From 914a9b1662ebe18c0ea709365f78da8782c7039f Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 21 Sep 2026 09:58:09 +0800
Subject: [PATCH] feat(gate): 添加自定义止损功能
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 216 +++++++++++++++++++++++++++++++++++++++++++++---------
1 files changed, 180 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 a62052e..4893db4 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -15,6 +15,7 @@
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.*;
+import java.util.concurrent.atomic.AtomicBoolean;
import java.util.concurrent.atomic.AtomicInteger;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
@@ -148,6 +149,8 @@
private volatile int lastLongStopLossGridId = Integer.MAX_VALUE;
/** 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 volatile BigDecimal lastKlinePrice;
private volatile BigDecimal markPrice = BigDecimal.ZERO;
@@ -362,6 +365,7 @@
accumulatedShortLossCount = 0;
lastLongStopLossGridId = Integer.MAX_VALUE;
lastShortStopLossGridId = Integer.MAX_VALUE;
+ customStopLossModeActive.set(false);
shortPriceQueue.clear();
longPriceQueue.clear();
totalShortPriceQueue.clear();
@@ -974,56 +978,182 @@
// );
// }
- int shortTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
- for (int id = 2; id <= shortTime; id++) {
- GridElement elem = GridElement.findById(id);
- if (elem == null) {
- continue;
- }
- BigDecimal triggerPrice = elem.getGridPrice();
- String size = config.getQuantity();
- int finalId = id;
- executor.placeTakeProfit(
- triggerPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_1,
- ORDER_TYPE_CLOSE_SHORT,
- size,
- profitId -> {
- elem.addShortStopLossOrderId(profitId);
- GridElement.refreshIndices();
- log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
- }
- );
+ if (config.isCustomStopLossEnabled()) {
+ placeCustomStopLosses();
+ } else {
+ placeDefaultStopLossLadders();
}
+ state = StrategyState.ACTIVE;
+ }
+ }
+ // ========== 自定义止损（按触发价各挂一单） ==========
- int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
- for (int id = -2; id >= -longTime; id--) {
- GridElement elem = GridElement.findById(id);
- if (elem == null) {
- continue;
- }
- BigDecimal triggerPrice = elem.getGridPrice();
- String size = config.getQuantity();
- int finalId = id;
+ /**
+ * 自定义止损初始化：按多空止损触发价匹配最近网格，各挂一张覆盖全仓位（baseQuantity）的止损单。
+ * 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);
+ String baseQty = config.getBaseQuantity();
+ BigDecimal longPrice = config.getLongCustomStopLossPrice();
+ BigDecimal shortPrice = config.getShortCustomStopLossPrice();
+
+ if (longPrice != null && longPrice.compareTo(BigDecimal.ZERO) > 0) {
+ GridElement longElem = findNearestGridElementByPrice(longPrice);
+ if (longElem != null) {
+ BigDecimal triggerPrice = longElem.getGridPrice();
executor.placeTakeProfit(
triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_2,
ORDER_TYPE_CLOSE_LONG,
- negate(size),
+ negate(baseQty),
profitId -> {
- elem.addLongStopLossOrderId(profitId);
+ longElem.addLongStopLossOrderId(profitId);
GridElement.refreshIndices();
- log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
+ 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);
}
);
+ } else {
+ log.warn("[Gate] 自定义多仓止损价:{} 未匹配到任何网格", longPrice);
}
-
- log.info("[Gate] 止损止盈单已全部挂完, 空仓止损:2~{}, 多仓止损:-2~-{}", shortTime, longTime);
-
- state = StrategyState.ACTIVE;
}
+
+ if (shortPrice != null && shortPrice.compareTo(BigDecimal.ZERO) > 0) {
+ GridElement shortElem = findNearestGridElementByPrice(shortPrice);
+ if (shortElem != null) {
+ BigDecimal triggerPrice = shortElem.getGridPrice();
+ executor.placeTakeProfit(
+ triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_SHORT,
+ baseQty,
+ profitId -> {
+ shortElem.addShortStopLossOrderId(profitId);
+ 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);
