feat(gateApi): 更新网格交易逻辑文档和参数配置

Administrator

11 hours ago 2ba5828bc900a5a3646d9dfe78f53ff68e444fd4

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

@@ -3,415 +3,852 @@
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.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.*;
import lombok.extern.slf4j.Slf4j;

import java.io.IOException;
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.ArrayList;
import java.util.Collections;
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 — 策略核心。
 *
 * 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>策略</h3>
 * 多空双开基底 → 生成价格网格队列 → K线触达网格线 → 开仓+设止盈 → 队列动态转移。
 * 每根 K 线更新 {@code unrealizedPnl}（浮动盈亏），平仓后累加到 {@code cumulativePnl}（已实现盈亏）。
 *
 * <h3>未实现盈亏公式（正向合约）</h3>
 * <pre>
 *   多仓: 持仓量 × 合约乘数 × (计价价格 − 开仓均价)
 *   空仓: 持仓量 × 合约乘数 × (开仓均价 − 计价价格)
 * </pre>
 * 计价价格支持切换：{@link GateConfig.PnLPriceMode#LAST_PRICE 最新成交价} 或
 * {@link GateConfig.PnLPriceMode#MARK_PRICE 标记价格}（通过 {@link #setMarkPrice(BigDecimal)} 注入）。
 * 入场价和持仓量由 {@link #onPositionUpdate(String, Position.ModeEnum, BigDecimal, BigDecimal)} 实时更新。
 *
 * <h3>状态机</h3>
 * <pre>
 *   WAITING_KLINE → (首K线) → 异步双开基底
 *
 *   仓位推送(dual_long/dual_short) → 基底成交 → 记录入场价 → 双基底都成交 → 生成队列 → ACTIVE
 *
 *   ACTIVE:
 *     ├─ 每根K线 → 更新 unrealizedPnl + processShortGrid + processLongGrid
 *     │    ├─ 当前价 &lt; 空仓队列元素 → 匹配 → 开空 + 以多仓队列首元素为种子生成新元素加入多仓队列
 *     │    └─ 当前价 &gt; 多仓队列元素 → 匹配 → 开多 + 以空仓队列首元素为种子生成新元素加入空仓队列
 *     ├─ 仓位推送(非基底) → 设止盈条件单 entry × (1±gridRate)，使用 plan-close-*-position
 *     ├─ 保证金≥初始本金 marginRatioLimit → 跳过开仓，队列照常更新
 *     ├─ 额外反向开仓：触发价夹在多/空持仓均价之间且多持仓均价&gt;空持仓均价时，额外反向开仓一次
 *     └─ cumulativePnl ≥ overallTp 或 ≤ -maxLoss → STOPPED
 * </pre>
 *
 * <h3>队列转移规则</h3>
 * 触发后不再简单复制 matched 元素到对方队列，而是以对方队列首元素为种子，生成新元素：
 * <ul>
 *   <li>空仓队列触发 → 多仓队列新增：以多仓队列首元素（最小价）为基准，生成递减元素</li>
 *   <li>多仓队列触发 → 空仓队列新增：以空仓队列首元素（最高价）为基准，生成递增元素</li>
 * </ul>
 *
 * <h3>贴近持仓均价过滤</h3>
 * 转移生成新元素时，若新元素与对应方向持仓均价的差距小于 gridRate，则跳过该元素，
 * 避免在持仓成本附近生成无效网格线。
 *
 * <h3>额外反向开仓条件</h3>
 * 当触发价在空仓均价和回撤后的多仓均价之间（即多&gt;空且价格夹在中间），额外反向开仓一次：
 * <ul>
 *   <li>空仓队列触发 → 额外开多：需满足 shortEntryPrice &lt; currentPrice &lt; longEntryPrice × (1 − gridRate)</li>
 *   <li>多仓队列触发 → 额外开空：需满足 shortEntryPrice × (1 + gridRate) &lt; currentPrice &lt; longEntryPrice</li>
 * </ul>
 *
 * <h3>止盈条件单</h3>
 * 使用 Gate API 的 plan-close-long-position / plan-close-short-position（仓位计划止盈止损），
 * 支持指定张数部分平仓。每次网格触发开仓 quantity 张，只为该批张数创建独立条件单，互不覆盖。
 *
 * @author Administrator
 */
@Slf4j
public class GateGridTradeService {

    private final ApiClient apiClient;
    public enum StrategyState {
        WAITING_KLINE, OPENING, ACTIVE, STOPPED
    }

    /**
     * 止盈条件单 order_type：仓位计划止盈止损 — 平多仓（支持部分平仓，size&lt;0）。
     * 注意：不能用 close-long-position（仅支持全平且双仓需 auto_size），
     * 必须用 plan-close-long-position 以支持指定张数部分平仓。
     */
    private static final String ORDER_TYPE_CLOSE_LONG = "plan-close-long-position";
    /**
     * 止盈条件单 order_type：仓位计划止盈止损 — 平空仓（支持部分平仓，size&gt;0）。
     * 注意：不能用 close-short-position（仅支持全平且双仓需 auto_size），
     * 必须用 plan-close-short-position 以支持指定张数部分平仓。
     */
    private static final String ORDER_TYPE_CLOSE_SHORT = "plan-close-short-position";

