From fef762b770b2678464a47e5baffa5708b9492169 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Wed, 15 Jul 2026 14:18:33 +0800
Subject: [PATCH] refactor(gateApi): 优化网格交易止损逻辑和重复触发计数机制
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 164 ++++++++++++++++++++++++++----------------------------
1 files changed, 78 insertions(+), 86 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 a127064..95d07f1 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -134,10 +134,18 @@
/** 多头是否活跃（有仓位） */
private volatile boolean longActive = false;
- /** 多头累计止损张数（加仓订单成交后归零） */
+ /** 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;
- /** 空头累计止损张数（加仓订单成交后归零） */
+ /** 空头累计止损次数（始终递增，加仓订单成交后归零） */
private volatile int accumulatedShortLossCount = 0;
+ /** 多头当前网格重复触发次数（换网格时归零），用于 targetAmount 扣除 */
+ private volatile int longSameGridRepeatCount = 0;
+ /** 空头当前网格重复触发次数（换网格时归零），用于 targetAmount 扣除 */
+ private volatile int shortSameGridRepeatCount = 0;
+ /** 最近触发止损的多头网格ID */
+ private volatile int lastLongStopLossGridId = Integer.MAX_VALUE;
+ /** 最近触发止损的空头网格ID */
+ private volatile int lastShortStopLossGridId = Integer.MAX_VALUE;
private volatile BigDecimal lastKlinePrice;
private volatile BigDecimal markPrice = BigDecimal.ZERO;
@@ -307,6 +315,10 @@
shortActive = false;
accumulatedLongLossCount = 0;
accumulatedShortLossCount = 0;
+ longSameGridRepeatCount = 0;
+ shortSameGridRepeatCount = 0;
+ lastLongStopLossGridId = Integer.MAX_VALUE;
+ lastShortStopLossGridId = Integer.MAX_VALUE;
shortPriceQueue.clear();
longPriceQueue.clear();
totalShortPriceQueue.clear();
@@ -627,6 +639,9 @@
if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
shortEntryTraderIdParam(shortGridElement, orderId, false);
+ accumulatedShortLossCount = 0;
+ shortSameGridRepeatCount = 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
@@ -658,43 +673,29 @@
// }
// );
- // 空仓持仓超过baseQuantity时，先找多仓第一个止损位置，从该位置向下挂止盈（间隔=1）
- BigDecimal shortBaseQty = new BigDecimal(config.getBaseQuantity());
- BigDecimal shortGridQty = new BigDecimal(config.getQuantity());
- if (BigDecimal.valueOf(posSize).compareTo(shortBaseQty) > 0) {
- BigDecimal shortExcess = BigDecimal.valueOf(posSize).subtract(shortBaseQty);
- int shortExcessCount = shortExcess.divide(shortGridQty, 0, RoundingMode.DOWN).intValue();
+ // 空仓止盈：每1张持仓对应1个止盈位，从entry网格向下逐个挂
+ int shortGridQty = Integer.parseInt(config.getQuantity());
+ int shortTpCount = posSize / shortGridQty;
-// // 找多仓第一个（最近的）止损位置
-// int firstLongSlId = 0;
-// for (GridElement e : config.getGridElements()) {
-// if (e.hasLongStopLossOrders()) {
-// if (firstLongSlId == 0 || e.getId() > firstLongSlId) {
-// firstLongSlId = e.getId();
-// }
-// }
-// }
-
- for (int i = 0; i < shortExcessCount; i++) {
- int tpGridId = shortGridElement.getId() - 2 * (i + 1);
- GridElement tpElem = GridElement.findById(tpGridId);
- if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
- continue;
- }
- 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);
- }
- );
+ for (int i = 0; i < shortTpCount; i++) {
+ int tpGridId = shortGridElement.getId() - 2 * (i + 1);
+ GridElement tpElem = GridElement.findById(tpGridId);
+ if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
+ continue;
}
+ 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);
+ }
+ );
}
}
}
@@ -704,6 +705,9 @@
int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
longEntryTraderIdParam(longGridElement, orderId, false);
+ accumulatedLongLossCount = 0;
+ longSameGridRepeatCount = 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
@@ -735,43 +739,29 @@
// }
// );
- // 多仓持仓超过baseQuantity时，先找空仓第一个止损位置，从该位置向上挂止盈（间隔=1）
