From a37c520150f077649f7d8b314a517f09956ffae9 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Thu, 13 Aug 2026 18:00:01 +0800
Subject: [PATCH] fix(gateApi): 修正默认价格精度配置
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 420 +++++++++++++++++++++++++++++++++++++++++++++--------------
1 files changed, 316 insertions(+), 104 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 492eed0..e262510 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -103,6 +103,8 @@
private static final String ORDER_TYPE_CLOSE_SHORT = "plan-close-short-position";
private final GateConfig config;
+ private final StatsEventProducer statsProducer;
+ private String apiKeyMd5;
private final GateTradeExecutor executor;
private final FuturesApi futuresApi;
private static final String SETTLE = "usdt";
@@ -157,10 +159,13 @@
private volatile BigDecimal shortPositionSize = BigDecimal.ZERO;
private Long userId;
private volatile BigDecimal initialPrincipal = BigDecimal.ZERO;
+ /** 上次 PNL 快照时间（毫秒），用于控制 PNL_SNAPSHOT 埋点频率 */
+ private volatile long lastPnlSnapshotTime = 0;
private volatile GateKlineWebSocketClient wsClient;
- public GateGridTradeService(GateConfig config) {
+ public GateGridTradeService(GateConfig config, StatsEventProducer statsProducer) {
this.config = config;
+ this.statsProducer = statsProducer;
ApiClient apiClient = new ApiClient();
apiClient.setBasePath(config.getRestBasePath());
apiClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
@@ -290,6 +295,44 @@
}
}
+ // ---- 埋点 ----
+
+ private String apiKeyMd5() {
+ if (apiKeyMd5 == null) {
+ try {
+ java.security.MessageDigest md = java.security.MessageDigest.getInstance("MD5");
+ byte[] digest = md.digest(config.getApiKey().getBytes(java.nio.charset.StandardCharsets.UTF_8));
+ StringBuilder sb = new StringBuilder();
+ for (byte b : digest) sb.append(String.format("%02x", b));
+ apiKeyMd5 = sb.toString();
+ } catch (Exception e) {
+ apiKeyMd5 = Integer.toHexString(config.getApiKey().hashCode());
+ }
+ }
+ return apiKeyMd5;
+ }
+
+ private void emitStats(String type, Object payload) {
+ if (statsProducer == null) return;
+ try {
+ statsProducer.sendStats(statsProducer.newStats(type, apiKeyMd5(), payload));
+ } catch (Exception e) {
+ log.warn("[Gate] 埋点发送失败, type={}", type, e);
+ }
+ }
+
+ /**
+ * Java 8 兼容的 Map 构造工具（Map.of 为 Java 9 API，此处手动实现）。
+ * 接受偶数个参数：key1, value1, key2, value2, ...
