feat(gate): 实现仓位止盈补仓功能

Administrator

3 days ago 664b83f528c0fa690e2900a8a260137393ca5225

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

@@ -155,6 +155,10 @@
    private volatile int accumulatedLongLossCount = 0;
    /** 空头累计止损次数（始终递增，加仓订单成交后归零） */
    private volatile int accumulatedShortLossCount = 0;
    /** 多头加仓执行次数（每次真正产生额外加仓量 addMultiplier>0 的多仓止损追单 +1，用于加仓停止阈值判断） */
    private volatile int accumulatedLongAddCount = 0;
    /** 空头加仓执行次数（每次真正产生额外加仓量 addMultiplier>0 的空仓止损追单 +1，用于加仓停止阈值判断） */
    private volatile int accumulatedShortAddCount = 0;
    /** 最近触发止损的多头网格ID */
    private volatile int lastLongStopLossGridId = Integer.MAX_VALUE;
    /** 最近触发止损的空头网格ID */
@@ -166,6 +170,10 @@
    private final Map<String, Integer> tpOppositeShortOrderGridMap = new ConcurrentHashMap<>();
    /** 止盈触发对向加仓：空仓止盈→多仓开仓单ID → 网格ID（成交后在该网格-1挂多仓止损） */
    private final Map<String, Integer> tpOppositeLongOrderGridMap = new ConcurrentHashMap<>();
    /** 仓位止盈补仓：多仓止盈→多仓开仓单ID → 张数（成交后按原多仓止损位重挂全持仓止损） */
    private final Map<String, Integer> tpReplenishLongOrderMap = new ConcurrentHashMap<>();
    /** 仓位止盈补仓：空仓止盈→空仓开仓单ID → 张数（成交后按原空仓止损位重挂全持仓止损） */
    private final Map<String, Integer> tpReplenishShortOrderMap = new ConcurrentHashMap<>();

    private volatile BigDecimal lastKlinePrice;
    private volatile BigDecimal markPrice = BigDecimal.ZERO;
@@ -420,9 +428,13 @@
        shortActive = false;
        accumulatedLongLossCount = 0;
        accumulatedShortLossCount = 0;
        accumulatedLongAddCount = 0;
        accumulatedShortAddCount = 0;
        lastLongStopLossGridId = Integer.MAX_VALUE;
        lastShortStopLossGridId = Integer.MAX_VALUE;
        dualStopLossModeActive.set(false);
        tpReplenishLongOrderMap.clear();
        tpReplenishShortOrderMap.clear();
        shortPriceQueue.clear();
        longPriceQueue.clear();
        totalShortPriceQueue.clear();
@@ -815,6 +827,12 @@
                    handleTpOppositeShortAddFilled(shortGridElement, tpOppositeGridId);
                    return;
                }
                // 仓位止盈补仓的空仓开仓单成交 → 取消原空仓止损并在原位置按最新持仓重挂
                Integer replenishQty = tpReplenishShortOrderMap.remove(orderId);
                if (replenishQty != null) {
                    handleReplenishShortAddFilled(shortGridElement, orderId, replenishQty);
                    return;
                }
                int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
                shortEntryTraderIdParam(shortGridElement, orderId, false);

@@ -866,6 +884,12 @@
                    handleTpOppositeLongAddFilled(longGridElement, tpOppositeGridId);
                    return;
                }
                // 仓位止盈补仓的多仓开仓单成交 → 取消原多仓止损并在原位置按最新持仓重挂
                Integer replenishQty = tpReplenishLongOrderMap.remove(orderId);
                if (replenishQty != null) {
                    handleReplenishLongAddFilled(longGridElement, orderId, replenishQty);
                    return;
                }
                int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
                longEntryTraderIdParam(longGridElement, orderId, false);

@@ -915,6 +939,8 @@
     * @param orderId 止盈单 ID
     */
    private void handleLongTakeProfitTriggered(GridElement tpElem, String orderId) {
        // 清理前读取本次止盈单张数（仓位止盈补仓用；清理后该记录会被移除）
        Integer tpSize = tpElem.getLongTakeProfitOrderSize(orderId);
        // 清理前判断：当前是否为该方向最后一个止盈单（最后一个不触发对向加仓）
        boolean isLastTp = GridElement.getLongTakeProfitCount() <= 1;
        // 清理止盈单状态（移除已成交的这笔止盈单）
@@ -924,6 +950,11 @@

        // 止盈依次上移：先取消之前挂的对向空开仓单，再挂新单
        cancelTpOppositeShortEntries();

        // 仓位止盈补仓：在对侧（空仓）止损位挂同方向（多仓）开仓单，张数 = 本次止盈单张数
        if (config.isTpPositionReplenishEnabled()) {
            replenishAfterTp(true, tpSize);
        }

        if (!config.isTpTriggerOppositeAddEnabled()) {
            return;
@@ -953,6 +984,8 @@
     * @param orderId 止盈单 ID
     */
    private void handleShortTakeProfitTriggered(GridElement tpElem, String orderId) {
        // 清理前读取本次止盈单张数（仓位止盈补仓用；清理后该记录会被移除）
        Integer tpSize = tpElem.getShortTakeProfitOrderSize(orderId);
        // 清理前判断：当前是否为该方向最后一个止盈单（最后一个不触发对向加仓）
        boolean isLastTp = GridElement.getShortTakeProfitCount() <= 1;
        // 清理止盈单状态（移除已成交的这笔止盈单）
@@ -962,6 +995,11 @@

