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 | 448 ++++++++++++++++++++++++++++++++++++++------------------
1 files changed, 304 insertions(+), 144 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 19c4e03..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;
@@ -134,10 +135,14 @@
/** 多头是否活跃（有仓位） */
private volatile boolean longActive = false;
- /** 多头累计止损张数（加仓订单成交后归零） */
+ /** 多头累计止损次数（始终递增，加仓订单成交后归零） */
private volatile int accumulatedLongLossCount = 0;
- /** 空头累计止损张数（加仓订单成交后归零） */
+ /** 空头累计止损次数（始终递增，加仓订单成交后归零） */
private volatile int accumulatedShortLossCount = 0;
+ /** 最近触发止损的多头网格ID */
+ private volatile int lastLongStopLossGridId = Integer.MAX_VALUE;
+ /** 最近触发止损的空头网格ID */
+ private volatile int lastShortStopLossGridId = Integer.MAX_VALUE;
private volatile BigDecimal lastKlinePrice;
private volatile BigDecimal markPrice = BigDecimal.ZERO;
@@ -307,6 +312,8 @@
shortActive = false;
accumulatedLongLossCount = 0;
accumulatedShortLossCount = 0;
+ lastLongStopLossGridId = Integer.MAX_VALUE;
+ lastShortStopLossGridId = Integer.MAX_VALUE;
shortPriceQueue.clear();
longPriceQueue.clear();
totalShortPriceQueue.clear();
@@ -392,7 +399,8 @@
return;
}
- checkProfitAndReset();
+ // 异步检查盈亏，避免 REST 调用阻塞 WS 心跳导致 Socket closed
+ executor.submitTask(this::checkProfitAndReset);
if (state == StrategyState.ACTIVE &&
longActive == false &&
@@ -627,7 +635,19 @@
if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
shortEntryTraderIdParam(shortGridElement, orderId, false);
- accumulatedShortLossCount = 0; // 空单成交，重置止损追单计数
+
+ // 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
cancelAllShortTakeProfitsAndStopLosses();
// 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
@@ -659,43 +679,33 @@
// }
// );
- // 空仓持仓超过baseQuantity时，先找多仓第一个止损位置，从该位置向下挂止盈（间隔=1）
- BigDecimal shortBaseQty = new BigDecimal(config.getBaseQuantity());
- BigDecimal shortGridQty = new BigDecimal(config.getQuantity());
- if (BigDecimal.valueOf(posSize).compareTo(shortBaseQty) > 0) {
- BigDecimal shortExcess = BigDecimal.valueOf(posSize).subtract(shortBaseQty);
- int shortExcessCount = shortExcess.divide(shortGridQty, 0, RoundingMode.DOWN).intValue();
+ // 空仓止盈：超额部分挂止盈，从entry网格向下逐个挂
+ int shortBaseQty = Integer.parseInt(config.getBaseQuantity());
+ int shortGridQty = Integer.parseInt(config.getQuantity());
+ int shortTpCount = posSize > shortBaseQty ? (posSize - shortBaseQty) / shortGridQty : 0;
-// // 找多仓第一个（最近的）止损位置
-// int firstLongSlId = 0;
-// for (GridElement e : config.getGridElements()) {
-// if (e.hasLongStopLossOrders()) {
-// if (firstLongSlId == 0 || e.getId() > firstLongSlId) {
-// firstLongSlId = e.getId();
-// }
-// }
-// }
-
- for (int i = 0; i < shortExcessCount; i++) {
- int tpGridId = shortGridElement.getId() - 2 * (i + 1);
- GridElement tpElem = GridElement.findById(tpGridId);
- if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
- continue;
- }
- BigDecimal tpPrice = tpElem.getGridPrice();
- int finalTpGridId = tpGridId;
- executor.placeTakeProfit(
- tpPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_2,
- ORDER_TYPE_CLOSE_SHORT,
- config.getQuantity(),
- profitId -> {
- shortTakeProfitTraderIdParam(tpElem, profitId, true);
- log.info("[Gate] 空仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
- finalTpGridId, tpPrice, profitId);
- }
- );
