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; /** * Gate REST API 执行器。 * *
* 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。 * *
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)。 * *