``` chore(gateApi): 注释掉持仓归零时的重置策略逻辑

Administrator

2026-06-08 5cbe8a0e419189650d91120dc83bbca205d29c3b

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

@@ -146,6 +146,12 @@
    private volatile BigDecimal shortPositionSize = BigDecimal.ZERO;
    private Long userId;
    private volatile BigDecimal initialPrincipal = BigDecimal.ZERO;
    private volatile GateKlineWebSocketClient wsClient;

    /** 多仓挂单张数计数器：止损触发时用当前值挂单，随后+1；挂单成交后重置为1 */
    private volatile int longEntryQty = 1;
    /** 空仓挂单张数计数器：止损触发时用当前值挂单，随后+1；挂单成交后重置为1 */
    private volatile int shortEntryQty = 1;

    public GateGridTradeService(GateConfig config) {
        this.config = config;
@@ -305,7 +311,25 @@
        longPriceQueue.clear();
        currentLongOrderIds.clear();
        currentShortOrderIds.clear();
        log.info("[Gate] 网格策略已启动");
        longEntryQty = 1;
        shortEntryQty = 1;

        // 每次重启重新获取当前本金
        refreshInitialPrincipal();

        log.info("[Gate] 网格策略已启动, 当前本金: {} USDT", initialPrincipal);
    }

    /**
     * 重新获取当前账户权益作为初始本金。
     */
    private void refreshInitialPrincipal() {
        try {
            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            this.initialPrincipal = new BigDecimal(account.getTotal());
        } catch (Exception e) {
            log.warn("[Gate] 获取初始化本金失败，使用旧值: {}", initialPrincipal);
        }
    }

    /**
@@ -353,20 +377,25 @@
            BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl);
            log.info("[Gate] 已实现:{}, 未实现:{}, 合计:{}",
                    cumulativePnl, unrealizedPnl, totalPnl);

            startGrid();
            return;
        }

        //初始化0位置的开仓，并且用空的开仓价格，作为价格基准来划分网格
        if (state == StrategyState.WAITING_KLINE) {
            if (wsClient == null || !wsClient.areAllSubscribed()) {
                return;
            }
            state = StrategyState.OPENING;
            log.info("[Gate] 首根K线到达，开基底仓位...");
            executor.openLong(config.getQuantity(), (orderId) -> {
            log.info("[Gate] 首根K线到达，开基底仓位 多空各{}张...", config.getBaseQuantity());
            executor.openLong(config.getBaseQuantity(), (orderId) -> {
                TraderParam baseLongTp = TraderParam.builder()
                        .entryOrderId(orderId)
                        .build();
                config.setBaseLongTraderParam(baseLongTp);
            }, null);
            executor.openShort(negate(config.getQuantity()), (orderId) -> {
            executor.openShort(negate(config.getBaseQuantity()), (orderId) -> {
                TraderParam baseShortTp = TraderParam.builder()
                        .entryOrderId(orderId)
                        .build();
@@ -379,8 +408,7 @@
        if (state != StrategyState.ACTIVE) {
            return;
        }
        processLongGrid(closePrice);
        processShortGrid(closePrice);
        checkProfitAndReset();
    }

    // ---- 仓位推送回调 ----
@@ -428,10 +456,14 @@
                    tryGenerateQueues();
                }else {
                    longPositionSize = size;
                    checkShortEntryOrderToCancel();
                    checkLongEntryOrderToCancel();
//                    checkShortEntryOrderToCancel();
//                    checkLongEntryOrderToCancel();
                }
            } else {
                if (longActive && state == StrategyState.ACTIVE) {
//                    log.info("[Gate] 多仓持仓归零，重置策略");
//                    handlePositionZeroAndReset("多仓");
                }
                longActive = false;
                longPositionSize = BigDecimal.ZERO;
            }
@@ -447,10 +479,14 @@
                    tryGenerateQueues();
                }else {
                    shortPositionSize = size.abs();
                    checkShortEntryOrderToCancel();
                    checkLongEntryOrderToCancel();
//                    checkShortEntryOrderToCancel();
//                    checkLongEntryOrderToCancel();
                }
            } else {
                if (shortActive && state == StrategyState.ACTIVE) {
//                    log.info("[Gate] 空仓持仓归零，重置策略");
//                    handlePositionZeroAndReset("空仓");
                }
                shortActive = false;
                shortPositionSize = BigDecimal.ZERO;
            }
@@ -552,19 +588,12 @@
        BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl);
