From 9fcbec6148cf598033d3537265bf084f4456774d Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 21 Sep 2026 09:56:38 +0800
Subject: [PATCH] feat(gate): 添加分散止盈功能并重构止盈挂单模式
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 99 ++++++++++++++++++++++++++++++++
src/main/resources/static/gate-config.html | 13 +++-
src/main/java/com/xcong/excoin/modules/gateApi/GateConfigDTO.java | 8 +-
src/main/java/com/xcong/excoin/modules/gateApi/GateConfigPersistenceService.java | 20 ++++++
src/main/java/com/xcong/excoin/modules/gateApi/GateConfig.java | 23 +++++--
5 files changed, 144 insertions(+), 19 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/GateConfig.java b/src/main/java/com/xcong/excoin/modules/gateApi/GateConfig.java
index 9afad22..d95f47c 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateConfig.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateConfig.java
@@ -121,8 +121,15 @@
private final int maxPositionPerSide;
/** 加仓启动阈值：前N次止损不触发加仓，默认 1（第1次止损不加仓，第2次起按公式计算） */
private final int addPositionStartThreshold;
- /** 超额止盈开关：true=挂单成交后将超出基础仓位的部分挂止盈单（挂在对手第一止损位），默认 false */
- private final boolean placeExcessTakeProfit;
+ /** 止盈挂单模式：关闭 */
+ public static final String EXCESS_TP_OFF = "off";
+ /** 止盈挂单模式：集中止盈（挂在对手第一止损位） */
+ public static final String EXCESS_TP_CONCENTRATED = "concentrated";
+ /** 止盈挂单模式：分散止盈（逐格挂到对手盘止损位） */
+ public static final String EXCESS_TP_DISPERSED = "dispersed";
+
+ /** 止盈挂单模式：off=关闭 / concentrated=集中止盈 / dispersed=分散止盈，默认 off */
+ private final String placeExcessTakeProfit;
/** 网格绝对步长（shortBaseEntryPrice × gridRate），运行时由队列生成逻辑设置 */
private BigDecimal step;
/** 网格元素列表，由队列初始化时同步填充，包含完整的多空仓挂单状态 */
@@ -269,8 +276,8 @@
public int getMaxPositionPerSide() { return maxPositionPerSide; }
/** @return 加仓启动阈值：前N次止损不触发加仓 */
public int getAddPositionStartThreshold() { return addPositionStartThreshold; }
- /** @return 超额止盈开关：true=挂单成交后将超出基础仓位的部分挂止盈单 */
- public boolean isPlaceExcessTakeProfit() { return placeExcessTakeProfit; }
+ /** @return 止盈挂单模式：off=关闭 / concentrated=集中止盈 / dispersed=分散止盈 */
+ public String getPlaceExcessTakeProfit() { return placeExcessTakeProfit; }
// ==================== 运行时参数 ====================
@@ -381,8 +388,8 @@
private int maxPositionPerSide = 0;
/** 加仓启动阈值：前N次止损不触发加仓，调整后的 effectiveCount = max(0, count - threshold)。默认 1 */
private int addPositionStartThreshold = 1;
- /** 超额止盈开关：true=挂单成交后将超出基础仓位的部分挂止盈单，默认 false */
- private boolean placeExcessTakeProfit = false;
+ /** 止盈挂单模式：off=关闭 / concentrated=集中止盈 / dispersed=分散止盈，默认 off */
+ private String placeExcessTakeProfit = EXCESS_TP_OFF;
/** 设置 API Key */
public Builder apiKey(String apiKey) { this.apiKey = apiKey; return this; }
@@ -444,8 +451,8 @@
public Builder maxPositionPerSide(int maxPositionPerSide) { this.maxPositionPerSide = maxPositionPerSide; return this; }
/** 设置加仓启动阈值：前N次止损不触发加仓，0=立即启动 */
public Builder addPositionStartThreshold(int addPositionStartThreshold) { this.addPositionStartThreshold = addPositionStartThreshold; return this; }
- /** 设置超额止盈开关：true=挂单成交后将超出基础仓位的部分挂止盈单 */
- public Builder placeExcessTakeProfit(boolean placeExcessTakeProfit) { this.placeExcessTakeProfit = placeExcessTakeProfit; return this; }
+ /** 设置止盈挂单模式：off / concentrated / dispersed */
+ public Builder placeExcessTakeProfit(String placeExcessTakeProfit) { this.placeExcessTakeProfit = placeExcessTakeProfit; return this; }
public GateConfig build() {
return new GateConfig(this);
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/GateConfigDTO.java b/src/main/java/com/xcong/excoin/modules/gateApi/GateConfigDTO.java
index 97be386..49dd8cf 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateConfigDTO.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateConfigDTO.java
@@ -69,8 +69,8 @@
private int maxPositionPerSide;
/** 加仓启动阈值：前N次止损不触发加仓，默认 1 */
private int addPositionStartThreshold;
- /** 超额止盈开关：true=挂单成交后将超出基础仓位的部分挂止盈单，默认 false */
- private boolean placeExcessTakeProfit;
+ /** 止盈挂单模式：off=关闭 / concentrated=集中止盈 / dispersed=分散止盈，默认 off */
+ private String placeExcessTakeProfit;
/**
* 从 GateConfig 构建 DTO（不暴露 apiSecret）。
@@ -103,7 +103,7 @@
.addPositionQuantity(config.getAddPositionQuantity())
.maxPositionPerSide(config.getMaxPositionPerSide())
.addPositionStartThreshold(config.getAddPositionStartThreshold())
- .placeExcessTakeProfit(config.isPlaceExcessTakeProfit())
+ .placeExcessTakeProfit(config.getPlaceExcessTakeProfit())
.build();
}
@@ -164,7 +164,7 @@
.addPositionQuantity(1)
.maxPositionPerSide(0)
.addPositionStartThreshold(1)
- .placeExcessTakeProfit(false)
+ .placeExcessTakeProfit("off")
.build();