+ */
+ private static Map<String, Object> mapOf(Object... kv) {
+ Map<String, Object> m = new LinkedHashMap<>();
+ for (int i = 0; i < kv.length; i += 2) {
+ m.put((String) kv[i], kv[i + 1]);
+ }
+ return m;
+ }
+
// ---- 启动/停止 ----
/**
@@ -328,6 +371,13 @@
currentRound = 0;
log.info("[Gate] 网格策略已启动, 当前本金: {} USDT", initialPrincipal);
+
+ // 埋点: STRATEGY_START — 附全量配置快照
+ GateConfigDTO snapshot = GateConfigDTO.from(config);
+ Map<String, Object> params = snapshot.toParamsMap();
+ params.put("principal", initialPrincipal.toPlainString());
+ params.put("contract", config.getContract());
+ emitStats("STRATEGY_START", params);
}
/**
@@ -348,6 +398,14 @@
*/
public void stopGrid() {
state = StrategyState.STOPPED;
+
+ // 埋点: STRATEGY_STOP
+ emitStats("STRATEGY_STOP", mapOf(
+ "reason", "manual",
+ "rounds", currentRound,
+ "pnl", cumulativePnl.toPlainString()
+ ));
+
executor.cancelAllPriceTriggeredOrders();
closeExistingPositions();
executor.shutdown();
@@ -376,7 +434,7 @@
*/
public void onKline(BigDecimal closePrice) {
- log.info("当前价：{}", closePrice);
+// log.info("当前价：{}", closePrice);
lastKlinePrice = closePrice;
@@ -451,8 +509,28 @@
.add(new BigDecimal(account.getUnrealisedPnl()))
.subtract(estimatedCloseFee);
+ // 埋点: PNL_SNAPSHOT — 每60秒发射一次
+ long now = System.currentTimeMillis();
+ if (now - lastPnlSnapshotTime >= 60_000) {
+ lastPnlSnapshotTime = now;
+ BigDecimal total = new BigDecimal(account.getTotal());
+ emitStats("PNL_SNAPSHOT", mapOf(
+ "cumulativePnl", cumulativePnl.toPlainString(),
+ "unrealizedPnl", new BigDecimal(account.getUnrealisedPnl()).toPlainString(),
+ "totalEquity", total.toPlainString(),
+ "markPrice", markPrice.toPlainString()
+ ));
+ }
+
if (totalEquity.compareTo(target) > 0) {
currentRound++;
+
+ // 埋点: ROUND_COMPLETE
+ emitStats("ROUND_COMPLETE", mapOf(
+ "roundNum", currentRound,
+ "totalEquity", totalEquity.toPlainString()
+ ));
+
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())),
@@ -655,6 +733,13 @@
int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
shortEntryTraderIdParam(shortGridElement, orderId, false);
+ // 埋点: ENTRY_FILLED — 空仓加仓成交
+ emitStats("ENTRY_FILLED", mapOf(
+ "direction", "short",
+ "gridId", shortGridElement.getId(),
+ "filledQty", filledQty
+ ));
+
// 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()) {
@@ -665,7 +750,6 @@
}
shortGridElement.setExtendStopLossInProgress(true);
- accumulatedShortLossCount = 0;
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();
@@ -673,8 +757,12 @@
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);
+ if (config.isPlaceExcessTakeProfit()) {
+ placeExcessTakeProfit(posSize, false);
+ }
log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
+
+
}
}
@@ -684,6 +772,13 @@
int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
longEntryTraderIdParam(longGridElement, orderId, false);
+
+ // 埋点: ENTRY_FILLED — 多仓加仓成交
+ emitStats("ENTRY_FILLED", mapOf(
+ "direction", "long",
+ "gridId", longGridElement.getId(),
+ "filledQty", filledQty
+ ));
// 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。
@@ -695,7 +790,6 @@
}
longGridElement.setExtendStopLossInProgress(true);
- accumulatedLongLossCount = 0;
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();
@@ -703,7 +797,9 @@
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);
