From 8cadc2c947d541bd2621892b5764d2d3e7697cad Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Fri, 30 Oct 2026 17:49:33 +0800
Subject: [PATCH] feat(gate): 实现仓位止盈补仓功能
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 141 +++++++++++++++++++++++++++++++++++------------
1 files changed, 105 insertions(+), 36 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 3292f83..e063f32 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -921,6 +921,8 @@
* @param orderId 止盈单 ID
*/
private void handleLongTakeProfitTriggered(GridElement tpElem, String orderId) {
+ // 清理前读取本次止盈单张数（仓位止盈补仓用；清理后该记录会被移除）
+ Integer tpSize = tpElem.getLongTakeProfitOrderSize(orderId);
// 清理前判断：当前是否为该方向最后一个止盈单（最后一个不触发对向加仓）
boolean isLastTp = GridElement.getLongTakeProfitCount() <= 1;
// 清理止盈单状态（移除已成交的这笔止盈单）
@@ -930,6 +932,11 @@
// 止盈依次上移：先取消之前挂的对向空开仓单，再挂新单
cancelTpOppositeShortEntries();
+
+ // 仓位止盈补仓：在对侧（空仓）止损位挂同方向（多仓）开仓单，张数 = 本次止盈单张数
+ if (config.isTpPositionReplenishEnabled()) {
+ replenishAfterTp(true, tpSize);
+ }
if (!config.isTpTriggerOppositeAddEnabled()) {
return;
@@ -959,6 +966,8 @@
* @param orderId 止盈单 ID
*/
private void handleShortTakeProfitTriggered(GridElement tpElem, String orderId) {
+ // 清理前读取本次止盈单张数（仓位止盈补仓用；清理后该记录会被移除）
+ Integer tpSize = tpElem.getShortTakeProfitOrderSize(orderId);
// 清理前判断：当前是否为该方向最后一个止盈单（最后一个不触发对向加仓）
boolean isLastTp = GridElement.getShortTakeProfitCount() <= 1;
// 清理止盈单状态（移除已成交的这笔止盈单）
@@ -968,6 +977,11 @@
// 止盈依次下移：先取消之前挂的对向多开仓单，再挂新单
cancelTpOppositeLongEntries();
+
+ // 仓位止盈补仓：在对侧（多仓）止损位挂同方向（空仓）开仓单，张数 = 本次止盈单张数
+ if (config.isTpPositionReplenishEnabled()) {
+ replenishAfterTp(false, tpSize);
+ }
if (!config.isTpTriggerOppositeAddEnabled()) {
return;
@@ -988,6 +1002,41 @@
return;
}
placeOppositeAddLongEntry(target, tpElem, qty);
+ }
+
+ /**
+ * 仓位止盈补仓：任意方向止盈触发时，在对侧止损位挂与止盈方向一致、张数 = 本次止盈单张数的条件开仓单。
+ * <p>开仓单走标准入场流程（placeEntryOrderWithPreFlag 预置标记），成交后进入 ENTRY_FILLED 常规分支，
+ * extend 会按最新全持仓重挂止损，保证补仓仓位有完整止损覆盖。</p>
+ *
+ * @param isLong true=多仓止盈（挂多仓开仓单），false=空仓止盈（挂空仓开仓单）
+ * @param tpSize 本次触发止盈单的张数（null 或 <=0 则跳过）
+ */
+ private void replenishAfterTp(boolean isLong, Integer tpSize) {
+ if (tpSize == null || tpSize <= 0) {
+ log.warn("[Gate] 仓位止盈补仓跳过: 止盈单张数无效, isLong:{}, tpSize:{}", isLong, tpSize);
+ return;
+ }
+ // 对侧止损位：多仓止盈 → 空仓第一止损位；空仓止盈 → 多仓第一止损位
+ GridElement slElem = isLong ? findFirstShortStopLossGrid() : findFirstLongStopLossGrid();
+ if (slElem == null) {
+ log.warn("[Gate] 仓位止盈补仓: 未找到对侧止损位, isLong:{}", isLong);
+ return;
+ }
+ BigDecimal triggerPrice = slElem.getGridPrice();
+ // 方向与止盈方向一致：多仓止盈 → 多开仓（价格≥触发价 NUMBER_1）；空仓止盈 → 空开仓（价格≤触发价 NUMBER_2）
+ FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
+ : FuturesPriceTrigger.RuleEnum.NUMBER_2;
+ String size = isLong ? String.valueOf(tpSize) : negate(String.valueOf(tpSize));
+ // 记录本网格该方向的开仓张数（供 ENTRY_FILLED 分支读取成交张数）
