fix(gateApi): 修复网格交易盈亏计算逻辑

Administrator

10 hours ago 0ff8034584a5a39e4abee19360dab22d6f0c8b36

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

@@ -14,11 +14,7 @@
import java.io.IOException;
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.ArrayList;
import java.util.Collections;
import java.util.LinkedHashMap;
import java.util.List;
import java.util.Map;
import java.util.*;

import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionClosesChannelHandler;
@@ -116,6 +112,8 @@
    private final List<BigDecimal> shortPriceQueue = Collections.synchronizedList(new ArrayList<>());
    /** 多仓价格队列，升序排列（小→大），容量 gridQueueSize */
    private final List<BigDecimal> longPriceQueue = Collections.synchronizedList(new ArrayList<>());
    private final List<BigDecimal> totalLongPriceQueue = Collections.synchronizedList(new ArrayList<>());
    private final List<BigDecimal> totalShortPriceQueue = Collections.synchronizedList(new ArrayList<>());

    /** 当前多仓条件单映射：订单ID → 止盈价格，订单成交后通过订单订阅推送匹配止盈 */
    private final Map<String, BigDecimal> currentLongOrderIds = Collections.synchronizedMap(new LinkedHashMap<>());
@@ -135,6 +133,11 @@
    private volatile boolean shortActive = false;
    /** 多头是否活跃（有仓位） */
    private volatile boolean longActive = false;

    /** 多头累计止损张数（加仓订单成交后归零） */
    private volatile int accumulatedLongLossCount = 0;
    /** 空头累计止损张数（加仓订单成交后归零） */
    private volatile int accumulatedShortLossCount = 0;

    private volatile BigDecimal lastKlinePrice;
    private volatile BigDecimal markPrice = BigDecimal.ZERO;
@@ -302,8 +305,12 @@
        baseShortOpened = false;
        longActive = false;
        shortActive = false;
        accumulatedLongLossCount = 0;
        accumulatedShortLossCount = 0;
        shortPriceQueue.clear();
        longPriceQueue.clear();
        totalShortPriceQueue.clear();
        totalLongPriceQueue.clear();
        currentLongOrderIds.clear();
        currentShortOrderIds.clear();
        // 每次重启重新获取当前本金
@@ -357,6 +364,7 @@
     * @param closePrice K 线收盘价（即当前最新成交价）
     */
    public void onKline(BigDecimal closePrice) {

        lastKlinePrice = closePrice;

        //初始化0位置的开仓，并且用空的开仓价格，作为价格基准来划分网格
@@ -384,6 +392,8 @@
            return;
        }

        checkProfitAndReset();

        if (state == StrategyState.ACTIVE &&
                longActive == false &&
                    longPositionSize.compareTo(BigDecimal.ZERO) == 0){
@@ -395,6 +405,36 @@
                shortActive == false &&
                        shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
            processLongGrid(closePrice);
        }
    }

    /** Gate 永续合约 taker 费率 0.05% */
    private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.0005");
    private void checkProfitAndReset() {
        try {

            BigDecimal target = initialPrincipal.add(config.getExpectedProfit());

            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            BigDecimal totalEquity = new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl()));

            if (totalEquity.compareTo(target) > 0) {
                log.info("[Gate] 盈亏达标(净权益{}>目标{})，重置策略", totalEquity, target);
                state = StrategyState.STOPPED;
                try {
                    futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
                } catch (ApiException e) {
                    e.printStackTrace();
                }
                closeExistingPositions();
                // 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
                executor.submitTask(() -> {
                    try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
                    startGrid();
                });
            }
        } catch (Exception e) {
            log.warn("[Gate] 盈亏检查失败", e);
        }
    }

@@ -456,6 +496,8 @@
                    longPositionSize = size;
                    longEntryPrice = entryPrice;
                } else {

                    log.info("[Gate-0]多仓: {}", shortBaseEntryPrice);
                    longActive = false;
                    longPositionSize = BigDecimal.ZERO;
                    longEntryPrice = BigDecimal.ZERO;
@@ -466,6 +508,8 @@
                    shortPositionSize = size.abs();
                    shortEntryPrice = entryPrice;
                } else {

                    log.info("[Gate-0]空仓: {}", shortBaseEntryPrice);
                    shortActive = false;
                    shortPositionSize = BigDecimal.ZERO;
                    shortEntryPrice = BigDecimal.ZERO;
@@ -544,6 +588,25 @@
            return;
        }

        // [Gate-需求1] 多仓止盈触发：清空止盈状态 + 取消最远多仓止损 + 检查是否最后一个止盈
        GridElement longTpElem = GridElement.findByLongTakeProfitOrderId(orderId);
        if (longTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
            longTakeProfitTraderIdParam(longTpElem, null, false);
            log.info("[Gate] 多仓止盈触发 gridId:{}, orderId:{}", longTpElem.getId(), orderId);
            cancelFarthestLongStopLoss();
//            checkLastTakeProfitAndRestart();
            return;
        }
        // [Gate-需求1] 空仓止盈触发：清空止盈状态 + 取消最远空仓止损 + 检查是否最后一个止盈
        GridElement shortTpElem = GridElement.findByShortTakeProfitOrderId(orderId);
        if (shortTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
            shortTakeProfitTraderIdParam(shortTpElem, null, false);
            log.info("[Gate] 空仓止盈触发 gridId:{}, orderId:{}", shortTpElem.getId(), orderId);
            cancelFarthestShortStopLoss();
//            checkLastTakeProfitAndRestart();
            return;
        }

