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 | 569 +++++++++++++++++++++++++++++++-------------------------
1 files changed, 311 insertions(+), 258 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 e1e01a8..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;
@@ -14,20 +16,29 @@
import java.math.BigDecimal;
import java.math.RoundingMode;
-import java.util.List;
/**
- * Gate 网格交易服务类，使用 gate-api SDK 进行合约下单。
- * 策略：多空双开 → 设置止盈止损点位 → 网格循环交易
+ * Gate 网格交易服务类。
*
- * 测试参数：
- * 品种: XAU_USDT（黄金）
- * 杠杆: 100x（全仓）
- * 数量: 0.01 XAU
- * 网格: 0.0035（千分之三点五）
- * 整体止盈: 0.5 USDT
- * 循环次数: 3
- * 报警: 本金亏损 15%（初始本金 50 USDT）
+ * <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
*/
@@ -43,37 +54,53 @@
private final String marginMode;
private final BigDecimal gridRate;
private final BigDecimal overallTp;
- private final int maxCycles;
private final BigDecimal maxLoss;
private final String quantity;
private final String positionMode;
+ /** 策略是否处于运行状态 */
private volatile boolean strategyActive = false;
- private int currentCycle = 0;
- private BigDecimal totalProfit = BigDecimal.ZERO;
+ /** 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;
- private Long longOrderId;
- private Long shortOrderId;
- private Long longTpOrderId;
- private Long longSlOrderId;
- private Long shortTpOrderId;
- private Long shortSlOrderId;
+ /** 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 volatile BigDecimal lastClosePrice;
-
+ /**
+ * 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,
+ String marginMode, String positionMode,
BigDecimal gridRate, BigDecimal overallTp,
- int maxCycles, BigDecimal maxLoss,
+ BigDecimal maxLoss,
String quantity) {
this.contract = contract;
this.leverage = leverage;
this.marginMode = marginMode;
this.gridRate = gridRate;
this.overallTp = overallTp;
- this.maxCycles = maxCycles;
this.maxLoss = maxLoss;
this.quantity = quantity;
this.positionMode = positionMode;
@@ -85,22 +112,31 @@
}
/**
- * 初始化账户：设置持仓模式 + 杠杆
+ * 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 {
+ 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);
+ String positionModeSet = account.getPositionMode();
+ if (!positionMode.equals(positionModeSet)) {
+ futuresApi.setPositionMode(SETTLE, positionMode);
+ }
+ 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);
- 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");
} catch (GateApiException e) {
log.error("[GateGrid] 初始化失败, label: {}, msg: {}", e.getErrorLabel(), e.getMessage());
} catch (ApiException e) {
@@ -109,7 +145,7 @@
}
/**
- * 启动网格策略
+ * 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) {
@@ -117,64 +153,148 @@
return;
}
strategyActive = true;
- currentCycle = 0;
- totalProfit = BigDecimal.ZERO;
- log.info("[GateGrid] 网格策略启动, cycle: {}", currentCycle + 1);
- dualOpenPositions();
+ cumulativePnl = BigDecimal.ZERO;
+ log.info("[GateGrid] 网格策略启动，等待K线价格...");
}
/**
- * 停止网格策略
+ * 停止网格策略。
*/
public void stopGrid() {
strategyActive = false;
- cancelTpSl(longTpOrderId);
- cancelTpSl(longSlOrderId);
- cancelTpSl(shortTpOrderId);
- cancelTpSl(shortSlOrderId);
- closeAllPositions();
- log.info("[GateGrid] 网格策略已停止, 总盈亏: {}, 循环: {}", totalProfit, currentCycle);
+ log.info("[GateGrid] 网格策略已停止, cumulativePnl: {}", cumulativePnl);
}
/**
- * K线回调：收到新的收盘价
+ * 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, boolean isKlineClosed) {
- lastClosePrice = closePrice;
- if (!strategyActive || !isKlineClosed) {
