package com.xcong.excoin.modules.gateApi;
import io.gate.gateapi.ApiClient;
import io.gate.gateapi.ApiException;
import io.gate.gateapi.GateApiException;
import io.gate.gateapi.api.AccountApi;
import io.gate.gateapi.api.FuturesApi;
import io.gate.gateapi.models.AccountDetail;
import io.gate.gateapi.models.FuturesAccount;
import io.gate.gateapi.models.FuturesOrder;
import io.gate.gateapi.models.FuturesPriceTrigger;
import io.gate.gateapi.models.Position;
import lombok.extern.slf4j.Slf4j;
import java.math.BigDecimal;
import java.math.RoundingMode;
/**
* Gate 网格交易服务类。使用 Gate SDK 通过 REST API 下单。
*
*
状态机
*
* WAITING_KLINE → (首次 K 线) → OPENING → ACTIVE
* 双开失败 → STOPPED
*
* ACTIVE:
* ├─ 仓位 size=0 且方向活跃 → REOPENING_L/S → ACTIVE
* │ 补仓失败 → 重试 → 仍失败 → STOPPED
* └─ cumulativePnl ≥ overallTp 或 ≤ -maxLoss → STOPPED
*
*
* 架构
* REST 下单委派给 {@link GateTradeExecutor}(独立线程池,避免阻塞 WS 回调线程)。
*
* @author Administrator
*/
@Slf4j
public class GateGridTradeService {
public enum StrategyState {
WAITING_KLINE, OPENING, ACTIVE, REOPENING_LONG, REOPENING_SHORT, STOPPED
}
private static final String AUTO_SIZE_LONG = "close_long";
private static final String AUTO_SIZE_SHORT = "close_short";
private static final String ORDER_TYPE_CLOSE_LONG = "close-long-position";
private static final String ORDER_TYPE_CLOSE_SHORT = "close-short-position";
private final GateConfig config;
private final GateTradeExecutor executor;
private final FuturesApi futuresApi;
private static final String SETTLE = "usdt";
private volatile StrategyState state = StrategyState.WAITING_KLINE;
/** 多头是否活跃(有仓位) */
private volatile boolean longActive = false;
/** 空头是否活跃(有仓位) */
private volatile boolean shortActive = false;
private BigDecimal longEntryPrice;
private BigDecimal shortEntryPrice;
private volatile BigDecimal lastKlinePrice;
private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
private Long userId;
/** 多头补仓连续失败次数 */
private int longReopenFails = 0;
/** 空头补仓连续失败次数 */
private int shortReopenFails = 0;
public GateGridTradeService(GateConfig config) {
this.config = config;
ApiClient apiClient = new ApiClient();
apiClient.setBasePath(config.getRestBasePath());
apiClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
this.futuresApi = new FuturesApi(apiClient);
this.executor = new GateTradeExecutor(apiClient, config.getContract());
}
public void init() {
try {
ApiClient detailClient = new ApiClient();
detailClient.setBasePath(config.getRestBasePath());
detailClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
AccountDetail detail = new AccountApi(detailClient).getAccountDetail();
this.userId = detail.getUserId();
log.info("[Gate] 用户ID: {}", userId);
FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
if (!config.getPositionMode().equals(account.getPositionMode())) {
futuresApi.setPositionMode(SETTLE, config.getPositionMode());
}
log.info("[Gate] 持仓模式: {} 余额: {}", config.getPositionMode(), account.getAvailable());
futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
log.info("[Gate] 旧条件单已清除");
closeExistingPositions();
futuresApi.updateContractPositionLeverageCall(
SETTLE, config.getContract(), config.getLeverage(),
config.getMarginMode(), config.getPositionMode(), null);
log.info("[Gate] 杠杆: {}x {}", config.getLeverage(), config.getMarginMode());
} catch (GateApiException e) {
