From aaa9b2d954e3dc3c1588ecbb749b46b413c5fc5b Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Sat, 06 Jun 2026 11:40:02 +0800
Subject: [PATCH] refactor(gateApi): 优化网格交易服务中的变量作用域
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 173 +++++++++++++++++++++++++++++++++++++++++++++++----------
1 files changed, 142 insertions(+), 31 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 aafeba4..09c4731 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -146,6 +146,12 @@
private volatile BigDecimal shortPositionSize = BigDecimal.ZERO;
private Long userId;
private volatile BigDecimal initialPrincipal = BigDecimal.ZERO;
+ private volatile GateKlineWebSocketClient wsClient;
+
+ /** 多仓挂单张数计数器：止损触发时用当前值挂单，随后+1；挂单成交后重置为1 */
+ private volatile int longEntryQty = 1;
+ /** 空仓挂单张数计数器：止损触发时用当前值挂单，随后+1；挂单成交后重置为1 */
+ private volatile int shortEntryQty = 1;
public GateGridTradeService(GateConfig config) {
this.config = config;
@@ -305,7 +311,25 @@
longPriceQueue.clear();
currentLongOrderIds.clear();
currentShortOrderIds.clear();
- log.info("[Gate] 网格策略已启动");
+ longEntryQty = 1;
+ shortEntryQty = 1;
+
+ // 每次重启重新获取当前本金
+ refreshInitialPrincipal();
+
+ log.info("[Gate] 网格策略已启动, 当前本金: {} USDT", initialPrincipal);
+ }
+
+ /**
+ * 重新获取当前账户权益作为初始本金。
+ */
+ private void refreshInitialPrincipal() {
+ try {
+ FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
+ this.initialPrincipal = new BigDecimal(account.getTotal());
+ } catch (Exception e) {
+ log.warn("[Gate] 获取初始化本金失败，使用旧值: {}", initialPrincipal);
+ }
}
/**
@@ -353,11 +377,16 @@
BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl);
log.info("[Gate] 已实现:{}, 未实现:{}, 合计:{}",
cumulativePnl, unrealizedPnl, totalPnl);
+
+ startGrid();
return;
}
//初始化0位置的开仓，并且用空的开仓价格，作为价格基准来划分网格
if (state == StrategyState.WAITING_KLINE) {
+ if (wsClient == null || !wsClient.areAllSubscribed()) {
+ return;
+ }
state = StrategyState.OPENING;
log.info("[Gate] 首根K线到达，开基底仓位 多空各{}张...", config.getBaseQuantity());
executor.openLong(config.getBaseQuantity(), (orderId) -> {
@@ -559,19 +588,12 @@
BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl);
log.info("[Gate] 已实现:{}, 未实现:{}, 合计:{}",
cumulativePnl, unrealizedPnl, totalPnl);
-
- if (totalPnl.compareTo(config.getOverallTp()) >= 0) {
- log.info("[Gate] 已达止盈目标(合计{})→已停止, 已实现:{}, 未实现:{}",
- totalPnl, cumulativePnl, unrealizedPnl);
- state = StrategyState.STOPPED;
- } else if (totalPnl.compareTo(config.getMaxLoss().negate()) <= 0) {
+ if(totalPnl.compareTo(config.getMaxLoss().negate()) <= 0) {
String logMessage = StrUtil.format("[Gate] 已达亏损风险值(合计{}), 已实现:{}, 未实现:{}",
totalPnl, cumulativePnl, unrealizedPnl);
log.info(logMessage);
-
DingTalkUtils.getDefault().sendActionCard("风险提醒", logMessage, config.getApiKey(), "");
-// state = StrategyState.STOPPED;
}
}
@@ -768,8 +790,10 @@
if (shortGridElement.isHasShortOrder() && !tradeId.equals("0")){
int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
shortEntryTraderIdParam(shortGridElement, null, false);
+ shortEntryQty = 1;
extendShortStopLoss(filledQty);
log.info("[Gate] 空单成交 gridId:{}, qty:{}, 追挂止损", shortGridElement.getId(), filledQty);
+ checkMaxPositionAndPlaceTakeProfit(false, shortGridElement.getId());
}
}
GridElement longGridElement = GridElement.findByLongOrderId(orderId);
@@ -777,8 +801,10 @@
if (longGridElement.isHasLongOrder() && !tradeId.equals("0")){
int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
longEntryTraderIdParam(longGridElement, null, false);
+ longEntryQty = 1;