+ public void onKline(BigDecimal closePrice) {
+ lastKlinePrice = closePrice;
+ if (!strategyActive) {
return;
}
- checkPositions(closePrice);
+ if (!dualOpened) {
+ dualOpened = true;
+ dualOpenPositions();
+ }
}
/**
- * 多空双开
+ * 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) {
+ if (!strategyActive) {
+ return;
+ }
+
+ boolean hasPosition = size.abs().compareTo(BigDecimal.ZERO) > 0;
+
+ if ("dual_long".equals(mode)) {
+ if (longActive && !hasPosition) {
+ log.info("[GateGrid] 多头被平仓（止盈触发）, 重新开多");
+ longActive = false;
+ reopenLongPosition();
+ } else if (hasPosition) {
+ longActive = true;
+ longEntryPrice = entryPrice;
+ }
+ } else if ("dual_short".equals(mode)) {
+ if (shortActive && !hasPosition) {
+ log.info("[GateGrid] 空头被平仓（止盈触发）, 重新开空");
+ shortActive = false;
+ reopenShortPosition();
+ } else if (hasPosition) {
+ shortActive = true;
+ shortEntryPrice = entryPrice;
+ }
+ }
+ }
+
+ /**
+ * 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 (cumulativePnl.compareTo(overallTp) >= 0) {
+ log.info("[GateGrid] 累计止盈 {} 达到 {} USDT，停止策略", cumulativePnl, overallTp);
+ strategyActive = false;
+ return;
+ }
+ 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");
+ dualOpened = false;
+ return;
+ }
try {
FuturesOrder longOrder = new FuturesOrder();
longOrder.setContract(contract);
longOrder.setSize(quantity);
longOrder.setPrice("0");
longOrder.setTif(FuturesOrder.TifEnum.IOC);
- longOrder.setText("t-grid-long-" + (currentCycle + 1));
+ longOrder.setText("t-grid-long-init");
FuturesOrder longResult = futuresApi.createFuturesOrder(SETTLE, longOrder, null);
- longOrderId = longResult.getId();
longEntryPrice = safeDecimal(longResult.getFillPrice());
- log.info("[GateGrid] 开多成功, price: {}, id: {}", longEntryPrice, longOrderId);
- placeLongTpSl(longEntryPrice);
+ longActive = true;
+ log.info("[GateGrid] 开多成功, price: {}, id: {}", longEntryPrice, longResult.getId());
+ placeLongTp(longEntryPrice);
FuturesOrder shortOrder = new FuturesOrder();
shortOrder.setContract(contract);
shortOrder.setSize(negateQuantity(quantity));
shortOrder.setPrice("0");
shortOrder.setTif(FuturesOrder.TifEnum.IOC);
- shortOrder.setText("t-grid-short-" + (currentCycle + 1));
+ shortOrder.setText("t-grid-short-init");
FuturesOrder shortResult = futuresApi.createFuturesOrder(SETTLE, shortOrder, null);
- shortOrderId = shortResult.getId();
shortEntryPrice = safeDecimal(shortResult.getFillPrice());
- log.info("[GateGrid] 开空成功, price: {}, id: {}", shortEntryPrice, shortOrderId);
- placeShortTpSl(shortEntryPrice);
+ shortActive = true;
+ log.info("[GateGrid] 开空成功, price: {}, id: {}", shortEntryPrice, shortResult.getId());
+ placeShortTp(shortEntryPrice);
printGridInfo();
} catch (GateApiException e) {
@@ -186,237 +306,169 @@
}
}
- private void placeLongTpSl(BigDecimal entryPrice) {
- BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
- BigDecimal slPrice = entryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
- longTpOrderId = placePriceTriggeredOrder(tpPrice, FuturesPriceTrigger.RuleEnum.NUMBER_1, "close-long-position");
- longSlOrderId = placePriceTriggeredOrder(slPrice, FuturesPriceTrigger.RuleEnum.NUMBER_2, "close-long-position");
- log.info("[GateGrid] 多头TP/SL已设置, TP:{}, SL:{}, tpId:{}, slId:{}", tpPrice, slPrice, longTpOrderId, longSlOrderId);
- }
-
- private void placeShortTpSl(BigDecimal entryPrice) {
- BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
