From c8a577311e940fc0dfadf70c7d54172181a7236e Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 03 Aug 2026 17:09:22 +0800
Subject: [PATCH] 去掉订单成家中的止损次数归零了
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 2022 ++++++++++++++++++++++++++++++++++++++++++-----------------
1 files changed, 1,437 insertions(+), 585 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 825979d..3b11a6d 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -1,5 +1,8 @@
package com.xcong.excoin.modules.gateApi;
+import cn.hutool.core.collection.CollUtil;
+import cn.hutool.core.util.StrUtil;
+import com.xcong.excoin.utils.dingtalk.DingTalkUtils;
import io.gate.gateapi.ApiClient;
import io.gate.gateapi.ApiException;
import io.gate.gateapi.GateApiException;
@@ -11,91 +14,71 @@
import java.io.IOException;
import java.math.BigDecimal;
import java.math.RoundingMode;
-import java.util.ArrayList;
-import java.util.Collections;
-import java.util.Iterator;
-import java.util.LinkedHashMap;
-import java.util.List;
-import java.util.Map;
+import java.util.*;
+import java.util.concurrent.atomic.AtomicInteger;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionClosesChannelHandler;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionsChannelHandler;
/**
- * Gate 网格交易服务 — 策略核心。
+ * 网格交易策略引擎 — 多空对冲网格。
*
- * <h3>策略概述</h3>
- * 多空双开基底 → 生成价格网格队列 → 条件单监控 → 触发成交后队列动态转移。
- * 每根 K 线更新未实现盈亏（unrealizedPnl），平仓后累加已实现盈亏（cumulativePnl）。
+ * <h3>策略原理</h3>
+ * 以空仓基底入场价（shortBaseEntryPrice）为价格基准，向上/向下各生成一个价格网格队列。
+ * 价格触发网格层级时挂条件单，成交后自动挂止盈单。每笔止盈盈利 = step - minTick。
*
- * <h3>核心机制</h3>
- * <ul>
- * <li><b>条件开仓单</b>：使用 Gate API {@code FuturesPriceTriggeredOrder}，服务器监控价格，
- * 达到触发价后以市价 IOC 开仓。相比限价单，条件单仅在触发价到达时才执行，避免提前成交。</li>
- * <li><b>条件单 ID 映射</b>（currentLongOrderIds / currentShortOrderIds）：
- * 用同步 Map 管理所有活跃的条件单（订单ID → 止盈价格）。挂条件单时通过回调存入，
- * 订单成交后通过 {@code futures.orders} 推送匹配止盈价并挂止盈单。</li>
- * <li><b>订单订阅（futures.orders）</b>：订单成交（status=finished, finish_as=filled）时，
- * 通过 {@link #onOrderUpdate(String, String, String)} 从 Map 中取出止盈价，
- * 调用 {@code executor.placeTakeProfit} 创建止盈条件单。</li>
- * <li><b>反向条件单</b>：当新网格首元素价格夹在多/空持仓均价之间，
- * 且反向持仓张数不超过 3 张时，额外挂一张反向市价单，通过订单订阅自动挂止盈。</li>
- * </ul>
- *
- * <h3>状态机</h3>
+ * <h3>完整生命周期</h3>
* <pre>
- * WAITING_KLINE → (首K线) → 异步双开基底
- *
- * 仓位推送(dual_long/dual_short) → 基底成交 → 记录入场价
- * → 双基底都成交 → 生成队列 + 初始条件单 + 止盈队列 → ACTIVE
- *
- * ACTIVE:
- * ├─ 每根K线 → 更新 unrealizedPnl → 方向判断
- * │ ├─ closePrice > longPriceQueue[0] → processLongGrid
- * │ └─ closePrice < shortPriceQueue[0] → processShortGrid
- * ├─ processShortGrid: 匹配空仓队列 → 本队补充 → 挂空仓+多仓条件单（止盈价存入Map）
- * ├─ processLongGrid: 匹配多仓队列 → 本队补充 → 挂多仓+空仓条件单（止盈价存入Map）
- * ├─ 订单推送(futures.orders) → onOrderUpdate → Map 匹配止盈价 → 挂止盈条件单
- * ├─ 仓位推送 → 更新均价/持仓量、仓位减少时处理反向单
- * ├─ 平仓推送 → 累加 cumulativePnl
- * ├─ 保证金安全阀 → 超限跳过挂单，队列照常更新
- * └─ cumulativePnl ≥ overallTp 或 ≤ -maxLoss → STOPPED
+ * init() → startGrid() → WAITING_KLINE
+ * ↓
+ * onKline(首根K线) → OPENING → 异步市价双开基底（开多+开空）
+ * ↓
+ * onPositionUpdate() → 基底成交 → baseLongOpened && baseShortOpened
+ * ↓
+ * tryGenerateQueues()
+ * ├── generateShortQueue() ← 空仓价格队列（降序，从 shortBaseEntryPrice-step 向下）
+ * ├── generateLongQueue() ← 多仓价格队列（升序，从 shortBaseEntryPrice+step 向上）
+ * ├── updateGridElements() ← 构建 GridElement 列表 + TraderParam + 全局索引
+ * ├── 挂基座止盈单（ID=0 的 long/short takeProfit）
+ * └── 挂初始条件单（up=-1 多单, down=1 空单）
+ * ↓
+ * state = ACTIVE（每根K线反复执行以下循环）
+ * ↓
+ * onKline() → processLongGrid() + processShortGrid()
+ * ├── 匹配队列元素 → 队列补偿 → 保证金检查
+ * ├── 首元素方向：挂条件开仓单 → 订单ID + GridElement状态同步
+ * └── 反向守卫：在 downGrid 位置挂对向单（价格区间+trigger方向校验）
+ * ↓
+ * onOrderUpdate() ← futures.orders / futures.autoorders 推送
+ * ├── 匹配止盈单ID → 清空止盈状态（已成交）
+ * └── 匹配挂单ID → 挂止盈条件单 → 止盈ID + GridElement状态同步
+ * ↓
+ * onPositionClose() → cumulativePnl 累加
+ * ├── ≥ overallTp → STOPPED
+ * └── ≤ -maxLoss → STOPPED
* </pre>
*
- * <h3>队列转移规则</h3>
- * <ul>
- * <li><b>空仓队列触发</b>（processShortGrid）：matched 元素从空仓队列移除，
- * 尾部递减 step 补充新元素；多仓队列以首元素（最小价）递减 step 生成新元素加入。</li>
- * <li><b>多仓队列触发</b>（processLongGrid）：matched 元素从多仓队列移除，
- * 尾部递增 step 补充新元素；空仓队列以首元素（最高价）递增 step 生成新元素加入。</li>
- * <li>队列容量超限时截断尾部，保持固定容量。</li>
- * </ul>
- *
- * <h3>止盈机制</h3>
- * <ul>
- * <li>网格触发时，挂条件单的回调中将订单 ID 和止盈价存入 currentLongOrderIds / currentShortOrderIds Map。</li>
- * <li>条件单成交后，{@code futures.orders} 推送触发 {@link #onOrderUpdate}，
- * 通过订单 ID 取出止盈价，创建止盈条件单（plan-close-*-position）。</li>
- * <li>止盈条件单：以触发价监控（price_type=最新价，strategy_type=价格触发），
- * 到达后以市价 IOC 平仓（reduce_only=true，price="0"）。</li>
- * </ul>
- *
- * <h3>反向条件单条件</h3>
+ * <h3>仓位线动态调整</h3>
* <pre>
- * newFirstPrice > shortEntryPrice AND newFirstPrice < longEntryPrice
- * AND 反向持仓张数 < 3
+ * onPositionUpdate() 中仓位均价变化后：
+ * longEntryPrice ↑ → 取消 高于 longEntryPrice 的空仓挂单（避免逆势空单）
+ * shortEntryPrice ↓ → 取消 低于 shortEntryPrice 的多仓挂单（避免逆势多单）
* </pre>
- * 满足条件时以 newFirstPrice ± step 为止盈价直接挂市价单，通过订单订阅自动挂止盈。
*
- * <h3>未实现盈亏公式（正向合约）</h3>
+ * <h3>关键公式</h3>
* <pre>
- * 多仓: 持仓量 × 合约乘数 × (计价价格 − 开仓均价)
- * 空仓: 持仓量 × 合约乘数 × (开仓均价 − 计价价格)
+ * step = shortBaseEntryPrice × gridRate ← 网格绝对步长
+ * minTick = 10^(-priceScale) ← 交易所最小价格单位
+ * 多止盈 = gridPrice + (step - minTick) ← 多仓止盈价
+ * 空止盈 = gridPrice - (step - minTick) ← 空仓止盈价
+ * 单笔盈利 = (step - minTick) × contractMultiplier × quantity ← USDT
* </pre>
- * 计价价格支持切换：{@link GateConfig.PnLPriceMode#LAST_PRICE 最新成交价} 或
- * {@link GateConfig.PnLPriceMode#MARK_PRICE 标记价格}（通过 {@link #setMarkPrice(BigDecimal)} 注入）。
- * 入场价和持仓量由 {@link #onPositionUpdate(String, Position.ModeEnum, BigDecimal, BigDecimal)} 实时更新。
+ *
+ * <h3>线程模型</h3>
+ * 所有 WS 回调（onKline/onPositionUpdate/onOrderUpdate 等）在 WS 回调线程中串行执行。
+ * 下单/撤单操作提交到 GateTradeExecutor 的单线程池异步执行，避免阻塞 WS 线程。
+ * stopGrid() 会将 state 设为 STOPPED，后续所有 WS 回调直接返回不再处理。
*
* @author Administrator
*/
@@ -130,6 +113,8 @@
private final List<BigDecimal> shortPriceQueue = Collections.synchronizedList(new ArrayList<>());
/** 多仓价格队列，升序排列（小→大），容量 gridQueueSize */
private final List<BigDecimal> longPriceQueue = Collections.synchronizedList(new ArrayList<>());
+ private final List<BigDecimal> totalLongPriceQueue = Collections.synchronizedList(new ArrayList<>());
+ private final List<BigDecimal> totalShortPriceQueue = Collections.synchronizedList(new ArrayList<>());
/** 当前多仓条件单映射：订单ID → 止盈价格，订单成交后通过订单订阅推送匹配止盈 */
private final Map<String, BigDecimal> currentLongOrderIds = Collections.synchronizedMap(new LinkedHashMap<>());
@@ -150,6 +135,18 @@
/** 多头是否活跃（有仓位） */
private volatile boolean longActive = false;
+ /** 当前已完成轮数，每次盈利重启时+1 */
+ private volatile int currentRound = 0;
+
+ /** 多头累计止损次数（始终递增，加仓订单成交后归零） */
+ private volatile int accumulatedLongLossCount = 0;
+ /** 空头累计止损次数（始终递增，加仓订单成交后归零） */
+ private volatile int accumulatedShortLossCount = 0;
+ /** 最近触发止损的多头网格ID */
+ private volatile int lastLongStopLossGridId = Integer.MAX_VALUE;
+ /** 最近触发止损的空头网格ID */
+ private volatile int lastShortStopLossGridId = Integer.MAX_VALUE;
+
private volatile BigDecimal lastKlinePrice;
private volatile BigDecimal markPrice = BigDecimal.ZERO;
private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
@@ -160,6 +157,7 @@
private volatile BigDecimal shortPositionSize = BigDecimal.ZERO;
private Long userId;
private volatile BigDecimal initialPrincipal = BigDecimal.ZERO;
+ private volatile GateKlineWebSocketClient wsClient;
public GateGridTradeService(GateConfig config) {
this.config = config;
@@ -315,11 +313,33 @@
baseShortOpened = false;
longActive = false;
shortActive = false;
+ accumulatedLongLossCount = 0;
+ accumulatedShortLossCount = 0;
+ lastLongStopLossGridId = Integer.MAX_VALUE;
+ lastShortStopLossGridId = Integer.MAX_VALUE;
shortPriceQueue.clear();
longPriceQueue.clear();
+ totalShortPriceQueue.clear();
+ totalLongPriceQueue.clear();
currentLongOrderIds.clear();
currentShortOrderIds.clear();
- log.info("[Gate] 网格策略已启动");
+ // 每次重启重新获取当前本金
+ refreshInitialPrincipal();
+ currentRound = 0;
+
+ log.info("[Gate] 网格策略已启动, 当前本金: {} USDT", initialPrincipal);
+ }
+
+ /**
+ * 重新获取当前账户权益作为初始本金。
+ */
+ private void refreshInitialPrincipal() {
+ try {
+ FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
+ this.initialPrincipal = new BigDecimal(account.getTotal());
+ } catch (Exception e) {
+ log.warn("[Gate] 获取初始化本金失败，使用旧值: {}", initialPrincipal);
+ }
}
/**
@@ -329,6 +349,7 @@
public void stopGrid() {
state = StrategyState.STOPPED;
executor.cancelAllPriceTriggeredOrders();
+ closeExistingPositions();
executor.shutdown();
log.info("[Gate] 策略已停止, 累计盈亏: {}", cumulativePnl);
}
@@ -354,37 +375,115 @@
* @param closePrice K 线收盘价（即当前最新成交价）
*/
public void onKline(BigDecimal closePrice) {
+
+ log.info("当前价：{}", closePrice);
+
