From 99429b6abbf0ee6da41d941851c5df6c6ec5347b Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Fri, 07 Aug 2026 11:29:56 +0800
Subject: [PATCH] config(gateApi): 更新Gate API密钥配置
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 1203 ++++++++++++++++++++++++++++++++++++++++++++++-----------
1 files changed, 972 insertions(+), 231 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 a921ba2..af22594 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.AtomicInteger;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionClosesChannelHandler;
@@ -134,10 +135,17 @@
/** 多头是否活跃（有仓位） */
private volatile boolean longActive = false;
- /** 多头累计止损张数（加仓订单成交后归零） */
+ /** 当前已完成轮数，每次盈利重启时+1 */
+ private volatile int currentRound = 0;
+
+ /** 多头累计止损次数（始终递增，加仓订单成交后归零） */
private volatile int accumulatedLongLossCount = 0;
- /** 空头累计止损张数（加仓订单成交后归零） */
+ /** 空头累计止损次数（始终递增，加仓订单成交后归零） */
private volatile int accumulatedShortLossCount = 0;
+ /** 最近触发止损的多头网格ID */
+ 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;
private volatile BigDecimal lastKlinePrice;
private volatile BigDecimal markPrice = BigDecimal.ZERO;
@@ -307,12 +315,17 @@
shortActive = false;
accumulatedLongLossCount = 0;
accumulatedShortLossCount = 0;
+ lastLongStopLossGridId = Integer.MAX_VALUE;
+ lastShortStopLossGridId = Integer.MAX_VALUE;
shortPriceQueue.clear();
longPriceQueue.clear();
+ totalShortPriceQueue.clear();
+ totalLongPriceQueue.clear();
currentLongOrderIds.clear();
currentShortOrderIds.clear();
// 每次重启重新获取当前本金
refreshInitialPrincipal();
+ currentRound = 0;
log.info("[Gate] 网格策略已启动, 当前本金: {} USDT", initialPrincipal);
}
@@ -362,6 +375,9 @@
* @param closePrice K 线收盘价（即当前最新成交价）
*/
public void onKline(BigDecimal closePrice) {
+
+// log.info("当前价：{}", closePrice);
+
lastKlinePrice = closePrice;
//初始化0位置的开仓，并且用空的开仓价格，作为价格基准来划分网格
@@ -389,11 +405,11 @@
return;
}
-
-// checkProfitAndReset();
-
+ // 异步检查盈亏，避免 REST 调用阻塞 WS 心跳导致 Socket closed
+ executor.submitTask(this::checkProfitAndReset);
if (state == StrategyState.ACTIVE &&
+ config.isPriceDriveEnabled() &&
longActive == false &&
longPositionSize.compareTo(BigDecimal.ZERO) == 0){
processShortGrid(closePrice);
@@ -401,6 +417,7 @@
if (state == StrategyState.ACTIVE &&
+ config.isPriceDriveEnabled() &&
shortActive == false &&
shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
processLongGrid(closePrice);
@@ -408,27 +425,46 @@
}
/** Gate 永续合约 taker 费率 0.05% */
- private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.0005");
+ private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.001");
private void checkProfitAndReset() {
+ if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
+ return;
+ }
try {
BigDecimal target = initialPrincipal.add(config.getExpectedProfit());
FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
- BigDecimal unrealisedPnl = new BigDecimal(account.getCrossUnrealisedPnl());
- BigDecimal available = new BigDecimal(account.getCrossAvailable());
- BigDecimal totalEquity = unrealisedPnl.add(available);
+ // 预估平仓手续费 = 持仓量 × 合约乘数 × 入场价 × taker费率
+ BigDecimal multiplier = config.getContractMultiplier();
+ BigDecimal longCloseFee = BigDecimal.ZERO;
+ if (longPositionSize.compareTo(BigDecimal.ZERO) > 0 && longEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
+ longCloseFee = longPositionSize.multiply(multiplier).multiply(longEntryPrice).multiply(TAKER_FEE_RATE);
+ }
+ BigDecimal shortCloseFee = BigDecimal.ZERO;
+ if (shortPositionSize.compareTo(BigDecimal.ZERO) > 0 && shortEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
+ shortCloseFee = shortPositionSize.multiply(multiplier).multiply(shortEntryPrice).multiply(TAKER_FEE_RATE);
+ }
+ BigDecimal estimatedCloseFee = longCloseFee.add(shortCloseFee);
- // 估算平仓手续费：(多仓张数+空仓张数) × 合约面值 × 当前价 × taker费率
- BigDecimal totalSize = longPositionSize.abs().add(shortPositionSize.abs());
- BigDecimal closeContractValue =
- totalSize.multiply(config.getContractMultiplier()).multiply(lastKlinePrice != null ? lastKlinePrice : BigDecimal.ZERO);
- BigDecimal estimatedFee = closeContractValue.multiply(TAKER_FEE_RATE);
- BigDecimal netEquity = totalEquity.subtract(estimatedFee);
- log.info("[Gate] 盈亏检查,总张数：{}, upl:{}, avail:{}, 合计:{}, 估手续费:{}, 净权益:{}, 目标:{}",
- totalSize,unrealisedPnl, available, totalEquity, estimatedFee, netEquity, target);
- if (netEquity.compareTo(target) > 0) {
- log.info("[Gate] 盈亏达标(净权益{}>目标{})，重置策略", netEquity, target);
+ BigDecimal totalEquity = new BigDecimal(account.getTotal())
+ .add(new BigDecimal(account.getUnrealisedPnl()))
+ .subtract(estimatedCloseFee);
+
+ if (totalEquity.compareTo(target) > 0) {
+ currentRound++;
+ int maxRounds = config.getRounds();
+ log.info("[Gate] 盈亏达标(净权益{}→含手续费-{}=实际{}>目标{})，第{}轮完成",
+ new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl())),
+ estimatedCloseFee, totalEquity, target, currentRound);
+
+ if (maxRounds > 0 && currentRound >= maxRounds) {
+ log.info("[Gate] 已达到运行轮数上限({})，策略停止", maxRounds);
+ stopGrid();
+ return;
+ }
+
+ log.info("[Gate] 重置策略，开始第{}轮...", currentRound);
state = StrategyState.STOPPED;
try {
futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
@@ -439,7 +475,10 @@
// 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
executor.submitTask(() -> {
try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
+ // 注意：startGrid() 会将 currentRound 归零，这里需要保留
+ int savedRound = currentRound;
startGrid();
+ currentRound = savedRound;
});
}
} catch (Exception e) {
@@ -538,7 +577,9 @@
// 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
executor.submitTask(() -> {
try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
+ int savedRound = currentRound;
startGrid();
+ currentRound = savedRound;
});
log.info("[Gate] 重置策略");
return;
@@ -598,97 +639,128 @@
}
GridElement longStopLossElem = GridElement.findByLongStopLossOrderId(orderId);
-// if (longStopLossElem != null && longPositionSize.compareTo(BigDecimal.ZERO) > 0 && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
if (longStopLossElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
- handleLongStopLossTriggered(longStopLossElem);
+ handleLongStopLossTriggered(longStopLossElem, orderId);
return;
}
