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 | 437 +++++++++++++++++++++++++++---------------------------
1 files changed, 221 insertions(+), 216 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 790c147..11b3e00 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -135,6 +135,9 @@
/** 多头是否活跃（有仓位） */
private volatile boolean longActive = false;
+ /** 当前已完成轮数，每次盈利重启时+1 */
+ private volatile int currentRound = 0;
+
/** 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;
/** 空头累计止损次数（始终递增，加仓订单成交后归零） */
@@ -322,6 +325,7 @@
currentShortOrderIds.clear();
// 每次重启重新获取当前本金
refreshInitialPrincipal();
+ currentRound = 0;
log.info("[Gate] 网格策略已启动, 当前本金: {} USDT", initialPrincipal);
}
@@ -372,6 +376,8 @@
*/
public void onKline(BigDecimal closePrice) {
+// log.info("当前价：{}", closePrice);
+
lastKlinePrice = closePrice;
//初始化0位置的开仓，并且用空的开仓价格，作为价格基准来划分网格
@@ -403,6 +409,7 @@
executor.submitTask(this::checkProfitAndReset);
if (state == StrategyState.ACTIVE &&
+ config.isPriceDriveEnabled() &&
longActive == false &&
longPositionSize.compareTo(BigDecimal.ZERO) == 0){
processShortGrid(closePrice);
@@ -410,6 +417,7 @@
if (state == StrategyState.ACTIVE &&
+ config.isPriceDriveEnabled() &&
shortActive == false &&
shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
processLongGrid(closePrice);
@@ -417,7 +425,7 @@
}
/** Gate 永续合约 taker 费率 0.05% */
- private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.0005");
+ private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.001");
private void checkProfitAndReset() {
if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
return;
@@ -427,10 +435,36 @@
BigDecimal target = initialPrincipal.add(config.getExpectedProfit());
FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
- BigDecimal totalEquity = new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl()));
+ // 预估平仓手续费 = 持仓量 × 合约乘数 × 入场价 × taker费率
+ BigDecimal multiplier = config.getContractMultiplier();
+ BigDecimal longCloseFee = BigDecimal.ZERO;
+ if (longPositionSize.compareTo(BigDecimal.ZERO) > 0 && longEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
+ longCloseFee = longPositionSize.multiply(multiplier).multiply(longEntryPrice).multiply(TAKER_FEE_RATE);
+ }
+ BigDecimal shortCloseFee = BigDecimal.ZERO;
+ if (shortPositionSize.compareTo(BigDecimal.ZERO) > 0 && shortEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
+ shortCloseFee = shortPositionSize.multiply(multiplier).multiply(shortEntryPrice).multiply(TAKER_FEE_RATE);
+ }
+ BigDecimal estimatedCloseFee = longCloseFee.add(shortCloseFee);
+
+ BigDecimal totalEquity = new BigDecimal(account.getTotal())
+ .add(new BigDecimal(account.getUnrealisedPnl()))
+ .subtract(estimatedCloseFee);
if (totalEquity.compareTo(target) > 0) {
- log.info("[Gate] 盈亏达标(净权益{}>目标{})，重置策略", totalEquity, target);
+ currentRound++;
+ int maxRounds = config.getRounds();
+ log.info("[Gate] 盈亏达标(净权益{}→含手续费-{}=实际{}>目标{})，第{}轮完成",
+ new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl())),
+ estimatedCloseFee, totalEquity, target, currentRound);
+
+ if (maxRounds > 0 && currentRound >= maxRounds) {
+ log.info("[Gate] 已达到运行轮数上限({})，策略停止", maxRounds);
+ stopGrid();
+ return;
+ }
+
+ log.info("[Gate] 重置策略，开始第{}轮...", currentRound);
state = StrategyState.STOPPED;
try {
futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
@@ -441,7 +475,10 @@
// 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
executor.submitTask(() -> {
try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
+ // 注意：startGrid() 会将 currentRound 归零，这里需要保留
+ int savedRound = currentRound;
startGrid();
+ currentRound = savedRound;
});
}
} catch (Exception e) {
@@ -540,7 +577,9 @@
// 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
executor.submitTask(() -> {
try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
+ int savedRound = currentRound;
startGrid();
+ currentRound = savedRound;
});
log.info("[Gate] 重置策略");
return;
@@ -599,32 +638,12 @@
return;
}
- // [Gate-需求1] 多仓止盈触发：清空止盈状态 + 取消最近多仓止损
- GridElement longTpElem = GridElement.findByLongTakeProfitOrderId(orderId);
