From d09d51ddc4c768083387cf7660bb8060aa8b48f2 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Thu, 14 May 2026 13:47:28 +0800
Subject: [PATCH] refactor(gateApi): 重构网格交易服务的止盈机制
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 308 ++++++++++++++++++--------------------------------
1 files changed, 113 insertions(+), 195 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 c32da8a..00b09c6 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -13,7 +13,10 @@
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 com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionClosesChannelHandler;
@@ -30,14 +33,14 @@
* <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>止盈队列</b>（longTakeProfitQueue / shortTakeProfitQueue）：每次网格触发时，
- * 将新队列首元素加减 step 作为止盈价加入止盈队列。仓位推送回调中检测到净增张数后，
- * 从止盈队列头部取出止盈价，创建止盈条件单。</li>
- * <li><b>条件单 ID 集合</b>（currentLongOrderIds / currentShortOrderIds）：
- * 用同步列表管理所有活跃的条件单 ID。每次网格触发时，取消对方方向的旧条件单（防止堆积），
- * 再挂新的条件单。反向条件单的 ID 也存入对应方向集合统一管理。</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，额外挂一张反向条件单并加入对方止盈队列。</li>
+ * 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>
@@ -51,11 +54,10 @@
* ├─ 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 → 队列转移 → 止盈入队 →
- * │ 取消旧多仓条件单 → 挂新空仓+多仓条件单 → 条件满足挂反向多单
- * ├─ processLongGrid: 匹配多仓队列 → 队列转移 → 止盈入队 →
- * │ 取消旧空仓条件单 → 挂新多仓+空仓条件单 → 条件满足挂反向空单
- * ├─ 仓位推送(净增张数) → 从止盈队列取止盈价 → 创建止盈条件单（plan-close-*-position）
+ * ├─ processShortGrid: 匹配空仓队列 → 队列转移→ 挂新空仓+多仓条件单
+ * ├─ processLongGrid: 匹配多仓队列 → 队列转移→ 挂新多仓+空仓条件单
+ * ├─ 订单推送(新) → onOrderUpdate → Map 匹配止盈价 → 挂止盈条件单
+ * ├─ 仓位推送 → 更新均价/持仓量、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
@@ -72,11 +74,11 @@
*
* <h3>止盈机制</h3>
* <ul>
- * <li>网格触发时，新队列首元素 ± step 作为止盈价加入止盈队列。</li>
- * <li>仓位推送检测到净增张数时，从止盈队列头部取止盈价创建止盈条件单。</li>
+ * <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>
- * <li>止盈队列为空时兜底：entryPrice ± step 作为止盈价。</li>
* </ul>
*
* <h3>反向条件单条件</h3>
@@ -84,7 +86,7 @@
* newFirstPrice > shortEntryPrice AND newFirstPrice < longEntryPrice
* AND 反向持仓张数 < 3
* </pre>
- * 满足条件时以 newFirstPrice 为触发价挂反向条件单，同时将 newFirstPrice ± step 加入对方止盈队列。
+ * 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>
* <pre>
@@ -129,15 +131,10 @@
/** 多仓价格队列，升序排列（小→大），容量 gridQueueSize */
private final List<BigDecimal> longPriceQueue = Collections.synchronizedList(new ArrayList<>());
- /** 多仓止盈队列，升序排列（小→大），仓位推送时消费 */
- private final List<BigDecimal> longTakeProfitQueue = Collections.synchronizedList(new ArrayList<>());
- /** 空仓止盈队列，降序排列（大→小），仓位推送时消费 */
- private final List<BigDecimal> shortTakeProfitQueue = Collections.synchronizedList(new ArrayList<>());
-
- /** 当前多仓条件单 ID 集合，用于取消旧单 */
- private final List<String> currentLongOrderIds = Collections.synchronizedList(new ArrayList<>());
- /** 当前空仓条件单 ID 集合，用于取消旧单 */
- private final List<String> currentShortOrderIds = 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<>());
+ /** 当前空仓条件单映射：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> currentShortOrderIds = Collections.synchronizedMap(new LinkedHashMap<>());
/** 基底空头入场价 */
private BigDecimal shortBaseEntryPrice;
@@ -320,8 +317,6 @@
shortActive = false;
