package com.sample.trend.strategy; import com.alibaba.fastjson2.JSONArray; import com.alibaba.fastjson2.JSONObject; import com.hengyi.xbaseweb.common.result.ApiResult; import com.sample.trend.config.CommonConstant; import com.sample.trend.util.AtrCalculator; import okhttp3.Response; import org.slf4j.Logger; import org.slf4j.LoggerFactory; import vip.uuquant.exhangeapi.core.WebSocketConnectionStatus; import vip.uuquant.exhangeapi.core.WebSocketMessageHandler; import vip.uuquant.exhangeapi.enums.ExchangeType; import vip.uuquant.exhangeapi.enums.MarginType; import vip.uuquant.exhangeapi.enums.OrderSide; import vip.uuquant.exhangeapi.enums.OrderStatus; import vip.uuquant.exhangeapi.enums.PositionSide; import vip.uuquant.exhangeapi.enums.PositionStatus; import vip.uuquant.exhangeapi.enums.QtyUnitType; import vip.uuquant.exhangeapi.impl.bitget.BitGetClient; import vip.uuquant.tradesystem.runner.enums.AlarmLevel; import vip.uuquant.tradesystem.runner.enums.RobotChartType; import vip.uuquant.tradesystem.runner.strategy.BaseStrategy; import vip.uuquant.tradesystem.runner.vo.AccountVO; import vip.uuquant.tradesystem.runner.vo.SymbolVO; import java.math.BigDecimal; import java.math.RoundingMode; import java.time.LocalDateTime; import java.util.ArrayList; import java.util.Comparator; import java.util.List; import java.util.Map; import java.util.concurrent.ConcurrentHashMap; import java.util.concurrent.CopyOnWriteArrayList; /** * 基于 ATR 的动态网格策略(只做多)。 *

* 网格间距 = atr_multiplier × ATR,并限制在 [min_gap, max_gap] 区间。 * 采用限价挂单买入,市价止盈卖出。 * 网格间距变化时不撤销已有挂单,已成交仓位按最新间距计算止盈价。 */ public class AutoGridStrategy extends BaseStrategy { private static final String MARGIN_MODE = "crossed"; private final Logger logger = LoggerFactory.getLogger(AutoGridStrategy.class); // 运行参数 private BigDecimal baseQuantity; private BigDecimal atrMultiplier; private String klineInterval; private int klinePeriod; private int gridAdjustIntervalMinutes; private BigDecimal minGap; private BigDecimal maxGap; private BigDecimal upperBound; private BigDecimal lowerBound; private boolean testMode; private int leverage; /** 最大待成交买单数量 */ private int gridCount; // 精度 private int pricePrecision = 2; private int quantityPrecision = 4; // 交易所 private BitGetClient bitGetClient; // 网格状态 private volatile BigDecimal currentPrice; private volatile BigDecimal currentAtr; private volatile BigDecimal currentGridGap; private volatile long lastGridAdjustTime; private volatile boolean upperBoundPaused; private volatile boolean lowerBoundPaused; /** 待成交买单:key = 网格价格字符串 */ private final Map pendingBuyOrders = new ConcurrentHashMap<>(); /** 已成交待止盈的多头仓位 */ private final List openPositions = new CopyOnWriteArrayList<>(); /** 正在平仓中的仓位,防止重复触发 */ private final Map closingPositions = new ConcurrentHashMap<>(); private final Object tradeLock = new Object(); // 图表 private Integer statusChart; private Integer gridTableChart; private Long robotId; // ======================== 内部模型 ======================== private static class GridBuyOrder { private final String clientOrderId; private volatile String exchangeOrderId; private final BigDecimal buyPrice; GridBuyOrder(String clientOrderId, BigDecimal buyPrice) { this.clientOrderId = clientOrderId; this.buyPrice = buyPrice; } } private static class GridPosition { private final String clientPositionId; private final BigDecimal entryPrice; private final BigDecimal quantity; GridPosition(String clientPositionId, BigDecimal entryPrice, BigDecimal quantity) { this.clientPositionId = clientPositionId; this.entryPrice = entryPrice; this.quantity = quantity; } BigDecimal takeProfitPrice(BigDecimal gridGap) { return entryPrice.add(gridGap); } } // ======================== WebSocket ======================== private