From a986f3571c7e18ade4665fe5999b445b5762264d Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 11 May 2026 23:07:15 +0800
Subject: [PATCH] refactor(gateApi): 修改网格交易队列生成算法
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 69 ++++++++++++++++++----------------
1 files changed, 36 insertions(+), 33 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 feb3fa0..d0ca8f5 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -479,32 +479,35 @@
/**
* 生成空仓价格队列。
- * 以空头基底入场价 shortBaseEntryPrice 为基准，按 gridRate 递减生成 gridQueueSize 个价格元素：
- * <pre>shortBaseEntryPrice × (1 − gridRate × i), i=1..gridQueueSize</pre>
+ * 以 shortBaseEntryPrice × gridRate 作为绝对步长 step，存到 config。
+ * 第1个元素 = shortBaseEntryPrice − step，后续依次递减 step，共 gridQueueSize 个。
* 队列降序排列（大→小），方便 processShortGrid 中从头遍历。
*/
private void generateShortQueue() {
shortPriceQueue.clear();
- BigDecimal step = config.getGridRate();
- for (int i = 1; i <= config.getGridQueueSize(); i++) {
- shortPriceQueue.add(shortBaseEntryPrice.multiply(BigDecimal.ONE.subtract(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP));
+ BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
+ config.setStep(step);
+ BigDecimal elem = shortBaseEntryPrice.subtract(step).setScale(1, RoundingMode.HALF_UP);
+ for (int i = 0; i < config.getGridQueueSize(); i++) {
+ shortPriceQueue.add(elem);
+ elem = elem.subtract(step).setScale(1, RoundingMode.HALF_UP);
}
shortPriceQueue.sort((a, b) -> b.compareTo(a));
- //输出队列：shortPriceQueue;
log.info("[Gate] 空队列:{}", shortPriceQueue);
}
/**
* 生成多仓价格队列。
- * 以多头基底入场价 longBaseEntryPrice 为基准，按 gridRate 递增生成 gridQueueSize 个价格元素：
- * <pre>longBaseEntryPrice × (1 + gridRate × i), i=1..gridQueueSize</pre>
+ * 以 shortBaseEntryPrice + step 为首元素，后续依次递增 step，共 gridQueueSize 个。
* 队列升序排列（小→大），方便 processLongGrid 中从头遍历。
*/
private void generateLongQueue() {
longPriceQueue.clear();
- BigDecimal step = config.getGridRate();
- for (int i = 1; i <= config.getGridQueueSize(); i++) {
- longPriceQueue.add(longBaseEntryPrice.multiply(BigDecimal.ONE.add(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP));
+ BigDecimal step = config.getStep();
+ BigDecimal elem = shortBaseEntryPrice.add(step).setScale(1, RoundingMode.HALF_UP);
+ for (int i = 0; i < config.getGridQueueSize(); i++) {
+ longPriceQueue.add(elem);
+ elem = elem.add(step).setScale(1, RoundingMode.HALF_UP);
}
longPriceQueue.sort(BigDecimal::compareTo);
log.info("[Gate] 多队列:{}", longPriceQueue);
@@ -520,8 +523,8 @@
* <h3>执行流程</h3>
* <ol>
* <li>匹配队列元素 → 为空则直接返回</li>
- * <li>空仓队列：移除 matched 元素，尾部补充新元素（尾价 × (1 − gridRate) 循环递减）</li>
- * <li>多仓队列：以多仓队列首元素（最小价）为种子，生成 matched.size() 个递减元素加入</li>
+ * <li>空仓队列：移除 matched 元素，尾部补充新元素（尾价 − step 循环递减）</li>
+ * <li>多仓队列：以多仓队列首元素（最小价）为种子，递减 step 生成 matched.size() 个元素加入</li>
* <li>保证金检查 → 安全则开空一次</li>
* <li>额外反向开多：若多仓均价 > 空仓均价 且 当前价夹在中间且远离多仓均价</li>
* </ol>
@@ -550,9 +553,9 @@
synchronized (shortPriceQueue) {
shortPriceQueue.removeAll(matched);
BigDecimal min = shortPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : shortPriceQueue.get(shortPriceQueue.size() - 1);
- BigDecimal step = config.getGridRate();
+ BigDecimal gridStep = config.getStep();
for (int i = 0; i < matched.size(); i++) {
