From c2c27cdfdcc75800a0b6856b63df16f13bcae211 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Tue, 16 Jun 2026 17:46:33 +0800
Subject: [PATCH] fix(gateApi): 修复网格交易中的订单取消和止损追加逻辑
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 80 ++++++++++++++++++++++------------------
1 files changed, 44 insertions(+), 36 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 8ed0b97..a921ba2 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -134,6 +134,11 @@
/** 多头是否活跃（有仓位） */
private volatile boolean longActive = false;
+ /** 多头累计止损张数（加仓订单成交后归零） */
+ 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;
+
private volatile BigDecimal lastKlinePrice;
private volatile BigDecimal markPrice = BigDecimal.ZERO;
private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
@@ -300,6 +305,8 @@
baseShortOpened = false;
longActive = false;
shortActive = false;
+ accumulatedLongLossCount = 0;
+ accumulatedShortLossCount = 0;
shortPriceQueue.clear();
longPriceQueue.clear();
currentLongOrderIds.clear();
@@ -609,6 +616,7 @@
int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
shortEntryTraderIdParam(shortGridElement, null, false);
extendShortStopLoss(filledQty,shortGridElement.getId());
+ accumulatedShortLossCount = 0; // 加仓订单成交，重置止损累计
log.info("[Gate] 空单成交 gridId:{}", filledQty);
// 空仓持仓超过baseQuantity时，从gridId-2开始向外追挂止盈
@@ -647,6 +655,7 @@
int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
longEntryTraderIdParam(longGridElement, null, false);
extendLongStopLoss(filledQty,longGridElement.getId());
+ accumulatedLongLossCount = 0; // 加仓订单成交，重置止损累计
log.info("[Gate] 多单成交 gridId:{}", filledQty);
// 多仓持仓超过baseQuantity时，从gridId+2开始向外追挂止盈
@@ -1021,25 +1030,27 @@
GridElement newEntryGrid = GridElement.findById(upId);
if (newEntryGrid != null) {
-// log.info("[Gate-2] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
- if (!newEntryGrid.isHasLongOrder()) {
- BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- String size = config.getBaseQuantity();
- 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);
- }
-
GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());
+ String quantity = cancelGridElement != null
+ ? cancelGridElement.getLongTraderParam().getQuantity()
+ : config.getBaseQuantity();
if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
String longOrderId = cancelGridElement.getLongOrderId();
executor.cancelConditionalOrder(longOrderId, oid -> {
longEntryTraderIdParam(cancelGridElement, null, false);
log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", cancelGridElement.getId(),longOrderId);
});
+ }
+// log.info("[Gate-2] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
+ if (!newEntryGrid.isHasLongOrder()) {
+ BigDecimal triggerPrice = newEntryGrid.getGridPrice();
+ String size = quantity;
+ 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);
}
}
}
@@ -1069,18 +1080,12 @@
GridElement newEntryGrid = GridElement.findById(downId);
if (newEntryGrid != null) {
-// log.info("[Gate-4] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
- if (!newEntryGrid.isHasShortOrder()){
- BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- String size = config.getBaseQuantity();
- 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));
- }
GridElement cancelGridElement = GridElement.findById(newEntryGrid.getDownId());
+
+ String quantity = cancelGridElement != null
+ ? cancelGridElement.getShortTraderParam().getQuantity()
+ : config.getBaseQuantity();
/**
* 看是否有空仓挂单，有就取消
*/
@@ -1090,6 +1095,16 @@
shortEntryTraderIdParam(cancelGridElement, null, false);
log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", cancelGridElement.getId(),shortOrderId);
});
+ }
+// log.info("[Gate-4] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
+ if (!newEntryGrid.isHasShortOrder()){
+ BigDecimal triggerPrice = newEntryGrid.getGridPrice();
+ String size = quantity;
+ 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));
}
}
@@ -1114,12 +1129,9 @@
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- BigDecimal baseQuantity = new BigDecimal(config.getBaseQuantity());
- BigDecimal subtract = baseQuantity.subtract(longPositionSize);
- String size = new BigDecimal(config.getQuantity()).add(new BigDecimal(config.getQuantity())).toString();
- if (subtract.compareTo(BigDecimal.ZERO) > 0){
- size = subtract.add(new BigDecimal(config.getQuantity())).toString();
- }
+ // 累计止损张数 + 当前止损量作为追单size，不再依赖positionSize（避免WS竞态）
+ accumulatedLongLossCount += Integer.parseInt(config.getQuantity());
+ String size = String.valueOf(accumulatedLongLossCount + Integer.parseInt(config.getQuantity()));
log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}基础张多单",
gridId, newEntryGridId, size);
@@ -1172,13 +1184,9 @@
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- BigDecimal baseQuantity = new BigDecimal(config.getBaseQuantity());
- BigDecimal subtract = baseQuantity.subtract(shortPositionSize);
-
- String size = new BigDecimal(config.getQuantity()).add(new BigDecimal(config.getQuantity())).toString();
- if (subtract.compareTo(BigDecimal.ZERO) > 0){
- size = subtract.add(new BigDecimal(config.getQuantity())).toString();
- }
+ // 累计止损张数 + 当前止损量作为追单size，不再依赖positionSize（避免WS竞态）
+ accumulatedShortLossCount += Integer.parseInt(config.getQuantity());
+ String size = String.valueOf(accumulatedShortLossCount + Integer.parseInt(config.getQuantity()));
log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}基础张空单",
gridId, newEntryGridId, size);
newEntryGrid.getShortTraderParam().setQuantity(size);
@@ -1226,7 +1234,7 @@
}
log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 追加{}张", furthestSlId, filledQty);
for (int i = 0; i < filledQty; i++) {
- int newSlId = furthestSlId - i - 1;
+ int newSlId = furthestSlId - i - 2;
GridElement elem = GridElement.findById(newSlId);
if (elem == null) {
continue;
@@ -1259,7 +1267,7 @@
}
log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 追加{}张", furthestSlId, filledQty);
for (int i = 0; i < filledQty; i++) {
- int newSlId = furthestSlId + i + 1;
+ int newSlId = furthestSlId + i + 2;
GridElement elem = GridElement.findById(newSlId);
if (elem == null) {
continue;
--
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