- if (longTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
- longTakeProfitTraderIdParam(longTpElem, null, false);
- log.info("[Gate] 多仓止盈触发 gridId:{}, orderId:{}", longTpElem.getId(), orderId);
- cancelNearestLongStopLoss();
- return;
- }
- // [Gate-需求1] 空仓止盈触发：清空止盈状态 + 取消最近空仓止损
- GridElement shortTpElem = GridElement.findByShortTakeProfitOrderId(orderId);
- if (shortTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
- shortTakeProfitTraderIdParam(shortTpElem, null, false);
- log.info("[Gate] 空仓止盈触发 gridId:{}, orderId:{}", shortTpElem.getId(), orderId);
- cancelNearestShortStopLoss();
-// checkLastTakeProfitAndRestart();
- return;
- }
-
GridElement longStopLossElem = GridElement.findByLongStopLossOrderId(orderId);
-// if (longStopLossElem != null && longPositionSize.compareTo(BigDecimal.ZERO) > 0 && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
if (longStopLossElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
handleLongStopLossTriggered(longStopLossElem, orderId);
return;
}
GridElement shortStopLossElem = GridElement.findByShortStopLossOrderId(orderId);
-// if (shortStopLossElem != null && shortPositionSize.compareTo(BigDecimal.ZERO) > 0 && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
if (shortStopLossElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
handleShortStopLossTriggered(shortStopLossElem, orderId);
return;
@@ -646,67 +665,18 @@
}
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
int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
extendShortStopLoss(posSize, shortGridElement.getId());
+ // [Gate] 止盈挂单：超出基础仓位的部分，挂在多仓第一止损位
+// placeExcessTakeProfit(posSize, false);
log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
-// int tpGridId = 0;
-// GridElement tpElem = GridElement.findById(tpGridId);
-// // 已有止盈单先取消再重挂
-// String existingShortTpId = tpElem.getShortTakeProfitOrderId();
-// if (existingShortTpId != null) {
-// executor.cancelConditionalOrder(existingShortTpId, oid -> {
-// shortTakeProfitTraderIdParam(tpElem, null, false);
-// log.info("[Gate] 空仓止盈取消(gridId:{})，准备重挂", tpGridId);
-// });
-// }
-// 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);
-// }
-// );
- // 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;
- 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);
- }
- );
- }
}
}
GridElement longGridElement = GridElement.findByLongOrderId(orderId);
@@ -726,67 +696,16 @@
}
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
int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
extendLongStopLoss(posSize, longGridElement.getId());
+ // [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);
-// int tpGridId = 0;
-// GridElement tpElem = GridElement.findById(tpGridId);
-// // 已有止盈单先取消再重挂
-// String existingLongTpId = tpElem.getLongTakeProfitOrderId();
-// if (existingLongTpId != null) {
-// executor.cancelConditionalOrder(existingLongTpId, oid -> {
-// longTakeProfitTraderIdParam(tpElem, null, false);
-// log.info("[Gate] 多仓止盈取消(gridId:{})，准备重挂", tpGridId);
-// });
-// }
-// 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);
-// }
-// );
-
- // 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;
-
- 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);
- }
- );
- }
}
}
}
@@ -1233,7 +1152,22 @@
if (newEntryGrid != null) {
- String quantity = String.valueOf((accumulatedLongLossCount + 1) * 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());
+ while (checkDownCursor != null) {
+ if (checkDownCursor.isHasLongOrder()) {
+ hasLongOrderBelow = true;
+ log.info("[Gate] 多仓仓位归零 gridId:{}, 下方gridId:{}已有多单, 跳过本次挂单",
+ newEntryGrid.getId(), checkDownCursor.getId());
+ break;
+ }
+ Integer nextDownId = checkDownCursor.getDownId();
+ checkDownCursor = nextDownId != null ? GridElement.findById(nextDownId) : null;
+ }
+
// 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) {
@@ -1250,7 +1184,7 @@
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()) {
+ if (!newEntryGrid.isHasLongOrder() && !hasLongOrderBelow) {
