From e4cae0f215941da2059a8f37cd8d1a192f7a60cd Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 08 Jun 2026 11:17:42 +0800
Subject: [PATCH] ``` chore(gateApi): 注释掉持仓归零时的重置策略逻辑
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 616 ++++++++++++++++++++++++++++++++++++++------------------
1 files changed, 418 insertions(+), 198 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 cf1c956..2c445b3 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -146,6 +146,12 @@
private volatile BigDecimal shortPositionSize = BigDecimal.ZERO;
private Long userId;
private volatile BigDecimal initialPrincipal = BigDecimal.ZERO;
+ private volatile GateKlineWebSocketClient wsClient;
+
+ /** 多仓挂单张数计数器：止损触发时用当前值挂单，随后+1；挂单成交后重置为1 */
+ private volatile int longEntryQty = 1;
+ /** 空仓挂单张数计数器：止损触发时用当前值挂单，随后+1；挂单成交后重置为1 */
+ private volatile int shortEntryQty = 1;
public GateGridTradeService(GateConfig config) {
this.config = config;
@@ -305,7 +311,25 @@
longPriceQueue.clear();
currentLongOrderIds.clear();
currentShortOrderIds.clear();
- log.info("[Gate] 网格策略已启动");
+ longEntryQty = 1;
+ shortEntryQty = 1;
+
+ // 每次重启重新获取当前本金
+ refreshInitialPrincipal();
+
+ log.info("[Gate] 网格策略已启动, 当前本金: {} USDT", initialPrincipal);
+ }
+
+ /**
+ * 重新获取当前账户权益作为初始本金。
+ */
+ private void refreshInitialPrincipal() {
+ try {
+ FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
+ this.initialPrincipal = new BigDecimal(account.getTotal());
+ } catch (Exception e) {
+ log.warn("[Gate] 获取初始化本金失败，使用旧值: {}", initialPrincipal);
+ }
}
/**
@@ -353,20 +377,25 @@
BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl);
log.info("[Gate] 已实现:{}, 未实现:{}, 合计:{}",
cumulativePnl, unrealizedPnl, totalPnl);
+
+ startGrid();
return;
}
//初始化0位置的开仓，并且用空的开仓价格，作为价格基准来划分网格
if (state == StrategyState.WAITING_KLINE) {
+ if (wsClient == null || !wsClient.areAllSubscribed()) {
+ return;
+ }
state = StrategyState.OPENING;
- log.info("[Gate] 首根K线到达，开基底仓位...");
- executor.openLong(config.getQuantity(), (orderId) -> {
+ log.info("[Gate] 首根K线到达，开基底仓位 多空各{}张...", config.getBaseQuantity());
+ executor.openLong(config.getBaseQuantity(), (orderId) -> {
TraderParam baseLongTp = TraderParam.builder()
.entryOrderId(orderId)
.build();
config.setBaseLongTraderParam(baseLongTp);
}, null);
- executor.openShort(negate(config.getQuantity()), (orderId) -> {
+ executor.openShort(negate(config.getBaseQuantity()), (orderId) -> {
TraderParam baseShortTp = TraderParam.builder()
.entryOrderId(orderId)
.build();
@@ -379,8 +408,7 @@
if (state != StrategyState.ACTIVE) {
return;
}
- processLongGrid(closePrice);
- processShortGrid(closePrice);
+ checkProfitAndReset();
}
// ---- 仓位推送回调 ----
@@ -428,10 +456,14 @@
tryGenerateQueues();
}else {
longPositionSize = size;
- checkShortEntryOrderToCancel();
- checkLongEntryOrderToCancel();
+// checkShortEntryOrderToCancel();
+// checkLongEntryOrderToCancel();
}
} else {
+ if (longActive && state == StrategyState.ACTIVE) {
+// log.info("[Gate] 多仓持仓归零，重置策略");
+// handlePositionZeroAndReset("多仓");
+ }
longActive = false;
longPositionSize = BigDecimal.ZERO;
}
@@ -447,10 +479,14 @@
tryGenerateQueues();
}else {
shortPositionSize = size.abs();
- checkShortEntryOrderToCancel();
- checkLongEntryOrderToCancel();
+// checkShortEntryOrderToCancel();
+// checkLongEntryOrderToCancel();
