From b12289898dcc3b61769420df7c43c4eb073c5d57 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 08 Jun 2026 12:01:30 +0800
Subject: [PATCH] refactor(gateApi): 优化网格交易逻辑并修复仓位处理问题
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 430 ++++++++++++++++++++++++++++-------------------------
1 files changed, 226 insertions(+), 204 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..fede298 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) -> {
@@ -380,6 +409,26 @@
return;
}
checkProfitAndReset();
+
+
+ if (
+ longActive == false &&
+ longPositionSize.compareTo(BigDecimal.ZERO) == 0){
+
+ }{
+
+ processShortGrid(closePrice);
+ }
+
+
+ if (
+ shortActive == false &&
+ shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
+
+ }{
+
+ processLongGrid(closePrice);
+ }
}
// ---- 仓位推送回调 ----
@@ -432,8 +481,8 @@
}
} else {
if (longActive && state == StrategyState.ACTIVE) {
- log.info("[Gate] 多仓持仓归零，重置策略");
- handlePositionZeroAndReset("多仓");
+// log.info("[Gate] 多仓持仓归零，重置策略");
+// handlePositionZeroAndReset("多仓");
}
longActive = false;
longPositionSize = BigDecimal.ZERO;
@@ -455,8 +504,8 @@
}
} else {
if (shortActive && state == StrategyState.ACTIVE) {
- log.info("[Gate] 空仓持仓归零，重置策略");
- handlePositionZeroAndReset("空仓");
+// log.info("[Gate] 空仓持仓归零，重置策略");
+// handlePositionZeroAndReset("空仓");
}
shortActive = false;
shortPositionSize = BigDecimal.ZERO;
@@ -559,19 +608,12 @@
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 +810,10 @@
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 +821,10 @@
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());
}
}
}
@@ -902,7 +948,8 @@
baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
baseGridElement.setHasShortOrder(true);
- for (int id = 2; id <= 11; id++) {
+ int shortTime = Integer.parseInt(config.getBaseQuantity()) + 1;
+ for (int id = 2; id <= shortTime; id++) {
GridElement elem = GridElement.findById(id);
if (elem == null) {
continue;
@@ -913,7 +960,7 @@
triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_1,
ORDER_TYPE_CLOSE_SHORT,
- "1",
+ config.getQuantity(),
profitId -> {
elem.setShortStopLossOrderId(profitId);
GridElement.refreshIndices();
@@ -922,7 +969,9 @@
);
}
- for (int id = -2; id >= -11; id--) {
+
+ int longTime = Integer.parseInt(config.getBaseQuantity()) + 1;
+ for (int id = -2; id >= -longTime; id--) {
GridElement elem = GridElement.findById(id);
if (elem == null) {
continue;
@@ -933,7 +982,7 @@
triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_2,
ORDER_TYPE_CLOSE_LONG,
- "-1",
+ negate(config.getQuantity()),
profitId -> {
elem.setLongStopLossOrderId(profitId);
GridElement.refreshIndices();
@@ -942,7 +991,7 @@
);
}
- log.info("[Gate] 止损单已全部挂完, 空仓止损: 2~11, 多仓止损: -2~-11");
+ log.info("[Gate] 止损单已全部挂完, 空仓止损: 2~{}, 多仓止损: -2~-{}", shortTime, longTime);
state = StrategyState.ACTIVE;
}
}
@@ -1143,209 +1192,96 @@
}
private void processShortGrid(BigDecimal currentPrice) {
- int prec = config.getPriceScale();
- List<BigDecimal> matched = new ArrayList<>();
+ BigDecimal matched = BigDecimal.ZERO;
synchronized (shortPriceQueue) {
for (BigDecimal p : shortPriceQueue) {
if (p.compareTo(currentPrice) >= 0) {
- matched.add(p);
+ matched = p;
} else {
break;
}
}
}
- if (matched.isEmpty()) {
+ if (BigDecimal.ZERO.compareTo( matched) == 0) {
return;
}
- log.info("[Gate] 空仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);
+ log.info("[Gate] 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
- synchronized (shortPriceQueue) {
- shortPriceQueue.removeAll(matched);
- BigDecimal min = shortPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : shortPriceQueue.get(shortPriceQueue.size() - 1);
- BigDecimal gridStep = config.getStep();
- for (int i = 0; i < matched.size(); i++) {
- min = min.subtract(gridStep).setScale(prec, RoundingMode.HALF_UP);
- shortPriceQueue.add(min);
- }
- shortPriceQueue.sort((a, b) -> b.compareTo(a));
- }
+ GridElement matchedUpGridElement = GridElement.findByPrice(matched);
- synchronized (longPriceQueue) {
- BigDecimal first = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(0);
- BigDecimal gridStep = config.getStep();