        GridElement longStopLossElem = GridElement.findByLongStopLossOrderId(orderId);
//        if (longStopLossElem != null && longPositionSize.compareTo(BigDecimal.ZERO) > 0 && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
        if (longStopLossElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
@@ -560,25 +623,170 @@
        GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
        if (shortGridElement != null) {
            if (shortGridElement.isHasShortOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
                int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
                shortEntryTraderIdParam(shortGridElement, null, false);
                // [Gate-需求2] 加仓后先撤空仓所有止盈+止损，再查交易所持仓后重挂
                cancelAllShortTakeProfitsAndStopLosses();
                // REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
                int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
                extendShortStopLoss(posSize, shortGridElement.getId());
                accumulatedShortLossCount = 0; // 加仓订单成交，重置止损累计
                log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

                int filledQty = shortGridElement.getId();
                extendShortStopLoss(filledQty);
                log.info("[Gate] 空单成交 gridId:{}", filledQty);
                // 空仓持仓超过baseQuantity时，先找多仓第一个止损位置，从该位置向下挂止盈（间隔=1）
                BigDecimal shortBaseQty = new BigDecimal(config.getBaseQuantity());
                BigDecimal shortGridQty = new BigDecimal(config.getQuantity());
                if (BigDecimal.valueOf(posSize).compareTo(shortBaseQty) > 0) {
                    BigDecimal shortExcess = BigDecimal.valueOf(posSize).subtract(shortBaseQty);
                    int shortExcessCount = shortExcess.divide(shortGridQty, 0, RoundingMode.DOWN).intValue();

                    // 找多仓第一个（最近的）止损位置
                    int firstLongSlId = 0;
                    for (GridElement e : config.getGridElements()) {
                        if (e.getLongStopLossOrderId() != null) {
                            if (firstLongSlId == 0 || e.getId() > firstLongSlId) {
                                firstLongSlId = e.getId();
                            }
                        }
                    }

                    for (int i = 0; i < shortExcessCount; i++) {
                        int tpGridId;
                        if (firstLongSlId != 0) {
                            tpGridId = firstLongSlId - i; // 从多仓第一个止损位置开始，向下挂，间隔=1
                        } else {
                            tpGridId = shortGridElement.getId() - 2 * (i + 1); // 无多仓止损时回退原逻辑
                        }
                        GridElement tpElem = GridElement.findById(tpGridId);
                        if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
                            continue;
                        }
                        BigDecimal tpPrice = tpElem.getGridPrice();
                        int finalTpGridId = tpGridId;
                        executor.placeTakeProfit(
                                tpPrice,
                                FuturesPriceTrigger.RuleEnum.NUMBER_2,
                                ORDER_TYPE_CLOSE_SHORT,
                                config.getQuantity(),
                                profitId -> {
                                    shortTakeProfitTraderIdParam(tpElem, profitId, true);
                                    log.info("[Gate] 空仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
                                            finalTpGridId, tpPrice, profitId);
                                }
                        );
                    }
                }
            }
        }
        GridElement longGridElement = GridElement.findByLongOrderId(orderId);
        if (longGridElement != null) {
            if (longGridElement.isHasLongOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")){
                longEntryTraderIdParam(longGridElement, null, false);

                int filledQty = longGridElement.getId();
                extendLongStopLoss(filledQty);
                log.info("[Gate] 多单成交 gridId:{}", filledQty);
                int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
                longEntryTraderIdParam(longGridElement, null, false);
                // [Gate-需求2] 加仓后先撤多仓所有止盈+止损，再查交易所持仓后重挂
                cancelAllLongTakeProfitsAndStopLosses();
                // REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
                int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
                extendLongStopLoss(posSize, longGridElement.getId());
                accumulatedLongLossCount = 0; // 加仓订单成交，重置止损累计
                log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

                // 多仓持仓超过baseQuantity时，先找空仓第一个止损位置，从该位置向上挂止盈（间隔=1）
                BigDecimal longBaseQty = new BigDecimal(config.getBaseQuantity());
                BigDecimal longGridQty = new BigDecimal(config.getQuantity());
                if (BigDecimal.valueOf(posSize).compareTo(longBaseQty) > 0) {
                    BigDecimal longExcess = BigDecimal.valueOf(posSize).subtract(longBaseQty);
                    int longExcessCount = longExcess.divide(longGridQty, 0, RoundingMode.DOWN).intValue();

