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.FuturesPriceTrigger;
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 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;
private int longReopenFails = 0;
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] uid:{}", userId);
FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
if (!config.getPositionMode().equals(account.getPositionMode())) {
futuresApi.setPositionMode(SETTLE, config.getPositionMode());
}
log.info("[Gate] mode:{} balance:{}", config.getPositionMode(), account.getAvailable());
futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
log.info("[Gate] old orders cleared");
futuresApi.updateContractPositionLeverageCall(
SETTLE, config.getContract(), config.getLeverage(),
config.getMarginMode(), config.getPositionMode(), null);
log.info("[Gate] {}x {}", config.getLeverage(), config.getMarginMode());
} catch (GateApiException e) {
log.error("[Gate] init fail, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
} catch (ApiException e) {
log.error("[Gate] init fail, code:{}", e.getCode());
}
}
public void startGrid() {
if (state != StrategyState.WAITING_KLINE && state != StrategyState.STOPPED) {
log.warn("[Gate] already running, state:{}", state);
return;
}
state = StrategyState.WAITING_KLINE;
cumulativePnl = BigDecimal.ZERO;
longActive = false;
shortActive = false;
longReopenFails = 0;
shortReopenFails = 0;
log.info("[Gate] grid started");
}
public void stopGrid() {
state = StrategyState.STOPPED;
executor.cancelAllPriceTriggeredOrders();
executor.shutdown();
log.info("[Gate] stopped, pnl:{}", 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] first kline, opening...");
executor.openLong(config.getQuantity(), () -> {
synchronized (this) {
longEntryPrice = lastKlinePrice;
longActive = true;
}
executor.placeTakeProfit(longTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_1,
"close-long-position", "close_long");
});
executor.openShort(negate(config.getQuantity()), () -> {
synchronized (this) {
shortEntryPrice = lastKlinePrice;
shortActive = true;
}
executor.placeTakeProfit(shortTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_2,
"close-short-position", "close_short");
if (longActive && shortActive && state != StrategyState.STOPPED) {
state = StrategyState.ACTIVE;
log.info("[Gate] active, long:{}, short:{}, tpL:{}, tpS:{}",
longEntryPrice, shortEntryPrice, longTpPrice(), shortTpPrice());
}
});
}
/**
* 仓位推送回调。检测 size=0 触发补仓。
*/
public void onPositionUpdate(String contract, String mode, BigDecimal size, BigDecimal entryPrice) {
if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
return;
}
boolean hasPosition = size.abs().compareTo(BigDecimal.ZERO) > 0;
if ("dual_long".equals(mode)) {
if (longActive && !hasPosition) {
log.info("[Gate] long closed");
longActive = false;
tryReopenLong(0);
} else if (hasPosition) {
longActive = true;
longEntryPrice = entryPrice;
}
} else if ("dual_short".equals(mode)) {
if (shortActive && !hasPosition) {
log.info("[Gate] short closed");
shortActive = false;
tryReopenShort(0);
} 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] pnl+{}, side:{}, total:{}", pnl, side, cumulativePnl);
if (cumulativePnl.compareTo(config.getOverallTp()) >= 0) {
log.info("[Gate] TP reached {}→STOPPED", cumulativePnl);
state = StrategyState.STOPPED;
} else if (cumulativePnl.compareTo(config.getMaxLoss().negate()) <= 0) {
log.info("[Gate] loss {}→STOPPED", cumulativePnl);
state = StrategyState.STOPPED;
}
}
// ---- reopen with retry ----
private void tryReopenLong(int retry) {
if (state == StrategyState.STOPPED) {
return;
}
if (longActive) {
return;
}
state = StrategyState.REOPENING_LONG;
executor.openLong(config.getQuantity(), () -> {
synchronized (this) {
longEntryPrice = lastKlinePrice;
longActive = true;
}
executor.placeTakeProfit(longTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_1,
"close-long-position", "close_long");
longReopenFails = 0;
if (state != StrategyState.STOPPED) {
state = StrategyState.ACTIVE;
}
log.info("[Gate] long reopened, price:{}", longEntryPrice);
});
}
private void tryReopenShort(int retry) {
if (state == StrategyState.STOPPED) {
return;
}
if (shortActive) {
return;
}
state = StrategyState.REOPENING_SHORT;
executor.openShort(negate(config.getQuantity()), () -> {
synchronized (this) {
shortEntryPrice = lastKlinePrice;
shortActive = true;
}
executor.placeTakeProfit(shortTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_2,
"close-short-position", "close_short");
shortReopenFails = 0;
if (state != StrategyState.STOPPED) {
state = StrategyState.ACTIVE;
}
log.info("[Gate] short reopened, price:{}", shortEntryPrice);
});
}
// ---- util ----
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);
}
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; }
}