exchange.git - Gitblit

			@@ -1,448 +1,1534 @@
			package com.xcong.excoin.modules.gateApi;

			import cn.hutool.core.collection.CollUtil;
			import cn.hutool.core.util.StrUtil;
			import com.xcong.excoin.utils.dingtalk.DingTalkUtils;
			import io.gate.gateapi.ApiClient;
			import io.gate.gateapi.ApiException;
			import io.gate.gateapi.GateApiException;
			import io.gate.gateapi.api.AccountApi;
			import io.gate.gateapi.api.FuturesApi;
			import io.gate.gateapi.models.FuturesAccount;
			import io.gate.gateapi.models.FuturesInitialOrder;
			import io.gate.gateapi.models.FuturesOrder;
			import io.gate.gateapi.models.FuturesPriceTrigger;
			import io.gate.gateapi.models.FuturesPriceTriggeredOrder;
			import io.gate.gateapi.models.TriggerOrderResponse;
			import io.gate.gateapi.models.*;
			import lombok.extern.slf4j.Slf4j;

			import java.io.IOException;
			import java.math.BigDecimal;
			import java.math.RoundingMode;
			import java.util.List;
			import java.util.*;

			import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
			import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionClosesChannelHandler;
			import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionsChannelHandler;

			/**
			* Gate 网格交易服务类，使用 gate-api SDK 进行合约下单。
			* 策略：多空双开 → 设置止盈止损点位 → 网格循环交易
			* 网格交易策略引擎 — 多空对冲网格。
			*
			* 测试参数：
			* 品种: XAU_USDT（黄金）
			* 杠杆: 100x（全仓）
			* 数量: 0.01 XAU
			* 网格: 0.0035（千分之三点五）
			* 整体止盈: 0.5 USDT
			* 循环次数: 3
			* 报警: 本金亏损 15%（初始本金 50 USDT）
			* <h3>策略原理</h3>
			* 以空仓基底入场价（shortBaseEntryPrice）为价格基准，向上/向下各生成一个价格网格队列。
			* 价格触发网格层级时挂条件单，成交后自动挂止盈单。每笔止盈盈利 = step - minTick。
			*
			* <h3>完整生命周期</h3>
			* <pre>
			* init() → startGrid() → WAITING_KLINE
			* ↓
			* onKline(首根K线) → OPENING → 异步市价双开基底（开多+开空）
			* ↓
			* onPositionUpdate() → 基底成交 → baseLongOpened && baseShortOpened
			* ↓
			* tryGenerateQueues()
			* ├── generateShortQueue() ← 空仓价格队列（降序，从 shortBaseEntryPrice-step 向下）
			* ├── generateLongQueue() ← 多仓价格队列（升序，从 shortBaseEntryPrice+step 向上）
			* ├── updateGridElements() ← 构建 GridElement 列表 + TraderParam + 全局索引
			* ├── 挂基座止盈单（ID=0 的 long/short takeProfit）
			* └── 挂初始条件单（up=-1 多单, down=1 空单）
			* ↓
			* state = ACTIVE（每根K线反复执行以下循环）
			* ↓
			* onKline() → processLongGrid() + processShortGrid()
			* ├── 匹配队列元素 → 队列补偿 → 保证金检查
			* ├── 首元素方向：挂条件开仓单 → 订单ID + GridElement状态同步
			* └── 反向守卫：在 downGrid 位置挂对向单（价格区间+trigger方向校验）
			* ↓
			* onOrderUpdate() ← futures.orders / futures.autoorders 推送
			* ├── 匹配止盈单ID → 清空止盈状态（已成交）
			* └── 匹配挂单ID → 挂止盈条件单 → 止盈ID + GridElement状态同步
			* ↓
			* onPositionClose() → cumulativePnl 累加
			* ├── ≥ overallTp → STOPPED
			* └── ≤ -maxLoss → STOPPED
			* </pre>
			*
			* <h3>仓位线动态调整</h3>
			* <pre>
			* onPositionUpdate() 中仓位均价变化后：
			* longEntryPrice ↑ → 取消高于 longEntryPrice 的空仓挂单（避免逆势空单）
			* shortEntryPrice ↓ → 取消低于 shortEntryPrice 的多仓挂单（避免逆势多单）
			* </pre>
			*
			* <h3>关键公式</h3>
			* <pre>
			* step = shortBaseEntryPrice × gridRate ← 网格绝对步长
			* minTick = 10^(-priceScale) ← 交易所最小价格单位
			* 多止盈 = gridPrice + (step - minTick) ← 多仓止盈价
			* 空止盈 = gridPrice - (step - minTick) ← 空仓止盈价
			* 单笔盈利 = (step - minTick) × contractMultiplier × quantity ← USDT
			* </pre>
			*
			* <h3>线程模型</h3>
			* 所有 WS 回调（onKline/onPositionUpdate/onOrderUpdate 等）在 WS 回调线程中串行执行。
			* 下单/撤单操作提交到 GateTradeExecutor 的单线程池异步执行，避免阻塞 WS 线程。
			* stopGrid() 会将 state 设为 STOPPED，后续所有 WS 回调直接返回不再处理。
			*
			* @author Administrator
			*/
			@Slf4j
			public class GateGridTradeService {

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

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

			private final GateConfig config;
			private final GateTradeExecutor executor;
			private final FuturesApi futuresApi;
			private static final String SETTLE = "usdt";

			private final String contract;
			private final String leverage;
			private final String marginMode;
			private final BigDecimal gridRate;
			private final BigDecimal overallTp;
			private final int maxCycles;
			private final BigDecimal maxLoss;
			private final String quantity;
			private final String positionMode;
			private volatile StrategyState state = StrategyState.WAITING_KLINE;

			private volatile boolean strategyActive = false;
			private int currentCycle = 0;
			private BigDecimal totalProfit = BigDecimal.ZERO;
			private BigDecimal longEntryPrice;
			private BigDecimal shortEntryPrice;
			private Long longOrderId;
			private Long shortOrderId;
			private Long longTpOrderId;
			private Long longSlOrderId;
			private Long shortTpOrderId;
			private Long shortSlOrderId;
			/** 空仓价格队列，降序排列（大→小），容量 gridQueueSize */
			private final List<BigDecimal> shortPriceQueue = Collections.synchronizedList(new ArrayList<>());
			/** 多仓价格队列，升序排列（小→大），容量 gridQueueSize */
			private final List<BigDecimal> longPriceQueue = Collections.synchronizedList(new ArrayList<>());
			private final List<BigDecimal> totalLongPriceQueue = Collections.synchronizedList(new ArrayList<>());
			private final List<BigDecimal> totalShortPriceQueue = Collections.synchronizedList(new ArrayList<>());

			private volatile BigDecimal lastClosePrice;
			/** 当前多仓条件单映射：订单ID → 止盈价格，订单成交后通过订单订阅推送匹配止盈 */
			private final Map<String, BigDecimal> currentLongOrderIds = Collections.synchronizedMap(new LinkedHashMap<>());
			/** 当前空仓条件单映射：订单ID → 止盈价格，订单成交后通过订单订阅推送匹配止盈 */
			private final Map<String, BigDecimal> currentShortOrderIds = Collections.synchronizedMap(new LinkedHashMap<>());