        log.info("[Gate] 已实现:{}, 未实现:{}, 合计:{}",
                cumulativePnl, unrealizedPnl, totalPnl);

        if (totalPnl.compareTo(config.getOverallTp()) >= 0) {
            log.info("[Gate] 已达止盈目标(合计{})→已停止, 已实现:{}, 未实现:{}",
                    totalPnl, cumulativePnl, unrealizedPnl);
            state = StrategyState.STOPPED;
        } else if (totalPnl.compareTo(config.getMaxLoss().negate()) <= 0) {
        if(totalPnl.compareTo(config.getMaxLoss().negate()) <= 0) {
            String logMessage = StrUtil.format("[Gate] 已达亏损风险值(合计{}), 已实现:{}, 未实现:{}",
                    totalPnl, cumulativePnl, unrealizedPnl);
            log.info(logMessage);


            DingTalkUtils.getDefault().sendActionCard("风险提醒", logMessage, config.getApiKey(), "");
//            state = StrategyState.STOPPED;
        }
    }

@@ -716,88 +745,66 @@
            return;
        }

        /**
         * 匹配止盈单止盈
         */
        GridElement byShortTakeProfitOrderId = GridElement.findByShortTakeProfitOrderId(orderId);
        if (byShortTakeProfitOrderId != null){
            shortTakeProfitTraderIdParam(
                    byShortTakeProfitOrderId,
                    null,
                    false
            );
            shortEntryTraderIdParam(
                    byShortTakeProfitOrderId,
                    null,
                    false
            );
//            TPonUserTradeShortEntry(byShortTakeProfitOrderId);
        GridElement longStopLossElem = GridElement.findByLongStopLossOrderId(orderId);
        if (longStopLossElem != null) {
            handleLongStopLossTriggered(longStopLossElem);
            return;
        }
        GridElement byLongTakeProfitOrderId = GridElement.findByLongTakeProfitOrderId(orderId);
        if (byLongTakeProfitOrderId != null){
            longTakeProfitTraderIdParam(
                    byLongTakeProfitOrderId,
                    null,
                    false
            );
            longEntryTraderIdParam(
                    byLongTakeProfitOrderId,
                    null,
                    false
            );
//            TPonUserTradeLongEntry(byLongTakeProfitOrderId);
        GridElement shortStopLossElem = GridElement.findByShortStopLossOrderId(orderId);
        if (shortStopLossElem != null) {
            handleShortStopLossTriggered(shortStopLossElem);
            return;
        }

        /**
         * 匹配挂单
         */
//        GridElement byShortTakeProfitOrderId = GridElement.findByShortTakeProfitOrderId(orderId);
//        if (byShortTakeProfitOrderId != null){
//            shortTakeProfitTraderIdParam(
//                    byShortTakeProfitOrderId,
//                    null,
//                    false
//            );
//            shortEntryTraderIdParam(
//                    byShortTakeProfitOrderId,
//                    null,
//                    false
//            );
//            TPonUserTradeShortEntry(byShortTakeProfitOrderId);
//        }
//        GridElement byLongTakeProfitOrderId = GridElement.findByLongTakeProfitOrderId(orderId);
//        if (byLongTakeProfitOrderId != null){
//            longTakeProfitTraderIdParam(
//                    byLongTakeProfitOrderId,
//                    null,
//                    false
//            );
//            longEntryTraderIdParam(
//                    byLongTakeProfitOrderId,
//                    null,
//                    false
//            );
//            TPonUserTradeLongEntry(byLongTakeProfitOrderId);
//        }

        GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
        if (shortGridElement != null) {
            if (shortGridElement.isHasShortOrder() && !tradeId.equals("0")){

                onUserTradeShortEntry(shortGridElement);
                if (shortGridElement.getShortTakeProfitOrderId() == null){
                    BigDecimal shortTp = shortGridElement.getShortTraderParam().getTakeProfitPrice();
                    if (shortTp != null) {
                        executor.placeTakeProfit(shortTp,
                                FuturesPriceTrigger.RuleEnum.NUMBER_2,
                                ORDER_TYPE_CLOSE_SHORT,
                                config.getQuantity(),
                                (profitId) -> {
                                    shortTakeProfitTraderIdParam(
                                            shortGridElement,