GridElement shortStopLossElem = GridElement.findByShortStopLossOrderId(orderId);
-// if (shortStopLossElem != null && shortPositionSize.compareTo(BigDecimal.ZERO) > 0 && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
if (shortStopLossElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
- handleShortStopLossTriggered(shortStopLossElem);
+ handleShortStopLossTriggered(shortStopLossElem, orderId);
return;
}
GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
if (shortGridElement != null) {
- if (shortGridElement.isHasShortOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
+ if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
- shortEntryTraderIdParam(shortGridElement, null, false);
- extendShortStopLoss(filledQty,shortGridElement.getId());
- accumulatedShortLossCount = 0; // 加仓订单成交，重置止损累计
- log.info("[Gate] 空单成交 gridId:{}", filledQty);
+ shortEntryTraderIdParam(shortGridElement, orderId, false);
- // 空仓持仓超过baseQuantity时，从gridId-2开始向外追挂止盈
- BigDecimal shortBaseQty = new BigDecimal(config.getBaseQuantity());
- BigDecimal shortGridQty = new BigDecimal(config.getQuantity());
- if (shortPositionSize.compareTo(shortBaseQty) > 0) {
- BigDecimal shortExcess = shortPositionSize.subtract(shortBaseQty);
- int shortExcessCount = shortExcess.divide(shortGridQty, 0, RoundingMode.DOWN).intValue();
- for (int i = 0; i < shortExcessCount; i++) {
- int tpGridId = shortGridElement.getId() - 2 - i;
- GridElement tpElem = GridElement.findById(tpGridId);
- if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
- continue;
- }
- BigDecimal tpPrice = tpElem.getGridPrice();
- int finalTpGridId = tpGridId;
- executor.placeTakeProfit(
- tpPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_2,
- ORDER_TYPE_CLOSE_SHORT,
- config.getQuantity(),
- profitId -> {
- shortTakeProfitTraderIdParam(tpElem, profitId, true);
- log.info("[Gate] 空仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
- finalTpGridId, tpPrice, profitId);
- }
- );
- }
+ // 防重入：同一网格存在多个入场单且相近时间成交时，只处理第一次 extend，
+ // 后续成交打标 pendingReExtend，延展完成后自动用最新仓位重挂一次。
+ if (shortGridElement.isExtendStopLossInProgress()) {
+ shortGridElement.setPendingStopLossReExtend(true);
+ log.info("[Gate] 空单成交 gridId:{}, 止损追单已在进行中，标记待重挂, orderId:{}",
+ shortGridElement.getId(), orderId);
+ return;
}
+ shortGridElement.setExtendStopLossInProgress(true);
+
+ lastShortStopLossGridId = Integer.MAX_VALUE;
+ // [Gate-需求2] 加仓后先撤空仓所有止盈+止损，再查交易所持仓后重挂
+ cancelAllShortTakeProfitsAndStopLosses();
+ // REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
+ 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
+// placeExcessTakeProfit(posSize, false);
+ log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
+
+
+ checkShortStopLongProfit(accumulatedShortLossCount, shortGridElement.getId() + 2);
+
}
}
GridElement longGridElement = GridElement.findByLongOrderId(orderId);
if (longGridElement != null) {
- if (longGridElement.isHasLongOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")){
+ if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")){
int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
- longEntryTraderIdParam(longGridElement, null, false);
- extendLongStopLoss(filledQty,longGridElement.getId());
- accumulatedLongLossCount = 0; // 加仓订单成交，重置止损累计
- log.info("[Gate] 多单成交 gridId:{}", filledQty);
+ longEntryTraderIdParam(longGridElement, orderId, false);
- // 多仓持仓超过baseQuantity时，从gridId+2开始向外追挂止盈
- BigDecimal longBaseQty = new BigDecimal(config.getBaseQuantity());
- BigDecimal longGridQty = new BigDecimal(config.getQuantity());
- if (longPositionSize.compareTo(longBaseQty) > 0) {
- BigDecimal longExcess = longPositionSize.subtract(longBaseQty);
- int longExcessCount = longExcess.divide(longGridQty, 0, RoundingMode.DOWN).intValue();
- for (int i = 0; i < longExcessCount; i++) {
- int tpGridId = longGridElement.getId() + 2 + i;
- GridElement tpElem = GridElement.findById(tpGridId);
- if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) {
- continue;
- }
- BigDecimal tpPrice = tpElem.getGridPrice();
- int finalTpGridId = tpGridId;
- executor.placeTakeProfit(
- tpPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_1,
- ORDER_TYPE_CLOSE_LONG,
- negate(config.getQuantity()),
- profitId -> {
- longTakeProfitTraderIdParam(tpElem, profitId, true);
- log.info("[Gate] 多仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
- finalTpGridId, tpPrice, profitId);
- }
- );
- }
+ // 防重入：同一网格存在多个入场单且相近时间成交时，只处理第一次 extend，
+ // 后续成交打标 pendingReExtend，延展完成后自动用最新仓位重挂一次。
+ if (longGridElement.isExtendStopLossInProgress()) {
+ longGridElement.setPendingStopLossReExtend(true);
+ log.info("[Gate] 多单成交 gridId:{}, 止损追单已在进行中，标记待重挂, orderId:{}",
+ longGridElement.getId(), orderId);
+ return;
}
+ longGridElement.setExtendStopLossInProgress(true);
+
+ lastLongStopLossGridId = Integer.MAX_VALUE;
+ // [Gate-需求2] 加仓后先撤多仓所有止盈+止损，再查交易所持仓后重挂
+ cancelAllLongTakeProfitsAndStopLosses();
+ // REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
+ 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
+// placeExcessTakeProfit(posSize, true);
+ log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
+
+ checkLongStopShortProfit(accumulatedLongLossCount, longGridElement.getId() -2);
+
}
}
}
+
+ /**
+ * 查询交易所当前持仓张数（绝对值）。加仓/开仓后重挂止盈止损时调用，
+ * 绕过本地 WS 推送缓存避免时序竞态，直接拿到交易所权威数据。
+ *
+ * @param mode 持仓模式（DUAL_LONG / DUAL_SHORT）
+ * @return 持仓张数（绝对值），查询失败返回 0
+ */
+ private int queryPositionSize(Position.ModeEnum mode) {
+ Position p = queryPosition(mode);
+ if (p != null) {
+ return new BigDecimal(p.getSize()).abs().intValue();
+ }
+ return 0;
+ }
+
+ /**
+ * 查询交易所当前持仓均价，绕过本地 WS 推送缓存避免时序竞态。
+ *
+ * @param mode 持仓模式（DUAL_LONG / DUAL_SHORT）
+ * @return 持仓均价，无持仓或查询失败返回 BigDecimal.ZERO
+ */
+ private BigDecimal queryEntryPrice(Position.ModeEnum mode) {
+ Position p = queryPosition(mode);
+ if (p != null && p.getEntryPrice() != null) {
+ return new BigDecimal(p.getEntryPrice());
+ }
+ return BigDecimal.ZERO;
+ }
+
+ /**
+ * 查询指定模式的持仓对象。
+ */
+ private Position queryPosition(Position.ModeEnum mode) {
+ try {
+ List<Position> positions = futuresApi.listPositions(SETTLE).execute();
+ if (positions != null) {
+ for (Position p : positions) {
