fix(gateApi): 修复网格交易中的止盈逻辑和数量计算问题

Administrator

4 days ago 4935aac9c7a42215d15ef14f66a3ea228e4303e2

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

@@ -15,6 +15,7 @@
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.*;
import java.util.concurrent.atomic.AtomicInteger;

import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionClosesChannelHandler;
@@ -133,6 +134,9 @@
    private volatile boolean shortActive = false;
    /** 多头是否活跃（有仓位） */
    private volatile boolean longActive = false;

    /** 当前已完成轮数，每次盈利重启时+1 */
    private volatile int currentRound = 0;

    /** 多头累计止损次数（始终递增，加仓订单成交后归零） */
    private volatile int accumulatedLongLossCount = 0;
@@ -321,6 +325,7 @@
        currentShortOrderIds.clear();
        // 每次重启重新获取当前本金
        refreshInitialPrincipal();
        currentRound = 0;

        log.info("[Gate] 网格策略已启动, 当前本金: {} USDT", initialPrincipal);
    }
@@ -398,9 +403,11 @@
            return;
        }

        checkProfitAndReset();
        // 异步检查盈亏，避免 REST 调用阻塞 WS 心跳导致 Socket closed
        executor.submitTask(this::checkProfitAndReset);

        if (state == StrategyState.ACTIVE &&
                config.isPriceDriveEnabled() &&
                longActive == false &&
                    longPositionSize.compareTo(BigDecimal.ZERO) == 0){
            processShortGrid(closePrice);
@@ -408,6 +415,7 @@


        if (state == StrategyState.ACTIVE &&
                config.isPriceDriveEnabled() &&
                shortActive == false &&
                        shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
            processLongGrid(closePrice);
@@ -428,7 +436,17 @@
            BigDecimal totalEquity = new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl()));

            if (totalEquity.compareTo(target) > 0) {
                log.info("[Gate] 盈亏达标(净权益{}>目标{})，重置策略", totalEquity, target);
                currentRound++;
                int maxRounds = config.getRounds();
                log.info("[Gate] 盈亏达标(净权益{}>目标{})，第{}轮完成", totalEquity, target, currentRound);

                if (maxRounds > 0 && currentRound >= maxRounds) {
                    log.info("[Gate] 已达到运行轮数上限({})，策略停止", maxRounds);
                    stopGrid();
                    return;
                }

                log.info("[Gate] 重置策略，开始第{}轮...", currentRound);
                state = StrategyState.STOPPED;
                try {
                    futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
@@ -439,7 +457,10 @@
                // 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
                executor.submitTask(() -> {
                    try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
                    // 注意：startGrid() 会将 currentRound 归零，这里需要保留
                    int savedRound = currentRound;
                    startGrid();
                    currentRound = savedRound;
                });
            }
        } catch (Exception e) {
@@ -538,7 +559,9 @@
            // 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
            executor.submitTask(() -> {
                try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
                int savedRound = currentRound;
                startGrid();
                currentRound = savedRound;
            });
            log.info("[Gate] 重置策略");
            return;
@@ -597,23 +620,23 @@
            return;
        }

        // [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);
            cancelNearestLongStopLoss();
            return;
        }
        // [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);
            cancelNearestShortStopLoss();
//            checkLastTakeProfitAndRestart();
            return;
        }
//        // [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);
////            cancelNearestLongStopLoss();
//            return;
//        }
//        // [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);
////            cancelNearestShortStopLoss();
////            checkLastTakeProfitAndRestart();
//            return;
//        }

        GridElement longStopLossElem = GridElement.findByLongStopLossOrderId(orderId);
//        if (longStopLossElem != null && longPositionSize.compareTo(BigDecimal.ZERO) > 0 && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
@@ -633,6 +656,17 @@
            if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
                int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
                shortEntryTraderIdParam(shortGridElement, orderId, false);