}
} else {
+ if (shortActive && state == StrategyState.ACTIVE) {
+// log.info("[Gate] 空仓持仓归零，重置策略");
+// handlePositionZeroAndReset("空仓");
+ }
shortActive = false;
shortPositionSize = BigDecimal.ZERO;
}
@@ -552,19 +588,12 @@
BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl);
log.info("[Gate] 已实现:{}, 未实现:{}, 合计:{}",
cumulativePnl, unrealizedPnl, totalPnl);
-
- if (totalPnl.compareTo(config.getOverallTp()) >= 0) {
- log.info("[Gate] 已达止盈目标(合计{})→已停止, 已实现:{}, 未实现:{}",
- totalPnl, cumulativePnl, unrealizedPnl);
- state = StrategyState.STOPPED;
- } else if (totalPnl.compareTo(config.getMaxLoss().negate()) <= 0) {
+ if(totalPnl.compareTo(config.getMaxLoss().negate()) <= 0) {
String logMessage = StrUtil.format("[Gate] 已达亏损风险值(合计{}), 已实现:{}, 未实现:{}",
totalPnl, cumulativePnl, unrealizedPnl);
log.info(logMessage);
-
DingTalkUtils.getDefault().sendActionCard("风险提醒", logMessage, config.getApiKey(), "");
-// state = StrategyState.STOPPED;
}
}
@@ -716,88 +745,66 @@
return;
}
- /**
- * 匹配止盈单止盈
- */
- GridElement byShortTakeProfitOrderId = GridElement.findByShortTakeProfitOrderId(orderId);
- if (byShortTakeProfitOrderId != null){
- shortTakeProfitTraderIdParam(
- byShortTakeProfitOrderId,
- null,
- false
- );
- shortEntryTraderIdParam(
- byShortTakeProfitOrderId,
- null,
- false
- );
-// TPonUserTradeShortEntry(byShortTakeProfitOrderId);
+ GridElement longStopLossElem = GridElement.findByLongStopLossOrderId(orderId);
+ if (longStopLossElem != null) {
+ handleLongStopLossTriggered(longStopLossElem);
+ return;
}
- GridElement byLongTakeProfitOrderId = GridElement.findByLongTakeProfitOrderId(orderId);
- if (byLongTakeProfitOrderId != null){
- longTakeProfitTraderIdParam(
- byLongTakeProfitOrderId,
- null,
- false
- );
- longEntryTraderIdParam(
- byLongTakeProfitOrderId,
- null,
- false
- );
-// TPonUserTradeLongEntry(byLongTakeProfitOrderId);
+ GridElement shortStopLossElem = GridElement.findByShortStopLossOrderId(orderId);
+ if (shortStopLossElem != null) {
+ handleShortStopLossTriggered(shortStopLossElem);
+ return;
}
- /**
- * 匹配挂单
- */
+// GridElement byShortTakeProfitOrderId = GridElement.findByShortTakeProfitOrderId(orderId);
+// if (byShortTakeProfitOrderId != null){
+// shortTakeProfitTraderIdParam(
+// byShortTakeProfitOrderId,
+// null,
+// false
+// );
+// shortEntryTraderIdParam(
+// byShortTakeProfitOrderId,
+// null,
+// false
+// );
+// TPonUserTradeShortEntry(byShortTakeProfitOrderId);
+// }
+// GridElement byLongTakeProfitOrderId = GridElement.findByLongTakeProfitOrderId(orderId);
+// if (byLongTakeProfitOrderId != null){
+// longTakeProfitTraderIdParam(
+// byLongTakeProfitOrderId,
+// null,
+// false
+// );
+// longEntryTraderIdParam(
+// byLongTakeProfitOrderId,
+// null,
+// false
+// );
+// TPonUserTradeLongEntry(byLongTakeProfitOrderId);
+// }
GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
if (shortGridElement != null) {
if (shortGridElement.isHasShortOrder() && !tradeId.equals("0")){
-
- onUserTradeShortEntry(shortGridElement);
- if (shortGridElement.getShortTakeProfitOrderId() == null){
- BigDecimal shortTp = shortGridElement.getShortTraderParam().getTakeProfitPrice();
- if (shortTp != null) {
- executor.placeTakeProfit(shortTp,
- FuturesPriceTrigger.RuleEnum.NUMBER_2,
- ORDER_TYPE_CLOSE_SHORT,