+ if (mode == p.getMode() && config.getContract().equals(p.getContract())) {
+ return p;
+ }
+ }
+ }
+ } catch (Exception e) {
+ log.warn("[Gate] 查询{}持仓失败", mode, e);
+ }
+ return null;
+ }
// ---- 网格队列处理 ----
@@ -717,6 +789,43 @@
baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
baseGridElement.setHasShortOrder(true);
+// // 空仓止损对应的多仓止盈：多仓止盈挂在ID=3
+// int tpGridIdLong = 3;
+// GridElement tpElemLong = GridElement.findById(tpGridIdLong);
+// BigDecimal triggerPriceLong = tpElemLong.getGridPrice();
+// String sizeLong = config.getBaseQuantity();
+// executor.placeTakeProfit(
+// triggerPriceLong,
+// FuturesPriceTrigger.RuleEnum.NUMBER_1,
+// ORDER_TYPE_CLOSE_LONG,
+// negate(sizeLong),
+// profitId -> {
+// tpElemLong.setLongTakeProfitOrderId(profitId);
+// GridElement.refreshIndices();
+// log.info("[Gate] 多仓止盈已挂(gridId:{}多止盈), 触发价:{}, takeProfitId:{}",
+// tpGridIdLong, triggerPriceLong, profitId);
+// }
+// );
+//
+//
+// // 多仓止损对应的空仓止盈：空仓止盈挂在ID=-3
+// int tpGridIdShort = -3;
+// GridElement tpElemShort = GridElement.findById(tpGridIdShort);
+// BigDecimal triggerPriceShort = tpElemShort.getGridPrice();
+// String sizeShort = config.getBaseQuantity();
+// executor.placeTakeProfit(
+// triggerPriceShort,
+// FuturesPriceTrigger.RuleEnum.NUMBER_2,
+// ORDER_TYPE_CLOSE_SHORT,
+// sizeShort,
+// profitId -> {
+// tpElemShort.setShortTakeProfitOrderId(profitId);
+// GridElement.refreshIndices();
+// log.info("[Gate] 空仓止盈已挂(gridId:{}空止盈), 触发价:{}, takeProfitId:{}",
+// tpGridIdShort, triggerPriceShort, profitId);
+// }
+// );
+
// int shortTime = 2;
// GridElement elemShort = GridElement.findById(shortTime);
// if (elemShort != null) {
@@ -728,7 +837,7 @@
// ORDER_TYPE_CLOSE_SHORT,
// size,
// profitId -> {
-// elemShort.setShortStopLossOrderId(profitId);
+// elemShort.addShortStopLossOrderId(profitId);
// GridElement.refreshIndices();
// log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", shortTime, triggerPrice, profitId);
// }
@@ -747,7 +856,7 @@
// ORDER_TYPE_CLOSE_LONG,
// negate(size),
// profitId -> {
-// elemLong.setLongStopLossOrderId(profitId);
+// elemLong.addLongStopLossOrderId(profitId);
// GridElement.refreshIndices();
// log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", longTime, triggerPrice, profitId);
// }
@@ -769,12 +878,13 @@
ORDER_TYPE_CLOSE_SHORT,
size,
profitId -> {
- elem.setShortStopLossOrderId(profitId);
+ elem.addShortStopLossOrderId(profitId);
GridElement.refreshIndices();
log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
}
);
}
+
int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
@@ -792,14 +902,14 @@
ORDER_TYPE_CLOSE_LONG,
negate(size),
profitId -> {
- elem.setLongStopLossOrderId(profitId);
+ elem.addLongStopLossOrderId(profitId);
GridElement.refreshIndices();
log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
}
);
}
- log.info("[Gate] 止损单已全部挂完, 空仓止损: 2~{}, 多仓止损: -2~-{}", shortTime, longTime);
+ 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;
}
@@ -833,8 +943,14 @@
TraderParam tp = baseElement.getLongTraderParam();
tp.setEntryOrderId(entryId);
tp.setEntryOrderPlaced(flag);
- baseElement.setHasLongOrder(flag);
- baseElement.setLongOrderId(entryId);
+ if (flag && entryId != null) {
+ baseElement.addLongOrderId(entryId);
+ baseElement.setHasLongOrder(true);
+ } else if (!flag && entryId != null) {
+ baseElement.removeLongOrderId(entryId);
+ // 只有列表全部清空才关闭预置标志，避免还有未成交挂单时被 processGrid 误判
+ baseElement.setHasLongOrder(baseElement.hasLongOrderIds());
+ }
GridElement.refreshIndices();
}
@@ -844,8 +960,14 @@
TraderParam tp = baseElement.getShortTraderParam();
tp.setEntryOrderId(entryId);
tp.setEntryOrderPlaced(flag);
- baseElement.setHasShortOrder(flag);
- baseElement.setShortOrderId(entryId);
+ if (flag && entryId != null) {
+ baseElement.addShortOrderId(entryId);
+ baseElement.setHasShortOrder(true);
+ } else if (!flag && entryId != null) {
+ baseElement.removeShortOrderId(entryId);
+ // 只有列表全部清空才关闭预置标志，避免还有未成交挂单时被 processGrid 误判
+ baseElement.setHasShortOrder(baseElement.hasShortOrderIds());
+ }
GridElement.refreshIndices();
}
@@ -857,6 +979,8 @@
*/
private void generateShortQueue() {
shortPriceQueue.clear();
+ totalShortPriceQueue.clear();
+ totalLongPriceQueue.clear();
int prec = config.getPriceScale();
BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(prec, RoundingMode.HALF_UP);
config.setStep(step);
@@ -969,8 +1093,8 @@
elements.add(GridElement.builder()
.id(0)
.gridPrice(price)
- .upId(shortSize > 0 ? 1 : null)
- .downId(longSize > 0 ? -1 : null)
+ .upId(longSize > 0 ? 1 : null)
+ .downId(shortSize > 0 ? -1 : null)
.longTraderParam(longParam)
.shortTraderParam(shortParam)
.build());
@@ -1031,19 +1155,39 @@
if (newEntryGrid != null) {
- GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());
- String quantity = cancelGridElement != null
- ? cancelGridElement.getLongTraderParam().getQuantity()
- : config.getBaseQuantity();
- if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
- String longOrderId = cancelGridElement.getLongOrderId();
- executor.cancelConditionalOrder(longOrderId, oid -> {
- longEntryTraderIdParam(cancelGridElement, null, false);
- log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", cancelGridElement.getId(),longOrderId);
- });
+// String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
+ String quantity = String.valueOf(config.getBaseQuantity());
+ // 向下检查是否已有多单挂在更低价格网格，有则跳过（防止价格回升后重复挂单）
+ boolean hasLongOrderBelow = false;
+ GridElement checkDownCursor = GridElement.findById(newEntryGrid.getDownId());
+ while (checkDownCursor != null) {
+ if (checkDownCursor.isHasLongOrder()) {
+ hasLongOrderBelow = true;
+ log.info("[Gate] 多仓仓位归零 gridId:{}, 下方gridId:{}已有多单, 跳过本次挂单",
+ newEntryGrid.getId(), checkDownCursor.getId());
+ break;
+ }
+ Integer nextDownId = checkDownCursor.getDownId();
+ checkDownCursor = nextDownId != null ? GridElement.findById(nextDownId) : null;
+ }
+
+ // 向上遍历取消所有遗留多单（跳过基础入场网格0）
+ GridElement cancelCursor = GridElement.findById(newEntryGrid.getUpId());
+ while (cancelCursor != null) {
+ if (cancelCursor.isHasLongOrder()) {
+ for (String longOrderId : new ArrayList<>(cancelCursor.getLongOrderIds())) {