                // 防重入：同一网格存在多个入场单且相近时间成交时，只处理第一次 extend，
                // 后续成交打标 pendingReExtend，延展完成后自动用最新仓位重挂一次。
                if (shortGridElement.isExtendStopLossInProgress()) {
                    shortGridElement.setPendingStopLossReExtend(true);
                    log.info("[Gate] 空单成交 gridId:{}, 止损追单已在进行中，标记待重挂, orderId:{}",
                            shortGridElement.getId(), orderId);
                    return;
                }
                shortGridElement.setExtendStopLossInProgress(true);

                accumulatedShortLossCount = 0;
                lastShortStopLossGridId = Integer.MAX_VALUE;
                // [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
@@ -667,30 +701,33 @@
//                );

                // 空仓止盈：超额部分挂止盈，从entry网格向下逐个挂
                int shortBaseQty = Integer.parseInt(config.getBaseQuantity());
                int shortGridQty = Integer.parseInt(config.getQuantity());
                int shortTpCount = posSize > shortBaseQty ? (posSize - shortBaseQty) / shortGridQty : 0;

                for (int i = 0; i < shortTpCount; 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);
                            }
                    );
                }
//                int shortBaseQty = Integer.parseInt(config.getBaseQuantity());
//                int shortGridQty = Integer.parseInt(config.getQuantity());
//                int shortTpCount = posSize > shortBaseQty ? (posSize - shortBaseQty) / shortGridQty : 0;
//
//                int tpSpan = config.getTakeProfitGridSpan();
//                for (int i = 0; i < shortTpCount; i++) {
//                    int tpGridId = shortGridElement.getId() - tpSpan * (i + 1);
//                    GridElement tpElem = GridElement.findById(tpGridId);
//                    // 用 takeProfitPlaced 做同步标记，避免异步回调未执行时重复挂单
//                    if (tpElem == null || tpElem.getShortTraderParam().isTakeProfitPlaced()) {
//                        continue;
//                    }
//                    tpElem.getShortTraderParam().setTakeProfitPlaced(true);
//                    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);
@@ -699,6 +736,17 @@

                int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
                longEntryTraderIdParam(longGridElement, orderId, false);

                // 防重入：同一网格存在多个入场单且相近时间成交时，只处理第一次 extend，
                // 后续成交打标 pendingReExtend，延展完成后自动用最新仓位重挂一次。
                if (longGridElement.isExtendStopLossInProgress()) {
                    longGridElement.setPendingStopLossReExtend(true);
                    log.info("[Gate] 多单成交 gridId:{}, 止损追单已在进行中，标记待重挂, orderId:{}",
                            longGridElement.getId(), orderId);
                    return;
                }
                longGridElement.setExtendStopLossInProgress(true);

                accumulatedLongLossCount = 0;
                lastLongStopLossGridId = Integer.MAX_VALUE;
                // [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
@@ -733,30 +781,33 @@
//                );

                // 多仓止盈：超额部分挂止盈，从entry网格向上逐个挂
                int longBaseQty = Integer.parseInt(config.getBaseQuantity());
                int longGridQty = Integer.parseInt(config.getQuantity());
                int longTpCount = posSize > longBaseQty ? (posSize - longBaseQty) / longGridQty : 0;

                for (int i = 0; i < longTpCount; 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);
                            }
                    );
                }
//                int longBaseQty = Integer.parseInt(config.getBaseQuantity());
//                int longGridQty = Integer.parseInt(config.getQuantity());
//                int longTpCount = posSize > longBaseQty ? (posSize - longBaseQty) / longGridQty : 0;
//
//                int tpSpan = config.getTakeProfitGridSpan();
//                for (int i = 0; i < longTpCount; i++) {
//                    int tpGridId = longGridElement.getId() + tpSpan * (i + 1);
//                    GridElement tpElem = GridElement.findById(tpGridId);
//                    // 用 takeProfitPlaced 做同步标记，避免异步回调未执行时重复挂单
//                    if (tpElem == null || tpElem.getLongTraderParam().isTakeProfitPlaced()) {
//                        continue;
//                    }
//                    tpElem.getLongTraderParam().setTakeProfitPlaced(true);
//                    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);
//                            }
//                    );
//                }
            }
        }
    }
@@ -1203,17 +1254,22 @@

