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.FuturesInitialOrder;
import io.gate.gateapi.models.FuturesOrder;
import io.gate.gateapi.models.FuturesPriceTrigger;
import io.gate.gateapi.models.FuturesPriceTriggeredOrder;
import io.gate.gateapi.models.TriggerOrderResponse;
import lombok.extern.slf4j.Slf4j;
import java.math.BigDecimal;
import java.math.RoundingMode;
/**
* Gate 网格交易服务类。
*
*
策略概述
* 多空双开 → 各放止盈条件单 → 仓位推送驱动补仓 → history_pnl 判断停止
*
* 触发逻辑
*
* K线首次价格就绪 → dualOpenPositions() // 多空双开 + 止盈条件单
* 仓位推送 size=0 → reopenXxxPosition() // 该方向被止盈平掉 → 补开
* 仓位推送 history_pnl ≥ overallTp → 停止
* 仓位推送 history_pnl ≤ -maxLoss → 停止
*
*
* 止盈计算
* 多头止盈价 = entryPrice × (1 + gridRate)
* 空头止盈价 = entryPrice × (1 - gridRate)
*
* 依赖
* 使用 {@code io.gate:gate-api (7.2.71)} SDK 通过 REST API 下单,
* 市场数据由 {@link GateKlineWebSocketClient} 通过 WebSocket 提供。
*
* @author Administrator
*/
@Slf4j
public class GateGridTradeService {
private final ApiClient apiClient;
private final FuturesApi futuresApi;
private static final String SETTLE = "usdt";
private final String contract;
private final String leverage;
private final String marginMode;
private final BigDecimal gridRate;
private final BigDecimal overallTp;
private final BigDecimal maxLoss;
private final String quantity;
private final String positionMode;
/** 策略是否处于运行状态 */
private volatile boolean strategyActive = false;
/** 是否已完成首次双开 */
private volatile boolean dualOpened = false;
/** 多头仓位是否活跃 */
private volatile boolean longActive = false;
/** 空头仓位是否活跃 */
private volatile boolean shortActive = false;
/** 多头入场价 */
private BigDecimal longEntryPrice;
/** 空头入场价 */
private BigDecimal shortEntryPrice;
/** WebSocket 推送的最新 K 线收盘价 */
private volatile BigDecimal lastKlinePrice;
/** 服务器返回的累计已实现盈亏 */
private BigDecimal totalHistoryPnl = BigDecimal.ZERO;
/** 用户 ID,用于 WebSocket 私有频道订阅 */
private Long userId;
/**
* 构造函数,初始化 Gate 期货 API 客户端。
*
* @param contract 合约名称(如 XAU_USDT)
* @param leverage 杠杆倍数
* @param marginMode 保证金模式(cross/isolated)
* @param positionMode 持仓模式(single/dual/dual_plus)
* @param gridRate 网格间距比例(如 0.0035)
* @param overallTp 整体止盈阈值(USDT)
* @param maxLoss 最大亏损阈值(USDT)
* @param quantity 下单数量(合约张数)
*/
public GateGridTradeService(String apiKey, String apiSecret,
String contract, String leverage,
String marginMode, String positionMode,
BigDecimal gridRate, BigDecimal overallTp,
int maxCycles, BigDecimal maxLoss,
String quantity) {
this.contract = contract;
this.leverage = leverage;
this.marginMode = marginMode;
this.gridRate = gridRate;
this.overallTp = overallTp;
this.maxLoss = maxLoss;
this.quantity = quantity;
this.positionMode = positionMode;
this.apiClient = new ApiClient();
this.apiClient.setBasePath("https://api-testnet.gateapi.io/api/v4");
this.apiClient.setApiKeySecret(apiKey, apiSecret);
this.futuresApi = new FuturesApi(apiClient);
}
/**
* 初始化账户。设置杠杆、查询余额、切换持仓模式。
*/
public void init() {
try {
AccountApi accountApi = new AccountApi(apiClient);
AccountDetail accountDetail = accountApi.getAccountDetail();
this.userId = accountDetail.getUserId();
log.info("[GateGrid] 用户ID: {}", userId);
futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract);
log.info("[GateGrid] 已取消所有既有止盈止损条件单");
futuresApi.updateContractPositionLeverageCall(
SETTLE, contract, leverage, marginMode, positionMode, null);
log.info("[GateGrid] 已设置杠杆: {}x, 保证金模式: {}", leverage, marginMode);
FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
log.info("[GateGrid] 账户可用余额: {}, 总资产: {}",
account.getAvailable(), account.getTotal());