- BigDecimal slPrice = entryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
- shortTpOrderId = placePriceTriggeredOrder(tpPrice, FuturesPriceTrigger.RuleEnum.NUMBER_2, "close-short-position");
- shortSlOrderId = placePriceTriggeredOrder(slPrice, FuturesPriceTrigger.RuleEnum.NUMBER_1, "close-short-position");
- log.info("[GateGrid] 空头TP/SL已设置, TP:{}, SL:{}, tpId:{}, slId:{}", tpPrice, slPrice, shortTpOrderId, shortSlOrderId);
- }
-
- private Long placePriceTriggeredOrder(BigDecimal triggerPrice,
- FuturesPriceTrigger.RuleEnum rule,
- String orderType) {
- 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(1L);
- initial.setPrice("0");
- initial.setTif(FuturesInitialOrder.TifEnum.IOC);
- initial.setReduceOnly(true);
-
- FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder();
- order.setTrigger(trigger);
- order.setInitial(initial);
- order.setOrderType(orderType);
-
- TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
- log.info("[GateGrid] 条件单已创建, triggerPrice:{}, rule:{}, type:{}, id:{}",
- triggerPrice, rule, orderType, response.getId());
- return response.getId();
- } catch (Exception e) {
- log.error("[GateGrid] 创建条件单失败, triggerPrice:{}, rule:{}, type:{}",
- triggerPrice, rule, orderType, e);
- return null;
+ /**
+ * 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;
}
- }
-
- private void cancelTpSl(Long orderId) {
- if (orderId == null) {
+ if (longActive) {
+ log.warn("[GateGrid] 多头已存在，跳过补开");
return;
}
try {
- futuresApi.cancelPriceTriggeredOrder(SETTLE, orderId);
- log.info("[GateGrid] 已取消条件单, id:{}", orderId);
+ FuturesOrder longOrder = new FuturesOrder();
+ longOrder.setContract(contract);
+ longOrder.setSize(quantity);
+ longOrder.setPrice("0");
+ longOrder.setTif(FuturesOrder.TifEnum.IOC);
+ longOrder.setText("t-grid-long-reopen");
+ FuturesOrder longResult = futuresApi.createFuturesOrder(SETTLE, longOrder, null);
+ longEntryPrice = safeDecimal(longResult.getFillPrice());
+ longActive = true;
+ log.info("[GateGrid] 补开多成功, price: {}, id: {}", longEntryPrice, longResult.getId());
+ placeLongTp(longEntryPrice);
} catch (Exception e) {
- log.warn("[GateGrid] 取消条件单失败, id:{}", orderId, e);
+ log.error("[GateGrid] 补开多失败", e);
}
}
/**
- * 检查多空仓位是否触及止盈止损
+ * 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 checkPositions(BigDecimal currentPrice) {
- if (longEntryPrice == null || shortEntryPrice == null) {
+ private void reopenShortPosition() {
+ if (lastKlinePrice == null || !strategyActive) {
return;
}
-
- BigDecimal longTp = longEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
- BigDecimal longSl = longEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
- BigDecimal shortTp = shortEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
- BigDecimal shortSl = shortEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
-
- System.out.println("========== Gate 网格状态 ==========");
- System.out.println("当前价格: " + currentPrice);
- System.out.println("多头入场: " + longEntryPrice + " TP: " + longTp + " SL: " + longSl);
- System.out.println("空头入场: " + shortEntryPrice + " TP: " + shortTp + " SL: " + shortSl);
- System.out.println("累计盈亏: " + totalProfit + " 循环: " + currentCycle + "/" + maxCycles);
- System.out.println("===================================");
-
- // 多头止盈
- if (currentPrice.compareTo(longTp) >= 0) {
- log.info("[GateGrid] 多头止盈触发! entry:{}, current:{}", longEntryPrice, currentPrice);
- BigDecimal cnt = new BigDecimal(quantity);