- for (int i = 1; i <= matched.size(); i++) {
- BigDecimal elem = first.subtract(gridStep.multiply(BigDecimal.valueOf(i))).setScale(prec, RoundingMode.HALF_UP);
- longPriceQueue.add(elem);
- }
- longPriceQueue.sort(BigDecimal::compareTo);
- while (longPriceQueue.size() > config.getGridQueueSize()) {
- longPriceQueue.remove(longPriceQueue.size() - 1);
- }
- }
+ Integer upId = matchedUpGridElement.getUpId();
+ GridElement newEntryGrid = GridElement.findById(upId);
+ GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());
- if (!isMarginSafe()) {
- log.warn("[Gate] 保证金超限，跳过挂条件单");
- } else {
+ if (cancelGridElement != null) {
+
+ if (newEntryGrid != null) {
+ BigDecimal triggerPrice = newEntryGrid.getGridPrice();
+ String size = cancelGridElement.getLongTraderParam().getQuantity();
+ log.info("[Gate] 多仓仓位归零 gridId:{}, 挂{}基础张多单",
+ newEntryGrid.getId(), size);
+ newEntryGrid.getLongTraderParam().setQuantity(size);
+ placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
+
+ }
/**
- * 下一个开仓位置
- * 获取队列第一个元素的价格对应的网格
- * 判断网格是否能开空仓，如果不能则跳过
- * 前进方向挂空仓条件单
- * 后置方向挂多空条件单
+ * 看是否有多仓挂单，有就取消
*/
- //下一个开仓位置
- BigDecimal newLongFirst = shortPriceQueue.get(0);
- GridElement UpGridElement = GridElement.findByPrice(newLongFirst);
-
- // 判断网格是否能开空仓，如果不能则跳过
- if (UpGridElement != null) {
-
-// if (!UpGridElement.isHasShortOrder() && shortEntryPrice.compareTo(newLongFirst) > 0) {
-//
-// TraderParam upShortTraderParam = UpGridElement.getShortTraderParam();
-// placeEntryOrderWithPreFlag(UpGridElement, false,
-// upShortTraderParam.getEntryPrice(),
-// FuturesPriceTrigger.RuleEnum.NUMBER_2,
-// negate(upShortTraderParam.getQuantity()));
-// }
- int i = UpGridElement.getId() + 2;
- GridElement downGridElement = GridElement.findById(i);
- if (downGridElement != null){
-
- BigDecimal downGridPrice = downGridElement.getGridPrice();
-
-// TraderParam downShortTraderParam = downGridElement.getShortTraderParam();
-// if (
-// !downGridElement.isHasShortOrder() &&
-// downGridPrice.compareTo(longEntryPrice) <= 0 &&
-// downGridPrice.compareTo(shortEntryPrice) >= 0
-// ){
-// placeEntryOrderWithPreFlag(downGridElement, false,
-// downShortTraderParam.getEntryPrice(),
-// FuturesPriceTrigger.RuleEnum.NUMBER_1,
-// negate(downShortTraderParam.getQuantity()));
-//
-// }
-
- TraderParam downLongTraderParam = downGridElement.getLongTraderParam();
- if (
- !downGridElement.isHasLongOrder() &&
- downGridPrice.compareTo(longEntryPrice) <= 0
- ){
- placeEntryOrderWithPreFlag(downGridElement, true,
- downLongTraderParam.getEntryPrice(),
- FuturesPriceTrigger.RuleEnum.NUMBER_1,
- downLongTraderParam.getQuantity());
- }
- }
+ if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
+ executor.cancelConditionalOrder(cancelGridElement.getLongOrderId(), oid -> {
+ longEntryTraderIdParam(cancelGridElement, null, false);
+ log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单", cancelGridElement);
+ });
}
}
+
}
private void processLongGrid(BigDecimal currentPrice) {
- int prec = config.getPriceScale();
- List<BigDecimal> matched = new ArrayList<>();
+ BigDecimal matched = BigDecimal.ZERO;
synchronized (longPriceQueue) {
for (BigDecimal p : longPriceQueue) {
if (p.compareTo(currentPrice) <= 0) {
- matched.add(p);
+ matched = p;
} else {
break;
}
}
}
- if (matched.isEmpty()) {
+ if (BigDecimal.ZERO.compareTo( matched) == 0) {
return;
}
- log.info("[Gate] 多仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);
+ log.info("[Gate] 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
- /**
- * 匹配到元素后，
- * 多仓队列更新
- * 空仓队列更新
- */
- synchronized (longPriceQueue) {
- longPriceQueue.removeAll(matched);
- BigDecimal max = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(longPriceQueue.size() - 1);
- BigDecimal gridStep = config.getStep();
- for (int i = 0; i < matched.size(); i++) {
- max = max.add(gridStep).setScale(prec, RoundingMode.HALF_UP);
- longPriceQueue.add(max);
- }
- longPriceQueue.sort(BigDecimal::compareTo);
- }
- synchronized (shortPriceQueue) {
- BigDecimal first = shortPriceQueue.isEmpty() ? matched.get(0) : shortPriceQueue.get(0);
- BigDecimal gridStep = config.getStep();