                                            profitId,
                                            true
                                    );
                                });
                        log.info("[Gate] 空单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, shortTp, config.getQuantity());
                    }
                }
                int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
                shortEntryTraderIdParam(shortGridElement, null, false);
                shortEntryQty = 1;
                extendShortStopLoss(filledQty);
                log.info("[Gate] 空单成交 gridId:{}, qty:{}, 追挂止损", shortGridElement.getId(), filledQty);
//                checkMaxPositionAndPlaceTakeProfit(false, shortGridElement.getId());
            }
        }
        GridElement longGridElement = GridElement.findByLongOrderId(orderId);
        if (longGridElement != null) {
            if (longGridElement.isHasLongOrder() && !tradeId.equals("0")){

                onUserTradeLongEntry(longGridElement);
                if (longGridElement.getLongTakeProfitOrderId() == null){
                    BigDecimal longTp = longGridElement.getLongTraderParam().getTakeProfitPrice();
                    if (longTp != null) {
                        executor.placeTakeProfit(longTp,
                                FuturesPriceTrigger.RuleEnum.NUMBER_1,
                                ORDER_TYPE_CLOSE_LONG,
                                negate(config.getQuantity()),
                                (profitId) -> {
                                    longTakeProfitTraderIdParam(
                                            longGridElement,
                                            profitId,
                                            true
                                    );
                                });
                        log.info("[Gate] 多单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, longTp, negate(config.getQuantity()));
                    }
                }
                int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
                longEntryTraderIdParam(longGridElement, null, false);
                longEntryQty = 1;
                extendLongStopLoss(filledQty);
                log.info("[Gate] 多单成交 gridId:{}, qty:{}, 追挂止损", longGridElement.getId(), filledQty);
//                checkMaxPositionAndPlaceTakeProfit(true, longGridElement.getId());
            }
        }
    }
@@ -806,43 +813,20 @@
        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过挂条件单");
        } else {

            /**
             * 下一个开仓位置
             *      获取队列第一个元素的价格对应的网格
             *      判断网格是否能开空仓，如果不能则跳过
             *      前进方向挂空仓条件单
             *      后置方向挂多空条件单
             */
            //下一个开仓位置
            BigDecimal gridPrice = gridElement.getGridPrice();

            // 判断网格是否能开空仓，如果不能则跳过
            if (gridElement != null) {
                TraderParam downShortTraderParam = gridElement.getShortTraderParam();
            // 判断网格是否能开多仓，如果不能则跳过
            GridElement upGridElement = GridElement.findById(gridElement.getUpId());
            if (upGridElement != null){
                BigDecimal upGridPrice = upGridElement.getGridPrice();
                TraderParam upLongTraderParam = upGridElement.getLongTraderParam();
                if (
                        !gridElement.isHasShortOrder() &&
                                gridPrice.compareTo(longEntryPrice) <= 0 &&
                                gridPrice.compareTo(shortEntryPrice) >= 0
                        !upGridElement.isHasLongOrder() &&
                                upGridPrice.compareTo(longEntryPrice) <= 0
                ){
                    placeEntryOrderWithPreFlag(gridElement, false,
                            downShortTraderParam.getEntryPrice(),
                    placeEntryOrderWithPreFlag(upGridElement, true,
                            upLongTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
                            negate(downShortTraderParam.getQuantity()));

                            upLongTraderParam.getQuantity());
                }

                TraderParam downLongTraderParam = gridElement.getLongTraderParam();
                if (
                        !gridElement.isHasLongOrder() &&
                                gridPrice.compareTo(longEntryPrice) <= 0
                ){
