From 7fd30d54deb956cf1491d4d0d74eff8927ee59d3 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Wed, 23 Sep 2026 17:59:39 +0800
Subject: [PATCH] feat(gateApi): 添加止盈触发对向加仓功能
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 257 +++++++++++++++++++++++++++++++++++++++++++++++++++
1 files changed, 257 insertions(+), 0 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 7054377..e801234 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;
@@ -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);
@@ -871,6 +901,233 @@
/**
+ * 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);
+ }
+ );
+ }
+
+
+ /**
* 查询交易所当前持仓张数(绝对值)。加仓/开仓后重挂止盈止损时调用,
* 绕过本地 WS 推送缓存避免时序竞态,直接拿到交易所权威数据。
*
--
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