shortPriceQueue.clear();
longPriceQueue.clear();
- longTakeProfitQueue.clear();
- shortTakeProfitQueue.clear();
currentLongOrderIds.clear();
currentShortOrderIds.clear();
log.info("[Gate] 网格策略已启动");
@@ -368,11 +363,11 @@
if (state == StrategyState.WAITING_KLINE) {
state = StrategyState.OPENING;
log.info("[Gate] 首根K线到达，开基底仓位...");
- executor.openLong(config.getQuantity(), () -> {
- log.info("[Gate] 基底多单已提交");
+ executor.openLong(config.getQuantity(), (orderId) -> {
+ log.info("[Gate] 基底多单已提交{}", orderId);
}, null);
- executor.openShort(negate(config.getQuantity()), () -> {
- log.info("[Gate] 基底空单已提交");
+ executor.openShort(negate(config.getQuantity()), (orderId) -> {
+ log.info("[Gate] 基底空单已提交{}",orderId);
}, null);
return;
}
@@ -424,36 +419,15 @@
baseLongOpened = true;
log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
tryGenerateQueues();
- } else if (size.compareTo(longPositionSize) > 0) {
- BigDecimal unitQty = new BigDecimal(config.getQuantity());
- long prevUnits = longPositionSize.divide(unitQty, 0, RoundingMode.DOWN).longValue();
- longPositionSize = size;
- long nowUnits = size.divide(unitQty, 0, RoundingMode.DOWN).longValue();
- long newUnits = nowUnits - prevUnits;
- for (int i = 0; i < newUnits; i++) {
- BigDecimal tpPrice;
- if (!longTakeProfitQueue.isEmpty()) {
- tpPrice = longTakeProfitQueue.remove(0);
- } else {
- tpPrice = longEntryPrice.add(config.getStep()).setScale(1, RoundingMode.HALF_UP);
- log.warn("[Gate] 多止盈队列为空, 兜底止盈价:{}", tpPrice);
- }
- executor.placeTakeProfit(tpPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_1, ORDER_TYPE_CLOSE_LONG, negate(config.getQuantity()));
- log.info("[Gate] 多单止盈已设, tp:{}, size:{}", tpPrice, negate(config.getQuantity()));
- }
- }else if(size.compareTo(longPositionSize) < 0){
+ } else if(size.compareTo(longPositionSize) < 0){
if (entryPrice.compareTo(shortEntryPrice) > 0
&& entryPrice.compareTo(longEntryPrice) < 0
&& shortPositionSize.compareTo(new BigDecimal("3")) < 0) {
- executor.openShort(negate(config.getQuantity()), () -> {
- log.info("[Gate] 反向空单");
- }, null);
-
BigDecimal reverseShortTp = entryPrice.subtract(config.getStep()).setScale(1, RoundingMode.HALF_UP);
- executor.placeTakeProfit(reverseShortTp,
- FuturesPriceTrigger.RuleEnum.NUMBER_2, ORDER_TYPE_CLOSE_SHORT, config.getQuantity());
+ executor.openShort(negate(config.getQuantity()),
+ orderId -> { currentShortOrderIds.put(orderId, reverseShortTp);},
+ null);
log.info("[Gate] 反向条件空单已挂, trigger:{}, size:{}, 止盈:{}", entryPrice, negate(config.getQuantity()), reverseShortTp);
}
} else {
@@ -462,6 +436,15 @@
} else {
longActive = false;
longPositionSize = BigDecimal.ZERO;
+ }
+ synchronized (currentLongOrderIds) {
+ if (currentLongOrderIds.size() > 5) {
+ Iterator<String> it = currentLongOrderIds.keySet().iterator();
+ for (int i = 0, remove = currentLongOrderIds.size() - 5; i < remove; i++) {
+ it.next();
+ it.remove();
+ }
+ }
}
} else if (Position.ModeEnum.DUAL_SHORT == mode) {
if (hasPosition) {
@@ -473,36 +456,15 @@
baseShortOpened = true;
log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
tryGenerateQueues();
