Administrator
2026-07-13 2192894b87bde96adaa65d5d78ffbe77768d0e0b
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -138,8 +138,6 @@
    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;
    /** 是否首次挂单成交(初始化后重置为 true,首次成交后置 false) */
    private volatile boolean firstFillAfterInit = true;
    private volatile BigDecimal lastKlinePrice;
    private volatile BigDecimal markPrice = BigDecimal.ZERO;
@@ -309,7 +307,6 @@
        shortActive = false;
        accumulatedLongLossCount = 0;
        accumulatedShortLossCount = 0;
        firstFillAfterInit = true;
        shortPriceQueue.clear();
        longPriceQueue.clear();
        totalShortPriceQueue.clear();
@@ -594,21 +591,20 @@
            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
        // [Gate-需求1] 多仓止盈触发:清空止盈状态 + 取消最近多仓止损
        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();
            cancelNearestLongStopLoss();
            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
        // [Gate-需求1] 空仓止盈触发:清空止盈状态 + 取消最近空仓止损
        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();
            cancelNearestShortStopLoss();
//            checkLastTakeProfitAndRestart();
            return;
        }
@@ -631,11 +627,6 @@
            if (shortGridElement.isHasShortOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
                int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
                shortEntryTraderIdParam(shortGridElement, null, false);
                // 首次挂单成交,取消初始化阶段挂的所有止盈单
                if (firstFillAfterInit) {
                    cancelAllInitialTakeProfits();
                    firstFillAfterInit = 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
@@ -643,73 +634,68 @@
                extendShortStopLoss(posSize, shortGridElement.getId());
                log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
                int tpGridId = 0;
                GridElement tpElem = GridElement.findById(tpGridId);
                // 已有止盈单先取消再重挂
                String existingShortTpId = tpElem.getShortTakeProfitOrderId();
                if (existingShortTpId != null) {
                    executor.cancelConditionalOrder(existingShortTpId, oid -> {
                        shortTakeProfitTraderIdParam(tpElem, null, false);
                        log.info("[Gate] 空仓止盈取消(gridId:{}),准备重挂", tpGridId);
                    });
                }
                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);
                        }
                );
//                int tpGridId = 0;
//                GridElement tpElem = GridElement.findById(tpGridId);
//                // 已有止盈单先取消再重挂
//                String existingShortTpId = tpElem.getShortTakeProfitOrderId();
//                if (existingShortTpId != null) {
//                    executor.cancelConditionalOrder(existingShortTpId, oid -> {
//                        shortTakeProfitTraderIdParam(tpElem, null, false);
//                        log.info("[Gate] 空仓止盈取消(gridId:{}),准备重挂", tpGridId);
//                    });
//                }
//                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);
//                        }
//                );
//                // 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();
//
                // 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 (e.hasLongStopLossOrders()) {
//                            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);
//                                }
//                        );
//                    }
//                }
                    for (int i = 0; i < shortExcessCount; i++) {
                        int tpGridId = shortGridElement.getId() - 2 * (i + 1);
                        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);
@@ -718,11 +704,6 @@
                int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
                longEntryTraderIdParam(longGridElement, null, false);
                // 首次挂单成交,取消初始化阶段挂的所有止盈单
                if (firstFillAfterInit) {
                    cancelAllInitialTakeProfits();
                    firstFillAfterInit = 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
@@ -730,73 +711,68 @@
                extendLongStopLoss(posSize, longGridElement.getId());
                log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
                int tpGridId = 0;
                GridElement tpElem = GridElement.findById(tpGridId);
                // 已有止盈单先取消再重挂
                String existingLongTpId = tpElem.getLongTakeProfitOrderId();
                if (existingLongTpId != null) {
                    executor.cancelConditionalOrder(existingLongTpId, oid -> {
                        longTakeProfitTraderIdParam(tpElem, null, false);