                    // 找空仓第一个（最近的）止损位置
                    int firstShortSlId = 0;
                    for (GridElement e : config.getGridElements()) {
                        if (e.getShortStopLossOrderId() != null) {
                            if (firstShortSlId == 0 || e.getId() < firstShortSlId) {
                                firstShortSlId = e.getId();
                            }
                        }
                    }

                    for (int i = 0; i < longExcessCount; i++) {
                        int tpGridId;
                        if (firstShortSlId != 0) {
                            tpGridId = firstShortSlId + i; // 从空仓第一个止损位置开始，向上挂，间隔=1
                        } else {
                            tpGridId = longGridElement.getId() + 2 * (i + 1); // 无空仓止损时回退原逻辑
                        }
                        GridElement tpElem = GridElement.findById(tpGridId);
                        if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) {
                            continue;
                        }
                        BigDecimal tpPrice = tpElem.getGridPrice();
                        int finalTpGridId = tpGridId;
                        executor.placeTakeProfit(
                                tpPrice,
                                FuturesPriceTrigger.RuleEnum.NUMBER_1,
                                ORDER_TYPE_CLOSE_LONG,
                                negate(config.getQuantity()),
                                profitId -> {
                                    longTakeProfitTraderIdParam(tpElem, profitId, true);
                                    log.info("[Gate] 多仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
                                            finalTpGridId, tpPrice, profitId);
                                }
                        );
                    }
                }
            }
        }
    }


    /**
     * 查询交易所当前持仓张数（绝对值）。加仓/开仓后重挂止盈止损时调用，
     * 绕过本地 WS 推送缓存避免时序竞态，直接拿到交易所权威数据。
     *
     * @param mode 持仓模式（DUAL_LONG / DUAL_SHORT）
     * @return 持仓张数（绝对值），查询失败返回 0
     */
    private int queryPositionSize(Position.ModeEnum mode) {
        Position p = queryPosition(mode);
        if (p != null) {
            return new BigDecimal(p.getSize()).abs().intValue();
        }
        return 0;
    }

    /**
     * 查询交易所当前持仓均价，绕过本地 WS 推送缓存避免时序竞态。
     *
     * @param mode 持仓模式（DUAL_LONG / DUAL_SHORT）
     * @return 持仓均价，无持仓或查询失败返回 BigDecimal.ZERO
     */
    private BigDecimal queryEntryPrice(Position.ModeEnum mode) {
        Position p = queryPosition(mode);
        if (p != null && p.getEntryPrice() != null) {
            return new BigDecimal(p.getEntryPrice());
        }
        return BigDecimal.ZERO;
    }

    /**
     * 查询指定模式的持仓对象。
     */
    private Position queryPosition(Position.ModeEnum mode) {
        try {
            List<Position> positions = futuresApi.listPositions(SETTLE).execute();
            if (positions != null) {
                for (Position p : positions) {
                    if (mode == p.getMode() && config.getContract().equals(p.getContract())) {
                        return p;
                    }
                }
            }
        } catch (Exception e) {
            log.warn("[Gate] 查询{}持仓失败", mode, e);
        }
        return null;
    }

    // ---- 网格队列处理 ----

@@ -607,39 +815,84 @@
            baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
            baseGridElement.setHasShortOrder(true);

            int shortTime = 2;
            GridElement elemShort = GridElement.findById(shortTime);
            if (elemShort != null) {
                BigDecimal triggerPrice = elemShort.getGridPrice();
                String size = config.getBaseQuantity();
//            int shortTime = 2;
//            GridElement elemShort = GridElement.findById(shortTime);
//            if (elemShort != null) {
//                BigDecimal triggerPrice = elemShort.getGridPrice();
//                String size = config.getBaseQuantity();
//                executor.placeTakeProfit(
//                        triggerPrice,
//                        FuturesPriceTrigger.RuleEnum.NUMBER_1,
//                        ORDER_TYPE_CLOSE_SHORT,
//                        size,
//                        profitId -> {
//                            elemShort.setShortStopLossOrderId(profitId);
//                            GridElement.refreshIndices();
//                            log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", shortTime, triggerPrice, profitId);
//                        }
//                );
//            }
//
//
//            int longTime = -2;
//            GridElement elemLong = GridElement.findById(longTime);
//            if (elemLong != null) {
//                BigDecimal triggerPrice = elemLong.getGridPrice();
//                String size = config.getBaseQuantity();
//                executor.placeTakeProfit(
//                        triggerPrice,
//                        FuturesPriceTrigger.RuleEnum.NUMBER_2,
//                        ORDER_TYPE_CLOSE_LONG,
//                        negate(size),
//                        profitId -> {
//                            elemLong.setLongStopLossOrderId(profitId);
//                            GridElement.refreshIndices();
//                            log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", longTime, triggerPrice, profitId);
//                        }
//                );
//            }