final WebSocketMessageHandler webSocketMessageHandler = new WebSocketMessageHandler() { @Override public void onOpen(String connectionId, Response response) { logger.info("WebSocket 连接成功:{}", connectionId); if (connectionId.equals(bitGetClient.getPublicConnectionId())) { bitGetClient.subscribeTicker(getSymbol()); } else { bitGetClient.login(); bitGetClient.subscribeFill(); bitGetClient.subscribeOrders(); } } @Override public void onMessage(String connectionId, String message) { if ("pong".equals(message)) { return; } try { JSONObject json = JSONObject.parseObject(message); if (!json.containsKey("action")) { return; } String action = json.getString("action"); JSONObject arg = json.getJSONObject("arg"); if (arg == null) { return; } String channel = arg.getString("channel"); JSONArray data = json.getJSONArray("data"); if (data == null || data.isEmpty()) { return; } if ("ticker".equals(channel)) { handleTicker(data.getJSONObject(0)); } else if ("fill".equals(channel) && ("snapshot".equals(action) || "update".equals(action))) { handleFill(data.getJSONObject(0)); } else if ("orders".equals(channel) && ("snapshot".equals(action) || "update".equals(action))) { handleOrderUpdate(data.getJSONObject(0)); } } catch (Exception e) { logger.error("WebSocket 消息处理异常", e); } } @Override public void onClosing(String connectionId, int code, String reason) { logger.warn("WebSocket 关闭中:{} {} {}", connectionId, code, reason); } @Override public void onClosed(String connectionId, int code, String reason) { logger.warn("WebSocket 已关闭:{} {} {}", connectionId, code, reason); } @Override public void onFailure(String connectionId, Throwable throwable, Response response) { logger.error("WebSocket 异常:{}", connectionId, throwable); } @Override public void onStatusChange(String connectionId, WebSocketConnectionStatus oldStatus, WebSocketConnectionStatus newStatus) { logger.info("WebSocket 状态变化:{} {} -> {}", connectionId, oldStatus, newStatus); } }; // ======================== 生命周期 ======================== @Override public void init(JSONObject context) { super.init(context); logger.info("ATR 动态网格策略初始化"); tryParams("base_quantity", "atr_multiplier", "kline_interval", "kline_period", "grid_adjust_interval", "min_gap", "max_gap", "upper_bound", "lower_bound", "grid_count", "test_mode"); baseQuantity = getRunParams().getBigDecimal("base_quantity"); atrMultiplier = getRunParams().getBigDecimal("atr_multiplier"); klineInterval = getRunParams().getString("kline_interval"); klinePeriod = getRunParams().getInteger("kline_period"); gridAdjustIntervalMinutes = getRunParams().getInteger("grid_adjust_interval"); minGap = getRunParams().getBigDecimal("min_gap"); maxGap = getRunParams().getBigDecimal("max_gap"); upperBound = getRunParams().getBigDecimal("upper_bound"); lowerBound = getRunParams().getBigDecimal("lower_bound"); testMode = getRunParams().getBooleanValue("test_mode"); leverage = getRunParams().getIntValue("leverage"); if (leverage <= 0) { leverage = 10; } gridCount = getRunParams().getInteger("grid_count"); if (gridCount <= 0) { throw new IllegalArgumentException("grid_count 必须大于 0"); } if (lowerBound.compareTo(upperBound) >= 0) { throw new IllegalArgumentException("lower_bound 必须小于 upper_bound"); } SymbolVO symbolInfo = getSymbolInfo(); if (symbolInfo != null) { if (symbolInfo.getPricePrecision() != null) { pricePrecision = symbolInfo.getPricePrecision(); } if (symbolInfo.getQuantityPrecision() != null) { quantityPrecision = symbolInfo.getQuantityPrecision(); } } robotId = getRobotConfig().getRobotId(); initBitGetClient(); initCharts(); refreshGridGap(true); syncOpenOrdersFromExchange(); placeInitialBuyGrids(); createTask(this::syncAccount, 5, 600); submitAlarm("策略初始化", String.format("ATR 