+ GridElement finalCancelCursor = cancelCursor;
+ executor.cancelConditionalOrder(longOrderId, oid -> {
+ longEntryTraderIdParam(finalCancelCursor, longOrderId, false);
+ log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", finalCancelCursor.getId(), longOrderId);
+ });
+ }
+ }
+ Integer nextUpId = cancelCursor.getUpId();
+ cancelCursor = nextUpId != null ? GridElement.findById(nextUpId) : null;
}
// log.info("[Gate-2] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
- if (!newEntryGrid.isHasLongOrder()) {
+ if (!newEntryGrid.isHasLongOrder() && !hasLongOrderBelow) {
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
String size = quantity;
log.info("[Gate] 多仓仓位归零 gridId:{}, 挂{}基础张多单",
@@ -1081,23 +1225,40 @@
if (newEntryGrid != null) {
- GridElement cancelGridElement = GridElement.findById(newEntryGrid.getDownId());
+// String quantity = String.valueOf((accumulatedShortLossCount + 1) * Integer.parseInt(config.getQuantity()));
+// String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
+ String quantity = String.valueOf(config.getBaseQuantity());
+ // 向上检查是否已有空单挂在更高价格网格，有则跳过（防止价格回落后重复挂单）
+ boolean hasShortOrderAbove = false;
+ GridElement checkUpCursor = GridElement.findById(newEntryGrid.getUpId());
+ while (checkUpCursor != null) {
+ if (checkUpCursor.isHasShortOrder()) {
+ hasShortOrderAbove = true;
+ log.info("[Gate] 空仓仓位归零 gridId:{}, 上方gridId:{}已有空单, 跳过本次挂单",
+ newEntryGrid.getId(), checkUpCursor.getId());
+ break;
+ }
+ Integer nextUpId = checkUpCursor.getUpId();
+ checkUpCursor = nextUpId != null ? GridElement.findById(nextUpId) : null;
+ }
- String quantity = cancelGridElement != null
- ? cancelGridElement.getShortTraderParam().getQuantity()
- : config.getBaseQuantity();
- /**
- * 看是否有空仓挂单，有就取消
- */
- if (cancelGridElement != null && cancelGridElement.isHasShortOrder()) {
- String shortOrderId = cancelGridElement.getShortOrderId();
- executor.cancelConditionalOrder(shortOrderId, oid -> {
- shortEntryTraderIdParam(cancelGridElement, null, false);
- log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", cancelGridElement.getId(),shortOrderId);
- });
+ // 向下遍历取消所有遗留空单（跳过基础入场网格0）
+ GridElement cancelCursor = GridElement.findById(newEntryGrid.getDownId());
+ while (cancelCursor != null) {
+ if (cancelCursor.isHasShortOrder()) {
+ for (String shortOrderId : new ArrayList<>(cancelCursor.getShortOrderIds())) {
+ GridElement finalCancelCursor = cancelCursor;
+ executor.cancelConditionalOrder(shortOrderId, oid -> {
+ shortEntryTraderIdParam(finalCancelCursor, shortOrderId, false);
+ log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", finalCancelCursor.getId(), shortOrderId);
+ });
+ }
+ }
+ Integer nextDownId = cancelCursor.getDownId();
+ cancelCursor = nextDownId != null ? GridElement.findById(nextDownId) : null;
}
// log.info("[Gate-4] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
- if (!newEntryGrid.isHasShortOrder()){
+ if (!newEntryGrid.isHasShortOrder() && !hasShortOrderAbove){
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
String size = quantity;
log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
@@ -1113,11 +1274,21 @@
}
}
- private void handleLongStopLossTriggered(GridElement gridElement) {
- gridElement.setLongStopLossOrderId(null);
+ private void handleLongStopLossTriggered(GridElement gridElement, String orderId) {
+ gridElement.removeLongStopLossOrderId(orderId);
int gridId = gridElement.getId();
- log.info("[Gate] 多仓止损触发 gridId:{}, 开始追单", gridId);
+ boolean sameGrid = (gridId == lastLongStopLossGridId);
+ if (sameGrid) {
+ log.info("[Gate] 多仓止损触发 同网格, 忽略");
+ return;
+ }
+
+ lastLongStopLossGridId = gridId;
+
+ accumulatedLongLossCount++;
+ log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
+ gridId, accumulatedLongLossCount, sameGrid ? "(同网格)" : "");
int newEntryGridId = gridId + 1;
GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1127,52 +1298,207 @@
return;
}
+ // 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();
-
- // 累计止损张数 + 当前止损量作为追单size，不再依赖positionSize（避免WS竞态）
- accumulatedLongLossCount += Integer.parseInt(config.getQuantity());
- String size = String.valueOf(accumulatedLongLossCount + Integer.parseInt(config.getQuantity()));
- log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}基础张多单",
- gridId, newEntryGridId, size);
-
+// String size = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
+ String size = String.valueOf(config.getBaseQuantity());
newEntryGrid.getLongTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
-
+ // 取消 gridId+2 位置的所有多单
int cancelGridId = gridId + 2;
GridElement cancelGrid = GridElement.findById(cancelGridId);
if (cancelGrid != null && cancelGrid.isHasLongOrder()) {
- executor.cancelConditionalOrder(cancelGrid.getLongOrderId(), oid -> {
- longEntryTraderIdParam(cancelGrid, null, false);
- log.info("[Gate] 多仓止损触发, 取消gridId:{}的多单", cancelGridId);
- });
- }
-
- // 止损触发时，取消最远的多仓止盈订单
- GridElement farthestLongTp = null;
- for (GridElement e : config.getGridElements()) {
- if (e.getLongTakeProfitOrderId() != null) {
- if (farthestLongTp == null || e.getGridPrice().compareTo(farthestLongTp.getGridPrice()) > 0) {
- farthestLongTp = e;
- }
+ for (String cancelOrderId : new ArrayList<>(cancelGrid.getLongOrderIds())) {
+ executor.cancelConditionalOrder(cancelOrderId, oid -> {
+ longEntryTraderIdParam(cancelGrid, cancelOrderId, false);
+ log.info("[Gate] 多仓止损触发, 取消gridId:{}的多单,{}", cancelGridId, cancelOrderId);
+ });
}
}
- if (farthestLongTp != null) {
- String tpOrderId = farthestLongTp.getLongTakeProfitOrderId();
- GridElement finalFarthestLongTp = farthestLongTp;
- executor.cancelConditionalOrder(tpOrderId, oid -> {
- longTakeProfitTraderIdParam(finalFarthestLongTp, null, false);
- log.info("[Gate] 多仓止损触发, 取消最远止盈 gridId:{}, orderId:{}", finalFarthestLongTp.getId(), tpOrderId);
- });
- }
+
}
- private void handleShortStopLossTriggered(GridElement gridElement) {
- gridElement.setShortStopLossOrderId(null);
+ // ========== 止损触发操作表 ==========
+ /**
+ * value = int[2]: {对手满仓止盈%, 基础仓位阈值%}
+ * <ul>
+ * <li>[0] 对手满仓：挂对手仓位此%做止盈；0=不挂</li>
+ * <li>[1] 基础仓位阈值（占maxPos的%）：对手/己方仓位超出此阈值部分做止盈；0=不挂</li>
+ * </ul>
+ */
