From c7cb31dcafe3046f925f17e3d05604b35938199e Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Fri, 08 May 2026 12:57:05 +0800
Subject: [PATCH] refactor(gateApi): 重构 WebSocket 客户端架构并优化网格交易逻辑
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 246 ++++++++++++++++++++++++++++++++++++++++---------
1 files changed, 201 insertions(+), 45 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 a0d229f..311d8ff 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -3,7 +3,9 @@
import io.gate.gateapi.ApiClient;
import io.gate.gateapi.ApiException;
import io.gate.gateapi.GateApiException;
+import io.gate.gateapi.api.AccountApi;
import io.gate.gateapi.api.FuturesApi;
+import io.gate.gateapi.models.AccountDetail;
import io.gate.gateapi.models.FuturesAccount;
import io.gate.gateapi.models.FuturesInitialOrder;
import io.gate.gateapi.models.FuturesOrder;
@@ -15,6 +17,31 @@
import java.math.BigDecimal;
import java.math.RoundingMode;
+/**
+ * Gate 网格交易服务类。
+ *
+ * <h3>策略概述</h3>
+ * 多空双开 → 各放止盈条件单 → 仓位推送检测平仓补仓 → 平仓推送累加 pnl → 判断停止
+ *
+ * <h3>触发逻辑</h3>
+ * <pre>
+ * K线首次价格就绪 → dualOpenPositions() // 多空双开 + 止盈条件单
+ * 仓位推送 size=0 → reopenXxxPosition() // 该方向被平仓 → 只补该方向
+ * 平仓推送 pnl → cumulativePnl += pnl // 累计盈亏
+ * cumulativePnl ≥ overallTp → 停止
+ * cumulativePnl ≤ -maxLoss → 停止
+ * </pre>
+ *
+ * <h3>止盈计算</h3>
+ * 多头止盈价 = entryPrice × (1 + gridRate)<br>
+ * 空头止盈价 = entryPrice × (1 - gridRate)
+ *
+ * <h3>依赖</h3>
+ * 使用 {@code io.gate:gate-api (7.2.71)} SDK 通过 REST API 下单，
+ * 市场数据由 WebSocket Handler 类提供。
+ *
+ * @author Administrator
+ */
@Slf4j
public class GateGridTradeService {
@@ -31,24 +58,43 @@
private final String quantity;
private final String positionMode;
+ /** 策略是否处于运行状态 */
private volatile boolean strategyActive = false;
+ /** 是否已完成首次双开 */
private volatile boolean dualOpened = false;
-
+ /** 多头仓位是否活跃 */
private volatile boolean longActive = false;
+ /** 空头仓位是否活跃 */
private volatile boolean shortActive = false;
+ /** 多头入场价 */
private BigDecimal longEntryPrice;
+ /** 空头入场价 */
private BigDecimal shortEntryPrice;
-
+ /** WebSocket 推送的最新 K 线收盘价 */
private volatile BigDecimal lastKlinePrice;
+ /** 平仓推送累计的盈亏 */
+ private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
+ /** 用户 ID，用于 WebSocket 私有频道订阅 */
+ private Long userId;
- private BigDecimal totalHistoryPnl = BigDecimal.ZERO;
-
+ /**
+ * 构造函数，初始化 Gate 期货 API 客户端。
+ *
+ * @param contract 合约名称（如 XAU_USDT）
+ * @param leverage 杠杆倍数
+ * @param marginMode 保证金模式（cross/isolated）
+ * @param positionMode 持仓模式（single/dual/dual_plus）
+ * @param gridRate 网格间距比例（如 0.0035）
+ * @param overallTp 整体止盈阈值（USDT）
+ * @param maxLoss 最大亏损阈值（USDT）
+ * @param quantity 下单数量（合约张数）
+ */
public GateGridTradeService(String apiKey, String apiSecret,
String contract, String leverage,
String marginMode, String positionMode,
BigDecimal gridRate, BigDecimal overallTp,
- int maxCycles, BigDecimal maxLoss,
+ BigDecimal maxLoss,
String quantity) {
this.contract = contract;
this.leverage = leverage;
@@ -65,20 +111,32 @@
this.futuresApi = new FuturesApi(apiClient);
}
+ /**
+ * 初始化账户。顺序：切持仓模式 → 清旧条件单 → 设杠杆 → 查余额。
+ */
public void init() {