        // 止盈依次下移：先取消之前挂的对向多开仓单，再挂新单
        cancelTpOppositeLongEntries();

        // 仓位止盈补仓：在对侧（多仓）止损位挂同方向（空仓）开仓单，张数 = 本次止盈单张数
        if (config.isTpPositionReplenishEnabled()) {
            replenishAfterTp(false, tpSize);
        }

        if (!config.isTpTriggerOppositeAddEnabled()) {
            return;
@@ -982,6 +1020,192 @@
            return;
        }
        placeOppositeAddLongEntry(target, tpElem, qty);
    }

    /**
     * 仓位止盈补仓：任意方向止盈触发时，在对侧止损位挂与止盈方向一致、张数 = 本次止盈单张数的条件开仓单。
     * <p>开仓单走<b>专用分支</b>：成交后取消补仓方向原有的止损单，并在与原来相同的位置
     * 按最新总持仓重挂止损（不动止盈），详见 {@link #handleReplenishLongAddFilled} /
     * {@link #handleReplenishShortAddFilled}。</p>
     *
     * @param isLong true=多仓止盈（挂多仓开仓单），false=空仓止盈（挂空仓开仓单）
     * @param tpSize 本次触发止盈单的张数（null 或 <=0 则跳过）
     */
    private void replenishAfterTp(boolean isLong, Integer tpSize) {
        if (tpSize == null || tpSize <= 0) {
            log.warn("[Gate] 仓位止盈补仓跳过: 止盈单张数无效, isLong:{}, tpSize:{}", isLong, tpSize);
            return;
        }
        // 对侧止损位：多仓止盈 → 空仓第一止损位；空仓止盈 → 多仓第一止损位
        GridElement slElem = isLong ? findFirstShortStopLossGrid() : findFirstLongStopLossGrid();
        if (slElem == null) {
            log.warn("[Gate] 仓位止盈补仓: 未找到对侧止损位, isLong:{}", isLong);
            return;
        }
        // 方向与止盈方向一致：多仓止盈 → 多开仓（价格≥触发价 NUMBER_1）；空仓止盈 → 空开仓（价格≤触发价 NUMBER_2）
        if (isLong) {
            placeReplenishLongEntry(slElem, tpSize);
        } else {
            placeReplenishShortEntry(slElem, tpSize);
        }
        log.info("[Gate] 仓位止盈补仓: {}止盈触发, 对侧止损位 gridId:{}, 挂{}开仓{}张",
                isLong ? "多仓" : "空仓", slElem.getId(), isLong ? "多" : "空", tpSize);
    }

    /**
     * 仓位止盈补仓：在对侧止损位挂多仓条件开仓单（价格≥触发价），成交走专用分支 {@link #handleReplenishLongAddFilled}。
     */
    private void placeReplenishLongEntry(GridElement target, int qty) {
        target.setHasLongOrder(true);
        executor.placeConditionalEntryOrder(
                target.getGridPrice(),
                FuturesPriceTrigger.RuleEnum.NUMBER_1,
                String.valueOf(qty),
                orderId -> {
                    tpReplenishLongOrderMap.put(orderId, qty);
                    target.getLongTraderParam().setQuantity(String.valueOf(qty));
                    longEntryTraderIdParam(target, orderId, true);
                    log.info("[Gate] 仓位止盈补仓多开仓单已挂, 目标gridId:{}, 数量:{}张, orderId:{}",
                            target.getId(), qty, orderId);
                },
                () -> {
                    if (!target.hasLongOrderIds()) {
                        target.setHasLongOrder(false);
                    }
                    GridElement.refreshIndices();
                    log.warn("[Gate] 仓位止盈补仓多开仓单挂单失败, 目标gridId:{}", target.getId());
                }
        );
    }

    /**
     * 仓位止盈补仓：在对侧止损位挂空仓条件开仓单（价格≤触发价），成交走专用分支 {@link #handleReplenishShortAddFilled}。
     */
    private void placeReplenishShortEntry(GridElement target, int qty) {
        target.setHasShortOrder(true);
        executor.placeConditionalEntryOrder(
                target.getGridPrice(),
                FuturesPriceTrigger.RuleEnum.NUMBER_2,
                negate(String.valueOf(qty)),
                orderId -> {
                    tpReplenishShortOrderMap.put(orderId, qty);
                    target.getShortTraderParam().setQuantity(String.valueOf(qty));
                    shortEntryTraderIdParam(target, orderId, true);
                    log.info("[Gate] 仓位止盈补仓空开仓单已挂, 目标gridId:{}, 数量:{}张, orderId:{}",
                            target.getId(), qty, orderId);
                },
                () -> {
                    if (!target.hasShortOrderIds()) {
                        target.setHasShortOrder(false);
                    }
                    GridElement.refreshIndices();
                    log.warn("[Gate] 仓位止盈补仓空开仓单挂单失败, 目标gridId:{}", target.getId());
                }
        );
    }