String positionModeSet = account.getPositionMode();
if (!positionMode.equals(positionModeSet)) {
futuresApi.setPositionMode(SETTLE, positionMode);
}
log.info("[GateGrid] 已设置双向持仓模式");
} catch (GateApiException e) {
log.error("[GateGrid] 初始化失败, label: {}, msg: {}", e.getErrorLabel(), e.getMessage());
} catch (ApiException e) {
log.error("[GateGrid] 初始化API调用失败, code: {}", e.getCode());
}
}
/**
* 启动网格策略。策略激活后等待 K 线价格就绪,然后自动首次双开。
*/
public void startGrid() {
if (strategyActive) {
log.warn("[GateGrid] 策略已在运行中");
return;
}
strategyActive = true;
totalHistoryPnl = BigDecimal.ZERO;
log.info("[GateGrid] 网格策略启动,等待K线价格...");
}
/**
* 停止网格策略。
*/
public void stopGrid() {
strategyActive = false;
log.info("[GateGrid] 网格策略已停止, history_pnl: {}", totalHistoryPnl);
}
/**
* K 线回调入口。由 调用。
* 首次收到价格时触发多空双开,后续仅缓存最新价格供补仓使用。
*
* @param closePrice K 线收盘价
*/
public void onKline(BigDecimal closePrice) {
lastKlinePrice = closePrice;
if (!strategyActive) {
return;
}
if (!dualOpened) {
dualOpened = true;
dualOpenPositions();
}
}
/**
* 仓位推送回调入口。由 {@link GateKlineWebSocketClient} 调用。
* 根据仓位模式(dual_long/dual_short)和 size 判断:
*
* - size=0 且之前活跃 → 该方向被平仓 → 补开
* - size>0 → 确认仓位活跃,更新入场价
*
* 每次推送更新 history_pnl 并检查停止条件。
*
* @param contract 合约名
* @param mode 仓位模式(dual_long / dual_short)
* @param size 仓位数量(0 表示无仓位)
* @param entryPrice 入场价格
* @param historyPnl 已实现累计盈亏
* @param realisedPnl 已实现盈亏
*/
public void onPositionUpdate(String contract, String mode, BigDecimal size,
BigDecimal entryPrice, BigDecimal historyPnl,
BigDecimal realisedPnl) {
if (!strategyActive) {
return;
}
boolean hasPosition = size.abs().compareTo(BigDecimal.ZERO) > 0;
if ("dual_long".equals(mode)) {
if (longActive && !hasPosition) {
log.info("[GateGrid] 多头被平仓(止盈触发), 重新开多");
longActive = false;
reopenLongPosition();
} else if (hasPosition) {
longActive = true;
longEntryPrice = entryPrice;
}
} else if ("dual_short".equals(mode)) {
if (shortActive && !hasPosition) {
log.info("[GateGrid] 空头被平仓(止盈触发), 重新开空");
shortActive = false;
reopenShortPosition();
} else if (hasPosition) {
shortActive = true;
shortEntryPrice = entryPrice;
}
}
totalHistoryPnl = historyPnl;
checkStopConditions();
}
/**
* 检查策略停止条件。满足任一即置 strategyActive=false:
*
* - 累计盈利 ≥ overallTp
* - 累计亏损 ≤ -maxLoss
*
*/
private void checkStopConditions() {
if (totalHistoryPnl.compareTo(overallTp) >= 0) {
log.info("[GateGrid] 累计止盈 {} 达到 {} USDT,停止策略", totalHistoryPnl, overallTp);
strategyActive = false;
return;
}
if (totalHistoryPnl.compareTo(maxLoss.negate()) <= 0) {
log.info("[GateGrid] 累计亏损 {} 达到上限 {} USDT,停止策略", totalHistoryPnl, maxLoss);
strategyActive = false;
}
}
/**
* 首次多空双开。使用当前 K 线价格以市价单同时开多和开空,
* 开仓成功后立即为每个方向创建止盈条件单。
*/
private void dualOpenPositions() {
if (lastKlinePrice == null) {
log.warn("[GateGrid] K线价格未就绪,跳过双开");
dualOpened = false;
return;
}
try {
FuturesOrder longOrder = new FuturesOrder();
longOrder.setContract(contract);
longOrder.setSize(quantity);
longOrder.setPrice("0");
longOrder.setTif(FuturesOrder.TifEnum.IOC);
longOrder.setText("t-grid-long-init");
FuturesOrder longResult = futuresApi.createFuturesOrder(SETTLE, longOrder, null);
longEntryPrice = safeDecimal(longResult.getFillPrice());
longActive = true;
log.info("[GateGrid] 开多成功, price: {}, id: {}", longEntryPrice, longResult.getId());
placeLongTp(longEntryPrice);
FuturesOrder shortOrder = new FuturesOrder();
shortOrder.setContract(contract);
shortOrder.setSize(negateQuantity(quantity));
shortOrder.setPrice("0");
shortOrder.setTif(FuturesOrder.TifEnum.IOC);
shortOrder.setText("t-grid-short-init");