- config.getQuantity(),
- (profitId) -> {
- shortTakeProfitTraderIdParam(
- shortGridElement,
- profitId,
- true
- );
- });
- log.info("[Gate] 空单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, shortTp, config.getQuantity());
- }
- }
+ int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
+ shortEntryTraderIdParam(shortGridElement, null, false);
+ shortEntryQty = 1;
+ extendShortStopLoss(filledQty);
+ log.info("[Gate] 空单成交 gridId:{}, qty:{}, 追挂止损", shortGridElement.getId(), filledQty);
+// checkMaxPositionAndPlaceTakeProfit(false, shortGridElement.getId());
}
}
GridElement longGridElement = GridElement.findByLongOrderId(orderId);
if (longGridElement != null) {
if (longGridElement.isHasLongOrder() && !tradeId.equals("0")){
-
- onUserTradeLongEntry(longGridElement);
- if (longGridElement.getLongTakeProfitOrderId() == null){
- BigDecimal longTp = longGridElement.getLongTraderParam().getTakeProfitPrice();
- if (longTp != null) {
- executor.placeTakeProfit(longTp,
- FuturesPriceTrigger.RuleEnum.NUMBER_1,
- ORDER_TYPE_CLOSE_LONG,
- negate(config.getQuantity()),
- (profitId) -> {
- longTakeProfitTraderIdParam(
- longGridElement,
- profitId,
- true
- );
- });
- log.info("[Gate] 多单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, longTp, negate(config.getQuantity()));
- }
- }
+ int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
+ longEntryTraderIdParam(longGridElement, null, false);
+ longEntryQty = 1;
+ extendLongStopLoss(filledQty);
+ log.info("[Gate] 多单成交 gridId:{}, qty:{}, 追挂止损", longGridElement.getId(), filledQty);
+// checkMaxPositionAndPlaceTakeProfit(true, longGridElement.getId());
}
}
}
@@ -806,43 +813,20 @@
if (!isMarginSafe()) {
log.warn("[Gate] 保证金超限，跳过挂条件单");
} else {
-
- /**
- * 下一个开仓位置
- * 获取队列第一个元素的价格对应的网格
- * 判断网格是否能开空仓，如果不能则跳过
- * 前进方向挂空仓条件单
- * 后置方向挂多空条件单
- */
- //下一个开仓位置
- BigDecimal gridPrice = gridElement.getGridPrice();
-
- // 判断网格是否能开空仓，如果不能则跳过
- if (gridElement != null) {
- TraderParam downShortTraderParam = gridElement.getShortTraderParam();
+ // 判断网格是否能开多仓，如果不能则跳过
+ GridElement upGridElement = GridElement.findById(gridElement.getUpId());
+ if (upGridElement != null){
+ BigDecimal upGridPrice = upGridElement.getGridPrice();
+ TraderParam upLongTraderParam = upGridElement.getLongTraderParam();
if (
- !gridElement.isHasShortOrder() &&
- gridPrice.compareTo(longEntryPrice) <= 0 &&
- gridPrice.compareTo(shortEntryPrice) >= 0
+ !upGridElement.isHasLongOrder() &&
+ upGridPrice.compareTo(longEntryPrice) <= 0
){
- placeEntryOrderWithPreFlag(gridElement, false,
- downShortTraderParam.getEntryPrice(),
+ placeEntryOrderWithPreFlag(upGridElement, true,
+ upLongTraderParam.getEntryPrice(),
FuturesPriceTrigger.RuleEnum.NUMBER_1,
- negate(downShortTraderParam.getQuantity()));
-
+ upLongTraderParam.getQuantity());
}
-
- TraderParam downLongTraderParam = gridElement.getLongTraderParam();
- if (
- !gridElement.isHasLongOrder() &&
- gridPrice.compareTo(longEntryPrice) <= 0
- ){
- placeEntryOrderWithPreFlag(gridElement, true,
- downLongTraderParam.getEntryPrice(),
- FuturesPriceTrigger.RuleEnum.NUMBER_1,
- downLongTraderParam.getQuantity());
- }
-
}
}
}
@@ -851,31 +835,18 @@
if (!isMarginSafe()) {
log.warn("[Gate] 保证金超限，跳过挂条件单");
} else {
- BigDecimal newLongFirst = gridElement.getGridPrice() ;