- } else if (size.abs().compareTo(shortPositionSize) > 0) {
- BigDecimal unitQty = new BigDecimal(config.getQuantity());
- long prevUnits = shortPositionSize.divide(unitQty, 0, RoundingMode.DOWN).longValue();
- BigDecimal nowAbsSize = size.abs();
- shortPositionSize = nowAbsSize;
- long nowUnits = nowAbsSize.divide(unitQty, 0, RoundingMode.DOWN).longValue();
- long newUnits = nowUnits - prevUnits;
- for (int i = 0; i < newUnits; i++) {
- BigDecimal tpPrice;
- if (!shortTakeProfitQueue.isEmpty()) {
- tpPrice = shortTakeProfitQueue.remove(0);
- } else {
- tpPrice = shortEntryPrice.subtract(config.getStep()).setScale(1, RoundingMode.HALF_UP);
- log.warn("[Gate] 空止盈队列为空, 兜底止盈价:{}", tpPrice);
- }
- executor.placeTakeProfit(tpPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_2, ORDER_TYPE_CLOSE_SHORT, config.getQuantity());
- log.info("[Gate] 空单止盈已设, tp:{}, size:{}", tpPrice, config.getQuantity());
- }
- }else if(size.abs().compareTo(shortPositionSize) < 0){
+ } else if(size.abs().compareTo(shortPositionSize) < 0){
if (entryPrice.compareTo(shortEntryPrice) > 0
&& entryPrice.compareTo(longEntryPrice) < 0
&& longPositionSize.compareTo(new BigDecimal("3")) < 0) {
- executor.openLong(config.getQuantity(), () -> {
- log.info("[Gate] 反向多单");
- }, null);
BigDecimal reverseLongTp = entryPrice.add(config.getStep()).setScale(1, RoundingMode.HALF_UP);
- executor.placeTakeProfit(reverseLongTp,
- FuturesPriceTrigger.RuleEnum.NUMBER_1, ORDER_TYPE_CLOSE_LONG, negate(config.getQuantity()));
+ executor.openLong(config.getQuantity(),
+ orderId -> { currentLongOrderIds.put(orderId, reverseLongTp);},
+ null);
log.info("[Gate] 反向条件多单已挂, trigger:{}, size:{}, 止盈:{}", entryPrice, negate(config.getQuantity()), reverseLongTp);
}
} else {
@@ -511,6 +473,15 @@
} else {
shortActive = false;
shortPositionSize = BigDecimal.ZERO;
+ }
+ synchronized (currentShortOrderIds) {
+ if (currentShortOrderIds.size() > 5) {
+ Iterator<String> it = currentShortOrderIds.keySet().iterator();
+ for (int i = 0, remove = currentShortOrderIds.size() - 5; i < remove; i++) {
+ it.next();
+ it.remove();
+ }
+ }
}
}
}
@@ -544,6 +515,39 @@
}
}
+ // ---- 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。
+ *
+ * <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）
+ */
+ public void onOrderUpdate(String orderId, String status, String finishAs) {
+ if (!"finished".equals(status) || !"filled".equals(finishAs)) {
+ return;
+ }
+ BigDecimal longTp = currentLongOrderIds.remove(orderId);
+ if (longTp != null) {
+ executor.placeTakeProfit(longTp,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1, ORDER_TYPE_CLOSE_LONG, negate(config.getQuantity()));
+ log.info("[Gate] 多单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, longTp, negate(config.getQuantity()));
+ return;
+ }
+ BigDecimal shortTp = currentShortOrderIds.remove(orderId);
+ if (shortTp != null) {
+ executor.placeTakeProfit(shortTp,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2, ORDER_TYPE_CLOSE_SHORT, config.getQuantity());
+ log.info("[Gate] 空单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, shortTp, config.getQuantity());
+ }
+ }
+
// ---- 网格队列处理 ----