FuturesOrder shortResult = futuresApi.createFuturesOrder(SETTLE, shortOrder, null);
shortEntryPrice = safeDecimal(shortResult.getFillPrice());
shortActive = true;
log.info("[GateGrid] 开空成功, price: {}, id: {}", shortEntryPrice, shortResult.getId());
placeShortTp(shortEntryPrice);
printGridInfo();
} catch (GateApiException e) {
log.error("[GateGrid] 双开失败, label: {}, msg: {}", e.getErrorLabel(), e.getMessage());
strategyActive = false;
} catch (Exception e) {
log.error("[GateGrid] 双开异常", e);
strategyActive = false;
}
}
/**
* 补开多头仓位。多头被止盈平掉后调用,市价重新开多并创建止盈单。
*/
private void reopenLongPosition() {
if (lastKlinePrice == null || !strategyActive) {
return;
}
if (longActive) {
log.warn("[GateGrid] 多头已存在,跳过补开");
return;
}
try {
FuturesOrder longOrder = new FuturesOrder();
longOrder.setContract(contract);
longOrder.setSize(quantity);
longOrder.setPrice("0");
longOrder.setTif(FuturesOrder.TifEnum.IOC);
longOrder.setText("t-grid-long-reopen");
FuturesOrder longResult = futuresApi.createFuturesOrder(SETTLE, longOrder, null);
longEntryPrice = safeDecimal(longResult.getFillPrice());
longActive = true;
log.info("[GateGrid] 补开多成功, price: {}, id: {}", longEntryPrice, longResult.getId());
placeLongTp(longEntryPrice);
} catch (Exception e) {
log.error("[GateGrid] 补开多失败", e);
}
}
/**
* 补开空头仓位。空头被止盈平掉后调用,市价重新开空并创建止盈单。
*/
private void reopenShortPosition() {
if (lastKlinePrice == null || !strategyActive) {
return;
}
if (shortActive) {
log.warn("[GateGrid] 空头已存在,跳过补开");
return;
}
try {
FuturesOrder shortOrder = new FuturesOrder();
shortOrder.setContract(contract);
shortOrder.setSize(negateQuantity(quantity));
shortOrder.setPrice("0");
shortOrder.setTif(FuturesOrder.TifEnum.IOC);
shortOrder.setText("t-grid-short-reopen");
FuturesOrder shortResult = futuresApi.createFuturesOrder(SETTLE, shortOrder, null);
shortEntryPrice = safeDecimal(shortResult.getFillPrice());
shortActive = true;
log.info("[GateGrid] 补开空成功, price: {}, id: {}", shortEntryPrice, shortResult.getId());
placeShortTp(shortEntryPrice);
} catch (Exception e) {
log.error("[GateGrid] 补开空失败", e);
}
}
/**
* 创建多头止盈条件单。
* 触发价 = entryPrice × (1 + gridRate),价格 ≥ 触发价时平多。
*/
private void placeLongTp(BigDecimal entryPrice) {
BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
placePriceTriggeredOrder(tpPrice, FuturesPriceTrigger.RuleEnum.NUMBER_1, "close-long-position", "close_long");
log.info("[GateGrid] 多头止盈已设置, TP:{}", tpPrice);
}
/**
* 创建空头止盈条件单。
* 触发价 = entryPrice × (1 - gridRate),价格 ≤ 触发价时平空。
*/
private void placeShortTp(BigDecimal entryPrice) {
BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
placePriceTriggeredOrder(tpPrice, FuturesPriceTrigger.RuleEnum.NUMBER_2, "close-short-position", "close_short");
log.info("[GateGrid] 空头止盈已设置, TP:{}", tpPrice);
}
/**
* 通过 Gate REST API 创建止盈条件单。
*
* @param triggerPrice 触发价格
* @param rule 触发规则(1: ≥, 2: ≤)
* @param orderType 止盈止损类型(close-long-position / close-short-position)
* @param autoSize 双仓平仓方向(close_long / close_short)
*/
private void placePriceTriggeredOrder(BigDecimal triggerPrice,
FuturesPriceTrigger.RuleEnum rule,
String orderType,
String autoSize) {
try {
FuturesPriceTrigger trigger = new FuturesPriceTrigger();
trigger.setStrategyType(FuturesPriceTrigger.StrategyTypeEnum.NUMBER_0);
trigger.setPriceType(FuturesPriceTrigger.PriceTypeEnum.NUMBER_0);
trigger.setPrice(triggerPrice.toString());
trigger.setRule(rule);
trigger.setExpiration(0);
FuturesInitialOrder initial = new FuturesInitialOrder();
initial.setContract(contract);
initial.setSize(0L);
initial.setPrice("0");
