From b43dceebf5183797c726f12789dfae955744c65e Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Wed, 23 Sep 2026 18:01:00 +0800
Subject: [PATCH] fix(gateApi): 解决市价单价格保护错误和枚举反序列化问题
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 77 ++++++++++++++++++
src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java | 111 ++++++++++++++++++++-------
2 files changed, 156 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 b87daf0..6612d63 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -3,9 +3,13 @@
import cn.hutool.core.collection.CollUtil;
import cn.hutool.core.util.StrUtil;
import com.xcong.excoin.utils.dingtalk.DingTalkUtils;
+import com.google.gson.ExclusionStrategy;
+import com.google.gson.FieldAttributes;
+import com.google.gson.Gson;
import io.gate.gateapi.ApiClient;
import io.gate.gateapi.ApiException;
import io.gate.gateapi.GateApiException;
+import io.gate.gateapi.JSON;
import io.gate.gateapi.api.AccountApi;
import io.gate.gateapi.api.FuturesApi;
import io.gate.gateapi.models.*;
@@ -110,6 +114,11 @@
private final FuturesApi futuresApi;
private static final String SETTLE = "usdt";
+ /** 手动市价平仓遭遇价格保护(MARKET_PRICE_TOO_DEVIATED)后的重试次数 */
+ private static final int CLOSE_POSITION_RETRY_MAX_ATTEMPTS = 3;
+ /** 手动市价平仓遭遇价格保护后的重试间隔（毫秒） */
+ private static final long CLOSE_POSITION_RETRY_DELAY_MS = 800L;
+
private volatile StrategyState state = StrategyState.WAITING_KLINE;
/** 空仓价格队列，降序排列（大→小），容量 gridQueueSize */
@@ -172,8 +181,38 @@
ApiClient apiClient = new ApiClient();
apiClient.setBasePath(config.getRestBasePath());
apiClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
+ // 修复 gate-api SDK finishAs 枚举不完整导致的反序列化失败（见 buildLenientJson）
+ apiClient.setJSON(buildLenientJson());
this.futuresApi = new FuturesApi(apiClient);
this.executor = new GateTradeExecutor(apiClient, config.getContract());
+ }
+
+ /**
+ * 构建容错的 JSON 序列化器，跳过 {@code finishAs} 字段的反序列化。
+ *
+ * <p>gate-api SDK 的 {@code FuturesOrder.FinishAsEnum} 枚举不完整，缺少
+ * {@code price_rate_proteced}（价格保护）等 Gate 实际会返回的值。反序列化未知
+ * 枚举值时 {@code fromValue} 会抛 {@link IllegalArgumentException}，导致已成功
+ * 提交的订单被误判为失败（如日志 {@code Unexpected value 'price_rate_proteced'}）。
+ * 业务不使用 finishAs 字段，因此通过 Gson 排除策略直接跳过其解析。
+ */
+ private static JSON buildLenientJson() {
+ JSON json = new JSON();
+ Gson gson = json.getGson().newBuilder()
+ .setExclusionStrategies(new ExclusionStrategy() {
+ @Override
+ public boolean shouldSkipField(FieldAttributes f) {
+ return "finishAs".equals(f.getName());
+ }
+
+ @Override
+ public boolean shouldSkipClass(Class<?> clazz) {
+ return false;
+ }
+ })
+ .create();
+ json.setGson(gson);
+ return json;
}
// ---- 初始化 ----
@@ -2368,7 +2407,7 @@
*/
private void closePositionByMode(Position.ModeEnum mode, boolean isLong) {
String sideLabel = isLong ? "多" : "空";
- // 1. 市价平掉对应方向仓位
+ // 1. 市价平掉对应方向仓位（价格保护拒绝时重试）
try {
Position pos = queryPosition(mode);
if (pos != null) {
@@ -2389,8 +2428,26 @@
closeOrder.setSize(size > 0 ? String.valueOf(-size) : String.valueOf(Math.abs(size)));
}
closeOrder.setText("t-grid-manual-close");
- futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
- log.info("[Gate] 手动平{}仓, size:{}, mode:{}", sideLabel, sizeStr, posMode);
+ for (int attempt = 1; attempt <= CLOSE_POSITION_RETRY_MAX_ATTEMPTS; attempt++) {
+ try {
+ futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
+ log.info("[Gate] 手动平{}仓, size:{}, mode:{}", sideLabel, sizeStr, posMode);
+ break;
+ } catch (Exception e) {
+ if (attempt < CLOSE_POSITION_RETRY_MAX_ATTEMPTS && isPriceProtectionRejected(e)) {
+ log.warn("[Gate] 手动平{}仓遭遇价格保护, 第{}次失败, {}ms后重试: {}",
+ sideLabel, attempt, CLOSE_POSITION_RETRY_DELAY_MS, e.getMessage());
+ try {
+ Thread.sleep(CLOSE_POSITION_RETRY_DELAY_MS);
+ } catch (InterruptedException ie) {
+ Thread.currentThread().interrupt();
+ break;
+ }
+ } else {
+ throw e;
+ }
+ }
+ }
}
}
} catch (Exception e) {
@@ -2413,6 +2470,20 @@
}
/**
+ * 判断异常是否为市价单价格保护拒绝（{@code MARKET_PRICE_TOO_DEVIATED}）。
+ *
+ * <p>该错误是交易所对市价单的保护：当盘口价相对最新价偏离超过滑点比率时拒绝下单，
+ * 属于瞬时行情错误，等待行情稳定后重试通常可成功。
+ */
+ private boolean isPriceProtectionRejected(Exception e) {
+ if (e instanceof GateApiException) {
+ String label = ((GateApiException) e).getErrorLabel();
+ return label != null && label.contains("PRICE_TOO_DEVIATED");
+ }
+ return false;
+ }
+
+ /**
* 取消所有多仓入场单（条件开仓单），并清空 GridElement 的多仓挂单记录。
*/
private void cancelAllLongEntryOrders() {
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java b/src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java
index 449b526..3a31bd0 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java
@@ -1,6 +1,7 @@
package com.xcong.excoin.modules.gateApi;
import io.gate.gateapi.ApiClient;
+import io.gate.gateapi.GateApiException;
import io.gate.gateapi.api.FuturesApi;
import io.gate.gateapi.models.FuturesInitialOrder;
import io.gate.gateapi.models.FuturesOrder;
@@ -58,6 +59,10 @@
private static final int TRIGGER_ORDER_RETRY_MAX_ATTEMPTS = 3;
/** 止盈/止损条件单创建失败后的重试间隔（毫秒） */
private static final long TRIGGER_ORDER_RETRY_DELAY_MS = 500L;
+ /** 市价单遭遇价格保护(MARKET_PRICE_TOO_DEVIATED)后的重试次数 */
+ private static final int OPEN_POSITION_RETRY_MAX_ATTEMPTS = 3;
+ /** 市价单遭遇价格保护后的重试间隔（毫秒） */
+ private static final long OPEN_POSITION_RETRY_DELAY_MS = 800L;
/** Gate U 本位合约 REST API */
private final FuturesApi futuresApi;
@@ -138,26 +143,59 @@
*/
private void openPosition(String size, String text, String label, Consumer<String> onSuccess, Runnable onFailure) {
executor.execute(() -> {
- try {
- FuturesOrder order = new FuturesOrder();
- order.setContract(contract);
- order.setSize(size);
- order.setPrice("0");
- order.setTif(FuturesOrder.TifEnum.IOC);
- order.setText(text);
- FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
- log.info("[TradeExec] {}成功, 价格:{}, id:{}", label, result.getFillPrice(), result.getId());
- String orderId = String.valueOf(result.getId());
- if (onSuccess != null) {
- onSuccess.accept(orderId);
- }
- } catch (Exception e) {
- log.error("[TradeExec] {}失败", label, e);
- if (onFailure != null) {
- onFailure.run();
+ for (int attempt = 1; attempt <= OPEN_POSITION_RETRY_MAX_ATTEMPTS; attempt++) {
+ try {
