From bfdc12228b83caa6f9f42411ab80d3832440cf08 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 13 Jul 2026 10:40:24 +0800
Subject: [PATCH] refactor(gateApi): 优化止损订单管理逻辑
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 495 ++++++++++++++++++++++++------------------------------
1 files changed, 219 insertions(+), 276 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 4ae1acd..39b1c43 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -1,4 +1,4 @@
-package com.xcong.excoin.modules.gateApi;
+package com.xcong.excoin.modules.gateApi;
import cn.hutool.core.collection.CollUtil;
import cn.hutool.core.util.StrUtil;
@@ -138,8 +138,6 @@
private volatile int accumulatedLongLossCount = 0;
/** 空头累计止损张数（加仓订单成交后归零） */
private volatile int accumulatedShortLossCount = 0;
- /** 是否首次挂单成交（初始化后重置为 true，首次成交后置 false） */
- private volatile boolean firstFillAfterInit = true;
private volatile BigDecimal lastKlinePrice;
private volatile BigDecimal markPrice = BigDecimal.ZERO;
@@ -309,7 +307,6 @@
shortActive = false;
accumulatedLongLossCount = 0;
accumulatedShortLossCount = 0;
- firstFillAfterInit = true;
shortPriceQueue.clear();
longPriceQueue.clear();
totalShortPriceQueue.clear();
@@ -594,21 +591,20 @@
return;
}
- // [Gate-需求1] 多仓止盈触发：清空止盈状态 + 取消最远多仓止损 + 检查是否最后一个止盈
+ // [Gate-需求1] 多仓止盈触发：清空止盈状态 + 取消最近多仓止损
GridElement longTpElem = GridElement.findByLongTakeProfitOrderId(orderId);
if (longTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
longTakeProfitTraderIdParam(longTpElem, null, false);
log.info("[Gate] 多仓止盈触发 gridId:{}, orderId:{}", longTpElem.getId(), orderId);
- cancelFarthestLongStopLoss();
-// checkLastTakeProfitAndRestart();
+ cancelNearestLongStopLoss();
return;
}
- // [Gate-需求1] 空仓止盈触发：清空止盈状态 + 取消最远空仓止损 + 检查是否最后一个止盈
+ // [Gate-需求1] 空仓止盈触发：清空止盈状态 + 取消最近空仓止损
GridElement shortTpElem = GridElement.findByShortTakeProfitOrderId(orderId);
if (shortTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
shortTakeProfitTraderIdParam(shortTpElem, null, false);
log.info("[Gate] 空仓止盈触发 gridId:{}, orderId:{}", shortTpElem.getId(), orderId);
- cancelFarthestShortStopLoss();
+ cancelNearestShortStopLoss();
// checkLastTakeProfitAndRestart();
return;
}
@@ -631,11 +627,6 @@
if (shortGridElement.isHasShortOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
shortEntryTraderIdParam(shortGridElement, null, false);
- // 首次挂单成交，取消初始化阶段挂的所有止盈单
- if (firstFillAfterInit) {
- cancelAllInitialTakeProfits();
- firstFillAfterInit = false;
- }
// [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
cancelAllShortTakeProfitsAndStopLosses();
// REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
@@ -643,73 +634,68 @@
extendShortStopLoss(posSize, shortGridElement.getId());
log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
- int tpGridId = 0;
- GridElement tpElem = GridElement.findById(tpGridId);
- // 已有止盈单先取消再重挂
- String existingShortTpId = tpElem.getShortTakeProfitOrderId();
- if (existingShortTpId != null) {
- executor.cancelConditionalOrder(existingShortTpId, oid -> {
- shortTakeProfitTraderIdParam(tpElem, null, false);
- log.info("[Gate] 空仓止盈取消(gridId:{})，准备重挂", tpGridId);
- });
- }
- BigDecimal tpPrice = tpElem.getGridPrice();
- int finalTpGridId = tpGridId;
- executor.placeTakeProfit(
- tpPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_2,
- ORDER_TYPE_CLOSE_SHORT,
- config.getQuantity(),
- profitId -> {
- shortTakeProfitTraderIdParam(tpElem, profitId, true);
- log.info("[Gate] 空仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
- finalTpGridId, tpPrice, profitId);
- }
- );
+// int tpGridId = 0;
+// GridElement tpElem = GridElement.findById(tpGridId);
+// // 已有止盈单先取消再重挂
+// String existingShortTpId = tpElem.getShortTakeProfitOrderId();
+// if (existingShortTpId != null) {
+// executor.cancelConditionalOrder(existingShortTpId, oid -> {
+// shortTakeProfitTraderIdParam(tpElem, null, false);
+// log.info("[Gate] 空仓止盈取消(gridId:{})，准备重挂", tpGridId);
+// });
+// }
+// BigDecimal tpPrice = tpElem.getGridPrice();
+// int finalTpGridId = tpGridId;
+// executor.placeTakeProfit(
+// tpPrice,
+// FuturesPriceTrigger.RuleEnum.NUMBER_2,
+// ORDER_TYPE_CLOSE_SHORT,
+// config.getQuantity(),
+// profitId -> {
+// shortTakeProfitTraderIdParam(tpElem, profitId, true);
+// log.info("[Gate] 空仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
+// finalTpGridId, tpPrice, profitId);
+// }
+// );
-// // 空仓持仓超过baseQuantity时，先找多仓第一个止损位置，从该位置向下挂止盈（间隔=1）
-// BigDecimal shortBaseQty = new BigDecimal(config.getBaseQuantity());
-// BigDecimal shortGridQty = new BigDecimal(config.getQuantity());
-// if (BigDecimal.valueOf(posSize).compareTo(shortBaseQty) > 0) {
-// BigDecimal shortExcess = BigDecimal.valueOf(posSize).subtract(shortBaseQty);
-// int shortExcessCount = shortExcess.divide(shortGridQty, 0, RoundingMode.DOWN).intValue();
-//
+ // 空仓持仓超过baseQuantity时，先找多仓第一个止损位置，从该位置向下挂止盈（间隔=1）
+ BigDecimal shortBaseQty = new BigDecimal(config.getBaseQuantity());
+ BigDecimal shortGridQty = new BigDecimal(config.getQuantity());
+ if (BigDecimal.valueOf(posSize).compareTo(shortBaseQty) > 0) {
+ BigDecimal shortExcess = BigDecimal.valueOf(posSize).subtract(shortBaseQty);
+ int shortExcessCount = shortExcess.divide(shortGridQty, 0, RoundingMode.DOWN).intValue();
+
// // 找多仓第一个（最近的）止损位置
// int firstLongSlId = 0;
// for (GridElement e : config.getGridElements()) {
-// if (e.getLongStopLossOrderId() != null) {
+// if (e.hasLongStopLossOrders()) {
// if (firstLongSlId == 0 || e.getId() > firstLongSlId) {
// firstLongSlId = e.getId();
// }
// }
// }
-//
-// for (int i = 0; i < shortExcessCount; i++) {
-// int tpGridId;
-// if (firstLongSlId != 0) {
-// tpGridId = firstLongSlId - i; // 从多仓第一个止损位置开始，向下挂，间隔=1
-// } else {
-// tpGridId = shortGridElement.getId() - 2 * (i + 1); // 无多仓止损时回退原逻辑
-// }
-// GridElement tpElem = GridElement.findById(tpGridId);
-// if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
-// continue;
-// }
-// BigDecimal tpPrice = tpElem.getGridPrice();
-// int finalTpGridId = tpGridId;
-// executor.placeTakeProfit(
-// tpPrice,
-// FuturesPriceTrigger.RuleEnum.NUMBER_2,
-// ORDER_TYPE_CLOSE_SHORT,
-// config.getQuantity(),
-// profitId -> {
-// shortTakeProfitTraderIdParam(tpElem, profitId, true);
-// log.info("[Gate] 空仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
-// finalTpGridId, tpPrice, profitId);
-// }
-// );
-// }
-// }
+
+ for (int i = 0; i < shortExcessCount; i++) {
+ int tpGridId = shortGridElement.getId() - 2 * (i + 1);
+ GridElement tpElem = GridElement.findById(tpGridId);