			public GateGridTradeService(String apiKey, String apiSecret,
			String contract, String leverage,
			String marginMode,String positionMode,
			BigDecimal gridRate, BigDecimal overallTp,
			int maxCycles, BigDecimal maxLoss,
			String quantity) {
			this.contract = contract;
			this.leverage = leverage;
			this.marginMode = marginMode;
			this.gridRate = gridRate;
			this.overallTp = overallTp;
			this.maxCycles = maxCycles;
			this.maxLoss = maxLoss;
			this.quantity = quantity;
			this.positionMode = positionMode;
			/** 基底空头入场价 */
			private BigDecimal shortBaseEntryPrice;
			/** 基底多头入场价（仅记录，当前未被业务逻辑消费，保留以备后续使用） */
			private BigDecimal longBaseEntryPrice;
			/** 基底多头是否已开 */
			private volatile boolean baseLongOpened = false;
			/** 基底空头是否已开 */
			private volatile boolean baseShortOpened = false;

			this.apiClient = new ApiClient();
			this.apiClient.setBasePath("https://api-testnet.gateapi.io/api/v4");
			this.apiClient.setApiKeySecret(apiKey, apiSecret);
			/** 空头是否活跃（有仓位） */
			private volatile boolean shortActive = false;
			/** 多头是否活跃（有仓位） */
			private volatile boolean longActive = false;

			/** 多头累计止损张数（加仓订单成交后归零） */
			private volatile int accumulatedLongLossCount = 0;
			/** 空头累计止损张数（加仓订单成交后归零） */
			private volatile int accumulatedShortLossCount = 0;

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

			public GateGridTradeService(GateConfig config) {
			this.config = config;
			ApiClient apiClient = new ApiClient();
			apiClient.setBasePath(config.getRestBasePath());
			apiClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
			this.futuresApi = new FuturesApi(apiClient);
			this.executor = new GateTradeExecutor(apiClient, config.getContract());
			}

			// ---- 初始化 ----

			/**
			* 初始化账户：设置持仓模式 + 杠杆
			* 初始化策略环境。
			*
			* <h3>执行顺序</h3>
			* <ol>
			* <li>获取用户 ID（用于私有频道订阅 payload）</li>
			* <li>获取账户信息 → 记录初始本金</li>
			* <li>如需要，切换为双向持仓模式</li>
			* <li>如需要，调整持仓模式（single/dual）</li>
			* <li>清除旧的止盈止损条件单</li>
			* <li>平掉所有已有仓位</li>
			* <li>设置杠杆倍数</li>
			* </ol>
			*/
			public void init() {
			try {
			futuresApi.updateContractPositionLeverageCall(
			SETTLE, contract, leverage, marginMode, positionMode, null);
			log.info("[GateGrid] 已设置杠杆: {}x, 保证金模式: {}", leverage, marginMode);
			ApiClient detailClient = new ApiClient();
			detailClient.setBasePath(config.getRestBasePath());
			detailClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
			AccountDetail detail = new AccountApi(detailClient).getAccountDetail();
			this.userId = detail.getUserId();
			log.info("[Gate] 用户ID: {}", userId);

			FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
			log.info("[GateGrid] 账户可用余额: {}, 总资产: {}",
			account.getAvailable(), account.getTotal());
			String positionModeSet = account.getPositionMode();
			if (!positionMode.equals(positionModeSet)){
			futuresApi.setPositionMode(SETTLE, positionMode);
			this.initialPrincipal = new BigDecimal(account.getTotal());
			log.info("[Gate] 初始本金: {} USDT", initialPrincipal);

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

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

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

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

			UpdateDualCompPositionCrossModeRequest updateDualCompPositionCrossModeRequest = new UpdateDualCompPositionCrossModeRequest();
			updateDualCompPositionCrossModeRequest.setMode(config.getMarginMode());
			updateDualCompPositionCrossModeRequest.setContract(config.getContract());
			try {
			futuresApi.updateDualCompPositionCrossModeCall(SETTLE, updateDualCompPositionCrossModeRequest, null).execute();
			} catch (IOException e) {
			e.printStackTrace();
			}
			}
			log.info("[Gate] 持仓模式: {} 余额: {}", config.getPositionMode(), account.getAvailable());
			log.info("[Gate] 杠杆: {}x {}", config.getLeverage(), config.getMarginMode());
			} catch (GateApiException e) {
			log.error("[GateGrid] 初始化失败, label: {}, msg: {}", e.getErrorLabel(), e.getMessage());
			log.error("[Gate] 初始化失败, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
			} catch (ApiException e) {
			log.error("[GateGrid] 初始化API调用失败, code: {}", e.getCode());
			log.error("[Gate] 初始化失败, code:{}", e.getCode());
			}
			}

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

			// ---- 启动/停止 ----

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

			/**
			* 停止网格策略
			* 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);
			}
			}

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

			// ---- K线回调 ----

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

			//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;

			String size = config.getBaseQuantity();
			log.info("[Gate] 首根K线到达，开基底仓位多空各{}张...", size);
			executor.openLong(size, (orderId) -> {
			TraderParam baseLongTp = TraderParam.builder()
			.entryOrderId(orderId)
			.build();
			config.setBaseLongTraderParam(baseLongTp);
			}, null);
			executor.openShort(negate(size), (orderId) -> {
			TraderParam baseShortTp = TraderParam.builder()
			.entryOrderId(orderId)
			.build();
			config.setBaseShortTraderParam(baseShortTp);
			}, null);
			return;
			}
			checkPositions(closePrice);


			// checkProfitAndReset();


			if (state == StrategyState.ACTIVE &&
			longActive == false &&
			longPositionSize.compareTo(BigDecimal.ZERO) == 0){
			processShortGrid(closePrice);
			}


			if (state == StrategyState.ACTIVE &&
			shortActive == false &&
			shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
			processLongGrid(closePrice);
			}
			}

			/** Gate 永续合约 taker 费率 0.05% */
			private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.0005");
			private void checkProfitAndReset() {
			try {

			BigDecimal target = initialPrincipal.add(config.getExpectedProfit());

			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(config.getContractMultiplier()).multiply(lastKlinePrice != null ? lastKlinePrice : BigDecimal.ZERO);
			BigDecimal estimatedFee = closeContractValue.multiply(TAKER_FEE_RATE);
			BigDecimal netEquity = totalEquity.subtract(estimatedFee);
			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;
			try {
			futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
			} catch (ApiException e) {
			e.printStackTrace();
			}
			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();
			});
			}
			} catch (Exception e) {
			log.warn("[Gate] 盈亏检查失败", e);
			}
			}