            int shortTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
            for (int id = 2; id <= shortTime; id++) {
                GridElement elem = GridElement.findById(id);
                if (elem == null) {
                    continue;
                }
                BigDecimal triggerPrice = elem.getGridPrice();
                String size = config.getQuantity();
                int finalId = id;
                executor.placeTakeProfit(
                        triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_1,
                        ORDER_TYPE_CLOSE_SHORT,
                        size,
                        profitId -> {
                            elemShort.setShortStopLossOrderId(profitId);
                            elem.setShortStopLossOrderId(profitId);
                            GridElement.refreshIndices();
                            log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", shortTime, triggerPrice, profitId);
                            log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                        }
                );
            }


            int longTime = -2;
            GridElement elemLong = GridElement.findById(longTime);
            if (elemLong != null) {
                BigDecimal triggerPrice = elemLong.getGridPrice();
                String size = config.getBaseQuantity();
            int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
            for (int id = -2; id >= -longTime; id--) {
                GridElement elem = GridElement.findById(id);
                if (elem == null) {
                    continue;
                }
                BigDecimal triggerPrice = elem.getGridPrice();
                String size = config.getQuantity();
                int finalId = id;
                executor.placeTakeProfit(
                        triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_2,
                        ORDER_TYPE_CLOSE_LONG,
                        negate(size),
                        profitId -> {
                            elemLong.setLongStopLossOrderId(profitId);
                            elem.setLongStopLossOrderId(profitId);
                            GridElement.refreshIndices();
                            log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", longTime, triggerPrice, profitId);
                            log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                        }
                );
            }
@@ -702,12 +955,17 @@
     */
    private void generateShortQueue() {
        shortPriceQueue.clear();
        totalShortPriceQueue.clear();
        totalLongPriceQueue.clear();
        int prec = config.getPriceScale();
        BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(prec, RoundingMode.HALF_UP);
        config.setStep(step);
        BigDecimal elem = shortBaseEntryPrice.subtract(step).setScale(prec, RoundingMode.HALF_UP);
            for (int i = 0; i < config.getGridQueueSize(); i++) {
                shortPriceQueue.add(elem);
                totalLongPriceQueue.add( elem);
                totalShortPriceQueue.add( elem);

                elem = elem.subtract(step).setScale(prec, RoundingMode.HALF_UP);
                if (elem.compareTo(BigDecimal.ZERO) <= 0) {
                    break;
@@ -729,10 +987,16 @@
        BigDecimal elem = shortBaseEntryPrice.add(step).setScale(prec, RoundingMode.HALF_UP);
        for (int i = 0; i < config.getGridQueueSize(); i++) {
            longPriceQueue.add(elem);
            totalLongPriceQueue.add( elem);
            totalShortPriceQueue.add( elem);
            elem = elem.add(step).setScale(prec, RoundingMode.HALF_UP);
        }
        longPriceQueue.sort(BigDecimal::compareTo);
        log.info("[Gate] 多队列:{}", longPriceQueue);
        totalShortPriceQueue.sort((a, b) -> b.compareTo(a));
        log.info("[Gate] 队列从大到小:{}", totalShortPriceQueue);
        totalLongPriceQueue.sort(BigDecimal::compareTo);
        log.info("[Gate] 队列从小到大:{}", totalLongPriceQueue);
    }

    /**
@@ -756,7 +1020,8 @@
        //根据精度转换成小数
        int prec = config.getPriceScale();
        BigDecimal step = config.getStep();
        String qty = config.getBaseQuantity();
//        String qty = config.getBaseQuantity();
        String qty = config.getQuantity();

        // 空仓队列：id 从 -1 自减, shortPriceQueue[i] → id=-(i+1)
        for (int i = 0; i < shortSize; i++) {
@@ -804,8 +1069,8 @@
            elements.add(GridElement.builder()
                    .id(0)
                    .gridPrice(price)
                    .upId(shortSize > 0 ? 1 : null)
                    .downId(longSize > 0 ? -1 : null)
                    .upId(longSize > 0 ? 1 : null)
                    .downId(shortSize > 0 ? -1 : null)
                    .longTraderParam(longParam)
                    .shortTraderParam(shortParam)
                    .build());
@@ -843,16 +1108,17 @@
        log.info("[Gate] 网格元素列表已构建, 共{}个元素 (空仓:{} 位置:0 多仓:{})", elements.size(), shortSize, longSize);
    }


    private void processShortGrid(BigDecimal currentPrice) {
        BigDecimal matched = BigDecimal.ZERO;
        synchronized (shortPriceQueue) {
            for (BigDecimal p : shortPriceQueue) {
        synchronized (totalLongPriceQueue) {
            for (BigDecimal p : totalLongPriceQueue) {
                if (p.compareTo(currentPrice) >= 0) {
                    matched =  p;
                } else {
                    break;
                }
            }
//            log.info("[Gate-1] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
            if (BigDecimal.ZERO.compareTo( matched) == 0) {
                return;
            }
@@ -864,24 +1130,27 @@
                    GridElement newEntryGrid = GridElement.findById(upId);

                    if (newEntryGrid != null) {
                        log.info("[Gate] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);

