From 7204221f0c7a72e95a359400a2a905a7dde3f163 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Thu, 24 Sep 2026 14:23:57 +0800
Subject: [PATCH] fix(gateApi): 修正分散止盈逻辑中网格数量分配算法
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 365 +++++++++++++++++++++++++++++++++++++++++++++++-----
1 files changed, 329 insertions(+), 36 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 0d0b369..d8d8c1c 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -19,6 +19,7 @@
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.*;
+import java.util.concurrent.ConcurrentHashMap;
import java.util.concurrent.atomic.AtomicBoolean;
import java.util.concurrent.atomic.AtomicInteger;
@@ -160,6 +161,11 @@
private volatile int lastShortStopLossGridId = Integer.MAX_VALUE;
/** 自定义止损模式激活标记：true=尚未发生第一次止损触发，第一次触发后置 false（触发未触发侧重挂默认） */
private final AtomicBoolean dualStopLossModeActive = new AtomicBoolean(false);
+
+ /** 止盈触发对向加仓：多仓止盈→空仓开仓单ID → 网格ID（成交后在该网格+1挂空仓止损） */
+ private final Map<String, Integer> tpOppositeShortOrderGridMap = new ConcurrentHashMap<>();
+ /** 止盈触发对向加仓：空仓止盈→多仓开仓单ID → 网格ID（成交后在该网格-1挂多仓止损） */
+ private final Map<String, Integer> tpOppositeLongOrderGridMap = new ConcurrentHashMap<>();
private volatile BigDecimal lastKlinePrice;
private volatile BigDecimal markPrice = BigDecimal.ZERO;
@@ -529,7 +535,7 @@
config.isPriceDriveEnabled() &&
longActive == false &&
longPositionSize.compareTo(BigDecimal.ZERO) == 0){
- processShortGrid(closePrice);
+ processLongGrid(closePrice);
}
@@ -537,7 +543,7 @@
config.isPriceDriveEnabled() &&
shortActive == false &&
shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
- processLongGrid(closePrice);
+ processShortGrid(closePrice);
}
}
@@ -786,9 +792,27 @@
return;
}
+ // 止盈单成交 → 清理止盈状态，并按配置触发对向加仓
+ GridElement longTpElem = GridElement.findByLongTakeProfitOrderId(orderId);
+ if (longTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
+ handleLongTakeProfitTriggered(longTpElem, orderId);
+ return;
+ }
+ GridElement shortTpElem = GridElement.findByShortTakeProfitOrderId(orderId);
+ if (shortTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
+ handleShortTakeProfitTriggered(shortTpElem, orderId);
+ return;
+ }
+
GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
if (shortGridElement != null) {
if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
+ // 止盈触发的对向加仓空仓开仓单成交 → 在网格+1挂空仓止损
+ Integer tpOppositeGridId = tpOppositeShortOrderGridMap.remove(orderId);
+ if (tpOppositeGridId != null) {
+ handleTpOppositeShortAddFilled(shortGridElement, tpOppositeGridId);
+ return;
+ }
int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
shortEntryTraderIdParam(shortGridElement, orderId, false);
@@ -831,6 +855,12 @@
if (longGridElement != null) {
if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")){
+ // 止盈触发的对向加仓多仓开仓单成交 → 在网格-1挂多仓止损
+ Integer tpOppositeGridId = tpOppositeLongOrderGridMap.remove(orderId);
