From dad0b1cd6cd39d2525f23b1b33df19932fc4cddb Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 29 Jun 2026 11:28:27 +0800
Subject: [PATCH] 止损追单逻辑（多仓/空仓对称）： 触发 → 查询 → 计算 → 下单 清理：取消相邻网格旧挂单 + 取消最远止盈单 一句话总结：每次止损触发补回 quantity*2 张，但总持仓不超 maxPositionSize，也不再累加放大。
---
src/main/java/com/xcong/excoin/modules/gateApi/GridElement.java | 177 ++++++++++++++++++++++++++++++++++++++++++++++-------------
1 files changed, 138 insertions(+), 39 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/GridElement.java b/src/main/java/com/xcong/excoin/modules/gateApi/GridElement.java
index 1b1fb96..661cdd2 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GridElement.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GridElement.java
@@ -7,34 +7,56 @@
import java.util.concurrent.ConcurrentHashMap;
/**
- * 网格元素，表示网格交易策略中的一个价格层级。
+ * 网格价格层级，策略的最小操作单元。
*
- * <p>每个网格层级包含该价格位置上的多仓和空仓挂单信息，
- * 通过编号和网格价格唯一标识一个网格层级。
+ * <h3>定位</h3>
+ * 每个 GridElement 对应网格中的一个价格点，同时持有该点的多仓和空仓挂单状态。
+ * 与传统的"价格队列+Map"模式不同，GridElement 将价格、方向、状态、订单ID 聚合到一个对象中，
+ * 并维护全局静态 HashMap 索引实现 O(1) 双向查询。
*
- * <h3>关键字段</h3>
- * <ul>
- * <li><b>编号</b>：网格层级的唯一标识</li>
- * <li><b>网格价格</b>：该层级对应的触发价格</li>
- * <li><b>多仓挂单</b>：是否已有多头挂单、多头挂单参数</li>
- * <li><b>空仓挂单</b>：是否有空头挂单、空头挂单参数</li>
- * </ul>
+ * <h3>ID 体系与链表</h3>
+ * <pre>
+ * ID ≦ -1: 空仓队列区域（降序），ID 自减，gridPrice 递减
+ * ID = 0: 基座位置，gridPrice = shortBaseEntryPrice
+ * ID ≧ 1: 多仓队列区域（升序），ID 自增，gridPrice 递增
+ *
+ * 链表: ... ← -3 ← -2 ← -1 ← 0 → 1 → 2 → 3 → ...
+ * (通过 upId/downId + INDEX 实现 O(1) 遍历)
+ * </pre>
+ *
+ * <h3>字段分组</h3>
+ * <table>
+ * <tr><th>类别</th><th>字段</th><th>说明</th></tr>
+ * <tr><td>标识</td><td>id, gridPrice, upId, downId</td><td>编号、价格、双向链表指针</td></tr>
+ * <tr><td>多仓订单</td><td>hasLongOrder, longOrderId, longTraderParam</td><td>是否有挂单、订单ID、完整参数</td></tr>
+ * <tr><td>空仓订单</td><td>hasShortOrder, shortOrderId, shortTraderParam</td><td>是否有挂单、订单ID、完整参数</td></tr>
+ * <tr><td>止盈</td><td>longTakeProfitOrderId, shortTakeProfitOrderId</td><td>止盈条件单ID</td></tr>
+ * </table>
+ *
+ * <h3>6 个全局 O(1) 索引</h3>
+ * <pre>
+ * INDEX → findById(int) ID → 元素
+ * PRICE_INDEX → findByPrice(BigDecimal) 价格 → 元素
+ * LONG_ORDER_ID_INDEX → findByLongOrderId(String) 多仓挂单ID → 元素
+ * SHORT_ORDER_ID_INDEX → findByShortOrderId(String) 空仓挂单ID → 元素
+ * LONG_TP_ORDER_ID_INDEX→ findByLongTakeProfitOrderId(String) 多止盈ID → 元素
+ * SHORT_TP_ORDER_ID_INDEX→ findByShortTakeProfitOrderId(String) 空止盈ID → 元素
+ * </pre>
+ * 索引通过 {@link #rebuildIndex(List)}（全量重建）或 {@link #refreshIndices()}（增量刷新）
+ * 维护，每次操作后自动打印全量网格状态到控制台。
+ *
+ * <h3>何时填充 TraderParam</h3>
+ * 初始化时 {@code updateGridElements()} 为每个元素预填充 longTraderParam 和 shortTraderParam
+ * （含 direction/entryPrice/takeProfitPrice/quantity），订单ID字段在挂单成功后由
+ * {@link GateGridTradeService} 的 4 个辅助方法写入。
*
* <h3>使用示例</h3>
* <pre>
- * GridElement element = GridElement.builder()
- * .id(1)
- * .gridPrice(new BigDecimal("2300.0"))
- * .build();
- *
- * // 挂多仓单