+ // 判断网格是否能开空仓，如果不能则跳过
+ GridElement downGridElement = GridElement.findById(gridElement.getDownId());
+ if (downGridElement != null){
- // 判断网格是否能开多空仓，如果不能则跳过
- if (gridElement != null) {
+ BigDecimal downGridPrice = downGridElement.getGridPrice();
-// TraderParam downLongTraderParam = gridElement.getLongTraderParam();
-// if (
-// !gridElement.isHasLongOrder() &&
-// newLongFirst.compareTo(shortEntryPrice) >= 0 &&
-// newLongFirst.compareTo(longEntryPrice) <= 0
-// ){
-// placeEntryOrderWithPreFlag(gridElement, true,
-// downLongTraderParam.getEntryPrice(),
-// FuturesPriceTrigger.RuleEnum.NUMBER_2,
-// config.getQuantity());
-//
-// }
-
- TraderParam shortTraderParam = gridElement.getShortTraderParam();
+ TraderParam shortTraderParam = downGridElement.getShortTraderParam();
if (
- !gridElement.isHasShortOrder() &&
- newLongFirst.compareTo(shortEntryPrice) >= 0
+ !downGridElement.isHasShortOrder() &&
+ downGridPrice.compareTo(shortEntryPrice) >= 0
){
-
- placeEntryOrderWithPreFlag(gridElement, false,
+ placeEntryOrderWithPreFlag(downGridElement, false,
shortTraderParam.getEntryPrice(),
FuturesPriceTrigger.RuleEnum.NUMBER_2,
negate(config.getQuantity()));
@@ -945,75 +916,62 @@
*/
private void tryGenerateQueues() {
if (baseLongOpened && baseShortOpened) {
- //初始化空仓队列
generateShortQueue();
- //初始化多仓队列
generateLongQueue();
- //初始化网格数据
updateGridElements();
- /**
- * 挂初始位置多空仓条件单
- * 0位置的多单止盈
- * 0位置的空单止盈
- */
GridElement baseGridElement = GridElement.findById(0);
TraderParam baseLongTraderParam = config.getBaseLongTraderParam();
baseGridElement.setLongOrderId(baseLongTraderParam.getEntryOrderId());
baseGridElement.setHasLongOrder(true);
- //0位置的网格的多单止盈
- BigDecimal upTakeProfitPrice = baseGridElement.getLongTraderParam().getTakeProfitPrice();
- executor.placeTakeProfit(
- upTakeProfitPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_1,
- ORDER_TYPE_CLOSE_LONG,
- negate(config.getQuantity()),
- profitId -> {
- longTakeProfitTraderIdParam(
- baseGridElement,
- profitId,
- true
- );
- }
- );
- //0位置的网格的空单止盈
TraderParam baseShortTraderParam = config.getBaseShortTraderParam();
baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
baseGridElement.setHasShortOrder(true);
- BigDecimal downTakeProfitPrice = baseGridElement.getShortTraderParam().getTakeProfitPrice();
- executor.placeTakeProfit(
- downTakeProfitPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_2,
- ORDER_TYPE_CLOSE_SHORT,
- config.getQuantity(),
- profitId -> {
- shortTakeProfitTraderIdParam(
- baseGridElement,
- profitId,
- true
- );
- }
- );
- /**
- * 挂初始位置的up位置的多单
- * 挂初始位置的down位置的空单
- */
- Integer upId = baseGridElement.getUpId();
- GridElement upGridElementOne = GridElement.findById(upId);
- BigDecimal longTp = upGridElementOne.getGridPrice();
- placeEntryOrderWithPreFlag(upGridElementOne, true,
- longTp,
- FuturesPriceTrigger.RuleEnum.NUMBER_1,
- config.getQuantity());
- Integer downId = baseGridElement.getDownId();
- GridElement downGridElementOne = GridElement.findById(downId);
- BigDecimal shortTp = downGridElementOne.getGridPrice();
- placeEntryOrderWithPreFlag(downGridElementOne, false,
- shortTp,
- FuturesPriceTrigger.RuleEnum.NUMBER_2,
- negate(config.getQuantity()));
+ int shortTime = Integer.parseInt(config.getBaseQuantity()) + 1;