+ FuturesOrder order = new FuturesOrder();
+ order.setContract(contract);
+ order.setSize(size);
+ order.setPrice("0");
+ order.setTif(FuturesOrder.TifEnum.IOC);
+ order.setText(text);
+ FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
+ log.info("[TradeExec] {}成功, 价格:{}, id:{}", label, result.getFillPrice(), result.getId());
+ String orderId = String.valueOf(result.getId());
+ if (onSuccess != null) {
+ onSuccess.accept(orderId);
+ }
+ return;
+ } catch (Exception e) {
+ if (attempt < OPEN_POSITION_RETRY_MAX_ATTEMPTS && isPriceProtectionRejected(e)) {
+ log.warn("[TradeExec] {}遭遇价格保护(MARKET_PRICE_TOO_DEVIATED), 第{}次失败, {}ms后重试: {}",
+ label, attempt, OPEN_POSITION_RETRY_DELAY_MS, e.getMessage());
+ try {
+ Thread.sleep(OPEN_POSITION_RETRY_DELAY_MS);
+ } catch (InterruptedException ie) {
+ Thread.currentThread().interrupt();
+ break;
+ }
+ } else {
+ log.error("[TradeExec] {}失败", label, e);
+ if (onFailure != null) {
+ onFailure.run();
+ }
+ return;
+ }
}
}
+ log.error("[TradeExec] {}重试{}次后仍失败", label, OPEN_POSITION_RETRY_MAX_ATTEMPTS);
+ if (onFailure != null) {
+ onFailure.run();
+ }
});
+ }
+
+ /**
+ * 判断异常是否为市价单价格保护拒绝（{@code MARKET_PRICE_TOO_DEVIATED}）。
+ *
+ * <p>该错误是交易所对市价单的保护：当盘口价相对最新价偏离超过滑点比率时拒绝下单，
+ * 属于瞬时行情错误，等待行情稳定后重试通常可成功，因此区别于其他致命错误单独识别。
+ */
+ private boolean isPriceProtectionRejected(Exception e) {
+ if (e instanceof GateApiException) {
+ String label = ((GateApiException) e).getErrorLabel();
+ return label != null && label.contains("PRICE_TOO_DEVIATED");
+ }
+ return false;
}
/**
@@ -219,18 +257,33 @@
* size 与止盈单保持一致（负=平多，正=平空）。
*/
private void marketClose(String size) {
- try {
- FuturesOrder order = new FuturesOrder();
- order.setContract(contract);
- order.setSize(size);
- order.setPrice("0");
- order.setTif(FuturesOrder.TifEnum.IOC);
- order.setReduceOnly(true);
- order.setText("t-grid-mkt-close");
- FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
- log.info("[TradeExec] 市价止盈成功, 价格:{}, size:{}, id:{}", result.getFillPrice(), size, result.getId());
- } catch (Exception e) {
- log.error("[TradeExec] 市价止盈也失败, size:{}", size, e);
+ for (int attempt = 1; attempt <= OPEN_POSITION_RETRY_MAX_ATTEMPTS; attempt++) {
+ try {
+ FuturesOrder order = new FuturesOrder();
+ order.setContract(contract);
+ order.setSize(size);
+ order.setPrice("0");
+ order.setTif(FuturesOrder.TifEnum.IOC);
+ order.setReduceOnly(true);
+ order.setText("t-grid-mkt-close");
+ FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
+ log.info("[TradeExec] 市价止盈成功, 价格:{}, size:{}, id:{}", result.getFillPrice(), size, result.getId());
+ return;
+ } catch (Exception e) {
+ if (attempt < OPEN_POSITION_RETRY_MAX_ATTEMPTS && isPriceProtectionRejected(e)) {
+ log.warn("[TradeExec] 市价止盈遭遇价格保护, 第{}次失败, {}ms后重试: {}",
+ attempt, OPEN_POSITION_RETRY_DELAY_MS, e.getMessage());
+ try {
+ Thread.sleep(OPEN_POSITION_RETRY_DELAY_MS);
+ } catch (InterruptedException ie) {
+ Thread.currentThread().interrupt();
+ break;
+ }
+ } else {
+ log.error("[TradeExec] 市价止盈也失败, size:{}", size, e);
+ return;
+ }
+ }
}
}
--
Gitblit v1.9.1