try {
- futuresApi.updateContractPositionLeverageCall(
- SETTLE, contract, leverage, marginMode, positionMode, null);
- log.info("[GateGrid] 已设置杠杆: {}x, 保证金模式: {}", leverage, marginMode);
+ AccountApi accountApi = new AccountApi(apiClient);
+ AccountDetail accountDetail = accountApi.getAccountDetail();
+ this.userId = accountDetail.getUserId();
+ log.info("[GateGrid] 用户ID: {}", userId);
FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
- log.info("[GateGrid] 账户可用余额: {}, 总资产: {}",
- account.getAvailable(), account.getTotal());
String positionModeSet = account.getPositionMode();
if (!positionMode.equals(positionModeSet)) {
futuresApi.setPositionMode(SETTLE, positionMode);
}
- log.info("[GateGrid] 已设置双向持仓模式");
+ log.info("[GateGrid] 已设置持仓模式: {}", positionMode);
+
+ futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract);
+ log.info("[GateGrid] 已取消所有既有止盈止损条件单");
+
+ futuresApi.updateContractPositionLeverageCall(
+ SETTLE, contract, leverage, marginMode, positionMode, null);
+ log.info("[GateGrid] 已设置杠杆: {}x, 保证金模式: {}", leverage, marginMode);
+
+ log.info("[GateGrid] 账户可用余额: {}, 总资产: {}",
+ account.getAvailable(), account.getTotal());
} catch (GateApiException e) {
log.error("[GateGrid] 初始化失败, label: {}, msg: {}", e.getErrorLabel(), e.getMessage());
} catch (ApiException e) {
@@ -86,23 +144,32 @@
}
}
+ /**
+ * 启动网格策略。策略激活后等待 K 线价格就绪，然后自动首次双开。
+ */
public void startGrid() {
if (strategyActive) {
log.warn("[GateGrid] 策略已在运行中");
return;
}
strategyActive = true;
- totalHistoryPnl = BigDecimal.ZERO;
+ cumulativePnl = BigDecimal.ZERO;
log.info("[GateGrid] 网格策略启动，等待K线价格...");
}
+ /**
+ * 停止网格策略。
+ */
public void stopGrid() {
strategyActive = false;
- log.info("[GateGrid] 网格策略已停止, history_pnl: {}", totalHistoryPnl);
+ log.info("[GateGrid] 网格策略已停止, cumulativePnl: {}", cumulativePnl);
}
/**
- * K线回调：存储最新价格，首次价格就绪时双开
+ * K 线回调入口。由 调用。
+ * 首次收到价格时触发多空双开，后续仅缓存最新价格供补仓使用。
+ *
+ * @param closePrice K 线收盘价
*/
public void onKline(BigDecimal closePrice) {
lastKlinePrice = closePrice;
@@ -116,16 +183,26 @@
}
/**
- * 仓位推送回调：检测止盈平仓 → 补仓，累加 history_pnl → 判断停止
+ * 仓位推送回调入口。由 {@link GateKlineWebSocketClient} 调用。
+ * 根据仓位模式（dual_long/dual_short）和 size 判断：
+ * <ul>
+ * <li>size=0 且之前活跃 → 该方向被平仓 → 补开</li>
+ * <li>size>0 → 确认仓位活跃，更新入场价</li>
+ * </ul>
+ * 注意：累计盈亏由 onPositionClose 独立计算。
+ *
+ * @param contract 合约名
+ * @param mode 仓位模式（dual_long / dual_short）
+ * @param size 仓位数量（0 表示无仓位）
+ * @param entryPrice 入场价格
*/
public void onPositionUpdate(String contract, String mode, BigDecimal size,
- BigDecimal entryPrice, BigDecimal historyPnl,
- BigDecimal realisedPnl) {
+ BigDecimal entryPrice) {
if (!strategyActive) {
return;
}
- boolean hasPosition = size.compareTo(BigDecimal.ZERO) > 0;
+ boolean hasPosition = size.abs().compareTo(BigDecimal.ZERO) > 0;
if ("dual_long".equals(mode)) {
if (longActive && !hasPosition) {
@@ -146,23 +223,48 @@
shortEntryPrice = entryPrice;
}
}
+ }
- totalHistoryPnl = historyPnl;
+ /**
+ * 平仓推送回调入口。由 {@link GateKlineWebSocketClient} 调用。
+ * 累加平仓盈亏，每次平仓推送后检查停止条件。
+ *
+ * @param contract 合约名
+ * @param side 平仓方向（long / short）
+ * @param pnl 该次平仓的盈亏
