From 8a1c7ed93849f7db4dbe813b14624258c3d30063 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Wed, 23 Sep 2026 18:00:34 +0800
Subject: [PATCH] fix(gateApi): 解决市价单价格保护错误和枚举反序列化问题
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 265 +++++++++++++++++++++++++++++++++++++++++++++++++++--
1 files changed, 255 insertions(+), 10 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 4893db4..6612d63 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -3,9 +3,13 @@
import cn.hutool.core.collection.CollUtil;
import cn.hutool.core.util.StrUtil;
import com.xcong.excoin.utils.dingtalk.DingTalkUtils;
+import com.google.gson.ExclusionStrategy;
+import com.google.gson.FieldAttributes;
+import com.google.gson.Gson;
import io.gate.gateapi.ApiClient;
import io.gate.gateapi.ApiException;
import io.gate.gateapi.GateApiException;
+import io.gate.gateapi.JSON;
import io.gate.gateapi.api.AccountApi;
import io.gate.gateapi.api.FuturesApi;
import io.gate.gateapi.models.*;
@@ -110,6 +114,11 @@
private final FuturesApi futuresApi;
private static final String SETTLE = "usdt";
+ /** 手动市价平仓遭遇价格保护(MARKET_PRICE_TOO_DEVIATED)后的重试次数 */
+ private static final int CLOSE_POSITION_RETRY_MAX_ATTEMPTS = 3;
+ /** 手动市价平仓遭遇价格保护后的重试间隔（毫秒） */
+ private static final long CLOSE_POSITION_RETRY_DELAY_MS = 800L;
+
private volatile StrategyState state = StrategyState.WAITING_KLINE;
/** 空仓价格队列，降序排列（大→小），容量 gridQueueSize */
@@ -150,7 +159,7 @@
/** 最近触发止损的空头网格ID */
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 customStopLossModeActive = new AtomicBoolean(false);
+ private final AtomicBoolean dualStopLossModeActive = new AtomicBoolean(false);
private volatile BigDecimal lastKlinePrice;
private volatile BigDecimal markPrice = BigDecimal.ZERO;
@@ -172,8 +181,38 @@
ApiClient apiClient = new ApiClient();
apiClient.setBasePath(config.getRestBasePath());
apiClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
+ // 修复 gate-api SDK finishAs 枚举不完整导致的反序列化失败（见 buildLenientJson）
+ apiClient.setJSON(buildLenientJson());
this.futuresApi = new FuturesApi(apiClient);
this.executor = new GateTradeExecutor(apiClient, config.getContract());
+ }
+
+ /**
+ * 构建容错的 JSON 序列化器，跳过 {@code finishAs} 字段的反序列化。
+ *
+ * <p>gate-api SDK 的 {@code FuturesOrder.FinishAsEnum} 枚举不完整，缺少
+ * {@code price_rate_proteced}（价格保护）等 Gate 实际会返回的值。反序列化未知
+ * 枚举值时 {@code fromValue} 会抛 {@link IllegalArgumentException}，导致已成功
+ * 提交的订单被误判为失败（如日志 {@code Unexpected value 'price_rate_proteced'}）。
+ * 业务不使用 finishAs 字段，因此通过 Gson 排除策略直接跳过其解析。
+ */
+ private static JSON buildLenientJson() {
+ JSON json = new JSON();
+ Gson gson = json.getGson().newBuilder()
+ .setExclusionStrategies(new ExclusionStrategy() {
+ @Override
+ public boolean shouldSkipField(FieldAttributes f) {
+ return "finishAs".equals(f.getName());
+ }
+
+ @Override
+ public boolean shouldSkipClass(Class<?> clazz) {
+ return false;
+ }
+ })
+ .create();
+ json.setGson(gson);