+ private static final Map<Integer, int[]> STOP_LOSS_RULES = new LinkedHashMap<>();
+ private static final int DEFAULT_STOP_LOSS_PERCENT = 5;
+
+ static {
+ // times {满仓%, 阈值%}
+ put(1, new int[]{0, 0});
+ put(2, new int[]{0, 0});
+ put(3, new int[]{10, 0});
+ put(4, new int[]{0, 0});
+ put(5, new int[]{0, 0});
+ put(6, new int[]{20, 40});
+ put(7, new int[]{0, 0});
+ put(8, new int[]{0, 0});
+ put(9, new int[]{30, 50});
+ put(10, new int[]{0, 0});
+ put(11, new int[]{0, 0});
+ put(12, new int[]{40, 60});
+ put(13, new int[]{0, 0});
+ put(14, new int[]{0, 0});
+ put(15, new int[]{50, 60});
+ put(16, new int[]{0, 0});
+ put(17, new int[]{0, 0});
+ put(18, new int[]{55, 65});
+ put(19, new int[]{0, 0});
+ put(20, new int[]{0, 0});
+ put(21, new int[]{60, 70});
+ put(22, new int[]{0, 0});
+ put(23, new int[]{0, 0});
+ put(24, new int[]{65, 75});
+ put(25, new int[]{0, 0});
+ put(26, new int[]{0, 0});
+ put(27, new int[]{70, 80});
+ put(28, new int[]{0, 0});
+ put(29, new int[]{0, 0});
+ put(30, new int[]{75, 85});
+ put(31, new int[]{0, 0});
+ put(32, new int[]{0, 0});
+ }
+
+ private static void put(int times, int[] rule) { STOP_LOSS_RULES.put(times, rule); }
+
+ private static int[] ruleOf(int times) {
+ int[] r = STOP_LOSS_RULES.get(times);
+ return r != null ? r : STOP_LOSS_RULES.get(32);
+ }
+
+ /**
+ * 多仓止损触发后，查表处理对手盘（空仓）盈止 + 己方盈止 + 激活。
+ */
+ private void checkLongStopShortProfit(int times, int gridId) {
+ int[] r = ruleOf(times);
+ int maxPos = Integer.parseInt(config.getBaseQuantity());
+ if (maxPos <= 0) {
+ return;
+ }
+
+ int fullTpPct = r[0]; // 对手满仓 → 止盈%
+ int fullTpPctNum = maxPos * (100- fullTpPct)/ 100;
+ int thresholdPct = r[1]; // 基础仓位阈值%
+ int thresholdPosNum = maxPos * (100- thresholdPct)/ 100;
+
+ // ---------- 对手盘（空仓）盈止 ----------
+ int oppPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
+ boolean isFullTp = oppPos > fullTpPctNum;
+ if (isFullTp) {
+ // 对手仓位超出阈值：超额整个挂一笔止盈，位置在触发格 - 1
+ int excess = oppPos - fullTpPctNum;
+ GridElement tpElem = GridElement.findById(gridId);
+ if (tpElem != null) {
+ placeTakeProfitAtGrid(tpElem, false, excess, times);
+ }
+ }
+
+ // ---------- 己方（多仓）盈止（≥6次） ----------
+// if (times >= 6 && thresholdPct > 0) {
+// int selfPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
+// int excess = selfPos - thresholdPosNum;
+// if (excess > 0) {
+// int perOrderQty = maxPos * DEFAULT_STOP_LOSS_PERCENT / 100;
+// if (perOrderQty <= 0) {
+// perOrderQty = 1;
+// }
+// int totalOrders = excess / perOrderQty;
+// if (totalOrders <= 0) {
+// totalOrders = 1;
+// }
+// int entryGridId = 0; // 多仓建仓格
+// for (int i = 0; i < totalOrders; i++) {
+// int tpGridId = entryGridId + 2 * (i + 1); // 朝盈利方向(向上)间隔2格
+// GridElement tpElem = GridElement.findById(tpGridId);
+// if (tpElem == null) {
+// break;
+// }
+// placeTakeProfitAtGrid(tpElem, true, perOrderQty, times);
+// }
+// log.info("[Gate] 止损{}→己方多仓止盈, excess:{}, 挂{}单, 每单{}张",
+// times, excess, totalOrders, perOrderQty);
+// }
+// }
+
+ }
+
+ /**
+ * 空仓止损触发后，查表处理对手盘（多仓）盈止 + 己方盈止。
+ */
+ private void checkShortStopLongProfit(int times, int gridId) {
+ int[] r = ruleOf(times);
+ int maxPos = Integer.parseInt(config.getBaseQuantity());
+ if (maxPos <= 0) {
+ return;
+ }
+
+ int fullTpPct = r[0]; // 对手满仓 → 止盈%
+ int fullTpPctNum = maxPos * (100 - fullTpPct) / 100;
+ int thresholdPct = r[1]; // 基础仓位阈值%
+ int thresholdPosNum = maxPos * (100 - thresholdPct) / 100;
+
+ // ---------- 对手盘（多仓）盈止 ----------
+ int oppPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
+ boolean isFullTp = oppPos > fullTpPctNum;
+ if (isFullTp) {
+ // 对手仓位超出阈值：超额整个挂一笔止盈，位置在触发格
+ int excess = oppPos - fullTpPctNum;
+ GridElement tpElem = GridElement.findById(gridId);
+ if (tpElem != null) {
+ placeTakeProfitAtGrid(tpElem, true, excess, times);
+ }
+ }
+
+ // ---------- 己方（空仓）盈止（≥6次） ----------
+// if (times >= 6 && thresholdPct > 0) {
+// int selfPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
+// int excess = selfPos - thresholdPosNum;
+// if (excess > 0) {
+// int perOrderQty = maxPos * DEFAULT_STOP_LOSS_PERCENT / 100;
+// if (perOrderQty <= 0) {
+// perOrderQty = 1;
+// }
+// int totalOrders = excess / perOrderQty;
+// if (totalOrders <= 0) {
+// totalOrders = 1;
+// }
+// int entryGridId = 0; // 空仓建仓格
+// for (int i = 0; i < totalOrders; i++) {
+// int tpGridId = entryGridId - 2 * (i + 1); // 朝盈利方向(向下)间隔2格
+// GridElement tpElem = GridElement.findById(tpGridId);
+// if (tpElem == null) {
+// break;
+// }
+// placeTakeProfitAtGrid(tpElem, false, perOrderQty, times);
+// }
+// log.info("[Gate] 止损{}→己方空仓止盈, excess:{}, 挂{}单, 每单{}张",
+// times, excess, totalOrders, perOrderQty);
+// }
+// }
+
+ }
+
+ private void handleShortStopLossTriggered(GridElement gridElement, String orderId) {
+ gridElement.removeShortStopLossOrderId(orderId);
int gridId = gridElement.getId();
- log.info("[Gate] 空仓止损触发 gridId:{}, 开始追单", gridId);
+ boolean sameGrid = (gridId == lastShortStopLossGridId);
+ if (sameGrid) {
+ log.info("[Gate] 空仓止损触发 同网格, 忽略");
+ return;
+ }
+ lastShortStopLossGridId = gridId;
+ accumulatedShortLossCount++;
+ log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
+ gridId, accumulatedShortLossCount, sameGrid ? "(同网格)" : "");
int newEntryGridId = gridId - 1;
GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1182,107 +1508,453 @@
return;
}
+ // 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();
-
- // 累计止损张数 + 当前止损量作为追单size，不再依赖positionSize（避免WS竞态）
- accumulatedShortLossCount += Integer.parseInt(config.getQuantity());
- String size = String.valueOf(accumulatedShortLossCount + Integer.parseInt(config.getQuantity()));
- log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}基础张空单",
- gridId, newEntryGridId, size);
+// String size = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
+ String size = String.valueOf(config.getBaseQuantity());
newEntryGrid.getShortTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
-
+ // 取消 gridId-2 位置的所有空单
int cancelGridId = gridId - 2;
GridElement cancelGrid = GridElement.findById(cancelGridId);
if (cancelGrid != null && cancelGrid.isHasShortOrder()) {
- executor.cancelConditionalOrder(cancelGrid.getShortOrderId(), oid -> {