log.error("[Gate] 初始化失败, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
} catch (ApiException e) {
log.error("[Gate] 初始化失败, code:{}", e.getCode());
}
}
/**
* 平掉当前合约所有已有仓位。
* 策略启动前的准备工作,确保从零持仓状态开始运行。
*/
private void closeExistingPositions() {
try {
java.util.List positions = futuresApi.listPositions(SETTLE).execute();
if (positions == null || positions.isEmpty()) {
log.info("[Gate] 无已有仓位,无需平仓");
return;
}
for (Position pos : positions) {
if (!config.getContract().equals(pos.getContract())) {
continue;
}
String sizeStr = pos.getSize();
long size = Long.parseLong(sizeStr);
if (size == 0) {
continue;
}
String closeSize = size > 0 ? String.valueOf(-size) : String.valueOf(Math.abs(size));
boolean isLong = size > 0;
Position.ModeEnum mode = pos.getMode();
FuturesOrder closeOrder = new FuturesOrder();
closeOrder.setContract(config.getContract());
closeOrder.setPrice("0");
closeOrder.setTif(FuturesOrder.TifEnum.IOC);
closeOrder.setReduceOnly(true);
if (mode != null && mode.getValue() != null && mode.getValue().contains("dual")) {
closeOrder.setSize("0");
closeOrder.setClose(false);
closeOrder.setAutoSize(isLong ? FuturesOrder.AutoSizeEnum.LONG : FuturesOrder.AutoSizeEnum.SHORT);
} else {
closeOrder.setSize(closeSize);
}
closeOrder.setText("t-grid-init-close");
futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
log.info("[Gate] 已平掉已有仓位, 方向:{}, sizes:{}, mode:{}", isLong ? "多头" : "空头", sizeStr, mode);
}
} catch (GateApiException e) {
log.warn("[Gate] 平已有仓位失败, label:{}, msg:{}, 可能无仓位", e.getErrorLabel(), e.getMessage());
} catch (Exception e) {
log.warn("[Gate] 平已有仓位异常, 可能无仓位", e);
}
}
public void startGrid() {
if (state != StrategyState.WAITING_KLINE && state != StrategyState.STOPPED) {
log.warn("[Gate] 策略已在运行中, state:{}", state);
return;
}
state = StrategyState.WAITING_KLINE;
cumulativePnl = BigDecimal.ZERO;
longActive = false;
shortActive = false;
longReopenFails = 0;
shortReopenFails = 0;
log.info("[Gate] 网格策略已启动");
}
public void stopGrid() {
state = StrategyState.STOPPED;
executor.cancelAllPriceTriggeredOrders();
executor.shutdown();
log.info("[Gate] 策略已停止, 累计盈亏: {}", cumulativePnl);
}
/**
* K 线回调。首次价格就绪 → 异步双开。
*/
public void onKline(BigDecimal closePrice) {
lastKlinePrice = closePrice;
if (state != StrategyState.WAITING_KLINE) {
return;
}
state = StrategyState.OPENING;
log.info("[Gate] 首根K线到达,开始双开...");
executor.openLong(config.getQuantity(), () -> {
synchronized (this) {
longEntryPrice = lastKlinePrice;
longActive = true;
}
executor.placeTakeProfit(longTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_1,
ORDER_TYPE_CLOSE_LONG, AUTO_SIZE_LONG);
}, null);
executor.openShort(negate(config.getQuantity()), () -> {
synchronized (this) {
shortEntryPrice = lastKlinePrice;
shortActive = true;
}
executor.placeTakeProfit(shortTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_2,
ORDER_TYPE_CLOSE_SHORT, AUTO_SIZE_SHORT);
if (longActive && shortActive && state != StrategyState.STOPPED) {
state = StrategyState.ACTIVE;
log.info("[Gate] 已激活, 多头入场:{}, 空头入场:{}, 多头止盈:{}, 空头止盈:{}",
longEntryPrice, shortEntryPrice, longTpPrice(), shortTpPrice());
}
}, null);
}
/**
* 仓位推送回调。检测 size=0 触发补仓。
*/
public void onPositionUpdate(String contract, Position.ModeEnum mode, BigDecimal size,
BigDecimal entryPrice) {
if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
return;
}
boolean hasPosition = size.abs().compareTo(BigDecimal.ZERO) > 0;