- * TraderParam longParam = TraderParam.builder()
- * .direction(TraderParam.Direction.LONG)
- * .entryPrice(new BigDecimal("2293.7"))
- * .takeProfitPrice(new BigDecimal("2301.6"))
- * .build();
- * element.setHasLongOrder(true);
- * element.setLongTraderParam(longParam);
+ * GridElement elem = GridElement.findById(1);
+ * boolean hasLong = elem.isHasLongOrder(); // 是否挂了多单
+ * BigDecimal tpPrice = elem.getLongTraderParam().getTakeProfitPrice(); // 止盈价
+ * elem.getUp(); // 上一个网格（O(1)）
+ * elem.getDown(); // 下一个网格（O(1)）
* </pre>
*
* @author Administrator
@@ -65,6 +87,13 @@
private String longTakeProfitOrderId;
/** 空仓止盈订单 ID */
private String shortTakeProfitOrderId;
+ /** 多仓止损订单 ID */
+ private String longStopLossOrderId;
+ /** 空仓止损订单 ID */
+ private String shortStopLossOrderId;
+
+ /** 索引重建锁，保证 refreshIndices() 与计数读取之间互斥，避免 clear→rebuild 窗口期读到 0 */
+ private static final Object INDEX_LOCK = new Object();
/** 全局 ID 索引，由 {@link GateConfig#setGridElements(List)} 触发重建，O(1) 查找 */
private static final Map<Integer, GridElement> INDEX = new ConcurrentHashMap<>();
@@ -78,6 +107,10 @@
private static final Map<String, GridElement> LONG_TP_ORDER_ID_INDEX = new ConcurrentHashMap<>();
/** 全局空仓止盈订单 ID 索引，由 {@link GateConfig#setGridElements(List)} 触发重建，O(1) 查找 */
private static final Map<String, GridElement> SHORT_TP_ORDER_ID_INDEX = new ConcurrentHashMap<>();
+ /** 全局多仓止损订单 ID 索引 */
+ private static final Map<String, GridElement> LONG_SL_ORDER_ID_INDEX = new ConcurrentHashMap<>();
+ /** 全局空仓止损订单 ID 索引 */
+ private static final Map<String, GridElement> SHORT_SL_ORDER_ID_INDEX = new ConcurrentHashMap<>();
/**
* 根据 ID 快速查找网格元素（O(1)）。
@@ -139,6 +172,30 @@
return SHORT_TP_ORDER_ID_INDEX.get(orderId);
}
+ /** @return 当前多仓止盈单数量（与 refreshIndices 互斥，避免清空窗口读到 0） */
+ public static int getLongTakeProfitCount() {
+ synchronized (INDEX_LOCK) { return LONG_TP_ORDER_ID_INDEX.size(); }
+ }
+
+ /** @return 当前空仓止盈单数量（与 refreshIndices 互斥，避免清空窗口读到 0） */
+ public static int getShortTakeProfitCount() {
+ synchronized (INDEX_LOCK) { return SHORT_TP_ORDER_ID_INDEX.size(); }
+ }
+
+ /**
+ * 根据多仓止损订单 ID 快速查找网格元素（O(1)）。
+ */
+ public static GridElement findByLongStopLossOrderId(String orderId) {
+ return LONG_SL_ORDER_ID_INDEX.get(orderId);
+ }
+
+ /**
+ * 根据空仓止损订单 ID 快速查找网格元素（O(1)）。
+ */
+ public static GridElement findByShortStopLossOrderId(String orderId) {
+ return SHORT_SL_ORDER_ID_INDEX.get(orderId);
+ }
+
/**
* 从列表中重建全局 ID 索引和价格索引。
* 由 {@link GateConfig#setGridElements(List)} 在每次列表变更后调用。
@@ -150,6 +207,8 @@
SHORT_ORDER_ID_INDEX.clear();
LONG_TP_ORDER_ID_INDEX.clear();
SHORT_TP_ORDER_ID_INDEX.clear();
+ LONG_SL_ORDER_ID_INDEX.clear();
+ SHORT_SL_ORDER_ID_INDEX.clear();
for (GridElement e : elements) {
INDEX.put(e.getId(), e);
putDynamicIndices(e);
@@ -164,14 +223,19 @@
* 使快速查找方法获取到最新数据。
*/
public static void refreshIndices() {
- PRICE_INDEX.clear();
- LONG_ORDER_ID_INDEX.clear();
- SHORT_ORDER_ID_INDEX.clear();