                    placeEntryOrderWithPreFlag(gridElement, true,
                            downLongTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
                            downLongTraderParam.getQuantity());
                }

            }
        }
    }
@@ -851,31 +835,18 @@
        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过挂条件单");
        } else {
            BigDecimal newLongFirst = gridElement.getGridPrice() ;
            // 判断网格是否能开空仓，如果不能则跳过
            GridElement downGridElement = GridElement.findById(gridElement.getDownId());
            if (downGridElement != null){

            // 判断网格是否能开多空仓，如果不能则跳过
            if (gridElement != null) {
                BigDecimal downGridPrice = downGridElement.getGridPrice();

//                TraderParam downLongTraderParam = gridElement.getLongTraderParam();
//                if (
//                        !gridElement.isHasLongOrder() &&
//                                newLongFirst.compareTo(shortEntryPrice) >= 0 &&
//                                newLongFirst.compareTo(longEntryPrice) <= 0
//                ){
//                    placeEntryOrderWithPreFlag(gridElement, true,
//                            downLongTraderParam.getEntryPrice(),
//                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
//                            config.getQuantity());
//
//                }

                TraderParam shortTraderParam = gridElement.getShortTraderParam();
                TraderParam shortTraderParam = downGridElement.getShortTraderParam();
                if (
                        !gridElement.isHasShortOrder() &&
                                newLongFirst.compareTo(shortEntryPrice) >= 0
                        !downGridElement.isHasShortOrder() &&
                                downGridPrice.compareTo(shortEntryPrice) >= 0
                ){

                    placeEntryOrderWithPreFlag(gridElement, false,
                    placeEntryOrderWithPreFlag(downGridElement, false,
                            shortTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
                            negate(config.getQuantity()));
@@ -945,75 +916,62 @@
     */
    private void tryGenerateQueues() {
        if (baseLongOpened && baseShortOpened) {
            //初始化空仓队列
            generateShortQueue();
            //初始化多仓队列
            generateLongQueue();
            //初始化网格数据
            updateGridElements();

            /**
             * 挂初始位置多空仓条件单
             * 0位置的多单止盈
             * 0位置的空单止盈
             */
            GridElement baseGridElement = GridElement.findById(0);
            TraderParam baseLongTraderParam = config.getBaseLongTraderParam();
            baseGridElement.setLongOrderId(baseLongTraderParam.getEntryOrderId());
            baseGridElement.setHasLongOrder(true);
            //0位置的网格的多单止盈
            BigDecimal upTakeProfitPrice = baseGridElement.getLongTraderParam().getTakeProfitPrice();
            executor.placeTakeProfit(
                    upTakeProfitPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    ORDER_TYPE_CLOSE_LONG,
                    negate(config.getQuantity()),
                    profitId -> {
                        longTakeProfitTraderIdParam(
                                baseGridElement,
                                profitId,
                                true
                        );
                    }
            );
            //0位置的网格的空单止盈
            TraderParam baseShortTraderParam = config.getBaseShortTraderParam();
            baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
            baseGridElement.setHasShortOrder(true);
            BigDecimal downTakeProfitPrice = baseGridElement.getShortTraderParam().getTakeProfitPrice();
            executor.placeTakeProfit(
                    downTakeProfitPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    ORDER_TYPE_CLOSE_SHORT,
                    config.getQuantity(),
                    profitId -> {
                        shortTakeProfitTraderIdParam(
                                baseGridElement,
                                profitId,
                                true
                        );
                    }
            );

            /**
             * 挂初始位置的up位置的多单
             * 挂初始位置的down位置的空单
             */
            Integer upId = baseGridElement.getUpId();
