refactor(gateApi): 重构 Gate API 模块代码结构

Administrator

4 days ago 097ee94cc027baf4970c4fc5daf2aece694d08d9

 src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java

@@ -3,447 +3,327 @@
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.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 io.gate.gateapi.models.Position;
import lombok.extern.slf4j.Slf4j;

import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.List;

/**
 * Gate 网格交易服务类，使用 gate-api SDK 进行合约下单。
 * 策略：多空双开 → 设置止盈止损点位 → 网格循环交易
 * Gate 网格交易服务类。使用 Gate SDK 通过 REST API 下单。
 *
 * 测试参数：
 *   品种: XAU_USDT（黄金）
 *   杠杆: 100x（全仓）
 *   数量: 0.01 XAU
 *   网格: 0.0035（千分之三点五）
 *   整体止盈: 0.5 USDT
 *   循环次数: 3
 *   报警: 本金亏损 15%（初始本金 50 USDT）
 * <h3>状态机</h3>
 * <pre>
 *   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
 * </pre>
 *
 * <h3>架构</h3>
 * 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 {

    private final ApiClient apiClient;
    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 final String contract;
    private final String leverage;
    private final String marginMode;
    private final BigDecimal gridRate;
    private final BigDecimal overallTp;
    private final int maxCycles;
    private final BigDecimal maxLoss;
    private final String quantity;
    private final String positionMode;
    private volatile StrategyState state = StrategyState.WAITING_KLINE;

    private volatile boolean strategyActive = false;
    private int currentCycle = 0;
    private BigDecimal totalProfit = BigDecimal.ZERO;
    /** 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 Long longOrderId;
    private Long shortOrderId;
    private Long longTpOrderId;
    private Long longSlOrderId;
    private Long shortTpOrderId;
    private Long shortSlOrderId;
    private volatile BigDecimal lastKlinePrice;
    private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
    private Long userId;

    private volatile BigDecimal lastClosePrice;
    private int longReopenFails = 0;
    private int shortReopenFails = 0;

    public GateGridTradeService(String apiKey, String apiSecret,
                                 String contract, String leverage,
                                String marginMode,String positionMode,
                                 BigDecimal gridRate, BigDecimal overallTp,
                                 int maxCycles, BigDecimal maxLoss,
                                String quantity) {
        this.contract = contract;
        this.leverage = leverage;
        this.marginMode = marginMode;
        this.gridRate = gridRate;
        this.overallTp = overallTp;
        this.maxCycles = maxCycles;
        this.maxLoss = maxLoss;
        this.quantity = quantity;
        this.positionMode = positionMode;

        this.apiClient = new ApiClient();
        this.apiClient.setBasePath("https://api-testnet.gateapi.io/api/v4");
        this.apiClient.setApiKeySecret(apiKey, apiSecret);
    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());
    }

    /**
     * 初始化账户：设置持仓模式 + 杠杆
     */
    public void init() {
        try {
            futuresApi.updateContractPositionLeverageCall(
                    SETTLE, contract, leverage, marginMode, positionMode, null);
            log.info("[GateGrid] 已设置杠杆: {}x, 保证金模式: {}", leverage, marginMode);
            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] 用户ID: {}", userId);

            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            log.info("[GateGrid] 账户可用余额: {}, 总资产: {}",
                    account.getAvailable(), account.getTotal());
            String positionModeSet = account.getPositionMode();
            if (!positionMode.equals(positionModeSet)){
                futuresApi.setPositionMode(SETTLE, positionMode);
            if (!config.getPositionMode().equals(account.getPositionMode())) {
                futuresApi.setPositionMode(SETTLE, config.getPositionMode());
            }
            log.info("[GateGrid] 已设置双向持仓模式");
            log.info("[Gate] 持仓模式: {} 余额: {}", config.getPositionMode(), account.getAvailable());

            futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
            log.info("[Gate] 旧条件单已清除");

            closeExistingPositions();

            futuresApi.updateContractPositionLeverageCall(
                    SETTLE, config.getContract(), config.getLeverage(),
                    config.getMarginMode(), config.getPositionMode(), null);
            log.info("[Gate] 杠杆: {}x {}", config.getLeverage(), config.getMarginMode());
        } catch (GateApiException e) {
            log.error("[GateGrid] 初始化失败, label: {}, msg: {}", e.getErrorLabel(), e.getMessage());
            log.error("[Gate] 初始化失败, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
        } catch (ApiException e) {
            log.error("[GateGrid] 初始化API调用失败, code: {}", e.getCode());
            log.error("[Gate] 初始化失败, code:{}", e.getCode());
        }
    }