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
String size = quantity;
log.info("[Gate] 多仓仓位归零 gridId:{}, 挂{}基础张多单",
@@ -1288,7 +1222,23 @@
if (newEntryGrid != null) {
- String quantity = String.valueOf((accumulatedShortLossCount + 1) * Integer.parseInt(config.getQuantity()));
+// 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(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());
+ while (checkUpCursor != null) {
+ if (checkUpCursor.isHasShortOrder()) {
+ hasShortOrderAbove = true;
+ log.info("[Gate] 空仓仓位归零 gridId:{}, 上方gridId:{}已有空单, 跳过本次挂单",
+ newEntryGrid.getId(), checkUpCursor.getId());
+ break;
+ }
+ Integer nextUpId = checkUpCursor.getUpId();
+ checkUpCursor = nextUpId != null ? GridElement.findById(nextUpId) : null;
+ }
+
// 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) {
@@ -1305,7 +1255,7 @@
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()){
+ if (!newEntryGrid.isHasShortOrder() && !hasShortOrderAbove){
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
String size = quantity;
log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
@@ -1321,13 +1271,69 @@
}
}
+ // ========== 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);
int gridId = gridElement.getId();
boolean sameGrid = (gridId == lastLongStopLossGridId);
- accumulatedLongLossCount++;
+ if (sameGrid) {
+ log.info("[Gate] 多仓止损触发 同网格, 忽略");
+ return;
+ }
+
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)" : "");
int newEntryGridId = gridId + 1;
@@ -1341,30 +1347,12 @@
// 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();
- int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
- int maxPos = config.getMaxPositionSize();
- int targetAmount = sameGrid ? Integer.parseInt(config.getQuantity()) : (accumulatedLongLossCount + 1) * Integer.parseInt(config.getQuantity());
- int addSize;
- if (maxPos > 0) {
- int remainingRoom = maxPos - posSize;
- if (remainingRoom <= 0) {
- log.warn("[Gate] 多仓止损触发 gridId:{}, 当前持仓{}/{}已达上限，跳过追单",
- gridId, posSize, maxPos);
- addSize = 0;
- } else {
- addSize = Math.min(remainingRoom, targetAmount);
- }
- } else {
- addSize = targetAmount;
- }
- if (addSize > 0) {
- String size = String.valueOf(addSize);
- log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}, 在gridId:{}补{}张多单(当前{}/上限{})",
- gridId, accumulatedLongLossCount, newEntryGridId, size, posSize, maxPos > 0 ? maxPos : "无");
- newEntryGrid.getLongTraderParam().setQuantity(size);
- placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
- }
+ 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);
// 取消 gridId+2 位置的所有多单
int cancelGridId = gridId + 2;
@@ -1378,23 +1366,6 @@
}
}
- // 止损触发时，取消最远的多仓止盈订单
- GridElement farthestLongTp = null;
- for (GridElement e : config.getGridElements()) {
- if (e.getLongTakeProfitOrderId() != null) {
- if (farthestLongTp == null || e.getGridPrice().compareTo(farthestLongTp.getGridPrice()) > 0) {
- farthestLongTp = e;
- }
- }
- }
- if (farthestLongTp != null) {
- String tpOrderId = farthestLongTp.getLongTakeProfitOrderId();
- GridElement finalFarthestLongTp = farthestLongTp;
- executor.cancelConditionalOrder(tpOrderId, oid -> {
- longTakeProfitTraderIdParam(finalFarthestLongTp, null, false);
- log.info("[Gate] 多仓止损触发, 取消最远止盈 gridId:{}, orderId:{}", finalFarthestLongTp.getId(), tpOrderId);
- });
- }
}
private void handleShortStopLossTriggered(GridElement gridElement, String orderId) {
@@ -1402,8 +1373,12 @@
int gridId = gridElement.getId();
boolean sameGrid = (gridId == lastShortStopLossGridId);
- accumulatedShortLossCount++;
+ if (sameGrid) {
+ log.info("[Gate] 空仓止损触发 同网格, 忽略");
+ return;
+ }
lastShortStopLossGridId = gridId;
+ accumulatedShortLossCount++;
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;
@@ -1417,30 +1392,12 @@
// 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();
- int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
- int maxPos = config.getMaxPositionSize();
- int targetAmount = sameGrid ? Integer.parseInt(config.getQuantity()) : (accumulatedShortLossCount + 1) * Integer.parseInt(config.getQuantity());