    /**
     * 仓位止盈补仓：多仓开仓单成交（专用分支）。
     * 先取消多仓原有全部止损单（保留止盈），再在与原来相同的位置按最新总持仓重挂止损。
     *
     * @param elem      补仓开仓单所在的网格元素
     * @param orderId   已成交的开仓单 ID
     * @param filledQty 本次成交张数（挂单时记录）
     */
    private void handleReplenishLongAddFilled(GridElement elem, String orderId, int filledQty) {
        longEntryTraderIdParam(elem, orderId, false);

        // 最新总持仓：REST/本地/本次成交取最大，规避时序竞态
        int posSize = Math.max(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()), filledQty);
        // 原多仓止损位（最靠近入场的那个）
        GridElement anchorSl = findNearestLongStopLossGrid();
        if (anchorSl == null) {
            log.warn("[Gate] 仓位止盈补仓: 未找到原多仓止损位, 跳过重挂, 当前持仓:{}张", posSize);
            return;
        }
        // 反推原入场网格：止损挂在 entry-2-i，最近止损位 = entry-2 → entry = 最近止损位 + 2
        int anchorEntryGridId = anchorSl.getId() + 2;
        // 取消原多仓止损（保留止盈），并在原位置重挂全持仓止损
        cancelAllLongStopLossesOnly();
        lastLongStopLossGridId = Integer.MAX_VALUE;
        extendLongStopLoss(posSize, anchorEntryGridId);

        // 埋点: ENTRY_FILLED（补仓成交）
        emitStats("ENTRY_FILLED", mapOf(
                "direction", "long",
                "gridId", elem.getId(),
                "filledQty", filledQty,
                "source", "tp_replenish"
        ));
        log.info("[Gate] 仓位止盈补仓多开仓成交, gridId:{}, 当前持仓:{}张, 止损按原位置gridId:{}重挂",
                elem.getId(), posSize, anchorSl.getId());
    }

    /**
     * 仓位止盈补仓：空仓开仓单成交（专用分支）。
     * 先取消空仓原有全部止损单（保留止盈），再在与原来相同的位置按最新总持仓重挂止损。
     *
     * @param elem      补仓开仓单所在的网格元素
     * @param orderId   已成交的开仓单 ID
     * @param filledQty 本次成交张数（挂单时记录）
     */
    private void handleReplenishShortAddFilled(GridElement elem, String orderId, int filledQty) {
        shortEntryTraderIdParam(elem, orderId, false);

        // 最新总持仓：REST/本地/本次成交取最大，规避时序竞态
        int posSize = Math.max(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()), filledQty);
        // 原空仓止损位（最靠近入场的那个）
        GridElement anchorSl = findNearestShortStopLossGrid();
        if (anchorSl == null) {
            log.warn("[Gate] 仓位止盈补仓: 未找到原空仓止损位, 跳过重挂, 当前持仓:{}张", posSize);
            return;
        }
        // 反推原入场网格：止损挂在 entry+2+i，最近止损位 = entry+2 → entry = 最近止损位 - 2
        int anchorEntryGridId = anchorSl.getId() - 2;
        // 取消原空仓止损（保留止盈），并在原位置重挂全持仓止损
        cancelAllShortStopLossesOnly();
        lastShortStopLossGridId = Integer.MAX_VALUE;
        extendShortStopLoss(posSize, anchorEntryGridId);

        // 埋点: ENTRY_FILLED（补仓成交）
        emitStats("ENTRY_FILLED", mapOf(
                "direction", "short",
                "gridId", elem.getId(),
                "filledQty", filledQty,
                "source", "tp_replenish"
        ));
        log.info("[Gate] 仓位止盈补仓空开仓成交, gridId:{}, 当前持仓:{}张, 止损按原位置gridId:{}重挂",
                elem.getId(), posSize, anchorSl.getId());
    }

    /**
     * 找到最靠近入场方向的多仓止损网格（ID 最大者）。
     */
    private GridElement findNearestLongStopLossGrid() {
        GridElement nearest = null;
        for (GridElement e : config.getGridElements()) {
            if (e.hasLongStopLossOrders()) {
                if (nearest == null || e.getId() > nearest.getId()) {
                    nearest = e;
                }
            }
        }
        return nearest;
    }

    /**
     * 找到最靠近入场方向的空仓止损网格（ID 最小者）。
     */
    private GridElement findNearestShortStopLossGrid() {
        GridElement nearest = null;
        for (GridElement e : config.getGridElements()) {
            if (e.hasShortStopLossOrders()) {
                if (nearest == null || e.getId() < nearest.getId()) {
                    nearest = e;
                }
            }
        }
        return nearest;
    }

