntryGrid = GridElement.findById(upId);
if (newEntryGrid != null) {
- log.info("[Gate] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
+
+ 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 = config.getBaseQuantity();
+ 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);
- }
-
-
- GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());
- if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
- longEntryTraderIdParam(cancelGridElement, null, false);
- executor.cancelConditionalOrder(cancelGridElement.getLongOrderId(), oid -> {
- log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单", cancelGridElement.getId());
- });
}
}
}
@@ -890,14 +1086,14 @@
private void processLongGrid(BigDecimal currentPrice) {
BigDecimal matched = BigDecimal.ZERO;
- synchronized (longPriceQueue) {
- for (BigDecimal p : longPriceQueue) {
+ synchronized (totalShortPriceQueue) {
+ for (BigDecimal p : totalShortPriceQueue) {
if (p.compareTo(currentPrice) <= 0) {
matched = p;
- } else {
break;
}
}
+// log.info("[Gate-3] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
if (BigDecimal.ZERO.compareTo( matched) == 0) {
return;
}
@@ -909,26 +1105,31 @@
GridElement newEntryGrid = GridElement.findById(downId);
if (newEntryGrid != null) {
- log.info("[Gate] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
+
+ 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
+ */
+ if (cancelGridElement != null && cancelGridElement.isHasShortOrder()) {
+ String shortOrderId = cancelGridElement.getShortOrderId();
+ executor.cancelConditionalOrder(shortOrderId, oid -> {
+ 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 = config.getBaseQuantity();
+ 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));
- }
-
- GridElement cancelGridElement = GridElement.findById(newEntryGrid.getDownId());
- /**
- * 看是否有空仓挂单，有就取消
- */
- if (cancelGridElement != null && cancelGridElement.isHasShortOrder()) {
- shortEntryTraderIdParam(cancelGridElement, null, false);
- executor.cancelConditionalOrder(cancelGridElement.getShortOrderId(), oid -> {
- log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单", cancelGridElement.getId());
- });
}
}
@@ -951,12 +1152,49 @@
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) {
@@ -973,28 +1211,81 @@
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) {
+ 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();
@@ -1004,19 +1295,34 @@
}
}
- 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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