From eb365b75c8388d1a30a6659f4692b802a3066097 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Fri, 30 Oct 2026 17:49:32 +0800
Subject: [PATCH] ``` fix(grid): 修复止损订单张数统计和追单时序竞态问题
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 28 ++++++++++++++++------------
1 files changed, 16 insertions(+), 12 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 94cab0d..7305099 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -1104,7 +1104,7 @@
ORDER_TYPE_CLOSE_SHORT,
String.valueOf(qty),
profitId -> {
- slElem.addShortStopLossOrderId(profitId);
+ slElem.addShortStopLossOrderId(profitId, qty);
GridElement.refreshIndices();
log.info("[Gate] 对向加仓空仓止损已挂, 开仓gridId:{}, 止损gridId:{}, 数量:{}张, stopLossId:{}",
oppositeGridId, stopLossGridId, qty, profitId);
@@ -1132,7 +1132,7 @@
ORDER_TYPE_CLOSE_LONG,
negate(String.valueOf(qty)),
profitId -> {
- slElem.addLongStopLossOrderId(profitId);
+ slElem.addLongStopLossOrderId(profitId, qty);
GridElement.refreshIndices();
log.info("[Gate] 对向加仓多仓止损已挂, 开仓gridId:{}, 止损gridId:{}, 数量:{}张, stopLossId:{}",
oppositeGridId, stopLossGridId, qty, profitId);
@@ -1326,7 +1326,7 @@
ORDER_TYPE_CLOSE_LONG,
negate(baseQty),
profitId -> {
- longElem.addLongStopLossOrderId(profitId);
+ longElem.addLongStopLossOrderId(profitId, Integer.parseInt(baseQty));
GridElement.refreshIndices();
log.info("[Gate] 自定义多仓止损已挂, 目标价:{}, 匹配gridId:{}, 触发价:{}, stopLossId:{}",
longPrice, longElem.getId(), triggerPrice, profitId);
@@ -1347,7 +1347,7 @@
ORDER_TYPE_CLOSE_SHORT,
baseQty,
profitId -> {
- shortElem.addShortStopLossOrderId(profitId);
+ shortElem.addShortStopLossOrderId(profitId, Integer.parseInt(baseQty));
GridElement.refreshIndices();
log.info("[Gate] 自定义空仓止损已挂, 目标价:{}, 匹配gridId:{}, 触发价:{}, stopLossId:{}",
shortPrice, shortElem.getId(), triggerPrice, profitId);
@@ -1390,7 +1390,7 @@
ORDER_TYPE_CLOSE_SHORT,
size,
profitId -> {
- elem.addShortStopLossOrderId(profitId);
+ elem.addShortStopLossOrderId(profitId, Integer.parseInt(size));
GridElement.refreshIndices();
log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
}
@@ -1417,7 +1417,7 @@
ORDER_TYPE_CLOSE_LONG,
negate(size),
profitId -> {
- elem.addLongStopLossOrderId(profitId);
+ elem.addLongStopLossOrderId(profitId, Integer.parseInt(size));
GridElement.refreshIndices();
log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
}
@@ -2006,7 +2006,7 @@
*
* @param isLong {@code true}=多仓方向,{@code false}=空仓方向
* @param respectCurrentPosition {@code true}=按「单边总持仓 ≤ maxPositionPerSide」扣减当前持仓;{@code false}=仅限制单次下单量
- * @param stopLossSize 本次止损单张数(仅止损追单场景传入,用于修正 REST 时序竞态;其余场景传 0)
+ * @param stopLossSize 本次触发网格的全部止损单张数(仅止损追单场景传入,用于修正 REST 持仓时序竞态;其余场景传 0)
* @return 实际下单张数(字符串)
*/
private String calculateEntryQuantity(boolean isLong, boolean respectCurrentPosition, int stopLossSize) {
@@ -2021,7 +2021,7 @@
if (respectCurrentPosition) {
// 止损追单:单边总持仓不得超过 maxPerSide,追单量 = maxPerSide - 当前持仓。
// 止损单刚成交、REST 查询可能仍返回止损前持仓(时序竞态),
- // 减去本次止损单张数得到止损后的真实持仓,避免追单量被错误扣减。
+ // 减去本网格全部止损张数得到止损后的真实持仓,避免追单量被错误扣减。
int currentPos = isLong
? queryPositionSize(Position.ModeEnum.DUAL_LONG)
: queryPositionSize(Position.ModeEnum.DUAL_SHORT);
@@ -2041,6 +2041,8 @@
}
private void handleLongStopLossTriggered(GridElement gridElement, String orderId) {
+ // 本网格全部止损单覆盖张数(含刚触发的这一单),用于追单时修正 REST 持仓的时序竞态
+ int gridStopLossSize = gridElement.getLongStopLossTotalSize();
gridElement.removeLongStopLossOrderId(orderId);
int gridId = gridElement.getId();
@@ -2073,7 +2075,7 @@
// 止损追单:同一网格可有多笔挂单,不判断 isHasLongOrder,直接挂单
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- String size = calculateEntryQuantity(true, true, Integer.parseInt(config.getQuantity()));
+ String size = calculateEntryQuantity(true, true, gridStopLossSize);
log.info("[Gate] 多仓止损追单 有效次数:{}, 加仓执行:{}, 停止阈值:{}, 基础:{}张 → 实际:{}张, 模式:{}",
getEffectiveStopLossCount(true), getEffectiveAddCount(true), config.getAddPositionStopThreshold(),
config.getBaseQuantity(), size, config.getStopLossCountMode());
@@ -2109,6 +2111,8 @@
}
private void handleShortStopLossTriggered(GridElement gridElement, String orderId) {
+ // 本网格全部止损单覆盖张数(含刚触发的这一单),用于追单时修正 REST 持仓的时序竞态
+ int gridStopLossSize = gridElement.getShortStopLossTotalSize();
gridElement.removeShortStopLossOrderId(orderId);
int gridId = gridElement.getId();
@@ -2139,7 +2143,7 @@
// 止损追单:同一网格可有多笔挂单,不判断 isHasShortOrder,直接挂单
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
- String size = calculateEntryQuantity(false, true, Integer.parseInt(config.getQuantity()));
+ String size = calculateEntryQuantity(false, true, gridStopLossSize);
log.info("[Gate] 空仓止损追单 有效次数:{}, 加仓执行:{}, 停止阈值:{}, 基础:{}张 → 实际:{}张, 模式:{}",
getEffectiveStopLossCount(false), getEffectiveAddCount(false), config.getAddPositionStopThreshold(),
config.getBaseQuantity(), size, config.getStopLossCountMode());
@@ -2623,9 +2627,9 @@
triggerPrice, rule, orderType, size,
profitId -> {
if (isLong) {
- elem.addLongStopLossOrderId(profitId);
+ elem.addLongStopLossOrderId(profitId, Integer.parseInt(qtyStr));
} else {
- elem.addShortStopLossOrderId(profitId);
+ elem.addShortStopLossOrderId(profitId, Integer.parseInt(qtyStr));
}
GridElement.refreshIndices();
log.info("[Gate] {}止损追加, gridId:{}, 触发价:{}, 第{}单, stopLossId:{}",
--
Gitblit v1.9.1