From 7247b46f0f6567520eb036962c954d4c2be17a9d Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 22 Jun 2026 10:36:27 +0800
Subject: [PATCH] feat(gateApi): 实现网格交易止盈止损管理功能
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 1358 +++++++++++++++++++++++++++++++++++++++++++++-------------
1 files changed, 1,056 insertions(+), 302 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 feb3fa0..01bea3a 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -1,5 +1,8 @@
package com.xcong.excoin.modules.gateApi;
+import cn.hutool.core.collection.CollUtil;
+import cn.hutool.core.util.StrUtil;
+import com.xcong.excoin.utils.dingtalk.DingTalkUtils;
import io.gate.gateapi.ApiClient;
import io.gate.gateapi.ApiException;
import io.gate.gateapi.GateApiException;
@@ -11,63 +14,70 @@
import java.io.IOException;
import java.math.BigDecimal;
import java.math.RoundingMode;
-import java.util.ArrayList;
-import java.util.Collections;
-import java.util.List;
+import java.util.*;
+
+import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
+import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionClosesChannelHandler;
+import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionsChannelHandler;
/**
- * Gate 网格交易服务 — 策略核心。
+ * 网格交易策略引擎 — 多空对冲网格。
*
- * <h3>策略</h3>
- * 多空双开基底 → 生成价格网格队列 → K线触达网格线 → 开仓+设止盈 → 队列动态转移。
- * 每根 K 线更新 {@code unrealizedPnl}（浮动盈亏），平仓后累加到 {@code cumulativePnl}（已实现盈亏）。
+ * <h3>策略原理</h3>
+ * 以空仓基底入场价（shortBaseEntryPrice）为价格基准，向上/向下各生成一个价格网格队列。
+ * 价格触发网格层级时挂条件单，成交后自动挂止盈单。每笔止盈盈利 = step - minTick。
*
- * <h3>未实现盈亏公式（正向合约）</h3>
+ * <h3>完整生命周期</h3>
* <pre>
- * 多仓: 持仓量 × 合约乘数 × (计价价格 − 开仓均价)
- * 空仓: 持仓量 × 合约乘数 × (开仓均价 − 计价价格)
- * </pre>
- * 计价价格支持切换：{@link GateConfig.PnLPriceMode#LAST_PRICE 最新成交价} 或
- * {@link GateConfig.PnLPriceMode#MARK_PRICE 标记价格}（通过 {@link #setMarkPrice(BigDecimal)} 注入）。
- * 入场价和持仓量由 {@link #onPositionUpdate(String, Position.ModeEnum, BigDecimal, BigDecimal)} 实时更新。
- *
- * <h3>状态机</h3>
- * <pre>
- * WAITING_KLINE → (首K线) → 异步双开基底
- *
- * 仓位推送(dual_long/dual_short) → 基底成交 → 记录入场价 → 双基底都成交 → 生成队列 → ACTIVE
- *
- * ACTIVE:
- * ├─ 每根K线 → 更新 unrealizedPnl + processShortGrid + processLongGrid
- * │ ├─ 当前价 < 空仓队列元素 → 匹配 → 开空 + 以多仓队列首元素为种子生成新元素加入多仓队列
- * │ └─ 当前价 > 多仓队列元素 → 匹配 → 开多 + 以空仓队列首元素为种子生成新元素加入空仓队列
- * ├─ 仓位推送(非基底) → 设止盈条件单 entry × (1±gridRate)，使用 plan-close-*-position
- * ├─ 保证金≥初始本金 marginRatioLimit → 跳过开仓，队列照常更新
- * ├─ 额外反向开仓：触发价夹在多/空持仓均价之间且多持仓均价>空持仓均价时，额外反向开仓一次
- * └─ cumulativePnl ≥ overallTp 或 ≤ -maxLoss → STOPPED
+ * init() → startGrid() → WAITING_KLINE
+ * ↓
+ * onKline(首根K线) → OPENING → 异步市价双开基底（开多+开空）
+ * ↓
+ * onPositionUpdate() → 基底成交 → baseLongOpened && baseShortOpened
+ * ↓
+ * tryGenerateQueues()
+ * ├── generateShortQueue() ← 空仓价格队列（降序，从 shortBaseEntryPrice-step 向下）
+ * ├── generateLongQueue() ← 多仓价格队列（升序，从 shortBaseEntryPrice+step 向上）
+ * ├── updateGridElements() ← 构建 GridElement 列表 + TraderParam + 全局索引
+ * ├── 挂基座止盈单（ID=0 的 long/short takeProfit）
+ * └── 挂初始条件单（up=-1 多单, down=1 空单）
+ * ↓
+ * state = ACTIVE（每根K线反复执行以下循环）
+ * ↓
+ * onKline() → processLongGrid() + processShortGrid()
+ * ├── 匹配队列元素 → 队列补偿 → 保证金检查
+ * ├── 首元素方向：挂条件开仓单 → 订单ID + GridElement状态同步
+ * └── 反向守卫：在 downGrid 位置挂对向单（价格区间+trigger方向校验）
+ * ↓
+ * onOrderUpdate() ← futures.orders / futures.autoorders 推送
+ * ├── 匹配止盈单ID → 清空止盈状态（已成交）
+ * └── 匹配挂单ID → 挂止盈条件单 → 止盈ID + GridElement状态同步
+ * ↓
+ * onPositionClose() → cumulativePnl 累加
+ * ├── ≥ overallTp → STOPPED
+ * └── ≤ -maxLoss → STOPPED
* </pre>
*
- * <h3>队列转移规则</h3>
- * 触发后不再简单复制 matched 元素到对方队列，而是以对方队列首元素为种子，生成新元素：
- * <ul>
- * <li>空仓队列触发 → 多仓队列新增：以多仓队列首元素（最小价）为基准，生成递减元素</li>
- * <li>多仓队列触发 → 空仓队列新增：以空仓队列首元素（最高价）为基准，生成递增元素</li>
- * </ul>
+ * <h3>仓位线动态调整</h3>
+ * <pre>
+ * onPositionUpdate() 中仓位均价变化后：
+ * longEntryPrice ↑ → 取消 高于 longEntryPrice 的空仓挂单（避免逆势空单）
+ * shortEntryPrice ↓ → 取消 低于 shortEntryPrice 的多仓挂单（避免逆势多单）
+ * </pre>
*
- * <h3>贴近持仓均价过滤</h3>
- * 转移生成新元素时，若新元素与对应方向持仓均价的差距小于 gridRate，则跳过该元素，
- * 避免在持仓成本附近生成无效网格线。
+ * <h3>关键公式</h3>