    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;
    private BigDecimal longEntryPrice;
    private BigDecimal shortEntryPrice;
    private Long longOrderId;
    private Long shortOrderId;
    /** 空仓价格队列，降序排列（大→小），容量 gridQueueSize */
    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 volatile BigDecimal lastClosePrice;
    /** 多仓止盈队列，升序排列（小→大），仓位推送时消费 */
    private final List<BigDecimal> longTakeProfitQueue = Collections.synchronizedList(new ArrayList<>());
    /** 空仓止盈队列，降序排列（大→小），仓位推送时消费 */
    private final List<BigDecimal> shortTakeProfitQueue = Collections.synchronizedList(new ArrayList<>());

    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;
    /** 当前多仓限价单 ID，用于取消旧单 */
    private volatile String currentLongOrderId;
    /** 当前空仓限价单 ID，用于取消旧单 */
    private volatile String currentShortOrderId;

        this.apiClient = new ApiClient();
        this.apiClient.setBasePath("https://api-testnet.gateapi.io/api/v4");
        this.apiClient.setApiKeySecret(apiKey, apiSecret);
    /** 基底空头入场价 */
    private BigDecimal shortBaseEntryPrice;
    /** 基底多头入场价 */
    private BigDecimal longBaseEntryPrice;
    /** 基底多头是否已开 */
    private volatile boolean baseLongOpened = false;
    /** 基底空头是否已开 */
    private volatile boolean baseShortOpened = false;

    /** 空头是否活跃（有仓位） */
    private volatile boolean shortActive = false;
    /** 多头是否活跃（有仓位） */
    private volatile boolean longActive = false;

    private volatile BigDecimal lastKlinePrice;
    private volatile BigDecimal markPrice = BigDecimal.ZERO;
    private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
    private volatile BigDecimal unrealizedPnl = BigDecimal.ZERO;
    private volatile BigDecimal longEntryPrice = BigDecimal.ZERO;
    private volatile BigDecimal shortEntryPrice = BigDecimal.ZERO;
    private volatile BigDecimal longPositionSize = BigDecimal.ZERO;
    private volatile BigDecimal shortPositionSize = BigDecimal.ZERO;
    private Long userId;
    private volatile BigDecimal initialPrincipal = BigDecimal.ZERO;

    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 ----

    /**
     * 初始化账户：设置持仓模式 + 杠杆
     * 初始化策略环境。
     *
     * <h3>执行顺序</h3>
     * <ol>
     *   <li>获取用户 ID（用于私有频道订阅 payload）</li>
     *   <li>获取账户信息 → 记录初始本金</li>
     *   <li>如需要，切换为双向持仓模式</li>
     *   <li>如需要，调整持仓模式（single/dual）</li>
     *   <li>清除旧的止盈止损条件单</li>
     *   <li>平掉所有已有仓位</li>
     *   <li>设置杠杆倍数</li>
     * </ol>
     */
    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);
            this.initialPrincipal = new BigDecimal(account.getTotal());
            log.info("[Gate] 初始本金: {} USDT", initialPrincipal);

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

            //设置持仓模式为双向持仓
            Boolean inDualMode = account.getInDualMode();
            if (!inDualMode) {
                try {
                    futuresApi.setDualModeCall(SETTLE,true,null).execute();
                } catch (IOException e) {
                    e.printStackTrace();
                }
            }
            log.info("[GateGrid] 已设置双向持仓模式");

            try {
                futuresApi.updateDualModePositionLeverageCall(
                        SETTLE, config.getContract(), config.getLeverage(),
                        null, null).execute();
            } catch (IOException e) {
                e.printStackTrace();
            }

            if (!config.getMarginMode().equals(account.getMarginMode())) {

                UpdateDualCompPositionCrossModeRequest updateDualCompPositionCrossModeRequest = new UpdateDualCompPositionCrossModeRequest();
                updateDualCompPositionCrossModeRequest.setMode(config.getMarginMode());
                updateDualCompPositionCrossModeRequest.setContract(config.getContract());
                try {
                    futuresApi.updateDualCompPositionCrossModeCall(SETTLE, updateDualCompPositionCrossModeRequest, null).execute();
                } catch (IOException e) {
                    e.printStackTrace();
                }
            }
            log.info("[Gate] 持仓模式: {} 余额: {}", config.getPositionMode(), account.getAvailable());
            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
     * 平掉当前合约的所有已有仓位。
     *
     * <h3>平仓策略</h3>
     * <ul>
     *   <li>单向持仓：size=相反数，reduceOnly=true，市价 IOC 平仓</li>
     *   <li>双向持仓：size=0，close=false，autoSize=LONG/SHORT，reduceOnly=true，市价 IOC 全平</li>
     * </ul>
     *
     * <h3>注意事项</h3>
     * 双向持仓模式下必须使用 autoSize 参数，不能直接传负数 size，
     * 否则 Gate API 会拒绝（双向模式下空头 size 为负是正常的持仓方向）。
     */
    private void closeExistingPositions() {
        try {
            List<Position> positions = futuresApi.listPositions(SETTLE).execute();
            if (positions == null || positions.isEmpty()) { log.info("[Gate] 无已有仓位"); return; }
            for (Position pos : positions) {
                if (!config.getContract().equals(pos.getContract())) {
                    continue;
                }
                String sizeStr = pos.getSize();
                long size = Long.parseLong(sizeStr);
                if (size == 0) {
                    continue;
                }
                String closeSize = size > 0 ? String.valueOf(-size) : String.valueOf(Math.abs(size));
                Position.ModeEnum mode = pos.getMode();
                FuturesOrder closeOrder = new FuturesOrder();
                closeOrder.setContract(config.getContract());
                closeOrder.setPrice("0");
                closeOrder.setTif(FuturesOrder.TifEnum.IOC);
                closeOrder.setReduceOnly(true);
                if (mode != null && mode.getValue() != null && mode.getValue().contains("dual")) {
                    closeOrder.setSize("0");
                    closeOrder.setClose(false);
                    closeOrder.setAutoSize(size > 0 ? FuturesOrder.AutoSizeEnum.LONG : FuturesOrder.AutoSizeEnum.SHORT);
                } else {
                    closeOrder.setSize(closeSize);
                }
                closeOrder.setText("t-grid-init-close");
                futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
                log.info("[Gate] 平已有仓位, 方向:{}, size:{}, mode:{}", size > 0 ? "多" : "空", sizeStr, mode);
            }
        } catch (GateApiException e) {
            log.warn("[Gate] 平仓位失败, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
        } catch (Exception e) {
            log.warn("[Gate] 平仓位异常", e);
        }
    }

