From e6e102b429677e5569338dad2c7d6a433049780c Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 20 Jul 2026 11:24:46 +0800
Subject: [PATCH] fix(gateApi): 解决网格交易止损追单并发问题
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 157 +++++++++++++++++++++++++++++++++------
src/main/java/com/xcong/excoin/modules/gateApi/GridElement.java | 26 ++++++
2 files changed, 158 insertions(+), 25 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 592992a..790c147 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -15,6 +15,7 @@
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.*;
+import java.util.concurrent.atomic.AtomicInteger;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionClosesChannelHandler;
@@ -634,6 +635,17 @@
if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
shortEntryTraderIdParam(shortGridElement, orderId, false);
+
+ // 防重入：同一网格存在多个入场单且相近时间成交时，只处理第一次 extend，
+ // 后续成交打标 pendingReExtend，延展完成后自动用最新仓位重挂一次。
+ if (shortGridElement.isExtendStopLossInProgress()) {
+ shortGridElement.setPendingStopLossReExtend(true);
+ log.info("[Gate] 空单成交 gridId:{}, 止损追单已在进行中，标记待重挂, orderId:{}",
+ shortGridElement.getId(), orderId);
+ return;
+ }
+ shortGridElement.setExtendStopLossInProgress(true);
+
accumulatedShortLossCount = 0;
lastShortStopLossGridId = Integer.MAX_VALUE;
// [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
@@ -703,6 +715,17 @@
int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
longEntryTraderIdParam(longGridElement, orderId, false);
+
+ // 防重入：同一网格存在多个入场单且相近时间成交时，只处理第一次 extend，
+ // 后续成交打标 pendingReExtend，延展完成后自动用最新仓位重挂一次。
+ if (longGridElement.isExtendStopLossInProgress()) {
+ longGridElement.setPendingStopLossReExtend(true);
+ log.info("[Gate] 多单成交 gridId:{}, 止损追单已在进行中，标记待重挂, orderId:{}",
+ longGridElement.getId(), orderId);
+ return;
+ }
+ longGridElement.setExtendStopLossInProgress(true);
+
accumulatedLongLossCount = 0;
lastLongStopLossGridId = Integer.MAX_VALUE;
// [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
@@ -1666,7 +1689,10 @@
int qty = Integer.parseInt(config.getQuantity());
int baseQty = Integer.parseInt(config.getBaseQuantity());
int gridCount = baseQty / qty;
+ GridElement entryElem = GridElement.findById(gridId);
if (gridCount <= 0 || filledQty < qty) {
+ // 早期返回需重置防重入标记
+ if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
return;
}
@@ -1674,31 +1700,38 @@
int[] orders = new int[gridCount];
if (gridCount == 1) {
- // 只有1个网格，全量放在上面
+ // 只有1个网格，全量挂在上面
orders[0] = totalOrders;
} else {
- int aCount = Math.max(0, totalOrders - 2);
- if (aCount == 0) {
- orders[0] = 2;
- } else if (aCount == 1) {
- orders[0] = 2;
- orders[1] = 1;
+ // 最近网格(orders[0])挂剩余张数，其余每个网格各挂1张
+ orders[0] = totalOrders - (gridCount - 1);
+ if (orders[0] < 1) {
+ // 订单数不够覆盖所有网格(理论上不会出现)，全量挂在最近网格
+ orders[0] = totalOrders;
} else {
- orders[0] = aCount;
- int remainder = totalOrders - aCount;
- for (int i = 1; i < gridCount && remainder > 0; i++) {
+ for (int i = 1; i < gridCount; i++) {
orders[i] = 1;
- remainder--;
}
}
}
+
+ // 计算总订单数，用于异步回调完成时重置防重入标记
+ int totalOrdersToPlace = 0;
+ for (int i = 0; i < gridCount; i++) {
+ if (orders[i] > 0) { totalOrdersToPlace += orders[i]; }
+ }
+ if (totalOrdersToPlace == 0) {
+ if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
+ return;
+ }