+ if (config.isPlaceExcessTakeProfit()) {
+ placeExcessTakeProfit(posSize, true);
+ }
log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
}
@@ -1152,8 +1248,8 @@
if (newEntryGrid != null) {
- String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
-
+// 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());
@@ -1223,8 +1319,8 @@
if (newEntryGrid != null) {
// 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(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());
@@ -1271,6 +1367,63 @@
}
}
+ // ========== 加仓计算 ==========
+
+ /**
+ * 根据 {@code stopLossCountMode} 计算当前有效的止损次数。
+ * <ul>
+ * <li>{@code "single"}（单向）：返回该方向的累计止损次数</li>
+ * <li>{@code "dual"}（双向）：返回多空双向累计总次数</li>
+ * </ul>
+ *
+ * @param isLong {@code true}=多仓方向，{@code false}=空仓方向
+ * @return 有效止损次数
+ */
+ private int getEffectiveStopLossCount(boolean isLong) {
+ if ("single".equals(config.getStopLossCountMode())) {
+ return isLong ? accumulatedLongLossCount : accumulatedShortLossCount;
+ }
+ // "dual" — 双向总次数
+ return accumulatedLongLossCount + accumulatedShortLossCount;
+ }
+
+ /**
+ * 根据加仓配置计算止损追单时的实际下单量。
+ * <p>公式：</p>
+ * <pre>
+ * divisor = addPositionInterval + 1
+ * addMultiplier = floor(effectiveStopLossCount / divisor)
+ * addQty = addMultiplier × addPositionQuantity
+ * finalQty = min(baseQuantity + addQty, maxPositionPerSide > 0 ? maxPositionPerSide : ∞)
+ * </pre>
+ *
+ * @param isLong {@code true}=多仓方向，{@code false}=空仓方向
+ * @return 实际下单张数（字符串）
+ */
+ private String calculateEntryQuantity(boolean isLong) {
+ int baseQty = Integer.parseInt(config.getBaseQuantity());
+ int interval = config.getAddPositionInterval();
+ int addQtyPerUnit = config.getAddPositionQuantity();
+ int maxPerSide = config.getMaxPositionPerSide();
+
+ int effectiveCount = getEffectiveStopLossCount(isLong);
+ int startThreshold = config.getAddPositionStartThreshold();
+ if (startThreshold > 0) {
+ effectiveCount = Math.max(0, effectiveCount - startThreshold);
+ }
+ // divisor = interval + 1：interval=0→每次加仓, interval=1→每2次加仓(2,4,6...), interval=3→每4次加仓(4,8,12...)
+ int divisor = interval + 1;
+ int addMultiplier = interval >= 0 ? effectiveCount / divisor : 0;
+ int addQty = addMultiplier * addQtyPerUnit;
+ int totalQty = baseQty + addQty;
+
+ if (maxPerSide > 0 && totalQty > maxPerSide) {
+ totalQty = maxPerSide;
+ }
+
+ return String.valueOf(totalQty);
+ }
+
private void handleLongStopLossTriggered(GridElement gridElement, String orderId) {
gridElement.removeLongStopLossOrderId(orderId);
@@ -1282,8 +1435,17 @@
}
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)" : "");
+
+ // 埋点: STOP_LOSS_TRIGGERED
+ emitStats("STOP_LOSS_TRIGGERED", mapOf(
+ "direction", "long",
+ "gridId", gridId,
+ "lossCount", accumulatedLongLossCount
+ ));
int newEntryGridId = gridId + 1;
GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1295,7 +1457,9 @@
// 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 = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
+ String size = calculateEntryQuantity(true);
+ log.info("[Gate] 多仓止损追单 有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}",
+ getEffectiveStopLossCount(true), config.getBaseQuantity(), size, config.getStopLossCountMode());
newEntryGrid.getLongTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
@@ -1324,8 +1488,16 @@