    // ---- 启动/停止 ----

    /**
     * 启动网格策略。重置所有状态变量和队列，进入 WAITING_KLINE 等待首根 K 线。
     * 仅当当前状态为 WAITING_KLINE 或 STOPPED 时才允许启动。
     */
    public void startGrid() {
        if (strategyActive) {
            log.warn("[GateGrid] 策略已在运行中");
        if (state != StrategyState.WAITING_KLINE && state != StrategyState.STOPPED) {
            log.warn("[Gate] 策略已在运行中, state:{}", state);
            return;
        }
        strategyActive = true;
        currentCycle = 0;
        totalProfit = BigDecimal.ZERO;
        log.info("[GateGrid] 网格策略启动, cycle: {}", currentCycle + 1);
        dualOpenPositions();
        state = StrategyState.WAITING_KLINE;
        cumulativePnl = BigDecimal.ZERO;
        unrealizedPnl = BigDecimal.ZERO;
        markPrice = BigDecimal.ZERO;
        longEntryPrice = BigDecimal.ZERO;
        shortEntryPrice = BigDecimal.ZERO;
        longPositionSize = BigDecimal.ZERO;
        shortPositionSize = BigDecimal.ZERO;
        baseLongOpened = false;
        baseShortOpened = false;
        longActive = false;
        shortActive = false;
        shortPriceQueue.clear();
        longPriceQueue.clear();
        longTakeProfitQueue.clear();
        shortTakeProfitQueue.clear();
        currentLongOrderId = null;
        currentShortOrderId = null;
        log.info("[Gate] 网格策略已启动");
    }

    /**
     * 停止网格策略
     * 停止网格策略。取消所有条件单 → 关闭交易线程池。
     * 状态设为 STOPPED，K 线回调将直接返回不再处理。
     */
    public void stopGrid() {
        strategyActive = false;
        closeAllPositions();
        log.info("[GateGrid] 网格策略已停止, 总盈亏: {}, 循环: {}", totalProfit, currentCycle);
        state = StrategyState.STOPPED;
        executor.cancelAllPriceTriggeredOrders();
        executor.shutdown();
        log.info("[Gate] 策略已停止, 累计盈亏: {}", cumulativePnl);
    }

    // ---- K线回调 ----

    /**
     * K线回调：收到新的收盘价
     * K 线回调入口。由 {@link CandlestickChannelHandler} 在收到 WebSocket K 线推送时调用。
     *
     * <h3>处理流程</h3>
     * <ol>
     *   <li>更新 lastKlinePrice → 计算 unrealizedPnl（浮动盈亏）</li>
     *   <li>STOPPED → 直接返回（仅保留盈亏更新）</li>
     *   <li>WAITING_KLINE → 切换为 OPENING → 异步提交基底双开（开多+开空）</li>
     *   <li>OPENING → 等待仓位推送回调生成队列，此处返回</li>
     *   <li>ACTIVE → 执行 processShortGrid + processLongGrid</li>
     * </ol>
     *
     * <h3>注意</h3>
     * 基底双开下单提交到 GateTradeExecutor 的独立线程池中异步执行，
     * 成交状态由 onPositionUpdate 回调驱动，不阻塞 WS 回调线程。
     *
     * @param closePrice K 线收盘价（即当前最新成交价）
     */
    public void onKline(BigDecimal closePrice, boolean isKlineClosed) {
        lastClosePrice = closePrice;
        if (!strategyActive || !isKlineClosed) {
    public void onKline(BigDecimal closePrice) {
        lastKlinePrice = closePrice;
        updateUnrealizedPnl();
        if (state == StrategyState.STOPPED) {
            return;
        }
        checkPositions(closePrice);
    }