+ AtomicInteger remainCount = new AtomicInteger(totalOrdersToPlace);
StringBuilder detail = new StringBuilder();
for (int i = 0; i < gridCount; i++) {
if (orders[i] > 0) {
int sgId = gridId - 2 - i;
placeStopLossOrders(sgId, orders[i], qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
- ORDER_TYPE_CLOSE_LONG, true);
+ ORDER_TYPE_CLOSE_LONG, true, remainCount, entryElem);
if (detail.length() > 0) {
detail.append(" ");
}
@@ -1718,7 +1751,10 @@
int qty = Integer.parseInt(config.getQuantity());
int baseQty = Integer.parseInt(config.getBaseQuantity());
int gridCount = baseQty / qty;
+ GridElement entryElem = GridElement.findById(gridId);
if (gridCount <= 0 || filledQty < qty) {
+ // 早期返回需重置防重入标记
+ if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
return;
}
@@ -1726,31 +1762,38 @@
int[] orders = new int[gridCount];
if (gridCount == 1) {
- // 只有1个网格，全量放在上面
+ // 只有1个网格，全量挂在上面
orders[0] = totalOrders;
} else {
- int aCount = Math.max(0, totalOrders - 2);
- if (aCount == 0) {
- orders[0] = 2;
- } else if (aCount == 1) {
- orders[0] = 2;
- orders[1] = 1;
+ // 最近网格(orders[0])挂剩余张数，其余每个网格各挂1张
+ orders[0] = totalOrders - (gridCount - 1);
+ if (orders[0] < 1) {
+ // 订单数不够覆盖所有网格(理论上不会出现)，全量挂在最近网格
+ orders[0] = totalOrders;
} else {
- orders[0] = aCount;
- int remainder = totalOrders - aCount;
- for (int i = 1; i < gridCount && remainder > 0; i++) {
+ for (int i = 1; i < gridCount; i++) {
orders[i] = 1;
- remainder--;
}
}
}
+
+ // 计算总订单数，用于异步回调完成时重置防重入标记
+ int totalOrdersToPlace = 0;
+ for (int i = 0; i < gridCount; i++) {
+ if (orders[i] > 0) { totalOrdersToPlace += orders[i]; }
+ }
+ if (totalOrdersToPlace == 0) {
+ if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
+ return;
+ }
+ AtomicInteger remainCount = new AtomicInteger(totalOrdersToPlace);
StringBuilder detail = new StringBuilder();
for (int i = 0; i < gridCount; i++) {
if (orders[i] > 0) {
int sgId = gridId + 2 + i;
placeStopLossOrders(sgId, orders[i], qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
- ORDER_TYPE_CLOSE_SHORT, false);
+ ORDER_TYPE_CLOSE_SHORT, false, remainCount, entryElem);
if (detail.length() > 0) {
detail.append(" ");
}
@@ -1763,17 +1806,66 @@
}
/**
+ * 延展完成后重挂止损（处理被跳过的入场单成交）。
+ * 取消已有止损单并用最新仓位重新挂单，确保止损覆盖最新持仓数。
+ */
+ private void reExtendLongStopLoss(GridElement entryElem) {
+ if (entryElem.isExtendStopLossInProgress()) {
+ log.info("[Gate] 多仓重挂止损跳过, entryGridId:{}, 仍在进行中", entryElem.getId());
+ return;
+ }
+ entryElem.setExtendStopLossInProgress(true);
+ cancelAllLongTakeProfitsAndStopLosses();
+ int latestPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
+ log.info("[Gate] 多仓重挂止损, entryGridId:{}, 最新仓位:{}张", entryElem.getId(), latestPos);
+ extendLongStopLoss(latestPos, entryElem.getId());
+ }
+
+ private void reExtendShortStopLoss(GridElement entryElem) {
+ if (entryElem.isExtendStopLossInProgress()) {
+ log.info("[Gate] 空仓重挂止损跳过, entryGridId:{}, 仍在进行中", entryElem.getId());
+ return;
+ }
+ entryElem.setExtendStopLossInProgress(true);
+ cancelAllShortTakeProfitsAndStopLosses();
+ int latestPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
+ log.info("[Gate] 空仓重挂止损, entryGridId:{}, 最新仓位:{}张", entryElem.getId(), latestPos);
+ extendShortStopLoss(latestPos, entryElem.getId());
+ }
+
+ /**
* 在指定网格位置挂 count 个独立止损单，每个 size 张。
*/