+ if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
+ continue;
+ }
+ BigDecimal tpPrice = tpElem.getGridPrice();
+ int finalTpGridId = tpGridId;
+ executor.placeTakeProfit(
+ tpPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_SHORT,
+ config.getQuantity(),
+ profitId -> {
+ shortTakeProfitTraderIdParam(tpElem, profitId, true);
+ log.info("[Gate] 空仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
+ finalTpGridId, tpPrice, profitId);
+ }
+ );
+ }
+ }
}
}
GridElement longGridElement = GridElement.findByLongOrderId(orderId);
@@ -718,11 +704,6 @@
int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
longEntryTraderIdParam(longGridElement, null, false);
- // 首次挂单成交，取消初始化阶段挂的所有止盈单
- if (firstFillAfterInit) {
- cancelAllInitialTakeProfits();
- firstFillAfterInit = false;
- }
// [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
cancelAllLongTakeProfitsAndStopLosses();
// REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
@@ -730,73 +711,68 @@
extendLongStopLoss(posSize, longGridElement.getId());
log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
- int tpGridId = 0;
- GridElement tpElem = GridElement.findById(tpGridId);
- // 已有止盈单先取消再重挂
- String existingLongTpId = tpElem.getLongTakeProfitOrderId();
- if (existingLongTpId != null) {
- executor.cancelConditionalOrder(existingLongTpId, oid -> {
- longTakeProfitTraderIdParam(tpElem, null, false);
- log.info("[Gate] 多仓止盈取消(gridId:{})，准备重挂", tpGridId);
- });
- }
- BigDecimal tpPrice = tpElem.getGridPrice();
- int finalTpGridId = tpGridId;
- executor.placeTakeProfit(
- tpPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_1,
- ORDER_TYPE_CLOSE_LONG,
- negate(config.getQuantity()),
- profitId -> {
- longTakeProfitTraderIdParam(tpElem, profitId, true);
- log.info("[Gate] 多仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
- finalTpGridId, tpPrice, profitId);
- }
- );
+// int tpGridId = 0;
+// GridElement tpElem = GridElement.findById(tpGridId);
+// // 已有止盈单先取消再重挂
+// String existingLongTpId = tpElem.getLongTakeProfitOrderId();
+// if (existingLongTpId != null) {
+// executor.cancelConditionalOrder(existingLongTpId, oid -> {
+// longTakeProfitTraderIdParam(tpElem, null, false);
+// log.info("[Gate] 多仓止盈取消(gridId:{})，准备重挂", tpGridId);
+// });
+// }
+// BigDecimal tpPrice = tpElem.getGridPrice();
+// int finalTpGridId = tpGridId;
+// executor.placeTakeProfit(
+// tpPrice,
+// FuturesPriceTrigger.RuleEnum.NUMBER_1,
+// ORDER_TYPE_CLOSE_LONG,
+// negate(config.getQuantity()),
+// profitId -> {
+// longTakeProfitTraderIdParam(tpElem, profitId, true);
+// log.info("[Gate] 多仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
+// finalTpGridId, tpPrice, profitId);
+// }
+// );
-// // 多仓持仓超过baseQuantity时，先找空仓第一个止损位置，从该位置向上挂止盈（间隔=1）
-// BigDecimal longBaseQty = new BigDecimal(config.getBaseQuantity());
-// BigDecimal longGridQty = new BigDecimal(config.getQuantity());
-// if (BigDecimal.valueOf(posSize).compareTo(longBaseQty) > 0) {
-// BigDecimal longExcess = BigDecimal.valueOf(posSize).subtract(longBaseQty);
-// int longExcessCount = longExcess.divide(longGridQty, 0, RoundingMode.DOWN).intValue();
-//
+ // 多仓持仓超过baseQuantity时，先找空仓第一个止损位置，从该位置向上挂止盈（间隔=1）
+ BigDecimal longBaseQty = new BigDecimal(config.getBaseQuantity());
