From cbcf779da2e10df907350debf8ae648e93824c56 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 15 Jun 2026 21:28:16 +0800
Subject: [PATCH] fix(gateApi): 修复网格交易止损数量计算逻辑
---
src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java | 204 ++++++++++++++++++++++++++++++++++++++++++++------
1 files changed, 179 insertions(+), 25 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java b/src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java
index 6de0e63..b5de170 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java
@@ -14,33 +14,38 @@
import java.util.concurrent.LinkedBlockingQueue;
import java.util.concurrent.ThreadPoolExecutor;
import java.util.concurrent.TimeUnit;
+import java.util.function.Consumer;
/**
- * Gate REST API 执行器。
+ * Gate REST API 异步执行器，所有下单/撤单操作经此类提交。
*
* <h3>设计目的</h3>
- * WebSocket 消息在回调线程中处理（如 {@code WebSocketClient} 的 {@code onMessage} 线程）。
- * 下单 REST API 调用可能耗时数百毫秒，若同步执行会阻塞 WS 回调线程，导致心跳超时误判。
- * 本类将所有 REST 调用提交到独立线程池异步执行。
- *
- * <h3>回调设计</h3>
- * 每个下单方法接受 onSuccess/onFailure 两个 Runnable。
- * 基底开仓时 onSuccess 用于标记基底已开，网格触发时通常为 null（成交状态由仓位推送驱动）。
+ * REST API 调用可能耗时数百毫秒，若在 WebSocket 回调线程中同步执行会阻塞消息处理，
+ * 导致心跳超时误判。本类将所有网络 I/O 提交到独立单线程池异步执行。
*
* <h3>线程模型</h3>
* <ul>
- * <li><b>单线程</b>：保证下单顺序（开多→开空→止盈单），避免并发竞争</li>
- * <li><b>有界队列 64</b>：防止堆积。极端行情下最多累积 64 个任务</li>
- * <li><b>CallerRunsPolicy</b>：队列满时由提交线程直接同步执行，形成自然背压</li>
- * <li><b>allowCoreThreadTimeOut</b>：60s 空闲后线程回收，不浪费资源</li>
+ * <li><b>单线程 + 有界队列（64）</b> — 保证下单顺序，避免并发竞争</li>
+ * <li><b>CallerRunsPolicy</b> — 队列满时由提交线程直接执行，形成自然背压</li>
+ * <li><b>Daemon 线程</b> — 60s 空闲自动回收</li>
* </ul>
*
- * <h3>调用链</h3>
- * <pre>
- * GateGridTradeService.onKline → executor.openLong/openShort (基底双开 + 网格触发)
- * GateGridTradeService.onPositionUpdate → executor.placeTakeProfit (开仓成交后设止盈)
- * GateGridTradeService.stopGrid → executor.cancelAllPriceTriggeredOrders
- * </pre>
+ * <h3>对外接口</h3>
+ * <table>
+ * <tr><th>方法</th><th>用途</th><th>调用方</th></tr>
+ * <tr><td>openLong / openShort</td><td>市价 IOC 基底开仓</td><td>onKline(WAITING_KLINE)</td></tr>
+ * <tr><td>placeConditionalEntryOrder</td><td>挂条件开仓单（价格触发后市价开仓）</td><td>tryGenerateQueues / processShortGrid / processLongGrid</td></tr>
+ * <tr><td>placeTakeProfit</td><td>挂止盈条件单（plan-close-*-position）</td><td>tryGenerateQueues / onOrderUpdate / onAutoOrder</td></tr>
+ * <tr><td>cancelOrder</td><td>取消限价单（仓位线调整用）</td><td>onPositionUpdate</td></tr>
+ * <tr><td>cancelConditionalOrder</td><td>取消单个条件单</td><td>遗留保留</td></tr>
+ * <tr><td>cancelAllPriceTriggeredOrders</td><td>取消所有条件单（策略停止时）</td><td>stopGrid</td></tr>
+ * </table>
+ *
+ * <h3>容错</h3>
+ * <ul>
+ * <li>止盈单创建失败 → 立即 marketClose() 市价平仓</li>
+ * <li>取消订单失败 → 仅 warn 日志（可能已成交/已取消）</li>
+ * </ul>
*
* @author Administrator
*/
@@ -49,7 +54,9 @@
private static final String SETTLE = "usdt";
+ /** Gate U 本位合约 REST API */
private final FuturesApi futuresApi;
+ /** 合约名称（如 ETH_USDT） */
private final String contract;
/** 交易线程池：单线程 + 有界队列 + 背压策略 */
@@ -85,6 +92,13 @@
executor.shutdownNow();
}
}
+ /**
+ * 提交一个通用任务到交易线程池末尾。
+ * 利用单线程池的 FIFO 特性确保任务按提交顺序执行。
+ */
+ public void submitTask(Runnable task) {