			// ---- 仓位推送回调 ----

			/**
			* 多空双开
			* 仓位推送回调。由 {@link PositionsChannelHandler} 在收到 WebSocket 仓位更新时调用。
			*
			* <h3>处理逻辑</h3>
			* <ul>
			* <li><b>有仓位 (size ≠ 0)</b>：
			* <ul>
			* <li>首次开仓（基底）：标记 baseOpened=true，记录基底入场价，双基底都成交后生成网格队列</li>
			* <li>仓位净减少（size.abs() < 之前记录值）：止盈平仓后 → 检查反向条件单条件 →
			* 满足时以 entryPrice ± step 为止盈价挂反向市价单（订单ID + 止盈价存入 Map）</li>
			* </ul>
			* </li>
			* <li><b>无仓位 (size = 0)</b>：清空活跃标记和持仓量</li>
			* <li><b>Map 截断</b>：currentLongOrderIds / currentShortOrderIds 超过 5 个时，
			* 从 LinkedHashMap 头部删除最旧条目，保留最新 5 个</li>
			* </ul>
			*
			* @param contract 合约名称
			* @param mode 持仓模式（DUAL_LONG / DUAL_SHORT）
			* @param size 持仓张数（多头为正、空头为负）
			* @param entryPrice 当前持仓加权均价（交易所计算）
			*/
			private void dualOpenPositions() {
			try {
			FuturesOrder longOrder = new FuturesOrder();
			longOrder.setContract(contract);
			longOrder.setSize(quantity);
			longOrder.setPrice("0");
			longOrder.setTif(FuturesOrder.TifEnum.IOC);
			longOrder.setText("t-grid-long-" + (currentCycle + 1));
			FuturesOrder longResult = futuresApi.createFuturesOrder(SETTLE, longOrder, null);
			longOrderId = longResult.getId();
			longEntryPrice = safeDecimal(longResult.getFillPrice());
			log.info("[GateGrid] 开多成功, price: {}, id: {}", longEntryPrice, longOrderId);
			placeLongTpSl(longEntryPrice);

			FuturesOrder shortOrder = new FuturesOrder();
			shortOrder.setContract(contract);
			shortOrder.setSize(negateQuantity(quantity));
			shortOrder.setPrice("0");
			shortOrder.setTif(FuturesOrder.TifEnum.IOC);
			shortOrder.setText("t-grid-short-" + (currentCycle + 1));
			FuturesOrder shortResult = futuresApi.createFuturesOrder(SETTLE, shortOrder, null);
			shortOrderId = shortResult.getId();
			shortEntryPrice = safeDecimal(shortResult.getFillPrice());
			log.info("[GateGrid] 开空成功, price: {}, id: {}", shortEntryPrice, shortOrderId);
			placeShortTpSl(shortEntryPrice);

			printGridInfo();
			} catch (GateApiException e) {
			log.error("[GateGrid] 双开失败, label: {}, msg: {}", e.getErrorLabel(), e.getMessage());
			strategyActive = false;
			} catch (Exception e) {
			log.error("[GateGrid] 双开异常", e);
			strategyActive = false;
			}
			}

			private void placeLongTpSl(BigDecimal entryPrice) {
			BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
			BigDecimal slPrice = entryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
			longTpOrderId = placePriceTriggeredOrder(tpPrice, FuturesPriceTrigger.RuleEnum.NUMBER_1, "close_long");
			longSlOrderId = placePriceTriggeredOrder(slPrice, FuturesPriceTrigger.RuleEnum.NUMBER_2, "close_long");
			log.info("[GateGrid] 多头TP/SL已设置, TP:{}, SL:{}, tpId:{}, slId:{}", tpPrice, slPrice, longTpOrderId, longSlOrderId);
			}

			private void placeShortTpSl(BigDecimal entryPrice) {
			BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
			BigDecimal slPrice = entryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
			shortTpOrderId = placePriceTriggeredOrder(tpPrice, FuturesPriceTrigger.RuleEnum.NUMBER_2, "close_short");
			shortSlOrderId = placePriceTriggeredOrder(slPrice, FuturesPriceTrigger.RuleEnum.NUMBER_1, "close_short");
			log.info("[GateGrid] 空头TP/SL已设置, TP:{}, SL:{}, tpId:{}, slId:{}", tpPrice, slPrice, shortTpOrderId, shortSlOrderId);
			}

			private Long placePriceTriggeredOrder(BigDecimal triggerPrice,
			FuturesPriceTrigger.RuleEnum rule,
			String autoSize) {
			try {
			FuturesPriceTrigger trigger = new FuturesPriceTrigger();
			trigger.setStrategyType(FuturesPriceTrigger.StrategyTypeEnum.NUMBER_0);
			trigger.setPriceType(FuturesPriceTrigger.PriceTypeEnum.NUMBER_0);
			trigger.setPrice(triggerPrice.toString());
			trigger.setRule(rule);
			trigger.setExpiration(0);

			FuturesInitialOrder initial = new FuturesInitialOrder();
			initial.setContract(contract);
			initial.setSize(0L);
			initial.setPrice("0");
			initial.setTif(FuturesInitialOrder.TifEnum.IOC);
			initial.setAutoSize(autoSize);

			FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder();
			order.setTrigger(trigger);
			order.setInitial(initial);

			TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
			log.info("[GateGrid] 条件单已创建, triggerPrice:{}, rule:{}, autoSize:{}, id:{}",
			triggerPrice, rule, autoSize, response.getId());
			return response.getId();
			} catch (Exception e) {
			log.error("[GateGrid] 创建条件单失败, triggerPrice:{}, rule:{}, autoSize:{}",
			triggerPrice, rule, autoSize, e);
			return null;
			}
			}

			private void cancelTpSl(Long orderId) {
			if (orderId == null) {
			public void onPositionUpdate(String contract, Position.ModeEnum mode, BigDecimal size,
			BigDecimal entryPrice) {
			if (state == StrategyState.STOPPED \|\| state == StrategyState.WAITING_KLINE) {
			return;
			}
			try {
			futuresApi.cancelPriceTriggeredOrder(SETTLE, orderId);
			log.info("[GateGrid] 已取消条件单, id:{}", orderId);
			} catch (Exception e) {
			log.warn("[GateGrid] 取消条件单失败, id:{}", orderId, e);

			boolean hasPosition = size.abs().compareTo(BigDecimal.ZERO) > 0;
			if (state == StrategyState.OPENING){
			if (Position.ModeEnum.DUAL_LONG == mode && hasPosition && !baseLongOpened) {
			longActive = true;
			longPositionSize = size;
			longEntryPrice = entryPrice;
			longBaseEntryPrice = entryPrice;
			baseLongOpened = true;
			log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
			tryGenerateQueues();
			} else if (Position.ModeEnum.DUAL_SHORT == mode && hasPosition && !baseShortOpened) {
			shortActive = true;
			shortPositionSize = size.abs();
			shortEntryPrice = entryPrice;
			shortBaseEntryPrice = entryPrice;
			baseShortOpened = true;
			log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
			tryGenerateQueues();
			}
			}

			if (state == StrategyState.ACTIVE){
			if (Position.ModeEnum.DUAL_LONG == mode) {
			if (hasPosition) {
			longActive = true;
			longPositionSize = size;
			longEntryPrice = entryPrice;
			} else {

			log.info("[Gate-0]多仓: {}", shortBaseEntryPrice);
			longActive = false;
			longPositionSize = BigDecimal.ZERO;
			longEntryPrice = BigDecimal.ZERO;
			}
			} else if (Position.ModeEnum.DUAL_SHORT == mode) {
			if (hasPosition) {
			shortActive = true;
			shortPositionSize = size.abs();
			shortEntryPrice = entryPrice;
			} else {

			log.info("[Gate-0]空仓: {}", shortBaseEntryPrice);
			shortActive = false;
			shortPositionSize = BigDecimal.ZERO;
			shortEntryPrice = BigDecimal.ZERO;
			}
			}
			}

			if (state == StrategyState.ACTIVE && shortActive == false && longActive == false) {
			try {
			futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
			} catch (ApiException e) {
			e.printStackTrace();
			}
			closeExistingPositions();

			state = StrategyState.STOPPED;
			// 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();
			});
			log.info("[Gate] 重置策略");
			return;
			}
			}