+ return json;
}
// ---- 初始化 ----
@@ -365,7 +404,7 @@
accumulatedShortLossCount = 0;
lastLongStopLossGridId = Integer.MAX_VALUE;
lastShortStopLossGridId = Integer.MAX_VALUE;
- customStopLossModeActive.set(false);
+ dualStopLossModeActive.set(false);
shortPriceQueue.clear();
longPriceQueue.clear();
totalShortPriceQueue.clear();
@@ -978,7 +1017,7 @@
// );
// }
- if (config.isCustomStopLossEnabled()) {
+ if (config.isDualStopLossEnabled()) {
placeCustomStopLosses();
} else {
placeDefaultStopLossLadders();
@@ -995,10 +1034,10 @@
* 多仓止损：NUMBER_2（价格 ≤ 触发价平多），空仓止损：NUMBER_1（价格 ≥ 触发价平空）。
*/
private void placeCustomStopLosses() {
- customStopLossModeActive.set(true);
+ dualStopLossModeActive.set(true);
String baseQty = config.getBaseQuantity();
- BigDecimal longPrice = config.getLongCustomStopLossPrice();
- BigDecimal shortPrice = config.getShortCustomStopLossPrice();
+ BigDecimal longPrice = config.getLongStopLossPrice();
+ BigDecimal shortPrice = config.getShortStopLossPrice();
if (longPrice != null && longPrice.compareTo(BigDecimal.ZERO) > 0) {
GridElement longElem = findNearestGridElementByPrice(longPrice);
@@ -1654,7 +1693,7 @@
}
// 自定义止损模式：第一次止损触发时，取消未触发侧（空仓）自定义止损单并重挂默认阶梯
- if (config.isCustomStopLossEnabled() && customStopLossModeActive.compareAndSet(true, false)) {
+ if (config.isDualStopLossEnabled() && dualStopLossModeActive.compareAndSet(true, false)) {
cancelAllShortStopLossesOnly();
placeDefaultShortStopLossLadder();
log.info("[Gate] 自定义止损首次触发(多仓), 已取消空仓自定义止损并重挂默认阶梯");
@@ -1713,7 +1752,7 @@
}
// 自定义止损模式：第一次止损触发时，取消未触发侧（多仓）自定义止损单并重挂默认阶梯
- if (config.isCustomStopLossEnabled() && customStopLossModeActive.compareAndSet(true, false)) {
+ if (config.isDualStopLossEnabled() && dualStopLossModeActive.compareAndSet(true, false)) {
cancelAllLongStopLossesOnly();
placeDefaultLongStopLossLadder();
log.info("[Gate] 自定义止损首次触发(空仓), 已取消多仓自定义止损并重挂默认阶梯");
@@ -1943,7 +1982,8 @@
return;
}
- int totalOrders = filledQty / qty;
+ // [Gate] 止损只针对初始开仓仓位(baseQuantity)，加仓部分只做止盈
+ int totalOrders = baseQty / qty;
int[] orders = new int[gridCount];
if (gridCount == 1) {
@@ -2005,7 +2045,8 @@
return;
}
- int totalOrders = filledQty / qty;
+ // [Gate] 止损只针对初始开仓仓位(baseQuantity)，加仓部分只做止盈
+ int totalOrders = baseQty / qty;
int[] orders = new int[gridCount];
if (gridCount == 1) {
@@ -2272,6 +2313,210 @@
/** 注入WS客户端，用于订阅状态检查 */
public void setWsClient(GateKlineWebSocketClient wsClient) { this.wsClient = wsClient; }
+ // ========== 手动控制（Station 指令） ==========
+
+ /**
+ * 手动取消多仓止盈 + 止损挂单，并同步清理对应 GridElement 的挂单记录。
+ */
+ public void cancelLongTakeProfitAndStopLoss() {
+ submitManualTask(this::cancelAllLongTakeProfitsAndStopLosses);
+ }
+
+ /**
+ * 手动取消空仓止盈 + 止损挂单，并同步清理对应 GridElement 的挂单记录。
+ */
+ public void cancelShortTakeProfitAndStopLoss() {
+ submitManualTask(this::cancelAllShortTakeProfitsAndStopLosses);
+ }
+
+ /**
+ * 手动重新生成多仓止盈 + 止损挂单，逻辑与挂单成交（onAutoOrder）一致：
