From 89cf7bfdfd23d55fae47c7e2cf5f9ee9f4a2bcbb Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 21 Sep 2026 09:52:58 +0800
Subject: [PATCH] ``` fix(gateApi): 修复网格交易队列生成的并发安全问题
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 219 ++++++++++++++++++++++++++++++++++++++++++++----------
1 files changed, 176 insertions(+), 43 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 220b39f..a62052e 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -37,8 +37,8 @@
* 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）
+ * ├── generateShortQueue() ← 空仓价格队列（降序，基价×(1−gridRate) 等比向下）
+ * ├── generateLongQueue() ← 多仓价格队列（升序，基价×(1+gridRate) 等比向上）
* ├── 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）
@@ -68,11 +68,11 @@
*
* <h3>关键公式</h3>
* <pre>
- * step = shortBaseEntryPrice × gridRate ← 网格绝对步长
+ * step = shortBaseEntryPrice × gridRate ← 首档间距（0档与±1档的距离度量）
* 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
+ * 等比网格: 下一档 = 本档 × (1 ± gridRate) ← 向下×(1−r)，向上×(1+r)
+ * 止盈价 = 本档价 × (1 ± gridRate)（与相邻网格价联动） ← 多仓向上，空仓向下
+ * 单笔盈利 ≈ 档价 × gridRate × contractMultiplier × quantity（随网格位置浮动）
* </pre>
*
* <h3>线程模型</h3>
@@ -354,6 +354,8 @@
shortPositionSize = BigDecimal.ZERO;
baseLongOpened = false;
baseShortOpened = false;
+ config.setBaseLongTraderParam(null);
+ config.setBaseShortTraderParam(null);
longActive = false;
shortActive = false;
accumulatedLongLossCount = 0;
@@ -453,12 +455,14 @@
.entryOrderId(orderId)
.build();
config.setBaseLongTraderParam(baseLongTp);
+ tryGenerateQueues();
}, null);
executor.openShort(negate(size), (orderId) -> {
TraderParam baseShortTp = TraderParam.builder()
.entryOrderId(orderId)
.build();
config.setBaseShortTraderParam(baseShortTp);
+ tryGenerateQueues();
}, null);
return;
}
@@ -757,8 +761,10 @@
int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
extendShortStopLoss(posSize, shortGridElement.getId());
// [Gate] 止盈挂单：超出基础仓位的部分，挂在多仓第一止损位
- if (config.isPlaceExcessTakeProfit()) {
+ if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) {
placeExcessTakeProfit(posSize, false);
+ } else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
+ placeDispersedTakeProfit(posSize, false, shortGridElement.getId());
}
log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
@@ -797,8 +803,10 @@
int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
extendLongStopLoss(posSize, longGridElement.getId());
// [Gate] 止盈挂单：超出基础仓位的部分，挂在空仓第一止损位
- if (config.isPlaceExcessTakeProfit()) {
+ if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) {
placeExcessTakeProfit(posSize, true);
+ } else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
+ placeDispersedTakeProfit(posSize, true, longGridElement.getId());
}
log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
@@ -868,17 +876,27 @@
* <li>状态切换为 ACTIVE</li>
* </ol>
*/
- private void tryGenerateQueues() {
- if (baseLongOpened && baseShortOpened) {
+ private synchronized void tryGenerateQueues() {
+ // 幂等保护：生成队列后 state 切换为 ACTIVE，避免多线程重复执行
+ if (state != StrategyState.OPENING) {
+ return;
+ }
+ TraderParam baseLongTraderParam = config.getBaseLongTraderParam();
+ TraderParam baseShortTraderParam = config.getBaseShortTraderParam();
+ // 需同时满足：多空基底均已成交，且两个下单参数(orderId)均已通过下单成功回调拿到。
+ // IOC 市价单成交后 WS 持仓推送可能先于 REST 下单响应返回，必须等参数就绪再生成队列。
+ if (!(baseLongOpened && baseShortOpened)
+ || baseLongTraderParam == null || baseShortTraderParam == null) {
+ return;
+ }
+ {
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);
@@ -1065,51 +1083,73 @@
}
/**
- * 生成空仓价格队列。
- * 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。
+ * 生成空仓价格队列（等比 / 复合百分比网格）。
+ *
+ * <p>每个网格价 = 上一档 × (1 − gridRate)，即自 shortBaseEntryPrice 向下等比递减：
+ * <pre>
+ * 第1档 = shortBaseEntryPrice × (1 − gridRate)
+ * 第2档 = 第1档 × (1 − gridRate)
+ * ...