- LONG_TP_ORDER_ID_INDEX.clear();
- SHORT_TP_ORDER_ID_INDEX.clear();
- for (GridElement e : INDEX.values()) {
- putDynamicIndices(e);
+ synchronized (INDEX_LOCK) {
+ PRICE_INDEX.clear();
+ LONG_ORDER_ID_INDEX.clear();
+ SHORT_ORDER_ID_INDEX.clear();
+ LONG_TP_ORDER_ID_INDEX.clear();
+ SHORT_TP_ORDER_ID_INDEX.clear();
+ LONG_SL_ORDER_ID_INDEX.clear();
+ SHORT_SL_ORDER_ID_INDEX.clear();
+ for (GridElement e : INDEX.values()) {
+ putDynamicIndices(e);
+ }
}
+ // logAll 在锁外执行，不阻塞计数查询
logAll();
}
@@ -183,9 +247,10 @@
sorted.sort((a, b) -> Integer.compare(a.getId(), b.getId()));
StringBuilder sb = new StringBuilder("\n========== 网格数据 ==========\n");
for (GridElement e : sorted) {
- if (e.isHasLongOrder() || e.isHasShortOrder()){
+ if (e.isHasLongOrder() || e.isHasShortOrder()
+ || e.getLongStopLossOrderId() != null || e.getShortStopLossOrderId() != null){
sb.append(String.format(
- " ID=%4d 价格=%s up=%s down=%s 多仓=%s(%s) 空仓=%s(%s) 多止盈=%s 空止盈=%s\n",
+ " ID=%4d 价格=%s up=%s down=%s 多仓=%s(%s) 空仓=%s(%s) 多止盈=%s 空止盈=%s 多止损=%s 空止损=%s\n",
e.getId(),
e.getGridPrice(),
e.getUpId(),
@@ -195,19 +260,23 @@
e.isHasShortOrder() ? "有" : "无",
e.getShortOrderId() != null ? e.getShortOrderId() : "-",
e.getLongTakeProfitOrderId() != null ? e.getLongTakeProfitOrderId() : "-",
- e.getShortTakeProfitOrderId() != null ? e.getShortTakeProfitOrderId() : "-"
+ e.getShortTakeProfitOrderId() != null ? e.getShortTakeProfitOrderId() : "-",
+ e.getLongStopLossOrderId() != null ? e.getLongStopLossOrderId() : "-",
+ e.getShortStopLossOrderId() != null ? e.getShortStopLossOrderId() : "-"
));
}
}
sb.append(String.format(
"------------------------------------------------------------\n" +
- " 索引统计: ID=%d 价格=%d 多仓订单ID=%d 空仓订单ID=%d 多止盈ID=%d 空止盈ID=%d\n",
+ " 索引统计: ID=%d 价格=%d 多仓订单ID=%d 空仓订单ID=%d 多止盈ID=%d 空止盈ID=%d 多止损ID=%d 空止损ID=%d\n",
INDEX.size(),
PRICE_INDEX.size(),
LONG_ORDER_ID_INDEX.size(),
SHORT_ORDER_ID_INDEX.size(),
LONG_TP_ORDER_ID_INDEX.size(),
- SHORT_TP_ORDER_ID_INDEX.size()
+ SHORT_TP_ORDER_ID_INDEX.size(),
+ LONG_SL_ORDER_ID_INDEX.size(),
+ SHORT_SL_ORDER_ID_INDEX.size()
));
sb.append(String.format(" 多仓订单ID索引: %s\n", LONG_ORDER_ID_INDEX.keySet()));
sb.append(String.format(" 空仓订单ID索引: %s\n", SHORT_ORDER_ID_INDEX.keySet()));
@@ -223,10 +292,10 @@
*
* @return 已挂多仓条件单的 GridElement 列表
*/
- public static List<GridElement> findAllLongOrders(BigDecimal currentPrice) {
+ public static List<GridElement> findAllShortOrders(BigDecimal currentPrice) {
List<GridElement> result = new ArrayList<>();
for (GridElement e : INDEX.values()) {
- if (e.isHasLongOrder() && e.getGridPrice().compareTo(currentPrice) < 0) {
+ if (e.isHasShortOrder() && e.getGridPrice().compareTo(currentPrice) < 0 && e.getShortTakeProfitOrderId() == null) {
result.add(e);
}
}
@@ -239,10 +308,10 @@
*
* @return 已挂空仓条件单的 GridElement 列表
*/
- public static List<GridElement> findAllShortOrders(BigDecimal currentPrice) {
