From 7ff32aba4d8d763affa76c68260008bd45605f40 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Tue, 12 May 2026 17:39:44 +0800
Subject: [PATCH] fix(trade): 修复网格交易逻辑并更新生产配置
---
src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java | 176 ++++++++++++++++++++++++++++++++++++++++++++++++++++------
1 files changed, 158 insertions(+), 18 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java b/src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java
index b003bd4..1f3dcda 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java
@@ -14,6 +14,7 @@
import java.util.concurrent.LinkedBlockingQueue;
import java.util.concurrent.ThreadPoolExecutor;
import java.util.concurrent.TimeUnit;
+import java.util.function.Consumer;
/**
* Gate REST API 执行器。
@@ -49,14 +50,13 @@
private static final String SETTLE = "usdt";
- private final String logLabel;
private final FuturesApi futuresApi;
private final String contract;
+ /** 交易线程池：单线程 + 有界队列 + 背压策略 */
private final ExecutorService executor;
- public GateTradeExecutor(ApiClient apiClient, String contract, String label) {
- this.logLabel = label;
+ public GateTradeExecutor(ApiClient apiClient, String contract) {
this.futuresApi = new FuturesApi(apiClient);
this.contract = contract;
this.executor = new ThreadPoolExecutor(
@@ -64,7 +64,7 @@
60L, TimeUnit.SECONDS,
new LinkedBlockingQueue<>(64),
r -> {
- Thread t = new Thread(r, "gate-trade-" + label);
+ Thread t = new Thread(r, "gate-trade-worker");
t.setDaemon(true);
return t;
},
@@ -74,7 +74,8 @@
}
/**
- * 优雅关闭：等待 10 秒，超时则强制中断。
+ * 优雅关闭：等待 10 秒让队列中的任务执行完毕，超时则强制中断。
+ * 关闭后的 REST 调用将通过 CallerRunsPolicy 直接在提交线程执行。
*/
public void shutdown() {
executor.shutdown();
@@ -87,19 +88,36 @@
}
/**
- * 异步市价开多。quantity 为正数（如 "10"）。
+ * 异步 IOC 市价开多。quantity 为正数（如 "1"）。
+ *
+ * @param quantity 开仓张数（正数）
+ * @param onSuccess 成交成功回调（可为 null）
+ * @param onFailure 成交失败回调（可为 null）
*/
public void openLong(String quantity, Runnable onSuccess, Runnable onFailure) {
openPosition(quantity, "t-grid-long", "开多", onSuccess, onFailure);
}
/**
- * 异步市价开空。quantity 为负数（如 "-10"）。
+ * 异步 IOC 市价开空。quantity 为负数（如 "-1"）。
+ *
+ * @param quantity 开仓张数（负数）
+ * @param onSuccess 成交成功回调（可为 null）
+ * @param onFailure 成交失败回调（可为 null）
*/
public void openShort(String quantity, Runnable onSuccess, Runnable onFailure) {
openPosition(quantity, "t-grid-short", "开空", onSuccess, onFailure);
}
+ /**
+ * 通用异步 IOC 市价下单。
+ *
+ * @param size 下单张数（正=开多 / 负=开空）
+ * @param text 订单标记文本（如 "t-grid-long"），用于区分订单来源
+ * @param label 日志标签（如 "开多"/"开空"）
+ * @param onSuccess 成功回调
+ * @param onFailure 失败回调
+ */
private void openPosition(String size, String text, String label, Runnable onSuccess, Runnable onFailure) {
executor.execute(() -> {
try {
@@ -110,12 +128,12 @@
order.setTif(FuturesOrder.TifEnum.IOC);
order.setText(text);
FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
- log.info("[TradeExec-{}] {}成功, 价格:{}, id:{}", logLabel, label, result.getFillPrice(), result.getId());