+ * </pre>
+ * 档间距 = 该档价格 × gridRate，随价格下降而收窄。
+ *
+ * <p>同时将 step（= shortBaseEntryPrice × gridRate，即 0档 与 ±1档 的间距）注入 config，
+ * 供跨度重启等需要固定距离度量的功能使用。
+ *
+ * <p>队列降序排列（大→小），方便 processShortGrid 中从头遍历。
*/
private void generateShortQueue() {
shortPriceQueue.clear();
totalShortPriceQueue.clear();
totalLongPriceQueue.clear();
int prec = config.getPriceScale();
- BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(prec, RoundingMode.HALF_UP);
+ BigDecimal gridRate = config.getGridRate();
+ // 首档间距 = 基价 × gridRate（0档与±1档的间距），保留作跨度等固定距离度量
+ BigDecimal step = shortBaseEntryPrice.multiply(gridRate).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);
+ BigDecimal factor = BigDecimal.ONE.subtract(gridRate);
+ BigDecimal elem = shortBaseEntryPrice.multiply(factor).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;
- }
+ elem = elem.multiply(factor).setScale(prec, RoundingMode.HALF_UP);
+ if (elem.compareTo(BigDecimal.ZERO) <= 0) {
+ break;
}
+ }
shortPriceQueue.sort((a, b) -> b.compareTo(a));
- log.info("[Gate] 空队列:{}", shortPriceQueue);
+ log.info("[Gate] 空队列(等比):{}", shortPriceQueue);
}
/**
- * 生成多仓价格队列。
- * 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。
+ * 生成多仓价格队列（等比 / 复合百分比网格）。
+ *
+ * <p>每个网格价 = 上一档 × (1 + gridRate)，即自 shortBaseEntryPrice 向上等比递增：
+ * <pre>
+ * 第1档 = shortBaseEntryPrice × (1 + gridRate)
+ * 第2档 = 第1档 × (1 + gridRate)
+ * ...
+ * </pre>
+ * 档间距 = 该档价格 × gridRate，随价格上升而放大；
+ * 与空仓队列（下方 ×(1−gridRate)）关于基价对称，保证上下网格连续一致。
+ *
+ * <p>队列升序排列（小→大），方便 processLongGrid 中从头遍历。
*/
private void generateLongQueue() {
longPriceQueue.clear();
int prec = config.getPriceScale();
- BigDecimal step = config.getStep();
- BigDecimal elem = shortBaseEntryPrice.add(step).setScale(prec, RoundingMode.HALF_UP);
+ BigDecimal factor = BigDecimal.ONE.add(config.getGridRate());
+ BigDecimal elem = shortBaseEntryPrice.multiply(factor).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);
+ totalLongPriceQueue.add(elem);
+ totalShortPriceQueue.add(elem);
+ elem = elem.multiply(factor).setScale(prec, RoundingMode.HALF_UP);
}
longPriceQueue.sort(BigDecimal::compareTo);
- log.info("[Gate] 多队列:{}", longPriceQueue);
+ log.info("[Gate] 多队列(等比):{}", longPriceQueue);
totalShortPriceQueue.sort((a, b) -> b.compareTo(a));
log.info("[Gate] 队列从大到小:{}", totalShortPriceQueue);
totalLongPriceQueue.sort(BigDecimal::compareTo);
@@ -1136,7 +1176,9 @@
int longSize = longPriceQueue.size();
//根据精度转换成小数
int prec = config.getPriceScale();
- BigDecimal step = config.getStep();
+ // 等比网格：止盈价与本档相邻网格价联动 = 本档价 × (1 ± gridRate)
+ BigDecimal tpUpFactor = BigDecimal.ONE.add(config.getGridRate());
+ BigDecimal tpDownFactor = BigDecimal.ONE.subtract(config.getGridRate());
// String qty = config.getBaseQuantity();
String qty = config.getQuantity();
@@ -1149,13 +1191,13 @@
TraderParam longParam = TraderParam.builder()
.direction(TraderParam.Direction.LONG)
.entryPrice(price)
- .takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
+ .takeProfitPrice(price.multiply(tpUpFactor).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))
+ .takeProfitPrice(price.multiply(tpDownFactor).setScale(prec, RoundingMode.HALF_UP))
.quantity(qty)
.build();
elements.add(GridElement.builder()
@@ -1174,13 +1216,13 @@
TraderParam longParam = TraderParam.builder()
.direction(TraderParam.Direction.LONG)
.entryPrice(price)
- .takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