+ * <pre>
+ * step = shortBaseEntryPrice × gridRate ← 网格绝对步长
+ * minTick = 10^(-priceScale) ← 交易所最小价格单位
+ * 多止盈 = gridPrice + (step - minTick) ← 多仓止盈价
+ * 空止盈 = gridPrice - (step - minTick) ← 空仓止盈价
+ * 单笔盈利 = (step - minTick) × contractMultiplier × quantity ← USDT
+ * </pre>
*
- * <h3>额外反向开仓条件</h3>
- * 当触发价在空仓均价和回撤后的多仓均价之间（即多>空且价格夹在中间），额外反向开仓一次：
- * <ul>
- * <li>空仓队列触发 → 额外开多：需满足 shortEntryPrice < currentPrice < longEntryPrice × (1 − gridRate)</li>
- * <li>多仓队列触发 → 额外开空：需满足 shortEntryPrice × (1 + gridRate) < currentPrice < longEntryPrice</li>
- * </ul>
- *
- * <h3>止盈条件单</h3>
- * 使用 Gate API 的 plan-close-long-position / plan-close-short-position（仓位计划止盈止损），
- * 支持指定张数部分平仓。每次网格触发开仓 quantity 张，只为该批张数创建独立条件单，互不覆盖。
+ * <h3>线程模型</h3>
+ * 所有 WS 回调（onKline/onPositionUpdate/onOrderUpdate 等）在 WS 回调线程中串行执行。
+ * 下单/撤单操作提交到 GateTradeExecutor 的单线程池异步执行，避免阻塞 WS 线程。
+ * stopGrid() 会将 state 设为 STOPPED，后续所有 WS 回调直接返回不再处理。
*
* @author Administrator
*/
@@ -102,10 +112,17 @@
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<>());
+ /** 当前空仓条件单映射：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> currentShortOrderIds = Collections.synchronizedMap(new LinkedHashMap<>());
/** 基底空头入场价 */
private BigDecimal shortBaseEntryPrice;
- /** 基底多头入场价 */
+ /** 基底多头入场价（仅记录，当前未被业务逻辑消费，保留以备后续使用） */
private BigDecimal longBaseEntryPrice;
/** 基底多头是否已开 */
private volatile boolean baseLongOpened = false;
@@ -117,6 +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;
@@ -127,6 +149,7 @@
private volatile BigDecimal shortPositionSize = BigDecimal.ZERO;
private Long userId;
private volatile BigDecimal initialPrincipal = BigDecimal.ZERO;
+ private volatile GateKlineWebSocketClient wsClient;
public GateGridTradeService(GateConfig config) {
this.config = config;
@@ -282,9 +305,28 @@
baseShortOpened = false;
longActive = false;
shortActive = false;
+ accumulatedLongLossCount = 0;
+ accumulatedShortLossCount = 0;
shortPriceQueue.clear();
longPriceQueue.clear();
- log.info("[Gate] 网格策略已启动");
+ currentLongOrderIds.clear();
+ currentShortOrderIds.clear();
+ // 每次重启重新获取当前本金
+ refreshInitialPrincipal();
+
+ log.info("[Gate] 网格策略已启动, 当前本金: {} USDT", initialPrincipal);
+ }
+
+ /**
+ * 重新获取当前账户权益作为初始本金。
+ */
+ private void refreshInitialPrincipal() {
+ try {
+ FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
+ this.initialPrincipal = new BigDecimal(account.getTotal());
+ } catch (Exception e) {
+ log.warn("[Gate] 获取初始化本金失败，使用旧值: {}", initialPrincipal);
+ }
}
/**
@@ -294,6 +336,7 @@
public void stopGrid() {
state = StrategyState.STOPPED;
executor.cancelAllPriceTriggeredOrders();
+ closeExistingPositions();
executor.shutdown();
log.info("[Gate] 策略已停止, 累计盈亏: {}", cumulativePnl);
}
@@ -320,28 +363,88 @@
*/
public void onKline(BigDecimal closePrice) {
lastKlinePrice = closePrice;
- updateUnrealizedPnl();
- if (state == StrategyState.STOPPED) {
- return;
- }
+ //初始化0位置的开仓，并且用空的开仓价格，作为价格基准来划分网格
if (state == StrategyState.WAITING_KLINE) {
+ if (wsClient == null || !wsClient.areAllSubscribed()) {
+ return;
+ }
+
state = StrategyState.OPENING;
- log.info("[Gate] 首根K线到达，开基底仓位...");
- executor.openLong(config.getQuantity(), () -> {
- log.info("[Gate] 基底多单已提交");
+
+ String size = config.getBaseQuantity();
+ log.info("[Gate] 首根K线到达，开基底仓位 多空各{}张...", size);
+ executor.openLong(size, (orderId) -> {
+ TraderParam baseLongTp = TraderParam.builder()
+ .entryOrderId(orderId)
+ .build();
+ config.setBaseLongTraderParam(baseLongTp);
}, null);
- executor.openShort(negate(config.getQuantity()), () -> {
- log.info("[Gate] 基底空单已提交");
+ executor.openShort(negate(size), (orderId) -> {
+ TraderParam baseShortTp = TraderParam.builder()
+ .entryOrderId(orderId)
+ .build();
+ config.setBaseShortTraderParam(baseShortTp);
}, null);
return;
}
- if (state != StrategyState.ACTIVE) {
- return;
+
+// checkProfitAndReset();
+
+
+ if (state == StrategyState.ACTIVE &&
+ longActive == false &&
+ longPositionSize.compareTo(BigDecimal.ZERO) == 0){