/**
@@ -563,27 +567,28 @@
generateLongQueue();
BigDecimal step = config.getStep();
- BigDecimal longTp = longPriceQueue.get(0).add(step).setScale(1, RoundingMode.HALF_UP);
- BigDecimal shortTp = shortPriceQueue.get(0).subtract(step).setScale(1, RoundingMode.HALF_UP);
- longTakeProfitQueue.add(longTp);
- shortTakeProfitQueue.add(shortTp);
- log.info("[Gate] 多止盈队列:{}", longTakeProfitQueue);
- log.info("[Gate] 空止盈队列:{}", shortTakeProfitQueue);
- executor.placeConditionalEntryOrder(longPriceQueue.get(0),
+ BigDecimal longPriceQueueOne = longPriceQueue.get(0);
+ BigDecimal longTp = longPriceQueueOne.add(step).setScale(1, RoundingMode.HALF_UP);
+ executor.placeConditionalEntryOrder(longPriceQueueOne,
FuturesPriceTrigger.RuleEnum.NUMBER_1, config.getQuantity(),
- orderId -> { currentLongOrderIds.add(orderId); log.info("[Gate] 初始条件多单已挂, id:{}, trigger:{}", orderId, longPriceQueue.get(0)); },
- null);
- executor.placeConditionalEntryOrder(shortPriceQueue.get(0),
- FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
- orderId -> { currentShortOrderIds.add(orderId); log.info("[Gate] 初始条件空单已挂, id:{}, trigger:{}", orderId, shortPriceQueue.get(0)); },
+ orderId -> { currentLongOrderIds.put(orderId, longTp); log.info("[Gate] 初始条件多单已挂, id:{}, trigger:{}, 止盈:{}", orderId, longPriceQueue.get(0), longTp); },
null);
- state = StrategyState.ACTIVE;
+
+ BigDecimal shortPriceQueueOne = shortPriceQueue.get(0);
+ BigDecimal shortTp = shortPriceQueueOne.subtract(step).setScale(1, RoundingMode.HALF_UP);
+ executor.placeConditionalEntryOrder(shortPriceQueueOne,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
+ orderId -> { currentShortOrderIds.put(orderId, shortTp); log.info("[Gate] 初始条件空单已挂, id:{}, trigger:{}, 止盈:{}", orderId, shortPriceQueue.get(0), shortTp); },
+ null);
+
+
log.info("[Gate] 网格队列已生成, 空队首:{} → 尾:{}, 多队首:{} → 尾:{}, step:{}, 已激活",
- shortPriceQueue.get(0), shortPriceQueue.get(shortPriceQueue.size() - 1),
- longPriceQueue.get(0), longPriceQueue.get(longPriceQueue.size() - 1),
+ shortPriceQueueOne, shortPriceQueue.get(shortPriceQueue.size() - 1),
+ longPriceQueueOne, longPriceQueue.get(longPriceQueue.size() - 1),
step);
+ state = StrategyState.ACTIVE;
}
}
@@ -661,9 +666,7 @@
}
}
}
- log.info("[Gate] 原空队列:{}", shortPriceQueue);
if (matched.isEmpty()) {
- log.info("[Gate] 空仓队列未触发, 当前价:{}", currentPrice);
return;
}
log.info("[Gate] 空仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);
@@ -675,82 +678,32 @@
for (int i = 0; i < matched.size(); i++) {
min = min.subtract(gridStep).setScale(1, RoundingMode.HALF_UP);
shortPriceQueue.add(min);
- log.info("[Gate] 空队列增加:{}", min);
}
shortPriceQueue.sort((a, b) -> b.compareTo(a));
- log.info("[Gate] 现空队列:{}", shortPriceQueue);
}
-
- BigDecimal newShortFirst = shortPriceQueue.get(0);
- BigDecimal step = config.getStep();
- BigDecimal stpElem = newShortFirst.subtract(step).setScale(1, RoundingMode.HALF_UP);
- shortTakeProfitQueue.add(stpElem);
- shortTakeProfitQueue.sort((a, b) -> b.compareTo(a));
- log.info("[Gate] 空止盈队列增加:{}, 现止盈队列:{}", stpElem, shortTakeProfitQueue);
-
-// 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(1, RoundingMode.HALF_UP);