extendLongStopLoss(filledQty);
log.info("[Gate] 多单成交 gridId:{}, qty:{}, 追挂止损", longGridElement.getId(), filledQty);
+ checkMaxPositionAndPlaceTakeProfit(true, longGridElement.getId());
}
}
}
@@ -913,7 +939,7 @@
triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_1,
ORDER_TYPE_CLOSE_SHORT,
- "1",
+ config.getQuantity(),
profitId -> {
elem.setShortStopLossOrderId(profitId);
GridElement.refreshIndices();
@@ -933,7 +959,7 @@
triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_2,
ORDER_TYPE_CLOSE_LONG,
- "-1",
+ negate(config.getQuantity()),
profitId -> {
elem.setLongStopLossOrderId(profitId);
GridElement.refreshIndices();
@@ -1377,12 +1403,11 @@
}
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- BigDecimal priceDiff = longEntryPrice.subtract(triggerPrice).abs();
- int entryQty = priceDiff.divide(config.getStep(), 0, RoundingMode.DOWN).intValue();
- entryQty = Math.max(1, entryQty);
- String size = String.valueOf(entryQty);
- log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}张多单, 均价:{}, 价差:{}, 步长:{}",
- gridId, newEntryGridId, entryQty, longEntryPrice, priceDiff, config.getStep());
+ longEntryQty++;
+ int entryQty = longEntryQty;
+ String size = new BigDecimal(String.valueOf(entryQty)).multiply(new BigDecimal(config.getQuantity())).toString();
+ log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}基础张多单(计数器:{}, size:{})",
+ gridId, newEntryGridId, entryQty, longEntryQty, size);
newEntryGrid.getLongTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
@@ -1417,12 +1442,11 @@
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- BigDecimal priceDiff = shortEntryPrice.subtract(triggerPrice).abs();
- int entryQty = priceDiff.divide(config.getStep(), 0, RoundingMode.DOWN).intValue();
- entryQty = Math.max(1, entryQty);
- String size = String.valueOf(entryQty);
- log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}张空单, 均价:{}, 价差:{}, 步长:{}",
- gridId, newEntryGridId, entryQty, shortEntryPrice, priceDiff, config.getStep());
+ shortEntryQty++;
+ int entryQty = shortEntryQty;
+ String size = new BigDecimal(String.valueOf(entryQty)).multiply(new BigDecimal(config.getQuantity())).toString();
+ log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}基础张空单(计数器:{}, size:{})",
+ gridId, newEntryGridId, entryQty, shortEntryQty, size);
newEntryGrid.getShortTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
@@ -1451,7 +1475,7 @@
triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_2,
ORDER_TYPE_CLOSE_LONG,
- "-1",
+ negate(config.getQuantity()),
profitId -> {
elem.setLongStopLossOrderId(profitId);
GridElement.refreshIndices();
@@ -1484,7 +1508,7 @@
triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_1,
ORDER_TYPE_CLOSE_SHORT,
- "1",
+ config.getQuantity(),
profitId -> {
elem.setShortStopLossOrderId(profitId);
GridElement.refreshIndices();
@@ -1494,21 +1518,102 @@
}
}
+ /**
+ * 通过 REST API 查询实时持仓，超限则在下一网格挂止盈单。
+ * 使用异步执行避免阻塞 WS 回调线程。
+ *
+ * @param isLong 是否为多仓方向
+ * @param gridId 当前挂单成交的网格 ID
+ */
+ private void checkMaxPositionAndPlaceTakeProfit(boolean isLong, int gridId) {
+ int maxPos = config.getMaxPositionSize();
+ if (maxPos <= 0) return;
+
+ executor.submitTask(() -> {
+ try {
+ List<Position> positions = futuresApi.listPositions(SETTLE).execute();
+ if (positions == null) return;
+
+ long actualPosSize = 0;
+ String targetMode = isLong ? "dual_long" : "dual_short";
+ for (Position pos : positions) {
+ if (!config.getContract().equals(pos.getContract())) continue;
