From eb72b6ec37152aa0df5c8982e286639418b4544a Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Wed, 30 Sep 2026 22:11:28 +0800
Subject: [PATCH] feat(gateApi): 添加基础仓位止盈网格功能
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 181 ++++++++++++++++++++++++++++++++++++++-------
1 files changed, 153 insertions(+), 28 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 d8d8c1c..481b041 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -845,6 +845,8 @@
} else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
placeDispersedTakeProfit(posSize, false, shortGridElement.getId());
}
+ // [Gate] 基础仓位止盈挂单：与超额止盈并行，独立于止盈模式
+ placeBaseTakeProfit(posSize, false, shortGridElement.getId());
log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
@@ -893,6 +895,8 @@
} else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
placeDispersedTakeProfit(posSize, true, longGridElement.getId());
}
+ // [Gate] 基础仓位止盈挂单：与超额止盈并行，独立于止盈模式
+ placeBaseTakeProfit(posSize, true, longGridElement.getId());
log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
}
@@ -909,8 +913,8 @@
private void handleLongTakeProfitTriggered(GridElement tpElem, String orderId) {
// 清理前判断：当前是否为该方向最后一个止盈单（最后一个不触发对向加仓）
boolean isLastTp = GridElement.getLongTakeProfitCount() <= 1;
- // 清理止盈单状态（已成交）
- longTakeProfitTraderIdParam(tpElem, null, false);
+ // 清理止盈单状态（移除已成交的这笔止盈单）
+ longTakeProfitTraderIdParam(tpElem, orderId, false);
log.info("[Gate] 多仓止盈触发 gridId:{}, orderId:{}, 剩余止盈:{}", tpElem.getId(), orderId,
GridElement.getLongTakeProfitCount());
@@ -947,8 +951,8 @@
private void handleShortTakeProfitTriggered(GridElement tpElem, String orderId) {
// 清理前判断：当前是否为该方向最后一个止盈单（最后一个不触发对向加仓）
boolean isLastTp = GridElement.getShortTakeProfitCount() <= 1;
- // 清理止盈单状态（已成交）
- shortTakeProfitTraderIdParam(tpElem, null, false);
+ // 清理止盈单状态（移除已成交的这笔止盈单）
+ shortTakeProfitTraderIdParam(tpElem, orderId, false);
log.info("[Gate] 空仓止盈触发 gridId:{}, orderId:{}, 剩余止盈:{}", tpElem.getId(), orderId,
GridElement.getShortTakeProfitCount());
@@ -1465,18 +1469,48 @@
GridElement baseElement,String profitId, boolean flag
) {
TraderParam tp = baseElement.getLongTraderParam();
- tp.setTakeProfitOrderId(profitId);
- tp.setTakeProfitPlaced(flag);
- baseElement.setLongTakeProfitOrderId(profitId);
+ if (flag && profitId != null) {
+ // 挂单成功：追加到止盈单列表（支持基础止盈 + 超额止盈并行挂单）
+ tp.setTakeProfitOrderId(profitId);
+ tp.setTakeProfitPlaced(true);
+ baseElement.addLongTakeProfitOrderId(profitId);
+ } else {
+ // 清理：profitId 非空移除指定止盈单，为空清空该网格全部止盈单
+ tp.setTakeProfitPlaced(false);
+ if (profitId != null) {
+ baseElement.removeLongTakeProfitOrderId(profitId);
+ if (!baseElement.hasLongTakeProfitOrders()) {
+ tp.setTakeProfitOrderId(null);
+ }
+ } else {
+ baseElement.clearLongTakeProfitOrderIds();
+ tp.setTakeProfitOrderId(null);
+ }
+ }
GridElement.refreshIndices();
}
private void shortTakeProfitTraderIdParam(
GridElement baseElement,String profitId, boolean flag
) {
TraderParam tp = baseElement.getShortTraderParam();
- tp.setTakeProfitOrderId(profitId);
- tp.setTakeProfitPlaced(flag);
- baseElement.setShortTakeProfitOrderId(profitId);
+ if (flag && profitId != null) {
+ // 挂单成功：追加到止盈单列表（支持基础止盈 + 超额止盈并行挂单）
+ tp.setTakeProfitOrderId(profitId);