+ processShortGrid(closePrice);
}
- processShortGrid(closePrice);
- processLongGrid(closePrice);
+
+
+ if (state == StrategyState.ACTIVE &&
+ 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);
+ }
}
// ---- 仓位推送回调 ----
@@ -354,11 +457,13 @@
* <li><b>有仓位 (size ≠ 0)</b>：
* <ul>
* <li>首次开仓（基底）：标记 baseOpened=true，记录基底入场价，双基底都成交后生成网格队列</li>
- * <li>仓位净增加（size > 之前记录值）：说明网格触发了新开仓 → 取对应方向队列首元素为止盈价，设止盈条件单</li>
- * <li>仓位减少或不变（止盈平仓后）：仅更新 positionSize，不重复设止盈</li>
+ * <li>仓位净减少（size.abs() < 之前记录值）：止盈平仓后 → 检查反向条件单条件 →
+ * 满足时以 entryPrice ± step 为止盈价挂反向市价单（订单ID + 止盈价存入 Map）</li>
* </ul>
* </li>
* <li><b>无仓位 (size = 0)</b>：清空活跃标记和持仓量</li>
+ * <li><b>Map 截断</b>：currentLongOrderIds / currentShortOrderIds 超过 5 个时，
+ * 从 LinkedHashMap 头部删除最旧条目，保留最新 5 个</li>
* </ul>
*
* @param contract 合约名称
@@ -373,61 +478,70 @@
}
boolean hasPosition = size.abs().compareTo(BigDecimal.ZERO) > 0;
-
- if (Position.ModeEnum.DUAL_LONG == mode) {
- if (hasPosition) {
+ if (state == StrategyState.OPENING){
+ if (Position.ModeEnum.DUAL_LONG == mode && hasPosition && !baseLongOpened) {
longActive = true;
+ longPositionSize = size;
longEntryPrice = entryPrice;
- if (!baseLongOpened) {
- longPositionSize = size;
- longBaseEntryPrice = entryPrice;
- baseLongOpened = true;
- log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
- tryGenerateQueues();
- } else if (size.compareTo(longPositionSize) > 0) {
- longPositionSize = size;
- if (longPriceQueue.isEmpty()) {
- log.warn("[Gate] 多仓队列为空，无法设止盈");
- } else {
- BigDecimal tpPrice = longPriceQueue.get(0);
- executor.placeTakeProfit(tpPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_1, ORDER_TYPE_CLOSE_LONG, negate(config.getQuantity()));
- log.info("[Gate] 多单止盈已设, entry:{}, tp:{}, size:{}", entryPrice, tpPrice, negate(config.getQuantity()));
- }
- } else {
- longPositionSize = size;
- }
- } else {
- longActive = false;
- longPositionSize = BigDecimal.ZERO;
- }
- } else if (Position.ModeEnum.DUAL_SHORT == mode) {
- if (hasPosition) {
+ longBaseEntryPrice = entryPrice;
+ baseLongOpened = true;
+ log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
+ tryGenerateQueues();
+ } else if (Position.ModeEnum.DUAL_SHORT == mode && hasPosition && !baseShortOpened) {
shortActive = true;
+ shortPositionSize = size.abs();
shortEntryPrice = entryPrice;
- if (!baseShortOpened) {
- shortPositionSize = size.abs();
- shortBaseEntryPrice = entryPrice;
- baseShortOpened = true;
- log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
- tryGenerateQueues();
- } else if (size.abs().compareTo(shortPositionSize) > 0) {
- shortPositionSize = size.abs();
- if (shortPriceQueue.isEmpty()) {
- log.warn("[Gate] 空仓队列为空，无法设止盈");
- } else {
- BigDecimal tpPrice = shortPriceQueue.get(0);
- executor.placeTakeProfit(tpPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_2, ORDER_TYPE_CLOSE_SHORT, config.getQuantity());
- log.info("[Gate] 空单止盈已设, entry:{}, tp:{}, size:{}", entryPrice, tpPrice, config.getQuantity());
- }
- } else {
- shortPositionSize = size.abs();
- }
- } else {
- shortActive = false;
- shortPositionSize = BigDecimal.ZERO;
+ shortBaseEntryPrice = entryPrice;
+ baseShortOpened = true;
+ log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
+ tryGenerateQueues();
}
+ }
+
+ if (state == StrategyState.ACTIVE){
+ if (Position.ModeEnum.DUAL_LONG == mode) {
+ if (hasPosition) {
+ longActive = true;
+ longPositionSize = size;
+ longEntryPrice = entryPrice;
+ } else {
+
+ log.info("[Gate-0]多仓: {}", shortBaseEntryPrice);
+ longActive = false;
+ longPositionSize = BigDecimal.ZERO;
+ longEntryPrice = BigDecimal.ZERO;
+ }
+ } else if (Position.ModeEnum.DUAL_SHORT == mode) {
+ if (hasPosition) {
+ shortActive = true;
+ shortPositionSize = size.abs();
+ shortEntryPrice = entryPrice;
+ } else {
+
+ log.info("[Gate-0]空仓: {}", shortBaseEntryPrice);
+ shortActive = false;
+ shortPositionSize = BigDecimal.ZERO;
+ shortEntryPrice = BigDecimal.ZERO;
+ }
+ }
+ }
+
+ if (state == StrategyState.ACTIVE && shortActive == false && longActive == false) {