    /**
@@ -1098,7 +1322,7 @@
                ORDER_TYPE_CLOSE_SHORT,
                String.valueOf(qty),
                profitId -> {
                    slElem.addShortStopLossOrderId(profitId);
                    slElem.addShortStopLossOrderId(profitId, qty);
                    GridElement.refreshIndices();
                    log.info("[Gate] 对向加仓空仓止损已挂, 开仓gridId:{}, 止损gridId:{}, 数量:{}张, stopLossId:{}",
                            oppositeGridId, stopLossGridId, qty, profitId);
@@ -1126,7 +1350,7 @@
                ORDER_TYPE_CLOSE_LONG,
                negate(String.valueOf(qty)),
                profitId -> {
                    slElem.addLongStopLossOrderId(profitId);
                    slElem.addLongStopLossOrderId(profitId, qty);
                    GridElement.refreshIndices();
                    log.info("[Gate] 对向加仓多仓止损已挂, 开仓gridId:{}, 止损gridId:{}, 数量:{}张, stopLossId:{}",
                            oppositeGridId, stopLossGridId, qty, profitId);
@@ -1320,7 +1544,7 @@
                        ORDER_TYPE_CLOSE_LONG,
                        negate(baseQty),
                        profitId -> {
                            longElem.addLongStopLossOrderId(profitId);
                            longElem.addLongStopLossOrderId(profitId, Integer.parseInt(baseQty));
                            GridElement.refreshIndices();
                            log.info("[Gate] 自定义多仓止损已挂, 目标价:{}, 匹配gridId:{}, 触发价:{}, stopLossId:{}",
                                    longPrice, longElem.getId(), triggerPrice, profitId);
@@ -1341,7 +1565,7 @@
                        ORDER_TYPE_CLOSE_SHORT,
                        baseQty,
                        profitId -> {
                            shortElem.addShortStopLossOrderId(profitId);
                            shortElem.addShortStopLossOrderId(profitId, Integer.parseInt(baseQty));
                            GridElement.refreshIndices();
                            log.info("[Gate] 自定义空仓止损已挂, 目标价:{}, 匹配gridId:{}, 触发价:{}, stopLossId:{}",
                                    shortPrice, shortElem.getId(), triggerPrice, profitId);
@@ -1384,7 +1608,7 @@
                    ORDER_TYPE_CLOSE_SHORT,
                    size,
                    profitId -> {
                        elem.addShortStopLossOrderId(profitId);
                        elem.addShortStopLossOrderId(profitId, Integer.parseInt(size));
                        GridElement.refreshIndices();
                        log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                    }
@@ -1411,7 +1635,7 @@
                    ORDER_TYPE_CLOSE_LONG,
                    negate(size),
                    profitId -> {
                        elem.addLongStopLossOrderId(profitId);
                        elem.addLongStopLossOrderId(profitId, Integer.parseInt(size));
                        GridElement.refreshIndices();
                        log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                    }
@@ -1472,12 +1696,17 @@
    private void longTakeProfitTraderIdParam(
            GridElement baseElement,String profitId, boolean flag
    ) {
        longTakeProfitTraderIdParam(baseElement, profitId, flag, 0);
    }
    private void longTakeProfitTraderIdParam(
            GridElement baseElement,String profitId, boolean flag, int size
    ) {
        TraderParam tp = baseElement.getLongTraderParam();
        if (flag && profitId != null) {
            // 挂单成功：追加到止盈单列表（支持基础止盈 + 超额止盈并行挂单）
            // 挂单成功：追加到止盈单列表（支持基础止盈 + 超额止盈并行挂单），并记录该单张数
            tp.setTakeProfitOrderId(profitId);
            tp.setTakeProfitPlaced(true);
            baseElement.addLongTakeProfitOrderId(profitId);
            baseElement.addLongTakeProfitOrderId(profitId, size);
        } else {
            // 清理：profitId 非空移除指定止盈单，为空清空该网格全部止盈单
            tp.setTakeProfitPlaced(false);
@@ -1496,12 +1725,17 @@
    private void shortTakeProfitTraderIdParam(
            GridElement baseElement,String profitId, boolean flag
    ) {
        shortTakeProfitTraderIdParam(baseElement, profitId, flag, 0);
    }
    private void shortTakeProfitTraderIdParam(
            GridElement baseElement,String profitId, boolean flag, int size
    ) {
        TraderParam tp = baseElement.getShortTraderParam();
        if (flag && profitId != null) {
            // 挂单成功：追加到止盈单列表（支持基础止盈 + 超额止盈并行挂单）
            // 挂单成功：追加到止盈单列表（支持基础止盈 + 超额止盈并行挂单），并记录该单张数
            tp.setTakeProfitOrderId(profitId);
            tp.setTakeProfitPlaced(true);
            baseElement.addShortTakeProfitOrderId(profitId);
            baseElement.addShortTakeProfitOrderId(profitId, size);
        } else {
            // 清理：profitId 非空移除指定止盈单，为空清空该网格全部止盈单
            tp.setTakeProfitPlaced(false);
@@ -1907,6 +2141,75 @@
    }

    /**
     * 根据 {@code stopLossCountMode} 计算当前有效的加仓执行次数（与止损次数的统计口径一致）。
     * <p>加仓执行次数 = 真正产生额外加仓量（addMultiplier &gt; 0）的止损追单累计次数，
     * 用于加仓停止阈值判断。</p>
     *
     * @param isLong {@code true}=多仓方向，{@code false}=空仓方向
     * @return 有效加仓执行次数
     */
    private int getEffectiveAddCount(boolean isLong) {
        if ("single".equals(config.getStopLossCountMode())) {
            return isLong ? accumulatedLongAddCount : accumulatedShortAddCount;
        }
        // "dual" — 双向总次数
        return accumulatedLongAddCount + accumulatedShortAddCount;
    }