动态网格策略启动,交易对:%s,初始网格间距:%s", getSymbol(), formatPrice(currentGridGap)), AlarmLevel.INFO); logger.info("策略初始化完成,网格间距:{},ATR:{}", currentGridGap, currentAtr); } @Override public void run() { if (currentPrice == null) { fetchCurrentPriceFromRest(); } if (currentPrice == null || currentGridGap == null) { return; } try { checkPriceBounds(); refreshGridGap(false); processTakeProfit(); replenishBuyGrids(); updateDashboard(); } catch (Exception e) { logger.error("策略运行异常", e); } } @Override public void notify(JSONObject data) { logger.info("收到平台通知:{}", data); } @Override public void destroy() { logger.info("策略销毁"); try { removeChart(null); removeAllTask(); CommonConstant.webSocketManager.closeAll(); submitAlarm("策略销毁", "ATR 动态网格策略已停止", AlarmLevel.WARNING); } catch (Exception e) { logger.error("策略销毁异常", e); } } // ======================== 初始化 ======================== private void initBitGetClient() { bitGetClient = CommonConstant.exchangeFactory.createExchange(ExchangeType.BITGET); bitGetClient.changeTestMode(testMode); AccountVO account = getAccount(); bitGetClient.init(account.getApiKey(), account.getSecretKey(), account.getPassphrase(), null, CommonConstant.webSocketManager); try { bitGetClient.createPublicWebsocket(webSocketMessageHandler); bitGetClient.createPrivateWebsocket(webSocketMessageHandler); } catch (Exception e) { throw new RuntimeException("BitGet WebSocket 连接失败", e); } } private void initCharts() { statusChart = createChart(RobotChartType.TEXT, "网格状态", 1, 1, 24); gridTableChart = createChart(RobotChartType.TABLE, "网格明细", 2, 2, 24); } // ======================== ATR 与网格间距 ======================== private void refreshGridGap(boolean force) { long now = System.currentTimeMillis(); long intervalMs = gridAdjustIntervalMinutes * 60_000L; if (!force && lastGridAdjustTime > 0 && now - lastGridAdjustTime < intervalMs) { return; } try { BigDecimal atr = fetchAtr(); if (atr == null) { logger.warn("ATR 计算失败,数据不足"); return; } BigDecimal rawGap = atr.multiply(atrMultiplier); BigDecimal gap = rawGap.max(minGap).min(maxGap).setScale(pricePrecision, RoundingMode.HALF_UP); BigDecimal oldGap = currentGridGap; currentAtr = atr; currentGridGap = gap; lastGridAdjustTime = now; if (oldGap != null && oldGap.compareTo(gap) != 0) { logger.info("网格间距调整:{} -> {}(ATR={})", oldGap, gap, atr); submitAlarm("网格间距调整", String.format("间距 %s -> %s,ATR=%s,已有挂单保持不变,止盈按新间距计算", formatPrice(oldGap), formatPrice(gap), formatPrice(atr)), AlarmLevel.INFO); } } catch (Exception e) { logger.error("刷新网格间距失败", e); } } private BigDecimal fetchAtr() throws Exception { JSONObject params = new JSONObject(); params.put("symbol", getPlainSymbol()); params.put("granularity", normalizeKlineInterval(klineInterval)); params.put("limit", String.valueOf(klinePeriod + 2)); JSONArray klines = bitGetClient.getKLines(params); if (klines == null || klines.isEmpty()) { return null; } // BitGet 返回倒序,转为升序 JSONArray sorted = new JSONArray(); for (int i = klines.size() - 1; i >= 0; i--) { sorted.add(klines.getJSONArray(i)); } return AtrCalculator.calculate(sorted, klinePeriod); } private String normalizeKlineInterval(String interval) { if (interval == null) { return "5m"; } String normalized = interval.trim(); if (normalized.endsWith("m") || normalized.endsWith("H") || normalized.endsWith("D")) { return normalized; } return normalized + "m"; } // ======================== 价格边界 ======================== private void checkPriceBounds() { if (currentPrice == null) { return; } if (!upperBoundPaused && currentPrice.compareTo(upperBound) > 0) { upperBoundPaused = true; submitAlarm("价格超上限", String.format("当前价 %s 突破上限 %s,暂停新建买单", formatPrice(currentPrice), formatPrice(upperBound)), AlarmLevel.WARNING); } else if (upperBoundPaused && currentPrice.compareTo(upperBound) <= 0) { upperBoundPaused = false; submitAlarm("恢复交易", "价格回到上限以内,恢复新建买单", AlarmLevel.INFO); } if (!lowerBoundPaused && currentPrice.compareTo(lowerBound) < 0) { lowerBoundPaused = true; submitAlarm("价格破下限", String.format("当前价 %s 跌破下限 %s,暂停新建买单", formatPrice(currentPrice), formatPrice(lowerBound)), AlarmLevel.ERROR); } else if (lowerBoundPaused && currentPrice.compareTo(lowerBound) >= 0) { lowerBoundPaused = false; submitAlarm("恢复交易", "价格回到下限以上,恢复新建买单", AlarmLevel.INFO); } } private boolean canPlaceBuyOrders() { return !upperBoundPaused && !lowerBoundPaused; } // ======================== 网格挂单 ======================== /** * 初始化仅挂下方一格买单,与运行中补单逻辑一致,避免网格间距调整后批量挂单失配。 */ private void placeInitialBuyGrids() { if (currentPrice == null || currentGridGap == null) { fetchCurrentPriceFromRest(); } replenishBuyGrids(); } private void replenishBuyGrids() { if (!canPlaceBuyOrders() || currentGridGap == null) { return; } synchronized (tradeLock) { if (pendingBuyOrders.size() >= gridCount) { return; } BigDecimal lowestPending = findLowestPendingBuyPrice(); BigDecimal nextBuyPrice; if (lowestPending != null) { nextBuyPrice = lowestPending.subtract(currentGridGap); } else if (currentPrice != null) { nextBuyPrice = alignPriceDown(currentPrice, currentGridGap); } else { return; } if (nextBuyPrice.compareTo(lowerBound) >= 0 && !hasBuyOrderAt(nextBuyPrice)) { placeLimitBuyOrder(nextBuyPrice); } } } private void placeLimitBuyOrder(BigDecimal price) { if (pendingBuyOrders.size() >= gridCount) { return; } BigDecimal normalizedPrice = normalizePrice(price); if (normalizedPrice.compareTo(lowerBound) < 0 || normalizedPrice.compareTo(upperBound) > 0) { return; } if (hasBuyOrderAt(normalizedPrice)) { return; } String clientOrderId = buildClientOrderId("BUY", normalizedPrice); try { JSONObject orderInfo = buildOrderRequest("buy", "open", "limit", normalizedPrice, baseQuantity, false); orderInfo.put("clientOid", clientOrderId); JSONObject result = bitGetClient.placeOrder(orderInfo); String exchangeOrderId = result.getString("orderId"); GridBuyOrder gridBuyOrder = new GridBuyOrder(clientOrderId, normalizedPrice); gridBuyOrder.exchangeOrderId = exchangeOrderId; pendingBuyOrders.put(priceKey(normalizedPrice), gridBuyOrder); logger.info("挂买单成功:价格={},订单号={}", normalizedPrice, exchangeOrderId); submitOrderSync(exchangeOrderId, clientOrderId, normalizedPrice, baseQuantity, OrderSide.BUY, OrderStatus.NEW); } catch (Exception e) { logger.error("挂买单失败,价格={}", normalizedPrice, e); submitAlarm("挂买单失败", String.format("价格 %s:%s", formatPrice(normalizedPrice), e.getMessage()), AlarmLevel.ERROR); } } // ======================== 止盈(市价平仓) ======================== private void processTakeProfit() { if (currentGridGap == null || currentPrice == null) { return; } for (GridPosition position : openPositions) { BigDecimal tpPrice = position.takeProfitPrice(currentGridGap); if (currentPrice.compareTo(tpPrice) < 0) { continue; } if (closingPositions.putIfAbsent(position.clientPositionId, Boolean.TRUE) != null) { continue; } marketClosePosition(position, tpPrice); } } private void marketClosePosition(GridPosition position, BigDecimal tpPrice) { synchronized (tradeLock) { try { JSONObject orderInfo = buildOrderRequest("sell", "close", "market", null, position.quantity, true); orderInfo.put("clientOid", buildClientOrderId("SELL", position.entryPrice)); JSONObject result = bitGetClient.placeOrder(orderInfo); String exchangeOrderId = result.getString("orderId"); logger.info("市价止盈:入场={},止盈价={},当前价={},订单号={}", position.entryPrice, tpPrice, currentPrice, exchangeOrderId); submitAlarm("网格止盈", String.format("入场 %s,止盈目标 %s,当前价 %s,市价平仓已提交", formatPrice(position.entryPrice), formatPrice(tpPrice), formatPrice(currentPrice)), AlarmLevel.INFO); submitOrderSync(exchangeOrderId, position.clientPositionId, currentPrice, position.quantity, OrderSide.SELL, OrderStatus.NEW); } catch (Exception e) { closingPositions.remove(position.clientPositionId); logger.error("市价止盈失败,入场价={}", position.entryPrice, e); submitAlarm("止盈失败", String.format("入场 %s:%s", formatPrice(position.entryPrice), e.getMessage()), AlarmLevel.ERROR); } } } // ======================== WebSocket 事件处理 ======================== private void handleTicker(JSONObject ticker) { String symbol = ticker.getString("symbol"); if (!getPlainSymbol().equals(symbol)) { return; } BigDecimal lastPrice = ticker.getBigDecimal("lastPr"); if (lastPrice == null) { lastPrice = ticker.getBigDecimal("last"); } if (lastPrice != null) { currentPrice = lastPrice; } } private void handleFill(JSONObject fill) { String symbol = fill.getString("symbol"); if (!getPlainSymbol().equals(symbol)) { return; } String side = fill.getString("side"); String tradeSide = fill.getString("tradeSide"); BigDecimal price = fill.getBigDecimal("price"); BigDecimal volume = fill.getBigDecimal("baseVolume"); String orderId = fill.getString("orderId"); if ("buy".equals(side) && "open".equals(tradeSide)) { onBuyFilled(price, volume, orderId); } else if ("sell".equals(side) && "close".equals(tradeSide)) { onSellFilled(price, volume, orderId); } } private void handleOrderUpdate(JSONObject order) { String symbol = order.getString("symbol"); if (!getPlainSymbol().equals(symbol)) { return; } String status = order.getString("status"); if (!"cancelled".equals(status) && !"canceled".equals(status)) { return; } String side = order.getString("side"); if (!"buy".equals(side)) { return; } BigDecimal price = order.getBigDecimal("price"); if (price != null) { pendingBuyOrders.remove(priceKey(normalizePrice(price))); } } private void onBuyFilled(BigDecimal price, BigDecimal volume, String orderId) { BigDecimal normalizedPrice = normalizePrice(price); pendingBuyOrders.remove(priceKey(normalizedPrice)); String clientPositionId = "POS_" + normalizedPrice.toPlainString(); GridPosition position = new GridPosition(clientPositionId, normalizedPrice, volume); openPositions.add(position); BigDecimal tpPrice = position.takeProfitPrice(currentGridGap); logger.info("买单成交:价格={},数量={},止盈目标={}", normalizedPrice, volume, tpPrice); submitAlarm("网格买入成交", String.format("买入价 %s,数量 %s,止盈目标 %s(间距 %s)", formatPrice(normalizedPrice), volume.toPlainString(), formatPrice(tpPrice), formatPrice(currentGridGap)), AlarmLevel.INFO); submitOrderSync(orderId, clientPositionId, normalizedPrice, volume, OrderSide.BUY, OrderStatus.FILLED); submitPositionSync(clientPositionId, normalizedPrice, volume, true); } private void onSellFilled(BigDecimal price, BigDecimal volume, String orderId) { GridPosition matched = null; for (String closingId : closingPositions.keySet()) { for (GridPosition position : openPositions) { if (position.clientPositionId.equals(closingId)) { matched = position; break; } } if (matched != null) { break; } } if (matched == null) { for (GridPosition position : openPositions) { if (position.quantity.compareTo(volume) == 0) { matched = position; break; } } } if (matched == null && !openPositions.isEmpty()) { matched = openPositions.get(0); } if (matched != null) { openPositions.remove(matched); closingPositions.remove(matched.clientPositionId); submitPositionSync(matched.clientPositionId, price, matched.quantity, false); } logger.info("卖单成交(止盈):价格={},数量={}", price, volume); submitAlarm("网格止盈成交", String.format("卖出价 %s,数量 %s", formatPrice(price), volume.toPlainString()), AlarmLevel.INFO); submitOrderSync(orderId, matched != null ? matched.clientPositionId : "CLOSE", price, volume, OrderSide.SELL, OrderStatus.FILLED); // 成交后补充下一格买单 replenishBuyGrids(); } // ======================== 交易所同步 ======================== private void syncOpenOrdersFromExchange() { try { JSONArray openOrders = bitGetClient.getOpenOrders(getSymbol()); if (openOrders == null) { return; } for (int i = 0; i < openOrders.size(); i++) { JSONObject order = openOrders.getJSONObject(i); if (!"buy".equals(order.getString("side"))) { continue; } if (!"open".equals(order.getString("tradeSide"))) { continue; } BigDecimal price = normalizePrice(order.getBigDecimal("price")); String clientOid = order.getString("clientOid"); if (clientOid == null) { clientOid = "SYNC_" + price.toPlainString(); } GridBuyOrder gridBuyOrder = new GridBuyOrder(clientOid, price); gridBuyOrder.exchangeOrderId = order.getString("orderId"); pendingBuyOrders.put(priceKey(price), gridBuyOrder); } logger.info("同步挂单 {} 笔", pendingBuyOrders.size()); } catch (Exception e) { logger.warn("同步挂单失败:{}", e.getMessage()); } } private void fetchCurrentPriceFromRest() { try { JSONObject ticker = bitGetClient.getTicker(getSymbol()); if (ticker != null) { BigDecimal last = ticker.getBigDecimal("lastPr"); if (last == null) { last = ticker.getBigDecimal("last"); } currentPrice = last; } } catch (Exception e) { logger.warn("获取 ticker 失败:{}", e.getMessage()); } } private void syncAccount() { try { JSONArray balance = bitGetClient.getBalance(); for (int i = 0; i < balance.size(); i++) { JSONObject item = balance.getJSONObject(i); if ("USDT".equals(item.getString("marginCoin"))) { updateAccountBalance( item.getBigDecimal("accountEquity"), item.getBigDecimal("available"), item.getBigDecimal("locked")); } } } catch (Exception e) { logger.error("同步账户失败", e); } } // ======================== 平台数据同步 ======================== private void submitOrderSync(String orderId, String clientOrderId, BigDecimal price, BigDecimal qty, OrderSide side, OrderStatus status) { if (robotId == null) { return; } JSONObject orderInfo = new JSONObject(); orderInfo.put("robotId", robotId); orderInfo.put("clientOrderId", clientOrderId); orderInfo.put("orderId", orderId); orderInfo.put("price", price); orderInfo.put("origQty", qty); orderInfo.put("symbol", getSymbol()); orderInfo.put("leverage", leverage); orderInfo.put("side", side); orderInfo.put("positionSide", PositionSide.LONG); orderInfo.put("orderStatus", status); submitOrder(orderInfo); } private void submitPositionSync(String clientPositionId, BigDecimal price, BigDecimal qty, boolean open) { if (robotId == null) { return; } JSONObject positionInfo = new JSONObject(); positionInfo.put("robotId", robotId); positionInfo.put("clientPositionId", clientPositionId); positionInfo.put("symbol", getSymbol()); positionInfo.put("leverage", leverage); positionInfo.put("positionSide", PositionSide.LONG); positionInfo.put("marginType", MarginType.CROSSED); positionInfo.put("openAvgPrice", price); positionInfo.put("qty", qty); positionInfo.put("qtyUnit", QtyUnitType.COIN); positionInfo.put("positionStatus", open ? PositionStatus.POSITION : PositionStatus.CLOSED); submitPosition(positionInfo); } // ======================== 仪表盘 ======================== private void updateDashboard() { if (statusChart == null) { return; } StringBuilder sb = new StringBuilder(); sb.append("

时间:").append(LocalDateTime.now()).append("
"); sb.append("
当前价:").append(formatPrice(currentPrice)).append("
"); sb.append("
ATR:").append(formatPrice(currentAtr)).append("
"); sb.append("
网格间距:").append(formatPrice(currentGridGap)).append("
"); sb.append("
待成交买单:").append(pendingBuyOrders.size()) .append(" / ").append(gridCount).append(" 笔
"); sb.append("
持仓待止盈:").append(openPositions.size()).append(" 笔