    /**
     * 启动网格策略
     * 平掉当前合约所有已有仓位。
     * 策略启动前的准备工作，确保从零持仓状态开始运行。
     */
    public void startGrid() {
        if (strategyActive) {
            log.warn("[GateGrid] 策略已在运行中");
            return;
        }
        strategyActive = true;
        currentCycle = 0;
        totalProfit = BigDecimal.ZERO;
        log.info("[GateGrid] 网格策略启动, cycle: {}", currentCycle + 1);
        dualOpenPositions();
    }

    /**
     * 停止网格策略
     */
    public void stopGrid() {
        strategyActive = false;
        cancelTpSl(longTpOrderId);
        cancelTpSl(longSlOrderId);
        cancelTpSl(shortTpOrderId);
        cancelTpSl(shortSlOrderId);
        closeAllPositions();
        log.info("[GateGrid] 网格策略已停止, 总盈亏: {}, 循环: {}", totalProfit, currentCycle);
    }

    /**
     * K线回调：收到新的收盘价
     */
    public void onKline(BigDecimal closePrice, boolean isKlineClosed) {
        lastClosePrice = closePrice;
        if (!strategyActive || !isKlineClosed) {
            return;
        }
        checkPositions(closePrice);
    }

    /**
     * 多空双开
     */
    private void dualOpenPositions() {
    private void closeExistingPositions() {
        try {
            FuturesOrder longOrder = new FuturesOrder();
            longOrder.setContract(contract);
            longOrder.setSize(quantity);
            longOrder.setPrice("0");
            longOrder.setTif(FuturesOrder.TifEnum.IOC);
            longOrder.setText("t-grid-long-" + (currentCycle + 1));
            FuturesOrder longResult = futuresApi.createFuturesOrder(SETTLE, longOrder, null);
            longOrderId = longResult.getId();
            longEntryPrice = safeDecimal(longResult.getFillPrice());
            log.info("[GateGrid] 开多成功, price: {}, id: {}", longEntryPrice, longOrderId);
            placeLongTpSl(longEntryPrice);
            java.util.List<Position> positions = futuresApi.listPositions(SETTLE).execute();
            if (positions == null || positions.isEmpty()) {
                log.info("[Gate] 无已有仓位，无需平仓");
                return;
            }

            FuturesOrder shortOrder = new FuturesOrder();
            shortOrder.setContract(contract);
            shortOrder.setSize(negateQuantity(quantity));
            shortOrder.setPrice("0");
            shortOrder.setTif(FuturesOrder.TifEnum.IOC);
            shortOrder.setText("t-grid-short-" + (currentCycle + 1));
            FuturesOrder shortResult = futuresApi.createFuturesOrder(SETTLE, shortOrder, null);
            shortOrderId = shortResult.getId();
            shortEntryPrice = safeDecimal(shortResult.getFillPrice());
            log.info("[GateGrid] 开空成功, price: {}, id: {}", shortEntryPrice, shortOrderId);
            placeShortTpSl(shortEntryPrice);
            for (Position pos : positions) {
                if (!config.getContract().equals(pos.getContract())) {
                    continue;
                }
                String sizeStr = pos.getSize();
                long size = Long.parseLong(sizeStr);
                if (size == 0) {
                    continue;
                }

            printGridInfo();
                String closeSize = size > 0 ? String.valueOf(-size) : String.valueOf(Math.abs(size));
                boolean isLong = size > 0;
                Position.ModeEnum mode = pos.getMode();

                FuturesOrder closeOrder = new FuturesOrder();
                closeOrder.setContract(config.getContract());
                closeOrder.setSize(closeSize);
                closeOrder.setPrice("0");
                closeOrder.setTif(FuturesOrder.TifEnum.IOC);
                closeOrder.setReduceOnly(true);
                if (mode != null && mode.getValue() != null && mode.getValue().contains("dual")) {
                    closeOrder.setAutoSize(isLong ? FuturesOrder.AutoSizeEnum.LONG : FuturesOrder.AutoSizeEnum.SHORT);
                }
                closeOrder.setText("t-grid-init-close");
                futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
                log.info("[Gate] 已平掉已有仓位, 方向:{}, sizes:{}, mode:{}", isLong ? "多头" : "空头", sizeStr, mode);
            }
        } catch (GateApiException e) {
            log.error("[GateGrid] 双开失败, label: {}, msg: {}", e.getErrorLabel(), e.getMessage());
            strategyActive = false;
            log.warn("[Gate] 平已有仓位失败, label:{}, msg:{}, 可能无仓位", e.getErrorLabel(), e.getMessage());
        } catch (Exception e) {
            log.error("[GateGrid] 双开异常", e);
            strategyActive = false;
            log.warn("[Gate] 平已有仓位异常, 可能无仓位", e);
        }
    }