+ log.info("[TradeExec] {}成功, 价格:{}, id:{}", label, result.getFillPrice(), result.getId());
if (onSuccess != null) {
onSuccess.run();
}
} catch (Exception e) {
- log.error("[TradeExec-{}] {}失败", logLabel, label, e);
+ log.error("[TradeExec] {}失败", label, e);
if (onFailure != null) {
onFailure.run();
}
@@ -148,10 +166,10 @@
FuturesPriceTriggeredOrder order = buildTriggeredOrder(triggerPrice, rule, orderType, size);
try {
TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
- log.info("[TradeExec-{}] 止盈单已创建, 触发价:{}, 类型:{}, size:{}, id:{}",
- logLabel, triggerPrice, orderType, size, response.getId());
+ log.info("[TradeExec] 止盈单已创建, 触发价:{}, 类型:{}, size:{}, id:{}",
+ triggerPrice, orderType, size, response.getId());
} catch (Exception e) {
- log.error("[TradeExec-{}] 止盈单创建失败, 触发价:{}, size:{}, 立即市价止盈", logLabel, triggerPrice, size, e);
+ log.error("[TradeExec] 止盈单创建失败, 触发价:{}, size:{}, 立即市价止盈", triggerPrice, size, e);
marketClose(size);
}
});
@@ -171,9 +189,9 @@
order.setReduceOnly(true);
order.setText("t-grid-mkt-close");
FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
- log.info("[TradeExec-{}] 市价止盈成功, 价格:{}, size:{}, id:{}", logLabel, result.getFillPrice(), size, result.getId());
+ log.info("[TradeExec] 市价止盈成功, 价格:{}, size:{}, id:{}", result.getFillPrice(), size, result.getId());
} catch (Exception e) {
- log.error("[TradeExec-{}] 市价止盈也失败, size:{}", logLabel, size, e);
+ log.error("[TradeExec] 市价止盈也失败, size:{}", size, e);
}
}
@@ -184,9 +202,131 @@
executor.execute(() -> {
try {
futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract);
- log.info("[TradeExec-{}] 已清除所有止盈止损条件单", logLabel);
+ log.info("[TradeExec] 已清除所有止盈止损条件单");
} catch (Exception e) {
- log.error("[TradeExec-{}] 清除止盈止损条件单失败", logLabel, e);
+ log.error("[TradeExec] 清除止盈止损条件单失败", e);
+ }
+ });
+ }
+
+ /**
+ * 异步挂限价单（GTC），用于网格限价开仓。
+ *
+ * @param price 限价价格
+ * @param size 下单张数（正=多 / 负=空）
+ * @param onSuccess 成功回调，接收 orderId（可为 null）
+ * @param onFailure 失败回调（可为 null）
+ */
+ public void placeGridLimitOrder(BigDecimal price, String size, Consumer<String> onSuccess, Runnable onFailure) {
+ executor.execute(() -> {
+ try {
+ FuturesOrder order = new FuturesOrder();
+ order.setContract(contract);
+ order.setSize(size);
+ order.setPrice(price.toString());
+ order.setTif(FuturesOrder.TifEnum.GTC);
+ order.setText(size.startsWith("-") ? "t-grid-limit-short" : "t-grid-limit-long");
+ FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
+ log.info("[TradeExec] 限价单已挂, price:{}, size:{}, id:{}, status:{}", price, size, result.getId(), result.getStatus());
+ if (onSuccess != null) {
+ onSuccess.accept(String.valueOf(result.getId()));
+ }
+ } catch (Exception e) {
+ log.error("[TradeExec] 限价单挂单失败, price:{}, size:{}", price, size, e);
+ if (onFailure != null) {
+ onFailure.run();
+ }
+ }
+ });
+ }
+
+ /**
+ * 异步取消指定订单。
+ *
+ * @param orderId 订单 ID，为 null 时跳过
+ */
+ public void cancelOrder(String orderId) {