+ if (tpOppositeGridId != null) {
+ handleTpOppositeLongAddFilled(longGridElement, tpOppositeGridId);
+ return;
+ }
int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
longEntryTraderIdParam(longGridElement, orderId, false);
@@ -867,6 +897,233 @@
}
}
+ }
+
+
+ /**
+ * 多仓止盈单成交：清理止盈状态，并按配置在对向（空仓）挂开仓单。
+ *
+ * @param tpElem 触发止盈的网格元素
+ * @param orderId 止盈单 ID
+ */
+ private void handleLongTakeProfitTriggered(GridElement tpElem, String orderId) {
+ // 清理前判断：当前是否为该方向最后一个止盈单（最后一个不触发对向加仓）
+ boolean isLastTp = GridElement.getLongTakeProfitCount() <= 1;
+ // 清理止盈单状态（已成交）
+ longTakeProfitTraderIdParam(tpElem, null, false);
+ log.info("[Gate] 多仓止盈触发 gridId:{}, orderId:{}, 剩余止盈:{}", tpElem.getId(), orderId,
+ GridElement.getLongTakeProfitCount());
+
+ // 止盈依次上移：先取消之前挂的对向空开仓单，再挂新单
+ cancelTpOppositeShortEntries();
+
+ if (!config.isTpTriggerOppositeAddEnabled()) {
+ return;
+ }
+ if (isLastTp) {
+ log.info("[Gate] 多仓止盈为最后一个, 不触发对向加仓, gridId:{}", tpElem.getId());
+ return;
+ }
+ int qty = config.getTpTriggerOppositeAddQuantity();
+ if (qty <= 0) {
+ return;
+ }
+ // 多仓止盈在 gridId=N 成交，对向空仓开仓单挂在 gridId=N-1
+ int targetGridId = tpElem.getId() - 1;
+ GridElement target = GridElement.findById(targetGridId);
+ if (target == null) {
+ log.warn("[Gate] 止盈触发对向加仓: 目标网格不存在, 止盈gridId:{}, 目标gridId:{}", tpElem.getId(), targetGridId);
+ return;
+ }
+ placeOppositeAddShortEntry(target, tpElem, qty);
+ }
+
+ /**
+ * 空仓止盈单成交：清理止盈状态，并按配置在对向（多仓）挂开仓单。
+ *
+ * @param tpElem 触发止盈的网格元素
+ * @param orderId 止盈单 ID
+ */
+ private void handleShortTakeProfitTriggered(GridElement tpElem, String orderId) {
+ // 清理前判断：当前是否为该方向最后一个止盈单（最后一个不触发对向加仓）
+ boolean isLastTp = GridElement.getShortTakeProfitCount() <= 1;
+ // 清理止盈单状态（已成交）
+ shortTakeProfitTraderIdParam(tpElem, null, false);
+ log.info("[Gate] 空仓止盈触发 gridId:{}, orderId:{}, 剩余止盈:{}", tpElem.getId(), orderId,
+ GridElement.getShortTakeProfitCount());
+
+ // 止盈依次下移：先取消之前挂的对向多开仓单，再挂新单
+ cancelTpOppositeLongEntries();
+
+ if (!config.isTpTriggerOppositeAddEnabled()) {
+ return;
+ }
+ if (isLastTp) {
+ log.info("[Gate] 空仓止盈为最后一个, 不触发对向加仓, gridId:{}", tpElem.getId());
+ return;
+ }
+ int qty = config.getTpTriggerOppositeAddQuantity();
+ if (qty <= 0) {
+ return;
+ }
+ // 空仓止盈在 gridId=N 成交，对向多仓开仓单挂在 gridId=N+1
+ int targetGridId = tpElem.getId() + 1;
+ GridElement target = GridElement.findById(targetGridId);
+ if (target == null) {
+ log.warn("[Gate] 止盈触发对向加仓: 目标网格不存在, 止盈gridId:{}, 目标gridId:{}", tpElem.getId(), targetGridId);
+ return;
+ }
+ placeOppositeAddLongEntry(target, tpElem, qty);
+ }
+
+ /**
+ * 取消所有已挂未成交的对向空仓开仓单（止盈依次上移时，取消旧位置的开仓单）。
+ */
+ private void cancelTpOppositeShortEntries() {
+ if (tpOppositeShortOrderGridMap.isEmpty()) {
+ return;
+ }
+ List<String> orderIds = new ArrayList<>(tpOppositeShortOrderGridMap.keySet());
+ tpOppositeShortOrderGridMap.clear();
+ for (String oid : orderIds) {