    private void placeLongTpSl(BigDecimal entryPrice) {
        BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
        BigDecimal slPrice = entryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
        longTpOrderId = placePriceTriggeredOrder(tpPrice, FuturesPriceTrigger.RuleEnum.NUMBER_1, "close_long");
        longSlOrderId = placePriceTriggeredOrder(slPrice, FuturesPriceTrigger.RuleEnum.NUMBER_2, "close_long");
        log.info("[GateGrid] 多头TP/SL已设置, TP:{}, SL:{}, tpId:{}, slId:{}", tpPrice, slPrice, longTpOrderId, longSlOrderId);
    }

    private void placeShortTpSl(BigDecimal entryPrice) {
        BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
        BigDecimal slPrice = entryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
        shortTpOrderId = placePriceTriggeredOrder(tpPrice, FuturesPriceTrigger.RuleEnum.NUMBER_2, "close_short");
        shortSlOrderId = placePriceTriggeredOrder(slPrice, FuturesPriceTrigger.RuleEnum.NUMBER_1, "close_short");
        log.info("[GateGrid] 空头TP/SL已设置, TP:{}, SL:{}, tpId:{}, slId:{}", tpPrice, slPrice, shortTpOrderId, shortSlOrderId);
    }

    private Long placePriceTriggeredOrder(BigDecimal triggerPrice,
                                           FuturesPriceTrigger.RuleEnum rule,
                                           String autoSize) {
        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(0L);
            initial.setPrice("0");
            initial.setTif(FuturesInitialOrder.TifEnum.IOC);
            initial.setReduceOnly(true);
            initial.setAutoSize(autoSize);

            FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder();
            order.setTrigger(trigger);
            order.setInitial(initial);

            TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
            log.info("[GateGrid] 条件单已创建, triggerPrice:{}, rule:{}, autoSize:{}, id:{}",
                    triggerPrice, rule, autoSize, response.getId());
            return response.getId();
        } catch (Exception e) {
            log.error("[GateGrid] 创建条件单失败, triggerPrice:{}, rule:{}, autoSize:{}",
                    triggerPrice, rule, autoSize, e);
            return null;
        }
    }

    private void cancelTpSl(Long orderId) {
        if (orderId == null) {
    public void startGrid() {
        if (state != StrategyState.WAITING_KLINE && state != StrategyState.STOPPED) {
            log.warn("[Gate] 策略已在运行中, state:{}", state);
            return;
        }
        try {
            futuresApi.cancelPriceTriggeredOrder(SETTLE, orderId);
            log.info("[GateGrid] 已取消条件单, id:{}", orderId);
        } catch (Exception e) {
            log.warn("[GateGrid] 取消条件单失败, id:{}", orderId, e);
        state = StrategyState.WAITING_KLINE;
        cumulativePnl = BigDecimal.ZERO;
        longActive = false;
        shortActive = false;
        longReopenFails = 0;
        shortReopenFails = 0;
        log.info("[Gate] 网格策略已启动");
    }

    public void stopGrid() {
        state = StrategyState.STOPPED;
        executor.cancelAllPriceTriggeredOrders();
        executor.shutdown();
        log.info("[Gate] 策略已停止, 累计盈亏: {}", 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] 首根K线到达，开始双开...");

        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] 已激活, 多头入场:{}, 空头入场:{}, 多头止盈:{}, 空头止盈:{}",
                        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] 多头已平仓");
                longActive = false;
                tryReopenLong(0);
            } else if (hasPosition) {
                longActive = true;
                longEntryPrice = entryPrice;
            }
        } else if ("dual_short".equals(mode)) {
            if (shortActive && !hasPosition) {
                log.info("[Gate] 空头已平仓");
                shortActive = false;
                tryReopenShort(0);
            } else if (hasPosition) {
                shortActive = true;
                shortEntryPrice = entryPrice;
            }
        }
    }

    /**
     * 检查多空仓位是否触及止盈止损
     * 平仓推送回调。累加 pnl 并检查停止条件。
     */
    private void checkPositions(BigDecimal currentPrice) {
        if (longEntryPrice == null || shortEntryPrice == null) {
    public void onPositionClose(String contract, String side, BigDecimal pnl) {
        if (state == StrategyState.STOPPED) {
            return;
        }
        cumulativePnl = cumulativePnl.add(pnl);
        log.info("[Gate] 盈亏累加:{}, 方向:{}, 累计:{}", pnl, side, cumulativePnl);

        if (cumulativePnl.compareTo(config.getOverallTp()) >= 0) {
            log.info("[Gate] 已达止盈目标 {}→已停止", cumulativePnl);
            state = StrategyState.STOPPED;
        } else if (cumulativePnl.compareTo(config.getMaxLoss().negate()) <= 0) {
            log.info("[Gate] 已达亏损上限 {}→已停止", cumulativePnl);
            state = StrategyState.STOPPED;
        }
    }