+ executor.execute(task);
+ }
/**
* 异步 IOC 市价开多。quantity 为正数（如 "1"）。
@@ -93,7 +107,7 @@
* @param onSuccess 成交成功回调（可为 null）
* @param onFailure 成交失败回调（可为 null）
*/
- public void openLong(String quantity, Runnable onSuccess, Runnable onFailure) {
+ public void openLong(String quantity, Consumer<String> onSuccess, Runnable onFailure) {
openPosition(quantity, "t-grid-long", "开多", onSuccess, onFailure);
}
@@ -104,7 +118,7 @@
* @param onSuccess 成交成功回调（可为 null）
* @param onFailure 成交失败回调（可为 null）
*/
- public void openShort(String quantity, Runnable onSuccess, Runnable onFailure) {
+ public void openShort(String quantity, Consumer<String> onSuccess, Runnable onFailure) {
openPosition(quantity, "t-grid-short", "开空", onSuccess, onFailure);
}
@@ -117,7 +131,7 @@
* @param onSuccess 成功回调
* @param onFailure 失败回调
*/
- private void openPosition(String size, String text, String label, Runnable onSuccess, Runnable onFailure) {
+ private void openPosition(String size, String text, String label, Consumer<String> onSuccess, Runnable onFailure) {
executor.execute(() -> {
try {
FuturesOrder order = new FuturesOrder();
@@ -128,8 +142,9 @@
order.setText(text);
FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
log.info("[TradeExec] {}成功, 价格:{}, id:{}", label, result.getFillPrice(), result.getId());
+ String orderId = String.valueOf(result.getId());
if (onSuccess != null) {
- onSuccess.run();
+ onSuccess.accept(orderId);
}
} catch (Exception e) {
log.error("[TradeExec] {}失败", label, e);
@@ -160,13 +175,18 @@
public void placeTakeProfit(BigDecimal triggerPrice,
FuturesPriceTrigger.RuleEnum rule,
String orderType,
- String size) {
+ String size,
+ Consumer<String> onSuccess) {
executor.execute(() -> {
FuturesPriceTriggeredOrder order = buildTriggeredOrder(triggerPrice, rule, orderType, size);
try {
TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
- log.info("[TradeExec] 止盈单已创建, 触发价:{}, 类型:{}, size:{}, id:{}",
- triggerPrice, orderType, size, response.getId());
+ log.info("[TradeExec] 止盈单已创建, 触发价:{}, 类型:{}, size:{}, id:{},idstr:{}",
+ triggerPrice, orderType, size, response.getId(), response.getIdString());
+ String orderId = String.valueOf(response.getId());
+ if (onSuccess != null) {
+ onSuccess.accept(orderId);
+ }
} catch (Exception e) {
log.error("[TradeExec] 止盈单创建失败, 触发价:{}, size:{}, 立即市价止盈", triggerPrice, size, e);
marketClose(size);
@@ -209,6 +229,140 @@
}
/**
+ * <b>遗留方法 — 当前条件单策略未使用</b>
+ *
+ * <p>异步挂限价单（GTC），用于旧版网格限价开仓。当前策略改用
+ * {@link #placeConditionalEntryOrder(BigDecimal, FuturesPriceTrigger.RuleEnum, String, Consumer, Runnable)}。
+ *
+ * @param price 限价价格
+ * @param size 下单张数（正=多 / 负=空）
+ * @param onSuccess 成功回调，接收 orderId（可为 null）
+ * @param onFailure 失败回调（可为 null）
+ */
+ public void placeGridLimitOrder(BigDecimal price, String size, Consumer<String> onSuccess, Runnable onFailure) {
+ executor.execute(() -> {
+ try {
+ FuturesOrder order = new FuturesOrder();
+ order.setContract(contract);
+ order.setSize(size);
+ order.setPrice(price.toString());
+ order.setTif(FuturesOrder.TifEnum.GTC);
+ order.setText(size.startsWith("-") ? "t-grid-limit-short" : "t-grid-limit-long");
+ FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
+ log.info("[TradeExec] 限价单已挂, price:{}, size:{}, id:{}, status:{}", price, size, result.getId(), result.getStatus());
+ if (onSuccess != null) {
+ onSuccess.accept(String.valueOf(result.getId()));
+ }
+ } catch (Exception e) {
+ log.error("[TradeExec] 限价单挂单失败, price:{}, size:{}", price, size, e);
+ if (onFailure != null) {
+ onFailure.run();
+ }
+ }
+ });
+ }
+
+ /**
+ * <b>遗留方法 — 当前条件单策略未使用</b>
+ *
+ * <p>异步取消指定限价单。当前策略改用 {@link #cancelConditionalOrder(String)}。
+ *
+ * @param orderId 订单 ID，为 null 时跳过
+ */
+ public void cancelOrder(String orderId,Consumer<String> onSuccess) {
+ if (orderId == null) {
+ return;
+ }
+ executor.execute(() -> {
+ try {
+ FuturesOrder cancelled = futuresApi.cancelFuturesOrder(SETTLE, orderId, null);
+ log.info("[TradeExec] 订单已取消, id:{}, status:{}", orderId, cancelled.getStatus());
+ if (onSuccess != null) {
+ onSuccess.accept(orderId);
+ }
+ } catch (Exception e) {
+ log.warn("[TradeExec] 取消订单失败(可能已成交), id:{}", orderId);
+ }
+ });
+ }
+
+ /**
+ * 异步创建条件开仓单（价格触发后市价开仓）。
+ *
+ * <p>服务器监控价格，达到触发价后以市价 IOC 开仓。与止盈单不同，不设 order_type（默认开仓），
+ * reduce_only=false。
+ *
+ * @param triggerPrice 触发价格
+ * @param rule 触发规则（NUMBER_1: 最新价≥触发价时执行；NUMBER_2: 最新价≤触发价时执行）
+ * @param size 开仓张数（正=开多，负=开空）
+ * @param onSuccess 成功回调，接收 conditionOrderId
+ * @param onFailure 失败回调
+ */
+ public void placeConditionalEntryOrder(BigDecimal triggerPrice,
+ FuturesPriceTrigger.RuleEnum rule,
+ String size,
+ Consumer<String> onSuccess,
+ Runnable onFailure) {
+ executor.execute(() -> {
+ 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(Long.parseLong(size));
+ initial.setPrice("0");
+ initial.setTif(FuturesInitialOrder.TifEnum.IOC);
+ initial.setReduceOnly(false);
+
+ FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder();
+ order.setTrigger(trigger);
+ order.setInitial(initial);
+
+ TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
+ String orderId = String.valueOf(response.getId());
+ String orderIdStr = response.getIdString();
+ log.info("[TradeExec] 条件开仓单已创建, trigger:{}, rule:{}, size:{}, id:{},idStr:{}",
+ triggerPrice, rule, size, orderId, orderIdStr);
+ if (onSuccess != null) {
+ onSuccess.accept(orderId);
+ }
+ } catch (Exception e) {
+ log.error("[TradeExec] 条件开仓单创建失败, trigger:{}, size:{}", triggerPrice, size, e);
+ if (onFailure != null) {
+ onFailure.run();
+ }
+ }
+ });
+ }
+
+ /**
+ * 异步取消单个条件单。
+ *
+ * @param orderId 条件单 ID，为 null 时跳过
+ */
+ public void cancelConditionalOrder(String orderId,Consumer<String> onSuccess) {
+ if (orderId == null) {
+ return;
+ }
+ executor.execute(() -> {
+ try {
+ futuresApi.cancelPriceTriggeredOrder(SETTLE, Long.parseLong(orderId));
+ log.info("[TradeExec] 条件单已取消, id:{}", orderId);
+ if (onSuccess != null) {
+ onSuccess.accept(orderId);
+ }
+ } catch (Exception e) {
+ log.warn("[TradeExec] 取消条件单失败(可能已触发), id:{}", orderId);
+ }
+ });
+ }
+
+ /**
* 构建 FuturesPriceTriggeredOrder 对象。
*
* <p>策略=0（价格触发），price_type=0（最新价），expiration=0（永不过期），
--
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