                        GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());
                        String quantity = cancelGridElement != null
                                ? cancelGridElement.getLongTraderParam().getQuantity()
                                : config.getBaseQuantity();
                        if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
                            String longOrderId = cancelGridElement.getLongOrderId();
                            executor.cancelConditionalOrder(longOrderId, oid -> {
                                longEntryTraderIdParam(cancelGridElement, null, false);
                                log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", cancelGridElement.getId(),longOrderId);
                            });
                        }
//                        log.info("[Gate-2] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
                        if (!newEntryGrid.isHasLongOrder()) {
                            BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                            String size = config.getBaseQuantity();
                            String size = quantity;
                            log.info("[Gate] 多仓仓位归零 gridId:{}, 挂{}基础张多单",
                                    newEntryGrid.getId(),  size);
                            newEntryGrid.getLongTraderParam().setQuantity(size);
                            placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                                    FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
                        }


                        GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());
                        if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
                            longEntryTraderIdParam(cancelGridElement, null, false);
                            executor.cancelConditionalOrder(cancelGridElement.getLongOrderId(), oid -> {
                                log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单", cancelGridElement.getId());
                            });
                        }
                    }
                }
@@ -892,14 +1161,14 @@

    private void processLongGrid(BigDecimal currentPrice) {
        BigDecimal matched = BigDecimal.ZERO;
        synchronized (longPriceQueue) {
            for (BigDecimal p : longPriceQueue) {
        synchronized (totalShortPriceQueue) {
            for (BigDecimal p : totalShortPriceQueue) {
                if (p.compareTo(currentPrice) <= 0) {
                    matched = p;
                } else {
                    break;
                }
            }
//            log.info("[Gate-3] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
            if (BigDecimal.ZERO.compareTo( matched) == 0) {
                return;
            }
@@ -911,26 +1180,31 @@
                    GridElement newEntryGrid = GridElement.findById(downId);

                    if (newEntryGrid != null) {
                        log.info("[Gate] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);

                        GridElement cancelGridElement = GridElement.findById(newEntryGrid.getDownId());

                        String quantity = cancelGridElement != null
                                ? cancelGridElement.getShortTraderParam().getQuantity()
                                : config.getBaseQuantity();
                        /**
                         * 看是否有空仓挂单，有就取消
                         */
                        if (cancelGridElement != null && cancelGridElement.isHasShortOrder()) {
                            String shortOrderId = cancelGridElement.getShortOrderId();
                            executor.cancelConditionalOrder(shortOrderId, oid -> {
                                shortEntryTraderIdParam(cancelGridElement, null, false);
                                log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", cancelGridElement.getId(),shortOrderId);
                            });
                        }
//                        log.info("[Gate-4] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
                        if (!newEntryGrid.isHasShortOrder()){
                            BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                            String size = config.getBaseQuantity();
                            String size = quantity;
                            log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
                                    newEntryGrid.getId(),  size);
                            newEntryGrid.getShortTraderParam().setQuantity(size);
                            placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                                    FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
                        }

                        GridElement cancelGridElement = GridElement.findById(newEntryGrid.getDownId());
                        /**
                         * 看是否有空仓挂单，有就取消
                         */
                        if (cancelGridElement != null && cancelGridElement.isHasShortOrder()) {
                            shortEntryTraderIdParam(cancelGridElement, null, false);
                            executor.cancelConditionalOrder(cancelGridElement.getShortOrderId(), oid -> {
                                log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单", cancelGridElement.getId());
                            });
                        }

                    }
@@ -953,12 +1227,65 @@
            return;
        }

        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        String size = config.getBaseQuantity();
        log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}基础张多单=",
                gridId, newEntryGridId, size);
        placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
        // [Gate-BugFix] 防止与"仓位归零"重复下单：若该网格已有挂单则跳过
        if (!newEntryGrid.isHasLongOrder()) {
            BigDecimal triggerPrice = newEntryGrid.getGridPrice();

            // 止损触发后持仓在减少，取REST和WS缓存中较小值更准确
            int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
            int maxPos = config.getMaxPositionSize();
            int targetAmount = Integer.parseInt(config.getQuantity()) * 2; // quantity + 本次止损量
            int addSize;
            if (maxPos > 0) {
                int remainingRoom = maxPos - posSize;
                if (remainingRoom <= 0) {
                    log.warn("[Gate] 多仓止损触发 gridId:{}, 当前持仓{}/{}已达上限，跳过追单",
                            gridId, posSize, maxPos);
                    addSize = 0;
                } else {
                    addSize = Math.min(remainingRoom, targetAmount);
                }
            } else {
                addSize = targetAmount;
            }
            if (addSize > 0) {
                String size = String.valueOf(addSize);
                log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}补{}张多单(当前{}/上限{})",
                        gridId, newEntryGridId, size, posSize, maxPos > 0 ? maxPos : "无");
                newEntryGrid.getLongTraderParam().setQuantity(size);
                placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
            }
        }else{
            log.warn("[Gate] 多仓止损触发 gridId:{}, 目标gridId:{}已有挂单，跳过重复下单", gridId, newEntryGridId);
        }

        int cancelGridId = gridId + 2;
        GridElement cancelGrid = GridElement.findById(cancelGridId);
        if (cancelGrid != null && cancelGrid.isHasLongOrder()) {
            executor.cancelConditionalOrder(cancelGrid.getLongOrderId(), oid -> {
                longEntryTraderIdParam(cancelGrid, null, false);
                log.info("[Gate] 多仓止损触发, 取消gridId:{}的多单", cancelGridId);
            });
        }

