From f49aee87c262a04a46c5ac6a869afde193ac0ae3 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 10 Aug 2026 13:53:21 +0800
Subject: [PATCH] feat(gate): 添加加仓止损配置功能
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 242 ++++++++++++------------------------------------
1 files changed, 62 insertions(+), 180 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 c7f9bb4..11b3e00 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -376,7 +376,7 @@
*/
public void onKline(BigDecimal closePrice) {
- log.info("当前价：{}", closePrice);
+// log.info("当前价：{}", closePrice);
lastKlinePrice = closePrice;
@@ -665,7 +665,6 @@
}
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();
@@ -677,8 +676,6 @@
log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
-
- checkShortStopLongProfit(accumulatedShortLossCount, shortGridElement.getId() + 2);
}
}
@@ -708,9 +705,6 @@
// [Gate] 止盈挂单：超出基础仓位的部分，挂在空仓第一止损位
// placeExcessTakeProfit(posSize, true);
log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
-
-
- checkLongStopShortProfit(accumulatedLongLossCount, longGridElement.getId() -2);
}
}
@@ -1158,8 +1152,8 @@
if (newEntryGrid != null) {
- String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
-
+// String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
+ String quantity = String.valueOf(config.getBaseQuantity());
// 向下检查是否已有多单挂在更低价格网格，有则跳过（防止价格回升后重复挂单）
boolean hasLongOrderBelow = false;
GridElement checkDownCursor = GridElement.findById(newEntryGrid.getDownId());
@@ -1229,8 +1223,8 @@
if (newEntryGrid != null) {
// String quantity = String.valueOf((accumulatedShortLossCount + 1) * Integer.parseInt(config.getQuantity()));
- String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
-
+// String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
+ String quantity = String.valueOf(config.getBaseQuantity());
// 向上检查是否已有空单挂在更高价格网格，有则跳过（防止价格回落后重复挂单）
boolean hasShortOrderAbove = false;
GridElement checkUpCursor = GridElement.findById(newEntryGrid.getUpId());
@@ -1277,6 +1271,56 @@
}
}
+ // ========== 加仓计算 ==========
+
+ /**
+ * 根据 {@code stopLossCountMode} 计算当前有效的止损次数。
+ * <ul>
+ * <li>{@code "single"}（单向）：返回该方向的累计止损次数</li>
+ * <li>{@code "dual"}（双向）：返回多空双向累计总次数</li>
+ * </ul>
+ *
+ * @param isLong {@code true}=多仓方向，{@code false}=空仓方向
+ * @return 有效止损次数
+ */
+ private int getEffectiveStopLossCount(boolean isLong) {
+ if ("single".equals(config.getStopLossCountMode())) {
+ return isLong ? accumulatedLongLossCount : accumulatedShortLossCount;
+ }
+ // "dual" — 双向总次数
+ return accumulatedLongLossCount + accumulatedShortLossCount;
+ }
+
+ /**
+ * 根据加仓配置计算止损追单时的实际下单量。
+ * <p>公式：</p>
+ * <pre>
+ * addMultiplier = floor(effectiveStopLossCount / addPositionInterval)
+ * addQty = addMultiplier × addPositionQuantity
+ * finalQty = min(baseQuantity + addQty, maxPositionPerSide > 0 ? maxPositionPerSide : ∞)
+ * </pre>
+ *
+ * @param isLong {@code true}=多仓方向，{@code false}=空仓方向
+ * @return 实际下单张数（字符串）
+ */
+ private String calculateEntryQuantity(boolean isLong) {
+ int baseQty = Integer.parseInt(config.getBaseQuantity());
+ int interval = config.getAddPositionInterval();
+ int addQtyPerUnit = config.getAddPositionQuantity();
+ int maxPerSide = config.getMaxPositionPerSide();
+
+ int effectiveCount = getEffectiveStopLossCount(isLong);
