package com.xcong.excoin.modules.gateApi;
import io.gate.gateapi.ApiClient;
import io.gate.gateapi.api.FuturesApi;
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.util.concurrent.ExecutorService;
import java.util.concurrent.LinkedBlockingQueue;
import java.util.concurrent.ThreadPoolExecutor;
import java.util.concurrent.TimeUnit;
import java.util.function.Consumer;
/**
* Gate REST API 执行器。
*
*
设计目的
* WebSocket 消息在回调线程中处理(如 {@code WebSocketClient} 的 {@code onMessage} 线程)。
* 下单 REST API 调用可能耗时数百毫秒,若同步执行会阻塞 WS 回调线程,导致心跳超时误判。
* 本类将所有 REST 调用提交到独立线程池异步执行。
*
* 回调设计
* 每个下单方法接受 onSuccess/onFailure 两个 Runnable。
* 基底开仓时 onSuccess 用于标记基底已开,网格触发时通常为 null(成交状态由仓位推送驱动)。
*
* 线程模型
*
* - 单线程:保证下单顺序(开多→开空→止盈单),避免并发竞争
* - 有界队列 64:防止堆积。极端行情下最多累积 64 个任务
* - CallerRunsPolicy:队列满时由提交线程直接同步执行,形成自然背压
* - allowCoreThreadTimeOut:60s 空闲后线程回收,不浪费资源
*
*
* 调用链
*
* GateGridTradeService.onKline → executor.openLong/openShort (基底双开 + 网格触发)
* GateGridTradeService.onPositionUpdate → executor.placeTakeProfit (开仓成交后设止盈)
* GateGridTradeService.stopGrid → executor.cancelAllPriceTriggeredOrders
*
*
* @author Administrator
*/
@Slf4j
public class GateTradeExecutor {
private static final String SETTLE = "usdt";
private final FuturesApi futuresApi;
private final String contract;
/** 交易线程池:单线程 + 有界队列 + 背压策略 */
private final ExecutorService executor;
public GateTradeExecutor(ApiClient apiClient, String contract) {
this.futuresApi = new FuturesApi(apiClient);
this.contract = contract;
this.executor = new ThreadPoolExecutor(
1, 1,
60L, TimeUnit.SECONDS,
new LinkedBlockingQueue<>(64),
r -> {
Thread t = new Thread(r, "gate-trade-worker");
t.setDaemon(true);
return t;
},
new ThreadPoolExecutor.CallerRunsPolicy()
);
((ThreadPoolExecutor) executor).allowCoreThreadTimeOut(true);
}
/**
* 优雅关闭:等待 10 秒让队列中的任务执行完毕,超时则强制中断。
* 关闭后的 REST 调用将通过 CallerRunsPolicy 直接在提交线程执行。
*/
public void shutdown() {
executor.shutdown();
try {
executor.awaitTermination(10, TimeUnit.SECONDS);
} catch (InterruptedException e) {
Thread.currentThread().interrupt();
executor.shutdownNow();
}
}
/**
* 异步 IOC 市价开多。quantity 为正数(如 "1")。
*
* @param quantity 开仓张数(正数)
* @param onSuccess 成交成功回调(可为 null)
* @param onFailure 成交失败回调(可为 null)
*/
public void openLong(String quantity, Runnable onSuccess, Runnable onFailure) {
openPosition(quantity, "t-grid-long", "开多", onSuccess, onFailure);
}
/**
* 异步 IOC 市价开空。quantity 为负数(如 "-1")。
*
* @param quantity 开仓张数(负数)
* @param onSuccess 成交成功回调(可为 null)
* @param onFailure 成交失败回调(可为 null)
*/
public void openShort(String quantity, Runnable onSuccess, Runnable onFailure) {
openPosition(quantity, "t-grid-short", "开空", onSuccess, onFailure);
}
/**
* 通用异步 IOC 市价下单。
*
* @param size 下单张数(正=开多 / 负=开空)
* @param text 订单标记文本(如 "t-grid-long"),用于区分订单来源
* @param label 日志标签(如 "开多"/"开空")
* @param onSuccess 成功回调
* @param onFailure 失败回调
*/
private void openPosition(String size, String text, String label, Runnable onSuccess, Runnable onFailure) {
executor.execute(() -> {
try {
FuturesOrder order = new FuturesOrder();
order.setContract(contract);
order.setSize(size);
order.setPrice("0");
order.setTif(FuturesOrder.TifEnum.IOC);
order.setText(text);
FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
log.info("[TradeExec] {}成功, 价格:{}, id:{}", label, result.getFillPrice(), result.getId());
if (onSuccess != null) {
onSuccess.run();
}
} catch (Exception e) {
log.error("[TradeExec] {}失败", label, e);
if (onFailure != null) {
onFailure.run();
}
}
});
}
/**
* 异步创建止盈条件单(仓位计划止盈止损)。
*
* 使用 Gate 的 {@code PriceTriggeredOrder} API:服务器监控价格,达到触发价后自动平指定张数。
* order_type 使用 {@code plan-close-*-position}(仓位计划止盈止损),
* 支持指定 size 部分平仓,多次触发的止盈单互不影响。
*
*
为何不用 close-*-position
* {@code close-long-position} / {@code close-short-position} 仅支持全部平仓(size=0),
* 且双仓模式还需额外设置 {@code auto_size}。网格策略需要指定张数部分平仓,
