refactor(gateApi): 优化网格交易逻辑和止盈策略

Administrator

22 hours ago 377012b130a26728bed009a228076e72cd01f2f8

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

@@ -92,7 +92,6 @@
    private static final String ORDER_TYPE_CLOSE_SHORT = "plan-close-short-position";

    private final GateConfig config;
    private final String logLabel;
    private final GateTradeExecutor executor;
    private final FuturesApi futuresApi;
    private static final String SETTLE = "usdt";
@@ -131,16 +130,29 @@

    public GateGridTradeService(GateConfig config) {
        this.config = config;
        this.logLabel = config.getLabel();
        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(), logLabel);
        this.executor = new GateTradeExecutor(apiClient, config.getContract());
    }

    // ---- 初始化 ----

    /**
     * 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 {
            ApiClient detailClient = new ApiClient();
@@ -148,14 +160,14 @@
            detailClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
            AccountDetail detail = new AccountApi(detailClient).getAccountDetail();
            this.userId = detail.getUserId();
            log.info("[Gate-{}] 用户ID: {}", logLabel, userId);
            log.info("[Gate] 用户ID: {}", userId);

            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            this.initialPrincipal = new BigDecimal(account.getTotal());
            log.info("[Gate-{}] 初始本金: {} USDT", logLabel, initialPrincipal);
            log.info("[Gate] 初始本金: {} USDT", initialPrincipal);

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

            //设置持仓模式为双向持仓
@@ -187,19 +199,32 @@
                    e.printStackTrace();
                }
            }
            log.info("[Gate-{}] 持仓模式: {} 余额: {}", logLabel, config.getPositionMode(), account.getAvailable());
            log.info("[Gate-{}] 杠杆: {}x {}", logLabel, config.getLeverage(), config.getMarginMode());
            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("[Gate-{}] 初始化失败, label:{}, msg:{}", logLabel, e.getErrorLabel(), e.getMessage());
            log.error("[Gate] 初始化失败, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
        } catch (ApiException e) {
            log.error("[Gate-{}] 初始化失败, code:{}", logLabel, e.getCode());
            log.error("[Gate] 初始化失败, code:{}", e.getCode());
        }
    }

    /**
     * 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", logLabel); return; }
            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;
@@ -225,20 +250,24 @@
                }
                closeOrder.setText("t-grid-init-close");
                futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
                log.info("[Gate-{}] 平已有仓位, 方向:{}, size:{}, mode:{}", logLabel, size > 0 ? "多" : "空", sizeStr, mode);
                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:{}", logLabel, e.getErrorLabel(), e.getMessage());
            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", logLabel, 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 (state != StrategyState.WAITING_KLINE && state != StrategyState.STOPPED) {
            log.warn("[Gate-{}] 策略已在运行中, state:{}", logLabel, state);
            log.warn("[Gate] 策略已在运行中, state:{}", state);
            return;
        }
        state = StrategyState.WAITING_KLINE;
@@ -255,18 +284,40 @@
        shortActive = false;
        shortPriceQueue.clear();
        longPriceQueue.clear();
        log.info("[Gate-{}] 网格策略已启动", logLabel);
        log.info("[Gate] 网格策略已启动");
    }

    /**
     * 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() {
        state = StrategyState.STOPPED;
        executor.cancelAllPriceTriggeredOrders();
        executor.shutdown();
        log.info("[Gate-{}] 策略已停止, 累计盈亏: {}", logLabel, cumulativePnl);
        log.info("[Gate] 策略已停止, 累计盈亏: {}", cumulativePnl);
    }

    // ---- K线回调 ----

    /**
     * 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) {
        lastKlinePrice = closePrice;
        updateUnrealizedPnl();
@@ -276,12 +327,12 @@

        if (state == StrategyState.WAITING_KLINE) {
            state = StrategyState.OPENING;
            log.info("[Gate-{}] 首根K线到达，开基底仓位...", logLabel);
            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", logLabel);
                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", logLabel);
                log.info("[Gate] 基底空单已提交");
            }, null);
            return;
        }
@@ -295,6 +346,26 @@