+ tp.setTakeProfitPlaced(true);
+ baseElement.addShortTakeProfitOrderId(profitId);
+ } else {
+ // 清理：profitId 非空移除指定止盈单，为空清空该网格全部止盈单
+ tp.setTakeProfitPlaced(false);
+ if (profitId != null) {
+ baseElement.removeShortTakeProfitOrderId(profitId);
+ if (!baseElement.hasShortTakeProfitOrders()) {
+ tp.setTakeProfitOrderId(null);
+ }
+ } else {
+ baseElement.clearShortTakeProfitOrderIds();
+ tp.setTakeProfitOrderId(null);
+ }
+ }
GridElement.refreshIndices();
}
@@ -2202,11 +2236,13 @@
*/
private void cancelAllLongTakeProfitsAndStopLosses() {
for (GridElement e : config.getGridElements()) {
- String tpId = e.getLongTakeProfitOrderId();
- if (tpId != null) {
- e.getLongTraderParam().setTakeProfitPlaced(false);
- e.setLongTakeProfitOrderId(null);
+ for (String tpId : new ArrayList<>(e.getLongTakeProfitOrderIds())) {
executor.cancelConditionalOrder(tpId, oid -> {});
+ }
+ e.clearLongTakeProfitOrderIds();
+ if (e.getLongTraderParam() != null) {
+ e.getLongTraderParam().setTakeProfitPlaced(false);
+ e.getLongTraderParam().setTakeProfitOrderId(null);
}
for (String slId : new ArrayList<>(e.getLongStopLossOrderIds())) {
executor.cancelConditionalOrder(slId, oid -> {});
@@ -2222,11 +2258,13 @@
*/
private void cancelAllShortTakeProfitsAndStopLosses() {
for (GridElement e : config.getGridElements()) {
- String tpId = e.getShortTakeProfitOrderId();
- if (tpId != null) {
- e.getShortTraderParam().setTakeProfitPlaced(false);
- e.setShortTakeProfitOrderId(null);
+ for (String tpId : new ArrayList<>(e.getShortTakeProfitOrderIds())) {
executor.cancelConditionalOrder(tpId, oid -> {});
+ }
+ e.clearShortTakeProfitOrderIds();
+ if (e.getShortTraderParam() != null) {
+ e.getShortTraderParam().setTakeProfitPlaced(false);
+ e.getShortTraderParam().setTakeProfitOrderId(null);
}
for (String slId : new ArrayList<>(e.getShortStopLossOrderIds())) {
executor.cancelConditionalOrder(slId, oid -> {});
@@ -2241,20 +2279,28 @@
* 首次挂单成交时，取消初始化阶段挂的所有止盈单（多+空），止损单保留不动。
*/
private void cancelAllInitialTakeProfits() {
-
-
GridElement tpElemLong = GridElement.findById(3);
- String longTpId = tpElemLong.getLongTakeProfitOrderId();
- if (longTpId != null) {
- longTakeProfitTraderIdParam(tpElemLong, null, false);
- executor.cancelConditionalOrder(longTpId, oid -> {});
+ if (tpElemLong != null) {
+ for (String tpId : new ArrayList<>(tpElemLong.getLongTakeProfitOrderIds())) {
+ executor.cancelConditionalOrder(tpId, oid -> {});
+ }
+ tpElemLong.clearLongTakeProfitOrderIds();
+ if (tpElemLong.getLongTraderParam() != null) {
+ tpElemLong.getLongTraderParam().setTakeProfitPlaced(false);
+ tpElemLong.getLongTraderParam().setTakeProfitOrderId(null);
+ }
}
GridElement tpElemShort = GridElement.findById(-3);
- String shortTpId = tpElemShort.getShortTakeProfitOrderId();
- if (shortTpId != null) {
- shortTakeProfitTraderIdParam(tpElemShort, null, false);
- executor.cancelConditionalOrder(shortTpId, oid -> {});
+ if (tpElemShort != null) {
+ for (String tpId : new ArrayList<>(tpElemShort.getShortTakeProfitOrderIds())) {
+ executor.cancelConditionalOrder(tpId, oid -> {});
+ }
+ tpElemShort.clearShortTakeProfitOrderIds();
+ if (tpElemShort.getShortTraderParam() != null) {