    /**
     * 记录一次加仓执行（用于加仓停止阈值判断）。
     * <p>仅当本次追单的加仓公式<b>真正产生了额外加仓量</b>（addMultiplier &gt; 0，即 addQty &gt; 0）时计数；
     * 只挂基础张数的追单不计入。判断依据 {@link #computeAddQty(boolean)} 与
     * {@link #calculateEntryQuantity(boolean, boolean, int)} 共用同一套计数状态，
     * 同一处理器内止损次数不变，二者结果一致。</p>
     *
     * @param isLong {@code true}=多仓方向，{@code false}=空仓方向
     */
    private void recordAddExecution(boolean isLong) {
        if (computeAddQty(isLong) <= 0) {
            // 本次未产生额外加仓量（addMultiplier = 0），不计入执行次数
            return;
        }
        if (isLong) {
            accumulatedLongAddCount++;
        } else {
            accumulatedShortAddCount++;
        }
    }

    /**
     * 计算本次追单的额外加仓量（addQty），供 {@link #calculateEntryQuantity(boolean, boolean, int)}
     * 与 {@link #recordAddExecution(boolean)} 共用，保证「加仓执行」判定与下单计算同源。
     * <pre>
     * effectiveCount = max(0, 累计止损次数 - addPositionStartThreshold)   ← 启动阈值
     * divisor        = addPositionInterval + 1
     * addMultiplier  = floor(effectiveCount / divisor)
     * addQty         = addMultiplier × addPositionQuantity
     * </pre>
     * 加仓停止阈值：加仓执行次数达到 {@code addPositionStopThreshold} 后 addMultiplier 强制归零
     * （addQty = 0），回到基础张数；0 = 不限制。
     *
     * @param isLong {@code true}=多仓方向，{@code false}=空仓方向
     * @return 额外加仓张数（0 表示本次不加仓）
     */
    private int computeAddQty(boolean isLong) {
        int effectiveCount = getEffectiveStopLossCount(isLong);
        int startThreshold = config.getAddPositionStartThreshold();
        if (startThreshold > 0) {
            effectiveCount = Math.max(0, effectiveCount - startThreshold);
        }
        // 加仓停止阈值：按「加仓执行次数」（真正产生额外加仓量的执行）计数，
        // 已达到停止阈值则加仓量归零，回到基础张数
        int stopThreshold = config.getAddPositionStopThreshold();
        boolean addStopped = stopThreshold > 0 && getEffectiveAddCount(isLong) >= stopThreshold;
        // divisor = interval + 1：interval=0→每次加仓, interval=1→每2次加仓(2,4,6...), interval=3→每4次加仓(4,8,12...)
        int interval = config.getAddPositionInterval();
        int divisor = interval + 1;
        int addMultiplier = (!addStopped && interval >= 0) ? effectiveCount / divisor : 0;
        return addMultiplier * config.getAddPositionQuantity();
    }

    /**
     * 根据加仓配置计算入场/追单时的实际下单量。
     * <p>公式：</p>
     * <pre>
@@ -1922,27 +2225,23 @@
     *   <li>{@code respectCurrentPosition=true}：{@code upperLimit = maxPositionPerSide - 当前持仓}
     *       （止损追单，保证单边总持仓 ≤ maxPositionPerSide）</li>
     * </ul>
     * <p>加仓停止阈值 {@code addPositionStopThreshold}：</p>
     * <ul>
     *   <li>{@code 0} = 不限制；</li>
     *   <li>{@code > 0} 时按「加仓执行次数」（真正产生额外加仓量 addMultiplier &gt; 0 的执行）计数，
     *       达到该次数后不再追加加仓量 {@code addQty}，下单量回到 {@code baseQuantity}。</li>
     * </ul>
     *
     * @param isLong                 {@code true}=多仓方向，{@code false}=空仓方向
     * @param respectCurrentPosition {@code true}=按「单边总持仓 ≤ maxPositionPerSide」扣减当前持仓；{@code false}=仅限制单次下单量
     * @param stopLossSize           本次止损单张数（仅止损追单场景传入，用于修正 REST 时序竞态；其余场景传 0）
     * @param stopLossSize           本次触发网格的全部止损单张数（仅止损追单场景传入，用于修正 REST 持仓时序竞态；其余场景传 0）
     * @return 实际下单张数（字符串）
     */
    private String calculateEntryQuantity(boolean isLong, boolean respectCurrentPosition, int stopLossSize) {
        int baseQty = Integer.parseInt(config.getBaseQuantity());
        int interval = config.getAddPositionInterval();
        int addQtyPerUnit = config.getAddPositionQuantity();
        int maxPerSide = config.getMaxPositionPerSide();

        int effectiveCount = getEffectiveStopLossCount(isLong);
        int startThreshold = config.getAddPositionStartThreshold();
        if (startThreshold > 0) {
            effectiveCount = Math.max(0, effectiveCount - startThreshold);
        }
        // divisor = interval + 1：interval=0→每次加仓, interval=1→每2次加仓(2,4,6...), interval=3→每4次加仓(4,8,12...)
        int divisor = interval + 1;
        int addMultiplier = interval >= 0 ? effectiveCount / divisor : 0;
        int addQty = addMultiplier * addQtyPerUnit;
        // 额外加仓量由 computeAddQty 统一计算（含启动/停止阈值与间隔公式）
        int addQty = computeAddQty(isLong);
        int totalQty = baseQty + addQty;