                    if (newEntryGrid != null) {

                        GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());
                        String quantity = cancelGridElement != null
                                ? cancelGridElement.getLongTraderParam().getQuantity()
                                : config.getBaseQuantity();
                        if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
                            for (String longOrderId : new ArrayList<>(cancelGridElement.getLongOrderIds())) {
                                executor.cancelConditionalOrder(longOrderId, oid -> {
                                    longEntryTraderIdParam(cancelGridElement, longOrderId, false);
                                    log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", cancelGridElement.getId(), longOrderId);
                                });
//                        String quantity = String.valueOf((accumulatedLongLossCount + 1) * Integer.parseInt(config.getQuantity()));
                        String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
                        // 向上遍历取消所有遗留多单（跳过基础入场网格0）
                        GridElement cancelCursor = GridElement.findById(newEntryGrid.getUpId());
                        while (cancelCursor != null) {
                            if (cancelCursor.isHasLongOrder()) {
                                for (String longOrderId : new ArrayList<>(cancelCursor.getLongOrderIds())) {
                                    GridElement finalCancelCursor = cancelCursor;
                                    executor.cancelConditionalOrder(longOrderId, oid -> {
                                        longEntryTraderIdParam(finalCancelCursor, longOrderId, false);
                                        log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", finalCancelCursor.getId(), longOrderId);
                                    });
                                }
                            }
                            Integer nextUpId = cancelCursor.getUpId();
                            cancelCursor = nextUpId != null ? GridElement.findById(nextUpId) : null;
                        }
//                        log.info("[Gate-2] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
                        if (!newEntryGrid.isHasLongOrder()) {
@@ -1254,21 +1310,22 @@

                    if (newEntryGrid != null) {

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

                        String quantity = cancelGridElement != null
                                ? cancelGridElement.getShortTraderParam().getQuantity()
                                : config.getBaseQuantity();
                        /**
                         * 看是否有空仓挂单，有就取消
                         */
                        if (cancelGridElement != null && cancelGridElement.isHasShortOrder()) {
                            for (String shortOrderId : new ArrayList<>(cancelGridElement.getShortOrderIds())) {
                                executor.cancelConditionalOrder(shortOrderId, oid -> {
                                    shortEntryTraderIdParam(cancelGridElement, shortOrderId, false);
                                    log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", cancelGridElement.getId(), shortOrderId);
                                });
//                        String quantity = String.valueOf((accumulatedShortLossCount + 1) * Integer.parseInt(config.getQuantity()));
                        String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
                        // 向下遍历取消所有遗留空单（跳过基础入场网格0）
                        GridElement cancelCursor = GridElement.findById(newEntryGrid.getDownId());
                        while (cancelCursor != null) {
                            if (cancelCursor.isHasShortOrder()) {
                                for (String shortOrderId : new ArrayList<>(cancelCursor.getShortOrderIds())) {
                                    GridElement finalCancelCursor = cancelCursor;
                                    executor.cancelConditionalOrder(shortOrderId, oid -> {
                                        shortEntryTraderIdParam(finalCancelCursor, shortOrderId, false);
                                        log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", finalCancelCursor.getId(), shortOrderId);
                                    });
                                }
                            }
                            Integer nextDownId = cancelCursor.getDownId();
                            cancelCursor = nextDownId != null ? GridElement.findById(nextDownId) : null;
                        }
//                        log.info("[Gate-4] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
                        if (!newEntryGrid.isHasShortOrder()){
@@ -1344,23 +1401,23 @@
            }
        }