                        log.info("[Gate] 多仓止盈取消(gridId:{}),准备重挂", tpGridId);
                    });
                }
                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);
                        }
                );
//                int tpGridId = 0;
//                GridElement tpElem = GridElement.findById(tpGridId);
//                // 已有止盈单先取消再重挂
//                String existingLongTpId = tpElem.getLongTakeProfitOrderId();
//                if (existingLongTpId != null) {
//                    executor.cancelConditionalOrder(existingLongTpId, oid -> {
//                        longTakeProfitTraderIdParam(tpElem, null, false);
//                        log.info("[Gate] 多仓止盈取消(gridId:{}),准备重挂", tpGridId);
//                    });
//                }
//                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);
//                        }
//                );
//                // 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();
//
                // 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 (e.hasShortStopLossOrders()) {
//                            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);
//                                }
//                        );
//                    }
//                }
                    for (int i = 0; i < longExcessCount; i++) {
                        int tpGridId = longGridElement.getId() + 2 * (i + 1);
                        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);
                                }
                        );
                    }
                }
            }
        }
    }
@@ -877,42 +853,42 @@
            baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
            baseGridElement.setHasShortOrder(true);
            // 空仓止损对应的多仓止盈:多仓止盈挂在ID=3
            int tpGridIdLong = 3;
            GridElement tpElemLong = GridElement.findById(tpGridIdLong);
            BigDecimal triggerPriceLong = tpElemLong.getGridPrice();
            String sizeLong = config.getBaseQuantity();
            executor.placeTakeProfit(
                    triggerPriceLong,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    ORDER_TYPE_CLOSE_LONG,
                    negate(sizeLong),
                    profitId -> {
                        tpElemLong.setLongTakeProfitOrderId(profitId);
                        GridElement.refreshIndices();
                        log.info("[Gate] 多仓止盈已挂(gridId:{}多止盈), 触发价:{}, takeProfitId:{}",
                                tpGridIdLong, triggerPriceLong, profitId);
                    }
            );
            // 多仓止损对应的空仓止盈:空仓止盈挂在ID=-3
            int tpGridIdShort = -3;
            GridElement tpElemShort = GridElement.findById(tpGridIdShort);
            BigDecimal triggerPriceShort = tpElemShort.getGridPrice();
            String sizeShort = config.getBaseQuantity();
            executor.placeTakeProfit(
                    triggerPriceShort,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    ORDER_TYPE_CLOSE_SHORT,
                    sizeShort,
                    profitId -> {
                        tpElemShort.setShortTakeProfitOrderId(profitId);
                        GridElement.refreshIndices();
                        log.info("[Gate] 空仓止盈已挂(gridId:{}空止盈), 触发价:{}, takeProfitId:{}",
                                tpGridIdShort, triggerPriceShort, profitId);
                    }
            );
//            // 空仓止损对应的多仓止盈:多仓止盈挂在ID=3
//            int tpGridIdLong = 3;
//            GridElement tpElemLong = GridElement.findById(tpGridIdLong);
//            BigDecimal triggerPriceLong = tpElemLong.getGridPrice();
//            String sizeLong = config.getBaseQuantity();
//            executor.placeTakeProfit(
//                    triggerPriceLong,
//                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
//                    ORDER_TYPE_CLOSE_LONG,
//                    negate(sizeLong),
//                    profitId -> {
//                        tpElemLong.setLongTakeProfitOrderId(profitId);
//                        GridElement.refreshIndices();
//                        log.info("[Gate] 多仓止盈已挂(gridId:{}多止盈), 触发价:{}, takeProfitId:{}",
//                                tpGridIdLong, triggerPriceLong, profitId);
//                    }
//            );
//
//
//            // 多仓止损对应的空仓止盈:空仓止盈挂在ID=-3
//            int tpGridIdShort = -3;
//            GridElement tpElemShort = GridElement.findById(tpGridIdShort);
//            BigDecimal triggerPriceShort = tpElemShort.getGridPrice();
//            String sizeShort = config.getBaseQuantity();
//            executor.placeTakeProfit(
//                    triggerPriceShort,