        if (maxPerSide > 0) {
@@ -1950,7 +2249,7 @@
            if (respectCurrentPosition) {
                // 止损追单：单边总持仓不得超过 maxPerSide，追单量 = maxPerSide - 当前持仓。
                // 止损单刚成交、REST 查询可能仍返回止损前持仓（时序竞态），
                // 减去本次止损单张数得到止损后的真实持仓，避免追单量被错误扣减。
                // 减去本网格全部止损张数得到止损后的真实持仓，避免追单量被错误扣减。
                int currentPos = isLong
                        ? queryPositionSize(Position.ModeEnum.DUAL_LONG)
                        : queryPositionSize(Position.ModeEnum.DUAL_SHORT);
@@ -1970,6 +2269,8 @@
    }

    private void handleLongStopLossTriggered(GridElement gridElement, String orderId) {
        // 本网格全部止损单覆盖张数（含刚触发的这一单），用于追单时修正 REST 持仓的时序竞态
        int gridStopLossSize = gridElement.getLongStopLossTotalSize();
        gridElement.removeLongStopLossOrderId(orderId);

        int gridId = gridElement.getId();
@@ -2002,15 +2303,18 @@

        // 止损追单：同一网格可有多笔挂单，不判断 isHasLongOrder，直接挂单
        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        String size = calculateEntryQuantity(true, true, Integer.parseInt(config.getQuantity()));
        log.info("[Gate] 多仓止损追单 有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}",
                getEffectiveStopLossCount(true), config.getBaseQuantity(), size, config.getStopLossCountMode());
        String size = calculateEntryQuantity(true, true, gridStopLossSize);
        log.info("[Gate] 多仓止损追单 有效次数:{}, 加仓执行:{}, 停止阈值:{}, 基础:{}张 → 实际:{}张, 模式:{}",
                getEffectiveStopLossCount(true), getEffectiveAddCount(true), config.getAddPositionStopThreshold(),
                config.getBaseQuantity(), size, config.getStopLossCountMode());
        if (Integer.parseInt(size) <= 0) {
            log.warn("[Gate] 多仓止损追单 当前持仓已达单边上限({}), 跳过挂单", config.getMaxPositionPerSide());
        } else {
            newEntryGrid.getLongTraderParam().setQuantity(size);
            placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
            // 记录加仓执行次数：仅当本次真正产生了额外加仓量（addMultiplier > 0）时计数
            recordAddExecution(true);
        }

        // 取消 gridId+2 位置的所有多单
@@ -2035,6 +2339,8 @@
    }

    private void handleShortStopLossTriggered(GridElement gridElement, String orderId) {
        // 本网格全部止损单覆盖张数（含刚触发的这一单），用于追单时修正 REST 持仓的时序竞态
        int gridStopLossSize = gridElement.getShortStopLossTotalSize();
        gridElement.removeShortStopLossOrderId(orderId);

        int gridId = gridElement.getId();
@@ -2065,15 +2371,18 @@

        // 止损追单：同一网格可有多笔挂单，不判断 isHasShortOrder，直接挂单
        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        String size = calculateEntryQuantity(false, true, Integer.parseInt(config.getQuantity()));
        log.info("[Gate] 空仓止损追单 有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}",
                getEffectiveStopLossCount(false), config.getBaseQuantity(), size, config.getStopLossCountMode());
        String size = calculateEntryQuantity(false, true, gridStopLossSize);
        log.info("[Gate] 空仓止损追单 有效次数:{}, 加仓执行:{}, 停止阈值:{}, 基础:{}张 → 实际:{}张, 模式:{}",
                getEffectiveStopLossCount(false), getEffectiveAddCount(false), config.getAddPositionStopThreshold(),
                config.getBaseQuantity(), size, config.getStopLossCountMode());
        if (Integer.parseInt(size) <= 0) {
            log.warn("[Gate] 空仓止损追单 当前持仓已达单边上限({}), 跳过挂单", config.getMaxPositionPerSide());
        } else {
            newEntryGrid.getShortTraderParam().setQuantity(size);
            placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
            // 记录加仓执行次数：仅当本次真正产生了额外加仓量（addMultiplier > 0）时计数
            recordAddExecution(false);
        }

        // 取消 gridId-2 位置的所有空单
@@ -2317,22 +2626,27 @@
    // ========== 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 — 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
     * 多仓止损追单 — 把当前多头持仓<b>全量</b>拆分为多笔止损单，挂在靠近入场的连续网格上。
     * 网格数 gridCount = baseQuantity / quantity；最近网格挂大部分张数、其余网格各挂 1 笔 quantity 张，
     * 不足一格的余数单独在更远一网格挂一笔。所有异步挂单完成后通过计数器重置防重入标记；
     * 期间若有入场单成交则打 pendingStopLossReExtend 待重挂。
     */
    private void extendLongStopLoss(int filledQty, int gridId) {
        int qty = Integer.parseInt(config.getQuantity());
        int baseQty = Integer.parseInt(config.getBaseQuantity());
        int gridCount = baseQty / qty;
        GridElement entryElem = GridElement.findById(gridId);
        if (gridCount <= 0 || filledQty < qty) {
        if (gridCount <= 0 || filledQty <= 0) {
            // 早期返回需重置防重入标记
            if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
            return;
        }