+ .takeProfitPrice(price.multiply(tpUpFactor).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))
+ .takeProfitPrice(price.multiply(tpDownFactor).setScale(prec, RoundingMode.HALF_UP))
.quantity(qty)
.build();
elements.add(GridElement.builder()
@@ -1202,13 +1244,13 @@
TraderParam longParam = TraderParam.builder()
.direction(TraderParam.Direction.LONG)
.entryPrice(price)
- .takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
+ .takeProfitPrice(price.multiply(tpUpFactor).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))
+ .takeProfitPrice(price.multiply(tpDownFactor).setScale(prec, RoundingMode.HALF_UP))
.quantity(qty)
.build();
elements.add(GridElement.builder()
@@ -2165,6 +2207,97 @@
}
/**
+ * 分散止盈：把超出基础仓位的部分，从入场网格下一格开始逐格挂止盈单，一直挂到对手盘止损位。
+ *
+ * <p>数量分配：excessQty ÷ 网格数向下取整，余数全部挂在最后一个止盈网格（对手盘止损位）。
+ *
+ * <p>方向：多仓成交向价格更高方向（id 递增）铺到空仓第一止损位；
+ * 空仓成交向价格更低方向（id 递减）铺到多仓第一止损位。
+ *
+ * @param posSize 当前总持仓张数
+ * @param isLong true=多仓成交，false=空仓成交
+ * @param entryGridId 入场网格 ID
+ */
+ private void placeDispersedTakeProfit(int posSize, boolean isLong, int entryGridId) {
+ int baseQty = Integer.parseInt(config.getBaseQuantity());
+ int excessQty = posSize - baseQty;
+ if (excessQty <= 0) {
+ return;
+ }
+
+ GridElement endElem = isLong ? findFirstShortStopLossGrid() : findFirstLongStopLossGrid();
+ if (endElem == null) {
+ log.warn("[Gate] {}分散止盈失败：未找到对手盘止损位", isLong ? "多仓" : "空仓");
+ return;
+ }
+ int endId = endElem.getId();
+ int dir = isLong ? 1 : -1;
+ int startId = entryGridId + dir;
+
+ // 终点必须在起点前进方向上，否则退化为集中止盈（全部挂对手盘止损位）
+ boolean valid = isLong ? (endId >= startId) : (endId <= startId);
+ if (!valid) {
+ placeExcessTakeProfit(posSize, isLong);
+ return;
+ }
+
+ // 收集区间内全部网格（含两端）
+ List<GridElement> gridList = new ArrayList<>();
+ int id = startId;
+ while (true) {
+ GridElement e = GridElement.findById(id);
+ if (e == null) {
+ break;
+ }
+ gridList.add(e);
+ if (id == endId) {
+ break;
+ }
+ id += dir;
+ if (gridList.size() > config.getGridQueueSize() * 2 + 4) {
+ break;
+ }
+ }
+ if (gridList.isEmpty() || gridList.get(gridList.size() - 1).getId() != endId) {
+ // 未能铺满到终点（网格缺失），退化为集中止盈
+ placeExcessTakeProfit(posSize, isLong);
+ return;
+ }
+
+ int n = gridList.size();
+ int perGrid = excessQty / n;
+ int remainder = excessQty % n;
+
+ for (int i = 0; i < n; i++) {
+ int qty = perGrid;
+ if (i == n - 1) {
+ qty += remainder;
+ }
+ if (qty <= 0) {
+ continue;
+ }
+ final GridElement elem = gridList.get(i);
+ final int gid = elem.getId();
+ final BigDecimal triggerPrice = elem.getGridPrice();
+ final String size = isLong ? negate(String.valueOf(qty)) : String.valueOf(qty);
+ final String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
+ final FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
+ : FuturesPriceTrigger.RuleEnum.NUMBER_2;
+ executor.placeTakeProfit(triggerPrice, rule, orderType, size,
+ profitId -> {
+ if (isLong) {
+ longTakeProfitTraderIdParam(elem, profitId, true);
+ } else {
+ shortTakeProfitTraderIdParam(elem, profitId, true);
+ }
+ log.info("[Gate] 分散止盈 {} gridId:{}, 触发价:{}, 数量:{}, tpId:{}",
+ isLong ? "多仓" : "空仓", gid, triggerPrice, size, profitId);
+ }
+ );
+ }
+ }
+
+ /**
* 在指定网格挂一笔对手止盈单（非满仓超额止盈，挂在止损触发位的下一格）。
*/
private void placeTakeProfitAtGrid(GridElement tpElem, boolean isLong, int qty, int times) {
--
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