From d69181311e185593c5bfd0e3cbc06e796bb74ebe Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Wed, 23 Sep 2026 18:02:42 +0800
Subject: [PATCH] feat(gateApi): 添加止盈触发对向加仓功能
---
src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java | 228 ++++++++++++++++++++++++++++++++++++++------------------
1 files changed, 153 insertions(+), 75 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 991a260..3a31bd0 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java
@@ -1,6 +1,7 @@
package com.xcong.excoin.modules.gateApi;
import io.gate.gateapi.ApiClient;
+import io.gate.gateapi.GateApiException;
import io.gate.gateapi.api.FuturesApi;
import io.gate.gateapi.models.FuturesInitialOrder;
import io.gate.gateapi.models.FuturesOrder;
@@ -17,50 +18,51 @@
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>
- * // 基底双开
- * GateGridTradeService.init → executor.openLong / executor.openShort
+ * <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>
*
- * // 网格条件开仓
- * GateGridTradeService.tryGenerateQueues / processShortGrid / processLongGrid
- * → executor.placeConditionalEntryOrder（价格触发后市价 IOC 开仓）
- * → executor.cancelConditionalOrder（取消对方方向旧条件单）
+ * <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>
*
- * // 止盈
- * GateGridTradeService.onPositionUpdate → executor.placeTakeProfit（开仓后设止盈条件单）
- *
- * // 停止
- * GateGridTradeService.stopGrid → executor.cancelAllPriceTriggeredOrders
- * </pre>
- *
- * <h3>遗留方法（当前策略未使用）</h3>
- * {@link #placeGridLimitOrder(BigDecimal, String, Consumer, Runnable)} 和
- * {@link #cancelOrder(String)} 为旧版限价单策略的遗留方法，保留以备后续使用。
+ * @author Administrator
*/
@Slf4j
public class GateTradeExecutor {
private static final String SETTLE = "usdt";
+
+ /** 止盈/止损条件单创建失败后的重试次数 */
+ private static final int TRIGGER_ORDER_RETRY_MAX_ATTEMPTS = 3;
+ /** 止盈/止损条件单创建失败后的重试间隔（毫秒） */
+ private static final long TRIGGER_ORDER_RETRY_DELAY_MS = 500L;
+ /** 市价单遭遇价格保护(MARKET_PRICE_TOO_DEVIATED)后的重试次数 */
+ private static final int OPEN_POSITION_RETRY_MAX_ATTEMPTS = 3;
+ /** 市价单遭遇价格保护后的重试间隔（毫秒） */
+ private static final long OPEN_POSITION_RETRY_DELAY_MS = 800L;
/** Gate U 本位合约 REST API */
private final FuturesApi futuresApi;
@@ -100,6 +102,13 @@
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"）。
@@ -134,26 +143,59 @@
*/
private void openPosition(String size, String text, String label, Consumer<String> onSuccess, Runnable onFailure) {
executor.execute(() -> {
- try {
- FuturesOrder order = new FuturesOrder();
- order.setContract(contract);
- order.setSize(size);
- order.setPrice("0");
- order.setTif(FuturesOrder.TifEnum.IOC);
- 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.accept(orderId);
- }
- } catch (Exception e) {
- log.error("[TradeExec] {}失败", label, e);
- if (onFailure != null) {
- onFailure.run();
+ for (int attempt = 1; attempt <= OPEN_POSITION_RETRY_MAX_ATTEMPTS; attempt++) {
+ try {
+ FuturesOrder order = new FuturesOrder();
+ order.setContract(contract);
+ order.setSize(size);
+ order.setPrice("0");
+ order.setTif(FuturesOrder.TifEnum.IOC);
+ 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.accept(orderId);
+ }
+ return;
+ } catch (Exception e) {
+ if (attempt < OPEN_POSITION_RETRY_MAX_ATTEMPTS && isPriceProtectionRejected(e)) {
+ log.warn("[TradeExec] {}遭遇价格保护(MARKET_PRICE_TOO_DEVIATED), 第{}次失败, {}ms后重试: {}",
+ label, attempt, OPEN_POSITION_RETRY_DELAY_MS, e.getMessage());
+ try {
+ Thread.sleep(OPEN_POSITION_RETRY_DELAY_MS);
+ } catch (InterruptedException ie) {
+ Thread.currentThread().interrupt();
+ break;
+ }
+ } else {
+ log.error("[TradeExec] {}失败", label, e);
+ if (onFailure != null) {
+ onFailure.run();
+ }
+ return;
+ }
}
}
+ log.error("[TradeExec] {}重试{}次后仍失败", label, OPEN_POSITION_RETRY_MAX_ATTEMPTS);
+ if (onFailure != null) {
+ onFailure.run();
+ }
});
+ }
+
+ /**
+ * 判断异常是否为市价单价格保护拒绝（{@code MARKET_PRICE_TOO_DEVIATED}）。
+ *
+ * <p>该错误是交易所对市价单的保护：当盘口价相对最新价偏离超过滑点比率时拒绝下单，