+ BigDecimal longGridQty = new BigDecimal(config.getQuantity());
+ if (BigDecimal.valueOf(posSize).compareTo(longBaseQty) > 0) {
+ BigDecimal longExcess = BigDecimal.valueOf(posSize).subtract(longBaseQty);
+ int longExcessCount = longExcess.divide(longGridQty, 0, RoundingMode.DOWN).intValue();
+
// // 找空仓第一个（最近的）止损位置
// int firstShortSlId = 0;
// for (GridElement e : config.getGridElements()) {
-// if (e.getShortStopLossOrderId() != null) {
+// if (e.hasShortStopLossOrders()) {
// if (firstShortSlId == 0 || e.getId() < firstShortSlId) {
// firstShortSlId = e.getId();
// }
// }
// }
-//
-// for (int i = 0; i < longExcessCount; i++) {
-// int tpGridId;
-// if (firstShortSlId != 0) {
-// tpGridId = firstShortSlId + i; // 从空仓第一个止损位置开始，向上挂，间隔=1
-// } else {
-// tpGridId = longGridElement.getId() + 2 * (i + 1); // 无空仓止损时回退原逻辑
-// }
-// GridElement tpElem = GridElement.findById(tpGridId);
-// if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) {
-// continue;
-// }
-// BigDecimal tpPrice = tpElem.getGridPrice();
-// int finalTpGridId = tpGridId;
-// executor.placeTakeProfit(
-// tpPrice,
-// FuturesPriceTrigger.RuleEnum.NUMBER_1,
-// ORDER_TYPE_CLOSE_LONG,
-// negate(config.getQuantity()),
-// profitId -> {
-// longTakeProfitTraderIdParam(tpElem, profitId, true);
-// log.info("[Gate] 多仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
-// finalTpGridId, tpPrice, profitId);
-// }
-// );
-// }
-// }
+
+ for (int i = 0; i < longExcessCount; i++) {
+ int tpGridId = longGridElement.getId() + 2 * (i + 1);
+ GridElement tpElem = GridElement.findById(tpGridId);
+ if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) {
+ continue;
+ }
+ BigDecimal tpPrice = tpElem.getGridPrice();
+ int finalTpGridId = tpGridId;
+ executor.placeTakeProfit(
+ tpPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_LONG,
+ negate(config.getQuantity()),
+ profitId -> {
+ longTakeProfitTraderIdParam(tpElem, profitId, true);
+ log.info("[Gate] 多仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
+ finalTpGridId, tpPrice, profitId);
+ }
+ );
+ }
+ }
}
}
}
@@ -925,7 +901,7 @@
// ORDER_TYPE_CLOSE_SHORT,
// size,
// profitId -> {
-// elemShort.setShortStopLossOrderId(profitId);
+// elemShort.addShortStopLossOrderId(profitId);
// GridElement.refreshIndices();
// log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", shortTime, triggerPrice, profitId);
// }
@@ -944,7 +920,7 @@
// ORDER_TYPE_CLOSE_LONG,
// negate(size),
// profitId -> {
-// elemLong.setLongStopLossOrderId(profitId);
+// elemLong.addLongStopLossOrderId(profitId);
// GridElement.refreshIndices();
// log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", longTime, triggerPrice, profitId);
// }
@@ -966,7 +942,7 @@
ORDER_TYPE_CLOSE_SHORT,
size,
profitId -> {
- elem.setShortStopLossOrderId(profitId);
+ elem.addShortStopLossOrderId(profitId);
GridElement.refreshIndices();
log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
}
@@ -990,7 +966,7 @@
ORDER_TYPE_CLOSE_LONG,
negate(size),
profitId -> {
- elem.setLongStopLossOrderId(profitId);
+ elem.addLongStopLossOrderId(profitId);
GridElement.refreshIndices();
log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
}
@@ -1314,7 +1290,7 @@
}
private void handleLongStopLossTriggered(GridElement gridElement) {