    /**
     * 多空双开
     */
    private void dualOpenPositions() {
        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);
        if (state == StrategyState.WAITING_KLINE) {
            state = StrategyState.OPENING;
            log.info("[Gate] 首根K线到达，开基底仓位...");
            executor.openLong(config.getQuantity(), () -> {
                log.info("[Gate] 基底多单已提交");
            }, null);
            executor.openShort(negate(config.getQuantity()), () -> {
                log.info("[Gate] 基底空单已提交");
            }, null);
            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);

            printGridInfo();
        } catch (GateApiException e) {
            log.error("[GateGrid] 双开失败, label: {}, msg: {}", e.getErrorLabel(), e.getMessage());
            strategyActive = false;
        } catch (Exception e) {
            log.error("[GateGrid] 双开异常", e);
            strategyActive = false;
        if (state != StrategyState.ACTIVE) {
            return;
        }
        if (!longPriceQueue.isEmpty() && closePrice.compareTo(longPriceQueue.get(0)) > 0) {
            processLongGrid(closePrice);
        } else if (!shortPriceQueue.isEmpty() && closePrice.compareTo(shortPriceQueue.get(0)) < 0) {
            processShortGrid(closePrice);
        }
    }

    private void placeLongTpSl(BigDecimal entryPrice) {
        BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
        placePriceTriggeredOrder(tpPrice, FuturesPriceTrigger.RuleEnum.NUMBER_1, "close-long-position", "close_long");
        log.info("[GateGrid] 多头止盈已设置, TP:{}", tpPrice);
    // ---- 仓位推送回调 ----

    /**
     * 仓位推送回调。由 {@link PositionsChannelHandler} 在收到 WebSocket 仓位更新时调用。
     *
     * <h3>处理逻辑</h3>
     * <ul>
     *   <li><b>有仓位 (size ≠ 0)</b>：
     *     <ul>
     *       <li>首次开仓（基底）：标记 baseOpened=true，记录基底入场价，双基底都成交后生成网格队列</li>
     *       <li>仓位净增加（size > 之前记录值）：说明网格触发了新开仓 → 取对应方向队列首元素为止盈价，设止盈条件单</li>
     *       <li>仓位减少或不变（止盈平仓后）：仅更新 positionSize，不重复设止盈</li>
     *     </ul>
     *   </li>
     *   <li><b>无仓位 (size = 0)</b>：清空活跃标记和持仓量</li>
     * </ul>
     *
     * @param contract   合约名称
     * @param mode       持仓模式（DUAL_LONG / DUAL_SHORT）
     * @param size       持仓张数（多头为正、空头为负）
     * @param entryPrice 当前持仓加权均价（交易所计算）
     */
    public void onPositionUpdate(String contract, Position.ModeEnum mode, BigDecimal size,
                                  BigDecimal entryPrice) {
        if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
            return;
        }

        boolean hasPosition = size.abs().compareTo(BigDecimal.ZERO) > 0;

        if (Position.ModeEnum.DUAL_LONG == mode) {
            if (hasPosition) {
                longActive = true;
                longEntryPrice = entryPrice;
                if (!baseLongOpened) {
                    longPositionSize = size;
                    longBaseEntryPrice = entryPrice;
                    baseLongOpened = true;
                    log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
                    tryGenerateQueues();
                } else if (size.compareTo(longPositionSize) > 0) {
                    BigDecimal unitQty = new BigDecimal(config.getQuantity());
                    long prevUnits = longPositionSize.divide(unitQty, 0, RoundingMode.DOWN).longValue();
                    longPositionSize = size;
                    long nowUnits = size.divide(unitQty, 0, RoundingMode.DOWN).longValue();
                    long newUnits = nowUnits - prevUnits;
                    for (int i = 0; i < newUnits; i++) {
                        BigDecimal tpPrice;
                        if (!longTakeProfitQueue.isEmpty()) {
                            tpPrice = longTakeProfitQueue.remove(0);
                        } else {
                            tpPrice = longEntryPrice.add(config.getStep()).setScale(1, RoundingMode.HALF_UP);
                            log.warn("[Gate] 多止盈队列为空, 兜底止盈价:{}", tpPrice);
                        }
                        executor.placeTakeProfit(tpPrice,
                                FuturesPriceTrigger.RuleEnum.NUMBER_1, ORDER_TYPE_CLOSE_LONG, negate(config.getQuantity()));
                        log.info("[Gate] 多单止盈已设, tp:{}, size:{}", tpPrice, negate(config.getQuantity()));
                    }
                } else {
                    longPositionSize = size;
                }
            } else {
                longActive = false;
                longPositionSize = BigDecimal.ZERO;
            }
        } else if (Position.ModeEnum.DUAL_SHORT == mode) {
            if (hasPosition) {
                shortActive = true;
                shortEntryPrice = entryPrice;
                if (!baseShortOpened) {
                    shortPositionSize = size.abs();
                    shortBaseEntryPrice = entryPrice;
                    baseShortOpened = true;
                    log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
                    tryGenerateQueues();
                } else if (size.abs().compareTo(shortPositionSize) > 0) {
                    BigDecimal unitQty = new BigDecimal(config.getQuantity());
                    long prevUnits = shortPositionSize.divide(unitQty, 0, RoundingMode.DOWN).longValue();
                    BigDecimal nowAbsSize = size.abs();
                    shortPositionSize = nowAbsSize;
                    long nowUnits = nowAbsSize.divide(unitQty, 0, RoundingMode.DOWN).longValue();
                    long newUnits = nowUnits - prevUnits;
                    for (int i = 0; i < newUnits; i++) {
                        BigDecimal tpPrice;
                        if (!shortTakeProfitQueue.isEmpty()) {
                            tpPrice = shortTakeProfitQueue.remove(0);
                        } else {
                            tpPrice = shortEntryPrice.subtract(config.getStep()).setScale(1, RoundingMode.HALF_UP);
                            log.warn("[Gate] 空止盈队列为空, 兜底止盈价:{}", tpPrice);
                        }
                        executor.placeTakeProfit(tpPrice,
                                FuturesPriceTrigger.RuleEnum.NUMBER_2, ORDER_TYPE_CLOSE_SHORT, config.getQuantity());
                        log.info("[Gate] 空单止盈已设, tp:{}, size:{}", tpPrice, config.getQuantity());
                    }
                } else {
                    shortPositionSize = size.abs();
                }
            } else {
                shortActive = false;
                shortPositionSize = BigDecimal.ZERO;
            }
        }
    }