- shortEntryTraderIdParam(cancelGrid, null, false);
- log.info("[Gate] 空仓止损触发, 取消gridId:{}的空单", cancelGridId);
- });
+ for (String cancelOrderId : new ArrayList<>(cancelGrid.getShortOrderIds())) {
+ executor.cancelConditionalOrder(cancelOrderId, oid -> {
+ shortEntryTraderIdParam(cancelGrid, cancelOrderId, false);
+ log.info("[Gate] 空仓止损触发, 取消gridId:{}的空单,{}", cancelGridId, cancelOrderId);
+ });
+ }
+ }
+ }
+
+ // ========== 止盈/止损取消辅助方法 ==========
+
+ /**
+ * 止盈触发后检查跨度是否达至要求，满足条件则重启策略。
+ *
+ * <h3>跨度定义</h3>
+ * {@code restartGridSpan} 表示多少倍的绝对步长 step（= 短基价 × gridRate）。
+ *
+ * <h3>判断逻辑</h3>
+ * <ol>
+ * <li>多空双边均有持仓：longEntryPrice − shortEntryPrice > span × step</li>
+ * <li>仅持多仓：currentPrice − longEntryPrice > span × step</li>
+ * <li>仅持空仓：shortEntryPrice − currentPrice > span × step</li>
+ * </ol>
+ * restartGridSpan=0 时禁用此功能。重启复用仓位归零模式：取消全部条件单 → 平仓 → 延迟启动。
+ */
+ private void checkLastTakeProfitAndRestart() {
+ int span = config.getRestartGridSpan();
+ if (span <= 0) {
+ return;
}
- // 止损触发时，取消最远的空仓止盈订单
- GridElement farthestShortTp = null;
+ // 检查是否还有剩余止盈单，只有多空止盈全部清空才继续
+ if (GridElement.getLongTakeProfitCount() > 0 || GridElement.getShortTakeProfitCount() > 0) {
+ log.info("[Gate] 尚有未触发止盈单, 暂不检查跨度重启 longTpCount:{}, shortTpCount:{}",
+ GridElement.getLongTakeProfitCount(), GridElement.getShortTakeProfitCount());
+ return;
+ }
+
+ BigDecimal step = config.getStep();
+ if (step == null || step.compareTo(BigDecimal.ZERO) == 0) {
+ return;
+ }
+ BigDecimal threshold = step.multiply(new BigDecimal(span));
+
+ BigDecimal currentPrice = lastKlinePrice;
+ if (currentPrice == null || currentPrice.compareTo(BigDecimal.ZERO) == 0) {
+ return;
+ }
+
+ // 查交易所获取最新持仓均价和持仓量，不用本地缓存避免 WS 时序竞态
+ Position longPos = queryPosition(Position.ModeEnum.DUAL_LONG);
+ Position shortPos = queryPosition(Position.ModeEnum.DUAL_SHORT);
+ boolean hasLong = longPos != null && Math.abs(Integer.parseInt(longPos.getSize())) > 0;
+ boolean hasShort = shortPos != null && Math.abs(Integer.parseInt(shortPos.getSize())) > 0;
+ BigDecimal longAvgPrice = (longPos != null && longPos.getEntryPrice() != null)
+ ? new BigDecimal(longPos.getEntryPrice()) : BigDecimal.ZERO;
+ BigDecimal shortAvgPrice = (shortPos != null && shortPos.getEntryPrice() != null)
+ ? new BigDecimal(shortPos.getEntryPrice()) : BigDecimal.ZERO;
+
+ boolean shouldRestart = false;
+ String reason = "";
+
+ if (hasLong && hasShort) {
+ // 多空双边持仓：|多均价 − 空均价| > span × step
+ BigDecimal gap = shortAvgPrice.subtract(longAvgPrice);
+ if (gap.compareTo(threshold) >= 0) {
+ shouldRestart = true;
+ reason = StrUtil.format("双边跨度 |多均价:{} − 空均价:{}| = {} >= {} (span:{}×step:{})",
+ longAvgPrice, shortAvgPrice, gap, threshold, span, step);
+ }
+ } else if (hasLong) {
+ // 仅持多仓：当前价 − 多均价 > span × step
+ BigDecimal gap = currentPrice.subtract(longAvgPrice);
+ if (gap.compareTo(threshold) >= 0) {
+ shouldRestart = true;
+ reason = StrUtil.format("多仓跨度 当前价:{} − 多均价:{} = {} > {} (span:{}×step:{})",
+ currentPrice, longAvgPrice, gap, threshold, span, step);
+ }
+ } else if (hasShort) {
+ // 仅持空仓：空均价 − 当前价 > span × step
+ BigDecimal gap = shortAvgPrice.subtract(currentPrice);
+ if (gap.compareTo(threshold) >= 0) {
+ shouldRestart = true;
+ reason = StrUtil.format("空仓跨度 空均价:{} − 当前价:{} = {} > {} (span:{}×step:{})",
+ shortAvgPrice, currentPrice, gap, threshold, span, step);
+ }
+ }
+
+ if (shouldRestart) {
+ log.info("[Gate] 跨度已达要求 → {}，最后一个止盈触发策略重启", reason);
+ try {
+ futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
+ } catch (ApiException ex) {
+ log.warn("[Gate] 重启前清理条件单失败", ex);
+ }
+ closeExistingPositions();
+ state = StrategyState.STOPPED;
+ executor.submitTask(() -> {
+ try { Thread.sleep(3000); } catch (InterruptedException ex) { Thread.currentThread().interrupt(); }
+ startGrid();
+ });
+ }
+ }
+
+ /**
+ * 取消最近的多仓止损订单（A 位置，gridId 最大即最接近 0）。
+ * 多仓止损在 gridId 负方向，A = gridId-2，是三个位置中 ID 最大（最接近 0）的那个。
+ */
+ private void cancelNearestLongStopLoss() {
+ GridElement nearest = null;
for (GridElement e : config.getGridElements()) {
- if (e.getShortTakeProfitOrderId() != null) {
- if (farthestShortTp == null || e.getGridPrice().compareTo(farthestShortTp.getGridPrice()) < 0) {
- farthestShortTp = e;
+ if (e.hasLongStopLossOrders()) {
+ if (nearest == null || e.getId() > nearest.getId()) {
+ nearest = e;
}
}
}
- if (farthestShortTp != null) {
- String tpOrderId = farthestShortTp.getShortTakeProfitOrderId();
- GridElement finalFarthestShortTp = farthestShortTp;
- executor.cancelConditionalOrder(tpOrderId, oid -> {
- shortTakeProfitTraderIdParam(finalFarthestShortTp, null, false);
- log.info("[Gate] 空仓止损触发, 取消最远止盈 gridId:{}, orderId:{}", finalFarthestShortTp.getId(), tpOrderId);
- });
+ if (nearest != null && nearest.hasLongStopLossOrders()) {
+ List<String> ids = nearest.getLongStopLossOrderIds();
+ String slId = ids.get(0); // 取第一个（最早加入的 = A 位置第一单）
+ nearest.removeLongStopLossOrderId(slId);
+ GridElement.refreshIndices();
+ GridElement finalNearest = nearest;
+ executor.cancelConditionalOrder(slId, oid ->
+ log.info("[Gate] 止盈触发, 取消最近多仓止损 gridId:{}, orderId:{}", finalNearest.getId(), slId));
}
}
- private void extendLongStopLoss(int filledQty,int gridId) {
- int furthestSlId = 0;
+ /**
+ * 取消最近的空仓止损订单（A 位置，gridId 最小即最接近 0）。
+ * 空仓止损在 gridId 正方向，A = gridId+2，是三个位置中 ID 最小（最接近 0）的那个。
+ */
+ private void cancelNearestShortStopLoss() {
+ GridElement nearest = null;
for (GridElement e : config.getGridElements()) {
- if (e.getLongStopLossOrderId() != null && e.getId() < furthestSlId) {
- furthestSlId = e.getId();
+ if (e.hasShortStopLossOrders()) {
+ if (nearest == null || e.getId() < nearest.getId()) {
+ nearest = e;
+ }
}
}
- if (furthestSlId == 0) {
- furthestSlId = gridId;
- }
- log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 追加{}张", furthestSlId, filledQty);
- for (int i = 0; i < filledQty; i++) {
- int newSlId = furthestSlId - i - 2;
- GridElement elem = GridElement.findById(newSlId);
- if (elem == null) {
- continue;
- }
- BigDecimal triggerPrice = elem.getGridPrice();
- int finalSlId = newSlId;
- executor.placeTakeProfit(
- triggerPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_2,
- ORDER_TYPE_CLOSE_LONG,