- BigDecimal profit = currentPrice.subtract(longEntryPrice).multiply(cnt);
- totalProfit = totalProfit.add(profit);
- log.info("[GateGrid] 多头止盈 profit:{}, totalProfit:{}", profit, totalProfit);
- closeLongPosition();
- closeShortPosition();
- currentCycle++;
- checkStopConditions();
- return;
- }
- // 多头止损
- if (currentPrice.compareTo(longSl) <= 0) {
- log.info("[GateGrid] 多头止损触发! entry:{}, current:{}", longEntryPrice, currentPrice);
- BigDecimal cnt = new BigDecimal(quantity);
- BigDecimal loss = longEntryPrice.subtract(currentPrice).multiply(cnt);
- totalProfit = totalProfit.subtract(loss);
- log.info("[GateGrid] 多头止损 loss:{}, totalProfit:{}", loss, totalProfit);
- closeLongPosition();
- currentCycle++;
- checkStopConditions();
- return;
- }
- // 空头止盈
- if (currentPrice.compareTo(shortTp) <= 0) {
- log.info("[GateGrid] 空头止盈触发! entry:{}, current:{}", shortEntryPrice, currentPrice);
- BigDecimal cnt = new BigDecimal(quantity);
- BigDecimal profit = shortEntryPrice.subtract(currentPrice).multiply(cnt);
- totalProfit = totalProfit.add(profit);
- log.info("[GateGrid] 空头止盈 profit:{}, totalProfit:{}", profit, totalProfit);
- closeShortPosition();
- closeLongPosition();
- currentCycle++;
- checkStopConditions();
- return;
- }
- // 空头止损
- if (currentPrice.compareTo(shortSl) >= 0) {
- log.info("[GateGrid] 空头止损触发! entry:{}, current:{}", shortEntryPrice, currentPrice);
- BigDecimal cnt = new BigDecimal(quantity);
- BigDecimal loss = currentPrice.subtract(shortEntryPrice).multiply(cnt);
- totalProfit = totalProfit.subtract(loss);
- log.info("[GateGrid] 空头止损 loss:{}, totalProfit:{}", loss, totalProfit);
- closeShortPosition();
- currentCycle++;
- checkStopConditions();
- }
- }
-
- private void checkStopConditions() {
- if (totalProfit.compareTo(overallTp) >= 0) {
- log.info("[GateGrid] 达到整体止盈 {} USDT，停止策略", overallTp);
- strategyActive = false;
- return;
- }
- if (BigDecimal.ZERO.subtract(totalProfit).compareTo(maxLoss) >= 0) {
- log.info("[GateGrid] 亏损 {} 达到上限 {} USDT，停止策略", totalProfit.negate(), maxLoss);
- strategyActive = false;
- return;
- }
- if (currentCycle >= maxCycles) {
- log.info("[GateGrid] 达到最大循环次数 {}，停止策略", maxCycles);
- strategyActive = false;
- return;
- }
- log.info("[GateGrid] 进入下一轮循环: {}", currentCycle + 1);
- dualOpenPositions();
- }
-
- private void closeLongPosition() {
- if (longEntryPrice == null) {
+ if (shortActive) {
+ log.warn("[GateGrid] 空头已存在，跳过补开");
return;
}
try {
- FuturesOrder closeOrder = new FuturesOrder();
- closeOrder.setContract(contract);
- closeOrder.setSize(negateQuantity(quantity));
- closeOrder.setPrice("0");
- closeOrder.setTif(FuturesOrder.TifEnum.IOC);
- closeOrder.setReduceOnly(true);
- closeOrder.setText("t-grid-close-long");
- FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
- log.info("[GateGrid] 平多成功, id: {}, fillPrice: {}", result.getId(), result.getFillPrice());
+ FuturesOrder shortOrder = new FuturesOrder();
+ shortOrder.setContract(contract);
+ shortOrder.setSize(negateQuantity(quantity));
+ shortOrder.setPrice("0");
+ shortOrder.setTif(FuturesOrder.TifEnum.IOC);
+ shortOrder.setText("t-grid-short-reopen");
+ FuturesOrder shortResult = futuresApi.createFuturesOrder(SETTLE, shortOrder, null);
+ shortEntryPrice = safeDecimal(shortResult.getFillPrice());
+ shortActive = true;
+ log.info("[GateGrid] 补开空成功, price: {}, id: {}", shortEntryPrice, shortResult.getId());
+ placeShortTp(shortEntryPrice);