- gridElement.setLongStopLossOrderId(null);
+ gridElement.clearLongStopLossOrderIds();
accumulatedLongLossCount++;
int gridId = gridElement.getId();
@@ -1396,7 +1372,7 @@
}
private void handleShortStopLossTriggered(GridElement gridElement) {
- gridElement.setShortStopLossOrderId(null);
+ gridElement.clearShortStopLossOrderIds();
accumulatedShortLossCount++;
int gridId = gridElement.getId();
@@ -1576,48 +1552,50 @@
}
/**
- * 取消最远的多仓止损订单。
- * 多仓止损在 gridId 负方向，最远 = id 最小。
+ * 取消最近的多仓止损订单（A 位置，gridId 最大即最接近 0）。
+ * 多仓止损在 gridId 负方向，A = gridId-2，是三个位置中 ID 最大（最接近 0）的那个。
*/
- private void cancelFarthestLongStopLoss() {
- GridElement farthest = null;
+ private void cancelNearestLongStopLoss() {
+ GridElement nearest = null;
for (GridElement e : config.getGridElements()) {
- if (e.getLongStopLossOrderId() != null) {
- if (farthest == null || e.getId() < farthest.getId()) {
- farthest = e;
+ if (e.hasLongStopLossOrders()) {
+ if (nearest == null || e.getId() > nearest.getId()) {
+ nearest = e;
}
}
}
- if (farthest != null) {
- String slId = farthest.getLongStopLossOrderId();
- farthest.setLongStopLossOrderId(null);
+ if (nearest != null && nearest.hasLongStopLossOrders()) {
+ List<String> ids = nearest.getLongStopLossOrderIds();
+ String slId = ids.get(0); // 取第一个（最早加入的 = A 位置第一单）
+ nearest.removeLongStopLossOrderId(slId);
GridElement.refreshIndices();
- GridElement finalFarthest = farthest;
+ GridElement finalNearest = nearest;
executor.cancelConditionalOrder(slId, oid ->
- log.info("[Gate] 止盈触发, 取消最远多仓止损 gridId:{}, orderId:{}", finalFarthest.getId(), slId));
+ log.info("[Gate] 止盈触发, 取消最近多仓止损 gridId:{}, orderId:{}", finalNearest.getId(), slId));
}
}
/**
- * 取消最远的空仓止损订单。
- * 空仓止损在 gridId 正方向，最远 = id 最大。
+ * 取消最近的空仓止损订单（A 位置，gridId 最小即最接近 0）。
+ * 空仓止损在 gridId 正方向，A = gridId+2，是三个位置中 ID 最小（最接近 0）的那个。
*/
- private void cancelFarthestShortStopLoss() {
- GridElement farthest = null;
+ private void cancelNearestShortStopLoss() {
+ GridElement nearest = null;
for (GridElement e : config.getGridElements()) {
- if (e.getShortStopLossOrderId() != null) {
- if (farthest == null || e.getId() > farthest.getId()) {
- farthest = e;
+ if (e.hasShortStopLossOrders()) {
+ if (nearest == null || e.getId() < nearest.getId()) {
+ nearest = e;
}
}
}
- if (farthest != null) {
- String slId = farthest.getShortStopLossOrderId();
- farthest.setShortStopLossOrderId(null);
+ if (nearest != null && nearest.hasShortStopLossOrders()) {
+ List<String> ids = nearest.getShortStopLossOrderIds();
+ String slId = ids.get(0); // 取第一个（最早加入的 = A 位置第一单）
+ nearest.removeShortStopLossOrderId(slId);
GridElement.refreshIndices();
- GridElement finalFarthest = farthest;
+ GridElement finalNearest = nearest;
executor.cancelConditionalOrder(slId, oid ->
- log.info("[Gate] 止盈触发, 取消最远空仓止损 gridId:{}, orderId:{}", finalFarthest.getId(), slId));
+ log.info("[Gate] 止盈触发, 取消最近空仓止损 gridId:{}, orderId:{}", finalNearest.getId(), slId));
}
}
@@ -1631,11 +1609,10 @@
e.setLongTakeProfitOrderId(null);
executor.cancelConditionalOrder(tpId, oid -> {});
}
- String slId = e.getLongStopLossOrderId();
- if (slId != null) {
- e.setLongStopLossOrderId(null);
+ for (String slId : new ArrayList<>(e.getLongStopLossOrderIds())) {
executor.cancelConditionalOrder(slId, oid -> {});
}