        // [Gate] 止损只针对初始开仓仓位(baseQuantity)，加仓部分只做止盈
        int totalOrders = filledQty / qty;
        // [Gate] 止损覆盖全持仓：加仓部分同样受止损保护，不再只保初始仓位。
        // 取 max 是为了在 REST 时序竞态导致 filledQty 偏小时，至少保住 baseQuantity 的基础仓位
        int slSize = Math.max(filledQty, baseQty);
        int totalOrders = slSize / qty;
        int remainder = slSize % qty;
        int[] orders = new int[gridCount];

        if (gridCount == 1) {
@@ -2356,6 +2670,7 @@
        for (int i = 0; i < gridCount; i++) {
            if (orders[i] > 0) { totalOrdersToPlace += orders[i]; }
        }
        if (remainder > 0) { totalOrdersToPlace += 1; }
        if (totalOrdersToPlace == 0) {
            if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
            return;
@@ -2366,7 +2681,7 @@
        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,
                placeStopLossOrders(sgId, orders[i], String.valueOf(qty), FuturesPriceTrigger.RuleEnum.NUMBER_2,
                        ORDER_TYPE_CLOSE_LONG, true, remainCount, entryElem);
                if (detail.length() > 0) {
                    detail.append("  ");
@@ -2374,28 +2689,43 @@
                detail.append(sgId).append("x").append(orders[i]);
            }
        }
        // 不足一个网格量的余数：单独挂一张止损
        if (remainder > 0) {
            int sgId = gridId - 2 - totalOrders;
            placeStopLossOrders(sgId, 1, String.valueOf(remainder), FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    ORDER_TYPE_CLOSE_LONG, true, remainCount, entryElem);
            if (detail.length() > 0) {
                detail.append("  ");
            }
            detail.append(sgId).append("x").append(remainder);
        }

        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 — 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
     * 空仓止损追单 — 把当前空头持仓<b>全量</b>拆分为多笔止损单，挂在靠近入场的连续网格上。
     * 网格数 gridCount = baseQuantity / quantity；最近网格挂大部分张数、其余网格各挂 1 笔 quantity 张，
     * 不足一格的余数单独在更远一网格挂一笔。所有异步挂单完成后通过计数器重置防重入标记；
     * 期间若有入场单成交则打 pendingStopLossReExtend 待重挂。
     */
    private void extendShortStopLoss(int filledQty, int gridId) {
        int qty = Integer.parseInt(config.getQuantity());
        int baseQty = Integer.parseInt(config.getBaseQuantity());
        int gridCount = baseQty / qty;
        GridElement entryElem = GridElement.findById(gridId);
        if (gridCount <= 0 || filledQty < qty) {
        if (gridCount <= 0 || filledQty <= 0) {
            // 早期返回需重置防重入标记
            if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
            return;
        }

        // [Gate] 止损只针对初始开仓仓位(baseQuantity)，加仓部分只做止盈
        int totalOrders = filledQty / qty;
        // [Gate] 止损覆盖全持仓：加仓部分同样受止损保护，不再只保初始仓位。
        // 取 max 是为了在 REST 时序竞态导致 filledQty 偏小时，至少保住 baseQuantity 的基础仓位
        int slSize = Math.max(filledQty, baseQty);
        int totalOrders = slSize / qty;
        int remainder = slSize % qty;
        int[] orders = new int[gridCount];

        if (gridCount == 1) {
@@ -2419,6 +2749,7 @@
        for (int i = 0; i < gridCount; i++) {
            if (orders[i] > 0) { totalOrdersToPlace += orders[i]; }
        }
        if (remainder > 0) { totalOrdersToPlace += 1; }
        if (totalOrdersToPlace == 0) {
            if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
            return;
@@ -2429,13 +2760,23 @@
        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,
                placeStopLossOrders(sgId, orders[i], String.valueOf(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]);
            }
        }
        // 不足一个网格量的余数：单独挂一张止损
        if (remainder > 0) {
            int sgId = gridId + 2 + totalOrders;
            placeStopLossOrders(sgId, 1, String.valueOf(remainder), FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    ORDER_TYPE_CLOSE_SHORT, false, remainCount, entryElem);
            if (detail.length() > 0) {
                detail.append("  ");
            }
            detail.append(sgId).append("x").append(remainder);
        }