    // ---- 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) {
@@ -311,14 +382,18 @@
                    longPositionSize = size;
                    longBaseEntryPrice = entryPrice;
                    baseLongOpened = true;
                    log.info("[Gate-{}] 基底多成交价: {}", logLabel, longBaseEntryPrice);
                    log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
                    tryGenerateQueues();
                } else if (size.compareTo(longPositionSize) > 0) {
                    longPositionSize = size;
                    BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.add(config.getGridRate())).setScale(1, RoundingMode.HALF_UP);
                    executor.placeTakeProfit(tpPrice,
                            FuturesPriceTrigger.RuleEnum.NUMBER_1, ORDER_TYPE_CLOSE_LONG, negate(config.getQuantity()));
                    log.info("[Gate-{}] 多单止盈已设, entry:{}, tp:{}, size:{}", logLabel, entryPrice, tpPrice, negate(config.getQuantity()));
                    if (longPriceQueue.isEmpty()) {
                        log.warn("[Gate] 多仓队列为空，无法设止盈");
                    } else {
                        BigDecimal tpPrice = longPriceQueue.get(0);
                        executor.placeTakeProfit(tpPrice,
                                FuturesPriceTrigger.RuleEnum.NUMBER_1, ORDER_TYPE_CLOSE_LONG, negate(config.getQuantity()));
                        log.info("[Gate] 多单止盈已设, entry:{}, tp:{}, size:{}", entryPrice, tpPrice, negate(config.getQuantity()));
                    }
                } else {
                    longPositionSize = size;
                }
@@ -334,14 +409,18 @@
                    shortPositionSize = size.abs();
                    shortBaseEntryPrice = entryPrice;
                    baseShortOpened = true;
                    log.info("[Gate-{}] 基底空成交价: {}", logLabel, shortBaseEntryPrice);
                    log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
                    tryGenerateQueues();
                } else if (size.abs().compareTo(shortPositionSize) > 0) {
                    shortPositionSize = size.abs();
                    BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.subtract(config.getGridRate())).setScale(1, RoundingMode.HALF_UP);
                    executor.placeTakeProfit(tpPrice,
                            FuturesPriceTrigger.RuleEnum.NUMBER_2, ORDER_TYPE_CLOSE_SHORT, config.getQuantity());
                    log.info("[Gate-{}] 空单止盈已设, entry:{}, tp:{}, size:{}", logLabel, entryPrice, tpPrice, config.getQuantity());
                    if (shortPriceQueue.isEmpty()) {
                        log.warn("[Gate] 空仓队列为空，无法设止盈");
                    } else {
                        BigDecimal tpPrice = shortPriceQueue.get(0);
                        executor.placeTakeProfit(tpPrice,
                                FuturesPriceTrigger.RuleEnum.NUMBER_2, ORDER_TYPE_CLOSE_SHORT, config.getQuantity());
                        log.info("[Gate] 空单止盈已设, entry:{}, tp:{}, size:{}", entryPrice, tpPrice, config.getQuantity());
                    }
                } else {
                    shortPositionSize = size.abs();
                }
@@ -354,35 +433,56 @@

    // ---- 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:{}", logLabel, pnl, side, cumulativePnl);
        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", logLabel, cumulativePnl);
            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", logLabel, cumulativePnl);
            log.info("[Gate] 已达亏损上限 {}→已停止", cumulativePnl);
            state = StrategyState.STOPPED;
        }
    }

    // ---- 网格队列处理 ----

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

    /**
     * 生成空仓价格队列。
     * 以空头基底入场价 shortBaseEntryPrice 为基准，按 gridRate 递减生成 gridQueueSize 个价格元素：
     * <pre>shortBaseEntryPrice × (1 − gridRate × i), i=1..gridQueueSize</pre>
     * 队列降序排列（大→小），方便 processShortGrid 中从头遍历。
     */
    private void generateShortQueue() {
        shortPriceQueue.clear();
        BigDecimal step = config.getGridRate();
@@ -391,9 +491,15 @@
        }
        shortPriceQueue.sort((a, b) -> b.compareTo(a));
        //输出队列：shortPriceQueue;
        log.info("[Gate-{}] 空队列:{}", logLabel, shortPriceQueue);
        log.info("[Gate] 空队列:{}", shortPriceQueue);
    }

    /**
     * 生成多仓价格队列。
     * 以多头基底入场价 longBaseEntryPrice 为基准，按 gridRate 递增生成 gridQueueSize 个价格元素：
     * <pre>longBaseEntryPrice × (1 + gridRate × i), i=1..gridQueueSize</pre>
     * 队列升序排列（小→大），方便 processLongGrid 中从头遍历。
     */
    private void generateLongQueue() {
        longPriceQueue.clear();
        BigDecimal step = config.getGridRate();
@@ -401,7 +507,7 @@
            longPriceQueue.add(longBaseEntryPrice.multiply(BigDecimal.ONE.add(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP));
        }
        longPriceQueue.sort(BigDecimal::compareTo);
        log.info("[Gate-{}] 多队列:{}", logLabel, longPriceQueue);
        log.info("[Gate] 多队列:{}", longPriceQueue);
    }

