From fc9c25db3d6ed9698cfb835bfc2e9c8d47c0a136 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Sat, 06 Jun 2026 11:27:20 +0800
Subject: [PATCH] feat(gateApi): 添加最大持仓限制和止盈机制
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 84 ++++++++++++++++++++++++++++++++++++++++--
src/main/java/com/xcong/excoin/modules/gateApi/GateWebSocketClientManager.java | 3 +
src/main/java/com/xcong/excoin/modules/gateApi/GateConfig.java | 9 ++++
3 files changed, 91 insertions(+), 5 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/GateConfig.java b/src/main/java/com/xcong/excoin/modules/gateApi/GateConfig.java
index 9b207cc..4a641e7 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateConfig.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateConfig.java
@@ -99,6 +99,8 @@
private final int priceScale;
/** 未实现盈亏计价模式：最新价 / 标记价格 */
private final PnLPriceMode unrealizedPnlPriceMode;
+ /** 最大持仓张数（单方向），0=不限制 */
+ private final int maxPositionSize;
/** 网格绝对步长（shortBaseEntryPrice × gridRate），运行时由队列生成逻辑设置 */
private BigDecimal step;
/** 网格元素列表，由队列初始化时同步填充，包含完整的多空仓挂单状态 */
@@ -128,6 +130,7 @@
this.contractMultiplier = builder.contractMultiplier;
this.priceScale = builder.priceScale;
this.unrealizedPnlPriceMode = builder.unrealizedPnlPriceMode;
+ this.maxPositionSize = builder.maxPositionSize;
}
// ==================== REST/WS 地址 ====================
@@ -211,6 +214,8 @@
public int getPriceScale() { return priceScale; }
/** @return 未实现盈亏计价模式：LAST_PRICE（最新成交价）/ MARK_PRICE（标记价格） */
public PnLPriceMode getUnrealizedPnlPriceMode() { return unrealizedPnlPriceMode; }
+ /** @return 最大持仓张数（单方向），0=不限制 */
+ public int getMaxPositionSize() { return maxPositionSize; }
// ==================== 运行时参数 ====================
@@ -299,6 +304,8 @@
private int priceScale = 1;
/** 未实现盈亏计价模式，默认 LAST_PRICE（最新成交价） */
private PnLPriceMode unrealizedPnlPriceMode = PnLPriceMode.LAST_PRICE;
+ /** 最大持仓张数（单方向），默认 0=不限制 */
+ private int maxPositionSize = 0;
/** 设置 API Key */
public Builder apiKey(String apiKey) { this.apiKey = apiKey; return this; }
@@ -338,6 +345,8 @@
public Builder gridQueueSize(int gridQueueSize) { this.gridQueueSize = gridQueueSize; return this; }
/** 设置未实现盈亏计价模式 */
public Builder unrealizedPnlPriceMode(PnLPriceMode mode) { this.unrealizedPnlPriceMode = mode; return this; }
+ /** 设置最大持仓张数（单方向），0=不限制 */
+ public Builder maxPositionSize(int maxPositionSize) { this.maxPositionSize = maxPositionSize; return this; }
public GateConfig build() {
return new GateConfig(this);
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 98f7a0c..352f61d 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -793,6 +793,7 @@
shortEntryQty = 1;
extendShortStopLoss(filledQty);
log.info("[Gate] 空单成交 gridId:{}, qty:{}, 追挂止损", shortGridElement.getId(), filledQty);
+ checkMaxPositionAndPlaceTakeProfit(false, shortGridElement.getId());
}
}
GridElement longGridElement = GridElement.findByLongOrderId(orderId);
@@ -803,6 +804,7 @@
longEntryQty = 1;
extendLongStopLoss(filledQty);
log.info("[Gate] 多单成交 gridId:{}, qty:{}, 追挂止损", longGridElement.getId(), filledQty);
+ checkMaxPositionAndPlaceTakeProfit(true, longGridElement.getId());
}
}
}
@@ -1516,17 +1518,91 @@
}
}
+ /**
+ * 通过 REST API 查询实时持仓，超限则在下一网格挂止盈单。
+ * 使用异步执行避免阻塞 WS 回调线程。
+ *
+ * @param isLong 是否为多仓方向
+ * @param gridId 当前挂单成交的网格 ID
+ */
+ private void checkMaxPositionAndPlaceTakeProfit(boolean isLong, int gridId) {
+ int maxPos = config.getMaxPositionSize();
+ if (maxPos <= 0) return;
+
+ executor.submitTask(() -> {
+ try {
+ List<Position> positions = futuresApi.listPositions(SETTLE).execute();
+ if (positions == null) return;
+
+ long actualPosSize = 0;
