From bb0263cbffa0d282ea60a6d24647f78d6b7bcb9d Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Wed, 12 Aug 2026 10:21:35 +0800
Subject: [PATCH] feat(gate): 添加超额止盈功能配置选项
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 68 +++++++++++++++++++++++++++++++++-
src/main/resources/static/gate-config.html | 7 ++-
src/main/java/com/xcong/excoin/modules/gateApi/GateConfigDTO.java | 3 +
src/main/java/com/xcong/excoin/modules/gateApi/GateConfigPersistenceService.java | 1
src/main/java/com/xcong/excoin/modules/gateApi/GateConfig.java | 9 ++++
5 files changed, 84 insertions(+), 4 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/GateConfig.java b/src/main/java/com/xcong/excoin/modules/gateApi/GateConfig.java
index e6a25229..9afad22 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateConfig.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateConfig.java
@@ -121,6 +121,8 @@
private final int maxPositionPerSide;
/** 加仓启动阈值：前N次止损不触发加仓，默认 1（第1次止损不加仓，第2次起按公式计算） */
private final int addPositionStartThreshold;
+ /** 超额止盈开关：true=挂单成交后将超出基础仓位的部分挂止盈单（挂在对手第一止损位），默认 false */
+ private final boolean placeExcessTakeProfit;
/** 网格绝对步长（shortBaseEntryPrice × gridRate），运行时由队列生成逻辑设置 */
private BigDecimal step;
/** 网格元素列表，由队列初始化时同步填充，包含完整的多空仓挂单状态 */
@@ -161,6 +163,7 @@
this.addPositionQuantity = builder.addPositionQuantity;
this.maxPositionPerSide = builder.maxPositionPerSide;
this.addPositionStartThreshold = builder.addPositionStartThreshold;
+ this.placeExcessTakeProfit = builder.placeExcessTakeProfit;
}
// ==================== REST/WS 地址 ====================
@@ -266,6 +269,8 @@
public int getMaxPositionPerSide() { return maxPositionPerSide; }
/** @return 加仓启动阈值：前N次止损不触发加仓 */
public int getAddPositionStartThreshold() { return addPositionStartThreshold; }
+ /** @return 超额止盈开关：true=挂单成交后将超出基础仓位的部分挂止盈单 */
+ public boolean isPlaceExcessTakeProfit() { return placeExcessTakeProfit; }
// ==================== 运行时参数 ====================
@@ -376,6 +381,8 @@
private int maxPositionPerSide = 0;
/** 加仓启动阈值：前N次止损不触发加仓，调整后的 effectiveCount = max(0, count - threshold)。默认 1 */
private int addPositionStartThreshold = 1;
+ /** 超额止盈开关：true=挂单成交后将超出基础仓位的部分挂止盈单，默认 false */
+ private boolean placeExcessTakeProfit = false;
/** 设置 API Key */
public Builder apiKey(String apiKey) { this.apiKey = apiKey; return this; }
@@ -437,6 +444,8 @@
public Builder maxPositionPerSide(int maxPositionPerSide) { this.maxPositionPerSide = maxPositionPerSide; return this; }
/** 设置加仓启动阈值：前N次止损不触发加仓，0=立即启动 */
public Builder addPositionStartThreshold(int addPositionStartThreshold) { this.addPositionStartThreshold = addPositionStartThreshold; return this; }
+ /** 设置超额止盈开关：true=挂单成交后将超出基础仓位的部分挂止盈单 */
+ public Builder placeExcessTakeProfit(boolean placeExcessTakeProfit) { this.placeExcessTakeProfit = placeExcessTakeProfit; return this; }
public GateConfig build() {
return new GateConfig(this);
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/GateConfigDTO.java b/src/main/java/com/xcong/excoin/modules/gateApi/GateConfigDTO.java
index 446e9b8..851b7dc 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateConfigDTO.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateConfigDTO.java
@@ -67,6 +67,8 @@
private int maxPositionPerSide;
/** 加仓启动阈值：前N次止损不触发加仓，默认 1 */