			// ---- 平仓推送回调 ----

			/**
			* 平仓推送回调。由 {@link PositionClosesChannelHandler} 在收到平仓推送时调用。
			*
			* <h3>累加规则</h3>
			* cumulativePnl += pnl。止盈平仓时 pnl > 0，止损平仓时 pnl < 0。
			* 累加后检查停止条件：≥ overallTp 或 ≤ -maxLoss。
			*
			* @param contract 合约名称
			* @param side 平仓方向（"long" / "short"）
			* @param pnl 本次平仓的盈亏金额
			*/
			public void onPositionClose(String contract, String side, BigDecimal pnl) {
			if (state == StrategyState.STOPPED) {
			return;
			}
			cumulativePnl = cumulativePnl.add(pnl);
			updateUnrealizedPnl();
			BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl);
			log.info("[Gate] 已实现:{}, 未实现:{}, 合计:{}",
			cumulativePnl, unrealizedPnl, totalPnl);
			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(), "");
			}
			}


			/**
			* 自动订单（条件单）状态变更回调。
			* 由 {@link com.xcong.excoin.modules.gateApi.wsHandler.handler.AutoOrdersChannelHandler}
			* 在收到 {@code futures.autoorders} 推送时调用。
			*
			* @param orderId 条件单 ID
			* @param status 订单状态（open / finished / cancelled）
			* @param reason 变更原因
			* @param orderType 订单类型（plan-close-long-position 等）
			*/
			public void onAutoOrder(String orderId, String status, String reason, String orderType, String tradeId) {
			if (state == StrategyState.STOPPED) {
			return;
			}
			log.info("[Gate] 条件单状态变更, id:{}, status:{}, reason:{}, order_type:{}",
			orderId, status, reason, orderType);
			if (!"finished".equals(status)) {
			return;
			}

			// [Gate-需求1] 多仓止盈触发：清空止盈状态 + 取消最远多仓止损
			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);
			cancelFarthestLongStopLoss();
			return;
			}
			// [Gate-需求1] 空仓止盈触发：清空止盈状态 + 取消最远空仓止损
			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);
			cancelFarthestShortStopLoss();
			return;
			}

			GridElement longStopLossElem = GridElement.findByLongStopLossOrderId(orderId);
			// if (longStopLossElem != null && longPositionSize.compareTo(BigDecimal.ZERO) > 0 && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
			if (longStopLossElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
			handleLongStopLossTriggered(longStopLossElem);
			return;
			}
			GridElement shortStopLossElem = GridElement.findByShortStopLossOrderId(orderId);
			// if (shortStopLossElem != null && shortPositionSize.compareTo(BigDecimal.ZERO) > 0 && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
			if (shortStopLossElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
			handleShortStopLossTriggered(shortStopLossElem);
			return;
			}

			GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
			if (shortGridElement != null) {
			if (shortGridElement.isHasShortOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
			int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
			shortEntryTraderIdParam(shortGridElement, null, false);
			// [Gate-需求2] 加仓后先撤空仓所有止盈+止损，再重挂
			cancelAllShortTakeProfitsAndStopLosses();
			extendShortStopLoss(filledQty,shortGridElement.getId());
			accumulatedShortLossCount = 0; // 加仓订单成交，重置止损累计
			log.info("[Gate] 空单成交 gridId:{}", filledQty);

			// 空仓持仓超过baseQuantity时，从gridId-2开始向外追挂止盈
			BigDecimal shortBaseQty = new BigDecimal(config.getBaseQuantity());
			BigDecimal shortGridQty = new BigDecimal(config.getQuantity());
			if (shortPositionSize.compareTo(shortBaseQty) > 0) {
			BigDecimal shortExcess = shortPositionSize.subtract(shortBaseQty);
			int shortExcessCount = shortExcess.divide(shortGridQty, 0, RoundingMode.DOWN).intValue();
			for (int i = 0; i < shortExcessCount; i++) {
			int tpGridId = shortGridElement.getId() - 2 - i;
			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);
			}
			);
			}
			}
			}
			}
			GridElement longGridElement = GridElement.findByLongOrderId(orderId);
			if (longGridElement != null) {
			if (longGridElement.isHasLongOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")){

			int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
			longEntryTraderIdParam(longGridElement, null, false);
			// [Gate-需求2] 加仓后先撤多仓所有止盈+止损，再重挂
			cancelAllLongTakeProfitsAndStopLosses();
			extendLongStopLoss(filledQty,longGridElement.getId());
			accumulatedLongLossCount = 0; // 加仓订单成交，重置止损累计
			log.info("[Gate] 多单成交 gridId:{}", filledQty);

			// 多仓持仓超过baseQuantity时，从gridId+2开始向外追挂止盈
			BigDecimal longBaseQty = new BigDecimal(config.getBaseQuantity());
			BigDecimal longGridQty = new BigDecimal(config.getQuantity());
			if (longPositionSize.compareTo(longBaseQty) > 0) {
			BigDecimal longExcess = longPositionSize.subtract(longBaseQty);
			int longExcessCount = longExcess.divide(longGridQty, 0, RoundingMode.DOWN).intValue();
			for (int i = 0; i < longExcessCount; i++) {
			int tpGridId = longGridElement.getId() + 2 + i;
			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);
			}
			);
			}
			}
			}
			}
			}


			// ---- 网格队列处理 ----

			/**
			* 尝试生成网格队列。双基底（多+空）都成交后才触发：
			* <ol>
			* <li>生成空仓价格队列（降序）和多仓价格队列（升序）</li>
			* <li>挂初始多仓条件单（触发价 = 多仓队列首元素，rule=NUMBER_1 ≥触发价时开多），
			* 止盈价 = 触发价 + step，通过 onSuccess 回调将 orderId → 止盈价存入 currentLongOrderIds</li>
			* <li>挂初始空仓条件单（触发价 = 空仓队列首元素，rule=NUMBER_2 ≤触发价时开空），
			* 止盈价 = 触发价 − step，通过 onSuccess 回调将 orderId → 止盈价存入 currentShortOrderIds</li>
			* <li>状态切换为 ACTIVE</li>
			* </ol>
			*/
			private void tryGenerateQueues() {
			if (baseLongOpened && baseShortOpened) {
			generateShortQueue();
			generateLongQueue();
			updateGridElements();

			GridElement baseGridElement = GridElement.findById(0);
			TraderParam baseLongTraderParam = config.getBaseLongTraderParam();
			baseGridElement.setLongOrderId(baseLongTraderParam.getEntryOrderId());
			baseGridElement.setHasLongOrder(true);
			TraderParam baseShortTraderParam = config.getBaseShortTraderParam();
			baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
			baseGridElement.setHasShortOrder(true);