+ * 属于瞬时行情错误，等待行情稳定后重试通常可成功，因此区别于其他致命错误单独识别。
+ */
+ private boolean isPriceProtectionRejected(Exception e) {
+ if (e instanceof GateApiException) {
+ String label = ((GateApiException) e).getErrorLabel();
+ return label != null && label.contains("PRICE_TOO_DEVIATED");
+ }
+ return false;
}
/**
@@ -180,17 +222,32 @@
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());
- String orderId = String.valueOf(response.getId());
- if (onSuccess != null) {
- onSuccess.accept(orderId);
+ for (int attempt = 1; attempt <= TRIGGER_ORDER_RETRY_MAX_ATTEMPTS; attempt++) {
+ try {
+ TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
+ 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);
+ }
+ return;
+ } catch (Exception e) {
+ if (attempt < TRIGGER_ORDER_RETRY_MAX_ATTEMPTS) {
+ log.warn("[TradeExec] 止盈单创建失败, 触发价:{}, size:{}, 第{}次尝试失败, {}ms后重试, err:{}",
+ triggerPrice, size, attempt, TRIGGER_ORDER_RETRY_DELAY_MS, e.getMessage());
+ try {
+ Thread.sleep(TRIGGER_ORDER_RETRY_DELAY_MS);
+ } catch (InterruptedException ie) {
+ Thread.currentThread().interrupt();
+ marketClose(size);
+ return;
+ }
+ } else {
+ 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);
+ }
}
- } 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);
}
});
}
@@ -200,18 +257,33 @@
* size 与止盈单保持一致（负=平多，正=平空）。
*/
private void marketClose(String size) {
- try {
- FuturesOrder order = new FuturesOrder();
- order.setContract(contract);
- order.setSize(size);
- order.setPrice("0");
- order.setTif(FuturesOrder.TifEnum.IOC);
- order.setReduceOnly(true);
- order.setText("t-grid-mkt-close");
- FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
- log.info("[TradeExec] 市价止盈成功, 价格:{}, size:{}, id:{}", result.getFillPrice(), size, result.getId());
- } catch (Exception e) {
- log.error("[TradeExec] 市价止盈也失败, size:{}", size, e);
+ for (int attempt = 1; attempt <= OPEN_POSITION_RETRY_MAX_ATTEMPTS; attempt++) {
+ try {
+ FuturesOrder order = new FuturesOrder();
+ order.setContract(contract);
+ order.setSize(size);
+ order.setPrice("0");
+ order.setTif(FuturesOrder.TifEnum.IOC);
+ order.setReduceOnly(true);
+ order.setText("t-grid-mkt-close");
+ FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
+ log.info("[TradeExec] 市价止盈成功, 价格:{}, size:{}, id:{}", result.getFillPrice(), size, result.getId());
+ return;
+ } catch (Exception e) {
+ if (attempt < OPEN_POSITION_RETRY_MAX_ATTEMPTS && isPriceProtectionRejected(e)) {
+ log.warn("[TradeExec] 市价止盈遭遇价格保护, 第{}次失败, {}ms后重试: {}",
+ attempt, OPEN_POSITION_RETRY_DELAY_MS, e.getMessage());
+ try {
+ Thread.sleep(OPEN_POSITION_RETRY_DELAY_MS);
+ } catch (InterruptedException ie) {
+ Thread.currentThread().interrupt();
+ break;
+ }
+ } else {
+ log.error("[TradeExec] 市价止盈也失败, size:{}", size, e);
+ return;
+ }
+ }
}
}
@@ -266,18 +338,21 @@
/**
* <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)}。
+ * <p>异步取消指定限价单。当前策略改用 。
*
* @param orderId 订单 ID，为 null 时跳过
*/
- public void cancelOrder(String orderId) {
+ public void cancelOrder(String orderId,Consumer<String> onSuccess) {
if (orderId == null) {
return;
}
executor.execute(() -> {
try {
- FuturesOrder cancelled = futuresApi.cancelFuturesOrder(SETTLE, orderId, null);
+ FuturesOrder cancelled = futuresApi.cancelFuturesOrder(SETTLE, orderId, null, 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);
}
@@ -324,8 +399,8 @@
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:{}",
- triggerPrice, rule, size, orderId);
+ 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);
}
@@ -343,7 +418,7 @@
*
* @param orderId 条件单 ID，为 null 时跳过
*/
- public void cancelConditionalOrder(String orderId) {
+ public void cancelConditionalOrder(String orderId,Consumer<String> onSuccess) {
if (orderId == null) {
return;
}
@@ -351,6 +426,9 @@
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);
}
--
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