+ tpElemShort.getShortTraderParam().setTakeProfitPlaced(false);
+ tpElemShort.getShortTraderParam().setTakeProfitOrderId(null);
+ }
}
GridElement.refreshIndices();
log.info("[Gate] 首次成交，取消所有初始化止盈单");
@@ -2642,6 +2688,7 @@
} else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
placeDispersedTakeProfit(posSize, true, 0);
}
+ placeBaseTakeProfit(posSize, true, 0);
log.info("[Gate] 生成多仓止盈止损完成, 仓位:{}张", posSize);
});
}
@@ -2664,6 +2711,7 @@
} else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
placeDispersedTakeProfit(posSize, false, 0);
}
+ placeBaseTakeProfit(posSize, false, 0);
log.info("[Gate] 生成空仓止盈止损完成, 仓位:{}张", posSize);
});
}
@@ -2992,6 +3040,83 @@
}
/**
+ * 基础止盈：对基础仓位（baseQuantity）也挂止盈单，与超额止盈并行。
+ *
+ * <p>规则：从入场网格下一格（entryGridId ± 1）开始，每格 baseTakeProfitPerGrid 张，
+ * 最多挂 baseTakeProfitGridCount 格，挂到止损位的前一格截止（与分散止盈同起点/同终点）。
+ *
+ * <p>边界：累计张数到 min(baseQuantity, 当前持仓) 即停（张数不足则最后一格挂剩余 = "挂几个算几个"）；
+ * 网格不足时挂到停止位置结束。
+ *
+ * @param posSize 当前总持仓张数
+ * @param isLong true=多仓止盈，false=空仓止盈
+ * @param entryGridId 入场网格 ID
+ */
+ private void placeBaseTakeProfit(int posSize, boolean isLong, int entryGridId) {
+ int perGrid = config.getBaseTakeProfitPerGrid();
+ int gridCount = config.getBaseTakeProfitGridCount();
+ if (perGrid <= 0 || gridCount <= 0) {
+ return;
+ }
+ int baseQty = Integer.parseInt(config.getBaseQuantity());
+ if (baseQty <= 0) {
+ return;
+ }
+ // 张数硬上限 = min(基础张数, 当前持仓)，避免持仓不足 baseQuantity 时超挂
+ int maxQty = Math.min(baseQty, posSize);
+ if (maxQty <= 0) {
+ return;
+ }
+
+ GridElement endElem = isLong ? findFirstShortStopLossGrid() : findFirstLongStopLossGrid();
+ if (endElem == null) {
+ log.warn("[Gate] {}基础止盈失败：未找到对手盘止损位", isLong ? "多仓" : "空仓");
+ return;
+ }
+ int dir = isLong ? 1 : -1;
+ int startId = entryGridId + dir;
+ // 分配范围到止损位的前一格截止（与分散止盈一致）
+ int endId = endElem.getId() - dir;
+
+ int remaining = maxQty;
+ int placed = 0;
+ int id = startId;
+ while (placed < gridCount && remaining > 0) {
+ if (isLong ? id > endId : id < endId) {
+ break;
+ }
+ GridElement elem = GridElement.findById(id);
+ if (elem == null) {
+ break;
+ }
+ int qty = Math.min(perGrid, remaining);
+ final GridElement fe = elem;
+ final int gid = id;
+ final BigDecimal triggerPrice = elem.getGridPrice();
+ final String size = isLong ? negate(String.valueOf(qty)) : String.valueOf(qty);
+ final String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
+ final FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
+ : FuturesPriceTrigger.RuleEnum.NUMBER_2;
+ executor.placeTakeProfit(triggerPrice, rule, orderType, size,
+ profitId -> {
+ if (isLong) {
+ longTakeProfitTraderIdParam(fe, profitId, true);
+ } else {
+ shortTakeProfitTraderIdParam(fe, profitId, true);
+ }
+ log.info("[Gate] 基础止盈 {} gridId:{}, 触发价:{}, 数量:{}, tpId:{}",
+ isLong ? "多仓" : "空仓", gid, triggerPrice, size, profitId);
+ }
+ );
+ remaining -= qty;
+ placed++;
+ id += dir;
+ }
+ log.info("[Gate] 基础止盈 {} 挂单完成, 入场gridId:{}, 挂{}格, 剩余{}张",
+ isLong ? "多仓" : "空仓", entryGridId, placed, remaining);
+ }
+
+ /**
* 在指定网格挂一笔对手止盈单（非满仓超额止盈，挂在止损触发位的下一格）。
*/
private void placeTakeProfitAtGrid(GridElement tpElem, boolean isLong, int qty, int times) {
--
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