+ GridElement elem = GridElement.findByShortOrderId(oid);
+ if (elem != null) {
+ elem.removeShortOrderId(oid);
+ elem.setHasShortOrder(elem.hasShortOrderIds());
+ }
+ executor.cancelConditionalOrder(oid, o -> {});
+ log.info("[Gate] 取消对向空开仓单, orderId:{}", oid);
+ }
+ GridElement.refreshIndices();
+ }
+
+ /**
+ * 取消所有已挂未成交的对向多仓开仓单（止盈依次下移时，取消旧位置的开仓单）。
+ */
+ private void cancelTpOppositeLongEntries() {
+ if (tpOppositeLongOrderGridMap.isEmpty()) {
+ return;
+ }
+ List<String> orderIds = new ArrayList<>(tpOppositeLongOrderGridMap.keySet());
+ tpOppositeLongOrderGridMap.clear();
+ for (String oid : orderIds) {
+ GridElement elem = GridElement.findByLongOrderId(oid);
+ if (elem != null) {
+ elem.removeLongOrderId(oid);
+ elem.setHasLongOrder(elem.hasLongOrderIds());
+ }
+ executor.cancelConditionalOrder(oid, o -> {});
+ log.info("[Gate] 取消对向多开仓单, orderId:{}", oid);
+ }
+ GridElement.refreshIndices();
+ }
+
+ /**
+ * 在目标网格挂空仓对向开仓单，并记录订单ID→网格ID映射，供成交后挂止损。
+ */
+ private void placeOppositeAddShortEntry(GridElement target, GridElement tpElem, int qty) {
+ target.setHasShortOrder(true);
+ executor.placeConditionalEntryOrder(
+ target.getGridPrice(),
+ FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ negate(String.valueOf(qty)),
+ orderId -> {
+ tpOppositeShortOrderGridMap.put(orderId, target.getId());
+ shortEntryTraderIdParam(target, orderId, true);
+ log.info("[Gate] 多仓止盈触发对向加仓, 止盈gridId:{}, 空仓开仓gridId:{}, 数量:{}张, orderId:{}",
+ tpElem.getId(), target.getId(), qty, orderId);
+ },
+ () -> {
+ if (!target.hasShortOrderIds()) {
+ target.setHasShortOrder(false);
+ }
+ GridElement.refreshIndices();
+ log.warn("[Gate] 多仓止盈触发对向加仓挂单失败, 止盈gridId:{}, 目标gridId:{}",
+ tpElem.getId(), target.getId());
+ }
+ );
+ }
+
+ /**
+ * 在目标网格挂多仓对向开仓单，并记录订单ID→网格ID映射，供成交后挂止损。
+ */
+ private void placeOppositeAddLongEntry(GridElement target, GridElement tpElem, int qty) {
+ target.setHasLongOrder(true);
+ executor.placeConditionalEntryOrder(
+ target.getGridPrice(),
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ String.valueOf(qty),
+ orderId -> {
+ tpOppositeLongOrderGridMap.put(orderId, target.getId());
+ longEntryTraderIdParam(target, orderId, true);
+ log.info("[Gate] 空仓止盈触发对向加仓, 止盈gridId:{}, 多仓开仓gridId:{}, 数量:{}张, orderId:{}",
+ tpElem.getId(), target.getId(), qty, orderId);
+ },
+ () -> {
+ if (!target.hasLongOrderIds()) {
+ target.setHasLongOrder(false);
+ }
+ GridElement.refreshIndices();
+ log.warn("[Gate] 空仓止盈触发对向加仓挂单失败, 止盈gridId:{}, 目标gridId:{}",
+ tpElem.getId(), target.getId());
+ }
+ );
+ }
+
+ /**
+ * 对向加仓空仓开仓单成交：在网格+1 挂空仓止损。
+ *
+ * @param elem 开仓单成交的网格元素
+ * @param oppositeGridId 记录的对向开仓网格ID
+ */
+ private void handleTpOppositeShortAddFilled(GridElement elem, int oppositeGridId) {
+ int qty = Integer.parseInt(elem.getShortTraderParam().getQuantity());
+ int stopLossGridId = oppositeGridId + 1;
+ GridElement slElem = GridElement.findById(stopLossGridId);