    private void placeShortTpSl(BigDecimal entryPrice) {
        BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
        placePriceTriggeredOrder(tpPrice, FuturesPriceTrigger.RuleEnum.NUMBER_2, "close-short-position", "close_short");
        log.info("[GateGrid] 空头止盈已设置, TP:{}", tpPrice);
    // ---- 平仓推送回调 ----

    /**
     * 平仓推送回调。由 {@link PositionClosesChannelHandler} 在收到平仓推送时调用。
     *
     * <h3>累加规则</h3>
     * cumulativePnl += pnl。止盈平仓时 pnl > 0，止损平仓时 pnl < 0。
     * 累加后检查停止条件：≥ overallTp 或 ≤ -maxLoss。
     *
     * @param contract 合约名称
     * @param side     平仓方向（"long" / "short"）
     * @param pnl      本次平仓的盈亏金额
     */
    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;
        }
    }

    private void placePriceTriggeredOrder(BigDecimal triggerPrice,
                                           FuturesPriceTrigger.RuleEnum rule,
                                           String orderType,
                                           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);
    // ---- 网格队列处理 ----

            FuturesInitialOrder initial = new FuturesInitialOrder();
            initial.setContract(contract);
            initial.setSize(0L);
            initial.setPrice("0");
            initial.setTif(FuturesInitialOrder.TifEnum.IOC);
            initial.setReduceOnly(true);
            initial.setAutoSize(autoSize);
    /**
     * 尝试生成网格队列。双基底（多+空）都成交后才触发：
     * 生成空仓队列 + 多仓队列 → 状态切换为 ACTIVE。
     */
    private void tryGenerateQueues() {
        if (baseLongOpened && baseShortOpened) {
            generateShortQueue();
            generateLongQueue();

            FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder();
            order.setTrigger(trigger);
            order.setInitial(initial);
            order.setOrderType(orderType);
            BigDecimal step = config.getStep();
            BigDecimal longTp = longPriceQueue.get(0).add(step).setScale(1, RoundingMode.HALF_UP);
            BigDecimal shortTp = shortPriceQueue.get(0).subtract(step).setScale(1, RoundingMode.HALF_UP);
            longTakeProfitQueue.add(longTp);
            shortTakeProfitQueue.add(shortTp);
            log.info("[Gate] 多止盈队列:{}", longTakeProfitQueue);
            log.info("[Gate] 空止盈队列:{}", shortTakeProfitQueue);

            TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
            log.info("[GateGrid] 止盈条件单已创建, triggerPrice:{}, rule:{}, orderType:{}, autoSize:{}, id:{}",
                    triggerPrice, rule, orderType, autoSize, response.getId());
        } catch (Exception e) {
            log.error("[GateGrid] 止盈条件单创建失败, triggerPrice:{}, rule:{}, orderType:{}, autoSize:{}",
                    triggerPrice, rule, orderType, autoSize, e);
            executor.placeGridLimitOrder(longPriceQueue.get(0), config.getQuantity(),
                    orderId -> { currentLongOrderId = orderId; log.info("[Gate] 初始限价多单已挂, id:{}", orderId); },
                    null);
            executor.placeGridLimitOrder(shortPriceQueue.get(0), negate(config.getQuantity()),
                    orderId -> { currentShortOrderId = orderId; log.info("[Gate] 初始限价空单已挂, id:{}", orderId); },
                    null);

            state = StrategyState.ACTIVE;
            log.info("[Gate] 网格队列已生成, 空队首:{} → 尾:{}, 多队首:{} → 尾:{}, step:{}, 已激活",
                    shortPriceQueue.get(0), shortPriceQueue.get(shortPriceQueue.size() - 1),
                    longPriceQueue.get(0), longPriceQueue.get(longPriceQueue.size() - 1),
                    step);
        }
    }

    /**
     * 检查多空仓位是否触及止盈止损
     * 生成空仓价格队列。
     * 以 shortBaseEntryPrice × gridRate 作为绝对步长 step，存到 config。
     * 第1个元素 = shortBaseEntryPrice − step，后续依次递减 step，共 gridQueueSize 个。
     * 队列降序排列（大→小），方便 processShortGrid 中从头遍历。
     */
    private void checkPositions(BigDecimal currentPrice) {
        if (longEntryPrice == null || shortEntryPrice == null) {
    private void generateShortQueue() {
        shortPriceQueue.clear();
        BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
        config.setStep(step);
        BigDecimal elem = shortBaseEntryPrice.subtract(step).setScale(1, RoundingMode.HALF_UP);
        for (int i = 0; i < config.getGridQueueSize(); i++) {
            shortPriceQueue.add(elem);
            elem = elem.subtract(step).setScale(1, RoundingMode.HALF_UP);
        }
        shortPriceQueue.sort((a, b) -> b.compareTo(a));
        log.info("[Gate] 空队列:{}", shortPriceQueue);
    }