"); sb.append("
上限暂停:").append(upperBoundPaused ? "是" : "否").append("
"); sb.append("
下限暂停:").append(lowerBoundPaused ? "是" : "否").append("
"); JSONObject style = new JSONObject(); style.put("fontSize", "14px"); updateText(statusChart, sb.toString(), style); updateGridTable(); } private void updateGridTable() { if (gridTableChart == null || currentGridGap == null) { return; } JSONArray rows = new JSONArray(); List pending = new ArrayList<>(pendingBuyOrders.values()); pending.sort(Comparator.comparing(o -> o.buyPrice, Comparator.reverseOrder())); for (GridBuyOrder order : pending) { JSONObject row = new JSONObject(); row.put("type", "待成交买单"); row.put("price", formatPrice(order.buyPrice)); row.put("quantity", baseQuantity.toPlainString()); row.put("takeProfit", "-"); rows.add(row); } List positions = new ArrayList<>(openPositions); positions.sort(Comparator.comparing(p -> p.entryPrice, Comparator.reverseOrder())); for (GridPosition position : positions) { JSONObject row = new JSONObject(); row.put("type", "持仓"); row.put("price", formatPrice(position.entryPrice)); row.put("quantity", position.quantity.toPlainString()); row.put("takeProfit", formatPrice(position.takeProfitPrice(currentGridGap))); rows.add(row); } JSONObject option = new JSONObject(); option.put("height", 400); JSONArray columns = new JSONArray(); columns.add(buildColumn("类型", "type", 120)); columns.add(buildColumn("价格", "price", 150)); columns.add(buildColumn("数量", "quantity", 150)); columns.add(buildColumn("止盈价", "takeProfit", 150)); option.put("column", columns); ApiResult result = updateTable(gridTableChart, rows, option); if (result.getCode() != 200) { logger.debug("更新表格失败:{}", result.getMsg()); } } private JSONObject buildColumn(String label, String prop, int width) { JSONObject col = new JSONObject(); col.put("label", label); col.put("prop", prop); col.put("width", width); return col; } // ======================== 工具方法 ======================== private JSONObject buildOrderRequest(String side, String tradeSide, String orderType, BigDecimal price, BigDecimal size, boolean reduceOnly) { JSONObject orderInfo = new JSONObject(); orderInfo.put("symbol", getPlainSymbol()); orderInfo.put("marginMode", MARGIN_MODE); orderInfo.put("size", normalizeQuantity(size).toPlainString()); orderInfo.put("side", side); orderInfo.put("tradeSide", tradeSide); orderInfo.put("orderType", orderType); if (price != null) { orderInfo.put("price", normalizePrice(price).toPlainString()); } if (reduceOnly) { orderInfo.put("reduceOnly", "YES"); } return orderInfo; } private BigDecimal findLowestPendingBuyPrice() { return pendingBuyOrders.values().stream() .map(o -> o.buyPrice) .min(BigDecimal::compareTo) .orElse(null); } private boolean hasBuyOrderAt(BigDecimal price) { return pendingBuyOrders.containsKey(priceKey(normalizePrice(price))); } private BigDecimal alignPriceDown(BigDecimal price, BigDecimal gap) { if (gap == null || gap.compareTo(BigDecimal.ZERO) <= 0) { return normalizePrice(price); } BigDecimal steps = price.divide(gap, 0, RoundingMode.DOWN); return normalizePrice(steps.multiply(gap)); } private BigDecimal normalizePrice(BigDecimal price) { return price.setScale(pricePrecision, RoundingMode.HALF_UP); } private BigDecimal normalizeQuantity(BigDecimal qty) { return qty.setScale(quantityPrecision, RoundingMode.DOWN); } private String priceKey(BigDecimal price) { return normalizePrice(price).toPlainString(); } private String formatPrice(BigDecimal price) { if (price == null) { return "-"; } return normalizePrice(price).toPlainString(); } private String buildClientOrderId(String prefix, BigDecimal price) { return prefix + "_" + getPlainSymbol() + "_" + price.toPlainString() + "_" + System.currentTimeMillis(); } }