+ for (int id = 2; id <= shortTime; id++) {
+ GridElement elem = GridElement.findById(id);
+ if (elem == null) {
+ continue;
+ }
+ BigDecimal triggerPrice = elem.getGridPrice();
+ int finalId = id;
+ executor.placeTakeProfit(
+ triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_SHORT,
+ config.getQuantity(),
+ profitId -> {
+ elem.setShortStopLossOrderId(profitId);
+ GridElement.refreshIndices();
+ log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
+ }
+ );
+ }
+
+ int longTime = Integer.parseInt(config.getBaseQuantity()) + 1;
+ for (int id = -2; id >= -longTime; id--) {
+ GridElement elem = GridElement.findById(id);
+ if (elem == null) {
+ continue;
+ }
+ BigDecimal triggerPrice = elem.getGridPrice();
+ int finalId = id;
+ executor.placeTakeProfit(
+ triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_LONG,
+ negate(config.getQuantity()),
+ profitId -> {
+ elem.setLongStopLossOrderId(profitId);
+ GridElement.refreshIndices();
+ log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
+ }
+ );
+ }
+
+ log.info("[Gate] 止损单已全部挂完, 空仓止损: 2~{}, 多仓止损: -2~-{}", shortTime, longTime);
state = StrategyState.ACTIVE;
}
}
@@ -1421,6 +1379,266 @@
}
}
+ private void handleLongStopLossTriggered(GridElement gridElement) {
+ int gridId = gridElement.getId();
+ int N = Math.abs(gridId);
+ gridElement.setLongStopLossOrderId(null);
+ log.info("[Gate] 多仓止损触发 gridId:{}, 开始追单", gridId);
+
+ int newEntryGridId = -(N - 1);
+
+ GridElement newEntryGrid = GridElement.findById(newEntryGridId);
+ if (newEntryGrid == null) {
+ log.warn("[Gate] 多仓止损触发 but gridId:{} 不存在", newEntryGridId);
+ GridElement.refreshIndices();
+ return;
+ }
+
+ if (N > 2) {
+ int cancelGridId = -(N - 2);
+ GridElement cancelGrid = GridElement.findById(cancelGridId);
+ if (cancelGrid != null && cancelGrid.isHasLongOrder()) {
+ executor.cancelConditionalOrder(cancelGrid.getLongOrderId(), oid -> {
+ longEntryTraderIdParam(cancelGrid, null, false);
+ log.info("[Gate] 多仓止损触发, 取消gridId:{}的多单", cancelGridId);
+ });
+ }
+ }
+
+ BigDecimal triggerPrice = newEntryGrid.getGridPrice();
+ longEntryQty++;
+ int entryQty = longEntryQty;
+ String size = new BigDecimal(String.valueOf(entryQty)).multiply(new BigDecimal(config.getQuantity())).toString();
+ log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}基础张多单(计数器:{}, size:{})",
+ gridId, newEntryGridId, entryQty, longEntryQty, size);
+ newEntryGrid.getLongTraderParam().setQuantity(size);
+ placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
+ }
+
+ private void handleShortStopLossTriggered(GridElement gridElement) {
+ int gridId = gridElement.getId();
+ int N = gridId;
+ gridElement.setShortStopLossOrderId(null);
+ log.info("[Gate] 空仓止损触发 gridId:{}, 开始追单", gridId);
+
+ int newEntryGridId = N - 1;
+
+ GridElement newEntryGrid = GridElement.findById(newEntryGridId);
+ if (newEntryGrid == null) {
+ log.warn("[Gate] 空仓止损触发 but gridId:{} 不存在", newEntryGridId);
+ GridElement.refreshIndices();
+ return;
+ }
+
+ if (N > 2) {
+ int cancelGridId = N - 2;
+ GridElement cancelGrid = GridElement.findById(cancelGridId);
+ if (cancelGrid != null && cancelGrid.isHasShortOrder()) {
+ executor.cancelConditionalOrder(cancelGrid.getShortOrderId(), oid -> {
+ shortEntryTraderIdParam(cancelGrid, null, false);
