From d8e6d079c96c0212395141a850ebc5bfa3f66832 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Thu, 25 Jun 2026 23:34:45 +0800
Subject: [PATCH] fix(gateApi): 解决交易所持仓查询延迟导致的持仓数量错误问题
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 85 ++++++++++++++++++++++++++++++++----------
1 files changed, 65 insertions(+), 20 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 f787a58..cdee426 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -638,7 +638,8 @@
shortEntryTraderIdParam(shortGridElement, null, false);
// [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();
- int posSize = queryPositionSize(Position.ModeEnum.DUAL_SHORT);
+ // 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());
accumulatedShortLossCount = 0; // 加仓订单成交，重置止损累计
log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
@@ -650,7 +651,7 @@
BigDecimal shortExcess = BigDecimal.valueOf(posSize).subtract(shortBaseQty);
int shortExcessCount = shortExcess.divide(shortGridQty, 0, RoundingMode.DOWN).intValue();
for (int i = 0; i < shortExcessCount; i++) {
- int tpGridId = shortGridElement.getId() - 2 - i;
+ int tpGridId = shortGridElement.getId() - 2 * (i + 1);
GridElement tpElem = GridElement.findById(tpGridId);
if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
continue;
@@ -680,7 +681,8 @@
longEntryTraderIdParam(longGridElement, null, false);
// [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();
- int posSize = queryPositionSize(Position.ModeEnum.DUAL_LONG);
+ // 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());
accumulatedLongLossCount = 0; // 加仓订单成交，重置止损累计
log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
@@ -692,7 +694,7 @@
BigDecimal longExcess = BigDecimal.valueOf(posSize).subtract(longBaseQty);
int longExcessCount = longExcess.divide(longGridQty, 0, RoundingMode.DOWN).intValue();
for (int i = 0; i < longExcessCount; i++) {
- int tpGridId = longGridElement.getId() + 2 + i;
+ int tpGridId = longGridElement.getId() + 2 * (i + 1);
GridElement tpElem = GridElement.findById(tpGridId);
if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) {
continue;
@@ -725,19 +727,44 @@
* @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 new BigDecimal(p.getSize()).abs().intValue();
+ return p;
}
}
}
} catch (Exception e) {
log.warn("[Gate] 查询{}持仓失败", mode, e);
}
- return 0;
+ return null;
}
// ---- 网格队列处理 ----
@@ -1306,6 +1333,14 @@
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;
@@ -1317,32 +1352,42 @@
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 (longActive && shortActive) {
- // 多空双边持仓：多均价 − 空均价 > span × step
- BigDecimal gap = longEntryPrice.subtract(shortEntryPrice);
- if (gap.compareTo(threshold) > 0) {
+ 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:{})",
- longEntryPrice, shortEntryPrice, gap, threshold, span, step);
+ reason = StrUtil.format("双边跨度 |多均价:{} − 空均价:{}| = {} >= {} (span:{}×step:{})",
+ longAvgPrice, shortAvgPrice, gap, threshold, span, step);
}
- } else if (longActive) {
+ } else if (hasLong) {
// 仅持多仓：当前价 − 多均价 > span × step
- BigDecimal gap = currentPrice.subtract(longEntryPrice);
- if (gap.compareTo(threshold) > 0) {
+ 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, longEntryPrice, gap, threshold, span, step);
+ currentPrice, longAvgPrice, gap, threshold, span, step);
}
- } else if (shortActive) {
+ } else if (hasShort) {
// 仅持空仓：空均价 − 当前价 > span × step
- BigDecimal gap = shortEntryPrice.subtract(currentPrice);
- if (gap.compareTo(threshold) > 0) {
+ 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:{})",
- shortEntryPrice, currentPrice, gap, threshold, span, step);
+ shortAvgPrice, currentPrice, gap, threshold, span, step);
}
}
--
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