From d0a048608146905ae5e1e95c111e1fd7cbbc3dae Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 22 Jun 2026 13:30:35 +0800
Subject: [PATCH] feat(gateApi): 实现网格交易止盈止损管理功能
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 242 ++++++++++++++++++++++++++++++++++++++----------
1 files changed, 190 insertions(+), 52 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 8ed0b97..01bea3a 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -134,6 +134,11 @@
/** 多头是否活跃（有仓位） */
private volatile boolean longActive = false;
+ /** 多头累计止损张数（加仓订单成交后归零） */
+ private volatile int accumulatedLongLossCount = 0;
+ /** 空头累计止损张数（加仓订单成交后归零） */
+ private volatile int accumulatedShortLossCount = 0;
+
private volatile BigDecimal lastKlinePrice;
private volatile BigDecimal markPrice = BigDecimal.ZERO;
private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
@@ -300,6 +305,8 @@
baseShortOpened = false;
longActive = false;
shortActive = false;
+ accumulatedLongLossCount = 0;
+ accumulatedShortLossCount = 0;
shortPriceQueue.clear();
longPriceQueue.clear();
currentLongOrderIds.clear();
@@ -590,6 +597,23 @@
return;
}
+ // [Gate-需求1] 多仓止盈触发：清空止盈状态 + 取消最远多仓止损
+ GridElement longTpElem = GridElement.findByLongTakeProfitOrderId(orderId);
+ if (longTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
+ longTakeProfitTraderIdParam(longTpElem, null, false);
+ log.info("[Gate] 多仓止盈触发 gridId:{}, orderId:{}", longTpElem.getId(), orderId);
+ cancelFarthestLongStopLoss();
+ return;
+ }
+ // [Gate-需求1] 空仓止盈触发：清空止盈状态 + 取消最远空仓止损
+ GridElement shortTpElem = GridElement.findByShortTakeProfitOrderId(orderId);
+ if (shortTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
+ shortTakeProfitTraderIdParam(shortTpElem, null, false);
+ log.info("[Gate] 空仓止盈触发 gridId:{}, orderId:{}", shortTpElem.getId(), orderId);
+ cancelFarthestShortStopLoss();
+ return;
+ }
+
GridElement longStopLossElem = GridElement.findByLongStopLossOrderId(orderId);
// if (longStopLossElem != null && longPositionSize.compareTo(BigDecimal.ZERO) > 0 && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
if (longStopLossElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
@@ -608,7 +632,10 @@
if (shortGridElement.isHasShortOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
shortEntryTraderIdParam(shortGridElement, null, false);
+ // [Gate-需求2] 加仓后先撤空仓所有止盈+止损，再重挂
+ cancelAllShortTakeProfitsAndStopLosses();
extendShortStopLoss(filledQty,shortGridElement.getId());
+ accumulatedShortLossCount = 0; // 加仓订单成交，重置止损累计
log.info("[Gate] 空单成交 gridId:{}", filledQty);
// 空仓持仓超过baseQuantity时，从gridId-2开始向外追挂止盈
@@ -646,7 +673,10 @@
int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
longEntryTraderIdParam(longGridElement, null, false);
+ // [Gate-需求2] 加仓后先撤多仓所有止盈+止损，再重挂
+ cancelAllLongTakeProfitsAndStopLosses();
extendLongStopLoss(filledQty,longGridElement.getId());
+ accumulatedLongLossCount = 0; // 加仓订单成交，重置止损累计
log.info("[Gate] 多单成交 gridId:{}", filledQty);
// 多仓持仓超过baseQuantity时，从gridId+2开始向外追挂止盈
@@ -1021,25 +1051,27 @@
GridElement newEntryGrid = GridElement.findById(upId);
if (newEntryGrid != 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()) {
- BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- String size = config.getBaseQuantity();
- 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);
- }
-
GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());
+ String quantity = cancelGridElement != null
+ ? cancelGridElement.getLongTraderParam().getQuantity()
+ : config.getBaseQuantity();
if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
String longOrderId = cancelGridElement.getLongOrderId();
executor.cancelConditionalOrder(longOrderId, oid -> {
longEntryTraderIdParam(cancelGridElement, null, false);