lastKlinePrice = closePrice;
- updateUnrealizedPnl();
- if (state == StrategyState.STOPPED) {
- return;
- }
//初始化0位置的开仓，并且用空的开仓价格，作为价格基准来划分网格
if (state == StrategyState.WAITING_KLINE) {
+ if (wsClient == null || !wsClient.areAllSubscribed()) {
+ return;
+ }
+
state = StrategyState.OPENING;
- log.info("[Gate] 首根K线到达，开基底仓位...");
- executor.openLong(config.getQuantity(), (orderId) -> {
+
+ String size = config.getBaseQuantity();
+ log.info("[Gate] 首根K线到达，开基底仓位 多空各{}张...", size);
+ executor.openLong(size, (orderId) -> {
TraderParam baseLongTp = TraderParam.builder()
.entryOrderId(orderId)
.build();
config.setBaseLongTraderParam(baseLongTp);
}, null);
- executor.openShort(negate(config.getQuantity()), (orderId) -> {
+ executor.openShort(negate(size), (orderId) -> {
TraderParam baseShortTp = TraderParam.builder()
.entryOrderId(orderId)
.build();
config.setBaseShortTraderParam(baseShortTp);
}, null);
-
return;
}
- if (state != StrategyState.ACTIVE) {
+ // 异步检查盈亏，避免 REST 调用阻塞 WS 心跳导致 Socket closed
+ executor.submitTask(this::checkProfitAndReset);
+
+ if (state == StrategyState.ACTIVE &&
+ config.isPriceDriveEnabled() &&
+ longActive == false &&
+ longPositionSize.compareTo(BigDecimal.ZERO) == 0){
+ processShortGrid(closePrice);
+ }
+
+
+ if (state == StrategyState.ACTIVE &&
+ config.isPriceDriveEnabled() &&
+ shortActive == false &&
+ shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
+ processLongGrid(closePrice);
+ }
+ }
+
+ /** Gate 永续合约 taker 费率 0.05% */
+ private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.001");
+ private void checkProfitAndReset() {
+ if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
return;
}
- processLongGrid(closePrice);
- processShortGrid(closePrice);
+ try {
+
+ BigDecimal target = initialPrincipal.add(config.getExpectedProfit());
+
+ FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
+ // 预估平仓手续费 = 持仓量 × 合约乘数 × 入场价 × taker费率
+ BigDecimal multiplier = config.getContractMultiplier();
+ BigDecimal longCloseFee = BigDecimal.ZERO;
+ if (longPositionSize.compareTo(BigDecimal.ZERO) > 0 && longEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
+ longCloseFee = longPositionSize.multiply(multiplier).multiply(longEntryPrice).multiply(TAKER_FEE_RATE);
+ }
+ BigDecimal shortCloseFee = BigDecimal.ZERO;
+ if (shortPositionSize.compareTo(BigDecimal.ZERO) > 0 && shortEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
+ shortCloseFee = shortPositionSize.multiply(multiplier).multiply(shortEntryPrice).multiply(TAKER_FEE_RATE);
+ }
+ BigDecimal estimatedCloseFee = longCloseFee.add(shortCloseFee);
+
+ BigDecimal totalEquity = new BigDecimal(account.getTotal())
+ .add(new BigDecimal(account.getUnrealisedPnl()))
+ .subtract(estimatedCloseFee);
+
+ if (totalEquity.compareTo(target) > 0) {
+ currentRound++;
+ int maxRounds = config.getRounds();
+ log.info("[Gate] 盈亏达标(净权益{}→含手续费-{}=实际{}>目标{})，第{}轮完成",
+ new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl())),
+ estimatedCloseFee, totalEquity, target, currentRound);
+
+ if (maxRounds > 0 && currentRound >= maxRounds) {
+ log.info("[Gate] 已达到运行轮数上限({})，策略停止", maxRounds);
+ stopGrid();
+ return;
+ }
+
+ log.info("[Gate] 重置策略，开始第{}轮...", currentRound);
+ state = StrategyState.STOPPED;
+ try {
+ futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
+ } catch (ApiException e) {
+ e.printStackTrace();
+ }
+ closeExistingPositions();
+ // 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
+ executor.submitTask(() -> {
+ try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
+ // 注意：startGrid() 会将 currentRound 归零，这里需要保留
+ int savedRound = currentRound;
+ startGrid();
+ currentRound = savedRound;
+ });
+ }
+ } catch (Exception e) {
+ log.warn("[Gate] 盈亏检查失败", e);
+ }
}
// ---- 仓位推送回调 ----
@@ -399,7 +498,6 @@
* <li>首次开仓（基底）：标记 baseOpened=true，记录基底入场价，双基底都成交后生成网格队列</li>
* <li>仓位净减少（size.abs() < 之前记录值）：止盈平仓后 → 检查反向条件单条件 →
* 满足时以 entryPrice ± step 为止盈价挂反向市价单（订单ID + 止盈价存入 Map）</li>
- * <li>仓位净增加或不变：仅更新 positionSize，止盈由 {@link #onOrderUpdate} 通过订单订阅匹配处理</li>
* </ul>
* </li>
* <li><b>无仓位 (size = 0)</b>：清空活跃标记和持仓量</li>
@@ -419,41 +517,72 @@
}
boolean hasPosition = size.abs().compareTo(BigDecimal.ZERO) > 0;
-
- if (Position.ModeEnum.DUAL_LONG == mode) {
- if (hasPosition) {
+ if (state == StrategyState.OPENING){
+ if (Position.ModeEnum.DUAL_LONG == mode && hasPosition && !baseLongOpened) {
longActive = true;
+ longPositionSize = size;
longEntryPrice = entryPrice;
- if (!baseLongOpened) {
- longPositionSize = size;
- longBaseEntryPrice = entryPrice;
- baseLongOpened = true;
- log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
- tryGenerateQueues();
- }else {
- longPositionSize = size;
- }
- } else {
- longActive = false;
- longPositionSize = BigDecimal.ZERO;
- }
- } else if (Position.ModeEnum.DUAL_SHORT == mode) {
- if (hasPosition) {
+ longBaseEntryPrice = entryPrice;
+ baseLongOpened = true;
+ log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
+ tryGenerateQueues();
+ } else if (Position.ModeEnum.DUAL_SHORT == mode && hasPosition && !baseShortOpened) {
shortActive = true;
+ shortPositionSize = size.abs();
shortEntryPrice = entryPrice;
- if (!baseShortOpened) {
- shortPositionSize = size.abs();
- shortBaseEntryPrice = entryPrice;
- baseShortOpened = true;
- log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
- tryGenerateQueues();
- }else {
- shortPositionSize = size.abs();
- }
- } else {
- shortActive = false;
- shortPositionSize = BigDecimal.ZERO;
+ shortBaseEntryPrice = entryPrice;
+ baseShortOpened = true;
+ log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
+ tryGenerateQueues();
}
+ }
+
+ if (state == StrategyState.ACTIVE){
+ if (Position.ModeEnum.DUAL_LONG == mode) {
+ if (hasPosition) {
+ longActive = true;
+ longPositionSize = size;
+ longEntryPrice = entryPrice;
+ } else {
+
+ log.info("[Gate-0]多仓: {}", shortBaseEntryPrice);
+ longActive = false;
+ longPositionSize = BigDecimal.ZERO;
+ longEntryPrice = BigDecimal.ZERO;
+ }
+ } else if (Position.ModeEnum.DUAL_SHORT == mode) {
+ if (hasPosition) {
+ shortActive = true;
+ shortPositionSize = size.abs();
+ shortEntryPrice = entryPrice;
+ } else {
+
+ log.info("[Gate-0]空仓: {}", shortBaseEntryPrice);
+ shortActive = false;
+ shortPositionSize = BigDecimal.ZERO;
+ shortEntryPrice = BigDecimal.ZERO;
+ }
+ }
+ }
+
+ if (state == StrategyState.ACTIVE && shortActive == false && longActive == false) {
+ try {
+ futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
+ } catch (ApiException e) {
+ e.printStackTrace();
+ }
+ closeExistingPositions();
+
+ state = StrategyState.STOPPED;
+ // 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
+ executor.submitTask(() -> {
+ try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
+ int savedRound = currentRound;
+ startGrid();
+ currentRound = savedRound;
+ });
+ log.info("[Gate] 重置策略");
+ return;
}
}
@@ -475,114 +604,164 @@
return;
}
cumulativePnl = cumulativePnl.add(pnl);
- log.info("[Gate] 盈亏累加:{}, 方向:{}, 累计:{}", pnl, side, cumulativePnl);
+ updateUnrealizedPnl();
+ BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl);
+ log.info("[Gate] 已实现:{}, 未实现:{}, 合计:{}",
+ cumulativePnl, unrealizedPnl, totalPnl);
+ if(totalPnl.compareTo(config.getMaxLoss().negate()) <= 0) {
+ String logMessage = StrUtil.format("[Gate] 已达亏损风险值(合计{}), 已实现:{}, 未实现:{}",
+ totalPnl, cumulativePnl, unrealizedPnl);
+ log.info(logMessage);
- if (cumulativePnl.compareTo(config.getOverallTp()) >= 0) {
- log.info("[Gate] 已达止盈目标 {}→已停止", cumulativePnl);
- state = StrategyState.STOPPED;
- } else if (cumulativePnl.compareTo(config.getMaxLoss().negate()) <= 0) {
- log.info("[Gate] 已达亏损上限 {}→已停止", cumulativePnl);
- state = StrategyState.STOPPED;
+ DingTalkUtils.getDefault().sendActionCard("风险提醒", logMessage, config.getApiKey(), "");
}
}
- // ---- 订单推送回调 ----
/**
- * 订单推送回调。由 OrdersChannelHandler 在收到订单更新推送时调用。
+ * 自动订单（条件单）状态变更回调。
+ * 由 {@link com.xcong.excoin.modules.gateApi.wsHandler.handler.AutoOrdersChannelHandler}
+ * 在收到 {@code futures.autoorders} 推送时调用。
*
- * <h3>处理逻辑</h3>
- * 当订单状态为 finished 且 finish_as 为 filled 时，
- * 从 {@link #currentLongOrderIds} / {@link #currentShortOrderIds} 中匹配订单ID，
- * 取出止盈价格并挂止盈单。匹配成功后从 Map 中移除该条目，防止重复挂单。
- *
- * @param orderId 订单 ID
- * @param status 订单状态（open / finished）
- * @param finishAs 订单结束方式（filled / cancelled / ioc 等）
+ * @param orderId 条件单 ID
+ * @param status 订单状态（open / finished / cancelled）
+ * @param reason 变更原因
+ * @param orderType 订单类型（plan-close-long-position 等）
*/
- public void onOrderUpdate(String orderId, String status, String finishAs) {
- if (!"finished".equals(status) || !"filled".equals(finishAs)) {