+ if (isLong) {
+ slElem.getLongTraderParam().setQuantity(String.valueOf(tpSize));
+ } else {
+ slElem.getShortTraderParam().setQuantity(String.valueOf(tpSize));
+ }
+ placeEntryOrderWithPreFlag(slElem, isLong, triggerPrice, rule, size);
+ log.info("[Gate] 仓位止盈补仓: {}止盈触发, 对侧止损位 gridId:{}, 挂{}开仓{}张",
+ isLong ? "多仓" : "空仓", slElem.getId(), isLong ? "多" : "空", tpSize);
}
/**
@@ -1104,7 +1153,7 @@
ORDER_TYPE_CLOSE_SHORT,
String.valueOf(qty),
profitId -> {
- slElem.addShortStopLossOrderId(profitId);
+ slElem.addShortStopLossOrderId(profitId, qty);
GridElement.refreshIndices();
log.info("[Gate] 对向加仓空仓止损已挂, 开仓gridId:{}, 止损gridId:{}, 数量:{}张, stopLossId:{}",
oppositeGridId, stopLossGridId, qty, profitId);
@@ -1132,7 +1181,7 @@
ORDER_TYPE_CLOSE_LONG,
negate(String.valueOf(qty)),
profitId -> {
- slElem.addLongStopLossOrderId(profitId);
+ slElem.addLongStopLossOrderId(profitId, qty);
GridElement.refreshIndices();
log.info("[Gate] 对向加仓多仓止损已挂, 开仓gridId:{}, 止损gridId:{}, 数量:{}张, stopLossId:{}",
oppositeGridId, stopLossGridId, qty, profitId);
@@ -1326,7 +1375,7 @@
ORDER_TYPE_CLOSE_LONG,
negate(baseQty),
profitId -> {
- longElem.addLongStopLossOrderId(profitId);
+ longElem.addLongStopLossOrderId(profitId, Integer.parseInt(baseQty));
GridElement.refreshIndices();
log.info("[Gate] 自定义多仓止损已挂, 目标价:{}, 匹配gridId:{}, 触发价:{}, stopLossId:{}",
longPrice, longElem.getId(), triggerPrice, profitId);
@@ -1347,7 +1396,7 @@
ORDER_TYPE_CLOSE_SHORT,
baseQty,
profitId -> {
- shortElem.addShortStopLossOrderId(profitId);
+ shortElem.addShortStopLossOrderId(profitId, Integer.parseInt(baseQty));
GridElement.refreshIndices();
log.info("[Gate] 自定义空仓止损已挂, 目标价:{}, 匹配gridId:{}, 触发价:{}, stopLossId:{}",
shortPrice, shortElem.getId(), triggerPrice, profitId);
@@ -1390,7 +1439,7 @@
ORDER_TYPE_CLOSE_SHORT,
size,
profitId -> {
- elem.addShortStopLossOrderId(profitId);
+ elem.addShortStopLossOrderId(profitId, Integer.parseInt(size));
GridElement.refreshIndices();
log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
}
@@ -1417,7 +1466,7 @@
ORDER_TYPE_CLOSE_LONG,
negate(size),
profitId -> {
- elem.addLongStopLossOrderId(profitId);
+ elem.addLongStopLossOrderId(profitId, Integer.parseInt(size));
GridElement.refreshIndices();
log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
}
@@ -1478,12 +1527,17 @@
private void longTakeProfitTraderIdParam(
GridElement baseElement,String profitId, boolean flag
) {
+ longTakeProfitTraderIdParam(baseElement, profitId, flag, 0);
+ }
+ private void longTakeProfitTraderIdParam(
+ GridElement baseElement,String profitId, boolean flag, int size
+ ) {
TraderParam tp = baseElement.getLongTraderParam();
if (flag && profitId != null) {
- // 挂单成功：追加到止盈单列表（支持基础止盈 + 超额止盈并行挂单）
+ // 挂单成功：追加到止盈单列表（支持基础止盈 + 超额止盈并行挂单），并记录该单张数
tp.setTakeProfitOrderId(profitId);
tp.setTakeProfitPlaced(true);
- baseElement.addLongTakeProfitOrderId(profitId);