+ if (slElem == null) {
+ log.warn("[Gate] 对向加仓止损位置不存在, 开仓gridId:{}, 止损gridId:{}", oppositeGridId, stopLossGridId);
+ return;
+ }
+ executor.placeTakeProfit(
+ slElem.getGridPrice(),
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_SHORT,
+ String.valueOf(qty),
+ profitId -> {
+ slElem.addShortStopLossOrderId(profitId);
+ GridElement.refreshIndices();
+ log.info("[Gate] 对向加仓空仓止损已挂, 开仓gridId:{}, 止损gridId:{}, 数量:{}张, stopLossId:{}",
+ oppositeGridId, stopLossGridId, qty, profitId);
+ }
+ );
+ }
+
+ /**
+ * 对向加仓多仓开仓单成交：在网格-1 挂多仓止损。
+ *
+ * @param elem 开仓单成交的网格元素
+ * @param oppositeGridId 记录的对向开仓网格ID
+ */
+ private void handleTpOppositeLongAddFilled(GridElement elem, int oppositeGridId) {
+ int qty = Integer.parseInt(elem.getLongTraderParam().getQuantity());
+ int stopLossGridId = oppositeGridId - 1;
+ GridElement slElem = GridElement.findById(stopLossGridId);
+ if (slElem == null) {
+ log.warn("[Gate] 对向加仓止损位置不存在, 开仓gridId:{}, 止损gridId:{}", oppositeGridId, stopLossGridId);
+ return;
+ }
+ executor.placeTakeProfit(
+ slElem.getGridPrice(),
+ FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_LONG,
+ negate(String.valueOf(qty)),
+ profitId -> {
+ slElem.addLongStopLossOrderId(profitId);
+ GridElement.refreshIndices();
+ log.info("[Gate] 对向加仓多仓止损已挂, 开仓gridId:{}, 止损gridId:{}, 数量:{}张, stopLossId:{}",
+ oppositeGridId, stopLossGridId, qty, profitId);
+ }
+ );
}
@@ -948,12 +1205,6 @@
generateShortQueue();
generateLongQueue();
updateGridElements();
-
- GridElement baseGridElement = GridElement.findById(0);
- baseGridElement.setLongOrderId(baseLongTraderParam.getEntryOrderId());
- baseGridElement.setHasLongOrder(true);
- baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
- baseGridElement.setHasShortOrder(true);
// // 空仓止损对应的多仓止盈：多仓止盈挂在ID=3
// int tpGridIdLong = 3;
@@ -1449,7 +1700,8 @@
}
- private void processShortGrid(BigDecimal currentPrice) {
+ /** 多仓仓位归零后，在当前价上方最近网格重新挂多单（遍历 totalLongPriceQueue 升序）。 */
+ private void processLongGrid(BigDecimal currentPrice) {
BigDecimal matched = BigDecimal.ZERO;
synchronized (totalLongPriceQueue) {
for (BigDecimal p : totalLongPriceQueue) {
@@ -1475,7 +1727,7 @@
// String quantity = String.valueOf(config.getBaseQuantity());
- String quantity = calculateEntryQuantity(true);
+ String quantity = calculateEntryQuantity(true, false);
// 向下检查是否已有多单挂在更低价格网格，有则跳过（防止价格回升后重复挂单）
boolean hasLongOrderBelow = false;
GridElement checkDownCursor = GridElement.findById(newEntryGrid.getDownId());
@@ -1522,7 +1774,8 @@
}
- private void processLongGrid(BigDecimal currentPrice) {
+ /** 空仓仓位归零后，在当前价下方最近网格重新挂空单（遍历 totalShortPriceQueue 降序）。 */
+ private void processShortGrid(BigDecimal currentPrice) {
BigDecimal matched = BigDecimal.ZERO;
synchronized (totalShortPriceQueue) {
for (BigDecimal p : totalShortPriceQueue) {
@@ -1548,7 +1801,7 @@
// String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