+ public void onAutoOrder(String orderId, String status, String reason, String orderType, String tradeId) {
+ if (state == StrategyState.STOPPED) {
+ return;
+ }
+ log.info("[Gate] 条件单状态变更, id:{}, status:{}, reason:{}, order_type:{}",
+ orderId, status, reason, orderType);
+ if (!"finished".equals(status)) {
return;
}
- /**
- * 匹配止盈单止盈
- */
- GridElement byLongTakeProfitOrderId = GridElement.findByLongTakeProfitOrderId(orderId);
- if (byLongTakeProfitOrderId != null){
- longTakeProfitTraderIdParam(
- byLongTakeProfitOrderId,
- null,
- false
- );
- longEntryTraderIdParam(
- byLongTakeProfitOrderId,
- null,
- false
- );
+ GridElement longStopLossElem = GridElement.findByLongStopLossOrderId(orderId);
+ if (longStopLossElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
+ handleLongStopLossTriggered(longStopLossElem, orderId);
+ return;
}
- GridElement byShortTakeProfitOrderId = GridElement.findByShortTakeProfitOrderId(orderId);
- if (byShortTakeProfitOrderId != null){
- shortTakeProfitTraderIdParam(
- byShortTakeProfitOrderId,
- null,
- false
- );
- shortEntryTraderIdParam(
- byShortTakeProfitOrderId,
- null,
- false
- );
+ GridElement shortStopLossElem = GridElement.findByShortStopLossOrderId(orderId);
+ if (shortStopLossElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
+ handleShortStopLossTriggered(shortStopLossElem, orderId);
+ return;
}
- /**
- * 匹配挂单
- */
- GridElement longGridElement = GridElement.findByLongOrderId(orderId);
- if (longGridElement != null) {
- if (longGridElement.isHasLongOrder()){
- if (longGridElement.getLongTakeProfitOrderId() == null){
- BigDecimal longTp = longGridElement.getLongTraderParam().getTakeProfitPrice();
- if (longTp != null) {
- executor.placeTakeProfit(longTp,
- FuturesPriceTrigger.RuleEnum.NUMBER_1,
- ORDER_TYPE_CLOSE_LONG,
- negate(config.getQuantity()),
- (profitId) -> {
- longTakeProfitTraderIdParam(
- longGridElement,
- profitId,
- true
- );
- });
- log.info("[Gate] 多单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, longTp, negate(config.getQuantity()));
- return;
- }
- }
- }
- }
GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
if (shortGridElement != null) {
- if (shortGridElement.isHasShortOrder()){
- if (shortGridElement.getShortTakeProfitOrderId() == null){
- BigDecimal shortTp = shortGridElement.getShortTraderParam().getTakeProfitPrice();
- if (shortTp != null) {
- executor.placeTakeProfit(shortTp,
- FuturesPriceTrigger.RuleEnum.NUMBER_2,
- ORDER_TYPE_CLOSE_SHORT,
- config.getQuantity(),
- (profitId) -> {
- shortTakeProfitTraderIdParam(
- shortGridElement,
- profitId,
- true
- );
- });
- log.info("[Gate] 空单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, shortTp, config.getQuantity());
+ if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
+ int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
+ shortEntryTraderIdParam(shortGridElement, orderId, false);
+
+ // 防重入：同一网格存在多个入场单且相近时间成交时，只处理第一次 extend，
+ // 后续成交打标 pendingReExtend，延展完成后自动用最新仓位重挂一次。
+ if (shortGridElement.isExtendStopLossInProgress()) {
+ shortGridElement.setPendingStopLossReExtend(true);
+ log.info("[Gate] 空单成交 gridId:{}, 止损追单已在进行中，标记待重挂, orderId:{}",
+ shortGridElement.getId(), orderId);
+ return;
+ }
+ shortGridElement.setExtendStopLossInProgress(true);
+
+ lastShortStopLossGridId = Integer.MAX_VALUE;
+ // [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
+ 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);
+ log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
+
+
+
+ checkShortStopLongProfit(accumulatedShortLossCount, shortGridElement.getId() + 2);
+
+ }
+ }
+ GridElement longGridElement = GridElement.findByLongOrderId(orderId);
+ if (longGridElement != null) {
+ if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")){
+
+ int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
+ longEntryTraderIdParam(longGridElement, orderId, false);
+
+ // 防重入：同一网格存在多个入场单且相近时间成交时，只处理第一次 extend，
+ // 后续成交打标 pendingReExtend，延展完成后自动用最新仓位重挂一次。
+ if (longGridElement.isExtendStopLossInProgress()) {
+ longGridElement.setPendingStopLossReExtend(true);
+ log.info("[Gate] 多单成交 gridId:{}, 止损追单已在进行中，标记待重挂, orderId:{}",
+ longGridElement.getId(), orderId);
+ return;
+ }
+ longGridElement.setExtendStopLossInProgress(true);
+
+ lastLongStopLossGridId = Integer.MAX_VALUE;
+ // [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
+ 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);
+ log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
+
+
+ checkLongStopShortProfit(accumulatedLongLossCount, longGridElement.getId() -2);
+
+ }
+ }
+ }
+
+
+ /**
+ * 查询交易所当前持仓张数（绝对值）。加仓/开仓后重挂止盈止损时调用，
+ * 绕过本地 WS 推送缓存避免时序竞态，直接拿到交易所权威数据。
+ *
+ * @param mode 持仓模式（DUAL_LONG / DUAL_SHORT）
+ * @return 持仓张数（绝对值），查询失败返回 0
+ */
+ private int queryPositionSize(Position.ModeEnum mode) {
+ Position p = queryPosition(mode);
+ if (p != null) {
+ return new BigDecimal(p.getSize()).abs().intValue();
+ }
+ return 0;
+ }
+
+ /**
+ * 查询交易所当前持仓均价，绕过本地 WS 推送缓存避免时序竞态。
+ *
+ * @param mode 持仓模式（DUAL_LONG / DUAL_SHORT）
+ * @return 持仓均价，无持仓或查询失败返回 BigDecimal.ZERO
+ */
+ private BigDecimal queryEntryPrice(Position.ModeEnum mode) {
+ Position p = queryPosition(mode);
+ if (p != null && p.getEntryPrice() != null) {
+ return new BigDecimal(p.getEntryPrice());
+ }
+ return BigDecimal.ZERO;
+ }
+
+ /**
+ * 查询指定模式的持仓对象。
+ */
+ private Position queryPosition(Position.ModeEnum mode) {
+ try {
+ List<Position> positions = futuresApi.listPositions(SETTLE).execute();
+ if (positions != null) {
+ for (Position p : positions) {
+ if (mode == p.getMode() && config.getContract().equals(p.getContract())) {
+ return p;
}
}
}
+ } catch (Exception e) {
+ log.warn("[Gate] 查询{}持仓失败", mode, e);
}
+ return null;
}
// ---- 网格队列处理 ----
@@ -597,92 +776,142 @@
* 止盈价 = 触发价 − step，通过 onSuccess 回调将 orderId → 止盈价存入 currentShortOrderIds</li>
* <li>状态切换为 ACTIVE</li>
* </ol>
- * 条件单成交后由 {@link #onOrderUpdate} 匹配止盈价并挂止盈条件单。
*/
private void tryGenerateQueues() {
if (baseLongOpened && baseShortOpened) {
- //初始化空仓队列
generateShortQueue();
- //初始化多仓队列
generateLongQueue();
- //初始化网格数据
updateGridElements();
- /**
- * 挂初始位置多空仓条件单
- * 0位置的多单止盈
- * 0位置的空单止盈
- */
GridElement baseGridElement = GridElement.findById(0);
TraderParam baseLongTraderParam = config.getBaseLongTraderParam();
baseGridElement.setLongOrderId(baseLongTraderParam.getEntryOrderId());
- //0位置的网格的多单止盈
- BigDecimal upTakeProfitPrice = baseGridElement.getLongTraderParam().getTakeProfitPrice();
- executor.placeTakeProfit(
- upTakeProfitPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_1,
- ORDER_TYPE_CLOSE_LONG,
- negate(config.getQuantity()),
- profitId -> {
- longTakeProfitTraderIdParam(
- baseGridElement,
- profitId,
- true
- );
- }
- );
- //0位置的网格的空单止盈
+ baseGridElement.setHasLongOrder(true);
TraderParam baseShortTraderParam = config.getBaseShortTraderParam();
baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
- BigDecimal downTakeProfitPrice = baseGridElement.getShortTraderParam().getTakeProfitPrice();
- executor.placeTakeProfit(
- downTakeProfitPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_2,
- ORDER_TYPE_CLOSE_SHORT,
- config.getQuantity(),
- profitId -> {
- shortTakeProfitTraderIdParam(
- baseGridElement,
- profitId,
- true
- );
- }
- );
+ baseGridElement.setHasShortOrder(true);
- /**
- * 挂初始位置的up位置的多单
- * 挂初始位置的down位置的空单
- */
- Integer upId = baseGridElement.getUpId();
- GridElement upGridElementOne = GridElement.findById(upId);
- BigDecimal longTp = upGridElementOne.getGridPrice();
- executor.placeConditionalEntryOrder(
- longTp,
- FuturesPriceTrigger.RuleEnum.NUMBER_1,
- config.getQuantity(),
- orderId -> {
- longEntryTraderIdParam(
- upGridElementOne,
- orderId,
- true
- );
- },
- null);
- Integer downId = baseGridElement.getDownId();
- GridElement downGridElementOne = GridElement.findById(downId);
- BigDecimal shortTp = downGridElementOne.getGridPrice();
- executor.placeConditionalEntryOrder(
- shortTp,
- FuturesPriceTrigger.RuleEnum.NUMBER_2,
- negate(config.getQuantity()),
- orderId -> {
- shortEntryTraderIdParam(
- downGridElementOne,
- orderId,
- true
- );
- },
- null);
+// // 空仓止损对应的多仓止盈：多仓止盈挂在ID=3
+// int tpGridIdLong = 3;
+// GridElement tpElemLong = GridElement.findById(tpGridIdLong);
+// BigDecimal triggerPriceLong = tpElemLong.getGridPrice();
+// String sizeLong = config.getBaseQuantity();
+// executor.placeTakeProfit(
+// triggerPriceLong,
+// FuturesPriceTrigger.RuleEnum.NUMBER_1,
+// ORDER_TYPE_CLOSE_LONG,
+// negate(sizeLong),
+// profitId -> {
+// tpElemLong.setLongTakeProfitOrderId(profitId);
+// GridElement.refreshIndices();
+// log.info("[Gate] 多仓止盈已挂(gridId:{}多止盈), 触发价:{}, takeProfitId:{}",
