From 7491d19c0412712080f23c389eb2f1bfa2924e09 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Tue, 19 May 2026 11:37:10 +0800
Subject: [PATCH] ``` fix(gate): 修复网格交易中订单状态更新处理逻辑
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 183 +++++++++++++++++++++++++++++++++++++++++----
1 files changed, 164 insertions(+), 19 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 9c720ec..a1ecfc3 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 +1,6 @@
package com.xcong.excoin.modules.gateApi;
+import cn.hutool.core.collection.CollUtil;
import io.gate.gateapi.ApiClient;
import io.gate.gateapi.ApiException;
import io.gate.gateapi.GateApiException;
@@ -432,6 +433,13 @@
tryGenerateQueues();
}else {
longPositionSize = size;
+ //取消多仓位线以上的开空仓挂单
+ List<GridElement> allShortOrders = GridElement.findAllShortOrders(longEntryPrice);
+ if (CollUtil.isNotEmpty(allShortOrders)){
+ for (GridElement e : allShortOrders) {
+ executor.cancelOrder(e.getShortOrderId());
+ }
+ }
}
} else {
longActive = false;
@@ -449,6 +457,13 @@
tryGenerateQueues();
}else {
shortPositionSize = size.abs();
+ //取消多仓位线以上的开空仓挂单
+ List<GridElement> allLongOrders = GridElement.findAllLongOrders(shortEntryPrice);
+ if (CollUtil.isNotEmpty(allLongOrders)){
+ for (GridElement e : allLongOrders) {
+ executor.cancelOrder(e.getShortOrderId());
+ }
+ }
}
} else {
shortActive = false;
@@ -585,6 +600,125 @@
}
}
+ /**
+ * 用户私有成交回调。由 {@link com.xcong.excoin.modules.gateApi.wsHandler.handler.UserTradesChannelHandler}
+ * 在收到 {@code futures.usertrades} 推送时调用。
+ *
+ * @param contract 合约名称
+ * @param orderId 订单 ID
+ * @param price 成交价格
+ * @param size 成交数量
+ * @param role 用户角色（maker / taker）
+ * @param fee 手续费
+ */
+ public void onUserTrade(String contract, String orderId, BigDecimal price, String size, String role, BigDecimal fee) {
+ if (state == StrategyState.STOPPED) {
+ return;
+ }
+ log.info("[Gate] 成交明细, 合约:{}, 订单ID:{}, 价格:{}, 数量:{}, 角色:{}, 手续费:{}",
+ contract, orderId, price, size, role, fee);
+ }
+
+ /**
+ * 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) {
+ 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;
+ }
+
+ /**
+ * 匹配止盈单止盈
+ */
+ GridElement byLongTakeProfitOrderId = GridElement.findByLongTakeProfitOrderId(orderId);
+ if (byLongTakeProfitOrderId != null){
+ longTakeProfitTraderIdParam(
+ byLongTakeProfitOrderId,
+ null,
+ false
+ );
+ longEntryTraderIdParam(
+ byLongTakeProfitOrderId,
+ null,
+ false
+ );
+ }
+ GridElement byShortTakeProfitOrderId = GridElement.findByShortTakeProfitOrderId(orderId);
+ if (byShortTakeProfitOrderId != null){
+ shortTakeProfitTraderIdParam(
+ byShortTakeProfitOrderId,
+ null,
+ false
+ );
+ shortEntryTraderIdParam(
+ byShortTakeProfitOrderId,
+ null,
+ false
+ );
+ }
+
+ /**
+ * 匹配挂单
+ */
+ GridElement longGridElement = GridElement.findByLongOrderId(orderId);
+ if (longGridElement != null) {
+ if (longGridElement.isHasLongOrder()){
+ if (longGridElement.getLongTakeProfitOrderId() == null){
+ BigDecimal longTp = longGridElement.getLongTraderParam().getTakeProfitPrice();
+ if (longTp != null) {
+ executor.placeTakeProfit(longTp,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_LONG,
+ negate(config.getQuantity()),
+ (profitId) -> {
+ longTakeProfitTraderIdParam(
+ longGridElement,
+ profitId,
+ true
+ );
+ });
+ log.info("[Gate] 多单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, longTp, negate(config.getQuantity()));
+ return;
+ }
+ }
+ }
+ }
+ GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
+ if (shortGridElement != null) {
+ if (shortGridElement.isHasShortOrder()){
+ if (shortGridElement.getShortTakeProfitOrderId() == null){
+ BigDecimal shortTp = shortGridElement.getShortTraderParam().getTakeProfitPrice();
+ if (shortTp != null) {