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

    private void handleShortStopLossTriggered(GridElement gridElement, String orderId) {
@@ -1420,23 +1477,23 @@
            }
        }

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

    // ========== 止盈/止损取消辅助方法 ==========
@@ -1589,6 +1646,7 @@
        for (GridElement e : config.getGridElements()) {
            String tpId = e.getLongTakeProfitOrderId();
            if (tpId != null) {
                e.getLongTraderParam().setTakeProfitPlaced(false);
                e.setLongTakeProfitOrderId(null);
                executor.cancelConditionalOrder(tpId, oid -> {});
            }
@@ -1608,6 +1666,7 @@
        for (GridElement e : config.getGridElements()) {
            String tpId = e.getShortTakeProfitOrderId();
            if (tpId != null) {
                e.getShortTraderParam().setTakeProfitPlaced(false);
                e.setShortTakeProfitOrderId(null);
                executor.cancelConditionalOrder(tpId, oid -> {});
            }
@@ -1646,56 +1705,155 @@
    // ========== 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） ==========

    /**
     * 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。
     * 多仓止损追单 — 网格数量 = baseQuantity/quantity，从近到远分配。
     * aCount<0跳过, aCount=0→主=2, aCount=1→主=2,辅0=1, aCount>=2→主=aCount,辅依次填1
     */
    private void extendLongStopLoss(int filledQty, int gridId) {
        int qty = Integer.parseInt(config.getQuantity());
        int aCount = Math.max(0, filledQty / qty - 2);
        if (aCount < 0) return;
        int baseQty = Integer.parseInt(config.getBaseQuantity());
        int gridCount = baseQty / qty;
        GridElement entryElem = GridElement.findById(gridId);
        if (gridCount <= 0 || filledQty < qty) {
            // 早期返回需重置防重入标记
            if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
            return;
        }

        int a, b, c;
        if (aCount == 0) { a = 2; b = 0; c = 0; }
        else if (aCount == 1) { a = 2; b = 1; c = 0; }
        else { a = aCount; b = 1; c = 1; }
        int totalOrders = filledQty / qty;
        int[] orders = new int[gridCount];

        log.info("[Gate] 多仓追挂止损, 成交{}张, gridId:{}, A({})x{}  B({})x{}  C({})x{}",
                filledQty, gridId, gridId - 2, a, gridId - 3, b, gridId - 4, c);
        if (gridCount == 1) {
            // 只有1个网格，全量挂在上面
            orders[0] = totalOrders;
        } else {
            // 最近网格(orders[0])挂剩余张数，其余每个网格各挂1张
            orders[0] = totalOrders - (gridCount - 1);
            if (orders[0] < 1) {
                // 订单数不够覆盖所有网格(理论上不会出现)，全量挂在最近网格
                orders[0] = totalOrders;
            } else {
                for (int i = 1; i < gridCount; i++) {
                    orders[i] = 1;
                }
            }
        }

        if (a > 0) placeStopLossOrders(gridId - 2, a, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
                ORDER_TYPE_CLOSE_LONG, true);
        if (b > 0) placeStopLossOrders(gridId - 3, b, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
                ORDER_TYPE_CLOSE_LONG, true);
        if (c > 0) placeStopLossOrders(gridId - 4, c, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
                ORDER_TYPE_CLOSE_LONG, true);
        // 计算总订单数，用于异步回调完成时重置防重入标记
        int totalOrdersToPlace = 0;
        for (int i = 0; i < gridCount; i++) {
            if (orders[i] > 0) { totalOrdersToPlace += orders[i]; }
        }
        if (totalOrdersToPlace == 0) {
            if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
            return;
        }
        AtomicInteger remainCount = new AtomicInteger(totalOrdersToPlace);