+// tpGridIdLong, triggerPriceLong, profitId);
+// }
+// );
+//
+//
+// // 多仓止损对应的空仓止盈：空仓止盈挂在ID=-3
+// int tpGridIdShort = -3;
+// GridElement tpElemShort = GridElement.findById(tpGridIdShort);
+// BigDecimal triggerPriceShort = tpElemShort.getGridPrice();
+// String sizeShort = config.getBaseQuantity();
+// executor.placeTakeProfit(
+// triggerPriceShort,
+// FuturesPriceTrigger.RuleEnum.NUMBER_2,
+// ORDER_TYPE_CLOSE_SHORT,
+// sizeShort,
+// profitId -> {
+// tpElemShort.setShortTakeProfitOrderId(profitId);
+// GridElement.refreshIndices();
+// log.info("[Gate] 空仓止盈已挂(gridId:{}空止盈), 触发价:{}, takeProfitId:{}",
+// tpGridIdShort, triggerPriceShort, profitId);
+// }
+// );
+
+// int shortTime = 2;
+// GridElement elemShort = GridElement.findById(shortTime);
+// if (elemShort != null) {
+// BigDecimal triggerPrice = elemShort.getGridPrice();
+// String size = config.getBaseQuantity();
+// executor.placeTakeProfit(
+// triggerPrice,
+// FuturesPriceTrigger.RuleEnum.NUMBER_1,
+// ORDER_TYPE_CLOSE_SHORT,
+// size,
+// profitId -> {
+// elemShort.addShortStopLossOrderId(profitId);
+// GridElement.refreshIndices();
+// log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", shortTime, triggerPrice, profitId);
+// }
+// );
+// }
+//
+//
+// int longTime = -2;
+// GridElement elemLong = GridElement.findById(longTime);
+// if (elemLong != null) {
+// BigDecimal triggerPrice = elemLong.getGridPrice();
+// String size = config.getBaseQuantity();
+// executor.placeTakeProfit(
+// triggerPrice,
+// FuturesPriceTrigger.RuleEnum.NUMBER_2,
+// ORDER_TYPE_CLOSE_LONG,
+// negate(size),
+// profitId -> {
+// elemLong.addLongStopLossOrderId(profitId);
+// GridElement.refreshIndices();
+// log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", longTime, triggerPrice, profitId);
+// }
+// );
+// }
+
+ int shortTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
+ for (int id = 2; id <= shortTime; id++) {
+ GridElement elem = GridElement.findById(id);
+ if (elem == null) {
+ continue;
+ }
+ BigDecimal triggerPrice = elem.getGridPrice();
+ String size = config.getQuantity();
+ int finalId = id;
+ executor.placeTakeProfit(
+ triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_SHORT,
+ size,
+ profitId -> {
+ elem.addShortStopLossOrderId(profitId);
+ GridElement.refreshIndices();
+ log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
+ }
+ );
+ }
+
+
+
+ int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
+ for (int id = -2; id >= -longTime; id--) {
+ GridElement elem = GridElement.findById(id);
+ if (elem == null) {
+ continue;
+ }
+ BigDecimal triggerPrice = elem.getGridPrice();
+ String size = config.getQuantity();
+ int finalId = id;
+ executor.placeTakeProfit(
+ triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_LONG,
+ negate(size),
+ profitId -> {
+ elem.addLongStopLossOrderId(profitId);
+ GridElement.refreshIndices();
+ log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
+ }
+ );
+ }
+
+ log.info("[Gate] 止损止盈单已全部挂完, 空仓止损:2~{}, 多仓止损:-2~-{}", shortTime, longTime);
state = StrategyState.ACTIVE;
}
@@ -716,8 +945,14 @@
TraderParam tp = baseElement.getLongTraderParam();
tp.setEntryOrderId(entryId);
tp.setEntryOrderPlaced(flag);
- baseElement.setHasLongOrder(flag);
- baseElement.setLongOrderId(entryId);
+ if (flag && entryId != null) {
+ baseElement.addLongOrderId(entryId);
+ baseElement.setHasLongOrder(true);
+ } else if (!flag && entryId != null) {
+ baseElement.removeLongOrderId(entryId);
+ // 只有列表全部清空才关闭预置标志，避免还有未成交挂单时被 processGrid 误判
+ baseElement.setHasLongOrder(baseElement.hasLongOrderIds());
+ }
GridElement.refreshIndices();
}
@@ -727,8 +962,14 @@
TraderParam tp = baseElement.getShortTraderParam();
tp.setEntryOrderId(entryId);
tp.setEntryOrderPlaced(flag);
- baseElement.setHasShortOrder(flag);
- baseElement.setShortOrderId(entryId);
+ if (flag && entryId != null) {
+ baseElement.addShortOrderId(entryId);
+ baseElement.setHasShortOrder(true);
+ } else if (!flag && entryId != null) {
+ baseElement.removeShortOrderId(entryId);
+ // 只有列表全部清空才关闭预置标志，避免还有未成交挂单时被 processGrid 误判
+ baseElement.setHasShortOrder(baseElement.hasShortOrderIds());
+ }
GridElement.refreshIndices();
}
@@ -740,12 +981,17 @@
*/
private void generateShortQueue() {
shortPriceQueue.clear();
+ totalShortPriceQueue.clear();
+ totalLongPriceQueue.clear();
int prec = config.getPriceScale();
BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(prec, RoundingMode.HALF_UP);
config.setStep(step);
BigDecimal elem = shortBaseEntryPrice.subtract(step).setScale(prec, RoundingMode.HALF_UP);
for (int i = 0; i < config.getGridQueueSize(); i++) {
shortPriceQueue.add(elem);
+ totalLongPriceQueue.add( elem);
+ totalShortPriceQueue.add( elem);
+
elem = elem.subtract(step).setScale(prec, RoundingMode.HALF_UP);
if (elem.compareTo(BigDecimal.ZERO) <= 0) {
break;
@@ -767,10 +1013,16 @@
BigDecimal elem = shortBaseEntryPrice.add(step).setScale(prec, RoundingMode.HALF_UP);
for (int i = 0; i < config.getGridQueueSize(); i++) {
longPriceQueue.add(elem);
+ totalLongPriceQueue.add( elem);
+ totalShortPriceQueue.add( elem);
elem = elem.add(step).setScale(prec, RoundingMode.HALF_UP);
}
longPriceQueue.sort(BigDecimal::compareTo);
log.info("[Gate] 多队列:{}", longPriceQueue);
+ totalShortPriceQueue.sort((a, b) -> b.compareTo(a));
+ log.info("[Gate] 队列从大到小:{}", totalShortPriceQueue);
+ totalLongPriceQueue.sort(BigDecimal::compareTo);
+ log.info("[Gate] 队列从小到大:{}", totalLongPriceQueue);
}
/**
@@ -791,9 +1043,11 @@
List<GridElement> elements = new ArrayList<>();
int shortSize = shortPriceQueue.size();
int longSize = longPriceQueue.size();
- BigDecimal step = config.getStep().subtract(config.getContractMultiplier());
- String qty = config.getQuantity();
+ //根据精度转换成小数
int prec = config.getPriceScale();
+ BigDecimal step = config.getStep();
+// String qty = config.getBaseQuantity();
+ String qty = config.getQuantity();
// 空仓队列：id 从 -1 自减, shortPriceQueue[i] → id=-(i+1)
for (int i = 0; i < shortSize; i++) {
@@ -841,8 +1095,8 @@
elements.add(GridElement.builder()
.id(0)
.gridPrice(price)
- .upId(shortSize > 0 ? 1 : null)
- .downId(longSize > 0 ? -1 : null)
+ .upId(longSize > 0 ? 1 : null)
+ .downId(shortSize > 0 ? -1 : null)
.longTraderParam(longParam)
.shortTraderParam(shortParam)
.build());
@@ -880,346 +1134,829 @@
log.info("[Gate] 网格元素列表已构建, 共{}个元素 (空仓:{} 位置:0 多仓:{})", elements.size(), shortSize, longSize);
}
- /**
- * 空仓网格处理（当前价跌破空仓队列元素）。
- *
- * <h3>匹配规则</h3>
- * 遍历空仓队列（降序排列，大→小），收集所有大于当前价的元素为 matched。
- * 降序排列保证一旦遇到 price ≤ currentPrice 即可停止遍历。
- *
- * <h3>执行流程</h3>
- * <ol>
- * <li>匹配队列元素 → 为空则直接返回，不触发</li>
- * <li>空仓队列：移除 matched 元素，从尾部递减 step 补充等量新元素，重新降序排序</li>
- * <li>多仓队列：<b>不再更新</b>（队列转移逻辑已移除）</li>
- * <li>保证金检查 → 不安全则跳过挂单（队列照常更新），安全则继续</li>
- * <li>挂新空仓条件单（触发价 = newShortFirst，rule=NUMBER_2，止盈 = newShortFirst − step，
- * orderId → 止盈价存入 currentShortOrderIds）</li>
- * <li>多仓条件单守卫：newLongFirst = newShortFirst + step × 2，
- * 若 newLongFirst < longEntryPrice → 挂多仓条件单（止盈 = newLongFirst + step，
- * orderId → 止盈价存入 currentLongOrderIds）</li>
- * </ol>
- * 条件单成交后由 {@link #onOrderUpdate} 匹配止盈价并挂止盈条件单。
- * 反向条件单不再在此处理，改为在 {@link #onPositionUpdate} 仓位净减少时触发。
- *
- * @param currentPrice 当前 K 线收盘价（最新成交价）
- */
+
private void processShortGrid(BigDecimal currentPrice) {
- int prec = config.getPriceScale();
- List<BigDecimal> matched = new ArrayList<>();
- synchronized (shortPriceQueue) {
- for (BigDecimal p : shortPriceQueue) {
- if (p.compareTo(currentPrice) > 0) {
- matched.add(p);
- } else {
+ BigDecimal matched = BigDecimal.ZERO;
+ synchronized (totalLongPriceQueue) {
+ for (BigDecimal p : totalLongPriceQueue) {
+ if (p.compareTo(currentPrice) >= 0) {
+ matched = p;
break;
}
}
- }
- if (matched.isEmpty()) {
- return;
- }
- log.info("[Gate] 空仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);
-
- synchronized (shortPriceQueue) {
- shortPriceQueue.removeAll(matched);
- BigDecimal min = shortPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : shortPriceQueue.get(shortPriceQueue.size() - 1);
- BigDecimal gridStep = config.getStep();
- for (int i = 0; i < matched.size(); i++) {
- min = min.subtract(gridStep).setScale(prec, RoundingMode.HALF_UP);
- shortPriceQueue.add(min);
+// log.info("[Gate-1] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
+ if (BigDecimal.ZERO.compareTo( matched) == 0) {
+ return;
}
- shortPriceQueue.sort((a, b) -> b.compareTo(a));
- }
- synchronized (longPriceQueue) {
- BigDecimal first = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(0);
- BigDecimal gridStep = config.getStep();
- for (int i = 1; i <= matched.size(); i++) {