+ try {
+ futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
+ } catch (ApiException e) {
+ 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(); }
+ startGrid();
+ });
+ log.info("[Gate] 重置策略");
+ return;
}
}
@@ -449,264 +563,858 @@
return;
}
cumulativePnl = cumulativePnl.add(pnl);
- log.info("[Gate] 盈亏累加:{}, 方向:{}, 累计:{}", pnl, side, cumulativePnl);
+ updateUnrealizedPnl();
+ BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl);
+ log.info("[Gate] 已实现:{}, 未实现:{}, 合计:{}",
+ cumulativePnl, unrealizedPnl, totalPnl);
+ if(totalPnl.compareTo(config.getMaxLoss().negate()) <= 0) {
+ String logMessage = StrUtil.format("[Gate] 已达亏损风险值(合计{}), 已实现:{}, 未实现:{}",
+ totalPnl, cumulativePnl, unrealizedPnl);
+ log.info(logMessage);
- if (cumulativePnl.compareTo(config.getOverallTp()) >= 0) {
- log.info("[Gate] 已达止盈目标 {}→已停止", cumulativePnl);
- state = StrategyState.STOPPED;
- } else if (cumulativePnl.compareTo(config.getMaxLoss().negate()) <= 0) {
- log.info("[Gate] 已达亏损上限 {}→已停止", cumulativePnl);
- state = StrategyState.STOPPED;
+ DingTalkUtils.getDefault().sendActionCard("风险提醒", logMessage, config.getApiKey(), "");
}
}
+
+
+ /**
+ * 自动订单（条件单）状态变更回调。
+ * 由 {@link com.xcong.excoin.modules.gateApi.wsHandler.handler.AutoOrdersChannelHandler}
+ * 在收到 {@code futures.autoorders} 推送时调用。
+ *
+ * @param orderId 条件单 ID
+ * @param status 订单状态（open / finished / cancelled）
+ * @param reason 变更原因
+ * @param orderType 订单类型（plan-close-long-position 等）
+ */
+ public void onAutoOrder(String orderId, String status, String reason, String orderType, String tradeId) {
+ if (state == StrategyState.STOPPED) {
+ return;
+ }
+ log.info("[Gate] 条件单状态变更, id:{}, status:{}, reason:{}, order_type:{}",
+ orderId, status, reason, orderType);
+ if (!"finished".equals(status)) {
+ 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")) {
+ handleLongStopLossTriggered(longStopLossElem);
+ return;
+ }
+ GridElement shortStopLossElem = GridElement.findByShortStopLossOrderId(orderId);
+// if (shortStopLossElem != null && shortPositionSize.compareTo(BigDecimal.ZERO) > 0 && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
+ if (shortStopLossElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
+ handleShortStopLossTriggered(shortStopLossElem);
+ return;
+ }
+
+ 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")){
+
+ 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);
+ }
+ );
+ }
+ }
+ }
+ }
+ }
+
// ---- 网格队列处理 ----
/**
* 尝试生成网格队列。双基底（多+空）都成交后才触发：
- * 生成空仓队列 + 多仓队列 → 状态切换为 ACTIVE。
+ * <ol>
+ * <li>生成空仓价格队列（降序）和多仓价格队列（升序）</li>
+ * <li>挂初始多仓条件单（触发价 = 多仓队列首元素，rule=NUMBER_1 ≥触发价时开多），
+ * 止盈价 = 触发价 + step，通过 onSuccess 回调将 orderId → 止盈价存入 currentLongOrderIds</li>
+ * <li>挂初始空仓条件单（触发价 = 空仓队列首元素，rule=NUMBER_2 ≤触发价时开空），
+ * 止盈价 = 触发价 − step，通过 onSuccess 回调将 orderId → 止盈价存入 currentShortOrderIds</li>
+ * <li>状态切换为 ACTIVE</li>
+ * </ol>
*/
private void tryGenerateQueues() {
if (baseLongOpened && baseShortOpened) {
generateShortQueue();
generateLongQueue();
+ updateGridElements();
+
+ GridElement baseGridElement = GridElement.findById(0);
+ TraderParam baseLongTraderParam = config.getBaseLongTraderParam();
+ baseGridElement.setLongOrderId(baseLongTraderParam.getEntryOrderId());
+ baseGridElement.setHasLongOrder(true);
+ TraderParam baseShortTraderParam = config.getBaseShortTraderParam();
+ 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();
+// 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 -> {
+ elem.setShortStopLossOrderId(profitId);
+ GridElement.refreshIndices();
+ log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
+ }
+ );
+ }
+
+
+ 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 -> {
+ elem.setLongStopLossOrderId(profitId);
+ GridElement.refreshIndices();
+ log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
+ }
+ );
+ }
+
+ log.info("[Gate] 止损单已全部挂完, 空仓止损: 2~{}, 多仓止损: -2~-{}", shortTime, longTime);
+
state = StrategyState.ACTIVE;