        StringBuilder detail = new StringBuilder();
        for (int i = 0; i < gridCount; i++) {
            if (orders[i] > 0) {
                int sgId = gridId - 2 - i;
                placeStopLossOrders(sgId, orders[i], qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
                        ORDER_TYPE_CLOSE_LONG, true, remainCount, entryElem);
                if (detail.length() > 0) {
                    detail.append("  ");
                }
                detail.append(sgId).append("x").append(orders[i]);
            }
        }

        log.info("[Gate] 多仓追挂止损, 成交{}张, gridId:{}, 网格数:{}, 分配:{}",
                filledQty, gridId, gridCount, detail);
    }

    /**
     * 空仓止损追单 — 3 个固定位置，从近到远分配合约。
     * aCount<0跳过, aCount=0→A=2, aCount=1→A=2,B=1, aCount>=2→A=aCount,B=1,C=1
     * 空仓止损追单 — 网格数量 = baseQuantity/quantity，从近到远分配。
     * aCount<0跳过, aCount=0→主=2, aCount=1→主=2,辅0=1, aCount>=2→主=aCount,辅依次填1
     */
    private void extendShortStopLoss(int filledQty, int gridId) {
        int qty = Integer.parseInt(config.getQuantity());
        int aCount = Math.max(0, filledQty / qty - 2);
        if (aCount < 0) return;
        int baseQty = Integer.parseInt(config.getBaseQuantity());
        int gridCount = baseQty / qty;
        GridElement entryElem = GridElement.findById(gridId);
        if (gridCount <= 0 || filledQty < qty) {
            // 早期返回需重置防重入标记
            if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
            return;
        }

        int a, b, c;
        if (aCount == 0) { a = 2; b = 0; c = 0; }
        else if (aCount == 1) { a = 2; b = 1; c = 0; }
        else { a = aCount; b = 1; c = 1; }
        int totalOrders = filledQty / qty;
        int[] orders = new int[gridCount];

        log.info("[Gate] 空仓追挂止损, 成交{}张, gridId:{}, A({})x{}  B({})x{}  C({})x{}",
                filledQty, gridId, gridId + 2, a, gridId + 3, b, gridId + 4, c);
        if (gridCount == 1) {
            // 只有1个网格，全量挂在上面
            orders[0] = totalOrders;
        } else {
            // 最近网格(orders[0])挂剩余张数，其余每个网格各挂1张
            orders[0] = totalOrders - (gridCount - 1);
            if (orders[0] < 1) {
                // 订单数不够覆盖所有网格(理论上不会出现)，全量挂在最近网格
                orders[0] = totalOrders;
            } else {
                for (int i = 1; i < gridCount; i++) {
                    orders[i] = 1;
                }
            }
        }

        if (a > 0) placeStopLossOrders(gridId + 2, a, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
                ORDER_TYPE_CLOSE_SHORT, false);
        if (b > 0) placeStopLossOrders(gridId + 3, b, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
                ORDER_TYPE_CLOSE_SHORT, false);
        if (c > 0) placeStopLossOrders(gridId + 4, c, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
                ORDER_TYPE_CLOSE_SHORT, false);
        // 计算总订单数，用于异步回调完成时重置防重入标记
        int totalOrdersToPlace = 0;
        for (int i = 0; i < gridCount; i++) {
            if (orders[i] > 0) { totalOrdersToPlace += orders[i]; }
        }
        if (totalOrdersToPlace == 0) {
            if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
            return;
        }
        AtomicInteger remainCount = new AtomicInteger(totalOrdersToPlace);

        StringBuilder detail = new StringBuilder();
        for (int i = 0; i < gridCount; i++) {
            if (orders[i] > 0) {
                int sgId = gridId + 2 + i;
                placeStopLossOrders(sgId, orders[i], qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
                        ORDER_TYPE_CLOSE_SHORT, false, remainCount, entryElem);
                if (detail.length() > 0) {
                    detail.append("  ");
                }
                detail.append(sgId).append("x").append(orders[i]);
            }
        }

        log.info("[Gate] 空仓追挂止损, 成交{}张, gridId:{}, 网格数:{}, 分配:{}",
                filledQty, gridId, gridCount, detail);
    }