* 因此必须使用 {@code plan-close-long-position} / {@code plan-close-short-position}。
*
* @param triggerPrice 触发价格
* @param rule 触发规则(NUMBER_1: ≥ 触发价,NUMBER_2: ≤ 触发价)
* @param orderType stop 类型(plan-close-long-position / plan-close-short-position)
* @param size 平仓张数(正=平空,负=平多)
*/
public void placeTakeProfit(BigDecimal triggerPrice,
FuturesPriceTrigger.RuleEnum rule,
String orderType,
String size) {
executor.execute(() -> {
FuturesPriceTriggeredOrder order = buildTriggeredOrder(triggerPrice, rule, orderType, size);
try {
TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
log.info("[TradeExec] 止盈单已创建, 触发价:{}, 类型:{}, size:{}, id:{}",
triggerPrice, orderType, size, response.getId());
} catch (Exception e) {
log.error("[TradeExec] 止盈单创建失败, 触发价:{}, size:{}, 立即市价止盈", triggerPrice, size, e);
marketClose(size);
}
});
}
/**
* 市价止盈:在止盈条件单创建失败时立即市价平仓。
* size 与止盈单保持一致(负=平多,正=平空)。
*/
private void marketClose(String size) {
try {
FuturesOrder order = new FuturesOrder();
order.setContract(contract);
order.setSize(size);
order.setPrice("0");
order.setTif(FuturesOrder.TifEnum.IOC);
order.setReduceOnly(true);
order.setText("t-grid-mkt-close");
FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
log.info("[TradeExec] 市价止盈成功, 价格:{}, size:{}, id:{}", result.getFillPrice(), size, result.getId());
} catch (Exception e) {
log.error("[TradeExec] 市价止盈也失败, size:{}", size, e);
}
}
/**
* 异步清除指定合约的所有止盈止损条件单。
*/
public void cancelAllPriceTriggeredOrders() {
executor.execute(() -> {
try {
futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract);
log.info("[TradeExec] 已清除所有止盈止损条件单");
} catch (Exception e) {
log.error("[TradeExec] 清除止盈止损条件单失败", e);
}
});
}
/**
* 异步挂限价单(GTC),用于网格限价开仓。
*
* @param price 限价价格
* @param size 下单张数(正=多 / 负=空)
* @param onSuccess 成功回调,接收 orderId(可为 null)
* @param onFailure 失败回调(可为 null)
*/
public void placeGridLimitOrder(BigDecimal price, String size, Consumer onSuccess, Runnable onFailure) {
executor.execute(() -> {
try {
FuturesOrder order = new FuturesOrder();
order.setContract(contract);
order.setSize(size);
order.setPrice(price.toString());
order.setTif(FuturesOrder.TifEnum.GTC);
order.setText(size.startsWith("-") ? "t-grid-limit-short" : "t-grid-limit-long");
FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
log.info("[TradeExec] 限价单已挂, price:{}, size:{}, id:{}, status:{}", price, size, result.getId(), result.getStatus());
if (onSuccess != null) {
onSuccess.accept(String.valueOf(result.getId()));
}
} catch (Exception e) {
log.error("[TradeExec] 限价单挂单失败, price:{}, size:{}", price, size, e);
if (onFailure != null) {
onFailure.run();
}
}
});
}
/**
* 异步取消指定订单。
*
* @param orderId 订单 ID,为 null 时跳过
*/
public void cancelOrder(String orderId) {
if (orderId == null) {
return;
}
executor.execute(() -> {
try {
FuturesOrder cancelled = futuresApi.cancelFuturesOrder(SETTLE, orderId, null);
log.info("[TradeExec] 订单已取消, id:{}, status:{}", orderId, cancelled.getStatus());
} catch (Exception e) {
log.warn("[TradeExec] 取消订单失败(可能已成交), id:{}", orderId);
}
});
}
/**
* 构建 FuturesPriceTriggeredOrder 对象。
*
* 策略=0(价格触发),price_type=0(最新价),expiration=0(永不过期),
* tif=IOC(立即成交或取消),reduce_only=true(只减仓不开新仓)。
*
*
size 参数说明
*
* - plan-close-long-position:size 为负,表示平多仓多少张
* - plan-close-short-position:size 为正,表示平空仓多少张
*
* 每次只平指定张数,不会全平仓位,多个止盈单可并存且互不影响。
*/
private FuturesPriceTriggeredOrder buildTriggeredOrder(BigDecimal triggerPrice,
FuturesPriceTrigger.RuleEnum rule,
String orderType,
String size) {
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(Long.parseLong(size));
initial.setPrice("0");
initial.setTif(FuturesInitialOrder.TifEnum.IOC);
initial.setReduceOnly(true);
FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder();
order.setTrigger(trigger);
order.setInitial(initial);
order.setOrderType(orderType);
return order;
}
}