+ int tpSpan = config.getTakeProfitGridSpan();
+ for (int i = 0; i < shortTpCount; i++) {
+ int tpGridId = shortGridElement.getId() - tpSpan * (i + 1);
+ GridElement tpElem = GridElement.findById(tpGridId);
+ // 用 takeProfitPlaced 做同步标记，避免异步回调未执行时重复挂单
+ if (tpElem == null || tpElem.getShortTraderParam().isTakeProfitPlaced()) {
+ continue;
}
+ tpElem.getShortTraderParam().setTakeProfitPlaced(true);
+ BigDecimal tpPrice = tpElem.getGridPrice();
+ int finalTpGridId = tpGridId;
+ executor.placeTakeProfit(
+ tpPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_SHORT,
+ config.getQuantity(),
+ profitId -> {
+ shortTakeProfitTraderIdParam(tpElem, profitId, true);
+ log.info("[Gate] 空仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
+ finalTpGridId, tpPrice, profitId);
+ }
+ );
}
}
}
@@ -705,7 +715,19 @@
int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
longEntryTraderIdParam(longGridElement, orderId, false);
- accumulatedLongLossCount = 0; // 多单成交，重置止损追单计数
+
+ // 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
cancelAllLongTakeProfitsAndStopLosses();
// 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
@@ -737,43 +759,33 @@
// }
// );
- // 多仓持仓超过baseQuantity时，先找空仓第一个止损位置，从该位置向上挂止盈（间隔=1）
- BigDecimal longBaseQty = new BigDecimal(config.getBaseQuantity());
- BigDecimal longGridQty = new BigDecimal(config.getQuantity());
- if (BigDecimal.valueOf(posSize).compareTo(longBaseQty) > 0) {
- BigDecimal longExcess = BigDecimal.valueOf(posSize).subtract(longBaseQty);
- int longExcessCount = longExcess.divide(longGridQty, 0, RoundingMode.DOWN).intValue();
+ // 多仓止盈：超额部分挂止盈，从entry网格向上逐个挂
+ int longBaseQty = Integer.parseInt(config.getBaseQuantity());
+ int longGridQty = Integer.parseInt(config.getQuantity());
+ int longTpCount = posSize > longBaseQty ? (posSize - longBaseQty) / longGridQty : 0;
-// // 找空仓第一个（最近的）止损位置
-// int firstShortSlId = 0;
-// for (GridElement e : config.getGridElements()) {
-// if (e.hasShortStopLossOrders()) {
-// if (firstShortSlId == 0 || e.getId() < firstShortSlId) {
-// firstShortSlId = e.getId();
-// }
-// }
-// }
-
- for (int i = 0; i < longExcessCount; i++) {
- int tpGridId = longGridElement.getId() + 2 * (i + 1);
- GridElement tpElem = GridElement.findById(tpGridId);
- if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) {
- continue;
- }
- BigDecimal tpPrice = tpElem.getGridPrice();
- int finalTpGridId = tpGridId;
- executor.placeTakeProfit(
- tpPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_1,
- ORDER_TYPE_CLOSE_LONG,
- negate(config.getQuantity()),
- profitId -> {
- longTakeProfitTraderIdParam(tpElem, profitId, true);
- log.info("[Gate] 多仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
- finalTpGridId, tpPrice, profitId);
- }
- );
+ int tpSpan = config.getTakeProfitGridSpan();
+ for (int i = 0; i < longTpCount; i++) {
+ int tpGridId = longGridElement.getId() + tpSpan * (i + 1);
+ GridElement tpElem = GridElement.findById(tpGridId);
+ // 用 takeProfitPlaced 做同步标记，避免异步回调未执行时重复挂单
+ if (tpElem == null || tpElem.getLongTraderParam().isTakeProfitPlaced()) {
+ continue;
}
+ tpElem.getLongTraderParam().setTakeProfitPlaced(true);
+ BigDecimal tpPrice = tpElem.getGridPrice();
+ int finalTpGridId = tpGridId;
+ executor.placeTakeProfit(
+ tpPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_LONG,
+ negate(config.getQuantity()),