+ int addMultiplier = interval > 0 ? effectiveCount / interval : 0;
+ int addQty = addMultiplier * addQtyPerUnit;
+ int totalQty = baseQty + addQty;
+
+ if (maxPerSide > 0 && totalQty > maxPerSide) {
+ totalQty = maxPerSide;
+ }
+
+ return String.valueOf(totalQty);
+ }
+
private void handleLongStopLossTriggered(GridElement gridElement, String orderId) {
gridElement.removeLongStopLossOrderId(orderId);
@@ -1288,6 +1332,7 @@
}
lastLongStopLossGridId = gridId;
+
accumulatedLongLossCount++;
log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
gridId, accumulatedLongLossCount, sameGrid ? "(同网格)" : "");
@@ -1302,8 +1347,9 @@
// 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 = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
- String size = String.valueOf(config.getBaseQuantity());
+ String size = calculateEntryQuantity(true);
+ log.info("[Gate] 多仓止损追单 有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}",
+ getEffectiveStopLossCount(true), config.getBaseQuantity(), size, config.getStopLossCountMode());
newEntryGrid.getLongTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
@@ -1317,171 +1363,6 @@
longEntryTraderIdParam(cancelGrid, cancelOrderId, false);
log.info("[Gate] 多仓止损触发, 取消gridId:{}的多单,{}", cancelGridId, cancelOrderId);
});
- }
- }
-
- }
-
- // ========== 止损触发操作表 ==========
- /**
- * value = int[2]: {对手满仓止盈%, 基础仓位阈值%}
- * <ul>
- * <li>[0] 对手满仓：挂对手仓位此%做止盈；0=不挂</li>
- * <li>[1] 基础仓位阈值（占maxPos的%）：对手/己方仓位超出此阈值部分做止盈；0=不挂</li>
- * </ul>
- */
- private static final Map<Integer, int[]> STOP_LOSS_RULES = new LinkedHashMap<>();
-
- static {
- // times {满仓%, 阈值%}
- put(1, new int[]{0, 0});
- put(2, new int[]{0, 0});
- put(3, new int[]{30, 0});
- put(4, new int[]{0, 0});
- put(5, new int[]{0, 0});
- put(6, new int[]{40, 40});
- put(7, new int[]{0, 0});
- put(8, new int[]{0, 0});
- put(9, new int[]{50, 50});
- put(10, new int[]{0, 0});
- put(11, new int[]{0, 0});
- put(12, new int[]{55, 60});
- put(13, new int[]{0, 0});
- put(14, new int[]{0, 0});
- put(15, new int[]{60, 60});
- put(16, new int[]{0, 0});
- put(17, new int[]{0, 0});
- put(18, new int[]{65, 65});
- put(19, new int[]{0, 0});
- put(20, new int[]{0, 0});
- put(21, new int[]{70, 70});
- put(22, new int[]{0, 0});
- put(23, new int[]{0, 0});
- put(24, new int[]{75, 75});
- put(25, new int[]{0, 0});
- put(26, new int[]{0, 0});
- put(27, new int[]{80, 80});
- put(28, new int[]{0, 0});
- put(29, new int[]{0, 0});
- put(30, new int[]{85, 85});
- put(31, new int[]{0, 0});
- put(32, new int[]{0, 0});
- }
-
- private static void put(int times, int[] rule) { STOP_LOSS_RULES.put(times, rule); }
-
- private static int[] ruleOf(int times) {
- int[] r = STOP_LOSS_RULES.get(times);
- return r != null ? r : STOP_LOSS_RULES.get(32);
- }
-
- /**
- * 多仓止损触发后，查表处理对手盘（空仓）盈止 + 己方盈止 + 激活。
- */
- private void checkLongStopShortProfit(int times, int gridId) {
- int[] r = ruleOf(times);
- int maxPos = config.getMaxPositionSize();
- if (maxPos <= 0) {
- return;
- }
-
- int fullTpPct = r[0]; // 对手满仓 → 止盈%
- int fullTpPctNum = maxPos * (100- fullTpPct)/ 100;
- int thresholdPct = r[1]; // 基础仓位阈值%
- int thresholdPosNum = maxPos * (100- thresholdPct)/ 100;
-
- // ---------- 对手盘（空仓）盈止 ----------
- int oppPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