- min = min.multiply(BigDecimal.ONE.subtract(step)).setScale(1, RoundingMode.HALF_UP);
+ min = min.subtract(gridStep).setScale(1, RoundingMode.HALF_UP);
shortPriceQueue.add(min);
log.info("[Gate] 空队列增加:{}", min);
}
@@ -564,14 +567,14 @@
synchronized (longPriceQueue) {
BigDecimal first = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(0);
- BigDecimal step = config.getGridRate();
+ BigDecimal gridStep = config.getStep();
for (int i = 1; i <= matched.size(); i++) {
- BigDecimal elem = first.multiply(BigDecimal.ONE.subtract(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP);
- if (longEntryPrice.compareTo(BigDecimal.ZERO) > 0
- && currentPrice.subtract(longEntryPrice).abs().compareTo(longEntryPrice.multiply(step)) < 0) {
- log.info("[Gate] 多队列跳过(price≈longEntry):{}", elem);
- continue;
- }
+ BigDecimal elem = first.subtract(gridStep.multiply(BigDecimal.valueOf(i))).setScale(1, RoundingMode.HALF_UP);
+// if (longEntryPrice.compareTo(BigDecimal.ZERO) > 0
+// && currentPrice.subtract(longEntryPrice).abs().compareTo(longEntryPrice.multiply(config.getGridRate())) < 0) {
+// log.info("[Gate] 多队列跳过(price≈longEntry):{}", elem);
+// continue;
+// }
longPriceQueue.add(elem);
log.info("[Gate] 多队列增加:{}", elem);
}
@@ -607,8 +610,8 @@
* <h3>执行流程</h3>
* <ol>
* <li>匹配队列元素 → 为空则直接返回</li>
- * <li>多仓队列：移除 matched 元素，尾部补充新元素（尾价 × (1 + gridRate) 循环递增）</li>
- * <li>空仓队列：以空仓队列首元素（最高价）为种子，生成 matched.size() 个递增元素加入</li>
+ * <li>多仓队列：移除 matched 元素，尾部补充新元素（尾价 + step 循环递增）</li>
+ * <li>空仓队列：以空仓队列首元素（最高价）为种子，递增 step 生成 matched.size() 个元素加入</li>
* <li>保证金检查 → 安全则开多一次</li>
* <li>额外反向开空：若多仓均价 > 空仓均价 且 当前价夹在中间且远离空仓均价</li>
* </ol>
@@ -638,9 +641,9 @@
synchronized (longPriceQueue) {
longPriceQueue.removeAll(matched);
BigDecimal max = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(longPriceQueue.size() - 1);
- BigDecimal step = config.getGridRate();
+ BigDecimal gridStep = config.getStep();
for (int i = 0; i < matched.size(); i++) {
- max = max.multiply(BigDecimal.ONE.add(step)).setScale(1, RoundingMode.HALF_UP);
+ max = max.add(gridStep).setScale(1, RoundingMode.HALF_UP);
longPriceQueue.add(max);
log.info("[Gate] 多队列增加:{}", max);
@@ -652,14 +655,14 @@
synchronized (shortPriceQueue) {
BigDecimal first = shortPriceQueue.isEmpty() ? matched.get(0) : shortPriceQueue.get(0);
- BigDecimal step = config.getGridRate();
+ BigDecimal gridStep = config.getStep();
for (int i = 1; i <= matched.size(); i++) {
- BigDecimal elem = first.multiply(BigDecimal.ONE.add(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP);
- if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
- && currentPrice.subtract(shortEntryPrice).abs().compareTo(shortEntryPrice.multiply(step)) < 0) {
- log.info("[Gate] 空队列跳过(price≈shortEntry):{}", elem);
- continue;
- }
+ BigDecimal elem = first.add(gridStep.multiply(BigDecimal.valueOf(i))).setScale(1, RoundingMode.HALF_UP);
+// if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
+// && currentPrice.subtract(shortEntryPrice).abs().compareTo(shortEntryPrice.multiply(config.getGridRate())) < 0) {
+// log.info("[Gate] 空队列跳过(price≈shortEntry):{}", elem);
+// continue;
+// }
shortPriceQueue.add(elem);
log.info("[Gate] 空队列增加:{}", elem);
}
--
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