} catch (Exception e) {
- log.error("[GateGrid] 平多失败", e);
+ log.error("[GateGrid] 补开空失败", e);
}
- longEntryPrice = null;
- longOrderId = null;
- cancelTpSl(longTpOrderId);
- cancelTpSl(longSlOrderId);
- longTpOrderId = null;
- longSlOrderId = null;
}
- private void closeShortPosition() {
- if (shortEntryPrice == null) {
- return;
- }
+ /**
+ * 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 {
- FuturesOrder closeOrder = new FuturesOrder();
- closeOrder.setContract(contract);
- closeOrder.setSize(quantity);
- closeOrder.setPrice("0");
- closeOrder.setTif(FuturesOrder.TifEnum.IOC);
- closeOrder.setReduceOnly(true);
- closeOrder.setText("t-grid-close-short");
- FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
- log.info("[GateGrid] 平空成功, id: {}, fillPrice: {}", result.getId(), result.getFillPrice());
+ 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] 平空失败", e);
+ log.error("[GateGrid] 止盈条件单创建失败, triggerPrice:{}, orderType:{}, autoSize:{}",
+ triggerPrice, orderType, autoSize, e);
}
- shortEntryPrice = null;
- shortOrderId = null;
- cancelTpSl(shortTpOrderId);
- cancelTpSl(shortSlOrderId);
- shortTpOrderId = null;
- shortSlOrderId = null;
}
- private void closeAllPositions() {
- closeLongPosition();
- closeShortPosition();
+ 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 longSl = BigDecimal.ZERO;
BigDecimal shortTp = BigDecimal.ZERO;
- BigDecimal shortSl = BigDecimal.ZERO;
if (longEntryPrice != null) {
longTp = longEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
- longSl = longEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
}
if (shortEntryPrice != null) {
shortTp = shortEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
- shortSl = shortEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
}
- System.out.println("========== Gate 网格开仓 ==========");
- System.out.println("合约: " + contract + " 杠杆: " + leverage + "x " + marginMode);
- System.out.println("多头入场: " + longEntryPrice + " TP: " + longTp + " SL: " + longSl);
- System.out.println("空头入场: " + shortEntryPrice + " TP: " + shortTp + " SL: " + shortSl);
- System.out.println("数量: " + quantity + " 网格间距: " + gridRate.multiply(new BigDecimal("100")) + "%");
- System.out.println("整体止盈: " + overallTp + " USDT 最大循环: " + maxCycles);
- System.out.println("最大亏损: " + maxLoss + " USDT");
- System.out.println("=====================================");
+ log.info("========== Gate 网格开仓 ==========");
+ log.info("合约: {} 杠杆: {}x {}", contract, leverage, marginMode);
+ log.info("多头入场: {} TP: {}", longEntryPrice, longTp);
+ log.info("空头入场: {} TP: {}", shortEntryPrice, shortTp);
+ log.info("数量: {} 网格间距: {}%", quantity, gridRate.multiply(new BigDecimal("100")));
+ log.info("整体止盈: {} USDT 最大亏损: {} USDT", overallTp, maxLoss);
+ 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);
@@ -424,6 +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;
@@ -431,19 +484,19 @@
return new BigDecimal(val);
}
- public BigDecimal getLastClosePrice() {
- return lastClosePrice;
+ public BigDecimal getLastKlinePrice() {
+ return lastKlinePrice;
}
public boolean isStrategyActive() {
return strategyActive;
}
- public BigDecimal getTotalProfit() {
- return totalProfit;
+ public BigDecimal getCumulativePnl() {
+ return cumulativePnl;
}
- public int getCurrentCycle() {
- return currentCycle;
+ public Long getUserId() {
+ return userId;
}
}
--
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