//                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
//                    ORDER_TYPE_CLOSE_SHORT,
//                    sizeShort,
//                    profitId -> {
//                        tpElemShort.setShortTakeProfitOrderId(profitId);
//                        GridElement.refreshIndices();
//                        log.info("[Gate] 空仓止盈已挂(gridId:{}空止盈), 触发价:{}, takeProfitId:{}",
//                                tpGridIdShort, triggerPriceShort, profitId);
//                    }
//            );
//            int shortTime = 2;
//            GridElement elemShort = GridElement.findById(shortTime);
@@ -925,7 +901,7 @@
//                        ORDER_TYPE_CLOSE_SHORT,
//                        size,
//                        profitId -> {
//                            elemShort.setShortStopLossOrderId(profitId);
//                            elemShort.addShortStopLossOrderId(profitId);
//                            GridElement.refreshIndices();
//                            log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", shortTime, triggerPrice, profitId);
//                        }
@@ -944,7 +920,7 @@
//                        ORDER_TYPE_CLOSE_LONG,
//                        negate(size),
//                        profitId -> {
//                            elemLong.setLongStopLossOrderId(profitId);
//                            elemLong.addLongStopLossOrderId(profitId);
//                            GridElement.refreshIndices();
//                            log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", longTime, triggerPrice, profitId);
//                        }
@@ -966,7 +942,7 @@
                        ORDER_TYPE_CLOSE_SHORT,
                        size,
                        profitId -> {
                            elem.setShortStopLossOrderId(profitId);
                            elem.addShortStopLossOrderId(profitId);
                            GridElement.refreshIndices();
                            log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                        }
@@ -990,7 +966,7 @@
                        ORDER_TYPE_CLOSE_LONG,
                        negate(size),
                        profitId -> {
                            elem.setLongStopLossOrderId(profitId);
                            elem.addLongStopLossOrderId(profitId);
                            GridElement.refreshIndices();
                            log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                        }
@@ -1314,7 +1290,7 @@
    }
    private void handleLongStopLossTriggered(GridElement gridElement) {
        gridElement.setLongStopLossOrderId(null);
        gridElement.clearLongStopLossOrderIds();
        accumulatedLongLossCount++;
        int gridId = gridElement.getId();
@@ -1396,7 +1372,7 @@
    }
    private void handleShortStopLossTriggered(GridElement gridElement) {
        gridElement.setShortStopLossOrderId(null);
        gridElement.clearShortStopLossOrderIds();
        accumulatedShortLossCount++;
        int gridId = gridElement.getId();
@@ -1576,48 +1552,50 @@
    }
    /**
     * 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。
     * 取消最近的多仓止损订单(A 位置,gridId 最大即最接近 0)。
     * 多仓止损在 gridId 负方向,A = gridId-2,是三个位置中 ID 最大(最接近 0)的那个。
     */
    private void cancelFarthestLongStopLoss() {
        GridElement farthest = null;
    private void cancelNearestLongStopLoss() {
        GridElement nearest = null;
        for (GridElement e : config.getGridElements()) {
            if (e.getLongStopLossOrderId() != null) {
                if (farthest == null || e.getId() < farthest.getId()) {
                    farthest = e;
            if (e.hasLongStopLossOrders()) {
                if (nearest == null || e.getId() > nearest.getId()) {
                    nearest = e;
                }
            }
        }
        if (farthest != null) {
            String slId = farthest.getLongStopLossOrderId();
            farthest.setLongStopLossOrderId(null);
        if (nearest != null && nearest.hasLongStopLossOrders()) {
            List<String> ids = nearest.getLongStopLossOrderIds();
            String slId = ids.get(0); // 取第一个(最早加入的 = A 位置第一单)
            nearest.removeLongStopLossOrderId(slId);
            GridElement.refreshIndices();
            GridElement finalFarthest = farthest;
            GridElement finalNearest = nearest;
            executor.cancelConditionalOrder(slId, oid ->
                    log.info("[Gate] 止盈触发, 取消最远多仓止损 gridId:{}, orderId:{}", finalFarthest.getId(), slId));
                    log.info("[Gate] 止盈触发, 取消最近多仓止损 gridId:{}, orderId:{}", finalNearest.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。
     * 取消最近的空仓止损订单(A 位置,gridId 最小即最接近 0)。