			// int shortTime = 2;
			// GridElement elemShort = GridElement.findById(shortTime);
			// if (elemShort != null) {
			// BigDecimal triggerPrice = elemShort.getGridPrice();
			// String size = config.getBaseQuantity();
			// executor.placeTakeProfit(
			// triggerPrice,
			// FuturesPriceTrigger.RuleEnum.NUMBER_1,
			// ORDER_TYPE_CLOSE_SHORT,
			// size,
			// profitId -> {
			// elemShort.setShortStopLossOrderId(profitId);
			// GridElement.refreshIndices();
			// log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", shortTime, triggerPrice, profitId);
			// }
			// );
			// }
			//
			//
			// int longTime = -2;
			// GridElement elemLong = GridElement.findById(longTime);
			// if (elemLong != null) {
			// BigDecimal triggerPrice = elemLong.getGridPrice();
			// String size = config.getBaseQuantity();
			// executor.placeTakeProfit(
			// triggerPrice,
			// FuturesPriceTrigger.RuleEnum.NUMBER_2,
			// ORDER_TYPE_CLOSE_LONG,
			// negate(size),
			// profitId -> {
			// elemLong.setLongStopLossOrderId(profitId);
			// GridElement.refreshIndices();
			// log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", longTime, triggerPrice, profitId);
			// }
			// );
			// }

			int shortTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
			for (int id = 2; id <= shortTime; id++) {
			GridElement elem = GridElement.findById(id);
			if (elem == null) {
			continue;
			}
			BigDecimal triggerPrice = elem.getGridPrice();
			String size = config.getQuantity();
			int finalId = id;
			executor.placeTakeProfit(
			triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_1,
			ORDER_TYPE_CLOSE_SHORT,
			size,
			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()) / Integer.parseInt(config.getQuantity()) + 1;
			for (int id = -2; id >= -longTime; id--) {
			GridElement elem = GridElement.findById(id);
			if (elem == null) {
			continue;
			}
			BigDecimal triggerPrice = elem.getGridPrice();
			String size = config.getQuantity();
			int finalId = id;
			executor.placeTakeProfit(
			triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_2,
			ORDER_TYPE_CLOSE_LONG,
			negate(size),
			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;
			}
			}

			/**
			* 检查多空仓位是否触及止盈止损
			* 更新基座止盈信息，将止盈价、订单ID等写入 TraderParam 并回填到 ID=0 的网格元素中。
			*/
			private void checkPositions(BigDecimal currentPrice) {
			if (longEntryPrice == null \|\| shortEntryPrice == null) {
			private void longTakeProfitTraderIdParam(
			GridElement baseElement,String profitId, boolean flag
			) {
			TraderParam tp = baseElement.getLongTraderParam();
			tp.setTakeProfitOrderId(profitId);
			tp.setTakeProfitPlaced(flag);
			baseElement.setLongTakeProfitOrderId(profitId);
			GridElement.refreshIndices();
			}
			private void shortTakeProfitTraderIdParam(
			GridElement baseElement,String profitId, boolean flag
			) {
			TraderParam tp = baseElement.getShortTraderParam();
			tp.setTakeProfitOrderId(profitId);
			tp.setTakeProfitPlaced(flag);
			baseElement.setShortTakeProfitOrderId(profitId);
			GridElement.refreshIndices();
			}

			private void longEntryTraderIdParam(
			GridElement baseElement,String entryId,boolean flag
			) {
			TraderParam tp = baseElement.getLongTraderParam();
			tp.setEntryOrderId(entryId);
			tp.setEntryOrderPlaced(flag);
			baseElement.setHasLongOrder(flag);
			baseElement.setLongOrderId(entryId);
			GridElement.refreshIndices();
			}

			private void shortEntryTraderIdParam(
			GridElement baseElement, String entryId, boolean flag
			) {
			TraderParam tp = baseElement.getShortTraderParam();
			tp.setEntryOrderId(entryId);
			tp.setEntryOrderPlaced(flag);
			baseElement.setHasShortOrder(flag);
			baseElement.setShortOrderId(entryId);
			GridElement.refreshIndices();
			}

			/**
			* 生成空仓价格队列。
			* 以 shortBaseEntryPrice × gridRate 作为绝对步长 step，存到 config。
			* 第1个元素 = shortBaseEntryPrice − step，后续依次递减 step，共 gridQueueSize 个。
			* 队列降序排列（大→小），方便 processShortGrid 中从头遍历。
			*/
			private void generateShortQueue() {
			shortPriceQueue.clear();
			int prec = config.getPriceScale();
			BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(prec, RoundingMode.HALF_UP);
			config.setStep(step);
			BigDecimal elem = shortBaseEntryPrice.subtract(step).setScale(prec, RoundingMode.HALF_UP);
			for (int i = 0; i < config.getGridQueueSize(); i++) {
			shortPriceQueue.add(elem);
			totalLongPriceQueue.add( elem);
			totalShortPriceQueue.add( elem);

			elem = elem.subtract(step).setScale(prec, RoundingMode.HALF_UP);
			if (elem.compareTo(BigDecimal.ZERO) <= 0) {
			break;
			}
			}
			shortPriceQueue.sort((a, b) -> b.compareTo(a));
			log.info("[Gate] 空队列:{}", shortPriceQueue);
			}

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

			/**
			* 根据当前多空价格队列同步构建网格元素列表，写入 config。
			*
			* <h3>ID 分配规则</h3>
			* <ul>
			* <li>空仓队列：id 从 -1 自减（-1, -2, -3...），第一个元素 upId=0，最后一个 downId=null</li>
			* <li>位置 0：gridPrice=shortBaseEntryPrice，upId=-1，downId=1，其数据在基座开仓时更新</li>
			* <li>多仓队列：id 从 1 自增（1, 2, 3...），第一个元素 upId=0，最后一个 downId=null</li>
			* </ul>
			*
			* <h3>链表关系</h3>
			* 所有元素通过 upId/downId 串成一条双向链表：
			* ... → -3 → -2 → -1 → 0 → 1 → 2 → 3 → ...
			*/
			private void updateGridElements() {
			List<GridElement> elements = new ArrayList<>();
			int shortSize = shortPriceQueue.size();
			int longSize = longPriceQueue.size();
			//根据精度转换成小数
			int prec = config.getPriceScale();
			BigDecimal step = config.getStep();
			// String qty = config.getBaseQuantity();
			String qty = config.getQuantity();

			// 空仓队列：id 从 -1 自减, shortPriceQueue[i] → id=-(i+1)
			for (int i = 0; i < shortSize; i++) {
			int id = -(i + 1);
			Integer upId = (i == 0) ? 0 : id + 1;
			Integer downId = (i == shortSize - 1) ? null : id - 1;
			BigDecimal price = shortPriceQueue.get(i);
			TraderParam longParam = TraderParam.builder()
			.direction(TraderParam.Direction.LONG)
			.entryPrice(price)
			.takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
			.quantity(qty)
			.build();
			TraderParam shortParam = TraderParam.builder()
			.direction(TraderParam.Direction.SHORT)
			.entryPrice(price)
			.takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP))
			.quantity(qty)
			.build();
			elements.add(GridElement.builder()
			.id(id)
			.gridPrice(price)
			.upId(upId)
			.downId(downId)
			.longTraderParam(longParam)
			.shortTraderParam(shortParam)
			.build());
			}

			// 位置 0：基底价格，数据在基座开仓时更新
			{
			BigDecimal price = shortBaseEntryPrice;
			TraderParam longParam = TraderParam.builder()
			.direction(TraderParam.Direction.LONG)
			.entryPrice(price)
			.takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
			.quantity(qty)
			.build();
			TraderParam shortParam = TraderParam.builder()
			.direction(TraderParam.Direction.SHORT)
			.entryPrice(price)
			.takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP))
			.quantity(qty)
			.build();
			elements.add(GridElement.builder()
			.id(0)
			.gridPrice(price)
			.upId(shortSize > 0 ? 1 : null)
			.downId(longSize > 0 ? -1 : null)
			.longTraderParam(longParam)
			.shortTraderParam(shortParam)
			.build());
			}