- boolean isFullTp = oppPos > fullTpPctNum;
- if (isFullTp) {
- // 对手仓位超出阈值：超额整个挂一笔止盈，位置在触发格 - 1
- int excess = oppPos - fullTpPctNum;
- GridElement tpElem = GridElement.findById(gridId);
- if (tpElem != null) {
- placeTakeProfitAtGrid(tpElem, false, excess, times);
- }
- }
-
- // ---------- 己方（多仓）盈止（≥6次） ----------
- if (times >= 6 && thresholdPct > 0) {
- int selfPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
- int excess = selfPos - thresholdPosNum;
- if (excess > 0) {
- int perOrderQty = maxPos * 5 / 100;
- if (perOrderQty <= 0) {
- perOrderQty = 1;
- }
- int totalOrders = excess / perOrderQty;
- if (totalOrders <= 0) {
- totalOrders = 1;
- }
- int entryGridId = 0; // 多仓建仓格
- for (int i = 0; i < totalOrders; i++) {
- int tpGridId = entryGridId + 2 * (i + 1); // 朝盈利方向(向上)间隔2格
- GridElement tpElem = GridElement.findById(tpGridId);
- if (tpElem == null) {
- break;
- }
- placeTakeProfitAtGrid(tpElem, true, perOrderQty, times);
- }
- log.info("[Gate] 止损{}→己方多仓止盈, excess:{}, 挂{}单, 每单{}张",
- times, excess, totalOrders, perOrderQty);
- }
- }
-
- }
-
- /**
- * 空仓止损触发后，查表处理对手盘（多仓）盈止 + 己方盈止。
- */
- private void checkShortStopLongProfit(int times, int gridId) {
- int[] r = ruleOf(times);
- int maxPos = config.getMaxPositionSize();
- if (maxPos <= 0) {
- return;
- }
-
- int fullTpPct = r[0]; // 对手满仓 → 止盈%
- int fullTpPctNum = maxPos * (100 - fullTpPct) / 100;
- int thresholdPct = r[1]; // 基础仓位阈值%
- int thresholdPosNum = maxPos * (100 - thresholdPct) / 100;
-
- // ---------- 对手盘（多仓）盈止 ----------
- int oppPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
- boolean isFullTp = oppPos > fullTpPctNum;
- if (isFullTp) {
- // 对手仓位超出阈值：超额整个挂一笔止盈，位置在触发格
- int excess = oppPos - fullTpPctNum;
- GridElement tpElem = GridElement.findById(gridId);
- if (tpElem != null) {
- placeTakeProfitAtGrid(tpElem, true, excess, times);
- }
- }
-
- // ---------- 己方（空仓）盈止（≥6次） ----------
- if (times >= 6 && thresholdPct > 0) {
- int selfPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
- int excess = selfPos - thresholdPosNum;
- if (excess > 0) {
- int perOrderQty = maxPos * 5 / 100;
- if (perOrderQty <= 0) {
- perOrderQty = 1;
- }
- int totalOrders = excess / perOrderQty;
- if (totalOrders <= 0) {
- totalOrders = 1;
- }
- int entryGridId = 0; // 空仓建仓格
- for (int i = 0; i < totalOrders; i++) {
- int tpGridId = entryGridId - 2 * (i + 1); // 朝盈利方向(向下)间隔2格
- GridElement tpElem = GridElement.findById(tpGridId);
- if (tpElem == null) {
- break;
- }
- placeTakeProfitAtGrid(tpElem, false, perOrderQty, times);
- }
- log.info("[Gate] 止损{}→己方空仓止盈, excess:{}, 挂{}单, 每单{}张",
- times, excess, totalOrders, perOrderQty);
}
}
@@ -1511,8 +1392,9 @@
// 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 = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
- String size = String.valueOf(config.getBaseQuantity());
+ String size = calculateEntryQuantity(false);
+ log.info("[Gate] 空仓止损追单 有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}",
+ getEffectiveStopLossCount(false), config.getBaseQuantity(), size, config.getStopLossCountMode());
newEntryGrid.getShortTraderParam().setQuantity(size);
placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
--
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