- BigDecimal elem = first.subtract(gridStep.multiply(BigDecimal.valueOf(i))).setScale(prec, RoundingMode.HALF_UP);
- longPriceQueue.add(elem);
- }
- longPriceQueue.sort(BigDecimal::compareTo);
- while (longPriceQueue.size() > config.getGridQueueSize()) {
- longPriceQueue.remove(longPriceQueue.size() - 1);
- }
- }
+ GridElement matchedUpGridElement = GridElement.findByPrice(matched);
+ if (matchedUpGridElement != null){
+ if (!matchedUpGridElement.isHasLongOrder()){
+ Integer upId = matchedUpGridElement.getUpId();
+ GridElement newEntryGrid = GridElement.findById(upId);
- if (!isMarginSafe()) {
- log.warn("[Gate] 保证金超限，跳过挂条件单");
- } else {
+ if (newEntryGrid != null) {
- /**
- * 下一个开仓位置
- * 获取队列第一个元素的价格对应的网格
- * 判断网格是否能开空仓，如果不能则跳过
- * 前进方向挂空仓条件单
- * 后置方向挂多空条件单
- */
- //下一个开仓位置
- BigDecimal newLongFirst = shortPriceQueue.get(0);
- GridElement UpGridElement = GridElement.findByPrice(newLongFirst);
+ String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
- // 判断网格是否能开空仓，如果不能则跳过
- if (UpGridElement != null) {
+ // 向下检查是否已有多单挂在更低价格网格，有则跳过（防止价格回升后重复挂单）
+ boolean hasLongOrderBelow = false;
+ GridElement checkDownCursor = GridElement.findById(newEntryGrid.getDownId());
+ while (checkDownCursor != null) {
+ if (checkDownCursor.isHasLongOrder()) {
+ hasLongOrderBelow = true;
+ log.info("[Gate] 多仓仓位归零 gridId:{}, 下方gridId:{}已有多单, 跳过本次挂单",
+ newEntryGrid.getId(), checkDownCursor.getId());
+ break;
+ }
+ Integer nextDownId = checkDownCursor.getDownId();
+ checkDownCursor = nextDownId != null ? GridElement.findById(nextDownId) : null;
+ }
- if (!UpGridElement.isHasShortOrder()) {
-
- //挂空仓条件单
- TraderParam upShortTraderParam = UpGridElement.getShortTraderParam();
- executor.placeConditionalEntryOrder(
- upShortTraderParam.getEntryPrice(),
- FuturesPriceTrigger.RuleEnum.NUMBER_2,
- negate(upShortTraderParam.getQuantity()),
- orderId ->
- {
- shortEntryTraderIdParam(
- UpGridElement,
- orderId,
- true
- );
- },
- null
- );
+ // 向上遍历取消所有遗留多单（跳过基础入场网格0）
+ GridElement cancelCursor = GridElement.findById(newEntryGrid.getUpId());
+ while (cancelCursor != null) {
+ if (cancelCursor.isHasLongOrder()) {
+ for (String longOrderId : new ArrayList<>(cancelCursor.getLongOrderIds())) {
+ GridElement finalCancelCursor = cancelCursor;
+ executor.cancelConditionalOrder(longOrderId, oid -> {
+ longEntryTraderIdParam(finalCancelCursor, longOrderId, false);
+ log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", finalCancelCursor.getId(), longOrderId);
+ });
+ }
+ }
+ Integer nextUpId = cancelCursor.getUpId();
+ cancelCursor = nextUpId != null ? GridElement.findById(nextUpId) : 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() && !hasLongOrderBelow) {
+ 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);
+ }
+ }
}
}
-
-
-
- int i = UpGridElement.getId() + 2;
- GridElement downGridElement = GridElement.findById(i);
- if (downGridElement != null){
-
- TraderParam downLongTraderParam = downGridElement.getLongTraderParam();
- if (!downGridElement.isHasShortOrder()){
- executor.placeConditionalEntryOrder(
- downLongTraderParam.getEntryPrice(),
- FuturesPriceTrigger.RuleEnum.NUMBER_1,
- downLongTraderParam.getQuantity(),
- orderId ->
- {
- longEntryTraderIdParam(
- downGridElement,
- orderId,
- true
- );
- },
- null
- );
- }
-
- TraderParam downShortTraderParam = downGridElement.getShortTraderParam();
- BigDecimal downGridPrice = downGridElement.getGridPrice();
- if (
- !downGridElement.isHasShortOrder() &&
- downGridPrice.compareTo(longEntryPrice) <= 0 &&
- downGridPrice.compareTo(shortEntryPrice) >= 0
- ){
- executor.placeConditionalEntryOrder(
- downShortTraderParam.getEntryPrice(),
- FuturesPriceTrigger.RuleEnum.NUMBER_2,
- negate(downShortTraderParam.getQuantity()),
- orderId ->
- {
- shortEntryTraderIdParam(
- downGridElement,
- orderId,
- true
- );
- },
- null
- );
-
- }
- }
-
}
}
- /**
- * 多仓网格处理（当前价涨破多仓队列元素）。
- *
- * <h3>匹配规则</h3>
- * 遍历多仓队列（升序排列，小→大），收集所有小于当前价的元素为 matched。
- * 升序排列保证一旦遇到 price ≥ currentPrice 即可停止遍历。
- *
- * <h3>执行流程</h3>
- * <ol>
- * <li>匹配队列元素 → 为空则直接返回，不触发</li>
- * <li>多仓队列：移除 matched 元素，从尾部递增 step 补充等量新元素，重新升序排序</li>
- * <li>空仓队列：<b>不再更新</b>（队列转移逻辑已移除）</li>
- * <li>保证金检查 → 不安全则跳过挂单（队列照常更新），安全则继续</li>
- * <li>挂新多仓条件单（触发价 = newLongFirst，rule=NUMBER_1，止盈 = newLongFirst + step，
- * orderId → 止盈价存入 currentLongOrderIds）</li>
- * <li>空仓条件单守卫：newShortFirst = newLongFirst − step × 2，
- * 若 newShortFirst > shortEntryPrice → 挂空仓条件单（止盈 = newShortFirst − step，
- * orderId → 止盈价存入 currentShortOrderIds）</li>
- * </ol>
- * 条件单成交后由 {@link #onOrderUpdate} 匹配止盈价并挂止盈条件单。
- * 反向条件单不再在此处理，改为在 {@link #onPositionUpdate} 仓位净减少时触发。
- *
- * @param currentPrice 当前 K 线收盘价（最新成交价）
- */
private void processLongGrid(BigDecimal currentPrice) {
- int prec = config.getPriceScale();
- List<BigDecimal> matched = new ArrayList<>();
- synchronized (longPriceQueue) {
- for (BigDecimal p : longPriceQueue) {
- if (p.compareTo(currentPrice) < 0) {
- matched.add(p);
- } else {
+ BigDecimal matched = BigDecimal.ZERO;
+ synchronized (totalShortPriceQueue) {
+ for (BigDecimal p : totalShortPriceQueue) {
+ if (p.compareTo(currentPrice) <= 0) {
+ matched = p;
break;
}
}
+// log.info("[Gate-3] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
+ if (BigDecimal.ZERO.compareTo( matched) == 0) {
+ return;
+ }
+
+ GridElement matchedUpGridElement = GridElement.findByPrice(matched);
+ if (matchedUpGridElement != null){
+ if(!matchedUpGridElement.isHasShortOrder()){
+ Integer downId = matchedUpGridElement.getDownId();
+ GridElement newEntryGrid = GridElement.findById(downId);
+
+ if (newEntryGrid != null) {
+
+// String quantity = String.valueOf((accumulatedShortLossCount + 1) * Integer.parseInt(config.getQuantity()));
+ String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
+
+ // 向上检查是否已有空单挂在更高价格网格，有则跳过（防止价格回落后重复挂单）
+ boolean hasShortOrderAbove = false;
+ GridElement checkUpCursor = GridElement.findById(newEntryGrid.getUpId());
+ while (checkUpCursor != null) {
+ if (checkUpCursor.isHasShortOrder()) {
+ hasShortOrderAbove = true;
+ log.info("[Gate] 空仓仓位归零 gridId:{}, 上方gridId:{}已有空单, 跳过本次挂单",
+ newEntryGrid.getId(), checkUpCursor.getId());
+ break;
+ }
+ Integer nextUpId = checkUpCursor.getUpId();
+ checkUpCursor = nextUpId != null ? GridElement.findById(nextUpId) : null;
+ }
+
+ // 向下遍历取消所有遗留空单（跳过基础入场网格0）
+ GridElement cancelCursor = GridElement.findById(newEntryGrid.getDownId());
+ while (cancelCursor != null) {
+ if (cancelCursor.isHasShortOrder()) {
+ for (String shortOrderId : new ArrayList<>(cancelCursor.getShortOrderIds())) {
+ GridElement finalCancelCursor = cancelCursor;
+ executor.cancelConditionalOrder(shortOrderId, oid -> {
+ shortEntryTraderIdParam(finalCancelCursor, shortOrderId, false);
+ log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", finalCancelCursor.getId(), shortOrderId);
+ });
+ }
+ }
+ Integer nextDownId = cancelCursor.getDownId();
+ cancelCursor = nextDownId != null ? GridElement.findById(nextDownId) : 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() && !hasShortOrderAbove){
+ 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));
+ }
+
+ }
+ }
+ }
}
- if (matched.isEmpty()) {
+ }
+
+ private void handleLongStopLossTriggered(GridElement gridElement, String orderId) {
+ gridElement.removeLongStopLossOrderId(orderId);
+
+ int gridId = gridElement.getId();
+ boolean sameGrid = (gridId == lastLongStopLossGridId);
+ if (sameGrid) {
+ log.info("[Gate] 多仓止损触发 同网格, 忽略");
return;
}
- log.info("[Gate] 多仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);
+ lastLongStopLossGridId = gridId;
+ accumulatedLongLossCount++;
+ log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
+ gridId, accumulatedLongLossCount, sameGrid ? "(同网格)" : "");
+ int newEntryGridId = gridId + 1;
- /**
- * 匹配到元素后，
- * 多仓队列更新
- * 空仓队列更新
- */
- synchronized (longPriceQueue) {
- longPriceQueue.removeAll(matched);
- BigDecimal max = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(longPriceQueue.size() - 1);
- BigDecimal gridStep = config.getStep();
- for (int i = 0; i < matched.size(); i++) {
- max = max.add(gridStep).setScale(prec, RoundingMode.HALF_UP);
- longPriceQueue.add(max);
- }
- longPriceQueue.sort(BigDecimal::compareTo);
- }
- synchronized (shortPriceQueue) {
- BigDecimal first = shortPriceQueue.isEmpty() ? matched.get(0) : shortPriceQueue.get(0);
- BigDecimal gridStep = config.getStep();
- for (int i = 1; i <= matched.size(); i++) {
- BigDecimal elem = first.add(gridStep.multiply(BigDecimal.valueOf(i))).setScale(prec, RoundingMode.HALF_UP);
- shortPriceQueue.add(elem);
- }
- shortPriceQueue.sort((a, b) -> b.compareTo(a));