        // 止损触发时，取消最远的多仓止盈订单
        GridElement farthestLongTp = null;
        for (GridElement e : config.getGridElements()) {
            if (e.getLongTakeProfitOrderId() != null) {
                if (farthestLongTp == null || e.getGridPrice().compareTo(farthestLongTp.getGridPrice()) > 0) {
                    farthestLongTp = e;
                }
            }
        }
        if (farthestLongTp != null) {
            String tpOrderId = farthestLongTp.getLongTakeProfitOrderId();
            GridElement finalFarthestLongTp = farthestLongTp;
            executor.cancelConditionalOrder(tpOrderId, oid -> {
                longTakeProfitTraderIdParam(finalFarthestLongTp, null, false);
                log.info("[Gate] 多仓止损触发, 取消最远止盈 gridId:{}, orderId:{}", finalFarthestLongTp.getId(), tpOrderId);
            });
        }
    }

    private void handleShortStopLossTriggered(GridElement gridElement) {
@@ -975,28 +1302,281 @@
            return;
        }

        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        String size =config.getBaseQuantity();
        log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}基础张空单",
                gridId, newEntryGridId, size);
        newEntryGrid.getShortTraderParam().setQuantity(size);
        placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
        // [Gate-BugFix] 防止与"仓位归零"重复下单：若该网格已有挂单则跳过
        if (!newEntryGrid.isHasShortOrder()) {
            BigDecimal triggerPrice = newEntryGrid.getGridPrice();

            // 止损触发后持仓在减少，取REST和WS缓存中较小值更准确
            int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
            int maxPos = config.getMaxPositionSize();
            int targetAmount = Integer.parseInt(config.getQuantity()) * 2; // quantity + 本次止损量
            int addSize;
            if (maxPos > 0) {
                int remainingRoom = maxPos - posSize;
                if (remainingRoom <= 0) {
                    log.warn("[Gate] 空仓止损触发 gridId:{}, 当前持仓{}/{}已达上限，跳过追单",
                            gridId, posSize, maxPos);
                    addSize = 0;
                } else {
                    addSize = Math.min(remainingRoom, targetAmount);
                }
            } else {
                addSize = targetAmount;
            }
            if (addSize > 0) {
                String size = String.valueOf(addSize);
                log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}补{}张空单(当前{}/上限{})",
                        gridId, newEntryGridId, size, posSize, maxPos > 0 ? maxPos : "无");
                newEntryGrid.getShortTraderParam().setQuantity(size);
                placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
            }
        }else{
            log.warn("[Gate] 空仓止损触发 gridId:{}, 目标gridId:{}已有挂单，跳过重复下单", gridId, newEntryGridId);
        }




        int cancelGridId = gridId - 2;
        GridElement cancelGrid = GridElement.findById(cancelGridId);
        if (cancelGrid != null && cancelGrid.isHasShortOrder()) {
            executor.cancelConditionalOrder(cancelGrid.getShortOrderId(), oid -> {
                shortEntryTraderIdParam(cancelGrid, null, false);
                log.info("[Gate] 空仓止损触发, 取消gridId:{}的空单", cancelGridId);
            });
        }

        // 止损触发时，取消最远的空仓止盈订单
        GridElement farthestShortTp = null;
        for (GridElement e : config.getGridElements()) {
            if (e.getShortTakeProfitOrderId() != null) {
                if (farthestShortTp == null || e.getGridPrice().compareTo(farthestShortTp.getGridPrice()) < 0) {
                    farthestShortTp = e;
                }
            }
        }
        if (farthestShortTp != null) {
            String tpOrderId = farthestShortTp.getShortTakeProfitOrderId();
            GridElement finalFarthestShortTp = farthestShortTp;
            executor.cancelConditionalOrder(tpOrderId, oid -> {
                shortTakeProfitTraderIdParam(finalFarthestShortTp, null, false);
                log.info("[Gate] 空仓止损触发, 取消最远止盈 gridId:{}, orderId:{}", finalFarthestShortTp.getId(), tpOrderId);
            });
        }
    }

    private void extendLongStopLoss(int filledQty) {
        int furthestSlId = filledQty - 2;
        log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}", furthestSlId);
        GridElement elem = GridElement.findById(furthestSlId);
        if (elem != null) {
    // ========== 止盈/止损取消辅助方法 ==========