			// 多仓队列：id 从 1 自增, longPriceQueue[i] → id=i+1
			for (int i = 0; i < longSize; i++) {
			int id = i + 1;
			Integer downId = (i == 0) ? 0 : id - 1;
			Integer upId = (i == longSize - 1) ? null : id + 1;
			BigDecimal price = longPriceQueue.get(i);
			TraderParam longParam = TraderParam.builder()
			.direction(TraderParam.Direction.LONG)
			.entryPrice(price)
			.takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
			.quantity(qty)
			.build();
			TraderParam shortParam = TraderParam.builder()
			.direction(TraderParam.Direction.SHORT)
			.entryPrice(price)
			.takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP))
			.quantity(qty)
			.build();
			elements.add(GridElement.builder()
			.id(id)
			.gridPrice(price)
			.upId(upId)
			.downId(downId)
			.longTraderParam(longParam)
			.shortTraderParam(shortParam)
			.build());
			}

			config.setGridElements(elements);
			log.info("[Gate] 网格元素列表已构建, 共{}个元素 (空仓:{} 位置:0 多仓:{})", elements.size(), shortSize, longSize);
			}


			private void processShortGrid(BigDecimal currentPrice) {
			BigDecimal matched = BigDecimal.ZERO;
			synchronized (totalLongPriceQueue) {
			for (BigDecimal p : totalLongPriceQueue) {
			if (p.compareTo(currentPrice) >= 0) {
			matched = p;
			break;
			}
			}
			// log.info("[Gate-1] 多仓仓位归零空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
			if (BigDecimal.ZERO.compareTo( matched) == 0) {
			return;
			}

			GridElement matchedUpGridElement = GridElement.findByPrice(matched);
			if (matchedUpGridElement != null){
			if (!matchedUpGridElement.isHasLongOrder()){
			Integer upId = matchedUpGridElement.getUpId();
			GridElement newEntryGrid = GridElement.findById(upId);

			if (newEntryGrid != null) {

			GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());
			String quantity = cancelGridElement != null
			? cancelGridElement.getLongTraderParam().getQuantity()
			: config.getBaseQuantity();
			if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
			String longOrderId = cancelGridElement.getLongOrderId();
			executor.cancelConditionalOrder(longOrderId, oid -> {
			longEntryTraderIdParam(cancelGridElement, null, false);
			log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", cancelGridElement.getId(),longOrderId);
			});
			}
			// 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()) {
			BigDecimal triggerPrice = newEntryGrid.getGridPrice();
			String size = quantity;
			log.info("[Gate] 多仓仓位归零 gridId:{}, 挂{}基础张多单",
			newEntryGrid.getId(), size);
			newEntryGrid.getLongTraderParam().setQuantity(size);
			placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
			}
			}
			}
			}
			}

			}

			private void processLongGrid(BigDecimal currentPrice) {
			BigDecimal matched = BigDecimal.ZERO;
			synchronized (totalShortPriceQueue) {
			for (BigDecimal p : totalShortPriceQueue) {
			if (p.compareTo(currentPrice) <= 0) {
			matched = p;
			break;
			}
			}
			// log.info("[Gate-3] 空仓仓位归零多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
			if (BigDecimal.ZERO.compareTo( matched) == 0) {
			return;
			}

			GridElement matchedUpGridElement = GridElement.findByPrice(matched);
			if (matchedUpGridElement != null){
			if(!matchedUpGridElement.isHasShortOrder()){
			Integer downId = matchedUpGridElement.getDownId();
			GridElement newEntryGrid = GridElement.findById(downId);

			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()) {
			String shortOrderId = cancelGridElement.getShortOrderId();
			executor.cancelConditionalOrder(shortOrderId, oid -> {
			shortEntryTraderIdParam(cancelGridElement, null, false);
			log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", cancelGridElement.getId(),shortOrderId);
			});
			}
			// 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()){
			BigDecimal triggerPrice = newEntryGrid.getGridPrice();
			String size = quantity;
			log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
			newEntryGrid.getId(), size);
			newEntryGrid.getShortTraderParam().setQuantity(size);
			placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
			}

			}
			}
			}
			}
			}

			private void handleLongStopLossTriggered(GridElement gridElement) {
			gridElement.setLongStopLossOrderId(null);

			int gridId = gridElement.getId();
			log.info("[Gate] 多仓止损触发 gridId:{}, 开始追单", gridId);
			int newEntryGridId = gridId + 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;
			}

			BigDecimal longTp = longEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
			BigDecimal longSl = longEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
			BigDecimal shortTp = shortEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
			BigDecimal shortSl = shortEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
			// [Gate-BugFix] 防止与"仓位归零"重复下单：若该网格已有挂单则跳过
			if (!newEntryGrid.isHasLongOrder()) {
			BigDecimal triggerPrice = newEntryGrid.getGridPrice();

			System.out.println("========== Gate 网格状态 ==========");
			System.out.println("当前价格: " + currentPrice);
			System.out.println("多头入场: " + longEntryPrice + " TP: " + longTp + " SL: " + longSl);
			System.out.println("空头入场: " + shortEntryPrice + " TP: " + shortTp + " SL: " + shortSl);
			System.out.println("累计盈亏: " + totalProfit + " 循环: " + currentCycle + "/" + maxCycles);
			System.out.println("===================================");
			// 累计止损张数 + 当前止损量作为追单size，不再依赖positionSize（避免WS竞态）
			accumulatedLongLossCount += Integer.parseInt(config.getQuantity());
			String size = String.valueOf(accumulatedLongLossCount + Integer.parseInt(config.getQuantity()));
			log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}基础张多单",
			gridId, newEntryGridId, size);

			// 多头止盈
			if (currentPrice.compareTo(longTp) >= 0) {
			log.info("[GateGrid] 多头止盈触发! entry:{}, current:{}", longEntryPrice, currentPrice);
			BigDecimal cnt = new BigDecimal(quantity);
			BigDecimal profit = currentPrice.subtract(longEntryPrice).multiply(cnt);
			totalProfit = totalProfit.add(profit);
			log.info("[GateGrid] 多头止盈 profit:{}, totalProfit:{}", profit, totalProfit);
			closeLongPosition();
			closeShortPosition();
			currentCycle++;
			checkStopConditions();
			newEntryGrid.getLongTraderParam().setQuantity(size);
			placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
			}else{
			log.warn("[Gate] 多仓止损触发 gridId:{}, 目标gridId:{}已有挂单，跳过重复下单", gridId, newEntryGridId);
			}

			int cancelGridId = gridId + 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);
			});
			}

			// 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) {
			gridElement.setShortStopLossOrderId(null);

			int gridId = gridElement.getId();
			log.info("[Gate] 空仓止损触发 gridId:{}, 开始追单", gridId);
			int newEntryGridId = gridId - 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;
			}
			// 多头止损
			if (currentPrice.compareTo(longSl) <= 0) {
			log.info("[GateGrid] 多头止损触发! entry:{}, current:{}", longEntryPrice, currentPrice);
			BigDecimal cnt = new BigDecimal(quantity);
			BigDecimal loss = longEntryPrice.subtract(currentPrice).multiply(cnt);
			totalProfit = totalProfit.subtract(loss);
			log.info("[GateGrid] 多头止损 loss:{}, totalProfit:{}", loss, totalProfit);
			closeLongPosition();
			currentCycle++;
			checkStopConditions();