- while (shortPriceQueue.size() > config.getGridQueueSize()) {
- shortPriceQueue.remove(shortPriceQueue.size() - 1);
- }
+ GridElement newEntryGrid = GridElement.findById(newEntryGridId);
+ if (newEntryGrid == null) {
+ log.warn("[Gate] 多仓止损触发 but gridId:{} 不存在", newEntryGridId);
+ GridElement.refreshIndices();
+ return;
}
- if (!isMarginSafe()) {
- log.warn("[Gate] 保证金超限，跳过挂条件单");
- } else {
+ // 止损追单：同一网格可有多笔挂单，不判断 isHasLongOrder，直接挂单
+ BigDecimal triggerPrice = newEntryGrid.getGridPrice();
+// String size = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
+ String size = String.valueOf(config.getBaseQuantity());
+ newEntryGrid.getLongTraderParam().setQuantity(size);
+ placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
- /**
- * 下一个开仓位置
- * 获取队列第一个元素的价格对应的网格
- * 判断网格是否能开多仓，如果不能则跳过
- * 前进方向挂多仓条件单
- * 后置方向挂多空条件单
- */
- //下一个开仓位置
- BigDecimal newLongFirst = longPriceQueue.get(0);
- GridElement UpGridElement = GridElement.findByPrice(newLongFirst);
-
- // 判断网格是否能开多仓，如果不能则跳过
- if (UpGridElement != null) {
-
- if (!UpGridElement.isHasLongOrder()) {
- //挂多仓条件单
- TraderParam upLongTraderParam = UpGridElement.getLongTraderParam();
- executor.placeConditionalEntryOrder(
- upLongTraderParam.getEntryPrice(),
- FuturesPriceTrigger.RuleEnum.NUMBER_1,
- config.getQuantity(),
- orderId ->
- {
- longEntryTraderIdParam(
- UpGridElement,
- orderId,
- true
- );
- },
- null
- );
- }
+ // 取消 gridId+2 位置的所有多单
+ int cancelGridId = gridId + 2;
+ GridElement cancelGrid = GridElement.findById(cancelGridId);
+ if (cancelGrid != null && cancelGrid.isHasLongOrder()) {
+ for (String cancelOrderId : new ArrayList<>(cancelGrid.getLongOrderIds())) {
+ executor.cancelConditionalOrder(cancelOrderId, oid -> {
+ longEntryTraderIdParam(cancelGrid, cancelOrderId, false);
+ log.info("[Gate] 多仓止损触发, 取消gridId:{}的多单,{}", cancelGridId, cancelOrderId);
+ });
}
-
-
-
- int i = UpGridElement.getId() - 2;
- GridElement downGridElement = GridElement.findById(i);
- if (downGridElement != null){
-
- TraderParam shortTraderParam = downGridElement.getShortTraderParam();
- if (!downGridElement.isHasShortOrder()){
- executor.placeConditionalEntryOrder(
- shortTraderParam.getEntryPrice(),
- FuturesPriceTrigger.RuleEnum.NUMBER_2,
- negate(config.getQuantity()),
- orderId ->
- {
- shortEntryTraderIdParam(
- downGridElement,
- orderId,
- true
- );
- },
- null
- );
- }
-
- TraderParam downLongTraderParam = downGridElement.getLongTraderParam();
- BigDecimal downGridPrice = downGridElement.getGridPrice();
- if (
- !downGridElement.isHasLongOrder() &&
- downGridPrice.compareTo(longEntryPrice) <= 0 &&
- downGridPrice.compareTo(shortEntryPrice) >= 0
- ){
- executor.placeConditionalEntryOrder(
- downLongTraderParam.getEntryPrice(),
- FuturesPriceTrigger.RuleEnum.NUMBER_1,
- config.getQuantity(),
- orderId ->
- {
- longEntryTraderIdParam(
- downGridElement,
- orderId,
- true
- );
- },
- null
- );
-
- }
- }
-
}
}
- // ---- 保证金安全阀 ----
+ // ========== 止损触发操作表 ==========
+ /**
+ * value = int[2]: {对手满仓止盈%, 基础仓位阈值%}
+ * <ul>
+ * <li>[0] 对手满仓：挂对手仓位此%做止盈；0=不挂</li>
+ * <li>[1] 基础仓位阈值（占maxPos的%）：对手/己方仓位超出此阈值部分做止盈；0=不挂</li>
+ * </ul>
+ */
+ private static final Map<Integer, int[]> STOP_LOSS_RULES = new LinkedHashMap<>();
+
+ static {
+ // times {满仓%, 阈值%}
+ put(1, new int[]{0, 0});
+ put(2, new int[]{0, 0});
+ put(3, new int[]{30, 0});
+ put(4, new int[]{0, 0});
+ put(5, new int[]{0, 0});
+ put(6, new int[]{40, 40});
+ put(7, new int[]{0, 0});
+ put(8, new int[]{0, 0});
+ put(9, new int[]{50, 50});
+ put(10, new int[]{0, 0});
+ put(11, new int[]{0, 0});
+ put(12, new int[]{55, 60});
+ put(13, new int[]{0, 0});
+ put(14, new int[]{0, 0});
+ put(15, new int[]{60, 60});
+ put(16, new int[]{0, 0});
+ put(17, new int[]{0, 0});
+ put(18, new int[]{65, 65});
+ put(19, new int[]{0, 0});
+ put(20, new int[]{0, 0});
+ put(21, new int[]{70, 70});
+ put(22, new int[]{0, 0});
+ put(23, new int[]{0, 0});
+ put(24, new int[]{75, 75});
+ put(25, new int[]{0, 0});
+ put(26, new int[]{0, 0});
+ put(27, new int[]{80, 80});
+ put(28, new int[]{0, 0});
+ put(29, new int[]{0, 0});
+ put(30, new int[]{85, 85});
+ put(31, new int[]{0, 0});
+ put(32, new int[]{0, 0});
+ }
+
+ private static void put(int times, int[] rule) { STOP_LOSS_RULES.put(times, rule); }
+
+ private static int[] ruleOf(int times) {
+ int[] r = STOP_LOSS_RULES.get(times);
+ return r != null ? r : STOP_LOSS_RULES.get(32);
+ }
/**
- * 保证金安全阀检查。
- *
- * <p>实时查询当前保证金占用额（positionInitialMargin），计算其占初始本金的比例。
- * 比例 ≥ marginRatioLimit（默认 20%）时拒绝开仓，但仍照常更新队列。
- *
- * <p>查询失败时默认放行（返回 true），避免因 REST API 异常导致策略完全停滞。
- *
- * @return true=安全可开仓 / false=保证金超限跳过开仓
+ * 多仓止损触发后，查表处理对手盘（空仓）盈止 + 己方盈止 + 激活。
*/
- private boolean isMarginSafe() {
- try {
- FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
- BigDecimal margin = new BigDecimal(account.getPositionInitialMargin());
- BigDecimal ratio = margin.divide(initialPrincipal, 4, RoundingMode.HALF_UP);
- log.debug("[Gate] 保证金比例: {}/{}={}", margin, initialPrincipal, ratio);
- return ratio.compareTo(config.getMarginRatioLimit()) < 0;
- } catch (Exception e) {
- log.warn("[Gate] 查保证金失败，默认放行", e);
- return true;
+ private void checkLongStopShortProfit(int times, int gridId) {
+ int[] r = ruleOf(times);
+ int maxPos = config.getMaxPositionSize();
+ if (maxPos <= 0) {
+ return;
+ }
+
+ int fullTpPct = r[0]; // 对手满仓 → 止盈%
+ int fullTpPctNum = maxPos * (100- fullTpPct)/ 100;
+ int thresholdPct = r[1]; // 基础仓位阈值%
+ int thresholdPosNum = maxPos * (100- thresholdPct)/ 100;
+
+ // ---------- 对手盘（空仓）盈止 ----------
+ int oppPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
+ boolean isFullTp = oppPos > fullTpPctNum;
+ if (isFullTp) {
+ // 对手仓位超出阈值：超额整个挂一笔止盈，位置在触发格 - 1
+ int excess = oppPos - fullTpPctNum;
+ GridElement tpElem = GridElement.findById(gridId);
+ if (tpElem != null) {
+ placeTakeProfitAtGrid(tpElem, false, excess, times);
+ }
+ }
+
+ // ---------- 己方（多仓）盈止（≥6次） ----------
+ if (times >= 6 && thresholdPct > 0) {
+ int selfPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
+ int excess = selfPos - thresholdPosNum;
+ if (excess > 0) {
+ int perOrderQty = maxPos * 5 / 100;
+ if (perOrderQty <= 0) {
+ perOrderQty = 1;
+ }
+ int totalOrders = excess / perOrderQty;
+ if (totalOrders <= 0) {
+ totalOrders = 1;
+ }
+ int entryGridId = 0; // 多仓建仓格
+ for (int i = 0; i < totalOrders; i++) {
+ int tpGridId = entryGridId + 2 * (i + 1); // 朝盈利方向(向上)间隔2格
+ GridElement tpElem = GridElement.findById(tpGridId);
+ if (tpElem == null) {
+ break;
+ }
+ placeTakeProfitAtGrid(tpElem, true, perOrderQty, times);
+ }
+ log.info("[Gate] 止损{}→己方多仓止盈, excess:{}, 挂{}单, 每单{}张",
+ times, excess, totalOrders, perOrderQty);
+ }
+ }
+
+ }
+
+ /**
+ * 空仓止损触发后，查表处理对手盘（多仓）盈止 + 己方盈止。
+ */
+ private void checkShortStopLongProfit(int times, int gridId) {
+ int[] r = ruleOf(times);
+ int maxPos = config.getMaxPositionSize();
+ if (maxPos <= 0) {
+ return;
+ }
+
+ int fullTpPct = r[0]; // 对手满仓 → 止盈%
+ int fullTpPctNum = maxPos * (100 - fullTpPct) / 100;
+ int thresholdPct = r[1]; // 基础仓位阈值%
+ int thresholdPosNum = maxPos * (100 - thresholdPct) / 100;
+
+ // ---------- 对手盘（多仓）盈止 ----------
+ int oppPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
+ boolean isFullTp = oppPos > fullTpPctNum;
+ if (isFullTp) {
+ // 对手仓位超出阈值：超额整个挂一笔止盈，位置在触发格
+ int excess = oppPos - fullTpPctNum;
+ GridElement tpElem = GridElement.findById(gridId);
+ if (tpElem != null) {
+ placeTakeProfitAtGrid(tpElem, true, excess, times);
+ }
+ }
+
+ // ---------- 己方（空仓）盈止（≥6次） ----------
+ if (times >= 6 && thresholdPct > 0) {
+ int selfPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
+ int excess = selfPos - thresholdPosNum;
+ if (excess > 0) {
+ int perOrderQty = maxPos * 5 / 100;
+ if (perOrderQty <= 0) {
+ perOrderQty = 1;
+ }
+ int totalOrders = excess / perOrderQty;
+ if (totalOrders <= 0) {
+ totalOrders = 1;
+ }
+ int entryGridId = 0; // 空仓建仓格
+ for (int i = 0; i < totalOrders; i++) {
+ int tpGridId = entryGridId - 2 * (i + 1); // 朝盈利方向(向下)间隔2格
+ GridElement tpElem = GridElement.findById(tpGridId);
+ if (tpElem == null) {
+ break;
+ }
+ placeTakeProfitAtGrid(tpElem, false, perOrderQty, times);
+ }
+ log.info("[Gate] 止损{}→己方空仓止盈, excess:{}, 挂{}单, 每单{}张",
+ times, excess, totalOrders, perOrderQty);
+ }
+ }
+
+ }
+
+ private void handleShortStopLossTriggered(GridElement gridElement, String orderId) {
+ gridElement.removeShortStopLossOrderId(orderId);
+
+ int gridId = gridElement.getId();
+ boolean sameGrid = (gridId == lastShortStopLossGridId);
+ if (sameGrid) {
+ log.info("[Gate] 空仓止损触发 同网格, 忽略");
+ return;
+ }
+ lastShortStopLossGridId = gridId;
+ accumulatedShortLossCount++;