    /**
     * 止盈触发后检查跨度是否达至要求，满足条件则重启策略。
     *
     * <h3>跨度定义</h3>
     * {@code restartGridSpan} 表示多少倍的绝对步长 step（= 短基价 × gridRate）。
     *
     * <h3>判断逻辑</h3>
     * <ol>
     *   <li>多空双边均有持仓：longEntryPrice − shortEntryPrice > span × step</li>
     *   <li>仅持多仓：currentPrice − longEntryPrice > span × step</li>
     *   <li>仅持空仓：shortEntryPrice − currentPrice > span × step</li>
     * </ol>
     * restartGridSpan=0 时禁用此功能。重启复用仓位归零模式：取消全部条件单 → 平仓 → 延迟启动。
     */
    private void checkLastTakeProfitAndRestart() {
        int span = config.getRestartGridSpan();
        if (span <= 0) {
            return;
        }

        // 检查是否还有剩余止盈单，只有多空止盈全部清空才继续
        if (GridElement.getLongTakeProfitCount() > 0 || GridElement.getShortTakeProfitCount() > 0) {
            log.info("[Gate] 尚有未触发止盈单, 暂不检查跨度重启 longTpCount:{}, shortTpCount:{}",
                    GridElement.getLongTakeProfitCount(), GridElement.getShortTakeProfitCount());
            return;
        }

        BigDecimal step = config.getStep();
        if (step == null || step.compareTo(BigDecimal.ZERO) == 0) {
            return;
        }
        BigDecimal threshold = step.multiply(new BigDecimal(span));

        BigDecimal currentPrice = lastKlinePrice;
        if (currentPrice == null || currentPrice.compareTo(BigDecimal.ZERO) == 0) {
            return;
        }

        // 查交易所获取最新持仓均价和持仓量，不用本地缓存避免 WS 时序竞态
        Position longPos = queryPosition(Position.ModeEnum.DUAL_LONG);
        Position shortPos = queryPosition(Position.ModeEnum.DUAL_SHORT);
        boolean hasLong = longPos != null && Math.abs(Integer.parseInt(longPos.getSize())) > 0;
        boolean hasShort = shortPos != null && Math.abs(Integer.parseInt(shortPos.getSize())) > 0;
        BigDecimal longAvgPrice = (longPos != null && longPos.getEntryPrice() != null)
                ? new BigDecimal(longPos.getEntryPrice()) : BigDecimal.ZERO;
        BigDecimal shortAvgPrice = (shortPos != null && shortPos.getEntryPrice() != null)
                ? new BigDecimal(shortPos.getEntryPrice()) : BigDecimal.ZERO;

        boolean shouldRestart = false;
        String reason = "";

        if (hasLong && hasShort) {
            // 多空双边持仓：|多均价 − 空均价| > span × step
            BigDecimal gap = shortAvgPrice.subtract(longAvgPrice);
            if (gap.compareTo(threshold) >= 0) {
                shouldRestart = true;
                reason = StrUtil.format("双边跨度 |多均价:{} − 空均价:{}| = {} >= {} (span:{}×step:{})",
                        longAvgPrice, shortAvgPrice, gap, threshold, span, step);
            }
        } else if (hasLong) {
            // 仅持多仓：当前价 − 多均价 > span × step
            BigDecimal gap = currentPrice.subtract(longAvgPrice);
            if (gap.compareTo(threshold) >= 0) {
                shouldRestart = true;
                reason = StrUtil.format("多仓跨度 当前价:{} − 多均价:{} = {} > {} (span:{}×step:{})",
                        currentPrice, longAvgPrice, gap, threshold, span, step);
            }
        } else if (hasShort) {
            // 仅持空仓：空均价 − 当前价 > span × step
            BigDecimal gap = shortAvgPrice.subtract(currentPrice);
            if (gap.compareTo(threshold) >= 0) {
                shouldRestart = true;
                reason = StrUtil.format("空仓跨度 空均价:{} − 当前价:{} = {} > {} (span:{}×step:{})",
                        shortAvgPrice, currentPrice, gap, threshold, span, step);
            }
        }

        if (shouldRestart) {
            log.info("[Gate] 跨度已达要求 → {}，最后一个止盈触发策略重启", reason);
            try {
                futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
            } catch (ApiException ex) {
                log.warn("[Gate] 重启前清理条件单失败", ex);
            }
            closeExistingPositions();
            state = StrategyState.STOPPED;
            executor.submitTask(() -> {
                try { Thread.sleep(3000); } catch (InterruptedException ex) { Thread.currentThread().interrupt(); }
                startGrid();
            });
        }
    }

    /**
     * 取消最远的多仓止损订单。
     * 多仓止损在 gridId 负方向，最远 = id 最小。
     */
    private void cancelFarthestLongStopLoss() {
        GridElement farthest = null;
        for (GridElement e : config.getGridElements()) {
            if (e.getLongStopLossOrderId() != null) {
                if (farthest == null || e.getId() < farthest.getId()) {
                    farthest = e;
                }
            }
        }
        if (farthest != null) {
            String slId = farthest.getLongStopLossOrderId();
            farthest.setLongStopLossOrderId(null);
            GridElement.refreshIndices();
            GridElement finalFarthest = farthest;
            executor.cancelConditionalOrder(slId, oid ->
                    log.info("[Gate] 止盈触发, 取消最远多仓止损 gridId:{}, orderId:{}", finalFarthest.getId(), slId));
        }
    }