-// longPriceQueue.add(elem);
-// log.info("[Gate] 多队列增加:{}", elem);
-// }
-// longPriceQueue.sort(BigDecimal::compareTo);
-// while (longPriceQueue.size() > config.getGridQueueSize()) {
-// longPriceQueue.remove(longPriceQueue.size() - 1);
-// }
-// log.info("[Gate] 现多队列:{}", longPriceQueue);
-// }
if (!isMarginSafe()) {
log.warn("[Gate] 保证金超限，跳过挂条件单");
} else {
-// synchronized (currentShortOrderIds) {
-// for (String id : currentShortOrderIds) {
-// executor.cancelConditionalOrder(id);
-// }
-// currentShortOrderIds.clear();
-// }
- currentShortOrderIds.clear();
+ BigDecimal newShortFirst = shortPriceQueue.get(0);
+ BigDecimal step = config.getStep();
+ BigDecimal stpElem = newShortFirst.subtract(step).setScale(1, RoundingMode.HALF_UP);
executor.placeConditionalEntryOrder(newShortFirst,
FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
- orderId -> { currentShortOrderIds.add(orderId); log.info("[Gate] 新条件空单, id:{}, trigger:{}", orderId, newShortFirst); },
+ orderId -> { currentShortOrderIds.put(orderId, stpElem); log.info("[Gate] 新条件空单, id:{}, trigger:{}, 止盈:{}", orderId, newShortFirst, stpElem); },
null);
BigDecimal newLongFirst = newShortFirst.add( step.multiply(new BigDecimal("2")));
if (newLongFirst.compareTo(longEntryPrice) < 0) {
-// synchronized (currentLongOrderIds) {
-// for (String id : currentLongOrderIds) {
-// executor.cancelConditionalOrder(id);
-// }
-// currentLongOrderIds.clear();
-// }
- currentLongOrderIds.clear();
BigDecimal ltpElem = newLongFirst.add(step).setScale(1, RoundingMode.HALF_UP);
- longTakeProfitQueue.add(ltpElem);
- longTakeProfitQueue.sort(BigDecimal::compareTo);
- log.info("[Gate] 多止盈队列增加:{}, 现止盈队列:{}", ltpElem, longTakeProfitQueue);
executor.placeConditionalEntryOrder(newLongFirst,
FuturesPriceTrigger.RuleEnum.NUMBER_1, config.getQuantity(),
- orderId -> { currentLongOrderIds.add(orderId); log.info("[Gate] 新条件多单, id:{}, trigger:{}", orderId, newLongFirst); },
+ orderId -> { currentLongOrderIds.put(orderId, ltpElem); log.info("[Gate] 新条件多单, id:{}, trigger:{}, 止盈:{}", orderId, newLongFirst, ltpElem); },
null);
}
-// if (newShortFirst.compareTo(shortEntryPrice) > 0
-// && newShortFirst.compareTo(longEntryPrice) < 0
-// && longPositionSize.compareTo(new BigDecimal("3")) < 0) {
-// BigDecimal reverseLongTp = newShortFirst.add(step).setScale(1, RoundingMode.HALF_UP);
-// longTakeProfitQueue.add(reverseLongTp);
-// longTakeProfitQueue.sort(BigDecimal::compareTo);
-// executor.placeConditionalEntryOrder(newShortFirst,
-// FuturesPriceTrigger.RuleEnum.NUMBER_1, config.getQuantity(),
-// orderId -> { currentLongOrderIds.add(orderId); },
-// null);
-// log.info("[Gate] 反向条件多单已挂, trigger:{}, size:{}, 止盈:{}", newShortFirst, config.getQuantity(), reverseLongTp);
-// }
}
}
@@ -793,9 +746,7 @@
}
}
}
- log.info("[Gate] 原多队列:{}", longPriceQueue);
if (matched.isEmpty()) {
- log.info("[Gate] 多仓队列未触发, 当前价:{}", currentPrice);
return;
}
@@ -808,18 +759,9 @@
for (int i = 0; i < matched.size(); i++) {
max = max.add(gridStep).setScale(1, RoundingMode.HALF_UP);
longPriceQueue.add(max);
- log.info("[Gate] 多队列增加:{}", max);