			// [Gate-BugFix] 防止与"仓位归零"重复下单：若该网格已有挂单则跳过
			if (!newEntryGrid.isHasShortOrder()) {
			BigDecimal triggerPrice = newEntryGrid.getGridPrice();

			// 累计止损张数 + 当前止损量作为追单size，不再依赖positionSize（避免WS竞态）
			accumulatedShortLossCount += Integer.parseInt(config.getQuantity());
			String size = String.valueOf(accumulatedShortLossCount + Integer.parseInt(config.getQuantity()));
			log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}基础张空单",
			gridId, newEntryGridId, size);
			newEntryGrid.getShortTraderParam().setQuantity(size);
			placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
			}else{
			log.warn("[Gate] 空仓止损触发 gridId:{}, 目标gridId:{}已有挂单，跳过重复下单", gridId, newEntryGridId);
			}




			int cancelGridId = gridId - 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);
			});
			}

			// 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 ==========

			/**
			* 取消最远的多仓止损订单。
			* 多仓止损在 gridId 负方向，最远 = id 最小。
			*/
			private void cancelFarthestLongStopLoss() {
			GridElement farthest = null;
			for (GridElement e : config.getGridElements()) {
			if (e.getLongStopLossOrderId() != null) {
			if (farthest == null \|\| e.getId() < farthest.getId()) {
			farthest = e;
			}
			}
			}
			if (farthest != null) {
			String slId = farthest.getLongStopLossOrderId();
			farthest.setLongStopLossOrderId(null);
			GridElement.refreshIndices();
			GridElement finalFarthest = farthest;
			executor.cancelConditionalOrder(slId, oid ->
			log.info("[Gate] 止盈触发, 取消最远多仓止损 gridId:{}, orderId:{}", finalFarthest.getId(), slId));
			}
			}

			/**
			* 取消最远的空仓止损订单。
			* 空仓止损在 gridId 正方向，最远 = id 最大。
			*/
			private void cancelFarthestShortStopLoss() {
			GridElement farthest = null;
			for (GridElement e : config.getGridElements()) {
			if (e.getShortStopLossOrderId() != null) {
			if (farthest == null \|\| e.getId() > farthest.getId()) {
			farthest = e;
			}
			}
			}
			if (farthest != null) {
			String slId = farthest.getShortStopLossOrderId();
			farthest.setShortStopLossOrderId(null);
			GridElement.refreshIndices();
			GridElement finalFarthest = farthest;
			executor.cancelConditionalOrder(slId, oid ->
			log.info("[Gate] 止盈触发, 取消最远空仓止损 gridId:{}, orderId:{}", finalFarthest.getId(), slId));
			}
			}

			/**
			* 取消所有多仓止盈 + 多仓止损订单（加仓后重建前清场）。
			*/
			private void cancelAllLongTakeProfitsAndStopLosses() {
			for (GridElement e : config.getGridElements()) {
			String tpId = e.getLongTakeProfitOrderId();
			if (tpId != null) {
			e.setLongTakeProfitOrderId(null);
			executor.cancelConditionalOrder(tpId, oid -> {});
			}
			String slId = e.getLongStopLossOrderId();
			if (slId != null) {
			e.setLongStopLossOrderId(null);
			executor.cancelConditionalOrder(slId, oid -> {});
			}
			}
			GridElement.refreshIndices();
			log.info("[Gate] 已提交取消所有多仓止盈+止损");
			}

			/**
			* 取消所有空仓止盈 + 空仓止损订单（加仓后重建前清场）。
			*/
			private void cancelAllShortTakeProfitsAndStopLosses() {
			for (GridElement e : config.getGridElements()) {
			String tpId = e.getShortTakeProfitOrderId();
			if (tpId != null) {
			e.setShortTakeProfitOrderId(null);
			executor.cancelConditionalOrder(tpId, oid -> {});
			}
			String slId = e.getShortStopLossOrderId();
			if (slId != null) {
			e.setShortStopLossOrderId(null);
			executor.cancelConditionalOrder(slId, oid -> {});
			}
			}
			GridElement.refreshIndices();
			log.info("[Gate] 已提交取消所有空仓止盈+止损");
			}

			// ========== 止损追单 ==========

			private void extendLongStopLoss(int filledQty,int gridId) {
			int furthestSlId = 0;
			for (GridElement e : config.getGridElements()) {
			if (e.getLongStopLossOrderId() != null && e.getId() < furthestSlId) {
			furthestSlId = e.getId();
			}
			}

			int interval = 1;
			if (furthestSlId == 0) {
			furthestSlId = gridId;
			interval = 2;
			}
			int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
			log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
			for (int i = 0; i < stopLossCount; i++) {
			int newSlId = furthestSlId - i - interval;
			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 gridId) {
			int furthestSlId = 0;
			for (GridElement e : config.getGridElements()) {
			if (e.getShortStopLossOrderId() != null && e.getId() > furthestSlId) {
			furthestSlId = e.getId();
			}
			}

			int interval = 1;
			if (furthestSlId == 0) {
			furthestSlId = gridId;
			interval = 2;
			}
			int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
			log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
			for (int i = 0; i < stopLossCount; i++) {
			int newSlId = furthestSlId + i + interval;
			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);
			}
			);
			}
			}

			// ---- 工具 ----

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

			/**
			* 预设标志位后提交条件开仓单，防止异步回调导致的竞态重复挂单。
			*
			* <p>在调用 {@link GateTradeExecutor#placeConditionalEntryOrder} 之前同步设置
			* {@code isHasLongOrder / isHasShortOrder}，关闭 WS 线程与 Executor 线程之间的
			* 检查-下单时间窗口。API 失败时自动回滚标志位。
			*
			* @param gridElement 目标网格元素
			* @param isLong true=多仓下单，false=空仓下单
			* @param triggerPrice 触发价
			* @param rule 触发规则
			* @param size 开仓张数
			*/
			private void placeEntryOrderWithPreFlag(GridElement gridElement, boolean isLong,
			BigDecimal triggerPrice,
			FuturesPriceTrigger.RuleEnum rule,
			String size) {
			if (isLong) {
			gridElement.setHasLongOrder(true);
			} else {
			gridElement.setHasShortOrder(true);
			}
			executor.placeConditionalEntryOrder(triggerPrice, rule, size,
			orderId -> {
			if (isLong) {
			longEntryTraderIdParam(gridElement, orderId, true);
			} else {
			shortEntryTraderIdParam(gridElement, orderId, true);
			}
			},
			() -> {
			if (isLong) {
			gridElement.setHasLongOrder(false);
			gridElement.setLongOrderId(null);
			} else {
			gridElement.setHasShortOrder(false);
			gridElement.setShortOrderId(null);
			}
			GridElement.refreshIndices();
			log.warn("[Gate] 条件单创建失败，回滚标志位 gridId:{}, isLong:{}", gridElement.getId(), isLong);
			}
			);
			}

