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

* * *

调用链

*
 *   // 基底双开
 *   GateGridTradeService.init → executor.openLong / executor.openShort
 *
 *   // 网格条件开仓
 *   GateGridTradeService.tryGenerateQueues / processShortGrid / processLongGrid
 *     → executor.placeConditionalEntryOrder(价格触发后市价 IOC 开仓)
 *     → executor.cancelConditionalOrder(取消对方方向旧条件单)
 *
 *   // 止盈
 *   GateGridTradeService.onPositionUpdate → executor.placeTakeProfit(开仓后设止盈条件单)
 *
 *   // 停止
 *   GateGridTradeService.stopGrid → executor.cancelAllPriceTriggeredOrders
 * 
* *

遗留方法(当前策略未使用)

* {@link #placeGridLimitOrder(BigDecimal, String, Consumer, Runnable)} 和 * {@link #cancelOrder(String)} 为旧版限价单策略的遗留方法,保留以备后续使用。 */ @Slf4j public class GateTradeExecutor { private static final String SETTLE = "usdt"; /** Gate U 本位合约 REST API */ private final FuturesApi futuresApi; /** 合约名称(如 ETH_USDT) */ 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); } }); } /** * 遗留方法 — 当前条件单策略未使用 * *

异步挂限价单(GTC),用于旧版网格限价开仓。当前策略改用 * {@link #placeConditionalEntryOrder(BigDecimal, FuturesPriceTrigger.RuleEnum, String, Consumer, Runnable)}。 * * @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(); } } }); } /** * 遗留方法 — 当前条件单策略未使用 * *

异步取消指定限价单。当前策略改用 {@link #cancelConditionalOrder(String)}。 * * @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); } }); } /** * 异步创建条件开仓单(价格触发后市价开仓)。 * *

服务器监控价格,达到触发价后以市价 IOC 开仓。与止盈单不同,不设 order_type(默认开仓), * reduce_only=false。 * * @param triggerPrice 触发价格 * @param rule 触发规则(NUMBER_1: 最新价≥触发价时执行;NUMBER_2: 最新价≤触发价时执行) * @param size 开仓张数(正=开多,负=开空) * @param onSuccess 成功回调,接收 conditionOrderId * @param onFailure 失败回调 */ public void placeConditionalEntryOrder(BigDecimal triggerPrice, FuturesPriceTrigger.RuleEnum rule, String size, Consumer onSuccess, Runnable onFailure) { executor.execute(() -> { 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(Long.parseLong(size)); initial.setPrice("0"); initial.setTif(FuturesInitialOrder.TifEnum.IOC); initial.setReduceOnly(false); FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder(); order.setTrigger(trigger); order.setInitial(initial); TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order); String orderId = String.valueOf(response.getId()); log.info("[TradeExec] 条件开仓单已创建, trigger:{}, rule:{}, size:{}, id:{}", triggerPrice, rule, size, orderId); if (onSuccess != null) { onSuccess.accept(orderId); } } catch (Exception e) { log.error("[TradeExec] 条件开仓单创建失败, trigger:{}, size:{}", triggerPrice, size, e); if (onFailure != null) { onFailure.run(); } } }); } /** * 异步取消单个条件单。 * * @param orderId 条件单 ID,为 null 时跳过 */ public void cancelConditionalOrder(String orderId) { if (orderId == null) { return; } executor.execute(() -> { try { futuresApi.cancelPriceTriggeredOrder(SETTLE, Long.parseLong(orderId)); log.info("[TradeExec] 条件单已取消, id:{}", orderId); } catch (Exception e) { log.warn("[TradeExec] 取消条件单失败(可能已触发), 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

* * 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; } }