private void placeStopLossOrders(int gridId, int count, int qty,
FuturesPriceTrigger.RuleEnum rule,
- String orderType, boolean isLong) {
+ String orderType, boolean isLong,
+ AtomicInteger remainCount,
+ GridElement entryElement) {
if (count <= 0) {
return;
}
GridElement elem = GridElement.findById(gridId);
if (elem == null) {
log.warn("[Gate] 止损挂单位置不存在, gridId:{}", gridId);
+ // 即使挂单位置不存在也需递减计数器，避免标志永不重置
+ if (remainCount != null && entryElement != null) {
+ for (int i = 0; i < count; i++) {
+ if (remainCount.decrementAndGet() == 0) {
+ entryElement.setExtendStopLossInProgress(false);
+ log.info("[Gate] {}止损追单全部完成(部分位置缺失), entryGridId:{}, 防重入标记已重置",
+ isLong ? "多仓" : "空仓", entryElement.getId());
+ // 检查待重挂请求
+ if (entryElement.isPendingStopLossReExtend()) {
+ entryElement.setPendingStopLossReExtend(false);
+ if (isLong) {
+ reExtendLongStopLoss(entryElement);
+ } else {
+ reExtendShortStopLoss(entryElement);
+ }
+ }
+ }
+ }
+ }
return;
}
BigDecimal triggerPrice = elem.getGridPrice();
@@ -1792,6 +1884,21 @@
GridElement.refreshIndices();
log.info("[Gate] {}止损追加, gridId:{}, 触发价:{}, 第{}单, stopLossId:{}",
isLong ? "多仓" : "空仓", finalGridId, triggerPrice, finalI + 1, profitId);
+ // 计数器归零时重置防重入标记，并检查是否有待重挂请求
+ if (remainCount != null && remainCount.decrementAndGet() == 0 && entryElement != null) {
+ entryElement.setExtendStopLossInProgress(false);
+ log.info("[Gate] {}止损追单全部完成, entryGridId:{}, 防重入标记已重置",
+ isLong ? "多仓" : "空仓", entryElement.getId());
+ // 如果有被跳过的入场单成交，用最新仓位重挂一次止损
+ if (entryElement.isPendingStopLossReExtend()) {
+ entryElement.setPendingStopLossReExtend(false);
+ if (isLong) {
+ reExtendLongStopLoss(entryElement);
+ } else {
+ reExtendShortStopLoss(entryElement);
+ }
+ }
+ }
}
);
}
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 6ffbefd..c5ef00f 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GridElement.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GridElement.java
@@ -92,6 +92,21 @@
/** 空仓止损订单 ID 列表（支持一个网格多个止损单） */
private List<String> shortStopLossOrderIds = new ArrayList<>();
+ /**
+ * 止损追单是否正在进行中（防重入标记）。
+ * 同一网格存在多个入场单且相近时间成交时，确保只有第一次 extend 触发止损挂单，
+ * 后续入场单成交仅移除订单记录，不再重复触发 cancelAll + extend 流程。
+ * 异步回调全部完成后由 placeStopLossOrders 中计数器归零时重置。
+ */
+ private volatile boolean extendStopLossInProgress = false;
+
+ /**
+ * 是否有待重挂的止损追单请求。
+ * 当入场单成交因 extendStopLossInProgress=true 被跳过时置为 true，
+ * 延展完成后由回调检查此标记并触发一次仓位重查+重挂，确保止损覆盖最新持仓数。
+ */
+ private volatile boolean pendingStopLossReExtend = false;
+
/** 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();
@@ -507,6 +522,17 @@
/** @return 是否有止损单 */
public boolean hasShortStopLossOrders() { return !shortStopLossOrderIds.isEmpty(); }
+ // ==================== 止损追单防重入标记 ====================
+
+ /** @return 止损追单是否正在进行中 */
+ public boolean isExtendStopLossInProgress() { return extendStopLossInProgress; }
+ /** 设置止损追单进行标记 */
+ public void setExtendStopLossInProgress(boolean v) { this.extendStopLossInProgress = v; }
+ /** @return 是否有待重挂请求 */
+ public boolean isPendingStopLossReExtend() { return pendingStopLossReExtend; }
+ /** 设置待重挂标记 */
+ public void setPendingStopLossReExtend(boolean v) { this.pendingStopLossReExtend = v; }
+
public static Builder builder() {
return new Builder();
}
--
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