- for (int i = 1; i <= matched.size(); i++) {
- BigDecimal elem = first.add(gridStep.multiply(BigDecimal.valueOf(i))).setScale(prec, RoundingMode.HALF_UP);
- shortPriceQueue.add(elem);
- }
- shortPriceQueue.sort((a, b) -> b.compareTo(a));
- while (shortPriceQueue.size() > config.getGridQueueSize()) {
- shortPriceQueue.remove(shortPriceQueue.size() - 1);
- }
- }
+ GridElement matchedUpGridElement = GridElement.findByPrice(matched);
- if (!isMarginSafe()) {
- log.warn("[Gate] 保证金超限，跳过挂条件单");
- } else {
+ Integer downId = matchedUpGridElement.getDownId();
+ GridElement newEntryGrid = GridElement.findById(downId);
+ GridElement cancelGridElement = GridElement.findById(newEntryGrid.getDownId());
+
+ if (cancelGridElement != null) {
+
+ if (newEntryGrid != null) {
+ BigDecimal triggerPrice = newEntryGrid.getGridPrice();
+ String size = cancelGridElement.getShortTraderParam().getQuantity();
+ log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
+ newEntryGrid.getId(), size);
+ newEntryGrid.getShortTraderParam().setQuantity(size);
+ placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
+ }
/**
- * 下一个开仓位置
- * 获取队列第一个元素的价格对应的网格
- * 判断网格是否能开多仓，如果不能则跳过
- * 前进方向挂多仓条件单
- * 后置方向挂多空条件单
+ * 看是否有空仓挂单，有就取消
*/
- //下一个开仓位置
- BigDecimal newLongFirst = longPriceQueue.get(0);
- GridElement UpGridElement = GridElement.findByPrice(newLongFirst);
-
- // 判断网格是否能开多仓，如果不能则跳过
- if (UpGridElement != null) {
-
-// if (!UpGridElement.isHasLongOrder() && longEntryPrice.compareTo(newLongFirst) < 0) {
-// TraderParam upLongTraderParam = UpGridElement.getLongTraderParam();
-// placeEntryOrderWithPreFlag(UpGridElement, true,
-// upLongTraderParam.getEntryPrice(),
-// FuturesPriceTrigger.RuleEnum.NUMBER_1,
-// config.getQuantity());
-// }
-
- int i = UpGridElement.getId() - 2;
- GridElement downGridElement = GridElement.findById(i);
- if (downGridElement != null){
-
- BigDecimal downGridPrice = downGridElement.getGridPrice();
-
-// TraderParam downLongTraderParam = downGridElement.getLongTraderParam();
-// if (
-// !downGridElement.isHasLongOrder() &&
-// downGridPrice.compareTo(shortEntryPrice) >= 0 &&
-// downGridPrice.compareTo(longEntryPrice) <= 0
-// ){
-// placeEntryOrderWithPreFlag(downGridElement, true,
-// downLongTraderParam.getEntryPrice(),
-// FuturesPriceTrigger.RuleEnum.NUMBER_2,
-// config.getQuantity());
-//
-// }
-
- TraderParam shortTraderParam = downGridElement.getShortTraderParam();
- if (
- !downGridElement.isHasShortOrder() &&
- downGridPrice.compareTo(shortEntryPrice) >= 0
- ){
-
- placeEntryOrderWithPreFlag(downGridElement, false,
- shortTraderParam.getEntryPrice(),
- FuturesPriceTrigger.RuleEnum.NUMBER_2,
- negate(config.getQuantity()));
- }
- }
+ if (cancelGridElement != null && cancelGridElement.isHasShortOrder()) {
+ executor.cancelConditionalOrder(cancelGridElement.getShortOrderId(), oid -> {
+ shortEntryTraderIdParam(cancelGridElement, null, false);
+ log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单", cancelGridElement);
+ });
}
}
}
@@ -1377,12 +1313,11 @@
}
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 +1352,11 @@
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 +1385,7 @@
triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_2,
ORDER_TYPE_CLOSE_LONG,
- "-1",
+ negate(config.getQuantity()),
profitId -> {
elem.setLongStopLossOrderId(profitId);
GridElement.refreshIndices();
@@ -1484,7 +1418,7 @@
triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_1,
ORDER_TYPE_CLOSE_SHORT,
- "1",
+ config.getQuantity(),
profitId -> {
elem.setShortStopLossOrderId(profitId);
GridElement.refreshIndices();
@@ -1494,21 +1428,103 @@
}
}
+ /**
+ * 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 totalSize = longPositionSize.abs().add(shortPositionSize.abs());
+ BigDecimal closeContractValue =
+ totalSize.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,总张数：{}, upl:{}, avail:{}, 合计:{}, 估手续费:{}, 净权益:{}, 目标:{}",
+ totalSize,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 +1539,11 @@
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 +1682,6 @@
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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