+ Position.ModeEnum mode = pos.getMode();
+ if (mode != null && mode.getValue() != null && targetMode.equals(mode.getValue())) {
+ actualPosSize = Math.abs(Long.parseLong(pos.getSize()));
+ break;
+ }
+ }
+
+ if (actualPosSize <= maxPos) {
+ log.debug("[Gate] 持仓检查 {}方向 实际持仓:{} ≤ 上限:{}, 无需止盈", targetMode, actualPosSize, maxPos);
+ return;
+ }
+
+ // 下一网格 ID：空仓 N→N-1（向基底方向，更低价），多仓 -N→-(N-1)（向基底方向，更高价）
+ int nextGridId = isLong ? -(Math.abs(gridId) - 1) : gridId - 1;
+ GridElement nextGrid = GridElement.findById(nextGridId);
+ if (nextGrid == null) {
+ log.warn("[Gate] 持仓超限 but 下一网格{}不存在", nextGridId);
+ return;
+ }
+
+ BigDecimal tpPrice = nextGrid.getGridPrice();
+ final long finalPosSize = actualPosSize;
+ final int finalNextGridId = nextGridId;
+ if (isLong) {
+ executor.placeTakeProfit(tpPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_LONG,
+ negate(config.getQuantity()),
+ profitId -> log.info("[Gate] 多仓超限止盈已挂(持仓:{})>, gridId:{}, tpPrice:{}, id:{}",
+ finalPosSize, finalNextGridId, tpPrice, profitId));
+ } else {
+ executor.placeTakeProfit(tpPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_SHORT,
+ config.getQuantity(),
+ profitId -> log.info("[Gate] 空仓超限止盈已挂(持仓:{})>, gridId:{}, tpPrice:{}, id:{}",
+ finalPosSize, finalNextGridId, tpPrice, profitId));
+ }
+ } catch (Exception e) {
+ log.warn("[Gate] 通过API查询持仓超限检查失败", e);
+ }
+ });
+ }
+
+ /** Gate 永续合约 taker 费率 0.05% */
+ private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.0005");
+ /** ETH_USDT 合约面值（每张=0.01 ETH） */
+ private static final BigDecimal CT_VAL = new BigDecimal("0.01");
+
private void checkProfitAndReset() {
try {
FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
BigDecimal unrealisedPnl = new BigDecimal(account.getCrossUnrealisedPnl());
BigDecimal available = new BigDecimal(account.getCrossAvailable());
BigDecimal totalEquity = unrealisedPnl.add(available);
+
+ // 估算平仓手续费：(多仓张数+空仓张数) × 合约面值 × 当前价 × taker费率
+ BigDecimal closeContractValue = longPositionSize.add(shortPositionSize)
+ .multiply(CT_VAL).multiply(lastKlinePrice != null ? lastKlinePrice : BigDecimal.ZERO);
+ BigDecimal estimatedFee = closeContractValue.multiply(TAKER_FEE_RATE);
+ BigDecimal netEquity = totalEquity.subtract(estimatedFee);
+
BigDecimal target = initialPrincipal.add(config.getExpectedProfit());
- log.info("[Gate] 盈亏检查 cross_unrealised_pnl:{}, cross_available:{}, 合计:{}, 目标:{}",
- unrealisedPnl, available, totalEquity, target);
- if (totalEquity.compareTo(target) > 0) {
- log.info("[Gate] 盈亏达标({}>{})，重置策略", totalEquity, target);
+ log.info("[Gate] 盈亏检查 upl:{}, avail:{}, 合计:{}, 估手续费:{}, 净权益:{}, 目标:{}",
+ unrealisedPnl, available, totalEquity, estimatedFee, netEquity, target);
+ if (netEquity.compareTo(target) > 0) {
+ log.info("[Gate] 盈亏达标(净权益{}>目标{})，重置策略", netEquity, target);
state = StrategyState.STOPPED;
closeExistingPositions();
futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
- startGrid();
+
+ // 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(); }
+ startGrid();
+ });
}
} catch (Exception e) {
log.warn("[Gate] 盈亏检查失败", e);
@@ -1523,7 +1628,11 @@
log.warn("[Gate] {}持仓归零后取消条件单失败", direction, e);
}
closeExistingPositions();
- startGrid();
+ // 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(); }
+ startGrid();
+ });
}
// ---- 保证金安全阀 ----
@@ -1662,4 +1771,6 @@
public Long getUserId() { return userId; }
/** @return 当前策略状态 */
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; }
}
--
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