            GridElement upGridElementOne = GridElement.findById(upId);
            BigDecimal longTp = upGridElementOne.getGridPrice();
            placeEntryOrderWithPreFlag(upGridElementOne, true,
                    longTp,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    config.getQuantity());
            Integer downId = baseGridElement.getDownId();
            GridElement downGridElementOne = GridElement.findById(downId);
            BigDecimal shortTp = downGridElementOne.getGridPrice();
            placeEntryOrderWithPreFlag(downGridElementOne, false,
                    shortTp,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    negate(config.getQuantity()));
            int shortTime = Integer.parseInt(config.getBaseQuantity()) + 1;
            for (int id = 2; id <= shortTime; id++) {
                GridElement elem = GridElement.findById(id);
                if (elem == null) {
                    continue;
                }
                BigDecimal triggerPrice = elem.getGridPrice();
                int finalId = id;
                executor.placeTakeProfit(
                        triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_1,
                        ORDER_TYPE_CLOSE_SHORT,
                        config.getQuantity(),
                        profitId -> {
                            elem.setShortStopLossOrderId(profitId);
                            GridElement.refreshIndices();
                            log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                        }
                );
            }


            int longTime = Integer.parseInt(config.getBaseQuantity()) + 1;
            for (int id = -2; id >= -longTime; id--) {
                GridElement elem = GridElement.findById(id);
                if (elem == null) {
                    continue;
                }
                BigDecimal triggerPrice = elem.getGridPrice();
                int finalId = id;
                executor.placeTakeProfit(
                        triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_2,
                        ORDER_TYPE_CLOSE_LONG,
                        negate(config.getQuantity()),
                        profitId -> {
                            elem.setLongStopLossOrderId(profitId);
                            GridElement.refreshIndices();
                            log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                        }
                );
            }

            log.info("[Gate] 止损单已全部挂完, 空仓止损: 2~{}, 多仓止损: -2~-{}", shortTime, longTime);
            state = StrategyState.ACTIVE;
        }
    }
@@ -1421,6 +1379,266 @@
        }
    }

    private void handleLongStopLossTriggered(GridElement gridElement) {
        int gridId = gridElement.getId();
        int N = Math.abs(gridId);
        gridElement.setLongStopLossOrderId(null);
        log.info("[Gate] 多仓止损触发 gridId:{}, 开始追单", gridId);

        int newEntryGridId = -(N - 1);

        GridElement newEntryGrid = GridElement.findById(newEntryGridId);
        if (newEntryGrid == null) {
            log.warn("[Gate] 多仓止损触发 but gridId:{} 不存在", newEntryGridId);
            GridElement.refreshIndices();
            return;
        }

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

        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        longEntryQty++;
        int entryQty = longEntryQty;
        String size = new BigDecimal(String.valueOf(entryQty)).multiply(new BigDecimal(config.getQuantity())).toString();
        log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}基础张多单(计数器:{}, size:{})",
                gridId, newEntryGridId, entryQty, longEntryQty, size);
        newEntryGrid.getLongTraderParam().setQuantity(size);
        placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
    }

    private void handleShortStopLossTriggered(GridElement gridElement) {
        int gridId = gridElement.getId();
        int N = gridId;
        gridElement.setShortStopLossOrderId(null);
        log.info("[Gate] 空仓止损触发 gridId:{}, 开始追单", gridId);

        int newEntryGridId = N - 1;

        GridElement newEntryGrid = GridElement.findById(newEntryGridId);
        if (newEntryGrid == null) {
            log.warn("[Gate] 空仓止损触发 but gridId:{} 不存在", newEntryGridId);
            GridElement.refreshIndices();
            return;
        }