+ String targetMode = isLong ? "dual_long" : "dual_short";
+ for (Position pos : positions) {
+ if (!config.getContract().equals(pos.getContract())) continue;
+ Position.ModeEnum mode = pos.getMode();
+ if (mode != null && mode.getValue() != null && targetMode.equals(mode.getValue())) {
+ actualPosSize = Math.abs(Long.parseLong(pos.getSize()));
+ break;
+ }
+ }
+
+ if (actualPosSize <= maxPos) {
+ log.debug("[Gate] 持仓检查 {}方向 实际持仓:{} ≤ 上限:{}, 无需止盈", targetMode, actualPosSize, maxPos);
+ return;
+ }
+
+ // 下一网格 ID：空仓 N→N-1（向基底方向，更低价），多仓 -N→-(N-1)（向基底方向，更高价）
+ int nextGridId = isLong ? -(Math.abs(gridId) - 1) : gridId - 1;
+ GridElement nextGrid = GridElement.findById(nextGridId);
+ if (nextGrid == null) {
+ log.warn("[Gate] 持仓超限 but 下一网格{}不存在", nextGridId);
+ return;
+ }
+
+ BigDecimal tpPrice = nextGrid.getGridPrice();
+ if (isLong) {
+ executor.placeTakeProfit(tpPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_LONG,
+ negate(config.getQuantity()),
+ profitId -> log.info("[Gate] 多仓超限止盈已挂(持仓:{})>, gridId:{}, tpPrice:{}, id:{}",
+ actualPosSize, nextGridId, tpPrice, profitId));
+ } else {
+ executor.placeTakeProfit(tpPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_SHORT,
+ config.getQuantity(),
+ profitId -> log.info("[Gate] 空仓超限止盈已挂(持仓:{})>, gridId:{}, tpPrice:{}, id:{}",
+ actualPosSize, nextGridId, tpPrice, profitId));
+ }
+ } catch (Exception e) {
+ log.warn("[Gate] 通过API查询持仓超限检查失败", e);
+ }
+ });
+ }
+
+ /** Gate 永续合约 taker 费率 0.05% */
+ private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.0005");
+ /** ETH_USDT 合约面值（每张=0.01 ETH） */
+ private static final BigDecimal CT_VAL = new BigDecimal("0.01");
+
private void checkProfitAndReset() {
try {
FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
BigDecimal unrealisedPnl = new BigDecimal(account.getCrossUnrealisedPnl());
BigDecimal available = new BigDecimal(account.getCrossAvailable());
BigDecimal totalEquity = unrealisedPnl.add(available);
+
+ // 估算平仓手续费：(多仓张数+空仓张数) × 合约面值 × 当前价 × taker费率
+ BigDecimal closeContractValue = longPositionSize.add(shortPositionSize)
+ .multiply(CT_VAL).multiply(lastKlinePrice != null ? lastKlinePrice : BigDecimal.ZERO);
+ BigDecimal estimatedFee = closeContractValue.multiply(TAKER_FEE_RATE);
+ BigDecimal netEquity = totalEquity.subtract(estimatedFee);
+
BigDecimal target = initialPrincipal.add(config.getExpectedProfit());
- log.info("[Gate] 盈亏检查 cross_unrealised_pnl:{}, cross_available:{}, 合计:{}, 目标:{}",
- unrealisedPnl, available, totalEquity, target);
- if (totalEquity.compareTo(target) > 0) {
- log.info("[Gate] 盈亏达标({}>{})，重置策略", totalEquity, target);
+ log.info("[Gate] 盈亏检查 upl:{}, avail:{}, 合计:{}, 估手续费:{}, 净权益:{}, 目标:{}",
+ unrealisedPnl, available, totalEquity, estimatedFee, netEquity, target);
+ if (netEquity.compareTo(target) > 0) {
+ log.info("[Gate] 盈亏达标(净权益{}>目标{})，重置策略", netEquity, target);
state = StrategyState.STOPPED;
closeExistingPositions();
futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/GateWebSocketClientManager.java b/src/main/java/com/xcong/excoin/modules/gateApi/GateWebSocketClientManager.java
index 15be459..0911336 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateWebSocketClientManager.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateWebSocketClientManager.java
@@ -69,8 +69,9 @@
.gridRate(new BigDecimal("0.0025"))
.expectedProfit(new BigDecimal("1"))
.maxLoss(new BigDecimal("1.5"))
- .baseQuantity("10")
+ .baseQuantity("3")
.quantity("1")
+ .maxPositionSize(9)
.priceScale(2)
.contractMultiplier(new BigDecimal("0.01"))
.unrealizedPnlPriceMode(GateConfig.PnLPriceMode.LAST_PRICE)
--
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