     * 空仓止损在 gridId 正方向,A = gridId+2,是三个位置中 ID 最小(最接近 0)的那个。
     */
    private void cancelFarthestShortStopLoss() {
        GridElement farthest = null;
    private void cancelNearestShortStopLoss() {
        GridElement nearest = null;
        for (GridElement e : config.getGridElements()) {
            if (e.getShortStopLossOrderId() != null) {
                if (farthest == null || e.getId() > farthest.getId()) {
                    farthest = e;
            if (e.hasShortStopLossOrders()) {
                if (nearest == null || e.getId() < nearest.getId()) {
                    nearest = e;
                }
            }
        }
        if (farthest != null) {
            String slId = farthest.getShortStopLossOrderId();
            farthest.setShortStopLossOrderId(null);
        if (nearest != null && nearest.hasShortStopLossOrders()) {
            List<String> ids = nearest.getShortStopLossOrderIds();
            String slId = ids.get(0); // 取第一个(最早加入的 = A 位置第一单)
            nearest.removeShortStopLossOrderId(slId);
            GridElement.refreshIndices();
            GridElement finalFarthest = farthest;
            GridElement finalNearest = nearest;
            executor.cancelConditionalOrder(slId, oid ->
                    log.info("[Gate] 止盈触发, 取消最远空仓止损 gridId:{}, orderId:{}", finalFarthest.getId(), slId));
                    log.info("[Gate] 止盈触发, 取消最近空仓止损 gridId:{}, orderId:{}", finalNearest.getId(), slId));
        }
    }
@@ -1631,11 +1609,10 @@
                e.setLongTakeProfitOrderId(null);
                executor.cancelConditionalOrder(tpId, oid -> {});
            }
            String slId = e.getLongStopLossOrderId();
            if (slId != null) {
                e.setLongStopLossOrderId(null);
            for (String slId : new ArrayList<>(e.getLongStopLossOrderIds())) {
                executor.cancelConditionalOrder(slId, oid -> {});
            }
            e.clearLongStopLossOrderIds();
        }
        GridElement.refreshIndices();
        log.info("[Gate] 已提交取消所有多仓止盈+止损");
@@ -1651,11 +1628,10 @@
                e.setShortTakeProfitOrderId(null);
                executor.cancelConditionalOrder(tpId, oid -> {});
            }
            String slId = e.getShortStopLossOrderId();
            if (slId != null) {
                e.setShortStopLossOrderId(null);
            for (String slId : new ArrayList<>(e.getShortStopLossOrderIds())) {
                executor.cancelConditionalOrder(slId, oid -> {});
            }
            e.clearShortStopLossOrderIds();
        }
        GridElement.refreshIndices();
        log.info("[Gate] 已提交取消所有空仓止盈+止损");
@@ -1684,122 +1660,89 @@
        log.info("[Gate] 首次成交,取消所有初始化止盈单");
    }
    // ========== 止损追单 ==========
    // ========== 止损追单(新逻辑:3 个固定位置,每个位置挂多个 1 张止损单) ==========
    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();
            }
        }
    /**
     * 多仓止损追单 — 3 个固定位置,从近到远分配合约。
     * A(gridId-2): (filledQty/qty - 2) 个独立止损单,每个 qty 张
     * B(gridId-3): 1 个止损单,qty 张
     * C(gridId-4): 1 个止损单,qty 张
     * 注意:多仓止损在 gridId 负方向,触发价 ≤ 网格价。
     */
    private void extendLongStopLoss(int filledQty, int gridId) {
        int qty = Integer.parseInt(config.getQuantity());
        int aCount = Math.max(0, filledQty / qty - 2);
        log.info("[Gate] 多仓追挂止损, 成交{}张, gridId:{}, A({})x{}  B({})x1  C({})x1",
                filledQty, gridId, gridId - 2, aCount, gridId - 3, gridId - 4);
        int interval  = 1;
        if (furthestSlId == 0) {
            furthestSlId = gridId;
            interval = 2;
        }
        int stopLossCount = filledQty;
        log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}张止损单", furthestSlId, filledQty, stopLossCount);
        int newSlId = furthestSlId - interval;
        GridElement elem = GridElement.findById(newSlId);
        if (elem == null) {
            return;
        }
        BigDecimal triggerPrice = elem.getGridPrice();
        int finalSlId = newSlId;
        executor.placeTakeProfit(
                triggerPrice,
                FuturesPriceTrigger.RuleEnum.NUMBER_2,
                ORDER_TYPE_CLOSE_LONG,
                negate(String.valueOf(stopLossCount)),
                profitId -> {
                    elem.setLongStopLossOrderId(profitId);
                    GridElement.refreshIndices();
                    log.info("[Gate] 多仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
                }
        );
//        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 = newSlId;
//            executor.placeTakeProfit(
//                    triggerPrice,
//                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
//                    ORDER_TYPE_CLOSE_LONG,
//                    negate(config.getQuantity()),