+ baseElement.addLongTakeProfitOrderId(profitId, size);
} else {
// 清理：profitId 非空移除指定止盈单，为空清空该网格全部止盈单
tp.setTakeProfitPlaced(false);
@@ -1502,12 +1556,17 @@
private void shortTakeProfitTraderIdParam(
GridElement baseElement,String profitId, boolean flag
) {
+ shortTakeProfitTraderIdParam(baseElement, profitId, flag, 0);
+ }
+ private void shortTakeProfitTraderIdParam(
+ GridElement baseElement,String profitId, boolean flag, int size
+ ) {
TraderParam tp = baseElement.getShortTraderParam();
if (flag && profitId != null) {
- // 挂单成功：追加到止盈单列表（支持基础止盈 + 超额止盈并行挂单）
+ // 挂单成功：追加到止盈单列表（支持基础止盈 + 超额止盈并行挂单），并记录该单张数
tp.setTakeProfitOrderId(profitId);
tp.setTakeProfitPlaced(true);
- baseElement.addShortTakeProfitOrderId(profitId);
+ baseElement.addShortTakeProfitOrderId(profitId, size);
} else {
// 清理：profitId 非空移除指定止盈单，为空清空该网格全部止盈单
tp.setTakeProfitPlaced(false);
@@ -2006,7 +2065,7 @@
*
* @param isLong {@code true}=多仓方向，{@code false}=空仓方向
* @param respectCurrentPosition {@code true}=按「单边总持仓 ≤ maxPositionPerSide」扣减当前持仓；{@code false}=仅限制单次下单量
- * @param stopLossSize 本次止损单张数（仅止损追单场景传入，用于修正 REST 时序竞态；其余场景传 0）
+ * @param stopLossSize 本次触发网格的全部止损单张数（仅止损追单场景传入，用于修正 REST 持仓时序竞态；其余场景传 0）
* @return 实际下单张数（字符串）
*/
private String calculateEntryQuantity(boolean isLong, boolean respectCurrentPosition, int stopLossSize) {
@@ -2021,7 +2080,7 @@
if (respectCurrentPosition) {
// 止损追单：单边总持仓不得超过 maxPerSide，追单量 = maxPerSide - 当前持仓。
// 止损单刚成交、REST 查询可能仍返回止损前持仓（时序竞态），
- // 减去本次止损单张数得到止损后的真实持仓，避免追单量被错误扣减。
+ // 减去本网格全部止损张数得到止损后的真实持仓，避免追单量被错误扣减。
int currentPos = isLong
? queryPositionSize(Position.ModeEnum.DUAL_LONG)
: queryPositionSize(Position.ModeEnum.DUAL_SHORT);
@@ -2041,6 +2100,8 @@
}
private void handleLongStopLossTriggered(GridElement gridElement, String orderId) {
+ // 本网格全部止损单覆盖张数（含刚触发的这一单），用于追单时修正 REST 持仓的时序竞态
+ int gridStopLossSize = gridElement.getLongStopLossTotalSize();
gridElement.removeLongStopLossOrderId(orderId);
int gridId = gridElement.getId();
@@ -2073,7 +2134,7 @@
// 止损追单：同一网格可有多笔挂单，不判断 isHasLongOrder，直接挂单
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- String size = calculateEntryQuantity(true, true, Integer.parseInt(config.getQuantity()));
+ String size = calculateEntryQuantity(true, true, gridStopLossSize);
log.info("[Gate] 多仓止损追单 有效次数:{}, 加仓执行:{}, 停止阈值:{}, 基础:{}张 → 实际:{}张, 模式:{}",
getEffectiveStopLossCount(true), getEffectiveAddCount(true), config.getAddPositionStopThreshold(),
config.getBaseQuantity(), size, config.getStopLossCountMode());
@@ -2109,6 +2170,8 @@
}
private void handleShortStopLossTriggered(GridElement gridElement, String orderId) {
+ // 本网格全部止损单覆盖张数（含刚触发的这一单），用于追单时修正 REST 持仓的时序竞态
+ int gridStopLossSize = gridElement.getShortStopLossTotalSize();
gridElement.removeShortStopLossOrderId(orderId);
int gridId = gridElement.getId();
@@ -2139,7 +2202,7 @@