+ e.clearLongStopLossOrderIds();
}
GridElement.refreshIndices();
log.info("[Gate] 已提交取消所有多仓止盈+止损");
@@ -1651,11 +1628,10 @@
e.setShortTakeProfitOrderId(null);
executor.cancelConditionalOrder(tpId, oid -> {});
}
- String slId = e.getShortStopLossOrderId();
- if (slId != null) {
- e.setShortStopLossOrderId(null);
+ for (String slId : new ArrayList<>(e.getShortStopLossOrderIds())) {
executor.cancelConditionalOrder(slId, oid -> {});
}
+ e.clearShortStopLossOrderIds();
}
GridElement.refreshIndices();
log.info("[Gate] 已提交取消所有空仓止盈+止损");
@@ -1684,122 +1660,89 @@
log.info("[Gate] 首次成交，取消所有初始化止盈单");
}
- // ========== 止损追单 ==========
+ // ========== 止损追单（新逻辑：3 个固定位置，每个位置挂多个 1 张止损单） ==========
- private void extendLongStopLoss(int filledQty,int gridId) {
- int furthestSlId = 0;
- for (GridElement e : config.getGridElements()) {
- if (e.getLongStopLossOrderId() != null && e.getId() < furthestSlId) {
- furthestSlId = e.getId();
- }
- }
+ /**
+ * 多仓止损追单 — 3 个固定位置，从近到远分配合约。
+ * A(gridId-2): (filledQty/qty - 2) 个独立止损单，每个 qty 张
+ * B(gridId-3): 1 个止损单，qty 张
+ * C(gridId-4): 1 个止损单，qty 张
+ * 注意：多仓止损在 gridId 负方向，触发价 ≤ 网格价。
+ */
+ private void extendLongStopLoss(int filledQty, int gridId) {
+ int qty = Integer.parseInt(config.getQuantity());
+ int aCount = Math.max(0, filledQty / qty - 2);
+ log.info("[Gate] 多仓追挂止损, 成交{}张, gridId:{}, A({})x{} B({})x1 C({})x1",
+ filledQty, gridId, gridId - 2, aCount, gridId - 3, gridId - 4);
- int interval = 1;
- if (furthestSlId == 0) {
- furthestSlId = gridId;
- interval = 2;
- }
- int stopLossCount = filledQty;
- log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}张止损单", furthestSlId, filledQty, stopLossCount);
- int newSlId = furthestSlId - interval;
- GridElement elem = GridElement.findById(newSlId);
- if (elem == null) {
- return;
- }
- BigDecimal triggerPrice = elem.getGridPrice();
- int finalSlId = newSlId;
- executor.placeTakeProfit(
- triggerPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_2,
- ORDER_TYPE_CLOSE_LONG,
- negate(String.valueOf(stopLossCount)),
- profitId -> {
- elem.setLongStopLossOrderId(profitId);
- GridElement.refreshIndices();
- log.info("[Gate] 多仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
- }
- );
-
-// int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
-// log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
-// for (int i = 0; i < stopLossCount; i++) {
-// int newSlId = furthestSlId - i - interval;
-// GridElement elem = GridElement.findById(newSlId);
-// if (elem == null) {
-// continue;
-// }
-// BigDecimal triggerPrice = elem.getGridPrice();
-// int finalSlId = newSlId;
-// executor.placeTakeProfit(
-// triggerPrice,
-// FuturesPriceTrigger.RuleEnum.NUMBER_2,
-// ORDER_TYPE_CLOSE_LONG,
-// negate(config.getQuantity()),
-// profitId -> {
-// elem.setLongStopLossOrderId(profitId);
-// GridElement.refreshIndices();
-// log.info("[Gate] 多仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
-// }
-// );
-// }
+ // A 位置：挂 aCount 个独立止损单
+ placeStopLossOrders(gridId - 2, aCount, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_LONG, true);
+ // B 位置：挂 1 个
+ placeStopLossOrders(gridId - 3, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_LONG, true);
+ // C 位置：挂 1 个
+ placeStopLossOrders(gridId - 4, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_LONG, true);