private int addPositionStartThreshold;
+ /** 超额止盈开关：true=挂单成交后将超出基础仓位的部分挂止盈单，默认 false */
+ private boolean placeExcessTakeProfit;
/**
* 从 GateConfig 构建 DTO（不暴露 apiSecret）。
@@ -99,6 +101,7 @@
.addPositionQuantity(config.getAddPositionQuantity())
.maxPositionPerSide(config.getMaxPositionPerSide())
.addPositionStartThreshold(config.getAddPositionStartThreshold())
+ .placeExcessTakeProfit(config.isPlaceExcessTakeProfit())
.build();
}
}
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/GateConfigPersistenceService.java b/src/main/java/com/xcong/excoin/modules/gateApi/GateConfigPersistenceService.java
index 3bb0889..0ceb025 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateConfigPersistenceService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateConfigPersistenceService.java
@@ -111,6 +111,7 @@
.addPositionQuantity(dto.getAddPositionQuantity() > 0 ? dto.getAddPositionQuantity() : 1)
.maxPositionPerSide(dto.getMaxPositionPerSide())
.addPositionStartThreshold(dto.getAddPositionStartThreshold() >= 0 ? dto.getAddPositionStartThreshold() : 1)
+ .placeExcessTakeProfit(dto.isPlaceExcessTakeProfit())
.build();
}
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 59a62f1..8c90d42 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -672,7 +672,9 @@
int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
extendShortStopLoss(posSize, shortGridElement.getId());
// [Gate] 止盈挂单：超出基础仓位的部分，挂在多仓第一止损位
-// placeExcessTakeProfit(posSize, false);
+ if (config.isPlaceExcessTakeProfit()) {
+ placeExcessTakeProfit(posSize, false);
+ }
log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
@@ -703,7 +705,9 @@
int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
extendLongStopLoss(posSize, longGridElement.getId());
// [Gate] 止盈挂单：超出基础仓位的部分，挂在空仓第一止损位
-// placeExcessTakeProfit(posSize, true);
+ if (config.isPlaceExcessTakeProfit()) {
+ placeExcessTakeProfit(posSize, true);
+ }
log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
}
@@ -1986,6 +1990,66 @@
}
/**
+ * 挂单成交后，将超出基础仓位的部分挂止盈单，挂在对向仓位的第一止损位上。
+ *
+ * <p>遍历所有 GridElement，找到对向仓位第一个有止损单的网格作为止盈挂单位置。
+ *
+ * <p>例：空仓成交后持仓 8 张，基础 4 张 → 超出 4 张，
+ * 找到多仓第一止损位（如 gridId=-2）→ 在该位置挂空仓止盈单。
+ *
+ * @param posSize 当前总持仓张数
+ * @param isLong true=多仓成交，false=空仓成交
+ */
+ private void placeExcessTakeProfit(int posSize, boolean isLong) {
+ int baseQty = Integer.parseInt(config.getBaseQuantity());
+ int excessQty = posSize - baseQty;
+ if (excessQty <= 0) {
+ return;
+ }
+
+ // 遍历找到对向仓位第一个有止损单的网格
+ GridElement tpElem = isLong ? findFirstShortStopLossGrid() : findFirstLongStopLossGrid();
+ if (tpElem == null) {
+ log.warn("[Gate] {}止盈挂单失败：未找到对向仓止损位", isLong ? "多仓" : "空仓");
+ return;
+ }
+ int tpGridId = tpElem.getId();
+
+ BigDecimal triggerPrice = tpElem.getGridPrice();
+ String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
+ // 多仓止盈：价格≥触发价时平仓(NUMBER_1)；空仓止盈：价格≤触发价时平仓(NUMBER_2)
+ FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
+ : FuturesPriceTrigger.RuleEnum.NUMBER_2;
+ String size = isLong ? negate(String.valueOf(excessQty)) : String.valueOf(excessQty);
+
+// if (isLong && tpElem.getLongTakeProfitOrderId() != null) {
+// executor.cancelConditionalOrder(tpElem.getLongTakeProfitOrderId(), oid -> {
+// longTakeProfitTraderIdParam(tpElem, null, false);