// 止损追单：同一网格可有多笔挂单，不判断 isHasShortOrder，直接挂单
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- String size = calculateEntryQuantity(false, true, Integer.parseInt(config.getQuantity()));
+ String size = calculateEntryQuantity(false, true, gridStopLossSize);
log.info("[Gate] 空仓止损追单 有效次数:{}, 加仓执行:{}, 停止阈值:{}, 基础:{}张 → 实际:{}张, 模式:{}",
getEffectiveStopLossCount(false), getEffectiveAddCount(false), config.getAddPositionStopThreshold(),
config.getBaseQuantity(), size, config.getStopLossCountMode());
@@ -2394,8 +2457,10 @@
// ========== 止损追单（新逻辑：3 个固定位置，每个位置挂多个 1 张止损单） ==========
/**
- * 多仓止损追单 — 网格数量 = baseQuantity/quantity，从近到远分配。
- * aCount<0跳过, aCount=0→主=2, aCount=1→主=2,辅0=1, aCount>=2→主=aCount,辅依次填1
+ * 多仓止损追单 — 把当前多头持仓<b>全量</b>拆分为多笔止损单，挂在靠近入场的连续网格上。
+ * 网格数 gridCount = baseQuantity / quantity；最近网格挂大部分张数、其余网格各挂 1 笔 quantity 张，
+ * 不足一格的余数单独在更远一网格挂一笔。所有异步挂单完成后通过计数器重置防重入标记；
+ * 期间若有入场单成交则打 pendingStopLossReExtend 待重挂。
*/
private void extendLongStopLoss(int filledQty, int gridId) {
int qty = Integer.parseInt(config.getQuantity());
@@ -2408,9 +2473,9 @@
return;
}
- // [Gate] 止损只针对初始开仓仓位(baseQuantity)，加仓部分只做止盈；
- // 持仓不足一个网格量时也按剩余张数挂一张止损（手动重建场景，避免裸奔）
- int slSize = Math.min(filledQty, baseQty);
+ // [Gate] 止损覆盖全持仓：加仓部分同样受止损保护，不再只保初始仓位。
+ // 取 max 是为了在 REST 时序竞态导致 filledQty 偏小时，至少保住 baseQuantity 的基础仓位
+ int slSize = Math.max(filledQty, baseQty);
int totalOrders = slSize / qty;
int remainder = slSize % qty;
int[] orders = new int[gridCount];
@@ -2471,8 +2536,10 @@
}
/**
- * 空仓止损追单 — 网格数量 = baseQuantity/quantity，从近到远分配。
- * aCount<0跳过, aCount=0→主=2, aCount=1→主=2,辅0=1, aCount>=2→主=aCount,辅依次填1
+ * 空仓止损追单 — 把当前空头持仓<b>全量</b>拆分为多笔止损单，挂在靠近入场的连续网格上。
+ * 网格数 gridCount = baseQuantity / quantity；最近网格挂大部分张数、其余网格各挂 1 笔 quantity 张，
+ * 不足一格的余数单独在更远一网格挂一笔。所有异步挂单完成后通过计数器重置防重入标记；
+ * 期间若有入场单成交则打 pendingStopLossReExtend 待重挂。
*/
private void extendShortStopLoss(int filledQty, int gridId) {
int qty = Integer.parseInt(config.getQuantity());
@@ -2485,9 +2552,9 @@
return;
}
- // [Gate] 止损只针对初始开仓仓位(baseQuantity)，加仓部分只做止盈；
- // 持仓不足一个网格量时也按剩余张数挂一张止损（手动重建场景，避免裸奔）
- int slSize = Math.min(filledQty, baseQty);
+ // [Gate] 止损覆盖全持仓：加仓部分同样受止损保护，不再只保初始仓位。
+ // 取 max 是为了在 REST 时序竞态导致 filledQty 偏小时，至少保住 baseQuantity 的基础仓位
+ int slSize = Math.max(filledQty, baseQty);
int totalOrders = slSize / qty;
int remainder = slSize % qty;
int[] orders = new int[gridCount];
@@ -2619,9 +2686,9 @@
triggerPrice, rule, orderType, size,
profitId -> {
if (isLong) {
- elem.addLongStopLossOrderId(profitId);
+ elem.addLongStopLossOrderId(profitId, Integer.parseInt(qtyStr));
} else {
- elem.addShortStopLossOrderId(profitId);
+ elem.addShortStopLossOrderId(profitId, Integer.parseInt(qtyStr));
}
GridElement.refreshIndices();
log.info("[Gate] {}止损追加, gridId:{}, 触发价:{}, 第{}单, stopLossId:{}",
@@ -3041,9 +3108,9 @@
executor.placeTakeProfit(triggerPrice, rule, orderType, size,