+ public static List<GridElement> findAllLongOrders(BigDecimal currentPrice) {
List<GridElement> result = new ArrayList<>();
for (GridElement e : INDEX.values()) {
- if (e.isHasShortOrder() && e.getGridPrice().compareTo(currentPrice) > 0) {
+ if (e.isHasLongOrder() && e.getGridPrice().compareTo(currentPrice) > 0 && e.getLongTakeProfitOrderId() == null) {
result.add(e);
}
}
@@ -262,6 +331,12 @@
}
if (e.getShortTakeProfitOrderId() != null) {
SHORT_TP_ORDER_ID_INDEX.put(e.getShortTakeProfitOrderId(), e);
+ }
+ if (e.getLongStopLossOrderId() != null) {
+ LONG_SL_ORDER_ID_INDEX.put(e.getLongStopLossOrderId(), e);
+ }
+ if (e.getShortStopLossOrderId() != null) {
+ SHORT_SL_ORDER_ID_INDEX.put(e.getShortStopLossOrderId(), e);
}
}
@@ -292,6 +367,8 @@
this.shortOrderId = builder.shortOrderId;
this.longTakeProfitOrderId = builder.longTakeProfitOrderId;
this.shortTakeProfitOrderId = builder.shortTakeProfitOrderId;
+ this.longStopLossOrderId = builder.longStopLossOrderId;
+ this.shortStopLossOrderId = builder.shortStopLossOrderId;
}
// ==================== 网格层级编号 ====================
@@ -378,6 +455,20 @@
/** 设置空仓止盈订单 ID */
public void setShortTakeProfitOrderId(String shortTakeProfitOrderId) { this.shortTakeProfitOrderId = shortTakeProfitOrderId; }
+ // ==================== 多仓止损订单 ID ====================
+
+ /** @return 多仓止损订单 ID */
+ public String getLongStopLossOrderId() { return longStopLossOrderId; }
+ /** 设置多仓止损订单 ID */
+ public void setLongStopLossOrderId(String longStopLossOrderId) { this.longStopLossOrderId = longStopLossOrderId; }
+
+ // ==================== 空仓止损订单 ID ====================
+
+ /** @return 空仓止损订单 ID */
+ public String getShortStopLossOrderId() { return shortStopLossOrderId; }
+ /** 设置空仓止损订单 ID */
+ public void setShortStopLossOrderId(String shortStopLossOrderId) { this.shortStopLossOrderId = shortStopLossOrderId; }
+
public static Builder builder() {
return new Builder();
}
@@ -416,6 +507,10 @@
private String longTakeProfitOrderId;
/** 空仓止盈订单 ID */
private String shortTakeProfitOrderId;
+ /** 多仓止损订单 ID */
+ private String longStopLossOrderId;
+ /** 空仓止损订单 ID */
+ private String shortStopLossOrderId;
/** 设置网格层级编号 */
public Builder id(int id) { this.id = id; return this; }
@@ -441,6 +536,10 @@
public Builder longTakeProfitOrderId(String longTakeProfitOrderId) { this.longTakeProfitOrderId = longTakeProfitOrderId; return this; }
/** 设置空仓止盈订单 ID */
public Builder shortTakeProfitOrderId(String shortTakeProfitOrderId) { this.shortTakeProfitOrderId = shortTakeProfitOrderId; return this; }
+ /** 设置多仓止损订单 ID */
+ public Builder longStopLossOrderId(String longStopLossOrderId) { this.longStopLossOrderId = longStopLossOrderId; return this; }
+ /** 设置空仓止损订单 ID */
+ public Builder shortStopLossOrderId(String shortStopLossOrderId) { this.shortStopLossOrderId = shortStopLossOrderId; return this; }
public GridElement build() {
return new GridElement(this);
--
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