+ if (orderId == null) {
+ return;
+ }
+ executor.execute(() -> {
+ try {
+ FuturesOrder cancelled = futuresApi.cancelFuturesOrder(SETTLE, orderId, null);
+ log.info("[TradeExec] 订单已取消, id:{}, status:{}", orderId, cancelled.getStatus());
+ } catch (Exception e) {
+ log.warn("[TradeExec] 取消订单失败(可能已成交), id:{}", orderId);
+ }
+ });
+ }
+
+ /**
+ * 异步创建条件开仓单（价格触发后以触发价限价开仓）。
+ *
+ * <p>服务器监控价格，达到触发价后以触发价挂 GTC 限价单开仓。与止盈单不同，不设 order_type（默认开仓），
+ * reduce_only=false。
+ *
+ * @param triggerPrice 触发价格（同时也是限价执行价格）
+ * @param rule 触发规则（NUMBER_1: 最新价≥触发价时执行；NUMBER_2: 最新价≤触发价时执行）
+ * @param size 开仓张数（正=开多，负=开空）
+ * @param onSuccess 成功回调，接收 conditionOrderId
+ * @param onFailure 失败回调
+ */
+ public void placeConditionalEntryOrder(BigDecimal triggerPrice,
+ FuturesPriceTrigger.RuleEnum rule,
+ String size,
+ Consumer<String> onSuccess,
+ Runnable onFailure) {
+ executor.execute(() -> {
+ try {
+ FuturesPriceTrigger trigger = new FuturesPriceTrigger();
+ trigger.setStrategyType(FuturesPriceTrigger.StrategyTypeEnum.NUMBER_0);
+ trigger.setPriceType(FuturesPriceTrigger.PriceTypeEnum.NUMBER_0);
+ trigger.setPrice(triggerPrice.toString());
+ trigger.setRule(rule);
+ trigger.setExpiration(0);
+
+ FuturesInitialOrder initial = new FuturesInitialOrder();
+ initial.setContract(contract);
+ initial.setSize(Long.parseLong(size));
+ initial.setPrice(triggerPrice.toString());
+ initial.setTif(FuturesInitialOrder.TifEnum.GTC);
+ initial.setReduceOnly(false);
+
+ FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder();
+ order.setTrigger(trigger);
+ order.setInitial(initial);
+
+ TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
+ String orderId = String.valueOf(response.getId());
+ log.info("[TradeExec] 条件开仓单已创建, trigger:{}, rule:{}, size:{}, id:{}",
+ triggerPrice, rule, size, orderId);
+ if (onSuccess != null) {
+ onSuccess.accept(orderId);
+ }
+ } catch (Exception e) {
+ log.error("[TradeExec] 条件开仓单创建失败, trigger:{}, size:{}", triggerPrice, size, e);
+ if (onFailure != null) {
+ onFailure.run();
+ }
+ }
+ });
+ }
+
+ /**
+ * 异步取消单个条件单。
+ *
+ * @param orderId 条件单 ID，为 null 时跳过
+ */
+ public void cancelConditionalOrder(String orderId) {
+ if (orderId == null) {
+ return;
+ }
+ executor.execute(() -> {
+ try {
+ futuresApi.cancelPriceTriggeredOrder(SETTLE, Long.parseLong(orderId));
+ log.info("[TradeExec] 条件单已取消, id:{}", orderId);
+ } catch (Exception e) {
+ log.warn("[TradeExec] 取消条件单失败(可能已触发), id:{}", orderId);
}
});
}
@@ -218,8 +358,8 @@
FuturesInitialOrder initial = new FuturesInitialOrder();
initial.setContract(contract);
initial.setSize(Long.parseLong(size));
- initial.setPrice("0");
- initial.setTif(FuturesInitialOrder.TifEnum.IOC);
+ initial.setPrice(triggerPrice.toString());
+ initial.setTif(FuturesInitialOrder.TifEnum.GTC);
initial.setReduceOnly(true);
FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder();
--
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