+ */
+ public void onPositionClose(String contract, String side, BigDecimal pnl) {
+ if (!strategyActive) {
+ return;
+ }
+ cumulativePnl = cumulativePnl.add(pnl);
+ log.info("[GateGrid] 平仓盈亏累计, side:{}, pnl:{}, cumulativePnl:{}", side, pnl, cumulativePnl);
checkStopConditions();
}
+ /**
+ * 检查策略停止条件。满足任一即置 strategyActive=false：
+ * <ul>
+ * <li>累计盈利 ≥ overallTp</li>
+ * <li>累计亏损 ≤ -maxLoss</li>
+ * </ul>
+ */
private void checkStopConditions() {
- if (totalHistoryPnl.compareTo(overallTp) >= 0) {
- log.info("[GateGrid] 累计止盈 {} 达到 {} USDT，停止策略", totalHistoryPnl, overallTp);
+ if (cumulativePnl.compareTo(overallTp) >= 0) {
+ log.info("[GateGrid] 累计止盈 {} 达到 {} USDT，停止策略", cumulativePnl, overallTp);
strategyActive = false;
return;
}
- if (totalHistoryPnl.compareTo(maxLoss.negate()) <= 0) {
- log.info("[GateGrid] 累计亏损 {} 达到上限 {} USDT，停止策略", totalHistoryPnl, maxLoss);
+ if (cumulativePnl.compareTo(maxLoss.negate()) <= 0) {
+ log.info("[GateGrid] 累计亏损 {} 达到上限 {} USDT，停止策略", cumulativePnl, maxLoss);
strategyActive = false;
}
}
+ /**
+ * 首次多空双开。使用当前 K 线价格以市价单同时开多和开空，
+ * 开仓成功后立即为每个方向创建止盈条件单。
+ */
private void dualOpenPositions() {
if (lastKlinePrice == null) {
log.warn("[GateGrid] K线价格未就绪，跳过双开");
@@ -204,6 +306,9 @@
}
}
+ /**
+ * 补开多头仓位。多头被止盈平掉后调用，市价重新开多并创建止盈单。
+ */
private void reopenLongPosition() {
if (lastKlinePrice == null || !strategyActive) {
return;
@@ -229,6 +334,9 @@
}
}
+ /**
+ * 补开空头仓位。空头被止盈平掉后调用，市价重新开空并创建止盈单。
+ */
private void reopenShortPosition() {
if (lastKlinePrice == null || !strategyActive) {
return;
@@ -254,52 +362,94 @@
}
}
+ /**
+ * 创建多头止盈条件单。
+ * 触发价 = entryPrice × (1 + gridRate)，价格 ≥ 触发价时平多。
+ */
private void placeLongTp(BigDecimal entryPrice) {
BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
placePriceTriggeredOrder(tpPrice, FuturesPriceTrigger.RuleEnum.NUMBER_1, "close-long-position", "close_long");
log.info("[GateGrid] 多头止盈已设置, TP:{}", tpPrice);
}
+ /**
+ * 创建空头止盈条件单。
+ * 触发价 = entryPrice × (1 - gridRate)，价格 ≤ 触发价时平空。
+ */
private void placeShortTp(BigDecimal entryPrice) {
BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
placePriceTriggeredOrder(tpPrice, FuturesPriceTrigger.RuleEnum.NUMBER_2, "close-short-position", "close_short");
log.info("[GateGrid] 空头止盈已设置, TP:{}", tpPrice);
}
+ /**
+ * 通过 Gate REST API 创建止盈条件单。
+ *
+ * @param triggerPrice 触发价格
+ * @param rule 触发规则（1: ≥, 2: ≤）
+ * @param orderType 止盈止损类型（close-long-position / close-short-position）
+ * @param autoSize 双仓平仓方向（close_long / close_short）
+ */
private void placePriceTriggeredOrder(BigDecimal triggerPrice,
FuturesPriceTrigger.RuleEnum rule,
String orderType,
String autoSize) {
+ FuturesPriceTriggeredOrder order = buildTriggeredOrder(triggerPrice, rule, orderType, autoSize);
try {
- FuturesPriceTrigger trigger = new FuturesPriceTrigger();
- trigger.setStrategyType(FuturesPriceTrigger.StrategyTypeEnum.NUMBER_0);
- trigger.setPriceType(FuturesPriceTrigger.PriceTypeEnum.NUMBER_0);
- trigger.setPrice(triggerPrice.toString());
- trigger.setRule(rule);
- trigger.setExpiration(0);
-
- FuturesInitialOrder initial = new FuturesInitialOrder();