log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", cancelGridElement.getId(),longOrderId);
});
+ }
+// 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()) {
+ 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);
}
}
}
@@ -1069,18 +1101,12 @@
GridElement newEntryGrid = GridElement.findById(downId);
if (newEntryGrid != 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()){
- BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- String size = config.getBaseQuantity();
- 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));
- }
GridElement cancelGridElement = GridElement.findById(newEntryGrid.getDownId());
+
+ String quantity = cancelGridElement != null
+ ? cancelGridElement.getShortTraderParam().getQuantity()
+ : config.getBaseQuantity();
/**
* 看是否有空仓挂单，有就取消
*/
@@ -1090,6 +1116,16 @@
shortEntryTraderIdParam(cancelGridElement, null, false);
log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", cancelGridElement.getId(),shortOrderId);
});
+ }
+// 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()){
+ 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));
}
}
@@ -1112,21 +1148,22 @@
return;
}
- BigDecimal triggerPrice = newEntryGrid.getGridPrice();
+ // [Gate-BugFix] 防止与"仓位归零"重复下单：若该网格已有挂单则跳过
+ if (!newEntryGrid.isHasLongOrder()) {
+ BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- BigDecimal baseQuantity = new BigDecimal(config.getBaseQuantity());
- BigDecimal subtract = baseQuantity.subtract(longPositionSize);
- String size = new BigDecimal(config.getQuantity()).add(new BigDecimal(config.getQuantity())).toString();
- if (subtract.compareTo(BigDecimal.ZERO) > 0){
- size = subtract.add(new BigDecimal(config.getQuantity())).toString();
+ // 累计止损张数 + 当前止损量作为追单size，不再依赖positionSize（避免WS竞态）
+ accumulatedLongLossCount += Integer.parseInt(config.getQuantity());
+ String size = String.valueOf(accumulatedLongLossCount + Integer.parseInt(config.getQuantity()));
+ log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}基础张多单",
+ gridId, newEntryGridId, size);
+
+ newEntryGrid.getLongTraderParam().setQuantity(size);
+ placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
+ }else{
+ log.warn("[Gate] 多仓止损触发 gridId:{}, 目标gridId:{}已有挂单，跳过重复下单", gridId, newEntryGridId);
}
- log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}基础张多单",
- gridId, newEntryGridId, size);
-
- newEntryGrid.getLongTraderParam().setQuantity(size);
- placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
-
int cancelGridId = gridId + 2;
GridElement cancelGrid = GridElement.findById(cancelGridId);
@@ -1170,20 +1207,23 @@
return;
}
- BigDecimal triggerPrice = newEntryGrid.getGridPrice();
+ // [Gate-BugFix] 防止与"仓位归零"重复下单：若该网格已有挂单则跳过
+ if (!newEntryGrid.isHasShortOrder()) {
+ BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- BigDecimal baseQuantity = new BigDecimal(config.getBaseQuantity());
- BigDecimal subtract = baseQuantity.subtract(shortPositionSize);
-
- String size = new BigDecimal(config.getQuantity()).add(new BigDecimal(config.getQuantity())).toString();
- if (subtract.compareTo(BigDecimal.ZERO) > 0){
- size = subtract.add(new BigDecimal(config.getQuantity())).toString();
+ // 累计止损张数 + 当前止损量作为追单size，不再依赖positionSize（避免WS竞态）
+ accumulatedShortLossCount += Integer.parseInt(config.getQuantity());
+ String size = String.valueOf(accumulatedShortLossCount + Integer.parseInt(config.getQuantity()));
+ log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}基础张空单",
+ gridId, newEntryGridId, size);
+ newEntryGrid.getShortTraderParam().setQuantity(size);
+ placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
+ }else{
+ log.warn("[Gate] 空仓止损触发 gridId:{}, 目标gridId:{}已有挂单，跳过重复下单", gridId, newEntryGridId);
}