    /**
@@ -414,10 +520,10 @@
     * <h3>执行流程</h3>
     * <ol>
     *   <li>匹配队列元素 → 为空则直接返回</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>
     *   <li>空仓队列：移除 matched 元素，尾部补充新元素（尾价 × (1 − gridRate) 循环递减）</li>
     *   <li>多仓队列：以多仓队列首元素（最小价）为种子，生成 matched.size() 个递减元素加入</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>
@@ -434,25 +540,12 @@
                }
            }
        }
        log.info("[Gate-{}] 原空队列:{}", logLabel, shortPriceQueue);
        log.info("[Gate] 原空队列:{}", shortPriceQueue);
        if (matched.isEmpty()) {
            log.info("[Gate-{}] 空仓队列未触发, 当前价:{}", logLabel, currentPrice);
            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:{}", logLabel, matched.size(), currentPrice);
        if (!isMarginSafe()) {
            log.warn("[Gate-{}] 保证金超限，跳过空单开仓", logLabel);
        } else {
            executor.openShort(negate(config.getQuantity()), null, null);
            if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
                    && longEntryPrice.compareTo(BigDecimal.ZERO) > 0
                    && longEntryPrice.compareTo(shortEntryPrice) > 0
                    && currentPrice.compareTo(shortEntryPrice) > 0
                    && currentPrice.compareTo(longEntryPrice.multiply(BigDecimal.ONE.subtract(config.getGridRate()))) < 0) {
                executor.openLong(config.getQuantity(), null, null);
                log.info("[Gate-{}] 触发价在多/空持仓价之间且多>空且远离多仓均价, 额外开多一次, 当前价:{}", logLabel, currentPrice);
            }
        }
        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);
@@ -461,12 +554,12 @@
            for (int i = 0; i < matched.size(); i++) {
                min = min.multiply(BigDecimal.ONE.subtract(step)).setScale(1, RoundingMode.HALF_UP);
                shortPriceQueue.add(min);
                log.info("[Gate-{}] 空队列增加:{}", logLabel, min);
                log.info("[Gate] 空队列增加:{}", min);
            }

            shortPriceQueue.sort((a, b) -> b.compareTo(a));

            log.info("[Gate-{}] 现空队列:{}", logLabel, shortPriceQueue);
            log.info("[Gate] 现空队列:{}", shortPriceQueue);
        }

        synchronized (longPriceQueue) {
@@ -474,19 +567,33 @@
            BigDecimal step = config.getGridRate();
            for (int i = 1; i <= matched.size(); i++) {
                BigDecimal elem = first.multiply(BigDecimal.ONE.subtract(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP);
                if (elem.subtract(currentPrice).abs().compareTo(currentPrice.multiply(step)) < 0) {
                    log.info("[Gate] 多队列跳过:{}", elem);
                if (longEntryPrice.compareTo(BigDecimal.ZERO) > 0
                        && currentPrice.subtract(longEntryPrice).abs().compareTo(longEntryPrice.multiply(step)) < 0) {
                    log.info("[Gate] 多队列跳过(price≈longEntry):{}", elem);
                    continue;
                }
                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:{}", logLabel, longPriceQueue);
            log.info("[Gate] 现多队列:{}", longPriceQueue);
        }

        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过空单开仓");
        } else {
            executor.openShort(negate(config.getQuantity()), null, null);
            if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
                    && longEntryPrice.compareTo(BigDecimal.ZERO) > 0
                    && longEntryPrice.compareTo(shortEntryPrice) > 0
                    && currentPrice.compareTo(shortEntryPrice) > 0
                    && currentPrice.compareTo(longEntryPrice.multiply(BigDecimal.ONE.subtract(config.getGridRate()))) < 0) {
                executor.openLong(config.getQuantity(), null, null);
                log.info("[Gate] 触发价在多/空持仓价之间且多>空且远离多仓均价, 额外开多一次, 当前价:{}", currentPrice);
            }
        }
    }

