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 | 121 ++++++++++++++++++++++++++++++++++++++--
1 files changed, 115 insertions(+), 6 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 9913adc..a62052e 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -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);
@@ -2189,6 +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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