+ profitId -> {
+ longTakeProfitTraderIdParam(tpElem, profitId, true);
+ log.info("[Gate] 多仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
+ finalTpGridId, tpPrice, profitId);
+ }
+ );
}
}
}
@@ -1221,17 +1233,21 @@
if (newEntryGrid != null) {
- GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());
- String quantity = cancelGridElement != null
- ? cancelGridElement.getLongTraderParam().getQuantity()
- : config.getBaseQuantity();
- if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
- for (String longOrderId : new ArrayList<>(cancelGridElement.getLongOrderIds())) {
- executor.cancelConditionalOrder(longOrderId, oid -> {
- longEntryTraderIdParam(cancelGridElement, longOrderId, false);
- log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", cancelGridElement.getId(), longOrderId);
- });
+ String quantity = String.valueOf((accumulatedLongLossCount + 1) * Integer.parseInt(config.getQuantity()));
+ // 向上遍历取消所有遗留多单（跳过基础入场网格0）
+ GridElement cancelCursor = GridElement.findById(newEntryGrid.getUpId());
+ while (cancelCursor != null) {
+ if (cancelCursor.isHasLongOrder()) {
+ for (String longOrderId : new ArrayList<>(cancelCursor.getLongOrderIds())) {
+ GridElement finalCancelCursor = cancelCursor;
+ executor.cancelConditionalOrder(longOrderId, oid -> {
+ longEntryTraderIdParam(finalCancelCursor, longOrderId, false);
+ log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", finalCancelCursor.getId(), longOrderId);
+ });
+ }
}
+ Integer nextUpId = cancelCursor.getUpId();
+ cancelCursor = nextUpId != null ? GridElement.findById(nextUpId) : null;
}
// log.info("[Gate-2] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
if (!newEntryGrid.isHasLongOrder()) {
@@ -1272,21 +1288,21 @@
if (newEntryGrid != null) {
- GridElement cancelGridElement = GridElement.findById(newEntryGrid.getDownId());
-
- String quantity = cancelGridElement != null
- ? cancelGridElement.getShortTraderParam().getQuantity()
- : config.getBaseQuantity();
- /**
- * 看是否有空仓挂单，有就取消
- */
- if (cancelGridElement != null && cancelGridElement.isHasShortOrder()) {
- for (String shortOrderId : new ArrayList<>(cancelGridElement.getShortOrderIds())) {
- executor.cancelConditionalOrder(shortOrderId, oid -> {
- shortEntryTraderIdParam(cancelGridElement, shortOrderId, false);
- log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", cancelGridElement.getId(), shortOrderId);
- });
+ String quantity = String.valueOf((accumulatedShortLossCount + 1) * Integer.parseInt(config.getQuantity()));
+ // 向下遍历取消所有遗留空单（跳过基础入场网格0）
+ GridElement cancelCursor = GridElement.findById(newEntryGrid.getDownId());
+ while (cancelCursor != null) {
+ if (cancelCursor.isHasShortOrder()) {
+ for (String shortOrderId : new ArrayList<>(cancelCursor.getShortOrderIds())) {
+ GridElement finalCancelCursor = cancelCursor;
+ executor.cancelConditionalOrder(shortOrderId, oid -> {
+ shortEntryTraderIdParam(finalCancelCursor, shortOrderId, false);
+ log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", finalCancelCursor.getId(), shortOrderId);
+ });
+ }
}
+ Integer nextDownId = cancelCursor.getDownId();
+ cancelCursor = nextDownId != null ? GridElement.findById(nextDownId) : null;
}
// log.info("[Gate-4] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
if (!newEntryGrid.isHasShortOrder()){
@@ -1308,9 +1324,12 @@