    // ---- 补仓（含重试） ----

    private void tryReopenLong(int retry) {
        if (state == StrategyState.STOPPED) {
            return;
        }
        if (longActive) {
            return;
        }

        BigDecimal longTp = longEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
        BigDecimal longSl = longEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
        BigDecimal shortTp = shortEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
        BigDecimal shortSl = shortEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
        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] 多头已补开, 价格:{}", longEntryPrice);
        });
    }

        System.out.println("========== Gate 网格状态 ==========");
        System.out.println("当前价格: " + currentPrice);
        System.out.println("多头入场: " + longEntryPrice + " TP: " + longTp + " SL: " + longSl);
        System.out.println("空头入场: " + shortEntryPrice + " TP: " + shortTp + " SL: " + shortSl);
        System.out.println("累计盈亏: " + totalProfit + " 循环: " + currentCycle + "/" + maxCycles);
        System.out.println("===================================");

        // 多头止盈
        if (currentPrice.compareTo(longTp) >= 0) {
            log.info("[GateGrid] 多头止盈触发! entry:{}, current:{}", longEntryPrice, currentPrice);
            BigDecimal cnt = new BigDecimal(quantity);
            BigDecimal profit = currentPrice.subtract(longEntryPrice).multiply(cnt);
            totalProfit = totalProfit.add(profit);
            log.info("[GateGrid] 多头止盈 profit:{}, totalProfit:{}", profit, totalProfit);
            closeLongPosition();
            closeShortPosition();
            currentCycle++;
            checkStopConditions();
    private void tryReopenShort(int retry) {
        if (state == StrategyState.STOPPED) {
            return;
        }
        // 多头止损
        if (currentPrice.compareTo(longSl) <= 0) {
            log.info("[GateGrid] 多头止损触发! entry:{}, current:{}", longEntryPrice, currentPrice);
            BigDecimal cnt = new BigDecimal(quantity);
            BigDecimal loss = longEntryPrice.subtract(currentPrice).multiply(cnt);
            totalProfit = totalProfit.subtract(loss);
            log.info("[GateGrid] 多头止损 loss:{}, totalProfit:{}", loss, totalProfit);
            closeLongPosition();
            currentCycle++;
            checkStopConditions();
        if (shortActive) {
            return;
        }
        // 空头止盈
        if (currentPrice.compareTo(shortTp) <= 0) {
            log.info("[GateGrid] 空头止盈触发! entry:{}, current:{}", shortEntryPrice, currentPrice);
            BigDecimal cnt = new BigDecimal(quantity);
            BigDecimal profit = shortEntryPrice.subtract(currentPrice).multiply(cnt);
            totalProfit = totalProfit.add(profit);
            log.info("[GateGrid] 空头止盈 profit:{}, totalProfit:{}", profit, totalProfit);
            closeShortPosition();
            closeLongPosition();
            currentCycle++;
            checkStopConditions();
            return;
        }
        // 空头止损
        if (currentPrice.compareTo(shortSl) >= 0) {
            log.info("[GateGrid] 空头止损触发! entry:{}, current:{}", shortEntryPrice, currentPrice);
            BigDecimal cnt = new BigDecimal(quantity);
            BigDecimal loss = currentPrice.subtract(shortEntryPrice).multiply(cnt);
            totalProfit = totalProfit.subtract(loss);
            log.info("[GateGrid] 空头止损 loss:{}, totalProfit:{}", loss, totalProfit);
            closeShortPosition();
            currentCycle++;
            checkStopConditions();
        }