- int addSize;
- if (maxPos > 0) {
- int remainingRoom = maxPos - posSize;
- if (remainingRoom <= 0) {
- log.warn("[Gate] 空仓止损触发 gridId:{}, 当前持仓{}/{}已达上限，跳过追单",
- gridId, posSize, maxPos);
- addSize = 0;
- } else {
- addSize = Math.min(remainingRoom, targetAmount);
- }
- } else {
- addSize = targetAmount;
- }
- if (addSize > 0) {
- String size = String.valueOf(addSize);
- log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}, 在gridId:{}补{}张空单(当前{}/上限{})",
- gridId, accumulatedShortLossCount, newEntryGridId, size, posSize, maxPos > 0 ? maxPos : "无");
- newEntryGrid.getShortTraderParam().setQuantity(size);
- placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
- }
+ 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));
// 取消 gridId-2 位置的所有空单
int cancelGridId = gridId - 2;
@@ -1452,24 +1409,6 @@
log.info("[Gate] 空仓止损触发, 取消gridId:{}的空单,{}", cancelGridId, cancelOrderId);
});
}
- }
-
- // 止损触发时，取消最远的空仓止盈订单
- GridElement farthestShortTp = null;
- for (GridElement e : config.getGridElements()) {
- if (e.getShortTakeProfitOrderId() != null) {
- if (farthestShortTp == null || e.getGridPrice().compareTo(farthestShortTp.getGridPrice()) < 0) {
- farthestShortTp = e;
- }
- }
- }
- if (farthestShortTp != null) {
- String tpOrderId = farthestShortTp.getShortTakeProfitOrderId();
- GridElement finalFarthestShortTp = farthestShortTp;
- executor.cancelConditionalOrder(tpOrderId, oid -> {
- shortTakeProfitTraderIdParam(finalFarthestShortTp, null, false);
- log.info("[Gate] 空仓止损触发, 取消最远止盈 gridId:{}, orderId:{}", finalFarthestShortTp.getId(), tpOrderId);
- });
}
}
@@ -2020,4 +1959,70 @@
public StrategyState getState() { return state; }
/** 注入WS客户端，用于订阅状态检查 */
public void setWsClient(GateKlineWebSocketClient wsClient) { this.wsClient = wsClient; }
+
+ // ========== 止损查表辅助方法 ==========
+
+ /** 找到第一个有多仓止损单的网格（首个匹配即返回） */
+ private GridElement findFirstLongStopLossGrid() {
+ for (GridElement e : config.getGridElements()) {
+ if (!e.getLongStopLossOrderIds().isEmpty()) return e;
+ }
+ return null;
+ }
+
+ /** 找到第一个有空仓止损单的网格（首个匹配即返回） */
+ private GridElement findFirstShortStopLossGrid() {
+ for (GridElement e : config.getGridElements()) {
+ if (!e.getShortStopLossOrderIds().isEmpty()) return e;
+ }
+ return null;
+ }
+
+ /**
+ * 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) {
+ BigDecimal triggerPrice = tpElem.getGridPrice();
+ String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
+ FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
+ : FuturesPriceTrigger.RuleEnum.NUMBER_2;
+ String size = isLong ? negate(String.valueOf(qty)) : String.valueOf(qty);
+ int gridId = tpElem.getId();
+ executor.placeTakeProfit(triggerPrice, rule, orderType, size,
+ profitId -> {
+ if (isLong) {
+ longTakeProfitTraderIdParam(tpElem, profitId, true);
+ } else {
+ shortTakeProfitTraderIdParam(tpElem, profitId, true);
+ }
+ log.info("[Gate] 止损{}→对手超额止盈 gridId:{}, 量:{}, tpId:{}", times, gridId, qty, profitId);
+ }
+ );
+ }
+
+ /**
+ * 挂对手盘止盈单：在对向仓位第一止损位挂止盈。
+ * @param isLong true=挂多仓止盈(对空仓), false=挂空仓止盈(对多仓)
+ */
+ private void placeOpponentTakeProfit(boolean isLong, int tpQty, int times, int gridId) {
+ GridElement tpElem = GridElement.findById(isLong ? gridId + 1 : gridId - 1);
+ if (tpElem == null) {
+ log.warn("[Gate] 对手止盈挂单失败：未找到止损位");
+ return;
+ }
+ int tpGridId = tpElem.getId();
+ BigDecimal triggerPrice = tpElem.getGridPrice();
+ String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
+ FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
+ : FuturesPriceTrigger.RuleEnum.NUMBER_2;
+ String size = isLong ? negate(String.valueOf(tpQty)) : String.valueOf(tpQty);
+ executor.placeTakeProfit(triggerPrice, rule, orderType, size,
+ profitId -> {
+ if (isLong) longTakeProfitTraderIdParam(tpElem, profitId, true);
+ else shortTakeProfitTraderIdParam(tpElem, profitId, true);
+ log.info("[Gate] 止损次数{}→对手{}止盈 gridId:{}, 量:{}, tpId:{}",
+ times, isLong ? "多仓" : "空仓", tpGridId, size, profitId);
+ }
+ );
+ }
}
--
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