From a5e1637255f17436b3147d805ee2e9a4192c1a16 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Wed, 22 Jul 2026 16:18:44 +0800
Subject: [PATCH] feat(gate): 添加策略运行轮数限制功能
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 186 +++++++++++++++++++++++++++++++++++++++-------
1 files changed, 158 insertions(+), 28 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 6b06c95..08f369b 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;
@@ -133,6 +134,9 @@
private volatile boolean shortActive = false;
/** 多头是否活跃（有仓位） */
private volatile boolean longActive = false;
+
+ /** 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;
@@ -321,6 +325,7 @@
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);
}
@@ -402,6 +407,7 @@
executor.submitTask(this::checkProfitAndReset);
if (state == StrategyState.ACTIVE &&
+ config.isPriceDriveEnabled() &&
longActive == false &&
longPositionSize.compareTo(BigDecimal.ZERO) == 0){
processShortGrid(closePrice);
@@ -409,6 +415,7 @@
if (state == StrategyState.ACTIVE &&
+ config.isPriceDriveEnabled() &&
shortActive == false &&
shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
processLongGrid(closePrice);
@@ -429,7 +436,17 @@
BigDecimal totalEquity = new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl()));
if (totalEquity.compareTo(target) > 0) {
- log.info("[Gate] 盈亏达标(净权益{}>目标{})，重置策略", totalEquity, target);
+ currentRound++;
+ int maxRounds = config.getRounds();
+ log.info("[Gate] 盈亏达标(净权益{}>目标{})，第{}轮完成", 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());
@@ -440,7 +457,10 @@
// 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) {
@@ -539,7 +559,9 @@
// 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;
@@ -634,6 +656,17 @@
if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
shortEntryTraderIdParam(shortGridElement, orderId, false);
+
+ // 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);
+
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
@@ -672,8 +705,9 @@
int shortGridQty = Integer.parseInt(config.getQuantity());
int shortTpCount = posSize > shortBaseQty ? (posSize - shortBaseQty) / shortGridQty : 0;
+ int tpSpan = config.getTakeProfitGridSpan();
for (int i = 0; i < shortTpCount; i++) {
- int tpGridId = shortGridElement.getId() - 2 * (i + 1);
+ int tpGridId = shortGridElement.getId() - tpSpan * (i + 1);
GridElement tpElem = GridElement.findById(tpGridId);
// 用 takeProfitPlaced 做同步标记，避免异步回调未执行时重复挂单
if (tpElem == null || tpElem.getShortTraderParam().isTakeProfitPlaced()) {
@@ -702,6 +736,17 @@
int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
longEntryTraderIdParam(longGridElement, orderId, false);
+
+ // 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);
+
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
@@ -740,8 +785,9 @@
int longGridQty = Integer.parseInt(config.getQuantity());
int longTpCount = posSize > longBaseQty ? (posSize - longBaseQty) / longGridQty : 0;
+ int tpSpan = config.getTakeProfitGridSpan();
for (int i = 0; i < longTpCount; i++) {
- int tpGridId = longGridElement.getId() + 2 * (i + 1);
+ int tpGridId = longGridElement.getId() + tpSpan * (i + 1);
GridElement tpElem = GridElement.findById(tpGridId);
// 用 takeProfitPlaced 做同步标记，避免异步回调未执行时重复挂单
if (tpElem == null || tpElem.getLongTraderParam().isTakeProfitPlaced()) {
@@ -1664,7 +1710,10 @@
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;
}
@@ -1672,31 +1721,38 @@
int[] orders = new int[gridCount];
if (gridCount == 1) {
- // 只有1个网格，全量放在上面
+ // 只有1个网格，全量挂在上面
orders[0] = totalOrders;
} else {
- int aCount = Math.max(0, totalOrders - 2);
- if (aCount == 0) {
- orders[0] = 2;
- } else if (aCount == 1) {
- orders[0] = 2;
- orders[1] = 1;
+ // 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 {
- orders[0] = aCount;
- int remainder = totalOrders - aCount;
- for (int i = 1; i < gridCount && remainder > 0; i++) {
+ for (int i = 1; i < gridCount; i++) {
orders[i] = 1;
- remainder--;
}
}
}
+
+ // 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);
+ ORDER_TYPE_CLOSE_LONG, true, remainCount, entryElem);
if (detail.length() > 0) {
detail.append(" ");
}
@@ -1716,7 +1772,10 @@
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;
}
@@ -1724,31 +1783,38 @@
int[] orders = new int[gridCount];
if (gridCount == 1) {
- // 只有1个网格，全量放在上面
+ // 只有1个网格，全量挂在上面
orders[0] = totalOrders;
} else {
- int aCount = Math.max(0, totalOrders - 2);
- if (aCount == 0) {
- orders[0] = 2;
- } else if (aCount == 1) {
- orders[0] = 2;
- orders[1] = 1;
+ // 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 {
- orders[0] = aCount;
- int remainder = totalOrders - aCount;
- for (int i = 1; i < gridCount && remainder > 0; i++) {
+ for (int i = 1; i < gridCount; i++) {
orders[i] = 1;
- remainder--;
}
}
}
+
+ // 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_1,
- ORDER_TYPE_CLOSE_SHORT, false);
+ ORDER_TYPE_CLOSE_SHORT, false, remainCount, entryElem);
if (detail.length() > 0) {
detail.append(" ");
}
@@ -1761,17 +1827,66 @@
}
/**
+ * 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) {
+ 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();
@@ -1790,6 +1905,21 @@
GridElement.refreshIndices();
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);
+ }
+ }
+ }
}
);
}
--
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