// String quantity = String.valueOf(config.getBaseQuantity());
- String quantity = calculateEntryQuantity(false);
+ String quantity = calculateEntryQuantity(false, false);
// 向上检查是否已有空单挂在更高价格网格，有则跳过（防止价格回落后重复挂单）
boolean hasShortOrderAbove = false;
GridElement checkUpCursor = GridElement.findById(newEntryGrid.getUpId());
@@ -1571,7 +1824,7 @@
GridElement finalCancelCursor = cancelCursor;
executor.cancelConditionalOrder(shortOrderId, oid -> {
shortEntryTraderIdParam(finalCancelCursor, shortOrderId, false);
- log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", finalCancelCursor.getId(), shortOrderId);
+ log.info("[Gate] 空仓仓位归零, 取消gridId:{}的空单{}", finalCancelCursor.getId(), shortOrderId);
});
}
}
@@ -1582,7 +1835,7 @@
if (!newEntryGrid.isHasShortOrder() && !hasShortOrderAbove){
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
String size = quantity;
- log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
+ log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张空单",
newEntryGrid.getId(), size);
newEntryGrid.getShortTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
@@ -1616,19 +1869,27 @@
}
/**
- * 根据加仓配置计算止损追单时的实际下单量。
+ * 根据加仓配置计算入场/追单时的实际下单量。
* <p>公式：</p>
* <pre>
* divisor = addPositionInterval + 1
* addMultiplier = floor(effectiveStopLossCount / divisor)
* addQty = addMultiplier × addPositionQuantity
- * finalQty = min(baseQuantity + addQty, maxPositionPerSide > 0 ? maxPositionPerSide : ∞)
+ * finalQty = min(baseQuantity + addQty, upperLimit)
* </pre>
+ * <p>上限 upperLimit：</p>
+ * <ul>
+ * <li>{@code respectCurrentPosition=false}：{@code upperLimit = maxPositionPerSide}
+ * （仓位归零重新入场，仅限制单次下单量）</li>
+ * <li>{@code respectCurrentPosition=true}：{@code upperLimit = maxPositionPerSide - 当前持仓}
+ * （止损追单，保证单边总持仓 ≤ maxPositionPerSide）</li>
+ * </ul>
*
- * @param isLong {@code true}=多仓方向，{@code false}=空仓方向
+ * @param isLong {@code true}=多仓方向，{@code false}=空仓方向
+ * @param respectCurrentPosition {@code true}=按「单边总持仓 ≤ maxPositionPerSide」扣减当前持仓；{@code false}=仅限制单次下单量
* @return 实际下单张数（字符串）
*/
- private String calculateEntryQuantity(boolean isLong) {
+ private String calculateEntryQuantity(boolean isLong, boolean respectCurrentPosition) {
int baseQty = Integer.parseInt(config.getBaseQuantity());
int interval = config.getAddPositionInterval();
int addQtyPerUnit = config.getAddPositionQuantity();
@@ -1645,8 +1906,22 @@
int addQty = addMultiplier * addQtyPerUnit;
int totalQty = baseQty + addQty;
- if (maxPerSide > 0 && totalQty > maxPerSide) {
- totalQty = maxPerSide;
+ if (maxPerSide > 0) {
+ int upperLimit = maxPerSide;
+ if (respectCurrentPosition) {
+ // 止损追单：单边总持仓不得超过 maxPerSide，追单量 = maxPerSide - 当前持仓。
+ // 止损单刚成交、WS 持仓推送尚未到达，必须用 REST 实时查询绕过 WS 缓存时序竞态，
+ // 否则会取到滞后的旧持仓（如止损前仍为 10），把追单量错误扣减。
+ int currentPos = isLong
+ ? queryPositionSize(Position.ModeEnum.DUAL_LONG)
+ : queryPositionSize(Position.ModeEnum.DUAL_SHORT);