+ executor.placeTakeProfit(shortTp,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_SHORT,
+ config.getQuantity(),
+ (profitId) -> {
+ shortTakeProfitTraderIdParam(
+ shortGridElement,
+ profitId,
+ true
+ );
+ });
+ log.info("[Gate] 空单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, shortTp, config.getQuantity());
+ }
+ }
+ }
+ }
+ }
+
// ---- 网格队列处理 ----
/**
@@ -616,6 +750,7 @@
GridElement baseGridElement = GridElement.findById(0);
TraderParam baseLongTraderParam = config.getBaseLongTraderParam();
baseGridElement.setLongOrderId(baseLongTraderParam.getEntryOrderId());
+ baseGridElement.setHasLongOrder(true);
//0位置的网格的多单止盈
BigDecimal upTakeProfitPrice = baseGridElement.getLongTraderParam().getTakeProfitPrice();
executor.placeTakeProfit(
@@ -634,6 +769,7 @@
//0位置的网格的空单止盈
TraderParam baseShortTraderParam = config.getBaseShortTraderParam();
baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
+ baseGridElement.setHasShortOrder(true);
BigDecimal downTakeProfitPrice = baseGridElement.getShortTraderParam().getTakeProfitPrice();
executor.placeTakeProfit(
downTakeProfitPrice,
@@ -740,12 +876,13 @@
*/
private void generateShortQueue() {
shortPriceQueue.clear();
- BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).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(1, RoundingMode.HALF_UP);
+ BigDecimal elem = shortBaseEntryPrice.subtract(step).setScale(prec, RoundingMode.HALF_UP);
for (int i = 0; i < config.getGridQueueSize(); i++) {
shortPriceQueue.add(elem);
- elem = elem.subtract(step).setScale(1, RoundingMode.HALF_UP);
+ elem = elem.subtract(step).setScale(prec, RoundingMode.HALF_UP);
if (elem.compareTo(BigDecimal.ZERO) <= 0) {
break;
}
@@ -761,11 +898,12 @@
*/
private void generateLongQueue() {
longPriceQueue.clear();
+ int prec = config.getPriceScale();
BigDecimal step = config.getStep();
- BigDecimal elem = shortBaseEntryPrice.add(step).setScale(1, RoundingMode.HALF_UP);
+ BigDecimal elem = shortBaseEntryPrice.add(step).setScale(prec, RoundingMode.HALF_UP);
for (int i = 0; i < config.getGridQueueSize(); i++) {
longPriceQueue.add(elem);
- elem = elem.add(step).setScale(1, RoundingMode.HALF_UP);
+ elem = elem.add(step).setScale(prec, RoundingMode.HALF_UP);
}
longPriceQueue.sort(BigDecimal::compareTo);
log.info("[Gate] 多队列:{}", longPriceQueue);
@@ -789,7 +927,10 @@
List<GridElement> elements = new ArrayList<>();
int shortSize = shortPriceQueue.size();
int longSize = longPriceQueue.size();
- BigDecimal step = config.getStep().subtract(config.getContractMultiplier());
+ //根据精度转换成小数
+ int prec = config.getPriceScale();
+ BigDecimal minTick = BigDecimal.ONE.scaleByPowerOfTen(-prec);
+ BigDecimal step = config.getStep().subtract(minTick);
String qty = config.getQuantity();
// 空仓队列：id 从 -1 自减, shortPriceQueue[i] → id=-(i+1)
@@ -801,13 +942,13 @@
TraderParam longParam = TraderParam.builder()
.direction(TraderParam.Direction.LONG)
.entryPrice(price)
- .takeProfitPrice(price.add(step).setScale(1, RoundingMode.HALF_UP))
+ .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(1, RoundingMode.HALF_UP))
+ .takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP))
.quantity(qty)
.build();
elements.add(GridElement.builder()
@@ -826,13 +967,13 @@
TraderParam longParam = TraderParam.builder()
.direction(TraderParam.Direction.LONG)
.entryPrice(price)
- .takeProfitPrice(price.add(step).setScale(1, RoundingMode.HALF_UP))
+ .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(1, RoundingMode.HALF_UP))
+ .takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP))
.quantity(qty)
.build();
elements.add(GridElement.builder()
@@ -854,13 +995,13 @@
TraderParam longParam = TraderParam.builder()
.direction(TraderParam.Direction.LONG)
.entryPrice(price)
- .takeProfitPrice(price.add(step).setScale(1, RoundingMode.HALF_UP))