}
}
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/GateConfigPersistenceService.java b/src/main/java/com/xcong/excoin/modules/gateApi/GateConfigPersistenceService.java
index 0ceb025..6501868 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateConfigPersistenceService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateConfigPersistenceService.java
@@ -111,7 +111,7 @@
.addPositionQuantity(dto.getAddPositionQuantity() > 0 ? dto.getAddPositionQuantity() : 1)
.maxPositionPerSide(dto.getMaxPositionPerSide())
.addPositionStartThreshold(dto.getAddPositionStartThreshold() >= 0 ? dto.getAddPositionStartThreshold() : 1)
- .placeExcessTakeProfit(dto.isPlaceExcessTakeProfit())
+ .placeExcessTakeProfit(normalizeTakeProfitMode(dto.getPlaceExcessTakeProfit()))
.build();
}
@@ -141,4 +141,22 @@
private static <T> T nvl(T value, T fallback) {
return value != null ? value : fallback;
}
+
+ /**
+ * 归一化止盈挂单模式，兼容旧版 boolean 配置（旧 JSON 的 true/false 会被 Jackson 反序列化为字符串）。
+ */
+ private static String normalizeTakeProfitMode(String raw) {
+ if (raw == null || raw.trim().isEmpty()) {
+ return GateConfig.EXCESS_TP_OFF;
+ }
+ switch (raw.trim()) {
+ case "true":
+ case "concentrated":
+ return GateConfig.EXCESS_TP_CONCENTRATED;
+ case "dispersed":
+ return GateConfig.EXCESS_TP_DISPERSED;
+ default:
+ return GateConfig.EXCESS_TP_OFF;
+ }
+ }
}
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..3331bee 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -757,8 +757,10 @@
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 +799,10 @@
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);
@@ -2189,6 +2193,97 @@
}
/**
+ * 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) {
diff --git a/src/main/resources/static/gate-config.html b/src/main/resources/static/gate-config.html
index 7c3d40e..782a25c 100644
--- a/src/main/resources/static/gate-config.html
+++ b/src/main/resources/static/gate-config.html
@@ -132,7 +132,7 @@
<div class="form-group"><label>加仓数量（张）</label><input id="addPositionQuantity" type="number" placeholder="1"></div>
<div class="form-group"><label>单边最大仓位量（张）</label><input id="maxPositionPerSide" type="number" placeholder="0（不限制）"></div>
<div class="form-group"><label>加仓启动阈值（次）</label><input id="addPositionStartThreshold" type="number" placeholder="1（前N次止损不加仓）"></div>
- <div class="form-group"><label>超额止盈开关</label><select id="placeExcessTakeProfit"><option value="false" selected>关闭</option><option value="true">开启</option></select></div>
+ <div class="form-group"><label>止盈挂单</label><select id="placeExcessTakeProfit"><option value="off" selected>关闭</option><option value="concentrated">集中止盈</option><option value="dispersed">分散止盈</option></select></div>
</form>
</div>
@@ -209,7 +209,7 @@
// 文件不存在 → 用默认值填充，用户可编辑后保存
fillForm({ gridRate:0.005, expectedProfit:0.15, maxLoss:1.5,
baseQuantity:'2', quantity:'2', maxPositionSize:4, stopLossCount:0, takeProfitGridSpan:2, priceDriveEnabled: true, rounds: 0,
- stopLossCountMode:'dual', addPositionInterval:3, addPositionQuantity:1, maxPositionPerSide:0, addPositionStartThreshold:1, placeExcessTakeProfit: false });
+ stopLossCountMode:'dual', addPositionInterval:3, addPositionQuantity:1, maxPositionPerSide:0, addPositionStartThreshold:1, placeExcessTakeProfit: 'off' });
toast('未找到配置，已加载默认值，编辑后请保存', 'success');
}
currentApiKey = key;
@@ -234,7 +234,7 @@
byId('addPositionQuantity').value = d.addPositionQuantity ?? 1;
byId('maxPositionPerSide').value = d.maxPositionPerSide ?? 0;
byId('addPositionStartThreshold').value = d.addPositionStartThreshold ?? 1;
- byId('placeExcessTakeProfit').value = (d.placeExcessTakeProfit === true || d.placeExcessTakeProfit === 'true') ? 'true' : 'false';
+ byId('placeExcessTakeProfit').value = normalizeTpMode(d.placeExcessTakeProfit);
}
function collectForm() {
@@ -255,13 +255,18 @@
addPositionQuantity: intVal(byId('addPositionQuantity').value, 1),
maxPositionPerSide: intVal(byId('maxPositionPerSide').value, 0),
addPositionStartThreshold: intVal(byId('addPositionStartThreshold').value, 1),
- placeExcessTakeProfit: byId('placeExcessTakeProfit').value === 'true'
+ placeExcessTakeProfit: byId('placeExcessTakeProfit').value
};
}
function intVal(str, fallback) {
const v = parseInt(str);
return isNaN(v) ? fallback : v;
}
+function normalizeTpMode(v) {
+ if (v === true || v === 'true') return 'concentrated';
+ if (v === 'concentrated' || v === 'dispersed') return v;
+ return 'off';
+}
async function saveConfig() {
if (!currentApiKey) return toast('请先输入 API Key', 'error');
--
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