}
+ /**
+ * 空仓止损追单 — 3 个固定位置，从近到远分配合约。
+ * A(gridId+2): (filledQty/qty - 2) 个独立止损单，每个 qty 张
+ * B(gridId+3): 1 个止损单，qty 张
+ * C(gridId+4): 1 个止损单，qty 张
+ * 注意：空仓止损在 gridId 正方向，触发价 ≥ 网格价。
+ */
private void extendShortStopLoss(int filledQty, int gridId) {
- int furthestSlId = 0;
- for (GridElement e : config.getGridElements()) {
- if (e.getShortStopLossOrderId() != null && e.getId() > furthestSlId) {
- furthestSlId = e.getId();
- }
- }
+ int qty = Integer.parseInt(config.getQuantity());
+ int aCount = Math.max(0, filledQty / qty - 2);
+ log.info("[Gate] 空仓追挂止损, 成交{}张, gridId:{}, A({})x{} B({})x1 C({})x1",
+ filledQty, gridId, gridId + 2, aCount, gridId + 3, gridId + 4);
- int interval = 1;
- if (furthestSlId == 0) {
- furthestSlId = gridId;
- interval = 2;
+ // A 位置：挂 aCount 个独立止损单
+ placeStopLossOrders(gridId + 2, aCount, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_SHORT, false);
+ // B 位置：挂 1 个
+ placeStopLossOrders(gridId + 3, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_SHORT, false);
+ // C 位置：挂 1 个
+ placeStopLossOrders(gridId + 4, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_SHORT, false);
+ }
+
+ /**
+ * 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) {
+ if (count <= 0) {
+ return;
}
- int stopLossCount = filledQty ;
- log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}张止损单", furthestSlId, filledQty, stopLossCount);
- int newSlId = furthestSlId + interval;
- GridElement elem = GridElement.findById(newSlId);
+ GridElement elem = GridElement.findById(gridId);
if (elem == null) {
+ log.warn("[Gate] 止损挂单位置不存在, gridId:{}", gridId);
return;
}
BigDecimal triggerPrice = elem.getGridPrice();
- int finalSlId = newSlId;
- executor.placeTakeProfit(
- triggerPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_1,
- ORDER_TYPE_CLOSE_SHORT,
- String.valueOf(stopLossCount),
- profitId -> {
- elem.setShortStopLossOrderId(profitId);
- GridElement.refreshIndices();
- log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
- }
- );
-
-// int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
-// log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
-// for (int i = 0; i < stopLossCount; i++) {
-// int newSlId = furthestSlId + i + interval;
-// GridElement elem = GridElement.findById(newSlId);
-// if (elem == null) {
-// continue;
-// }
-// BigDecimal triggerPrice = elem.getGridPrice();
-// int finalSlId = newSlId;
-// executor.placeTakeProfit(
-// triggerPrice,
-// FuturesPriceTrigger.RuleEnum.NUMBER_1,
-// ORDER_TYPE_CLOSE_SHORT,
-// config.getQuantity(),
-// profitId -> {
-// elem.setShortStopLossOrderId(profitId);
-// GridElement.refreshIndices();
-// log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
-// }
-// );
-// }
+ for (int i = 0; i < count; i++) {
+ String size = isLong ? negate(String.valueOf(qty)) : String.valueOf(qty);
+ int finalGridId = gridId;
+ int finalI = i;
+ executor.placeTakeProfit(
+ triggerPrice, rule, orderType, size,
+ profitId -> {
+ if (isLong) {
+ elem.addLongStopLossOrderId(profitId);
+ } else {
+ elem.addShortStopLossOrderId(profitId);
+ }
+ 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);
+ }
+ );
+ }
}
// ---- 工具 ----
--
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