profitId -> {
if (isLong) {
- longTakeProfitTraderIdParam(tpElem, profitId, true);
+ longTakeProfitTraderIdParam(tpElem, profitId, true, excessQty);
} else {
- shortTakeProfitTraderIdParam(tpElem, profitId, true);
+ shortTakeProfitTraderIdParam(tpElem, profitId, true, excessQty);
}
log.info("[Gate] {}止盈挂单, gridId:{}, 触发价:{}, 数量:{}, takeProfitId:{}",
isLong ? "多仓" : "空仓", finalTpGridId, triggerPrice, finalSize, profitId);
@@ -3131,6 +3198,7 @@
if (qty <= 0) {
continue;
}
+ final int fqty = qty;
final GridElement elem = gridList.get(i);
final int gid = elem.getId();
final BigDecimal triggerPrice = elem.getGridPrice();
@@ -3141,9 +3209,9 @@
executor.placeTakeProfit(triggerPrice, rule, orderType, size,
profitId -> {
if (isLong) {
- longTakeProfitTraderIdParam(elem, profitId, true);
+ longTakeProfitTraderIdParam(elem, profitId, true, fqty);
} else {
- shortTakeProfitTraderIdParam(elem, profitId, true);
+ shortTakeProfitTraderIdParam(elem, profitId, true, fqty);
}
log.info("[Gate] 分散止盈 {} gridId:{}, 触发价:{}, 数量:{}, tpId:{}",
isLong ? "多仓" : "空仓", gid, triggerPrice, size, profitId);
@@ -3203,6 +3271,7 @@
break;
}
BigDecimal qty = perGrid.min(remaining);
+ final int fqty = qty.intValue();
final GridElement fe = elem;
final int gid = id;
final BigDecimal triggerPrice = elem.getGridPrice();
@@ -3213,9 +3282,9 @@
executor.placeTakeProfit(triggerPrice, rule, orderType, size,
profitId -> {
if (isLong) {
- longTakeProfitTraderIdParam(fe, profitId, true);
+ longTakeProfitTraderIdParam(fe, profitId, true, fqty);
} else {
- shortTakeProfitTraderIdParam(fe, profitId, true);
+ shortTakeProfitTraderIdParam(fe, profitId, true, fqty);
}
log.info("[Gate] 基础止盈 {} gridId:{}, 触发价:{}, 数量:{}, tpId:{}",
isLong ? "多仓" : "空仓", gid, triggerPrice, size, profitId);
@@ -3242,9 +3311,9 @@
executor.placeTakeProfit(triggerPrice, rule, orderType, size,
profitId -> {
if (isLong) {
- longTakeProfitTraderIdParam(tpElem, profitId, true);
+ longTakeProfitTraderIdParam(tpElem, profitId, true, qty);
} else {
- shortTakeProfitTraderIdParam(tpElem, profitId, true);
+ shortTakeProfitTraderIdParam(tpElem, profitId, true, qty);
}
log.info("[Gate] 止损{}→对手超额止盈 gridId:{}, 量:{}, tpId:{}", times, gridId, qty, profitId);
}
@@ -3269,8 +3338,8 @@
String size = isLong ? negate(String.valueOf(tpQty)) : String.valueOf(tpQty);
executor.placeTakeProfit(triggerPrice, rule, orderType, size,
profitId -> {
- if (isLong) longTakeProfitTraderIdParam(tpElem, profitId, true);
- else shortTakeProfitTraderIdParam(tpElem, profitId, true);
+ if (isLong) longTakeProfitTraderIdParam(tpElem, profitId, true, tpQty);
+ else shortTakeProfitTraderIdParam(tpElem, profitId, true, tpQty);
log.info("[Gate] 止损次数{}→对手{}止盈 gridId:{}, 量:{}, tpId:{}",
times, isLong ? "多仓" : "空仓", tpGridId, size, profitId);
}
--
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