+ }
+ );
+ } else {
+ log.warn("[Gate] 自定义空仓止损价:{} 未匹配到任何网格", shortPrice);
+ }
+ }
+ log.info("[Gate] 自定义止损初始化完成, 多仓止损价:{}, 空仓止损价:{}", longPrice, shortPrice);
+ }
+
+ /**
+ * 默认止损阶梯（原有逻辑）：空仓从 ID=2 向上、多仓从 ID=-2 向下，各挂 baseQuantity/quantity 格、每格 quantity 张。
+ */
+ private void placeDefaultStopLossLadders() {
+ placeDefaultShortStopLossLadder();
+ placeDefaultLongStopLossLadder();
+ int shortTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
+ int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
+ log.info("[Gate] 止损止盈单已全部挂完, 空仓止损:2~{}, 多仓止损:-2~-{}", shortTime, longTime);
+ }
+
+ /**
+ * 默认空仓止损阶梯：从 ID=2 向上挂，每格 quantity 张，NUMBER_1（价格 ≥ 触发价平空）。
+ */
+ private void placeDefaultShortStopLossLadder() {
+ int shortTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
+ for (int id = 2; id <= shortTime; id++) {
+ GridElement elem = GridElement.findById(id);
+ if (elem == null) {
+ continue;
+ }
+ BigDecimal triggerPrice = elem.getGridPrice();
+ String size = config.getQuantity();
+ int finalId = id;
+ executor.placeTakeProfit(
+ triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_SHORT,
+ size,
+ profitId -> {
+ elem.addShortStopLossOrderId(profitId);
+ GridElement.refreshIndices();
+ log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
+ }
+ );
+ }
+ }
+
+ /**
+ * 默认多仓止损阶梯：从 ID=-2 向下挂，每格 quantity 张，NUMBER_2（价格 ≤ 触发价平多）。
+ */
+ private void placeDefaultLongStopLossLadder() {
+ int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
+ for (int id = -2; id >= -longTime; id--) {
+ GridElement elem = GridElement.findById(id);
+ if (elem == null) {
+ continue;
+ }
+ BigDecimal triggerPrice = elem.getGridPrice();
+ String size = config.getQuantity();
+ int finalId = id;
+ executor.placeTakeProfit(
+ triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_LONG,
+ negate(size),
+ profitId -> {
+ elem.addLongStopLossOrderId(profitId);
+ GridElement.refreshIndices();
+ log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
+ }
+ );
+ }
+ }
+
+ /**
+ * 按「价格 → 最近网格」匹配：返回 gridPrice 与目标价绝对值差最小的网格元素。
+ */
+ private GridElement findNearestGridElementByPrice(BigDecimal price) {
+ if (price == null || price.compareTo(BigDecimal.ZERO) <= 0) {
+ return null;
+ }
+ GridElement nearest = null;
+ BigDecimal minDiff = null;
+ for (GridElement e : config.getGridElements()) {
+ BigDecimal diff = e.getGridPrice().subtract(price).abs();
+ if (minDiff == null || diff.compareTo(minDiff) < 0) {
+ minDiff = diff;
+ nearest = e;
+ }
+ }
+ return nearest;
+ }
+
+ /**
+ * 只取消空仓止损单（保留空仓止盈），用于自定义止损首次触发时重挂未触发侧。
+ */
+ private void cancelAllShortStopLossesOnly() {
+ for (GridElement e : config.getGridElements()) {
+ for (String slId : new ArrayList<>(e.getShortStopLossOrderIds())) {
+ executor.cancelConditionalOrder(slId, oid -> {});
+ }
+ e.clearShortStopLossOrderIds();
+ }
+ GridElement.refreshIndices();
+ log.info("[Gate] 已提交取消所有空仓止损（保留止盈）");
+ }
+
+ /**
+ * 只取消多仓止损单（保留多仓止盈），用于自定义止损首次触发时重挂未触发侧。
+ */
+ private void cancelAllLongStopLossesOnly() {
+ for (GridElement e : config.getGridElements()) {
+ for (String slId : new ArrayList<>(e.getLongStopLossOrderIds())) {
+ executor.cancelConditionalOrder(slId, oid -> {});
+ }
+ e.clearLongStopLossOrderIds();
+ }
+ GridElement.refreshIndices();
+ log.info("[Gate] 已提交取消所有多仓止损（保留止盈）");
}
/**
@@ -1523,6 +1653,13 @@
}
}
+ // 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)) {
+ 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");
+ }
+
}
private void handleShortStopLossTriggered(GridElement gridElement, String orderId) {
@@ -1574,6 +1711,13 @@
});
}
}
+
+ // 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)) {
+ 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");
+ }
}
// ========== 止盈/止损取消辅助方法 ==========
--
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