- BigDecimal longBaseQty = new BigDecimal(config.getBaseQuantity());
- BigDecimal longGridQty = new BigDecimal(config.getQuantity());
- if (BigDecimal.valueOf(posSize).compareTo(longBaseQty) > 0) {
- BigDecimal longExcess = BigDecimal.valueOf(posSize).subtract(longBaseQty);
- int longExcessCount = longExcess.divide(longGridQty, 0, RoundingMode.DOWN).intValue();
+ // 多仓止盈：每1张持仓对应1个止盈位，从entry网格向上逐个挂
+ int longGridQty = Integer.parseInt(config.getQuantity());
+ int longTpCount = posSize / longGridQty;
-// // 找空仓第一个（最近的）止损位置
-// int firstShortSlId = 0;
-// for (GridElement e : config.getGridElements()) {
-// if (e.hasShortStopLossOrders()) {
-// if (firstShortSlId == 0 || e.getId() < firstShortSlId) {
-// firstShortSlId = e.getId();
-// }
-// }
-// }
-
- for (int i = 0; i < longExcessCount; i++) {
- int tpGridId = longGridElement.getId() + 2 * (i + 1);
- GridElement tpElem = GridElement.findById(tpGridId);
- if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) {
- continue;
- }
- 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);
- }
- );
+ for (int i = 0; i < longTpCount; i++) {
+ int tpGridId = longGridElement.getId() + 2 * (i + 1);
+ GridElement tpElem = GridElement.findById(tpGridId);
+ if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) {
+ continue;
}
+ 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);
+ }
+ );
}
}
}
@@ -1306,8 +1296,14 @@
private void handleLongStopLossTriggered(GridElement gridElement, String orderId) {
gridElement.removeLongStopLossOrderId(orderId);
- accumulatedLongLossCount++;
int gridId = gridElement.getId();
+ accumulatedLongLossCount++;
+ if (gridId == lastLongStopLossGridId) {
+ longSameGridRepeatCount++;
+ } else {
+ longSameGridRepeatCount = 0;
+ lastLongStopLossGridId = gridId;
+ }
log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}, 开始追单", gridId, accumulatedLongLossCount);
int newEntryGridId = gridId + 1;
@@ -1322,12 +1318,7 @@
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
int maxPos = config.getMaxPositionSize();
- int targetAmount;
- if (config.getStopLossCount() > 0 && accumulatedLongLossCount <= config.getStopLossCount()) {
- targetAmount = Integer.parseInt(config.getQuantity());
- } else {
- targetAmount = Integer.parseInt(config.getQuantity()) * 2;
- }
+ int targetAmount = accumulatedLongLossCount - longSameGridRepeatCount + 1;
int addSize;
if (maxPos > 0) {
int remainingRoom = maxPos - posSize;
@@ -1384,8 +1375,14 @@
private void handleShortStopLossTriggered(GridElement gridElement, String orderId) {
gridElement.removeShortStopLossOrderId(orderId);
- accumulatedShortLossCount++;
int gridId = gridElement.getId();
+ accumulatedShortLossCount++;
+ if (gridId == lastShortStopLossGridId) {
+ shortSameGridRepeatCount++;
+ } else {
+ shortSameGridRepeatCount = 0;
+ lastShortStopLossGridId = gridId;
+ }
log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}, 开始追单", gridId, accumulatedShortLossCount);
int newEntryGridId = gridId - 1;
@@ -1400,12 +1397,7 @@
BigDecimal triggerPrice = newEntryGrid.getGridPrice();
int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
int maxPos = config.getMaxPositionSize();
- int targetAmount;
- if (config.getStopLossCount() > 0 && accumulatedShortLossCount <= config.getStopLossCount()) {
- targetAmount = Integer.parseInt(config.getQuantity());
- } else {
- targetAmount = Integer.parseInt(config.getQuantity()) * 2;
- }
+ int targetAmount = accumulatedShortLossCount - shortSameGridRepeatCount + 1;
int addSize;
if (maxPos > 0) {
int remainingRoom = maxPos - posSize;
--
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