- negate(config.getQuantity()),
- profitId -> {
- elem.setLongStopLossOrderId(profitId);
- GridElement.refreshIndices();
- log.info("[Gate] 多仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
- }
- );
+ if (nearest != null && nearest.hasShortStopLossOrders()) {
+ List<String> ids = nearest.getShortStopLossOrderIds();
+ String slId = ids.get(0); // 取第一个（最早加入的 = A 位置第一单）
+ nearest.removeShortStopLossOrderId(slId);
+ GridElement.refreshIndices();
+ GridElement finalNearest = nearest;
+ executor.cancelConditionalOrder(slId, oid ->
+ log.info("[Gate] 止盈触发, 取消最近空仓止损 gridId:{}, orderId:{}", finalNearest.getId(), slId));
}
}
+ /**
+ * 取消所有多仓止盈 + 多仓止损订单（加仓后重建前清场）。
+ */
+ private void cancelAllLongTakeProfitsAndStopLosses() {
+ for (GridElement e : config.getGridElements()) {
+ String tpId = e.getLongTakeProfitOrderId();
+ if (tpId != null) {
+ e.getLongTraderParam().setTakeProfitPlaced(false);
+ e.setLongTakeProfitOrderId(null);
+ executor.cancelConditionalOrder(tpId, oid -> {});
+ }
+ 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盈+止损");
+ }
+
+ /**
+ * 取消所有空仓止盈 + 空仓止损订单（加仓后重建前清场）。
+ */
+ private void cancelAllShortTakeProfitsAndStopLosses() {
+ for (GridElement e : config.getGridElements()) {
+ String tpId = e.getShortTakeProfitOrderId();
+ if (tpId != null) {
+ e.getShortTraderParam().setTakeProfitPlaced(false);
+ e.setShortTakeProfitOrderId(null);
+ executor.cancelConditionalOrder(tpId, oid -> {});
+ }
+ 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盈+止损");
+ }
+
+ /**
+ * 首次挂单成交时，取消初始化阶段挂的所有止盈单（多+空），止损单保留不动。
+ */
+ private void cancelAllInitialTakeProfits() {
+
+
+ GridElement tpElemLong = GridElement.findById(3);
+ String longTpId = tpElemLong.getLongTakeProfitOrderId();
+ if (longTpId != null) {
+ longTakeProfitTraderIdParam(tpElemLong, null, false);
+ executor.cancelConditionalOrder(longTpId, oid -> {});
+ }
+
+ GridElement tpElemShort = GridElement.findById(-3);
+ String shortTpId = tpElemShort.getShortTakeProfitOrderId();
+ if (shortTpId != null) {
+ shortTakeProfitTraderIdParam(tpElemShort, null, false);
+ executor.cancelConditionalOrder(shortTpId, oid -> {});
+ }
+ GridElement.refreshIndices();
+ log.info("[Gate] 首次成交，取消所有初始化止盈单");
+ }
+
+ // ========== 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
+ */
+ private void extendLongStopLoss(int filledQty, int gridId) {
+ int qty = Integer.parseInt(config.getQuantity());
+ int baseQty = Integer.parseInt(config.getBaseQuantity());
+ int gridCount = baseQty / qty;
+ GridElement entryElem = GridElement.findById(gridId);
+ if (gridCount <= 0 || filledQty < qty) {
+ // 早期返回需重置防重入标记
+ if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
+ return;
+ }
+
+ int totalOrders = filledQty / qty;
+ int[] orders = new int[gridCount];
+
+ if (gridCount == 1) {
+ // 只有1个网格，全量挂在上面
+ orders[0] = totalOrders;
+ } else {
+ // 最近网格(orders[0])挂剩余张数，其余每个网格各挂1张
+ orders[0] = totalOrders - (gridCount - 1);
+ if (orders[0] < 1) {
+ // 订单数不够覆盖所有网格(理论上不会出现)，全量挂在最近网格
+ orders[0] = totalOrders;
+ } else {
+ for (int i = 1; i < gridCount; i++) {
+ orders[i] = 1;
+ }
+ }
+ }
+
+ // 计算总订单数，用于异步回调完成时重置防重入标记
+ int totalOrdersToPlace = 0;
+ for (int i = 0; i < gridCount; i++) {
+ if (orders[i] > 0) { totalOrdersToPlace += orders[i]; }
+ }
+ if (totalOrdersToPlace == 0) {
+ if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
+ return;
+ }
+ AtomicInteger remainCount = new AtomicInteger(totalOrdersToPlace);
+
+ StringBuilder detail = new StringBuilder();
+ for (int i = 0; i < gridCount; i++) {
+ if (orders[i] > 0) {
+ int sgId = gridId - 2 - i;
+ placeStopLossOrders(sgId, orders[i], qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_LONG, true, remainCount, entryElem);
+ if (detail.length() > 0) {
+ detail.append(" ");
+ }
+ detail.append(sgId).append("x").append(orders[i]);
+ }
+ }
+
+ log.info("[Gate] 多仓追挂止损, 成交{}张, gridId:{}, 网格数:{}, 分配:{}",
+ filledQty, gridId, gridCount, detail);
+ }
+
+ /**
+ * 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
+ */
private void extendShortStopLoss(int filledQty, int gridId) {
- int furthestSlId = 0;
- for (GridElement e : config.getGridElements()) {
- if (e.getShortStopLossOrderId() != null && e.getId() > furthestSlId) {
- furthestSlId = e.getId();
+ int qty = Integer.parseInt(config.getQuantity());
+ int baseQty = Integer.parseInt(config.getBaseQuantity());
+ int gridCount = baseQty / qty;
+ GridElement entryElem = GridElement.findById(gridId);
+ if (gridCount <= 0 || filledQty < qty) {
+ // 早期返回需重置防重入标记
+ if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
+ return;
+ }
+
+ int totalOrders = filledQty / qty;
+ int[] orders = new int[gridCount];
+
+ if (gridCount == 1) {
+ // 只有1个网格，全量挂在上面
+ orders[0] = totalOrders;
+ } else {
+ // 最近网格(orders[0])挂剩余张数，其余每个网格各挂1张
+ orders[0] = totalOrders - (gridCount - 1);
+ if (orders[0] < 1) {
+ // 订单数不够覆盖所有网格(理论上不会出现)，全量挂在最近网格
+ orders[0] = totalOrders;
+ } else {
+ for (int i = 1; i < gridCount; i++) {
+ orders[i] = 1;
+ }
}
}
- if (furthestSlId == 0) {
- furthestSlId = gridId;
+
+ // 计算总订单数，用于异步回调完成时重置防重入标记
+ int totalOrdersToPlace = 0;
+ for (int i = 0; i < gridCount; i++) {
+ if (orders[i] > 0) { totalOrdersToPlace += orders[i]; }
}
- log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 追加{}张", furthestSlId, filledQty);
- for (int i = 0; i < filledQty; i++) {
- int newSlId = furthestSlId + i + 2;
- GridElement elem = GridElement.findById(newSlId);
- if (elem == null) {
- continue;
+ if (totalOrdersToPlace == 0) {
+ if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
+ return;
+ }
+ AtomicInteger remainCount = new AtomicInteger(totalOrdersToPlace);
+
+ StringBuilder detail = new StringBuilder();
+ for (int i = 0; i < gridCount; i++) {
+ if (orders[i] > 0) {
+ int sgId = gridId + 2 + i;
+ placeStopLossOrders(sgId, orders[i], qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_SHORT, false, remainCount, entryElem);
+ if (detail.length() > 0) {
+ detail.append(" ");
+ }
+ detail.append(sgId).append("x").append(orders[i]);
}
- BigDecimal triggerPrice = elem.getGridPrice();
- int finalSlId = newSlId;
+ }
+
+ log.info("[Gate] 空仓追挂止损, 成交{}张, gridId:{}, 网格数:{}, 分配:{}",
+ filledQty, gridId, gridCount, detail);