        log.info("[Gate] 空仓追挂止损, 成交{}张, gridId:{}, 网格数:{}, 分配:{}",
@@ -2473,7 +2814,7 @@
    /**
     * 在指定网格位置挂 count 个独立止损单，每个 size 张。
     */
    private void placeStopLossOrders(int gridId, int count, int qty,
    private void placeStopLossOrders(int gridId, int count, String qtyStr,
                                      FuturesPriceTrigger.RuleEnum rule,
                                      String orderType, boolean isLong,
                                      AtomicInteger remainCount,
@@ -2506,17 +2847,17 @@
            return;
        }
        BigDecimal triggerPrice = elem.getGridPrice();
        String size = isLong ? negate(qtyStr) : qtyStr;
        for (int i = 0; i < count; i++) {
            String size = isLong ? negate(String.valueOf(qty)) : String.valueOf(qty);
            int finalGridId = gridId;
            int finalI = i;
            executor.placeTakeProfit(
                    triggerPrice, rule, orderType, size,
                    profitId -> {
                        if (isLong) {
                            elem.addLongStopLossOrderId(profitId);
                            elem.addLongStopLossOrderId(profitId, Integer.parseInt(qtyStr));
                        } else {
                            elem.addShortStopLossOrderId(profitId);
                            elem.addShortStopLossOrderId(profitId, Integer.parseInt(qtyStr));
                        }
                        GridElement.refreshIndices();
                        log.info("[Gate] {}止损追加, gridId:{}, 触发价:{}, 第{}单, stopLossId:{}",
@@ -2936,9 +3277,9 @@
        executor.placeTakeProfit(triggerPrice, rule, orderType, size,
                profitId -> {
                    if (isLong) {
                        longTakeProfitTraderIdParam(tpElem, profitId, true);
                        longTakeProfitTraderIdParam(tpElem, profitId, true, excessQty);
                    } else {
                        shortTakeProfitTraderIdParam(tpElem, profitId, true);
                        shortTakeProfitTraderIdParam(tpElem, profitId, true, excessQty);
                    }
                    log.info("[Gate] {}止盈挂单, gridId:{}, 触发价:{}, 数量:{}, takeProfitId:{}",
                            isLong ? "多仓" : "空仓", finalTpGridId, triggerPrice, finalSize, profitId);
@@ -3026,6 +3367,7 @@
            if (qty <= 0) {
                continue;
            }
            final int fqty = qty;
            final GridElement elem = gridList.get(i);
            final int gid = elem.getId();
            final BigDecimal triggerPrice = elem.getGridPrice();
@@ -3036,9 +3378,9 @@
            executor.placeTakeProfit(triggerPrice, rule, orderType, size,
                    profitId -> {
                        if (isLong) {
                            longTakeProfitTraderIdParam(elem, profitId, true);
                            longTakeProfitTraderIdParam(elem, profitId, true, fqty);
                        } else {
                            shortTakeProfitTraderIdParam(elem, profitId, true);
                            shortTakeProfitTraderIdParam(elem, profitId, true, fqty);
                        }
                        log.info("[Gate] 分散止盈 {} gridId:{}, 触发价:{}, 数量:{}, tpId:{}",
                                isLong ? "多仓" : "空仓", gid, triggerPrice, size, profitId);
@@ -3098,6 +3440,7 @@
                break;
            }
            BigDecimal qty = perGrid.min(remaining);
            final int fqty = qty.intValue();
            final GridElement fe = elem;
            final int gid = id;
            final BigDecimal triggerPrice = elem.getGridPrice();
@@ -3108,9 +3451,9 @@
            executor.placeTakeProfit(triggerPrice, rule, orderType, size,
                    profitId -> {
                        if (isLong) {
                            longTakeProfitTraderIdParam(fe, profitId, true);
                            longTakeProfitTraderIdParam(fe, profitId, true, fqty);
                        } else {
                            shortTakeProfitTraderIdParam(fe, profitId, true);
                            shortTakeProfitTraderIdParam(fe, profitId, true, fqty);
                        }
                        log.info("[Gate] 基础止盈 {} gridId:{}, 触发价:{}, 数量:{}, tpId:{}",
                                isLong ? "多仓" : "空仓", gid, triggerPrice, size, profitId);
@@ -3137,9 +3480,9 @@
        executor.placeTakeProfit(triggerPrice, rule, orderType, size,
                profitId -> {
                    if (isLong) {
                        longTakeProfitTraderIdParam(tpElem, profitId, true);
                        longTakeProfitTraderIdParam(tpElem, profitId, true, qty);
                    } else {
                        shortTakeProfitTraderIdParam(tpElem, profitId, true);
                        shortTakeProfitTraderIdParam(tpElem, profitId, true, qty);
                    }
                    log.info("[Gate] 止损{}→对手超额止盈 gridId:{}, 量:{}, tpId:{}", times, gridId, qty, profitId);
                }
@@ -3164,8 +3507,8 @@
        String size = isLong ? negate(String.valueOf(tpQty)) : String.valueOf(tpQty);
        executor.placeTakeProfit(triggerPrice, rule, orderType, size,
                profitId -> {
                    if (isLong) longTakeProfitTraderIdParam(tpElem, profitId, true);
                    else        shortTakeProfitTraderIdParam(tpElem, profitId, true);
                    if (isLong) longTakeProfitTraderIdParam(tpElem, profitId, true, tpQty);
                    else        shortTakeProfitTraderIdParam(tpElem, profitId, true, tpQty);
                    log.info("[Gate] 止损次数{}→对手{}止盈 gridId:{}, 量:{}, tpId:{}",
                            times, isLong ? "多仓" : "空仓", tpGridId, size, profitId);
                }