+ log.info("[Gate] 空仓止损触发, 取消gridId:{}的空单", cancelGridId);
+ });
+ }
+ }
+
+
+
+ BigDecimal triggerPrice = newEntryGrid.getGridPrice();
+ shortEntryQty++;
+ int entryQty = shortEntryQty;
+ String size = new BigDecimal(String.valueOf(entryQty)).multiply(new BigDecimal(config.getQuantity())).toString();
+ log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}基础张空单(计数器:{}, size:{})",
+ gridId, newEntryGridId, entryQty, shortEntryQty, size);
+ newEntryGrid.getShortTraderParam().setQuantity(size);
+ placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
+ }
+
+ private void extendLongStopLoss(int filledQty) {
+ int furthestSlId = 0;
+ for (GridElement e : config.getGridElements()) {
+ if (e.getLongStopLossOrderId() != null && e.getId() < furthestSlId) {
+ furthestSlId = e.getId();
+ }
+ }
+ if (furthestSlId == 0) {
+ furthestSlId = -11;
+ }
+ 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;
+ GridElement elem = GridElement.findById(newSlId);
+ if (elem == null) {
+ continue;
+ }
+ BigDecimal triggerPrice = elem.getGridPrice();
+ int finalSlId = newSlId;
+ executor.placeTakeProfit(
+ triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_LONG,
+ negate(config.getQuantity()),
+ profitId -> {
+ elem.setLongStopLossOrderId(profitId);
+ GridElement.refreshIndices();
+ log.info("[Gate] 多仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
+ }
+ );
+ }
+ }
+
+ private void extendShortStopLoss(int filledQty) {
+ int furthestSlId = 0;
+ for (GridElement e : config.getGridElements()) {
+ if (e.getShortStopLossOrderId() != null && e.getId() > furthestSlId) {
+ furthestSlId = e.getId();
+ }
+ }
+ if (furthestSlId == 0) {
+ furthestSlId = 11;
+ }
+ 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;
+ GridElement elem = GridElement.findById(newSlId);
+ if (elem == null) {
+ continue;
+ }
+ BigDecimal triggerPrice = elem.getGridPrice();
+ int finalSlId = newSlId;
+ executor.placeTakeProfit(
+ triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_SHORT,
+ config.getQuantity(),
+ profitId -> {
+ elem.setShortStopLossOrderId(profitId);
+ GridElement.refreshIndices();
+ log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
+ }
+ );
+ }
+ }
+
+ /**
+ * 通过 REST API 查询实时持仓，超限则在下一网格挂止盈单。
+ * 使用异步执行避免阻塞 WS 回调线程。
+ *
+ * @param isLong 是否为多仓方向
+ * @param gridId 当前挂单成交的网格 ID
+ */
+ private void checkMaxPositionAndPlaceTakeProfit(boolean isLong, int gridId) {
+ int maxPos = config.getMaxPositionSize();
+ if (maxPos <= 0) return;
+
+ executor.submitTask(() -> {
+ try {
+ List<Position> positions = futuresApi.listPositions(SETTLE).execute();
+ if (positions == null) return;
+
+ long actualPosSize = 0;
+ String targetMode = isLong ? "dual_long" : "dual_short";
+ for (Position pos : positions) {
+ if (!config.getContract().equals(pos.getContract())) continue;
+ Position.ModeEnum mode = pos.getMode();
+ if (mode != null && mode.getValue() != null && targetMode.equals(mode.getValue())) {
+ actualPosSize = Math.abs(Long.parseLong(pos.getSize()));
+ break;
+ }
+ }
+
+ if (actualPosSize <= maxPos) {
+ log.debug("[Gate] 持仓检查 {}方向 实际持仓:{} ≤ 上限:{}, 无需止盈", targetMode, actualPosSize, maxPos);
+ return;
+ }
+
+ // 下一网格 ID：空仓 N→N-1（向基底方向，更低价），多仓 -N→-(N-1)（向基底方向，更高价）
+ int nextGridId = isLong ? -(Math.abs(gridId) - 1) : gridId - 1;
+ GridElement nextGrid = GridElement.findById(nextGridId);