- log.info("[Gate] 网格队列已生成, 空队首:{} → 尾:{}, 多队首:{} → 尾:{}, 已激活",
- shortPriceQueue.get(0), shortPriceQueue.get(shortPriceQueue.size() - 1),
- longPriceQueue.get(0), longPriceQueue.get(longPriceQueue.size() - 1));
}
}
/**
+ * 更新基座止盈信息，将止盈价、订单ID等写入 TraderParam 并回填到 ID=0 的网格元素中。
+ */
+ private void longTakeProfitTraderIdParam(
+ GridElement baseElement,String profitId, boolean flag
+ ) {
+ TraderParam tp = baseElement.getLongTraderParam();
+ tp.setTakeProfitOrderId(profitId);
+ tp.setTakeProfitPlaced(flag);
+ baseElement.setLongTakeProfitOrderId(profitId);
+ GridElement.refreshIndices();
+ }
+ private void shortTakeProfitTraderIdParam(
+ GridElement baseElement,String profitId, boolean flag
+ ) {
+ TraderParam tp = baseElement.getShortTraderParam();
+ tp.setTakeProfitOrderId(profitId);
+ tp.setTakeProfitPlaced(flag);
+ baseElement.setShortTakeProfitOrderId(profitId);
+ GridElement.refreshIndices();
+ }
+
+ private void longEntryTraderIdParam(
+ GridElement baseElement,String entryId,boolean flag
+ ) {
+ TraderParam tp = baseElement.getLongTraderParam();
+ tp.setEntryOrderId(entryId);
+ tp.setEntryOrderPlaced(flag);
+ baseElement.setHasLongOrder(flag);
+ baseElement.setLongOrderId(entryId);
+ GridElement.refreshIndices();
+ }
+
+ private void shortEntryTraderIdParam(
+ GridElement baseElement, String entryId, boolean flag
+ ) {
+ TraderParam tp = baseElement.getShortTraderParam();
+ tp.setEntryOrderId(entryId);
+ tp.setEntryOrderPlaced(flag);
+ baseElement.setHasShortOrder(flag);
+ baseElement.setShortOrderId(entryId);
+ GridElement.refreshIndices();
+ }
+
+ /**
* 生成空仓价格队列。
- * 以空头基底入场价 shortBaseEntryPrice 为基准，按 gridRate 递减生成 gridQueueSize 个价格元素：
- * <pre>shortBaseEntryPrice × (1 − gridRate × i), i=1..gridQueueSize</pre>
+ * 以 shortBaseEntryPrice × gridRate 作为绝对步长 step，存到 config。
+ * 第1个元素 = shortBaseEntryPrice − step，后续依次递减 step，共 gridQueueSize 个。
* 队列降序排列（大→小），方便 processShortGrid 中从头遍历。
*/
private void generateShortQueue() {
shortPriceQueue.clear();
- BigDecimal step = config.getGridRate();
- for (int i = 1; i <= config.getGridQueueSize(); i++) {
- shortPriceQueue.add(shortBaseEntryPrice.multiply(BigDecimal.ONE.subtract(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP));
- }
+ 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;
+ }
+ }
shortPriceQueue.sort((a, b) -> b.compareTo(a));
- //输出队列：shortPriceQueue;
log.info("[Gate] 空队列:{}", shortPriceQueue);
}
/**
* 生成多仓价格队列。
- * 以多头基底入场价 longBaseEntryPrice 为基准，按 gridRate 递增生成 gridQueueSize 个价格元素：
- * <pre>longBaseEntryPrice × (1 + gridRate × i), i=1..gridQueueSize</pre>
+ * 以 shortBaseEntryPrice + step 为首元素，后续依次递增 step，共 gridQueueSize 个。
* 队列升序排列（小→大），方便 processLongGrid 中从头遍历。
*/
private void generateLongQueue() {
longPriceQueue.clear();
- BigDecimal step = config.getGridRate();
- for (int i = 1; i <= config.getGridQueueSize(); i++) {
- longPriceQueue.add(longBaseEntryPrice.multiply(BigDecimal.ONE.add(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP));
+ int prec = config.getPriceScale();
+ BigDecimal step = config.getStep();
+ 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);
}
/**
- * 空仓网格处理（价格跌破空仓队列中的高价）。
+ * 根据当前多空价格队列同步构建网格元素列表，写入 config。
*
- * <h3>匹配规则</h3>
- * 遍历空仓队列（降序），收集所有大于当前价的元素为 matched。
- * 队列为降序排列，一旦遇 price ≤ currentPrice 即停止遍历。
+ * <h3>ID 分配规则</h3>
+ * <ul>
+ * <li>空仓队列：id 从 -1 自减（-1, -2, -3...），第一个元素 upId=0，最后一个 downId=null</li>
+ * <li>位置 0：gridPrice=shortBaseEntryPrice，upId=-1，downId=1，其数据在基座开仓时更新</li>
+ * <li>多仓队列：id 从 1 自增（1, 2, 3...），第一个元素 upId=0，最后一个 downId=null</li>
+ * </ul>
*
- * <h3>执行流程</h3>
- * <ol>
- * <li>匹配队列元素 → 为空则直接返回</li>
- * <li>空仓队列：移除 matched 元素，尾部补充新元素（尾价 × (1 − gridRate) 循环递减）</li>
- * <li>多仓队列：以多仓队列首元素（最小价）为种子，生成 matched.size() 个递减元素加入</li>
- * <li>保证金检查 → 安全则开空一次</li>
- * <li>额外反向开多：若多仓均价 > 空仓均价 且 当前价夹在中间且远离多仓均价</li>
- * </ol>
- *
- * <h3>多仓队列转移过滤</h3>
- * 新增元素若与多仓持仓均价差距小于 gridRate，则跳过该元素（避免在持仓成本附近生成无效网格线）。
+ * <h3>链表关系</h3>
+ * 所有元素通过 upId/downId 串成一条双向链表：
+ * ... → -3 → -2 → -1 → 0 → 1 → 2 → 3 → ...
