From 853ecec468049fa3a03cfa1db39768f74140a72d Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Wed, 01 Jul 2026 16:50:33 +0800
Subject: [PATCH] feat(gateApi): 添加止损阶梯功能支持
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 32 ++++++++++++++++++++++----------
src/main/java/com/xcong/excoin/modules/gateApi/GateConfig.java | 9 +++++++++
2 files changed, 31 insertions(+), 10 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/GateConfig.java b/src/main/java/com/xcong/excoin/modules/gateApi/GateConfig.java
index 81e2209..3152b8c 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateConfig.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateConfig.java
@@ -103,6 +103,8 @@
private final int maxPositionSize;
/** 策略重启跨度阈值：多空两边止盈触发数量均达到此值后触发重启，0=禁用 */
private final int restartGridSpan;
+ /** 止损阶梯次数：止损触发次数≤该值时挂单量=止损次数，超过后恢复默认逻辑。0=禁用，默认 0 */
+ private final int stopLossCount;
/** 网格绝对步长（shortBaseEntryPrice × gridRate），运行时由队列生成逻辑设置 */
private BigDecimal step;
/** 网格元素列表，由队列初始化时同步填充，包含完整的多空仓挂单状态 */
@@ -134,6 +136,7 @@
this.unrealizedPnlPriceMode = builder.unrealizedPnlPriceMode;
this.maxPositionSize = builder.maxPositionSize;
this.restartGridSpan = builder.restartGridSpan;
+ this.stopLossCount = builder.stopLossCount;
}
// ==================== REST/WS 地址 ====================
@@ -221,6 +224,8 @@
public int getMaxPositionSize() { return maxPositionSize; }
/** @return 策略重启跨度阈值：多空两边止盈触发数均达到此值后触发重启，0=禁用 */
public int getRestartGridSpan() { return restartGridSpan; }
+ /** @return 止损阶梯次数：止损触发次数≤该值时挂单量=止损次数,超过后恢复默认逻辑。0=禁用 */
+ public int getStopLossCount() { return stopLossCount; }
// ==================== 运行时参数 ====================
@@ -313,6 +318,8 @@
private int maxPositionSize = 0;
/** 策略重启跨度阈值：多空两边止盈触发数量均达到此值后触发重启，默认 0=禁用 */
private int restartGridSpan = 0;
+ /** 止损阶梯次数：止损触发次数≤该值时挂单量=止损次数，超过后恢复默认逻辑。0=禁用，默认 0 */
+ private int stopLossCount = 0;
/** 设置 API Key */
public Builder apiKey(String apiKey) { this.apiKey = apiKey; return this; }
@@ -356,6 +363,8 @@
public Builder maxPositionSize(int maxPositionSize) { this.maxPositionSize = maxPositionSize; return this; }
/** 设置策略重启跨度阈值：多空两边止盈触发数均达到此值后触发重启，0=禁用 */
public Builder restartGridSpan(int restartGridSpan) { this.restartGridSpan = restartGridSpan; return this; }
+ /** 设置止损阶梯次数：止损触发次数≤该值时挂单量=止损次数，超过后恢复默认逻辑。0=禁用 */
+ public Builder stopLossCount(int stopLossCount) { this.stopLossCount = stopLossCount; return this; }
public GateConfig build() {
return new GateConfig(this);
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 2f39c61..eaf31cf 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -630,7 +630,6 @@
// REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
extendShortStopLoss(posSize, shortGridElement.getId());
- accumulatedShortLossCount = 0; // 加仓订单成交，重置止损累计
log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
// 空仓持仓超过baseQuantity时，先找多仓第一个止损位置，从该位置向下挂止盈（间隔=1）
@@ -689,7 +688,6 @@
// REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
extendLongStopLoss(posSize, longGridElement.getId());
- accumulatedLongLossCount = 0; // 加仓订单成交，重置止损累计
log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
// 多仓持仓超过baseQuantity时，先找空仓第一个止损位置，从该位置向上挂止盈（间隔=1）
@@ -1216,8 +1214,9 @@
private void handleLongStopLossTriggered(GridElement gridElement) {
gridElement.setLongStopLossOrderId(null);
+ accumulatedLongLossCount++;
int gridId = gridElement.getId();
- log.info("[Gate] 多仓止损触发 gridId:{}, 开始追单", gridId);
+ log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}, 开始追单", gridId, accumulatedLongLossCount);
int newEntryGridId = gridId + 1;
GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1234,7 +1233,13 @@
// 止损触发后持仓在减少，取REST和WS缓存中较小值更准确
int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
int maxPos = config.getMaxPositionSize();
- int targetAmount = Integer.parseInt(config.getQuantity()) * 2; // quantity + 本次止损量
+ // 止损阶梯：止损次数≤阈值时挂单量=单笔数量，超过后恢复默认逻辑(quantity*2)
+ int targetAmount;
+ if (config.getStopLossCount() > 0 && accumulatedLongLossCount <= config.getStopLossCount()) {
+ targetAmount = Integer.parseInt(config.getQuantity());
+ } else {
+ targetAmount = Integer.parseInt(config.getQuantity()) * 2; // quantity + 本次止损量
+ }
int addSize;
if (maxPos > 0) {
int remainingRoom = maxPos - posSize;
@@ -1250,8 +1255,8 @@
}
if (addSize > 0) {
String size = String.valueOf(addSize);
- log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}补{}张多单(当前{}/上限{})",
- gridId, newEntryGridId, size, posSize, maxPos > 0 ? maxPos : "无");
+ log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}, 在gridId:{}补{}张多单(当前{}/上限{})",
+ gridId, accumulatedLongLossCount, newEntryGridId, size, posSize, maxPos > 0 ? maxPos : "无");
newEntryGrid.getLongTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
@@ -1291,8 +1296,9 @@
private void handleShortStopLossTriggered(GridElement gridElement) {
gridElement.setShortStopLossOrderId(null);
+ accumulatedShortLossCount++;
int gridId = gridElement.getId();
- log.info("[Gate] 空仓止损触发 gridId:{}, 开始追单", gridId);
+ log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}, 开始追单", gridId, accumulatedShortLossCount);
int newEntryGridId = gridId - 1;
GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1309,7 +1315,13 @@
// 止损触发后持仓在减少，取REST和WS缓存中较小值更准确
int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
int maxPos = config.getMaxPositionSize();
- int targetAmount = Integer.parseInt(config.getQuantity()) * 2; // quantity + 本次止损量
+ // 止损阶梯：止损次数≤阈值时挂单量=单笔数量，超过后恢复默认逻辑(quantity*2)
+ int targetAmount;
+ if (config.getStopLossCount() > 0 && accumulatedShortLossCount <= config.getStopLossCount()) {
+ targetAmount = Integer.parseInt(config.getQuantity());
+ } else {
+ targetAmount = Integer.parseInt(config.getQuantity()) * 2; // quantity + 本次止损量
+ }
int addSize;
if (maxPos > 0) {
int remainingRoom = maxPos - posSize;
@@ -1325,8 +1337,8 @@
}
if (addSize > 0) {
String size = String.valueOf(addSize);
- log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}补{}张空单(当前{}/上限{})",
- gridId, newEntryGridId, size, posSize, maxPos > 0 ? maxPos : "无");
+ log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}, 在gridId:{}补{}张空单(当前{}/上限{})",
+ gridId, accumulatedShortLossCount, newEntryGridId, size, posSize, maxPos > 0 ? maxPos : "无");
newEntryGrid.getShortTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
--
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