//                    profitId -> {
//                        elem.setLongStopLossOrderId(profitId);
//                        GridElement.refreshIndices();
//                        log.info("[Gate] 多仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
//                    }
//            );
//        }
        // A 位置:挂 aCount 个独立止损单
        placeStopLossOrders(gridId - 2, aCount, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
                ORDER_TYPE_CLOSE_LONG, true);
        // B 位置:挂 1 个
        placeStopLossOrders(gridId - 3, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
                ORDER_TYPE_CLOSE_LONG, true);
        // C 位置:挂 1 个
        placeStopLossOrders(gridId - 4, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
                ORDER_TYPE_CLOSE_LONG, true);
    }
    /**
     * 空仓止损追单 — 3 个固定位置,从近到远分配合约。
     * A(gridId+2): (filledQty/qty - 2) 个独立止损单,每个 qty 张
     * B(gridId+3): 1 个止损单,qty 张
     * C(gridId+4): 1 个止损单,qty 张
     * 注意:空仓止损在 gridId 正方向,触发价 ≥ 网格价。
     */
    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 qty = Integer.parseInt(config.getQuantity());
        int aCount = Math.max(0, filledQty / qty - 2);
        log.info("[Gate] 空仓追挂止损, 成交{}张, gridId:{}, A({})x{}  B({})x1  C({})x1",
                filledQty, gridId, gridId + 2, aCount, gridId + 3, gridId + 4);
        int interval  = 1;
        if (furthestSlId == 0) {
            furthestSlId = gridId;
            interval = 2;
        // A 位置:挂 aCount 个独立止损单
        placeStopLossOrders(gridId + 2, aCount, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
                ORDER_TYPE_CLOSE_SHORT, false);
        // B 位置:挂 1 个
        placeStopLossOrders(gridId + 3, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
                ORDER_TYPE_CLOSE_SHORT, false);
        // C 位置:挂 1 个
        placeStopLossOrders(gridId + 4, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
                ORDER_TYPE_CLOSE_SHORT, false);
    }
    /**
     * 在指定网格位置挂 count 个独立止损单,每个 size 张。
     */
    private void placeStopLossOrders(int gridId, int count, int qty,
                                      FuturesPriceTrigger.RuleEnum rule,
                                      String orderType, boolean isLong) {
        if (count <= 0) {
            return;
        }
        int stopLossCount = filledQty ;
        log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}张止损单", furthestSlId, filledQty, stopLossCount);
        int newSlId = furthestSlId + interval;
        GridElement elem = GridElement.findById(newSlId);
        GridElement elem = GridElement.findById(gridId);
        if (elem == null) {
            log.warn("[Gate] 止损挂单位置不存在, gridId:{}", gridId);
            return;
        }
        BigDecimal triggerPrice = elem.getGridPrice();
        int finalSlId = newSlId;
        executor.placeTakeProfit(
                triggerPrice,
                FuturesPriceTrigger.RuleEnum.NUMBER_1,
                ORDER_TYPE_CLOSE_SHORT,
                String.valueOf(stopLossCount),
                profitId -> {
                    elem.setShortStopLossOrderId(profitId);
                    GridElement.refreshIndices();
                    log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
                }
        );
//        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 = newSlId;
//            executor.placeTakeProfit(
//                    triggerPrice,
//                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
//                    ORDER_TYPE_CLOSE_SHORT,
//                    config.getQuantity(),
//                    profitId -> {
//                        elem.setShortStopLossOrderId(profitId);
//                        GridElement.refreshIndices();
//                        log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
//                    }
//            );
//        }
        for (int i = 0; i < count; i++) {
            String size = isLong ? negate(String.valueOf(qty)) : String.valueOf(qty);
            int finalGridId = gridId;
            int finalI = i;
            executor.placeTakeProfit(
                    triggerPrice, rule, orderType, size,
                    profitId -> {
                        if (isLong) {
                            elem.addLongStopLossOrderId(profitId);
                        } else {
                            elem.addShortStopLossOrderId(profitId);
                        }
                        GridElement.refreshIndices();
                        log.info("[Gate] {}止损追加, gridId:{}, 触发价:{}, 第{}单, stopLossId:{}",
                                isLong ? "多仓" : "空仓", finalGridId, triggerPrice, finalI + 1, profitId);
                    }
            );
        }
    }
    // ---- 工具 ----