From a05ffd8ed7cb4801ad0d6c29c62d1102f40704cb Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Wed, 10 Jun 2026 22:03:34 +0800
Subject: [PATCH] refactor(gateApi): 重构网格交易服务的价格队列逻辑
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 35 +++++++++++++++++++++++------------
1 files changed, 23 insertions(+), 12 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 8737e02..acc0ce9 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -116,6 +116,8 @@
private final List<BigDecimal> shortPriceQueue = Collections.synchronizedList(new ArrayList<>());
/** 多仓价格队列,升序排列(小→大),容量 gridQueueSize */
private final List<BigDecimal> longPriceQueue = Collections.synchronizedList(new ArrayList<>());
+ private final List<BigDecimal> totalLongPriceQueue = Collections.synchronizedList(new ArrayList<>());
+ private final List<BigDecimal> totalShortPriceQueue = Collections.synchronizedList(new ArrayList<>());
/** 当前多仓条件单映射:订单ID → 止盈价格,订单成交后通过订单订阅推送匹配止盈 */
private final Map<String, BigDecimal> currentLongOrderIds = Collections.synchronizedMap(new LinkedHashMap<>());
@@ -480,6 +482,8 @@
e.printStackTrace();
}
closeExistingPositions();
+
+ state = StrategyState.STOPPED;
// 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(); }
@@ -706,6 +710,9 @@
BigDecimal elem = shortBaseEntryPrice.subtract(step).setScale(prec, RoundingMode.HALF_UP);
for (int i = 0; i < config.getGridQueueSize(); i++) {
shortPriceQueue.add(elem);
+ totalLongPriceQueue.add( elem);
+ totalShortPriceQueue.add( elem);
+
elem = elem.subtract(step).setScale(prec, RoundingMode.HALF_UP);
if (elem.compareTo(BigDecimal.ZERO) <= 0) {
break;
@@ -727,10 +734,14 @@
BigDecimal elem = shortBaseEntryPrice.add(step).setScale(prec, RoundingMode.HALF_UP);
for (int i = 0; i < config.getGridQueueSize(); i++) {
longPriceQueue.add(elem);
+ totalLongPriceQueue.add( elem);
+ totalShortPriceQueue.add( elem);
elem = elem.add(step).setScale(prec, RoundingMode.HALF_UP);
}
longPriceQueue.sort(BigDecimal::compareTo);
log.info("[Gate] 多队列:{}", longPriceQueue);
+ totalShortPriceQueue.sort((a, b) -> b.compareTo(a));
+ totalLongPriceQueue.sort(BigDecimal::compareTo);
}
/**
@@ -843,8 +854,8 @@
private void processShortGrid(BigDecimal currentPrice) {
BigDecimal matched = BigDecimal.ZERO;
- synchronized (shortPriceQueue) {
- for (BigDecimal p : shortPriceQueue) {
+ synchronized (totalLongPriceQueue) {
+ for (BigDecimal p : totalLongPriceQueue) {
if (p.compareTo(currentPrice) >= 0) {
matched = p;
} else {
@@ -854,7 +865,6 @@
if (BigDecimal.ZERO.compareTo( matched) == 0) {
return;
}
- log.info("[Gate] 多仓仓位归零 空仓队列触发, 匹配:{},当前价:{}", matched, currentPrice);
GridElement matchedUpGridElement = GridElement.findByPrice(matched);
if (matchedUpGridElement != null){
@@ -863,6 +873,7 @@
GridElement newEntryGrid = GridElement.findById(upId);
if (newEntryGrid != null) {
+ log.info("[Gate] 多仓仓位归零 空仓队列触发, 匹配:{},当前价:{}", matched, currentPrice);
if (!newEntryGrid.isHasLongOrder()) {
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
String size = config.getBaseQuantity();
@@ -876,9 +887,10 @@
GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());
if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
+ String longOrderId = cancelGridElement.getLongOrderId();
longEntryTraderIdParam(cancelGridElement, null, false);
- executor.cancelConditionalOrder(cancelGridElement.getLongOrderId(), oid -> {
- log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单", cancelGridElement.getId());
+ executor.cancelConditionalOrder(longOrderId, oid -> {
+ log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", cancelGridElement.getId(),longOrderId);
});
}
}
@@ -890,8 +902,8 @@
private void processLongGrid(BigDecimal currentPrice) {
BigDecimal matched = BigDecimal.ZERO;
- synchronized (longPriceQueue) {
- for (BigDecimal p : longPriceQueue) {
+ synchronized (totalShortPriceQueue) {
+ for (BigDecimal p : totalShortPriceQueue) {
if (p.compareTo(currentPrice) <= 0) {
matched = p;
} else {
@@ -902,8 +914,6 @@
return;
}
- log.info("[Gate] 空仓仓位归零 多仓队列触发, 匹配:{},当前价:{}", matched, currentPrice);
-
GridElement matchedUpGridElement = GridElement.findByPrice(matched);
if (matchedUpGridElement != null){
if(!matchedUpGridElement.isHasShortOrder()){
@@ -911,7 +921,7 @@
GridElement newEntryGrid = GridElement.findById(downId);
if (newEntryGrid != null) {
-
+ log.info("[Gate] 空仓仓位归零 多仓队列触发, 匹配:{},当前价:{}", matched, currentPrice);
if (!newEntryGrid.isHasShortOrder()){
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
String size = config.getBaseQuantity();
@@ -927,9 +937,10 @@
* 看是否有空仓挂单,有就取消
*/
if (cancelGridElement != null && cancelGridElement.isHasShortOrder()) {
+ String shortOrderId = cancelGridElement.getShortOrderId();
shortEntryTraderIdParam(cancelGridElement, null, false);
- executor.cancelConditionalOrder(cancelGridElement.getShortOrderId(), oid -> {
- log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单", cancelGridElement.getId());
+ executor.cancelConditionalOrder(shortOrderId, oid -> {
+ log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", cancelGridElement.getId(),shortOrderId);
});
}
--
Gitblit v1.9.1