+ * 先撤多仓所有止盈止损，再按交易所最新持仓重挂止损阶梯，超额部分挂止盈到空仓第一止损位。
+ */
+ public void rebuildLongTakeProfitAndStopLoss() {
+ submitManualTask(() -> {
+ cancelAllLongTakeProfitsAndStopLosses();
+ int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
+ if (posSize <= 0) {
+ log.warn("[Gate] 生成多仓止盈止损失败：无多仓持仓");
+ return;
+ }
+ extendLongStopLoss(posSize, 0);
+ if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) {
+ placeExcessTakeProfit(posSize, true);
+ } else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
+ placeDispersedTakeProfit(posSize, true, 0);
+ }
+ log.info("[Gate] 生成多仓止盈止损完成, 仓位:{}张", posSize);
+ });
+ }
+
+ /**
+ * 手动重新生成空仓止盈 + 止损挂单，逻辑与挂单成交（onAutoOrder）一致：
+ * 先撤空仓所有止盈止损，再按交易所最新持仓重挂止损阶梯，超额部分挂止盈到多仓第一止损位。
+ */
+ public void rebuildShortTakeProfitAndStopLoss() {
+ submitManualTask(() -> {
+ cancelAllShortTakeProfitsAndStopLosses();
+ int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
+ if (posSize <= 0) {
+ log.warn("[Gate] 生成空仓止盈止损失败：无空仓持仓");
+ return;
+ }
+ extendShortStopLoss(posSize, 0);
+ if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) {
+ placeExcessTakeProfit(posSize, false);
+ } else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
+ placeDispersedTakeProfit(posSize, false, 0);
+ }
+ log.info("[Gate] 生成空仓止盈止损完成, 仓位:{}张", posSize);
+ });
+ }
+
+ /**
+ * 多单平仓：市价平掉多仓 → 撤多仓所有挂单并更新 GridElement → 交由价格驱动（onKline→processGrid）重新入场。
+ */
+ public void closeLongPosition() {
+ submitManualTask(() -> closePositionByMode(Position.ModeEnum.DUAL_LONG, true));
+ }
+
+ /**
+ * 空单平仓：市价平掉空仓 → 撤空仓所有挂单并更新 GridElement → 交由价格驱动（onKline→processGrid）重新入场。
+ */
+ public void closeShortPosition() {
+ submitManualTask(() -> closePositionByMode(Position.ModeEnum.DUAL_SHORT, false));
+ }
+
+ /**
+ * 统一提交手动操作任务。策略停止（executor 已关闭）时直接忽略，避免 RejectedExecutionException。
+ */
+ private void submitManualTask(Runnable task) {
+ if (state == StrategyState.STOPPED) {
+ log.warn("[Gate] 策略已停止，忽略手动操作");
+ return;
+ }
+ executor.submitTask(task);
+ }
+
+ /**
+ * 按持仓模式市价平仓（reduceOnly + IOC），随后撤该方向所有挂单（止盈/止损/入场单）、
+ * 更新 GridElement，并清空 active 与持仓量标记，让价格驱动在下一根 K 线重新挂入场单。
+ *
+ * @param mode 持仓模式（DUAL_LONG / DUAL_SHORT）
+ * @param isLong true=多仓，false=空仓
+ */
+ private void closePositionByMode(Position.ModeEnum mode, boolean isLong) {
+ String sideLabel = isLong ? "多" : "空";
+ // 1. 市价平掉对应方向仓位（价格保护拒绝时重试）
+ try {
+ Position pos = queryPosition(mode);
+ if (pos != null) {
+ String sizeStr = pos.getSize();
+ long size = Long.parseLong(sizeStr);
+ if (size != 0) {
+ Position.ModeEnum posMode = pos.getMode();
+ FuturesOrder closeOrder = new FuturesOrder();
+ closeOrder.setContract(config.getContract());
+ closeOrder.setPrice("0");
+ closeOrder.setTif(FuturesOrder.TifEnum.IOC);
+ closeOrder.setReduceOnly(true);
+ if (posMode != null && posMode.getValue() != null && posMode.getValue().contains("dual")) {
+ closeOrder.setSize("0");
+ closeOrder.setClose(false);