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)" : "");
+
+ // 埋点: STOP_LOSS_TRIGGERED
+ emitStats("STOP_LOSS_TRIGGERED", mapOf(
+ "direction", "short",
+ "gridId", gridId,
+ "lossCount", accumulatedShortLossCount
+ ));
int newEntryGridId = gridId - 1;
GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1337,7 +1509,9 @@
// 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 = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
+ String size = calculateEntryQuantity(false);
+ log.info("[Gate] 空仓止损追单 有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}",
+ getEffectiveStopLossCount(false), config.getBaseQuantity(), size, config.getStopLossCountMode());
newEntryGrid.getShortTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
@@ -1688,98 +1862,6 @@
}
/**
- * 挂单成交后，将超出基础仓位的部分挂止盈单，挂在对向仓位的第一止损位上。
- *
- * <p>遍历所有 GridElement，找到对向仓位第一个有止损单的网格作为止盈挂单位置。
- *
- * <p>例：空仓成交后持仓 8 张，基础 4 张 → 超出 4 张，
- * 找到多仓第一止损位（如 gridId=-2）→ 在该位置挂空仓止盈单。
- *
- * @param posSize 当前总持仓张数
- * @param isLong true=多仓成交，false=空仓成交
- */
- private void placeExcessTakeProfit(int posSize, boolean isLong) {
- int baseQty = Integer.parseInt(config.getBaseQuantity());
- int excessQty = posSize - baseQty;
- if (excessQty <= 0) {
- return;
- }
-
- // 遍历找到对向仓位第一个有止损单的网格
- GridElement tpElem = isLong ? findFirstShortStopLossGrid() : findFirstLongStopLossGrid();
- if (tpElem == null) {
- log.warn("[Gate] {}止盈挂单失败：未找到对向仓止损位", isLong ? "多仓" : "空仓");
- return;
- }
- int tpGridId = tpElem.getId();
-
- BigDecimal triggerPrice = tpElem.getGridPrice();
- String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
- // 多仓止盈：价格≥触发价时平仓(NUMBER_1)；空仓止盈：价格≤触发价时平仓(NUMBER_2)
- FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
- : FuturesPriceTrigger.RuleEnum.NUMBER_2;
- String size = isLong ? negate(String.valueOf(excessQty)) : String.valueOf(excessQty);
-
-// if (isLong && tpElem.getLongTakeProfitOrderId() != null) {
-// executor.cancelConditionalOrder(tpElem.getLongTakeProfitOrderId(), oid -> {
-// longTakeProfitTraderIdParam(tpElem, null, false);
-// log.info("[Gate] 取消旧止盈, gridId:{}, orderId:{}", tpGridId, oid);
-// });
-// } else if (!isLong && tpElem.getShortTakeProfitOrderId() != null) {
-// executor.cancelConditionalOrder(tpElem.getShortTakeProfitOrderId(), oid -> {
-// shortTakeProfitTraderIdParam(tpElem, null, false);
-// log.info("[Gate] 取消旧止盈, gridId:{}, orderId:{}", tpGridId, oid);
-// });
-// }
-
- String finalSize = size;
- int finalTpGridId = tpGridId;
- executor.placeTakeProfit(triggerPrice, rule, orderType, size,
- profitId -> {
- if (isLong) {
- longTakeProfitTraderIdParam(tpElem, profitId, true);
- } else {
- shortTakeProfitTraderIdParam(tpElem, profitId, true);
- }
- log.info("[Gate] {}止盈挂单, gridId:{}, 触发价:{}, 数量:{}, takeProfitId:{}",
- isLong ? "多仓" : "空仓", finalTpGridId, triggerPrice, finalSize, profitId);
- }
- );
- }
-
- /**
- * 找到有长仓止损单且离 0 最近的网格（第一个多仓止损位）。
- */
- private GridElement findFirstLongStopLossGrid() {
- GridElement first = null;
- for (GridElement e : config.getGridElements()) {
- if (!e.getLongStopLossOrderIds().isEmpty()) {
- // 多仓止损在负数区，取 id 最大（最靠近 0）的
- if (first == null || e.getId() > first.getId()) {
- first = e;
- }
- }
- }
- return first;
- }
-
- /**
- * 找到有空仓止损单且离 0 最近的网格（第一个空仓止损位）。
- */
- private GridElement findFirstShortStopLossGrid() {