private void handleLongStopLossTriggered(GridElement gridElement, String orderId) {
gridElement.removeLongStopLossOrderId(orderId);
- accumulatedLongLossCount++;
int gridId = gridElement.getId();
- log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}, 开始追单", gridId, accumulatedLongLossCount);
+ boolean sameGrid = (gridId == lastLongStopLossGridId);
+ accumulatedLongLossCount++;
+ lastLongStopLossGridId = gridId;
+ log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
+ gridId, accumulatedLongLossCount, sameGrid ? "(同网格)" : "");
int newEntryGridId = gridId + 1;
GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1324,9 +1343,7 @@
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
int maxPos = config.getMaxPositionSize();
- int baseQty = Integer.parseInt(config.getBaseQuantity());
- int gridQty = Integer.parseInt(config.getQuantity());
- int targetAmount = baseQty + (accumulatedLongLossCount - 1) * gridQty;
+ int targetAmount = sameGrid ? Integer.parseInt(config.getQuantity()) : (accumulatedLongLossCount + 1) * Integer.parseInt(config.getQuantity());
int addSize;
if (maxPos > 0) {
int remainingRoom = maxPos - posSize;
@@ -1383,9 +1400,12 @@
private void handleShortStopLossTriggered(GridElement gridElement, String orderId) {
gridElement.removeShortStopLossOrderId(orderId);
- accumulatedShortLossCount++;
int gridId = gridElement.getId();
- log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}, 开始追单", gridId, accumulatedShortLossCount);
+ boolean sameGrid = (gridId == lastShortStopLossGridId);
+ accumulatedShortLossCount++;
+ lastShortStopLossGridId = gridId;
+ log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
+ gridId, accumulatedShortLossCount, sameGrid ? "(同网格)" : "");
int newEntryGridId = gridId - 1;
GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1399,9 +1419,7 @@
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
int maxPos = config.getMaxPositionSize();
- int baseQty = Integer.parseInt(config.getBaseQuantity());
- int gridQty = Integer.parseInt(config.getQuantity());
- int targetAmount = baseQty + (accumulatedShortLossCount - 1) * gridQty;
+ int targetAmount = sameGrid ? Integer.parseInt(config.getQuantity()) : (accumulatedShortLossCount + 1) * Integer.parseInt(config.getQuantity());
int addSize;
if (maxPos > 0) {
int remainingRoom = maxPos - posSize;
@@ -1605,6 +1623,7 @@
for (GridElement e : config.getGridElements()) {
String tpId = e.getLongTakeProfitOrderId();
if (tpId != null) {
+ e.getLongTraderParam().setTakeProfitPlaced(false);
e.setLongTakeProfitOrderId(null);
executor.cancelConditionalOrder(tpId, oid -> {});
}
@@ -1624,6 +1643,7 @@
for (GridElement e : config.getGridElements()) {
String tpId = e.getShortTakeProfitOrderId();
if (tpId != null) {
+ e.getShortTraderParam().setTakeProfitPlaced(false);
e.setShortTakeProfitOrderId(null);
executor.cancelConditionalOrder(tpId, oid -> {});
}
@@ -1662,51 +1682,155 @@
// ========== 止损追单（新逻辑：3 个固定位置，每个位置挂多个 1 张止损单） ==========
/**
- * 多仓止损追单 — 3 个固定位置，从近到远分配合约。
- * A(gridId-2): (filledQty/qty - 2) 个独立止损单，每个 qty 张
- * B(gridId-3): 1 个止损单，qty 张
- * C(gridId-4): 1 个止损单，qty 张
- * 注意：多仓止损在 gridId 负方向，触发价 ≤ 网格价。
+ * 多仓止损追单 — 网格数量 = baseQuantity/quantity，从近到远分配。
+ * aCount<0跳过, aCount=0→主=2, aCount=1→主=2,辅0=1, aCount>=2→主=aCount,辅依次填1
*/
private void extendLongStopLoss(int filledQty, int gridId) {