+ closeOrder.setAutoSize(size > 0 ? FuturesOrder.AutoSizeEnum.LONG : FuturesOrder.AutoSizeEnum.SHORT);
+ } else {
+ closeOrder.setSize(size > 0 ? String.valueOf(-size) : String.valueOf(Math.abs(size)));
+ }
+ closeOrder.setText("t-grid-manual-close");
+ for (int attempt = 1; attempt <= CLOSE_POSITION_RETRY_MAX_ATTEMPTS; attempt++) {
+ try {
+ futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
+ log.info("[Gate] 手动平{}仓, size:{}, mode:{}", sideLabel, sizeStr, posMode);
+ break;
+ } catch (Exception e) {
+ if (attempt < CLOSE_POSITION_RETRY_MAX_ATTEMPTS && isPriceProtectionRejected(e)) {
+ log.warn("[Gate] 手动平{}仓遭遇价格保护, 第{}次失败, {}ms后重试: {}",
+ sideLabel, attempt, CLOSE_POSITION_RETRY_DELAY_MS, e.getMessage());
+ try {
+ Thread.sleep(CLOSE_POSITION_RETRY_DELAY_MS);
+ } catch (InterruptedException ie) {
+ Thread.currentThread().interrupt();
+ break;
+ }
+ } else {
+ throw e;
+ }
+ }
+ }
+ }
+ }
+ } catch (Exception e) {
+ log.warn("[Gate] 手动平{}仓失败", sideLabel, e);
+ }
+
+ // 2. 撤该方向所有挂单 + 更新 GridElement
+ if (isLong) {
+ cancelAllLongTakeProfitsAndStopLosses();
+ cancelAllLongEntryOrders();
+ longActive = false;
+ longPositionSize = BigDecimal.ZERO;
+ } else {
+ cancelAllShortTakeProfitsAndStopLosses();
+ cancelAllShortEntryOrders();
+ shortActive = false;
+ shortPositionSize = BigDecimal.ZERO;
+ }
+ log.info("[Gate] {}仓已平仓并清理挂单，交由价格驱动重新入场", sideLabel);
+ }
+
+ /**
+ * 判断异常是否为市价单价格保护拒绝（{@code MARKET_PRICE_TOO_DEVIATED}）。
+ *
+ * <p>该错误是交易所对市价单的保护：当盘口价相对最新价偏离超过滑点比率时拒绝下单，
+ * 属于瞬时行情错误，等待行情稳定后重试通常可成功。
+ */
+ private boolean isPriceProtectionRejected(Exception e) {
+ if (e instanceof GateApiException) {
+ String label = ((GateApiException) e).getErrorLabel();
+ return label != null && label.contains("PRICE_TOO_DEVIATED");
+ }
+ return false;
+ }
+
+ /**
+ * 取消所有多仓入场单（条件开仓单），并清空 GridElement 的多仓挂单记录。
+ */
+ private void cancelAllLongEntryOrders() {
+ for (GridElement e : config.getGridElements()) {
+ for (String oid : new ArrayList<>(e.getLongOrderIds())) {
+ executor.cancelConditionalOrder(oid, o -> {});
+ }
+ e.getLongTraderParam().setEntryOrderId(null);
+ e.getLongTraderParam().setEntryOrderPlaced(false);
+ e.setHasLongOrder(false);
+ e.clearLongOrderIds();
+ }
+ GridElement.refreshIndices();
+ log.info("[Gate] 已提交取消所有多仓入场单");
+ }
+
+ /**
+ * 取消所有空仓入场单（条件开仓单），并清空 GridElement 的空仓挂单记录。
+ */
+ private void cancelAllShortEntryOrders() {
+ for (GridElement e : config.getGridElements()) {
+ for (String oid : new ArrayList<>(e.getShortOrderIds())) {
+ executor.cancelConditionalOrder(oid, o -> {});
+ }
+ e.getShortTraderParam().setEntryOrderId(null);
+ e.getShortTraderParam().setEntryOrderPlaced(false);
+ e.setHasShortOrder(false);
+ e.clearShortOrderIds();
+ }
+ GridElement.refreshIndices();
+ log.info("[Gate] 已提交取消所有空仓入场单");
+ }
+
// ========== 止损查表辅助方法 ==========
/** 找到第一个有多仓止损单的网格（首个匹配即返回） */
--
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