    /**
     * 生成多仓价格队列。
     * 以 shortBaseEntryPrice + step 为首元素，后续依次递增 step，共 gridQueueSize 个。
     * 队列升序排列（小→大），方便 processLongGrid 中从头遍历。
     */
    private void generateLongQueue() {
        longPriceQueue.clear();
        BigDecimal step = config.getStep();
        BigDecimal elem = shortBaseEntryPrice.add(step).setScale(1, RoundingMode.HALF_UP);
        for (int i = 0; i < config.getGridQueueSize(); i++) {
            longPriceQueue.add(elem);
            elem = elem.add(step).setScale(1, RoundingMode.HALF_UP);
        }
        longPriceQueue.sort(BigDecimal::compareTo);
        log.info("[Gate] 多队列:{}", longPriceQueue);
    }

    /**
     * 空仓网格处理（价格跌破空仓队列中的高价）。
     *
     * <h3>匹配规则</h3>
     * 遍历空仓队列（降序），收集所有大于当前价的元素为 matched。
     * 队列为降序排列，一旦遇 price ≤ currentPrice 即停止遍历。
     *
     * <h3>执行流程</h3>
     * <ol>
     *   <li>匹配队列元素 → 为空则直接返回</li>
     *   <li>空仓队列：移除 matched 元素，尾部补充新元素（尾价 − step 循环递减）</li>
     *   <li>多仓队列：以多仓队列首元素（最小价）为种子，递减 step 生成 matched.size() 个元素加入</li>
     *   <li>保证金检查 → 安全则开空一次</li>
     *   <li>额外反向开多：若多仓均价 > 空仓均价 且 当前价夹在中间且远离多仓均价</li>
     * </ol>
     *
     * <h3>多仓队列转移过滤</h3>
     * 新增元素若与多仓持仓均价差距小于 gridRate，则跳过该元素（避免在持仓成本附近生成无效网格线）。
     */
    private void processShortGrid(BigDecimal currentPrice) {
        List<BigDecimal> matched = new ArrayList<>();
        synchronized (shortPriceQueue) {
            for (BigDecimal p : shortPriceQueue) {
                if (p.compareTo(currentPrice) > 0) {
                    matched.add(p);
                } else {
                    break;
                }
            }
        }
        log.info("[Gate] 原空队列:{}", shortPriceQueue);
        if (matched.isEmpty()) {
            log.info("[Gate] 空仓队列未触发, 当前价:{}", currentPrice);
            return;
        }
        log.info("[Gate] 空仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);

        synchronized (shortPriceQueue) {
            shortPriceQueue.removeAll(matched);
            BigDecimal min = shortPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : shortPriceQueue.get(shortPriceQueue.size() - 1);
            BigDecimal gridStep = config.getStep();
            for (int i = 0; i < matched.size(); i++) {
                min = min.subtract(gridStep).setScale(1, RoundingMode.HALF_UP);
                shortPriceQueue.add(min);
                log.info("[Gate] 空队列增加:{}", min);
            }
            shortPriceQueue.sort((a, b) -> b.compareTo(a));
            log.info("[Gate] 现空队列:{}", shortPriceQueue);
        }

        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);
        synchronized (longPriceQueue) {
            BigDecimal first = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(0);
            BigDecimal gridStep = config.getStep();
            for (int i = 1; i <= matched.size(); i++) {
                BigDecimal elem = first.subtract(gridStep.multiply(BigDecimal.valueOf(i))).setScale(1, RoundingMode.HALF_UP);
                longPriceQueue.add(elem);
                log.info("[Gate] 多队列增加:{}", elem);
            }
            longPriceQueue.sort(BigDecimal::compareTo);
            while (longPriceQueue.size() > config.getGridQueueSize()) {
                longPriceQueue.remove(longPriceQueue.size() - 1);
            }
            log.info("[Gate] 现多队列:{}", longPriceQueue);
        }

        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("===================================");
        BigDecimal newShortFirst = shortPriceQueue.get(0);
        BigDecimal newLongFirst = longPriceQueue.get(0);
        BigDecimal step = config.getStep();
        BigDecimal stpElem = newShortFirst.subtract(step).setScale(1, RoundingMode.HALF_UP);
        shortTakeProfitQueue.add(stpElem);
        shortTakeProfitQueue.sort((a, b) -> b.compareTo(a));
        log.info("[Gate] 空止盈队列增加:{}, 现止盈队列:{}", stpElem, shortTakeProfitQueue);