+ upperLimit = maxPerSide - currentPos;
+ }
+ if (upperLimit <= 0) {
+ totalQty = 0;
+ } else if (totalQty > upperLimit) {
+ totalQty = upperLimit;
+ }
}
return String.valueOf(totalQty);
@@ -1685,12 +1960,16 @@
// 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 = calculateEntryQuantity(true);
+ String size = calculateEntryQuantity(true, 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);
+ if (Integer.parseInt(size) <= 0) {
+ log.warn("[Gate] 多仓止损追单 当前持仓已达单边上限({}), 跳过挂单", config.getMaxPositionPerSide());
+ } else {
+ newEntryGrid.getLongTraderParam().setQuantity(size);
+ placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
+ }
// 取消 gridId+2 位置的所有多单
int cancelGridId = gridId + 2;
@@ -1744,12 +2023,16 @@
// 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 = calculateEntryQuantity(false);
+ String size = calculateEntryQuantity(false, true);
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));
+ if (Integer.parseInt(size) <= 0) {
+ log.warn("[Gate] 空仓止损追单 当前持仓已达单边上限({}), 跳过挂单", config.getMaxPositionPerSide());
+ } else {
+ newEntryGrid.getShortTraderParam().setQuantity(size);
+ placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
+ }
// 取消 gridId-2 位置的所有空单
int cancelGridId = gridId - 2;
@@ -1995,7 +2278,7 @@
}
// [Gate] 止损只针对初始开仓仓位(baseQuantity)，加仓部分只做止盈
- int totalOrders = baseQty / qty;
+ int totalOrders = filledQty / qty;
int[] orders = new int[gridCount];
if (gridCount == 1) {
@@ -2058,7 +2341,7 @@
}
// [Gate] 止损只针对初始开仓仓位(baseQuantity)，加仓部分只做止盈
- int totalOrders = baseQty / qty;
+ int totalOrders = filledQty / qty;
int[] orders = new int[gridCount];
if (gridCount == 1) {
@@ -2608,9 +2891,11 @@
}
/**
- * 分散止盈：把超出基础仓位的部分，从入场网格下一格开始逐格挂止盈单，一直挂到对手盘止损位。
+ * 分散止盈：把超出基础仓位的部分，从入场网格下一格开始逐格挂止盈单，
+ * 一直挂到对手盘止损位的前一格（不含止损位那一格）。
*
- * <p>数量分配：excessQty ÷ 网格数向下取整，余数全部挂在最后一个止盈网格（对手盘止损位）。
+ * <p>数量分配：每个网格至少挂 1 张；当 excessQty < 网格数时，张数不够则从起点逐格各挂 1 张、
+ * 挂满 excessQty 张即停止；当 excessQty ≥ 网格数时，每格 excessQty÷n，余数堆最后一格（即止损位的前一格）。
*
* <p>方向：多仓成交向价格更高方向（id 递增）铺到空仓第一止损位；
* 空仓成交向价格更低方向（id 递减）铺到多仓第一止损位。
@@ -2631,9 +2916,10 @@
log.warn("[Gate] {}分散止盈失败：未找到对手盘止损位", isLong ? "多仓" : "空仓");
return;
}
- int endId = endElem.getId();
int dir = isLong ? 1 : -1;
int startId = entryGridId + dir;
+ // 分配范围到止损位的前一格截止（不含止损位那一格）
+ int endId = endElem.getId() - dir;
// 终点必须在起点前进方向上，否则退化为集中止盈（全部挂对手盘止损位）
boolean valid = isLong ? (endId >= startId) : (endId <= startId);
@@ -2670,9 +2956,16 @@
int remainder = excessQty % n;
for (int i = 0; i < n; i++) {
- int qty = perGrid;
- if (i == n - 1) {
- qty += remainder;
+ int qty;
+ if (excessQty >= n) {
+ // 超额仓位 ≥ 网格数：每格 perGrid，余数堆最后一格（即止损位的前一格）
+ qty = perGrid;
+ if (i == n - 1) {
+ qty += remainder;
+ }
+ } else {
+ // 超额仓位 < 网格数：前 excessQty 个网格各挂 1 张，其余不挂（避免退化为合并止盈）
+ qty = (i < excessQty) ? 1 : 0;
}
if (qty <= 0) {
continue;
--
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