+ .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(1, RoundingMode.HALF_UP))
+ .takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP))
.quantity(qty)
.build();
elements.add(GridElement.builder()
@@ -902,10 +1043,11 @@
* @param currentPrice 当前 K 线收盘价（最新成交价）
*/
private void processShortGrid(BigDecimal currentPrice) {
+ int prec = config.getPriceScale();
List<BigDecimal> matched = new ArrayList<>();
synchronized (shortPriceQueue) {
for (BigDecimal p : shortPriceQueue) {
- if (p.compareTo(currentPrice) > 0) {
+ if (p.compareTo(currentPrice) >= 0) {
matched.add(p);
} else {
break;
@@ -922,7 +1064,7 @@
BigDecimal min = shortPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : shortPriceQueue.get(shortPriceQueue.size() - 1);
BigDecimal gridStep = config.getStep();
for (int i = 0; i < matched.size(); i++) {
- min = min.subtract(gridStep).setScale(1, RoundingMode.HALF_UP);
+ min = min.subtract(gridStep).setScale(prec, RoundingMode.HALF_UP);
shortPriceQueue.add(min);
}
shortPriceQueue.sort((a, b) -> b.compareTo(a));
@@ -932,7 +1074,7 @@
BigDecimal first = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(0);
BigDecimal gridStep = config.getStep();
for (int i = 1; i <= matched.size(); i++) {
- BigDecimal elem = first.subtract(gridStep.multiply(BigDecimal.valueOf(i))).setScale(1, RoundingMode.HALF_UP);
+ BigDecimal elem = first.subtract(gridStep.multiply(BigDecimal.valueOf(i))).setScale(prec, RoundingMode.HALF_UP);
longPriceQueue.add(elem);
}
longPriceQueue.sort(BigDecimal::compareTo);
@@ -987,7 +1129,7 @@
if (downGridElement != null){
TraderParam downLongTraderParam = downGridElement.getLongTraderParam();
- if (!downGridElement.isHasShortOrder()){
+ if (!downGridElement.isHasLongOrder()){
executor.placeConditionalEntryOrder(
downLongTraderParam.getEntryPrice(),
FuturesPriceTrigger.RuleEnum.NUMBER_1,
@@ -1008,6 +1150,7 @@
BigDecimal downGridPrice = downGridElement.getGridPrice();
if (
!downGridElement.isHasShortOrder() &&
+ downGridPrice.compareTo(currentPrice) < 0 &&
downGridPrice.compareTo(longEntryPrice) <= 0 &&
downGridPrice.compareTo(shortEntryPrice) >= 0
){
@@ -1058,10 +1201,11 @@
* @param currentPrice 当前 K 线收盘价（最新成交价）
*/
private void processLongGrid(BigDecimal currentPrice) {
+ int prec = config.getPriceScale();
List<BigDecimal> matched = new ArrayList<>();
synchronized (longPriceQueue) {
for (BigDecimal p : longPriceQueue) {
- if (p.compareTo(currentPrice) < 0) {
+ if (p.compareTo(currentPrice) <= 0) {
matched.add(p);
} else {
break;
@@ -1084,7 +1228,7 @@
BigDecimal max = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(longPriceQueue.size() - 1);
BigDecimal gridStep = config.getStep();
for (int i = 0; i < matched.size(); i++) {
- max = max.add(gridStep).setScale(1, RoundingMode.HALF_UP);
+ max = max.add(gridStep).setScale(prec, RoundingMode.HALF_UP);
longPriceQueue.add(max);
}
longPriceQueue.sort(BigDecimal::compareTo);
@@ -1093,7 +1237,7 @@
BigDecimal first = shortPriceQueue.isEmpty() ? matched.get(0) : shortPriceQueue.get(0);
BigDecimal gridStep = config.getStep();
for (int i = 1; i <= matched.size(); i++) {
- BigDecimal elem = first.add(gridStep.multiply(BigDecimal.valueOf(i))).setScale(1, RoundingMode.HALF_UP);
+ BigDecimal elem = first.add(gridStep.multiply(BigDecimal.valueOf(i))).setScale(prec, RoundingMode.HALF_UP);
shortPriceQueue.add(elem);
}
shortPriceQueue.sort((a, b) -> b.compareTo(a));
@@ -1168,6 +1312,7 @@
BigDecimal downGridPrice = downGridElement.getGridPrice();
if (
!downGridElement.isHasLongOrder() &&
+ downGridPrice.compareTo(currentPrice) > 0 &&
downGridPrice.compareTo(longEntryPrice) <= 0 &&
downGridPrice.compareTo(shortEntryPrice) >= 0
){
--
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