    /**
     * 取消最远的空仓止损订单。
     * 空仓止损在 gridId 正方向，最远 = id 最大。
     */
    private void cancelFarthestShortStopLoss() {
        GridElement farthest = null;
        for (GridElement e : config.getGridElements()) {
            if (e.getShortStopLossOrderId() != null) {
                if (farthest == null || e.getId() > farthest.getId()) {
                    farthest = e;
                }
            }
        }
        if (farthest != null) {
            String slId = farthest.getShortStopLossOrderId();
            farthest.setShortStopLossOrderId(null);
            GridElement.refreshIndices();
            GridElement finalFarthest = farthest;
            executor.cancelConditionalOrder(slId, oid ->
                    log.info("[Gate] 止盈触发, 取消最远空仓止损 gridId:{}, orderId:{}", finalFarthest.getId(), slId));
        }
    }

    /**
     * 取消所有多仓止盈 + 多仓止损订单（加仓后重建前清场）。
     */
    private void cancelAllLongTakeProfitsAndStopLosses() {
        for (GridElement e : config.getGridElements()) {
            String tpId = e.getLongTakeProfitOrderId();
            if (tpId != null) {
                e.setLongTakeProfitOrderId(null);
                executor.cancelConditionalOrder(tpId, oid -> {});
            }
            String slId = e.getLongStopLossOrderId();
            if (slId != null) {
                e.setLongStopLossOrderId(null);
                executor.cancelConditionalOrder(slId, oid -> {});
            }
        }
        GridElement.refreshIndices();
        log.info("[Gate] 已提交取消所有多仓止盈+止损");
    }

    /**
     * 取消所有空仓止盈 + 空仓止损订单（加仓后重建前清场）。
     */
    private void cancelAllShortTakeProfitsAndStopLosses() {
        for (GridElement e : config.getGridElements()) {
            String tpId = e.getShortTakeProfitOrderId();
            if (tpId != null) {
                e.setShortTakeProfitOrderId(null);
                executor.cancelConditionalOrder(tpId, oid -> {});
            }
            String slId = e.getShortStopLossOrderId();
            if (slId != null) {
                e.setShortStopLossOrderId(null);
                executor.cancelConditionalOrder(slId, oid -> {});
            }
        }
        GridElement.refreshIndices();
        log.info("[Gate] 已提交取消所有空仓止盈+止损");
    }

    // ========== 止损追单 ==========

    private void extendLongStopLoss(int filledQty,int gridId) {
        int furthestSlId = 0;
        for (GridElement e : config.getGridElements()) {
            if (e.getLongStopLossOrderId() != null && e.getId() < furthestSlId) {
                furthestSlId = e.getId();
            }
        }

        int interval  = 1;
        if (furthestSlId == 0) {
            furthestSlId = gridId;
            interval = 2;
        }
        int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
        log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
        for (int i = 0; i < stopLossCount; i++) {
            int newSlId = furthestSlId - i - interval;
            GridElement elem = GridElement.findById(newSlId);
            if (elem == null) {
                continue;
            }
            BigDecimal triggerPrice = elem.getGridPrice();
            int finalSlId = elem.getId();
            String size = config.getBaseQuantity();
            int finalSlId = newSlId;
            executor.placeTakeProfit(
                    triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    ORDER_TYPE_CLOSE_LONG,
                    negate(size),
                    negate(config.getQuantity()),
                    profitId -> {
                        elem.setLongStopLossOrderId(profitId);
                        GridElement.refreshIndices();
@@ -1006,19 +1586,34 @@
        }
    }

    private void extendShortStopLoss(int filledQty) {
        int furthestSlId = filledQty + 2;
        log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}", furthestSlId);
        GridElement elem = GridElement.findById(furthestSlId);
        if (elem != null) {
    private void extendShortStopLoss(int filledQty, int gridId) {
        int furthestSlId = 0;
        for (GridElement e : config.getGridElements()) {
            if (e.getShortStopLossOrderId() != null && e.getId() > furthestSlId) {
                furthestSlId = e.getId();
            }
        }

        int interval  = 1;
        if (furthestSlId == 0) {
            furthestSlId = gridId;
            interval = 2;
        }
        int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
        log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
        for (int i = 0; i < stopLossCount; i++) {
            int newSlId = furthestSlId + i + interval;
            GridElement elem = GridElement.findById(newSlId);
            if (elem == null) {
                continue;
            }
            BigDecimal triggerPrice = elem.getGridPrice();
            int finalSlId = elem.getId();
            String size = config.getBaseQuantity();
            int finalSlId = newSlId;
            executor.placeTakeProfit(
                    triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    ORDER_TYPE_CLOSE_SHORT,
                    size,
                    config.getQuantity(),
                    profitId -> {
                        elem.setShortStopLossOrderId(profitId);
                        GridElement.refreshIndices();