@@ -500,10 +607,10 @@
     * <h3>执行流程</h3>
     * <ol>
     *   <li>匹配队列元素 → 为空则直接返回</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>
     *   <li>多仓队列：移除 matched 元素，尾部补充新元素（尾价 × (1 + gridRate) 循环递增）</li>
     *   <li>空仓队列：以空仓队列首元素（最高价）为种子，生成 matched.size() 个递增元素加入</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>
@@ -520,26 +627,13 @@
                }
            }
        }
        log.info("[Gate-{}] 原多队列:{}", logLabel, longPriceQueue);
        log.info("[Gate] 原多队列:{}", longPriceQueue);
        if (matched.isEmpty()) {
            log.info("[Gate-{}] 多仓队列未触发,  当前价:{}", logLabel, currentPrice);
            log.info("[Gate] 多仓队列未触发,  当前价:{}", currentPrice);
            return;
        }

        log.info("[Gate-{}] 多仓队列触发, 匹配{}个元素, 当前价:{}", logLabel, matched.size(), currentPrice);
        if (!isMarginSafe()) {
            log.warn("[Gate-{}] 保证金超限，跳过多单开仓", logLabel);
        } else {
            executor.openLong(config.getQuantity(), null, null);
            if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
                    && longEntryPrice.compareTo(BigDecimal.ZERO) > 0
                    && longEntryPrice.compareTo(shortEntryPrice) > 0
                    && currentPrice.compareTo(shortEntryPrice.multiply(BigDecimal.ONE.add(config.getGridRate()))) > 0
                    && currentPrice.compareTo(longEntryPrice) < 0) {
                executor.openShort(negate(config.getQuantity()), null, null);
                log.info("[Gate-{}] 触发价在多/空持仓价之间且多>空且远离空仓均价, 额外开空一次, 当前价:{}", logLabel, currentPrice);
            }
        }
        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);
@@ -549,11 +643,11 @@
                max = max.multiply(BigDecimal.ONE.add(step)).setScale(1, RoundingMode.HALF_UP);
                longPriceQueue.add(max);

                log.info("[Gate-{}] 多队列增加:{}", logLabel, max);
                log.info("[Gate] 多队列增加:{}", max);
            }
            longPriceQueue.sort(BigDecimal::compareTo);

            log.info("[Gate-{}] 现多队列:{}", logLabel, longPriceQueue);
            log.info("[Gate] 现多队列:{}", longPriceQueue);
        }

        synchronized (shortPriceQueue) {
@@ -561,40 +655,67 @@
            BigDecimal step = config.getGridRate();
            for (int i = 1; i <= matched.size(); i++) {
                BigDecimal elem = first.multiply(BigDecimal.ONE.add(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP);
                if (elem.subtract(currentPrice).abs().compareTo(currentPrice.multiply(step)) < 0) {

                    log.info("[Gate] 空队列跳过:{}", elem);
                if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
                        && currentPrice.subtract(shortEntryPrice).abs().compareTo(shortEntryPrice.multiply(step)) < 0) {
                    log.info("[Gate] 空队列跳过(price≈shortEntry):{}", elem);
                    continue;
                }
                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:{}", logLabel, shortPriceQueue);
            log.info("[Gate] 现空队列:{}", shortPriceQueue);
        }

        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过多单开仓");
        } else {
            executor.openLong(config.getQuantity(), null, null);
            if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
                    && longEntryPrice.compareTo(BigDecimal.ZERO) > 0
                    && longEntryPrice.compareTo(shortEntryPrice) > 0
                    && currentPrice.compareTo(shortEntryPrice.multiply(BigDecimal.ONE.add(config.getGridRate()))) > 0
                    && currentPrice.compareTo(longEntryPrice) < 0) {
                executor.openShort(negate(config.getQuantity()), null, null);
                log.info("[Gate] 触发价在多/空持仓价之间且多>空且远离空仓均价, 额外开空一次, 当前价:{}", currentPrice);
            }
        }
    }

    // ---- 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 {
            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: {}/{}={}", logLabel, margin, initialPrincipal, ratio);
            log.debug("[Gate] 保证金比例: {}/{}={}", margin, initialPrincipal, ratio);
            return ratio.compareTo(config.getMarginRatioLimit()) < 0;
        } catch (Exception e) {
            log.warn("[Gate-{}] 查保证金失败，默认放行", logLabel, e);
            log.warn("[Gate] 查保证金失败，默认放行", e);
            return true;
        }
    }

    // ---- 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;
    }
@@ -625,11 +746,14 @@
        }
        unrealizedPnl = longPnl.add(shortPnl);

        log.info("[Gate-{}] 未实现盈亏: {}", logLabel, unrealizedPnl);
        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
@@ -639,11 +763,18 @@
        return lastKlinePrice;
    }

    /** @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; }
}