			/**
			* 根据持仓和当前价格计算未实现盈亏。
			*
			* <h3>正向合约公式</h3>
			* <pre>
			* 多仓: 持仓量 × 合约乘数 × (计价价格 − 开仓均价)
			* 空仓: 持仓量 × 合约乘数 × (开仓均价 − 计价价格)
			* </pre>
			* 计价价格由 {@link GateConfig.PnLPriceMode} 决定：LAST_PRICE 用最新成交价，MARK_PRICE 用标记价格。
			*/
			private void updateUnrealizedPnl() {
			BigDecimal price = resolvePnlPrice();
			if (price == null \|\| price.compareTo(BigDecimal.ZERO) == 0) {
			return;
			}
			// 空头止盈
			if (currentPrice.compareTo(shortTp) <= 0) {
			log.info("[GateGrid] 空头止盈触发! entry:{}, current:{}", shortEntryPrice, currentPrice);
			BigDecimal cnt = new BigDecimal(quantity);
			BigDecimal profit = shortEntryPrice.subtract(currentPrice).multiply(cnt);
			totalProfit = totalProfit.add(profit);
			log.info("[GateGrid] 空头止盈 profit:{}, totalProfit:{}", profit, totalProfit);
			closeShortPosition();
			closeLongPosition();
			currentCycle++;
			checkStopConditions();
			return;
			BigDecimal multiplier = config.getContractMultiplier();
			BigDecimal longPnl = BigDecimal.ZERO;
			BigDecimal shortPnl = BigDecimal.ZERO;
			if (longPositionSize.compareTo(BigDecimal.ZERO) > 0 && longEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
			longPnl = longPositionSize.multiply(multiplier).multiply(price.subtract(longEntryPrice));
			}
			// 空头止损
			if (currentPrice.compareTo(shortSl) >= 0) {
			log.info("[GateGrid] 空头止损触发! entry:{}, current:{}", shortEntryPrice, currentPrice);
			BigDecimal cnt = new BigDecimal(quantity);
			BigDecimal loss = currentPrice.subtract(shortEntryPrice).multiply(cnt);
			totalProfit = totalProfit.subtract(loss);
			log.info("[GateGrid] 空头止损 loss:{}, totalProfit:{}", loss, totalProfit);
			closeShortPosition();
			currentCycle++;
			checkStopConditions();
			if (shortPositionSize.compareTo(BigDecimal.ZERO) > 0 && shortEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
			shortPnl = shortPositionSize.multiply(multiplier).multiply(shortEntryPrice.subtract(price));
			}
			unrealizedPnl = longPnl.add(shortPnl);

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

			private void checkStopConditions() {
			if (totalProfit.compareTo(overallTp) >= 0) {
			log.info("[GateGrid] 达到整体止盈 {} USDT，停止策略", overallTp);
			strategyActive = false;
			return;
			/**
			* 根据配置的 PnLPriceMode 返回计价价格。
			* MARK_PRICE 模式优先使用标记价格（外部注入），未注入时回退到最新成交价。
			*
			* @return 计价价格，可能为 null
			*/
			private BigDecimal resolvePnlPrice() {
			if (config.getUnrealizedPnlPriceMode() == GateConfig.PnLPriceMode.MARK_PRICE
			&& markPrice.compareTo(BigDecimal.ZERO) > 0) {
			return markPrice;
			}
			if (BigDecimal.ZERO.subtract(totalProfit).compareTo(maxLoss) >= 0) {
			log.info("[GateGrid] 亏损 {} 达到上限 {} USDT，停止策略", totalProfit.negate(), maxLoss);
			strategyActive = false;
			return;
			}
			if (currentCycle >= maxCycles) {
			log.info("[GateGrid] 达到最大循环次数 {}，停止策略", maxCycles);
			strategyActive = false;
			return;
			}
			log.info("[GateGrid] 进入下一轮循环: {}", currentCycle + 1);
			dualOpenPositions();
			return lastKlinePrice;
			}

			private void closeLongPosition() {
			if (longEntryPrice == null) {
			return;
			}
			try {
			FuturesOrder closeOrder = new FuturesOrder();
			closeOrder.setContract(contract);
			closeOrder.setSize(negateQuantity(quantity));
			closeOrder.setPrice("0");
			closeOrder.setTif(FuturesOrder.TifEnum.IOC);
			closeOrder.setReduceOnly(true);
			closeOrder.setText("t-grid-close-long");
			FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
			log.info("[GateGrid] 平多成功, id: {}, fillPrice: {}", result.getId(), result.getFillPrice());
			} catch (Exception e) {
			log.error("[GateGrid] 平多失败", e);
			}
			longEntryPrice = null;
			longOrderId = null;
			cancelTpSl(longTpOrderId);
			cancelTpSl(longSlOrderId);
			longTpOrderId = null;
			longSlOrderId = null;
			}

			private void closeShortPosition() {
			if (shortEntryPrice == null) {
			return;
			}
			try {
			FuturesOrder closeOrder = new FuturesOrder();
			closeOrder.setContract(contract);
			closeOrder.setSize(quantity);
			closeOrder.setPrice("0");
			closeOrder.setTif(FuturesOrder.TifEnum.IOC);
			closeOrder.setReduceOnly(true);
			closeOrder.setText("t-grid-close-short");
			FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
			log.info("[GateGrid] 平空成功, id: {}, fillPrice: {}", result.getId(), result.getFillPrice());
			} catch (Exception e) {
			log.error("[GateGrid] 平空失败", e);
			}
			shortEntryPrice = null;
			shortOrderId = null;
			cancelTpSl(shortTpOrderId);
			cancelTpSl(shortSlOrderId);
			shortTpOrderId = null;
			shortSlOrderId = null;
			}

			private void closeAllPositions() {
			closeLongPosition();
			closeShortPosition();
			}

			private void printGridInfo() {
			BigDecimal longTp = BigDecimal.ZERO;
			BigDecimal longSl = BigDecimal.ZERO;
			BigDecimal shortTp = BigDecimal.ZERO;
			BigDecimal shortSl = BigDecimal.ZERO;
			if (longEntryPrice != null) {
			longTp = longEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
			longSl = longEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
			}
			if (shortEntryPrice != null) {
			shortTp = shortEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
			shortSl = shortEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
			}
			System.out.println("========== Gate 网格开仓 ==========");
			System.out.println("合约: " + contract + " 杠杆: " + leverage + "x " + marginMode);
			System.out.println("多头入场: " + longEntryPrice + " TP: " + longTp + " SL: " + longSl);
			System.out.println("空头入场: " + shortEntryPrice + " TP: " + shortTp + " SL: " + shortSl);
			System.out.println("数量: " + quantity + " 网格间距: " + gridRate.multiply(new BigDecimal("100")) + "%");
			System.out.println("整体止盈: " + overallTp + " USDT 最大循环: " + maxCycles);
			System.out.println("最大亏损: " + maxLoss + " USDT");
			System.out.println("=====================================");
			}

			private String negateQuantity(String qty) {
			if (qty.startsWith("-")) {
			return qty.substring(1);
			}
			return "-" + qty;
			}

			private BigDecimal safeDecimal(String val) {
			if (val == null \|\| val.isEmpty()) {
			return BigDecimal.ZERO;
			}
			return new BigDecimal(val);
			}

			public BigDecimal getLastClosePrice() {
			return lastClosePrice;
			}

			public boolean isStrategyActive() {
			return strategyActive;
			}

			public BigDecimal getTotalProfit() {
			return totalProfit;
			}

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