- initial.setContract(contract);
- initial.setSize(0L);
- initial.setPrice("0");
- initial.setTif(FuturesInitialOrder.TifEnum.IOC);
- initial.setReduceOnly(true);
- initial.setAutoSize(autoSize);
-
- FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder();
- order.setTrigger(trigger);
- order.setInitial(initial);
- order.setOrderType(orderType);
-
TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
log.info("[GateGrid] 止盈条件单已创建, triggerPrice:{}, orderType:{}, autoSize:{}, id:{}",
triggerPrice, orderType, autoSize, response.getId());
+ } catch (GateApiException e) {
+ if ("AUTO_USER_EXIST_POSITION_ORDER".equals(e.getErrorLabel())) {
+ log.warn("[GateGrid] 止盈条件单已存在，取消旧单后重试");
+ try {
+ futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract);
+ TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
+ log.info("[GateGrid] 止盈条件单重试成功, triggerPrice:{}, orderType:{}, autoSize:{}, id:{}",
+ triggerPrice, orderType, autoSize, response.getId());
+ } catch (Exception retryEx) {
+ log.error("[GateGrid] 止盈条件单重试失败, triggerPrice:{}, orderType:{}, autoSize:{}",
+ triggerPrice, orderType, autoSize, retryEx);
+ }
+ } else {
+ log.error("[GateGrid] 止盈条件单创建失败, triggerPrice:{}, orderType:{}, autoSize:{}",
+ triggerPrice, orderType, autoSize, e);
+ }
} catch (Exception e) {
log.error("[GateGrid] 止盈条件单创建失败, triggerPrice:{}, orderType:{}, autoSize:{}",
triggerPrice, orderType, autoSize, e);
}
}
+ private FuturesPriceTriggeredOrder buildTriggeredOrder(BigDecimal triggerPrice,
+ FuturesPriceTrigger.RuleEnum rule,
+ String orderType,
+ String autoSize) {
+ FuturesPriceTrigger trigger = new FuturesPriceTrigger();
+ trigger.setStrategyType(FuturesPriceTrigger.StrategyTypeEnum.NUMBER_0);
+ trigger.setPriceType(FuturesPriceTrigger.PriceTypeEnum.NUMBER_0);
+ trigger.setPrice(triggerPrice.toString());
+ trigger.setRule(rule);
+ trigger.setExpiration(0);
+
+ FuturesInitialOrder initial = new FuturesInitialOrder();
+ initial.setContract(contract);
+ initial.setSize(0L);
+ initial.setPrice("0");
+ initial.setTif(FuturesInitialOrder.TifEnum.IOC);
+ initial.setReduceOnly(true);
+ initial.setAutoSize(autoSize);
+
+ FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder();
+ order.setTrigger(trigger);
+ order.setInitial(initial);
+ order.setOrderType(orderType);
+ return order;
+ }
+
+ /**
+ * 打印当前网格配置和入场信息。
+ */
private void printGridInfo() {
BigDecimal longTp = BigDecimal.ZERO;
BigDecimal shortTp = BigDecimal.ZERO;
@@ -318,6 +468,7 @@
log.info("=====================================");
}
+ /** 对数量取反（开多用正数，开空用负数） */
private String negateQuantity(String qty) {
if (qty.startsWith("-")) {
return qty.substring(1);
@@ -325,6 +476,7 @@
return "-" + qty;
}
+ /** 安全转换字符串为 BigDecimal，null 返回 0 */
private BigDecimal safeDecimal(String val) {
if (val == null || val.isEmpty()) {
return BigDecimal.ZERO;
@@ -340,7 +492,11 @@
return strategyActive;
}
- public BigDecimal getTotalHistoryPnl() {
- return totalHistoryPnl;
+ public BigDecimal getCumulativePnl() {
+ return cumulativePnl;
+ }
+
+ public Long getUserId() {
+ return userId;
}
}
--
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