    /**
     * 延展完成后重挂止损（处理被跳过的入场单成交）。
     * 取消已有止损单并用最新仓位重新挂单，确保止损覆盖最新持仓数。
     */
    private void reExtendLongStopLoss(GridElement entryElem) {
        if (entryElem.isExtendStopLossInProgress()) {
            log.info("[Gate] 多仓重挂止损跳过, entryGridId:{}, 仍在进行中", entryElem.getId());
            return;
        }
        entryElem.setExtendStopLossInProgress(true);
        cancelAllLongTakeProfitsAndStopLosses();
        int latestPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
        log.info("[Gate] 多仓重挂止损, entryGridId:{}, 最新仓位:{}张", entryElem.getId(), latestPos);
        extendLongStopLoss(latestPos, entryElem.getId());
    }

    private void reExtendShortStopLoss(GridElement entryElem) {
        if (entryElem.isExtendStopLossInProgress()) {
            log.info("[Gate] 空仓重挂止损跳过, entryGridId:{}, 仍在进行中", entryElem.getId());
            return;
        }
        entryElem.setExtendStopLossInProgress(true);
        cancelAllShortTakeProfitsAndStopLosses();
        int latestPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
        log.info("[Gate] 空仓重挂止损, entryGridId:{}, 最新仓位:{}张", entryElem.getId(), latestPos);
        extendShortStopLoss(latestPos, entryElem.getId());
    }

    /**
@@ -1703,13 +1861,34 @@
     */
    private void placeStopLossOrders(int gridId, int count, int qty,
                                      FuturesPriceTrigger.RuleEnum rule,
                                      String orderType, boolean isLong) {
                                      String orderType, boolean isLong,
                                      AtomicInteger remainCount,
                                      GridElement entryElement) {
        if (count <= 0) {
            return;
        }
        GridElement elem = GridElement.findById(gridId);
        if (elem == null) {
            log.warn("[Gate] 止损挂单位置不存在, gridId:{}", gridId);
            // 即使挂单位置不存在也需递减计数器，避免标志永不重置
            if (remainCount != null && entryElement != null) {
                for (int i = 0; i < count; i++) {
                    if (remainCount.decrementAndGet() == 0) {
                        entryElement.setExtendStopLossInProgress(false);
                        log.info("[Gate] {}止损追单全部完成(部分位置缺失), entryGridId:{}, 防重入标记已重置",
                                isLong ? "多仓" : "空仓", entryElement.getId());
                        // 检查待重挂请求
                        if (entryElement.isPendingStopLossReExtend()) {
                            entryElement.setPendingStopLossReExtend(false);
                            if (isLong) {
                                reExtendLongStopLoss(entryElement);
                            } else {
                                reExtendShortStopLoss(entryElement);
                            }
                        }
                    }
                }
            }
            return;
        }
        BigDecimal triggerPrice = elem.getGridPrice();
@@ -1728,6 +1907,21 @@
                        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);
                        // 计数器归零时重置防重入标记，并检查是否有待重挂请求
                        if (remainCount != null && remainCount.decrementAndGet() == 0 && entryElement != null) {
                            entryElement.setExtendStopLossInProgress(false);
                            log.info("[Gate] {}止损追单全部完成, entryGridId:{}, 防重入标记已重置",
                                    isLong ? "多仓" : "空仓", entryElement.getId());
                            // 如果有被跳过的入场单成交，用最新仓位重挂一次止损
                            if (entryElement.isPendingStopLossReExtend()) {
                                entryElement.setPendingStopLossReExtend(false);
                                if (isLong) {
                                    reExtendLongStopLoss(entryElement);
                                } else {
                                    reExtendShortStopLoss(entryElement);
                                }
                            }
                        }
                    }
            );
        }