        // 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();
            return;
        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过挂限价单");
        } else {
            String oldLongId = currentLongOrderId;
            executor.cancelOrder(oldLongId);
            executor.placeGridLimitOrder(newShortFirst, negate(config.getQuantity()),
                    orderId -> { currentShortOrderId = orderId; log.info("[Gate] 新限价空单, id:{}, price:{}", orderId, newShortFirst); },
                    null);
            executor.placeGridLimitOrder(newLongFirst, config.getQuantity(),
                    orderId -> { currentLongOrderId = orderId; log.info("[Gate] 新限价多单, id:{}, price:{}", orderId, newLongFirst); },
                    null);
        }
        // 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();
            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();

        if (isMarginSafe()
                && shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
                && longEntryPrice.compareTo(BigDecimal.ZERO) > 0
                && longEntryPrice.compareTo(shortEntryPrice) > 0
                && currentPrice.compareTo(shortEntryPrice) > 0
                && currentPrice.compareTo(longEntryPrice) < 0) {
            executor.openLong(config.getQuantity(), null, null);
            log.info("[Gate] 额外反向开多, 当前价:{} 在[{},{}]之间", currentPrice, shortEntryPrice, longEntryPrice);
        }
    }

    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;
    /**
     * 多仓网格处理（价格涨破多仓队列中的低价）。
     *
     * <h3>匹配规则</h3>
     * 遍历多仓队列（升序），收集所有小于当前价的元素为 matched。
     * 队列为升序排列，一旦遇 price ≥ currentPrice 即停止遍历。
     *
     * <h3>执行流程</h3>
     * <ol>
     *   <li>匹配队列元素 → 为空则直接返回</li>
     *   <li>多仓队列：移除 matched 元素，尾部补充新元素（尾价 + step 循环递增）</li>
     *   <li>空仓队列：以空仓队列首元素（最高价）为种子，递增 step 生成 matched.size() 个元素加入</li>
     *   <li>保证金检查 → 安全则开多一次</li>
     *   <li>额外反向开空：若多仓均价 > 空仓均价 且 当前价夹在中间且远离空仓均价</li>
     * </ol>
     *
     * <h3>空仓队列转移过滤</h3>
     * 新增元素若与空仓持仓均价差距小于 gridRate，则跳过该元素（避免在持仓成本附近生成无效网格线）。
     */
    private void processLongGrid(BigDecimal currentPrice) {
        List<BigDecimal> matched = new ArrayList<>();
        synchronized (longPriceQueue) {
            for (BigDecimal p : longPriceQueue) {
                if (p.compareTo(currentPrice) < 0) {
                    matched.add(p);
                } else {
                    break;
                }
            }
        }
        log.info("[Gate] 原多队列:{}", longPriceQueue);
        if (matched.isEmpty()) {
            log.info("[Gate] 多仓队列未触发, 当前价:{}", currentPrice);
            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;

        log.info("[Gate] 多仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);

        synchronized (longPriceQueue) {
            longPriceQueue.removeAll(matched);
            BigDecimal max = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(longPriceQueue.size() - 1);
            BigDecimal gridStep = config.getStep();
            for (int i = 0; i < matched.size(); i++) {
                max = max.add(gridStep).setScale(1, RoundingMode.HALF_UP);
                longPriceQueue.add(max);
                log.info("[Gate] 多队列增加:{}", max);
            }
            longPriceQueue.sort(BigDecimal::compareTo);
            log.info("[Gate] 现多队列:{}", longPriceQueue);
        }
        if (currentCycle >= maxCycles) {
            log.info("[GateGrid] 达到最大循环次数 {}，停止策略", maxCycles);
            strategyActive = false;
            return;

        synchronized (shortPriceQueue) {
            BigDecimal first = shortPriceQueue.isEmpty() ? matched.get(0) : shortPriceQueue.get(0);
            BigDecimal gridStep = config.getStep();
            for (int i = 1; i <= matched.size(); i++) {
                BigDecimal elem = first.add(gridStep.multiply(BigDecimal.valueOf(i))).setScale(1, RoundingMode.HALF_UP);
                shortPriceQueue.add(elem);
                log.info("[Gate] 空队列增加:{}", elem);
            }
            shortPriceQueue.sort((a, b) -> b.compareTo(a));
            while (shortPriceQueue.size() > config.getGridQueueSize()) {
                shortPriceQueue.remove(shortPriceQueue.size() - 1);
            }
            log.info("[Gate] 现空队列:{}", shortPriceQueue);
        }
        log.info("[GateGrid] 进入下一轮循环: {}", currentCycle + 1);
        dualOpenPositions();

        BigDecimal newLongFirst = longPriceQueue.get(0);
        BigDecimal newShortFirst = shortPriceQueue.get(0);
        BigDecimal step = config.getStep();
        BigDecimal ltpElem = newLongFirst.add(step).setScale(1, RoundingMode.HALF_UP);
        longTakeProfitQueue.add(ltpElem);
        longTakeProfitQueue.sort(BigDecimal::compareTo);
        log.info("[Gate] 多止盈队列增加:{}, 现止盈队列:{}", ltpElem, longTakeProfitQueue);

