From f70d02d637abf279262de29dcc79c632088e4596 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 27 Jul 2026 14:19:07 +0800
Subject: [PATCH] refactor(gateApi): 优化网格交易服务的止盈止损逻辑
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 229 ++++----------------------------------------------------
1 files changed, 19 insertions(+), 210 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 5a4bb0b..d602a9c 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -376,6 +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
@@ -620,32 +622,12 @@
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;
@@ -676,58 +658,6 @@
extendShortStopLoss(posSize, shortGridElement.getId());
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);
@@ -756,58 +686,6 @@
extendLongStopLoss(posSize, longGridElement.getId());
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);
-// }
-// );
-// }
}
}
}
@@ -1254,7 +1132,6 @@
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()));
// 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());
@@ -1349,7 +1226,11 @@
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;
log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
gridId, accumulatedLongLossCount, sameGrid ? "(同网格)" : "");
@@ -1364,30 +1245,10 @@
// 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 = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
+ 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;
@@ -1401,23 +1262,6 @@
}
}
-// // 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) {
@@ -1425,7 +1269,10 @@
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;
log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
gridId, accumulatedShortLossCount, sameGrid ? "(同网格)" : "");
@@ -1440,30 +1287,10 @@
// 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 = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
+ 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;
@@ -1476,24 +1303,6 @@
});
}
}
-
-// // 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);
-// });
-// }
}
// ========== 止盈/止损取消辅助方法 ==========
--
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