if (Position.ModeEnum.DUAL_LONG == mode) {
if (longActive && !hasPosition) {
log.info("[Gate] 多头已平仓");
longActive = false;
tryReopenLong();
} else if (hasPosition) {
longActive = true;
longEntryPrice = entryPrice;
}
} else if (Position.ModeEnum.DUAL_SHORT == mode) {
if (shortActive && !hasPosition) {
log.info("[Gate] 空头已平仓");
shortActive = false;
tryReopenShort();
} else if (hasPosition) {
shortActive = true;
shortEntryPrice = entryPrice;
}
}
}
/**
* 平仓推送回调。累加 pnl 并检查停止条件。
*/
public void onPositionClose(String contract, String side, BigDecimal pnl) {
if (state == StrategyState.STOPPED) {
return;
}
cumulativePnl = cumulativePnl.add(pnl);
log.info("[Gate] 盈亏累加:{}, 方向:{}, 累计:{}", pnl, side, cumulativePnl);
if (cumulativePnl.compareTo(config.getOverallTp()) >= 0) {
log.info("[Gate] 已达止盈目标 {}→已停止", cumulativePnl);
state = StrategyState.STOPPED;
} else if (cumulativePnl.compareTo(config.getMaxLoss().negate()) <= 0) {
log.info("[Gate] 已达亏损上限 {}→已停止", cumulativePnl);
state = StrategyState.STOPPED;
}
}
// ---- 补仓(含失败重试) ----
private void tryReopenLong() {
if (state == StrategyState.STOPPED) {
return;
}
if (longActive) {
return;
}
longReopenFails++;
if (longReopenFails > config.getReopenMaxRetries()) {
log.warn("[Gate] 多头补仓连续失败{}次,停止策略", longReopenFails);
state = StrategyState.STOPPED;
return;
}
state = StrategyState.REOPENING_LONG;
executor.openLong(config.getQuantity(), () -> {
synchronized (this) {
longEntryPrice = lastKlinePrice;
longActive = true;
}
executor.placeTakeProfit(longTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_1,
ORDER_TYPE_CLOSE_LONG, AUTO_SIZE_LONG);
longReopenFails = 0;
if (state != StrategyState.STOPPED) {
state = StrategyState.ACTIVE;
}
log.info("[Gate] 多头已补开, 价格:{}", longEntryPrice);
}, this::tryReopenLong);
}
private void tryReopenShort() {
if (state == StrategyState.STOPPED) {
return;
}
if (shortActive) {
return;
}
shortReopenFails++;
if (shortReopenFails > config.getReopenMaxRetries()) {
log.warn("[Gate] 空头补仓连续失败{}次,停止策略", shortReopenFails);
state = StrategyState.STOPPED;
return;
}
state = StrategyState.REOPENING_SHORT;
executor.openShort(negate(config.getQuantity()), () -> {
synchronized (this) {
shortEntryPrice = lastKlinePrice;
shortActive = true;
}
executor.placeTakeProfit(shortTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_2,
ORDER_TYPE_CLOSE_SHORT, AUTO_SIZE_SHORT);
shortReopenFails = 0;
if (state != StrategyState.STOPPED) {
state = StrategyState.ACTIVE;
}
log.info("[Gate] 空头已补开, 价格:{}", shortEntryPrice);
}, this::tryReopenShort);
}
// ---- 止盈价格计算 ----
private BigDecimal longTpPrice() {
return lastKlinePrice.multiply(BigDecimal.ONE.add(config.getGridRate()))
.setScale(1, RoundingMode.HALF_UP);
}
private BigDecimal shortTpPrice() {
return lastKlinePrice.multiply(BigDecimal.ONE.subtract(config.getGridRate()))
.setScale(1, RoundingMode.HALF_UP);
}
/** 对数量取反(开多用正数,开空用负数) */
private String negate(String qty) {
return qty.startsWith("-") ? qty.substring(1) : "-" + qty;
}
public BigDecimal getLastKlinePrice() { return lastKlinePrice; }
public boolean isStrategyActive() { return state != StrategyState.STOPPED && state != StrategyState.WAITING_KLINE; }
public BigDecimal getCumulativePnl() { return cumulativePnl; }
public Long getUserId() { return userId; }
public StrategyState getState() { return state; }
}