+ log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
+ gridId, accumulatedShortLossCount, sameGrid ? "(同网格)" : "");
+ int newEntryGridId = gridId - 1;
+
+ GridElement newEntryGrid = GridElement.findById(newEntryGridId);
+ if (newEntryGrid == null) {
+ log.warn("[Gate] 空仓止损触发 but gridId:{} 不存在", newEntryGridId);
+ GridElement.refreshIndices();
+ return;
+ }
+
+ // 止损追单：同一网格可有多笔挂单，不判断 isHasShortOrder，直接挂单
+ BigDecimal triggerPrice = newEntryGrid.getGridPrice();
+// String size = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
+ String size = String.valueOf(config.getBaseQuantity());
+ newEntryGrid.getShortTraderParam().setQuantity(size);
+ placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
+
+ // 取消 gridId-2 位置的所有空单
+ int cancelGridId = gridId - 2;
+ GridElement cancelGrid = GridElement.findById(cancelGridId);
+ if (cancelGrid != null && cancelGrid.isHasShortOrder()) {
+ for (String cancelOrderId : new ArrayList<>(cancelGrid.getShortOrderIds())) {
+ executor.cancelConditionalOrder(cancelOrderId, oid -> {
+ shortEntryTraderIdParam(cancelGrid, cancelOrderId, false);
+ log.info("[Gate] 空仓止损触发, 取消gridId:{}的空单,{}", cancelGridId, cancelOrderId);
+ });
+ }
+ }
+ }
+
+ // ========== 止盈/止损取消辅助方法 ==========
+
+ /**
+ * 止盈触发后检查跨度是否达至要求，满足条件则重启策略。
+ *
+ * <h3>跨度定义</h3>
+ * {@code restartGridSpan} 表示多少倍的绝对步长 step（= 短基价 × gridRate）。
+ *
+ * <h3>判断逻辑</h3>
+ * <ol>
+ * <li>多空双边均有持仓：longEntryPrice − shortEntryPrice > span × step</li>
+ * <li>仅持多仓：currentPrice − longEntryPrice > span × step</li>
+ * <li>仅持空仓：shortEntryPrice − currentPrice > span × step</li>
+ * </ol>
+ * restartGridSpan=0 时禁用此功能。重启复用仓位归零模式：取消全部条件单 → 平仓 → 延迟启动。
+ */
+ private void checkLastTakeProfitAndRestart() {
+ int span = config.getRestartGridSpan();
+ if (span <= 0) {
+ return;
+ }
+
+ // 检查是否还有剩余止盈单，只有多空止盈全部清空才继续
+ if (GridElement.getLongTakeProfitCount() > 0 || GridElement.getShortTakeProfitCount() > 0) {
+ log.info("[Gate] 尚有未触发止盈单, 暂不检查跨度重启 longTpCount:{}, shortTpCount:{}",
+ GridElement.getLongTakeProfitCount(), GridElement.getShortTakeProfitCount());
+ return;
+ }
+
+ BigDecimal step = config.getStep();
+ if (step == null || step.compareTo(BigDecimal.ZERO) == 0) {
+ return;
+ }
+ BigDecimal threshold = step.multiply(new BigDecimal(span));
+
+ BigDecimal currentPrice = lastKlinePrice;
+ if (currentPrice == null || currentPrice.compareTo(BigDecimal.ZERO) == 0) {
+ return;
+ }
+
+ // 查交易所获取最新持仓均价和持仓量，不用本地缓存避免 WS 时序竞态
+ Position longPos = queryPosition(Position.ModeEnum.DUAL_LONG);
+ Position shortPos = queryPosition(Position.ModeEnum.DUAL_SHORT);
+ boolean hasLong = longPos != null && Math.abs(Integer.parseInt(longPos.getSize())) > 0;
+ boolean hasShort = shortPos != null && Math.abs(Integer.parseInt(shortPos.getSize())) > 0;
+ BigDecimal longAvgPrice = (longPos != null && longPos.getEntryPrice() != null)
+ ? new BigDecimal(longPos.getEntryPrice()) : BigDecimal.ZERO;
+ BigDecimal shortAvgPrice = (shortPos != null && shortPos.getEntryPrice() != null)
+ ? new BigDecimal(shortPos.getEntryPrice()) : BigDecimal.ZERO;
+
+ boolean shouldRestart = false;
+ String reason = "";
+
+ if (hasLong && hasShort) {
+ // 多空双边持仓：|多均价 − 空均价| > span × step
+ BigDecimal gap = shortAvgPrice.subtract(longAvgPrice);
+ if (gap.compareTo(threshold) >= 0) {
+ shouldRestart = true;
+ reason = StrUtil.format("双边跨度 |多均价:{} − 空均价:{}| = {} >= {} (span:{}×step:{})",
+ longAvgPrice, shortAvgPrice, gap, threshold, span, step);
+ }
+ } else if (hasLong) {
+ // 仅持多仓：当前价 − 多均价 > span × step
+ BigDecimal gap = currentPrice.subtract(longAvgPrice);
+ if (gap.compareTo(threshold) >= 0) {
+ shouldRestart = true;
+ reason = StrUtil.format("多仓跨度 当前价:{} − 多均价:{} = {} > {} (span:{}×step:{})",
+ currentPrice, longAvgPrice, gap, threshold, span, step);
+ }
+ } else if (hasShort) {
+ // 仅持空仓：空均价 − 当前价 > span × step
+ BigDecimal gap = shortAvgPrice.subtract(currentPrice);
+ if (gap.compareTo(threshold) >= 0) {
+ shouldRestart = true;
+ reason = StrUtil.format("空仓跨度 空均价:{} − 当前价:{} = {} > {} (span:{}×step:{})",
+ shortAvgPrice, currentPrice, gap, threshold, span, step);
+ }
+ }
+
+ if (shouldRestart) {
+ log.info("[Gate] 跨度已达要求 → {}，最后一个止盈触发策略重启", reason);
+ try {
+ futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
+ } catch (ApiException ex) {
+ log.warn("[Gate] 重启前清理条件单失败", ex);
+ }
+ closeExistingPositions();
+ state = StrategyState.STOPPED;
+ executor.submitTask(() -> {
+ try { Thread.sleep(3000); } catch (InterruptedException ex) { Thread.currentThread().interrupt(); }
+ startGrid();
+ });
+ }
+ }
+
+ /**
+ * 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 cancelNearestLongStopLoss() {
+ GridElement nearest = null;
+ for (GridElement e : config.getGridElements()) {
+ if (e.hasLongStopLossOrders()) {
+ if (nearest == null || e.getId() > nearest.getId()) {
+ nearest = e;
+ }
+ }
+ }
+ 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 finalNearest = nearest;
+ executor.cancelConditionalOrder(slId, oid ->
+ log.info("[Gate] 止盈触发, 取消最近多仓止损 gridId:{}, orderId:{}", finalNearest.getId(), slId));
+ }
+ }
+
+ /**
+ * 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 cancelNearestShortStopLoss() {
+ GridElement nearest = null;
+ for (GridElement e : config.getGridElements()) {
+ if (e.hasShortStopLossOrders()) {
+ if (nearest == null || e.getId() < nearest.getId()) {
+ nearest = e;
+ }
+ }
+ }
+ 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 finalNearest = nearest;
+ executor.cancelConditionalOrder(slId, oid ->
+ log.info("[Gate] 止盈触发, 取消最近空仓止损 gridId:{}, orderId:{}", finalNearest.getId(), slId));
+ }
+ }
+
+ /**
+ * 取消所有多仓止盈 + 多仓止损订单（加仓后重建前清场）。
+ */
+ private void cancelAllLongTakeProfitsAndStopLosses() {
+ for (GridElement e : config.getGridElements()) {
+ String tpId = e.getLongTakeProfitOrderId();
+ if (tpId != null) {
+ e.getLongTraderParam().setTakeProfitPlaced(false);
+ e.setLongTakeProfitOrderId(null);
+ executor.cancelConditionalOrder(tpId, oid -> {});
+ }
+ 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");
+ }
+
+ /**
+ * 取消所有空仓止盈 + 空仓止损订单（加仓后重建前清场）。
+ */
+ private void cancelAllShortTakeProfitsAndStopLosses() {
+ for (GridElement e : config.getGridElements()) {
+ String tpId = e.getShortTakeProfitOrderId();
+ if (tpId != null) {
+ e.getShortTraderParam().setTakeProfitPlaced(false);
+ e.setShortTakeProfitOrderId(null);
+ executor.cancelConditionalOrder(tpId, oid -> {});
+ }
+ 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");
+ }
+
+ /**
+ * 首次挂单成交时，取消初始化阶段挂的所有止盈单（多+空），止损单保留不动。
+ */
+ private void cancelAllInitialTakeProfits() {
+
+
+ GridElement tpElemLong = GridElement.findById(3);
+ String longTpId = tpElemLong.getLongTakeProfitOrderId();
+ if (longTpId != null) {
+ longTakeProfitTraderIdParam(tpElemLong, null, false);
+ executor.cancelConditionalOrder(longTpId, oid -> {});
+ }
+
+ GridElement tpElemShort = GridElement.findById(-3);
+ String shortTpId = tpElemShort.getShortTakeProfitOrderId();
+ if (shortTpId != null) {
+ shortTakeProfitTraderIdParam(tpElemShort, null, false);
+ executor.cancelConditionalOrder(shortTpId, oid -> {});
+ }
+ GridElement.refreshIndices();
+ log.info("[Gate] 首次成交，取消所有初始化止盈单");
+ }
+
+ // ========== 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） ==========
+
+ /**
+ * 多仓止损追单 — 网格数量 = baseQuantity/quantity，从近到远分配。
+ * aCount<0跳过, aCount=0→主=2, aCount=1→主=2,辅0=1, aCount>=2→主=aCount,辅依次填1
+ */
+ private void extendLongStopLoss(int filledQty, int gridId) {
+ int qty = Integer.parseInt(config.getQuantity());
+ int baseQty = Integer.parseInt(config.getBaseQuantity());
+ int gridCount = baseQty / qty;
+ GridElement entryElem = GridElement.findById(gridId);
+ if (gridCount <= 0 || filledQty < qty) {
+ // 早期返回需重置防重入标记
+ if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
+ return;
+ }
+
+ int totalOrders = filledQty / qty;
+ int[] orders = new int[gridCount];
+
+ if (gridCount == 1) {
+ // 只有1个网格，全量挂在上面
+ orders[0] = totalOrders;
+ } else {
+ // 最近网格(orders[0])挂剩余张数，其余每个网格各挂1张
+ orders[0] = totalOrders - (gridCount - 1);
+ if (orders[0] < 1) {
+ // 订单数不够覆盖所有网格(理论上不会出现)，全量挂在最近网格
+ orders[0] = totalOrders;
+ } else {
+ for (int i = 1; i < gridCount; i++) {
+ orders[i] = 1;
+ }
+ }
+ }
+
+ // 计算总订单数，用于异步回调完成时重置防重入标记
+ int totalOrdersToPlace = 0;
+ for (int i = 0; i < gridCount; i++) {
+ if (orders[i] > 0) { totalOrdersToPlace += orders[i]; }
+ }
+ if (totalOrdersToPlace == 0) {
+ if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
+ return;
+ }
+ AtomicInteger remainCount = new AtomicInteger(totalOrdersToPlace);
+
+ StringBuilder detail = new StringBuilder();
+ for (int i = 0; i < gridCount; i++) {
+ if (orders[i] > 0) {