int qty = Integer.parseInt(config.getQuantity());
- int aCount = Math.max(0, filledQty / qty - 2);
- log.info("[Gate] 多仓追挂止损, 成交{}张, gridId:{}, A({})x{} B({})x1 C({})x1",
- filledQty, gridId, gridId - 2, aCount, gridId - 3, gridId - 4);
+ 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;
+ }
- // A 位置：挂 aCount 个独立止损单
- placeStopLossOrders(gridId - 2, aCount, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
- ORDER_TYPE_CLOSE_LONG, true);
- // B 位置：挂 1 个
- placeStopLossOrders(gridId - 3, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
- ORDER_TYPE_CLOSE_LONG, true);
- // C 位置：挂 1 个
- placeStopLossOrders(gridId - 4, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
- ORDER_TYPE_CLOSE_LONG, true);
+ int totalOrders = filledQty / qty;
+ int[] orders = new int[gridCount];
+
+ if (gridCount == 1) {
+ // 只有1个网格，全量挂在上面
+ orders[0] = totalOrders;
+ } else {
+ // 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 {
+ for (int i = 1; i < gridCount; i++) {
+ orders[i] = 1;
+ }
+ }
+ }
+
+ // 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, remainCount, entryElem);
+ if (detail.length() > 0) {
+ detail.append(" ");
+ }
+ detail.append(sgId).append("x").append(orders[i]);
+ }
+ }
+
+ log.info("[Gate] 多仓追挂止损, 成交{}张, gridId:{}, 网格数:{}, 分配:{}",
+ filledQty, gridId, gridCount, detail);
}
/**
- * 空仓止损追单 — 3 个固定位置，从近到远分配合约。
- * A(gridId+2): (filledQty/qty - 2) 个独立止损单，每个 qty 张
- * B(gridId+3): 1 个止损单，qty 张
- * C(gridId+4): 1 个止损单，qty 张
- * 注意：空仓止损在 gridId 正方向，触发价 ≥ 网格价。
+ * 空仓止损追单 — 网格数量 = baseQuantity/quantity，从近到远分配。
+ * aCount<0跳过, aCount=0→主=2, aCount=1→主=2,辅0=1, aCount>=2→主=aCount,辅依次填1
*/
private void extendShortStopLoss(int filledQty, int gridId) {
int qty = Integer.parseInt(config.getQuantity());
- int aCount = Math.max(0, filledQty / qty - 2);
- log.info("[Gate] 空仓追挂止损, 成交{}张, gridId:{}, A({})x{} B({})x1 C({})x1",
- filledQty, gridId, gridId + 2, aCount, gridId + 3, gridId + 4);
+ 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;
+ }
- // A 位置：挂 aCount 个独立止损单
- placeStopLossOrders(gridId + 2, aCount, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
- ORDER_TYPE_CLOSE_SHORT, false);
- // B 位置：挂 1 个
- placeStopLossOrders(gridId + 3, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
- ORDER_TYPE_CLOSE_SHORT, false);
- // C 位置：挂 1 个
- placeStopLossOrders(gridId + 4, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
- ORDER_TYPE_CLOSE_SHORT, false);
+ int totalOrders = filledQty / qty;
+ int[] orders = new int[gridCount];
+
+ if (gridCount == 1) {
+ // 只有1个网格，全量挂在上面
+ orders[0] = totalOrders;
+ } else {
+ // 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 {
+ for (int i = 1; i < gridCount; i++) {
+ orders[i] = 1;
+ }
+ }
+ }
+
+ // 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, remainCount, entryElem);
+ if (detail.length() > 0) {
+ detail.append(" ");
+ }
+ detail.append(sgId).append("x").append(orders[i]);
+ }
+ }
+
+ log.info("[Gate] 空仓追挂止损, 成交{}张, gridId:{}, 网格数:{}, 分配:{}",
+ filledQty, gridId, gridCount, detail);
+ }
+
+ /**
+ * 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());
}
/**
@@ -1714,13 +1838,34 @@
*/
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();
@@ -1739,6 +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);
+ }
+ }
+ }
}
);
}
--
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