*/
+ private void updateGridElements() {
+ List<GridElement> elements = new ArrayList<>();
+ int shortSize = shortPriceQueue.size();
+ int longSize = longPriceQueue.size();
+ //根据精度转换成小数
+ int prec = config.getPriceScale();
+ BigDecimal step = config.getStep();
+// 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++) {
+ int id = -(i + 1);
+ Integer upId = (i == 0) ? 0 : id + 1;
+ Integer downId = (i == shortSize - 1) ? null : id - 1;
+ BigDecimal price = shortPriceQueue.get(i);
+ TraderParam longParam = TraderParam.builder()
+ .direction(TraderParam.Direction.LONG)
+ .entryPrice(price)
+ .takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
+ .quantity(qty)
+ .build();
+ TraderParam shortParam = TraderParam.builder()
+ .direction(TraderParam.Direction.SHORT)
+ .entryPrice(price)
+ .takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP))
+ .quantity(qty)
+ .build();
+ elements.add(GridElement.builder()
+ .id(id)
+ .gridPrice(price)
+ .upId(upId)
+ .downId(downId)
+ .longTraderParam(longParam)
+ .shortTraderParam(shortParam)
+ .build());
+ }
+
+ // 位置 0：基底价格，数据在基座开仓时更新
+ {
+ BigDecimal price = shortBaseEntryPrice;
+ TraderParam longParam = TraderParam.builder()
+ .direction(TraderParam.Direction.LONG)
+ .entryPrice(price)
+ .takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
+ .quantity(qty)
+ .build();
+ TraderParam shortParam = TraderParam.builder()
+ .direction(TraderParam.Direction.SHORT)
+ .entryPrice(price)
+ .takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP))
+ .quantity(qty)
+ .build();
+ elements.add(GridElement.builder()
+ .id(0)
+ .gridPrice(price)
+ .upId(shortSize > 0 ? 1 : null)
+ .downId(longSize > 0 ? -1 : null)
+ .longTraderParam(longParam)
+ .shortTraderParam(shortParam)
+ .build());
+ }
+
+ // 多仓队列：id 从 1 自增, longPriceQueue[i] → id=i+1
+ for (int i = 0; i < longSize; i++) {
+ int id = i + 1;
+ Integer downId = (i == 0) ? 0 : id - 1;
+ Integer upId = (i == longSize - 1) ? null : id + 1;
+ BigDecimal price = longPriceQueue.get(i);
+ TraderParam longParam = TraderParam.builder()
+ .direction(TraderParam.Direction.LONG)
+ .entryPrice(price)
+ .takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
+ .quantity(qty)
+ .build();
+ TraderParam shortParam = TraderParam.builder()
+ .direction(TraderParam.Direction.SHORT)
+ .entryPrice(price)
+ .takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP))
+ .quantity(qty)
+ .build();
+ elements.add(GridElement.builder()
+ .id(id)
+ .gridPrice(price)
+ .upId(upId)
+ .downId(downId)
+ .longTraderParam(longParam)
+ .shortTraderParam(shortParam)
+ .build());
+ }
+
+ config.setGridElements(elements);
+ 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) {
- List<BigDecimal> matched = new ArrayList<>();
- synchronized (shortPriceQueue) {
- for (BigDecimal p : shortPriceQueue) {
- if (p.compareTo(currentPrice) > 0) {
- matched.add(p);
- } else {
+ BigDecimal matched = BigDecimal.ZERO;
+ synchronized (totalLongPriceQueue) {
+ for (BigDecimal p : totalLongPriceQueue) {
+ if (p.compareTo(currentPrice) >= 0) {
+ matched = p;
break;
}
}
- }
- log.info("[Gate] 原空队列:{}", shortPriceQueue);
- if (matched.isEmpty()) {
- log.info("[Gate] 空仓队列未触发, 当前价:{}", currentPrice);
- return;
- }
- log.info("[Gate] 空仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);
-
- synchronized (shortPriceQueue) {
- shortPriceQueue.removeAll(matched);
- BigDecimal min = shortPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : shortPriceQueue.get(shortPriceQueue.size() - 1);
- BigDecimal step = config.getGridRate();
- for (int i = 0; i < matched.size(); i++) {
- min = min.multiply(BigDecimal.ONE.subtract(step)).setScale(1, RoundingMode.HALF_UP);
- shortPriceQueue.add(min);
- log.info("[Gate] 空队列增加:{}", min);
+// 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;
}
- shortPriceQueue.sort((a, b) -> b.compareTo(a));
+ GridElement matchedUpGridElement = GridElement.findByPrice(matched);
+ if (matchedUpGridElement != null){
+ if (!matchedUpGridElement.isHasLongOrder()){
+ Integer upId = matchedUpGridElement.getUpId();
+ GridElement newEntryGrid = GridElement.findById(upId);
- log.info("[Gate] 现空队列:{}", shortPriceQueue);
- }
+ if (newEntryGrid != null) {
- synchronized (longPriceQueue) {
- BigDecimal first = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(0);
- BigDecimal step = config.getGridRate();
- for (int i = 1; i <= matched.size(); i++) {
- BigDecimal elem = first.multiply(BigDecimal.ONE.subtract(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP);