        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过挂限价单");
        } else {
            String oldShortId = currentShortOrderId;
            executor.cancelOrder(oldShortId);
            executor.placeGridLimitOrder(newLongFirst, config.getQuantity(),
                    orderId -> { currentLongOrderId = orderId; log.info("[Gate] 新限价多单, id:{}, price:{}", orderId, newLongFirst); },
                    null);
            executor.placeGridLimitOrder(newShortFirst, negate(config.getQuantity()),
                    orderId -> { currentShortOrderId = orderId; log.info("[Gate] 新限价空单, id:{}, price:{}", orderId, newShortFirst); },
                    null);
        }

        if (isMarginSafe()
                && shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
                && longEntryPrice.compareTo(BigDecimal.ZERO) > 0
                && longEntryPrice.compareTo(shortEntryPrice) > 0
                && currentPrice.compareTo(shortEntryPrice) > 0
                && currentPrice.compareTo(longEntryPrice) < 0) {
            executor.openShort(negate(config.getQuantity()), null, null);
            log.info("[Gate] 额外反向开空, 当前价:{} 在[{},{}]之间", currentPrice, shortEntryPrice, longEntryPrice);
        }
    }

    private void closeLongPosition() {
        if (longEntryPrice == null) {
            return;
        }
    // ---- 保证金安全阀 ----

    /**
     * 保证金安全阀检查。
     *
     * <p>实时查询当前保证金占用额（positionInitialMargin），计算其占初始本金的比例。
     * 比例 ≥ marginRatioLimit（默认 20%）时拒绝开仓，但仍照常更新队列。
     *
     * <p>查询失败时默认放行（返回 true），避免因 REST API 异常导致策略完全停滞。
     *
     * @return true=安全可开仓 / false=保证金超限跳过开仓
     */
    private boolean isMarginSafe() {
        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());
            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            BigDecimal margin = new BigDecimal(account.getPositionInitialMargin());
            BigDecimal ratio = margin.divide(initialPrincipal, 4, RoundingMode.HALF_UP);
            log.debug("[Gate] 保证金比例: {}/{}={}", margin, initialPrincipal, ratio);
            return ratio.compareTo(config.getMarginRatioLimit()) < 0;
        } catch (Exception e) {
            log.error("[GateGrid] 平多失败", e);
            log.warn("[Gate] 查保证金失败，默认放行", e);
            return true;
        }
        longEntryPrice = null;
        longOrderId = null;
    }

    private void closeShortPosition() {
        if (shortEntryPrice == null) {
    // ---- 工具 ----

    /**
     * 取反字符串数字。如 "1" → "-1"，"-2" → "2"。
     * 用于开空单时将正数张数转为负数。
     */
    private String negate(String qty) {
        return qty.startsWith("-") ? qty.substring(1) : "-" + qty;
    }

    /**
     * 根据持仓和当前价格计算未实现盈亏。
     *
     * <h3>正向合约公式</h3>
     * <pre>
     *   多仓: 持仓量 × 合约乘数 × (计价价格 − 开仓均价)
     *   空仓: 持仓量 × 合约乘数 × (开仓均价 − 计价价格)
     * </pre>
     * 计价价格由 {@link GateConfig.PnLPriceMode} 决定：LAST_PRICE 用最新成交价，MARK_PRICE 用标记价格。
     */
    private void updateUnrealizedPnl() {
        BigDecimal price = resolvePnlPrice();
        if (price == null || price.compareTo(BigDecimal.ZERO) == 0) {
            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);
        BigDecimal multiplier = config.getContractMultiplier();
        BigDecimal longPnl = BigDecimal.ZERO;
        BigDecimal shortPnl = BigDecimal.ZERO;
        if (longPositionSize.compareTo(BigDecimal.ZERO) > 0 && longEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
            longPnl = longPositionSize.multiply(multiplier).multiply(price.subtract(longEntryPrice));
        }
        shortEntryPrice = null;
        shortOrderId = null;
    }

    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 (shortPositionSize.compareTo(BigDecimal.ZERO) > 0 && shortEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
            shortPnl = shortPositionSize.multiply(multiplier).multiply(shortEntryPrice.subtract(price));
        }
        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);
        unrealizedPnl = longPnl.add(shortPnl);

        log.info("[Gate] 未实现盈亏: {}", unrealizedPnl);
    }

    /**
     * 根据配置的 PnLPriceMode 返回计价价格。
     * MARK_PRICE 模式优先使用标记价格（外部注入），未注入时回退到最新成交价。
     *
     * @return 计价价格，可能为 null
     */
    private BigDecimal resolvePnlPrice() {
        if (config.getUnrealizedPnlPriceMode() == GateConfig.PnLPriceMode.MARK_PRICE
                && markPrice.compareTo(BigDecimal.ZERO) > 0) {
            return markPrice;
        }
        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("=====================================");
        return lastKlinePrice;
    }

    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;
    }
    /** @return 最新 K 线价格（每次 onKline 更新） */
    public BigDecimal getLastKlinePrice() { return lastKlinePrice; }
    /** 设置标记价格（外部注入，MARK_PRICE 模式时用于盈亏计算） */
    public void setMarkPrice(BigDecimal markPrice) { this.markPrice = markPrice; }
    /** @return 策略是否处于活跃状态（非 STOPPED 且非 WAITING_KLINE） */
    public boolean isStrategyActive() { return state != StrategyState.STOPPED && state != StrategyState.WAITING_KLINE; }
    /** @return 累计已实现盈亏（平仓推送驱动累加） */
    public BigDecimal getCumulativePnl() { return cumulativePnl; }
    /** @return 当前未实现盈亏（每根 K 线实时计算） */
    public BigDecimal getUnrealizedPnl() { return unrealizedPnl; }
    /** @return Gate 用户 ID（用于私有频道订阅 payload） */
    public Long getUserId() { return userId; }
    /** @return 当前策略状态 */
    public StrategyState getState() { return state; }
}