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



        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        shortEntryQty++;
        int entryQty = shortEntryQty;
        String size = new BigDecimal(String.valueOf(entryQty)).multiply(new BigDecimal(config.getQuantity())).toString();
        log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}基础张空单(计数器:{}, size:{})",
                gridId, newEntryGridId, entryQty, shortEntryQty, size);
        newEntryGrid.getShortTraderParam().setQuantity(size);
        placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
    }

    private void extendLongStopLoss(int filledQty) {
        int furthestSlId = 0;
        for (GridElement e : config.getGridElements()) {
            if (e.getLongStopLossOrderId() != null && e.getId() < furthestSlId) {
                furthestSlId = e.getId();
            }
        }
        if (furthestSlId == 0) {
            furthestSlId = -11;
        }
        log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 追加{}张", furthestSlId, filledQty);
        for (int i = 0; i < filledQty; i++) {
            int newSlId = furthestSlId - i - 1;
            GridElement elem = GridElement.findById(newSlId);
            if (elem == null) {
                continue;
            }
            BigDecimal triggerPrice = elem.getGridPrice();
            int finalSlId = newSlId;
            executor.placeTakeProfit(
                    triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    ORDER_TYPE_CLOSE_LONG,
                    negate(config.getQuantity()),
                    profitId -> {
                        elem.setLongStopLossOrderId(profitId);
                        GridElement.refreshIndices();
                        log.info("[Gate] 多仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
                    }
            );
        }
    }

    private void extendShortStopLoss(int filledQty) {
        int furthestSlId = 0;
        for (GridElement e : config.getGridElements()) {
            if (e.getShortStopLossOrderId() != null && e.getId() > furthestSlId) {
                furthestSlId = e.getId();
            }
        }
        if (furthestSlId == 0) {
            furthestSlId = 11;
        }
        log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 追加{}张", furthestSlId, filledQty);
        for (int i = 0; i < filledQty; i++) {
            int newSlId = furthestSlId + i + 1;
            GridElement elem = GridElement.findById(newSlId);
            if (elem == null) {
                continue;
            }
            BigDecimal triggerPrice = elem.getGridPrice();
            int finalSlId = newSlId;
            executor.placeTakeProfit(
                    triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    ORDER_TYPE_CLOSE_SHORT,
                    config.getQuantity(),
                    profitId -> {
                        elem.setShortStopLossOrderId(profitId);
                        GridElement.refreshIndices();
                        log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
                    }
            );
        }
    }

    /**
     * 通过 REST API 查询实时持仓，超限则在下一网格挂止盈单。
     * 使用异步执行避免阻塞 WS 回调线程。
     *
     * @param isLong 是否为多仓方向
     * @param gridId 当前挂单成交的网格 ID
     */
    private void checkMaxPositionAndPlaceTakeProfit(boolean isLong, int gridId) {
        int maxPos = config.getMaxPositionSize();
        if (maxPos <= 0) return;

        executor.submitTask(() -> {
            try {
                List<Position> positions = futuresApi.listPositions(SETTLE).execute();
                if (positions == null) return;

                long actualPosSize = 0;
                String targetMode = isLong ? "dual_long" : "dual_short";
                for (Position pos : positions) {
                    if (!config.getContract().equals(pos.getContract())) continue;
                    Position.ModeEnum mode = pos.getMode();
                    if (mode != null && mode.getValue() != null && targetMode.equals(mode.getValue())) {
                        actualPosSize = Math.abs(Long.parseLong(pos.getSize()));
                        break;
                    }
                }

                if (actualPosSize <= maxPos) {
                    log.debug("[Gate] 持仓检查 {}方向 实际持仓:{} ≤ 上限:{}, 无需止盈", targetMode, actualPosSize, maxPos);
                    return;
                }