- if (longEntryPrice.compareTo(BigDecimal.ZERO) > 0
- && currentPrice.subtract(longEntryPrice).abs().compareTo(longEntryPrice.multiply(step)) < 0) {
- log.info("[Gate] 多队列跳过(price≈longEntry):{}", elem);
- continue;
+ 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);
+ }
+ }
}
- longPriceQueue.add(elem);
- log.info("[Gate] 多队列增加:{}", elem);
}
- longPriceQueue.sort(BigDecimal::compareTo);
- while (longPriceQueue.size() > config.getGridQueueSize()) {
- longPriceQueue.remove(longPriceQueue.size() - 1);
- }
- log.info("[Gate] 现多队列:{}", longPriceQueue);
}
- if (!isMarginSafe()) {
- log.warn("[Gate] 保证金超限，跳过空单开仓");
- } else {
- executor.openShort(negate(config.getQuantity()), null, null);
- if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
- && longEntryPrice.compareTo(BigDecimal.ZERO) > 0
- && longEntryPrice.compareTo(shortEntryPrice) > 0
- && currentPrice.compareTo(shortEntryPrice) > 0
- && currentPrice.compareTo(longEntryPrice.multiply(BigDecimal.ONE.subtract(config.getGridRate()))) < 0) {
- executor.openLong(config.getQuantity(), null, null);
- log.info("[Gate] 触发价在多/空持仓价之间且多>空且远离多仓均价, 额外开多一次, 当前价:{}", currentPrice);
- }
- }
}
- /**
- * 多仓网格处理（价格涨破多仓队列中的低价）。
- *
- * <h3>匹配规则</h3>
- * 遍历多仓队列（升序），收集所有小于当前价的元素为 matched。
- * 队列为升序排列，一旦遇 price ≥ currentPrice 即停止遍历。
- *
- * <h3>执行流程</h3>
- * <ol>
- * <li>匹配队列元素 → 为空则直接返回</li>
- * <li>多仓队列：移除 matched 元素，尾部补充新元素（尾价 × (1 + gridRate) 循环递增）</li>
- * <li>空仓队列：以空仓队列首元素（最高价）为种子，生成 matched.size() 个递增元素加入</li>
- * <li>保证金检查 → 安全则开多一次</li>
- * <li>额外反向开空：若多仓均价 > 空仓均价 且 当前价夹在中间且远离空仓均价</li>
- * </ol>
- *
- * <h3>空仓队列转移过滤</h3>
- * 新增元素若与空仓持仓均价差距小于 gridRate，则跳过该元素（避免在持仓成本附近生成无效网格线）。
- */
private void processLongGrid(BigDecimal currentPrice) {
- List<BigDecimal> matched = new ArrayList<>();
- synchronized (longPriceQueue) {
- for (BigDecimal p : longPriceQueue) {
- if (p.compareTo(currentPrice) < 0) {
- matched.add(p);
- } else {
+ BigDecimal matched = BigDecimal.ZERO;
+ synchronized (totalShortPriceQueue) {
+ for (BigDecimal p : totalShortPriceQueue) {
+ if (p.compareTo(currentPrice) <= 0) {
+ matched = p;
break;
}
}
- }
- log.info("[Gate] 原多队列:{}", longPriceQueue);
- if (matched.isEmpty()) {
- log.info("[Gate] 多仓队列未触发, 当前价:{}", currentPrice);
- return;
- }
-
- log.info("[Gate] 多仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);
-
- synchronized (longPriceQueue) {
- longPriceQueue.removeAll(matched);
- BigDecimal max = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(longPriceQueue.size() - 1);
- BigDecimal step = config.getGridRate();
- for (int i = 0; i < matched.size(); i++) {
- max = max.multiply(BigDecimal.ONE.add(step)).setScale(1, RoundingMode.HALF_UP);
- longPriceQueue.add(max);
-
- log.info("[Gate] 多队列增加:{}", max);
+// 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;
}
- longPriceQueue.sort(BigDecimal::compareTo);
- log.info("[Gate] 现多队列:{}", longPriceQueue);
- }
+ GridElement matchedUpGridElement = GridElement.findByPrice(matched);
+ if (matchedUpGridElement != null){
+ if(!matchedUpGridElement.isHasShortOrder()){
+ Integer downId = matchedUpGridElement.getDownId();
+ GridElement newEntryGrid = GridElement.findById(downId);
- synchronized (shortPriceQueue) {
- BigDecimal first = shortPriceQueue.isEmpty() ? matched.get(0) : shortPriceQueue.get(0);
- BigDecimal step = config.getGridRate();
- for (int i = 1; i <= matched.size(); i++) {
- BigDecimal elem = first.multiply(BigDecimal.ONE.add(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP);
- if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
- && currentPrice.subtract(shortEntryPrice).abs().compareTo(shortEntryPrice.multiply(step)) < 0) {
- log.info("[Gate] 空队列跳过(price≈shortEntry):{}", elem);
- continue;
+ if (newEntryGrid != null) {
+
+ 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 = 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));
+ }
+
+ }
}
- shortPriceQueue.add(elem);
- log.info("[Gate] 空队列增加:{}", elem);
- }
- shortPriceQueue.sort((a, b) -> b.compareTo(a));
- while (shortPriceQueue.size() > config.getGridQueueSize()) {
- shortPriceQueue.remove(shortPriceQueue.size() - 1);
- }
- log.info("[Gate] 现空队列:{}", shortPriceQueue);
- }
-
- if (!isMarginSafe()) {
- log.warn("[Gate] 保证金超限，跳过多单开仓");
- } else {
- executor.openLong(config.getQuantity(), null, null);
- if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
- && longEntryPrice.compareTo(BigDecimal.ZERO) > 0