- GridElement first = null;
- for (GridElement e : config.getGridElements()) {
- if (!e.getShortStopLossOrderIds().isEmpty()) {
- // 空仓止损在正数区，取 id 最小（最靠近 0）的
- if (first == null || e.getId() < first.getId()) {
- first = e;
- }
- }
- }
- return first;
- }
-
- /**
* 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。
*/
@@ -1984,8 +2066,12 @@
public void setMarkPrice(BigDecimal markPrice) { this.markPrice = markPrice; }
/** @return 策略是否处于活跃状态（非 STOPPED 且非 WAITING_KLINE） */
public boolean isStrategyActive() { return state != StrategyState.STOPPED && state != StrategyState.WAITING_KLINE; }
+ /** @return 当前已完成轮数 */
+ public int getCurrentRound() { return currentRound; }
/** @return 累计已实现盈亏（平仓推送驱动累加） */
public BigDecimal getCumulativePnl() { return cumulativePnl; }
+ /** @return 初始本金 */
+ public BigDecimal getInitialPrincipal() { return initialPrincipal; }
/** @return 当前未实现盈亏（每根 K 线实时计算） */
public BigDecimal getUnrealizedPnl() { return unrealizedPnl; }
/** @return Gate 用户 ID（用于私有频道订阅 payload） */
@@ -1994,4 +2080,130 @@
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;
+ }
+
+ /**
+ * 挂单成交后，将超出基础仓位的部分挂止盈单，挂在对向仓位的第一止损位上。
+ *
+ * <p>遍历所有 GridElement，找到对向仓位第一个有止损单的网格作为止盈挂单位置。
+ *
+ * <p>例：空仓成交后持仓 8 张，基础 4 张 → 超出 4 张，
+ * 找到多仓第一止损位（如 gridId=-2）→ 在该位置挂空仓止盈单。
+ *
+ * @param posSize 当前总持仓张数
+ * @param isLong true=多仓成交，false=空仓成交
+ */
+ private void placeExcessTakeProfit(int posSize, boolean isLong) {
+ int baseQty = Integer.parseInt(config.getBaseQuantity());
+ int excessQty = posSize - baseQty;
+ if (excessQty <= 0) {
+ return;
+ }
+
+ // 遍历找到对向仓位第一个有止损单的网格
+ GridElement tpElem = isLong ? findFirstShortStopLossGrid() : findFirstLongStopLossGrid();
+ if (tpElem == null) {
+ log.warn("[Gate] {}止盈挂单失败：未找到对向仓止损位", isLong ? "多仓" : "空仓");
+ return;
+ }
+ int tpGridId = tpElem.getId();
+
+ BigDecimal triggerPrice = tpElem.getGridPrice();
+ String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
+ // 多仓止盈：价格≥触发价时平仓(NUMBER_1)；空仓止盈：价格≤触发价时平仓(NUMBER_2)
+ FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
+ : FuturesPriceTrigger.RuleEnum.NUMBER_2;
+ String size = isLong ? negate(String.valueOf(excessQty)) : String.valueOf(excessQty);
+
+// if (isLong && tpElem.getLongTakeProfitOrderId() != null) {
+// executor.cancelConditionalOrder(tpElem.getLongTakeProfitOrderId(), oid -> {
+// longTakeProfitTraderIdParam(tpElem, null, false);
+// log.info("[Gate] 取消旧止盈, gridId:{}, orderId:{}", tpGridId, oid);
+// });
+// } else if (!isLong && tpElem.getShortTakeProfitOrderId() != null) {
+// executor.cancelConditionalOrder(tpElem.getShortTakeProfitOrderId(), oid -> {
+// shortTakeProfitTraderIdParam(tpElem, null, false);
+// log.info("[Gate] 取消旧止盈, gridId:{}, orderId:{}", tpGridId, oid);
+// });
+// }
+
+ String finalSize = size;
+ int finalTpGridId = tpGridId;
+ executor.placeTakeProfit(triggerPrice, rule, orderType, size,
+ profitId -> {
+ if (isLong) {
+ longTakeProfitTraderIdParam(tpElem, profitId, true);
+ } else {
+ shortTakeProfitTraderIdParam(tpElem, profitId, true);
+ }
+ log.info("[Gate] {}止盈挂单, gridId:{}, 触发价:{}, 数量:{}, takeProfitId:{}",
+ isLong ? "多仓" : "空仓", finalTpGridId, triggerPrice, finalSize, 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) {
+ 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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