                // 下一网格 ID：空仓 N→N-1（向基底方向，更低价），多仓 -N→-(N-1)（向基底方向，更高价）
                int nextGridId = isLong ? -(Math.abs(gridId) - 1) : gridId - 1;
                GridElement nextGrid = GridElement.findById(nextGridId);
                if (nextGrid == null) {
                    log.warn("[Gate] 持仓超限 but 下一网格{}不存在", nextGridId);
                    return;
                }

                BigDecimal tpPrice = nextGrid.getGridPrice();
                final long finalPosSize = actualPosSize;
                final int finalNextGridId = nextGridId;
                if (isLong) {
                    executor.placeTakeProfit(tpPrice,
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
                            ORDER_TYPE_CLOSE_LONG,
                            negate(config.getQuantity()),
                            profitId -> log.info("[Gate] 多仓超限止盈已挂(持仓:{})>, gridId:{}, tpPrice:{}, id:{}",
                                    finalPosSize, finalNextGridId, tpPrice, profitId));
                } else {
                    executor.placeTakeProfit(tpPrice,
                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
                            ORDER_TYPE_CLOSE_SHORT,
                            config.getQuantity(),
                            profitId -> log.info("[Gate] 空仓超限止盈已挂(持仓:{})>, gridId:{}, tpPrice:{}, id:{}",
                                    finalPosSize, finalNextGridId, tpPrice, profitId));
                }
            } catch (Exception e) {
                log.warn("[Gate] 通过API查询持仓超限检查失败", e);
            }
        });
    }

    /** Gate 永续合约 taker 费率 0.05% */
    private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.0005");
    /** ETH_USDT 合约面值（每张=0.01 ETH） */
    private static final BigDecimal CT_VAL = new BigDecimal("0.01");

    private void checkProfitAndReset() {
        try {
            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            BigDecimal unrealisedPnl = new BigDecimal(account.getCrossUnrealisedPnl());
            BigDecimal available = new BigDecimal(account.getCrossAvailable());
            BigDecimal totalEquity = unrealisedPnl.add(available);

            // 估算平仓手续费：(多仓张数+空仓张数) × 合约面值 × 当前价 × taker费率
            BigDecimal totalSize = longPositionSize.abs().add(shortPositionSize.abs());
            BigDecimal closeContractValue =
                    totalSize.multiply(CT_VAL).multiply(lastKlinePrice != null ? lastKlinePrice : BigDecimal.ZERO);
            BigDecimal estimatedFee = closeContractValue.multiply(TAKER_FEE_RATE);
            BigDecimal netEquity = totalEquity.subtract(estimatedFee);

            BigDecimal target = initialPrincipal.add(config.getExpectedProfit());
            log.info("[Gate] 盈亏检查,总张数：{}, upl:{}, avail:{}, 合计:{}, 估手续费:{}, 净权益:{}, 目标:{}",
                    totalSize,unrealisedPnl, available, totalEquity, estimatedFee, netEquity, target);
            if (netEquity.compareTo(target) > 0) {
                log.info("[Gate] 盈亏达标(净权益{}>目标{})，重置策略", netEquity, target);
                state = StrategyState.STOPPED;
                closeExistingPositions();
                futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());

                // 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
                executor.submitTask(() -> {
                    try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
                    startGrid();
                });
            }
        } catch (Exception e) {
            log.warn("[Gate] 盈亏检查失败", e);
        }
    }

    private void handlePositionZeroAndReset(String direction) {
        state = StrategyState.STOPPED;
        try {
            futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
        } catch (Exception e) {
            log.warn("[Gate] {}持仓归零后取消条件单失败", direction, e);
        }
        closeExistingPositions();
        // 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
        executor.submitTask(() -> {
            try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
            startGrid();
        });
    }

    // ---- 保证金安全阀 ----

    /**
@@ -1557,4 +1775,6 @@
    public Long getUserId() { return userId; }
    /** @return 当前策略状态 */
    public StrategyState getState() { return state; }
    /** 注入WS客户端，用于订阅状态检查 */
    public void setWsClient(GateKlineWebSocketClient wsClient) { this.wsClient = wsClient; }
}