+ }
+
+ /**
+ * 延展完成后重挂止损（处理被跳过的入场单成交）。
+ * 取消已有止损单并用最新仓位重新挂单，确保止损覆盖最新持仓数。
+ */
+ private void reExtendLongStopLoss(GridElement entryElem) {
+ if (entryElem.isExtendStopLossInProgress()) {
+ log.info("[Gate] 多仓重挂止损跳过, entryGridId:{}, 仍在进行中", entryElem.getId());
+ return;
+ }
+ entryElem.setExtendStopLossInProgress(true);
+ cancelAllLongTakeProfitsAndStopLosses();
+ int latestPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
+ log.info("[Gate] 多仓重挂止损, entryGridId:{}, 最新仓位:{}张", entryElem.getId(), latestPos);
+ extendLongStopLoss(latestPos, entryElem.getId());
+ }
+
+ private void reExtendShortStopLoss(GridElement entryElem) {
+ if (entryElem.isExtendStopLossInProgress()) {
+ log.info("[Gate] 空仓重挂止损跳过, entryGridId:{}, 仍在进行中", entryElem.getId());
+ return;
+ }
+ entryElem.setExtendStopLossInProgress(true);
+ cancelAllShortTakeProfitsAndStopLosses();
+ int latestPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
+ log.info("[Gate] 空仓重挂止损, entryGridId:{}, 最新仓位:{}张", entryElem.getId(), latestPos);
+ extendShortStopLoss(latestPos, entryElem.getId());
+ }
+
+ /**
+ * 在指定网格位置挂 count 个独立止损单，每个 size 张。
+ */
+ private void placeStopLossOrders(int gridId, int count, int qty,
+ FuturesPriceTrigger.RuleEnum rule,
+ String orderType, boolean isLong,
+ AtomicInteger remainCount,
+ GridElement entryElement) {
+ if (count <= 0) {
+ return;
+ }
+ GridElement elem = GridElement.findById(gridId);
+ if (elem == null) {
+ log.warn("[Gate] 止损挂单位置不存在, gridId:{}", gridId);
+ // 即使挂单位置不存在也需递减计数器，避免标志永不重置
+ if (remainCount != null && entryElement != null) {
+ for (int i = 0; i < count; i++) {
+ if (remainCount.decrementAndGet() == 0) {
+ entryElement.setExtendStopLossInProgress(false);
+ log.info("[Gate] {}止损追单全部完成(部分位置缺失), entryGridId:{}, 防重入标记已重置",
+ isLong ? "多仓" : "空仓", entryElement.getId());
+ // 检查待重挂请求
+ if (entryElement.isPendingStopLossReExtend()) {
+ entryElement.setPendingStopLossReExtend(false);
+ if (isLong) {
+ reExtendLongStopLoss(entryElement);
+ } else {
+ reExtendShortStopLoss(entryElement);
+ }
+ }
+ }
+ }
+ }
+ return;
+ }
+ BigDecimal triggerPrice = elem.getGridPrice();
+ for (int i = 0; i < count; i++) {
+ String size = isLong ? negate(String.valueOf(qty)) : String.valueOf(qty);
+ int finalGridId = gridId;
+ int finalI = i;
executor.placeTakeProfit(
- triggerPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_1,
- ORDER_TYPE_CLOSE_SHORT,
- config.getQuantity(),
+ triggerPrice, rule, orderType, size,
profitId -> {
- elem.setShortStopLossOrderId(profitId);
+ if (isLong) {
+ elem.addLongStopLossOrderId(profitId);
+ } else {
+ elem.addShortStopLossOrderId(profitId);
+ }
GridElement.refreshIndices();
- log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
+ log.info("[Gate] {}止损追加, gridId:{}, 触发价:{}, 第{}单, stopLossId:{}",
+ isLong ? "多仓" : "空仓", finalGridId, triggerPrice, finalI + 1, profitId);
+ // 计数器归零时重置防重入标记，并检查是否有待重挂请求
+ if (remainCount != null && remainCount.decrementAndGet() == 0 && entryElement != null) {
+ entryElement.setExtendStopLossInProgress(false);
+ log.info("[Gate] {}止损追单全部完成, entryGridId:{}, 防重入标记已重置",
+ isLong ? "多仓" : "空仓", entryElement.getId());
+ // 如果有被跳过的入场单成交，用最新仓位重挂一次止损
+ if (entryElement.isPendingStopLossReExtend()) {
+ entryElement.setPendingStopLossReExtend(false);
+ if (isLong) {
+ reExtendLongStopLoss(entryElement);
+ } else {
+ reExtendShortStopLoss(entryElement);
+ }
+ }
+ }
}
);
}
@@ -1329,15 +2001,18 @@
}
},
() -> {
+ // 仅当列表为空（无其他有效订单）时才清预置标志，避免误伤其他并发挂单
if (isLong) {
- gridElement.setHasLongOrder(false);
- gridElement.setLongOrderId(null);
+ if (!gridElement.hasLongOrderIds()) {
+ gridElement.setHasLongOrder(false);
+ }
} else {
- gridElement.setHasShortOrder(false);
- gridElement.setShortOrderId(null);
+ if (!gridElement.hasShortOrderIds()) {
+ gridElement.setHasShortOrder(false);
+ }
}
GridElement.refreshIndices();
- log.warn("[Gate] 条件单创建失败，回滚标志位 gridId:{}, isLong:{}", gridElement.getId(), isLong);
+ log.warn("[Gate] 条件单创建失败 gridId:{}, isLong:{}", gridElement.getId(), isLong);
}
);
}
@@ -1401,4 +2076,70 @@
public StrategyState getState() { return state; }
/** 注入WS客户端，用于订阅状态检查 */
public void setWsClient(GateKlineWebSocketClient wsClient) { this.wsClient = wsClient; }
+
+ // ========== 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） */
+ private GridElement findFirstLongStopLossGrid() {
+ for (GridElement e : config.getGridElements()) {
+ if (!e.getLongStopLossOrderIds().isEmpty()) return e;
+ }
+ return null;
+ }
+
+ /** 找到第一个有空仓止损单的网格（首个匹配即返回） */
+ private GridElement findFirstShortStopLossGrid() {
+ for (GridElement e : config.getGridElements()) {
+ if (!e.getShortStopLossOrderIds().isEmpty()) return e;
+ }
+ return null;
+ }
+
+ /**
+ * 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) {
+ BigDecimal triggerPrice = tpElem.getGridPrice();
+ String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
+ FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
+ : FuturesPriceTrigger.RuleEnum.NUMBER_2;
+ String size = isLong ? negate(String.valueOf(qty)) : String.valueOf(qty);
+ int gridId = tpElem.getId();
+ executor.placeTakeProfit(triggerPrice, rule, orderType, size,
+ profitId -> {
+ if (isLong) {
+ longTakeProfitTraderIdParam(tpElem, profitId, true);
+ } else {
+ shortTakeProfitTraderIdParam(tpElem, profitId, true);
+ }
+ log.info("[Gate] 止损{}→对手超额止盈 gridId:{}, 量:{}, tpId:{}", times, gridId, qty, profitId);
+ }
+ );
+ }
+
+ /**
+ * 挂对手盘止盈单：在对向仓位第一止损位挂止盈。
+ * @param isLong true=挂多仓止盈(对空仓), false=挂空仓止盈(对多仓)
+ */
+ private void placeOpponentTakeProfit(boolean isLong, int tpQty, int times, int gridId) {
+ GridElement tpElem = GridElement.findById(isLong ? gridId + 1 : gridId - 1);
+ if (tpElem == null) {
+ log.warn("[Gate] 对手止盈挂单失败：未找到止损位");
+ return;
+ }
+ int tpGridId = tpElem.getId();
+ BigDecimal triggerPrice = tpElem.getGridPrice();
+ String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
+ FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
+ : FuturesPriceTrigger.RuleEnum.NUMBER_2;
+ 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);
+ 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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