- && longEntryPrice.compareTo(shortEntryPrice) > 0
- && currentPrice.compareTo(shortEntryPrice.multiply(BigDecimal.ONE.add(config.getGridRate()))) > 0
- && currentPrice.compareTo(longEntryPrice) < 0) {
- executor.openShort(negate(config.getQuantity()), null, null);
- log.info("[Gate] 触发价在多/空持仓价之间且多>空且远离空仓均价, 额外开空一次, 当前价:{}", currentPrice);
}
}
}
- // ---- 保证金安全阀 ----
+ private void handleLongStopLossTriggered(GridElement gridElement) {
+ gridElement.setLongStopLossOrderId(null);
+
+ int gridId = gridElement.getId();
+ log.info("[Gate] 多仓止损触发 gridId:{}, 开始追单", gridId);
+ int newEntryGridId = gridId + 1;
+
+ GridElement newEntryGrid = GridElement.findById(newEntryGridId);
+ if (newEntryGrid == null) {
+ log.warn("[Gate] 多仓止损触发 but gridId:{} 不存在", newEntryGridId);
+ GridElement.refreshIndices();
+ return;
+ }
+
+ // [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) {
+ gridElement.setShortStopLossOrderId(null);
+
+ int gridId = gridElement.getId();
+ log.info("[Gate] 空仓止损触发 gridId:{}, 开始追单", gridId);
+ int newEntryGridId = gridId - 1;
+
+ GridElement newEntryGrid = GridElement.findById(newEntryGridId);
+ if (newEntryGrid == null) {
+ log.warn("[Gate] 空仓止损触发 but gridId:{} 不存在", newEntryGridId);
+ GridElement.refreshIndices();
+ return;
+ }
+
+ // [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);
+ });
+ }
+ }
+
+ // ========== 止盈/止损取消辅助方法 ==========
/**
- * 保证金安全阀检查。
- *
- * <p>实时查询当前保证金占用额（positionInitialMargin），计算其占初始本金的比例。
- * 比例 ≥ marginRatioLimit（默认 20%）时拒绝开仓，但仍照常更新队列。
- *
- * <p>查询失败时默认放行（返回 true），避免因 REST API 异常导致策略完全停滞。
- *
- * @return true=安全可开仓 / false=保证金超限跳过开仓
+ * 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 boolean isMarginSafe() {
- try {
- FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
- BigDecimal margin = new BigDecimal(account.getPositionInitialMargin());
- BigDecimal ratio = margin.divide(initialPrincipal, 4, RoundingMode.HALF_UP);
- log.debug("[Gate] 保证金比例: {}/{}={}", margin, initialPrincipal, ratio);
- return ratio.compareTo(config.getMarginRatioLimit()) < 0;
- } catch (Exception e) {
- log.warn("[Gate] 查保证金失败，默认放行", e);
- return true;
+ 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 = newSlId;
+ executor.placeTakeProfit(
+ triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_LONG,
+ negate(config.getQuantity()),
+ profitId -> {
+ elem.setLongStopLossOrderId(profitId);
+ GridElement.refreshIndices();
+ log.info("[Gate] 多仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
+ }
+ );
+ }
+ }
+
+ 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 = newSlId;
+ executor.placeTakeProfit(
+ triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_SHORT,
+ config.getQuantity(),
+ profitId -> {
+ elem.setShortStopLossOrderId(profitId);
+ GridElement.refreshIndices();
+ log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
+ }
+ );
}
}
@@ -718,6 +1426,50 @@
*/
private String negate(String qty) {
return qty.startsWith("-") ? qty.substring(1) : "-" + qty;
+ }
+
+ /**
+ * 预设标志位后提交条件开仓单，防止异步回调导致的竞态重复挂单。
+ *
+ * <p>在调用 {@link GateTradeExecutor#placeConditionalEntryOrder} 之前同步设置
+ * {@code isHasLongOrder / isHasShortOrder}，关闭 WS 线程与 Executor 线程之间的
+ * 检查-下单时间窗口。API 失败时自动回滚标志位。
+ *
+ * @param gridElement 目标网格元素
+ * @param isLong true=多仓下单，false=空仓下单
+ * @param triggerPrice 触发价
+ * @param rule 触发规则
+ * @param size 开仓张数
+ */
+ private void placeEntryOrderWithPreFlag(GridElement gridElement, boolean isLong,
+ BigDecimal triggerPrice,
+ FuturesPriceTrigger.RuleEnum rule,
+ String size) {
+ if (isLong) {
+ gridElement.setHasLongOrder(true);
+ } else {
+ gridElement.setHasShortOrder(true);
+ }
+ executor.placeConditionalEntryOrder(triggerPrice, rule, size,
+ orderId -> {
+ if (isLong) {
+ longEntryTraderIdParam(gridElement, orderId, true);
+ } else {
+ shortEntryTraderIdParam(gridElement, orderId, true);
+ }
+ },
+ () -> {
+ if (isLong) {
+ gridElement.setHasLongOrder(false);
+ gridElement.setLongOrderId(null);
+ } else {
+ gridElement.setHasShortOrder(false);
+ gridElement.setShortOrderId(null);
+ }
+ GridElement.refreshIndices();
+ log.warn("[Gate] 条件单创建失败，回滚标志位 gridId:{}, isLong:{}", gridElement.getId(), isLong);
+ }
+ );
}
/**
@@ -777,4 +1529,6 @@
public Long getUserId() { return userId; }
/** @return 当前策略状态 */
public StrategyState getState() { return state; }
+ /** 注入WS客户端，用于订阅状态检查 */
+ public void setWsClient(GateKlineWebSocketClient wsClient) { this.wsClient = wsClient; }
}
--
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