+ int sgId = gridId - 2 - i;
+ placeStopLossOrders(sgId, orders[i], qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_LONG, true, remainCount, entryElem);
+ if (detail.length() > 0) {
+ detail.append(" ");
+ }
+ detail.append(sgId).append("x").append(orders[i]);
+ }
+ }
+
+ log.info("[Gate] 多仓追挂止损, 成交{}张, gridId:{}, 网格数:{}, 分配:{}",
+ filledQty, gridId, gridCount, detail);
+ }
+
+ /**
+ * 空仓止损追单 — 网格数量 = baseQuantity/quantity，从近到远分配。
+ * aCount<0跳过, aCount=0→主=2, aCount=1→主=2,辅0=1, aCount>=2→主=aCount,辅依次填1
+ */
+ private void extendShortStopLoss(int filledQty, int gridId) {
+ int qty = Integer.parseInt(config.getQuantity());
+ int baseQty = Integer.parseInt(config.getBaseQuantity());
+ int gridCount = baseQty / qty;
+ GridElement entryElem = GridElement.findById(gridId);
+ if (gridCount <= 0 || filledQty < qty) {
+ // 早期返回需重置防重入标记
+ if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
+ return;
+ }
+
+ int totalOrders = filledQty / qty;
+ int[] orders = new int[gridCount];
+
+ if (gridCount == 1) {
+ // 只有1个网格，全量挂在上面
+ orders[0] = totalOrders;
+ } else {
+ // 最近网格(orders[0])挂剩余张数，其余每个网格各挂1张
+ orders[0] = totalOrders - (gridCount - 1);
+ if (orders[0] < 1) {
+ // 订单数不够覆盖所有网格(理论上不会出现)，全量挂在最近网格
+ orders[0] = totalOrders;
+ } else {
+ for (int i = 1; i < gridCount; i++) {
+ orders[i] = 1;
+ }
+ }
+ }
+
+ // 计算总订单数，用于异步回调完成时重置防重入标记
+ int totalOrdersToPlace = 0;
+ for (int i = 0; i < gridCount; i++) {
+ if (orders[i] > 0) { totalOrdersToPlace += orders[i]; }
+ }
+ if (totalOrdersToPlace == 0) {
+ if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
+ return;
+ }
+ AtomicInteger remainCount = new AtomicInteger(totalOrdersToPlace);
+
+ StringBuilder detail = new StringBuilder();
+ for (int i = 0; i < gridCount; i++) {
+ if (orders[i] > 0) {
+ int sgId = gridId + 2 + i;
+ placeStopLossOrders(sgId, orders[i], qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_SHORT, false, remainCount, entryElem);
+ if (detail.length() > 0) {
+ detail.append(" ");
+ }
+ detail.append(sgId).append("x").append(orders[i]);
+ }
+ }
+
+ log.info("[Gate] 空仓追挂止损, 成交{}张, gridId:{}, 网格数:{}, 分配:{}",
+ filledQty, gridId, gridCount, detail);
+ }
+
+ /**
+ * 延展完成后重挂止损（处理被跳过的入场单成交）。
+ * 取消已有止损单并用最新仓位重新挂单，确保止损覆盖最新持仓数。
+ */
+ private void reExtendLongStopLoss(GridElement entryElem) {
+ if (entryElem.isExtendStopLossInProgress()) {
+ log.info("[Gate] 多仓重挂止损跳过, entryGridId:{}, 仍在进行中", entryElem.getId());
+ return;
+ }
+ entryElem.setExtendStopLossInProgress(true);
+ cancelAllLongTakeProfitsAndStopLosses();
+ int latestPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
+ log.info("[Gate] 多仓重挂止损, entryGridId:{}, 最新仓位:{}张", entryElem.getId(), latestPos);
+ extendLongStopLoss(latestPos, entryElem.getId());
+ }
+
+ private void reExtendShortStopLoss(GridElement entryElem) {
+ if (entryElem.isExtendStopLossInProgress()) {
+ log.info("[Gate] 空仓重挂止损跳过, entryGridId:{}, 仍在进行中", entryElem.getId());
+ return;
+ }
+ entryElem.setExtendStopLossInProgress(true);
+ cancelAllShortTakeProfitsAndStopLosses();
+ int latestPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
+ log.info("[Gate] 空仓重挂止损, entryGridId:{}, 最新仓位:{}张", entryElem.getId(), latestPos);
+ extendShortStopLoss(latestPos, entryElem.getId());
+ }
+
+ /**
+ * 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,
+ AtomicInteger remainCount,
+ GridElement entryElement) {
+ if (count <= 0) {
+ return;
+ }
+ GridElement elem = GridElement.findById(gridId);
+ if (elem == null) {
+ log.warn("[Gate] 止损挂单位置不存在, gridId:{}", gridId);
+ // 即使挂单位置不存在也需递减计数器，避免标志永不重置
+ if (remainCount != null && entryElement != null) {
+ for (int i = 0; i < count; i++) {
+ if (remainCount.decrementAndGet() == 0) {
+ entryElement.setExtendStopLossInProgress(false);
+ log.info("[Gate] {}止损追单全部完成(部分位置缺失), entryGridId:{}, 防重入标记已重置",
+ isLong ? "多仓" : "空仓", entryElement.getId());
+ // 检查待重挂请求
+ if (entryElement.isPendingStopLossReExtend()) {
+ entryElement.setPendingStopLossReExtend(false);
+ if (isLong) {
+ reExtendLongStopLoss(entryElement);
+ } else {
+ reExtendShortStopLoss(entryElement);
+ }
+ }
+ }
+ }
+ }
+ return;
+ }
+ BigDecimal triggerPrice = elem.getGridPrice();
+ 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);
+ // 计数器归零时重置防重入标记，并检查是否有待重挂请求
+ if (remainCount != null && remainCount.decrementAndGet() == 0 && entryElement != null) {
+ entryElement.setExtendStopLossInProgress(false);
+ log.info("[Gate] {}止损追单全部完成, entryGridId:{}, 防重入标记已重置",
+ isLong ? "多仓" : "空仓", entryElement.getId());
+ // 如果有被跳过的入场单成交，用最新仓位重挂一次止损
+ if (entryElement.isPendingStopLossReExtend()) {
+ entryElement.setPendingStopLossReExtend(false);
+ if (isLong) {
+ reExtendLongStopLoss(entryElement);
+ } else {
+ reExtendShortStopLoss(entryElement);
+ }
+ }
+ }
+ }
+ );
}
}
@@ -1231,6 +1968,53 @@
*/
private String negate(String qty) {
return qty.startsWith("-") ? qty.substring(1) : "-" + qty;
+ }
+
+ /**
+ * 预设标志位后提交条件开仓单，防止异步回调导致的竞态重复挂单。
+ *
+ * <p>在调用 {@link GateTradeExecutor#placeConditionalEntryOrder} 之前同步设置
+ * {@code isHasLongOrder / isHasShortOrder}，关闭 WS 线程与 Executor 线程之间的
+ * 检查-下单时间窗口。API 失败时自动回滚标志位。
+ *
+ * @param gridElement 目标网格元素
+ * @param isLong true=多仓下单，false=空仓下单
+ * @param triggerPrice 触发价
+ * @param rule 触发规则
+ * @param size 开仓张数
+ */
+ private void placeEntryOrderWithPreFlag(GridElement gridElement, boolean isLong,
+ BigDecimal triggerPrice,
+ FuturesPriceTrigger.RuleEnum rule,
+ String size) {
+ if (isLong) {
+ gridElement.setHasLongOrder(true);
+ } else {
+ gridElement.setHasShortOrder(true);
+ }
+ executor.placeConditionalEntryOrder(triggerPrice, rule, size,
+ orderId -> {
+ if (isLong) {
+ longEntryTraderIdParam(gridElement, orderId, true);
+ } else {
+ shortEntryTraderIdParam(gridElement, orderId, true);
+ }
+ },
+ () -> {
+ // 仅当列表为空（无其他有效订单）时才清预置标志，避免误伤其他并发挂单
+ if (isLong) {
+ if (!gridElement.hasLongOrderIds()) {
+ gridElement.setHasLongOrder(false);
+ }
+ } else {
+ if (!gridElement.hasShortOrderIds()) {
+ gridElement.setHasShortOrder(false);
+ }
+ }
+ GridElement.refreshIndices();
+ log.warn("[Gate] 条件单创建失败 gridId:{}, isLong:{}", gridElement.getId(), isLong);
+ }
+ );
}
/**
@@ -1290,4 +2074,72 @@
public Long getUserId() { return userId; }
/** @return 当前策略状态 */
public StrategyState getState() { return state; }
+ /** 注入WS客户端，用于订阅状态检查 */
+ public void setWsClient(GateKlineWebSocketClient wsClient) { this.wsClient = wsClient; }
+
+ // ========== 止损查表辅助方法 ==========
+
+ /** 找到第一个有多仓止损单的网格（首个匹配即返回） */
+ private GridElement findFirstLongStopLossGrid() {
+ for (GridElement e : config.getGridElements()) {
+ if (!e.getLongStopLossOrderIds().isEmpty()) return e;
+ }
+ return null;
+ }
+
+ /** 找到第一个有空仓止损单的网格（首个匹配即返回） */
+ private GridElement findFirstShortStopLossGrid() {
+ for (GridElement e : config.getGridElements()) {
+ if (!e.getShortStopLossOrderIds().isEmpty()) return e;
+ }
+ return null;
+ }
+
+ /**
+ * 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) {
+ BigDecimal triggerPrice = tpElem.getGridPrice();
+ String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
+ FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
+ : FuturesPriceTrigger.RuleEnum.NUMBER_2;
+ String size = isLong ? negate(String.valueOf(qty)) : String.valueOf(qty);
+ int gridId = tpElem.getId();
+ executor.placeTakeProfit(triggerPrice, rule, orderType, size,
+ profitId -> {
+ if (isLong) {
+ longTakeProfitTraderIdParam(tpElem, profitId, true);
+ } else {
+ shortTakeProfitTraderIdParam(tpElem, profitId, true);
+ }
+ log.info("[Gate] 止损{}→对手超额止盈 gridId:{}, 量:{}, tpId:{}", times, gridId, qty, profitId);
+ }
+ );
+ }
+
+ /**
+ * 挂对手盘止盈单：在对向仓位第一止损位挂止盈。
+ * @param isLong true=挂多仓止盈(对空仓), false=挂空仓止盈(对多仓)
+ */
+ private void placeOpponentTakeProfit(boolean isLong, int tpQty, int times, int gridId) {
+ GridElement tpElem = GridElement.findById(isLong ? gridId + 1 : gridId - 1);
+ if (tpElem == null) {
+ log.warn("[Gate] 对手止盈挂单失败：未找到止损位");
+ return;
+ }
+ int tpGridId = tpElem.getId();
+ BigDecimal triggerPrice = tpElem.getGridPrice();
+ String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
+ FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
+ : FuturesPriceTrigger.RuleEnum.NUMBER_2;
+ String size = isLong ? negate(String.valueOf(tpQty)) : String.valueOf(tpQty);
+ executor.placeTakeProfit(triggerPrice, rule, orderType, size,
+ profitId -> {
+ if (isLong) longTakeProfitTraderIdParam(tpElem, profitId, true);
+ else shortTakeProfitTraderIdParam(tpElem, profitId, true);
+ log.info("[Gate] 止损次数{}→对手{}止盈 gridId:{}, 量:{}, tpId:{}",
+ times, isLong ? "多仓" : "空仓", tpGridId, size, profitId);
+ }
+ );
+ }
}
--
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