- log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}基础张空单",
- gridId, newEntryGridId, size);
- newEntryGrid.getShortTraderParam().setQuantity(size);
- placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
+
+
int cancelGridId = gridId - 2;
@@ -1214,6 +1254,96 @@
}
}
+ // ========== 止盈/止损取消辅助方法 ==========
+
+ /**
+ * 取消最远的多仓止损订单。
+ * 多仓止损在 gridId 负方向，最远 = id 最小。
+ */
+ private void cancelFarthestLongStopLoss() {
+ GridElement farthest = null;
+ for (GridElement e : config.getGridElements()) {
+ if (e.getLongStopLossOrderId() != null) {
+ if (farthest == null || e.getId() < farthest.getId()) {
+ farthest = e;
+ }
+ }
+ }
+ if (farthest != null) {
+ String slId = farthest.getLongStopLossOrderId();
+ farthest.setLongStopLossOrderId(null);
+ GridElement.refreshIndices();
+ GridElement finalFarthest = farthest;
+ executor.cancelConditionalOrder(slId, oid ->
+ log.info("[Gate] 止盈触发, 取消最远多仓止损 gridId:{}, orderId:{}", finalFarthest.getId(), slId));
+ }
+ }
+
+ /**
+ * 取消最远的空仓止损订单。
+ * 空仓止损在 gridId 正方向，最远 = id 最大。
+ */
+ private void cancelFarthestShortStopLoss() {
+ GridElement farthest = null;
+ for (GridElement e : config.getGridElements()) {
+ if (e.getShortStopLossOrderId() != null) {
+ if (farthest == null || e.getId() > farthest.getId()) {
+ farthest = e;
+ }
+ }
+ }
+ if (farthest != null) {
+ String slId = farthest.getShortStopLossOrderId();
+ farthest.setShortStopLossOrderId(null);
+ GridElement.refreshIndices();
+ GridElement finalFarthest = farthest;
+ executor.cancelConditionalOrder(slId, oid ->
+ log.info("[Gate] 止盈触发, 取消最远空仓止损 gridId:{}, orderId:{}", finalFarthest.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.setLongTakeProfitOrderId(null);
+ executor.cancelConditionalOrder(tpId, oid -> {});
+ }
+ String slId = e.getLongStopLossOrderId();
+ if (slId != null) {
+ e.setLongStopLossOrderId(null);
+ executor.cancelConditionalOrder(slId, oid -> {});
+ }
+ }
+ 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.setShortTakeProfitOrderId(null);
+ executor.cancelConditionalOrder(tpId, oid -> {});
+ }
+ String slId = e.getShortStopLossOrderId();
+ if (slId != null) {
+ e.setShortStopLossOrderId(null);
+ executor.cancelConditionalOrder(slId, oid -> {});
+ }
+ }
+ GridElement.refreshIndices();
+ log.info("[Gate] 已提交取消所有空仓止盈+止损");
+ }
+
+ // ========== 止损追单 ==========
+
private void extendLongStopLoss(int filledQty,int gridId) {
int furthestSlId = 0;
for (GridElement e : config.getGridElements()) {
@@ -1221,12 +1351,16 @@
furthestSlId = e.getId();
}
}
+
+ int interval = 1;
if (furthestSlId == 0) {
furthestSlId = gridId;
+ interval = 2;
}
- log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 追加{}张", furthestSlId, filledQty);
- for (int i = 0; i < filledQty; i++) {
- int newSlId = furthestSlId - i - 1;
+ int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
+ log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
+ for (int i = 0; i < stopLossCount; i++) {
+ int newSlId = furthestSlId - i - interval;
GridElement elem = GridElement.findById(newSlId);
if (elem == null) {
continue;
@@ -1254,12 +1388,16 @@
furthestSlId = e.getId();
}
}
+
+ int interval = 1;
if (furthestSlId == 0) {
furthestSlId = gridId;
+ interval = 2;
}
- log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 追加{}张", furthestSlId, filledQty);
- for (int i = 0; i < filledQty; i++) {
- int newSlId = furthestSlId + i + 1;
+ int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
+ log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
+ for (int i = 0; i < stopLossCount; i++) {
+ int newSlId = furthestSlId + i + interval;
GridElement elem = GridElement.findById(newSlId);
if (elem == null) {
continue;
--
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