}
longPriceQueue.sort(BigDecimal::compareTo);
- log.info("[Gate] 现多队列:{}", longPriceQueue);
}
-
- BigDecimal newLongFirst = longPriceQueue.get(0);
- BigDecimal step = config.getStep();
- BigDecimal ltpElem = newLongFirst.add(step).setScale(1, RoundingMode.HALF_UP);
- longTakeProfitQueue.add(ltpElem);
- longTakeProfitQueue.sort(BigDecimal::compareTo);
- log.info("[Gate] 多止盈队列增加:{}, 现止盈队列:{}", ltpElem, longTakeProfitQueue);
// synchronized (shortPriceQueue) {
// BigDecimal first = shortPriceQueue.isEmpty() ? matched.get(0) : shortPriceQueue.get(0);
@@ -841,51 +783,27 @@
if (!isMarginSafe()) {
log.warn("[Gate] 保证金超限，跳过挂条件单");
} else {
-// synchronized (currentLongOrderIds) {
-// for (String id : currentLongOrderIds) {
-// executor.cancelConditionalOrder(id);
-// }
-// currentLongOrderIds.clear();
-// }
- currentLongOrderIds.clear();
+
+ BigDecimal step = config.getStep();
+
+ BigDecimal newLongFirst = longPriceQueue.get(0);
+ BigDecimal ltpElem = newLongFirst.add(step).setScale(1, RoundingMode.HALF_UP);
executor.placeConditionalEntryOrder(newLongFirst,
FuturesPriceTrigger.RuleEnum.NUMBER_1, config.getQuantity(),
- orderId -> { currentLongOrderIds.add(orderId); log.info("[Gate] 新条件多单, id:{}, trigger:{}", orderId, newLongFirst); },
+ orderId -> { currentLongOrderIds.put(orderId, ltpElem); log.info("[Gate] 新条件多单, id:{}, trigger:{}, 止盈:{}", orderId, newLongFirst, ltpElem); },
null);
BigDecimal newShortFirst = newLongFirst.subtract( step.multiply(new BigDecimal("2")));
if (newShortFirst.compareTo(shortEntryPrice) > 0){
-// synchronized (currentShortOrderIds) {
-// for (String id : currentShortOrderIds) {
-// executor.cancelConditionalOrder(id);
-// }
-// currentShortOrderIds.clear();
-// }
- currentShortOrderIds.clear();
BigDecimal stpElem = newShortFirst.subtract(step).setScale(1, RoundingMode.HALF_UP);
- shortTakeProfitQueue.add(stpElem);
- shortTakeProfitQueue.sort((a, b) -> b.compareTo(a));
- log.info("[Gate] 空止盈队列增加:{}, 现止盈队列:{}", stpElem, shortTakeProfitQueue);
executor.placeConditionalEntryOrder(newShortFirst,
FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
- orderId -> { currentShortOrderIds.add(orderId); log.info("[Gate] 新条件空单, id:{}, trigger:{}", orderId, newShortFirst); },
+ orderId -> { currentShortOrderIds.put(orderId, stpElem); log.info("[Gate] 新条件空单, id:{}, trigger:{}, 止盈:{}", orderId, newShortFirst, stpElem); },
null);
}
-// if (newLongFirst.compareTo(shortEntryPrice) > 0
-// && newLongFirst.compareTo(longEntryPrice) < 0
-// && shortPositionSize.compareTo(new BigDecimal("3")) < 0) {
-// BigDecimal reverseShortTp = newLongFirst.subtract(step).setScale(1, RoundingMode.HALF_UP);
-// shortTakeProfitQueue.add(reverseShortTp);
-// shortTakeProfitQueue.sort((a, b) -> b.compareTo(a));
-// executor.placeConditionalEntryOrder(newLongFirst,
-// FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
-// orderId -> { currentShortOrderIds.add(orderId); },
-// null);
-// log.info("[Gate] 反向条件空单已挂, trigger:{}, size:{}, 止盈:{}", newLongFirst, negate(config.getQuantity()), reverseShortTp);
-// }
}
}
--
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