+// log.info("[Gate] 取消旧止盈, gridId:{}, orderId:{}", tpGridId, oid);
+// });
+// } else if (!isLong && tpElem.getShortTakeProfitOrderId() != null) {
+// executor.cancelConditionalOrder(tpElem.getShortTakeProfitOrderId(), oid -> {
+// shortTakeProfitTraderIdParam(tpElem, null, false);
+// log.info("[Gate] 取消旧止盈, gridId:{}, orderId:{}", tpGridId, oid);
+// });
+// }
+
+ String finalSize = size;
+ int finalTpGridId = tpGridId;
+ executor.placeTakeProfit(triggerPrice, rule, orderType, size,
+ profitId -> {
+ if (isLong) {
+ longTakeProfitTraderIdParam(tpElem, profitId, true);
+ } else {
+ shortTakeProfitTraderIdParam(tpElem, profitId, true);
+ }
+ log.info("[Gate] {}止盈挂单, gridId:{}, 触发价:{}, 数量:{}, takeProfitId:{}",
+ isLong ? "多仓" : "空仓", finalTpGridId, triggerPrice, finalSize, profitId);
+ }
+ );
+ }
+
+ /**
* 在指定网格挂一笔对手止盈单（非满仓超额止盈，挂在止损触发位的下一格）。
*/
private void placeTakeProfitAtGrid(GridElement tpElem, boolean isLong, int qty, int times) {
diff --git a/src/main/resources/static/gate-config.html b/src/main/resources/static/gate-config.html
index c322467..7c3d40e 100644
--- a/src/main/resources/static/gate-config.html
+++ b/src/main/resources/static/gate-config.html
@@ -132,6 +132,7 @@
<div class="form-group"><label>加仓数量（张）</label><input id="addPositionQuantity" type="number" placeholder="1"></div>
<div class="form-group"><label>单边最大仓位量（张）</label><input id="maxPositionPerSide" type="number" placeholder="0（不限制）"></div>
<div class="form-group"><label>加仓启动阈值（次）</label><input id="addPositionStartThreshold" type="number" placeholder="1（前N次止损不加仓）"></div>
+ <div class="form-group"><label>超额止盈开关</label><select id="placeExcessTakeProfit"><option value="false" selected>关闭</option><option value="true">开启</option></select></div>
</form>
</div>
@@ -208,7 +209,7 @@
// 文件不存在 → 用默认值填充，用户可编辑后保存
fillForm({ gridRate:0.005, expectedProfit:0.15, maxLoss:1.5,
baseQuantity:'2', quantity:'2', maxPositionSize:4, stopLossCount:0, takeProfitGridSpan:2, priceDriveEnabled: true, rounds: 0,
- stopLossCountMode:'dual', addPositionInterval:3, addPositionQuantity:1, maxPositionPerSide:0, addPositionStartThreshold:1 });
+ stopLossCountMode:'dual', addPositionInterval:3, addPositionQuantity:1, maxPositionPerSide:0, addPositionStartThreshold:1, placeExcessTakeProfit: false });
toast('未找到配置，已加载默认值，编辑后请保存', 'success');
}
currentApiKey = key;
@@ -233,6 +234,7 @@
byId('addPositionQuantity').value = d.addPositionQuantity ?? 1;
byId('maxPositionPerSide').value = d.maxPositionPerSide ?? 0;
byId('addPositionStartThreshold').value = d.addPositionStartThreshold ?? 1;
+ byId('placeExcessTakeProfit').value = (d.placeExcessTakeProfit === true || d.placeExcessTakeProfit === 'true') ? 'true' : 'false';
}
function collectForm() {
@@ -252,7 +254,8 @@
addPositionInterval: intVal(byId('addPositionInterval').value, 3),
addPositionQuantity: intVal(byId('addPositionQuantity').value, 1),
maxPositionPerSide: intVal(byId('maxPositionPerSide').value, 0),
- addPositionStartThreshold: intVal(byId('addPositionStartThreshold').value, 1)
+ addPositionStartThreshold: intVal(byId('addPositionStartThreshold').value, 1),
+ placeExcessTakeProfit: byId('placeExcessTakeProfit').value === 'true'
};
}
function intVal(str, fallback) {
--
Gitblit v1.9.1