From a9ad9ae764198656b2d77911297709d5f8237ee4 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 20 Jul 2026 11:24:34 +0800
Subject: [PATCH] fix(gateApi): 解决网格交易止损追单并发问题
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 182 +++++++++++++++++++++++++++++++++++++--------
1 files changed, 150 insertions(+), 32 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 0dd3508..790c147 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;
@@ -398,7 +399,8 @@
return;
}
- checkProfitAndReset();
+ // 异步检查盈亏，避免 REST 调用阻塞 WS 心跳导致 Socket closed
+ executor.submitTask(this::checkProfitAndReset);
if (state == StrategyState.ACTIVE &&
longActive == false &&
@@ -633,6 +635,17 @@
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
@@ -671,12 +684,15 @@
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);
- if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
+ // 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()) {
continue;
}
+ tpElem.getShortTraderParam().setTakeProfitPlaced(true);
BigDecimal tpPrice = tpElem.getGridPrice();
int finalTpGridId = tpGridId;
executor.placeTakeProfit(
@@ -699,6 +715,17 @@
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
@@ -737,12 +764,15 @@
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);
- if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) {
+ // 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()) {
continue;
}
+ tpElem.getLongTraderParam().setTakeProfitPlaced(true);
BigDecimal tpPrice = tpElem.getGridPrice();
int finalTpGridId = tpGridId;
executor.placeTakeProfit(
@@ -1216,7 +1246,8 @@
});
}
}
- cancelCursor = GridElement.findById(cancelCursor.getUpId());
+ Integer nextUpId = cancelCursor.getUpId();
+ cancelCursor = nextUpId != null ? GridElement.findById(nextUpId) : null;
}
// log.info("[Gate-2] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
if (!newEntryGrid.isHasLongOrder()) {
@@ -1270,7 +1301,8 @@
});
}
}
- cancelCursor = GridElement.findById(cancelCursor.getDownId());
+ Integer nextDownId = cancelCursor.getDownId();
+ cancelCursor = nextDownId != null ? GridElement.findById(nextDownId) : null;
}
// log.info("[Gate-4] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
if (!newEntryGrid.isHasShortOrder()){
@@ -1591,6 +1623,7 @@
for (GridElement e : config.getGridElements()) {
String tpId = e.getLongTakeProfitOrderId();
if (tpId != null) {
+ e.getLongTraderParam().setTakeProfitPlaced(false);
e.setLongTakeProfitOrderId(null);
executor.cancelConditionalOrder(tpId, oid -> {});
}
@@ -1610,6 +1643,7 @@
for (GridElement e : config.getGridElements()) {
String tpId = e.getShortTakeProfitOrderId();
if (tpId != null) {
+ e.getShortTraderParam().setTakeProfitPlaced(false);
e.setShortTakeProfitOrderId(null);
executor.cancelConditionalOrder(tpId, oid -> {});
}
@@ -1655,7 +1689,10 @@
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;
}
@@ -1663,31 +1700,38 @@
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(" ");
}
@@ -1707,7 +1751,10 @@
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;
}
@@ -1715,31 +1762,38 @@
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(" ");
}
@@ -1752,17 +1806,66 @@
}
/**
+ * 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();
@@ -1781,6 +1884,21 @@
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);
+ }
+ }
+ }
}
);
}
--
Gitblit v1.9.1