initial.setTif(FuturesInitialOrder.TifEnum.IOC);
initial.setReduceOnly(true);
initial.setAutoSize(autoSize);
FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder();
order.setTrigger(trigger);
order.setInitial(initial);
order.setOrderType(orderType);
TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
log.info("[GateGrid] 止盈条件单已创建, triggerPrice:{}, orderType:{}, autoSize:{}, id:{}",
triggerPrice, orderType, autoSize, response.getId());
} catch (GateApiException e) {
if ("AUTO_USER_EXIST_POSITION_ORDER".equals(e.getErrorLabel())) {
log.warn("[GateGrid] 止盈条件单已存在,取消旧单后重试, label:{}", e.getErrorLabel());
try {
futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract);
TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, createPriceTriggeredOrderBean(triggerPrice, rule, orderType, autoSize));
log.info("[GateGrid] 止盈条件单重试成功, triggerPrice:{}, orderType:{}, autoSize:{}, id:{}",
triggerPrice, orderType, autoSize, response.getId());
} catch (Exception retryEx) {
log.error("[GateGrid] 止盈条件单重试失败, triggerPrice:{}, orderType:{}, autoSize:{}",
triggerPrice, orderType, autoSize, retryEx);
}
} else {
log.error("[GateGrid] 止盈条件单创建失败, triggerPrice:{}, orderType:{}, autoSize:{}",
triggerPrice, orderType, autoSize, e);
}
} catch (Exception e) {
log.error("[GateGrid] 止盈条件单创建失败, triggerPrice:{}, orderType:{}, autoSize:{}",
triggerPrice, orderType, autoSize, e);
}
}
private FuturesPriceTriggeredOrder createPriceTriggeredOrderBean(BigDecimal triggerPrice,
FuturesPriceTrigger.RuleEnum rule,
String orderType,
String autoSize) {
FuturesPriceTrigger trigger = new FuturesPriceTrigger();
trigger.setStrategyType(FuturesPriceTrigger.StrategyTypeEnum.NUMBER_0);
trigger.setPriceType(FuturesPriceTrigger.PriceTypeEnum.NUMBER_0);
trigger.setPrice(triggerPrice.toString());
trigger.setRule(rule);
trigger.setExpiration(0);
FuturesInitialOrder initial = new FuturesInitialOrder();
initial.setContract(contract);
initial.setSize(0L);
initial.setPrice("0");
initial.setTif(FuturesInitialOrder.TifEnum.IOC);
initial.setReduceOnly(true);
initial.setAutoSize(autoSize);
FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder();
order.setTrigger(trigger);
order.setInitial(initial);
order.setOrderType(orderType);
return order;
}
/**
* 打印当前网格配置和入场信息。
*/
private void printGridInfo() {
BigDecimal longTp = BigDecimal.ZERO;
BigDecimal shortTp = BigDecimal.ZERO;
if (longEntryPrice != null) {
longTp = longEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
}
if (shortEntryPrice != null) {
shortTp = shortEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
}
log.info("========== Gate 网格开仓 ==========");
log.info("合约: {} 杠杆: {}x {}", contract, leverage, marginMode);
log.info("多头入场: {} TP: {}", longEntryPrice, longTp);
log.info("空头入场: {} TP: {}", shortEntryPrice, shortTp);
log.info("数量: {} 网格间距: {}%", quantity, gridRate.multiply(new BigDecimal("100")));
log.info("整体止盈: {} USDT 最大亏损: {} USDT", overallTp, maxLoss);
log.info("=====================================");
}
/** 对数量取反(开多用正数,开空用负数) */
private String negateQuantity(String qty) {
if (qty.startsWith("-")) {
return qty.substring(1);
}
return "-" + qty;
}
/** 安全转换字符串为 BigDecimal,null 返回 0 */
private BigDecimal safeDecimal(String val) {
if (val == null || val.isEmpty()) {
return BigDecimal.ZERO;
}
return new BigDecimal(val);
}
public BigDecimal getLastKlinePrice() {
return lastKlinePrice;
}
public boolean isStrategyActive() {
return strategyActive;
}
public BigDecimal getTotalHistoryPnl() {
return totalHistoryPnl;
}
public Long getUserId() {
return userId;
}
}