+ if (nextGrid == null) {
+ log.warn("[Gate] 持仓超限 but 下一网格{}不存在", nextGridId);
+ return;
+ }
+
+ BigDecimal tpPrice = nextGrid.getGridPrice();
+ final long finalPosSize = actualPosSize;
+ final int finalNextGridId = nextGridId;
+ if (isLong) {
+ executor.placeTakeProfit(tpPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_LONG,
+ negate(config.getQuantity()),
+ profitId -> log.info("[Gate] 多仓超限止盈已挂(持仓:{})>, gridId:{}, tpPrice:{}, id:{}",
+ finalPosSize, finalNextGridId, tpPrice, profitId));
+ } else {
+ executor.placeTakeProfit(tpPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_SHORT,
+ config.getQuantity(),
+ profitId -> log.info("[Gate] 空仓超限止盈已挂(持仓:{})>, gridId:{}, tpPrice:{}, id:{}",
+ finalPosSize, finalNextGridId, tpPrice, profitId));
+ }
+ } catch (Exception e) {
+ log.warn("[Gate] 通过API查询持仓超限检查失败", e);
+ }
+ });
+ }
+
+ /** Gate 永续合约 taker 费率 0.05% */
+ private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.0005");
+ /** ETH_USDT 合约面值（每张=0.01 ETH） */
+ private static final BigDecimal CT_VAL = new BigDecimal("0.01");
+
+ private void checkProfitAndReset() {
+ try {
+ FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
+ BigDecimal unrealisedPnl = new BigDecimal(account.getCrossUnrealisedPnl());
+ BigDecimal available = new BigDecimal(account.getCrossAvailable());
+ BigDecimal totalEquity = unrealisedPnl.add(available);
+
+ // 估算平仓手续费：(多仓张数+空仓张数) × 合约面值 × 当前价 × taker费率
+ BigDecimal totalSize = longPositionSize.abs().add(shortPositionSize.abs());
+ BigDecimal closeContractValue =
+ totalSize.multiply(CT_VAL).multiply(lastKlinePrice != null ? lastKlinePrice : BigDecimal.ZERO);
+ BigDecimal estimatedFee = closeContractValue.multiply(TAKER_FEE_RATE);
+ BigDecimal netEquity = totalEquity.subtract(estimatedFee);
+
+ BigDecimal target = initialPrincipal.add(config.getExpectedProfit());
+ log.info("[Gate] 盈亏检查,总张数：{}, upl:{}, avail:{}, 合计:{}, 估手续费:{}, 净权益:{}, 目标:{}",
+ totalSize,unrealisedPnl, available, totalEquity, estimatedFee, netEquity, target);
+ if (netEquity.compareTo(target) > 0) {
+ log.info("[Gate] 盈亏达标(净权益{}>目标{})，重置策略", netEquity, target);
+ state = StrategyState.STOPPED;
+ closeExistingPositions();
+ futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
+
+ // 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
+ executor.submitTask(() -> {
+ try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
+ startGrid();
+ });
+ }
+ } catch (Exception e) {
+ log.warn("[Gate] 盈亏检查失败", e);
+ }
+ }
+
+ private void handlePositionZeroAndReset(String direction) {
+ state = StrategyState.STOPPED;
+ try {
+ futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
+ } catch (Exception e) {
+ log.warn("[Gate] {}持仓归零后取消条件单失败", direction, e);
+ }
+ closeExistingPositions();
+ // 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
+ executor.submitTask(() -> {
+ try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
+ startGrid();
+ });
+ }
+
// ---- 保证金安全阀 ----
/**
@@ -1557,4 +1775,6 @@
public Long getUserId() { return userId; }
/** @return 当前策略状态 */
public StrategyState getState() { return state; }
+ /** 注入WS客户端，用于订阅状态检查 */
+ public void setWsClient(GateKlineWebSocketClient wsClient) { this.wsClient = wsClient; }
}
--
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