        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] 空头已补开, 价格:{}", shortEntryPrice);
        });
    }

    private void checkStopConditions() {
        if (totalProfit.compareTo(overallTp) >= 0) {
            log.info("[GateGrid] 达到整体止盈 {} USDT，停止策略", overallTp);
            strategyActive = false;
            return;
        }
        if (BigDecimal.ZERO.subtract(totalProfit).compareTo(maxLoss) >= 0) {
            log.info("[GateGrid] 亏损 {} 达到上限 {} USDT，停止策略", totalProfit.negate(), maxLoss);
            strategyActive = false;
            return;
        }
        if (currentCycle >= maxCycles) {
            log.info("[GateGrid] 达到最大循环次数 {}，停止策略", maxCycles);
            strategyActive = false;
            return;
        }
        log.info("[GateGrid] 进入下一轮循环: {}", currentCycle + 1);
        dualOpenPositions();
    // ---- 止盈价格计算 ----

    private BigDecimal longTpPrice() {
        return lastKlinePrice.multiply(BigDecimal.ONE.add(config.getGridRate()))
                .setScale(1, RoundingMode.HALF_UP);
    }

    private void closeLongPosition() {
        if (longEntryPrice == null) {
            return;
        }
        try {
            FuturesOrder closeOrder = new FuturesOrder();
            closeOrder.setContract(contract);
            closeOrder.setSize(negateQuantity(quantity));
            closeOrder.setPrice("0");
            closeOrder.setTif(FuturesOrder.TifEnum.IOC);
            closeOrder.setReduceOnly(true);
            closeOrder.setText("t-grid-close-long");
            FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
            log.info("[GateGrid] 平多成功, id: {}, fillPrice: {}", result.getId(), result.getFillPrice());
        } catch (Exception e) {
            log.error("[GateGrid] 平多失败", e);
        }
        longEntryPrice = null;
        longOrderId = null;
        cancelTpSl(longTpOrderId);
        cancelTpSl(longSlOrderId);
        longTpOrderId = null;
        longSlOrderId = null;
    private BigDecimal shortTpPrice() {
        return lastKlinePrice.multiply(BigDecimal.ONE.subtract(config.getGridRate()))
                .setScale(1, RoundingMode.HALF_UP);
    }

    private void closeShortPosition() {
        if (shortEntryPrice == null) {
            return;
        }
        try {
            FuturesOrder closeOrder = new FuturesOrder();
            closeOrder.setContract(contract);
            closeOrder.setSize(quantity);
            closeOrder.setPrice("0");
            closeOrder.setTif(FuturesOrder.TifEnum.IOC);
            closeOrder.setReduceOnly(true);
            closeOrder.setText("t-grid-close-short");
            FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
            log.info("[GateGrid] 平空成功, id: {}, fillPrice: {}", result.getId(), result.getFillPrice());
        } catch (Exception e) {
            log.error("[GateGrid] 平空失败", e);
        }
        shortEntryPrice = null;
        shortOrderId = null;
        cancelTpSl(shortTpOrderId);
        cancelTpSl(shortSlOrderId);
        shortTpOrderId = null;
        shortSlOrderId = null;
    /** 对数量取反（开多用正数，开空用负数） */
    private String negate(String qty) {
        return qty.startsWith("-") ? qty.substring(1) : "-" + qty;
    }

    private void closeAllPositions() {
        closeLongPosition();
        closeShortPosition();
    }

    private void printGridInfo() {
        BigDecimal longTp = BigDecimal.ZERO;
        BigDecimal longSl = BigDecimal.ZERO;
        BigDecimal shortTp = BigDecimal.ZERO;
        BigDecimal shortSl = BigDecimal.ZERO;
        if (longEntryPrice != null) {
            longTp = longEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
            longSl = longEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
        }
        if (shortEntryPrice != null) {
            shortTp = shortEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
            shortSl = shortEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
        }
        System.out.println("========== Gate 网格开仓 ==========");
        System.out.println("合约: " + contract + " 杠杆: " + leverage + "x " + marginMode);
        System.out.println("多头入场: " + longEntryPrice + " TP: " + longTp + " SL: " + longSl);
        System.out.println("空头入场: " + shortEntryPrice + " TP: " + shortTp + " SL: " + shortSl);
        System.out.println("数量: " + quantity + " 网格间距: " + gridRate.multiply(new BigDecimal("100")) + "%");
        System.out.println("整体止盈: " + overallTp + " USDT 最大循环: " + maxCycles);
        System.out.println("最大亏损: " + maxLoss + " USDT");
        System.out.println("=====================================");
    }

    private String negateQuantity(String qty) {
        if (qty.startsWith("-")) {
            return qty.substring(1);
        }
        return "-" + qty;
    }

    private BigDecimal safeDecimal(String val) {
        if (val == null || val.isEmpty()) {
            return BigDecimal.ZERO;
        }
        return new BigDecimal(val);
    }

    public BigDecimal getLastClosePrice() {
        return lastClosePrice;
    }

    public boolean isStrategyActive() {
        return strategyActive;
    }

    public BigDecimal getTotalProfit() {
        return totalProfit;
    }

    public int getCurrentCycle() {
        return currentCycle;
    }
    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; }
}