Administrator
2026-09-23 7ca525bb81ef8a0791e1f1ff32f49afb1fb27fe7
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -3,9 +3,13 @@
import cn.hutool.core.collection.CollUtil;
import cn.hutool.core.util.StrUtil;
import com.xcong.excoin.utils.dingtalk.DingTalkUtils;
import com.google.gson.ExclusionStrategy;
import com.google.gson.FieldAttributes;
import com.google.gson.Gson;
import io.gate.gateapi.ApiClient;
import io.gate.gateapi.ApiException;
import io.gate.gateapi.GateApiException;
import io.gate.gateapi.JSON;
import io.gate.gateapi.api.AccountApi;
import io.gate.gateapi.api.FuturesApi;
import io.gate.gateapi.models.*;
@@ -15,6 +19,9 @@
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.*;
import java.util.concurrent.ConcurrentHashMap;
import java.util.concurrent.atomic.AtomicBoolean;
import java.util.concurrent.atomic.AtomicInteger;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionClosesChannelHandler;
@@ -36,8 +43,8 @@
 *   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)
 *     ├── generateShortQueue()   ← 空仓价格队列(降序,基价×(1−gridRate) 等比向下)
 *     ├── generateLongQueue()    ← 多仓价格队列(升序,基价×(1+gridRate) 等比向上)
 *     ├── 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)
@@ -67,11 +74,11 @@
 *
 * <h3>关键公式</h3>
 * <pre>
 *   step  = shortBaseEntryPrice × gridRate                      ← 网格绝对步长
 *   step  = shortBaseEntryPrice × gridRate                      ← 首档间距(0档与±1档的距离度量)
 *   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
 *   等比网格: 下一档 = 本档 × (1 ± gridRate)                     ← 向下×(1−r),向上×(1+r)
 *   止盈价 = 本档价 × (1 ± gridRate)(与相邻网格价联动)         ← 多仓向上,空仓向下
 *   单笔盈利 ≈ 档价 × gridRate × contractMultiplier × quantity(随网格位置浮动)
 * </pre>
 *
 * <h3>线程模型</h3>
@@ -102,9 +109,16 @@
    private static final String ORDER_TYPE_CLOSE_SHORT = "plan-close-short-position";
    private final GateConfig config;
    private final StatsEventProducer statsProducer;
    private String apiKeyMd5;
    private final GateTradeExecutor executor;
    private final FuturesApi futuresApi;
    private static final String SETTLE = "usdt";
    /** 手动市价平仓遭遇价格保护(MARKET_PRICE_TOO_DEVIATED)后的重试次数 */
    private static final int CLOSE_POSITION_RETRY_MAX_ATTEMPTS = 3;
    /** 手动市价平仓遭遇价格保护后的重试间隔(毫秒) */
    private static final long CLOSE_POSITION_RETRY_DELAY_MS = 800L;
    private volatile StrategyState state = StrategyState.WAITING_KLINE;
@@ -134,6 +148,9 @@
    /** 多头是否活跃(有仓位) */
    private volatile boolean longActive = false;
    /** 当前已完成轮数,每次盈利重启时+1 */
    private volatile int currentRound = 0;
    /** 多头累计止损次数(始终递增,加仓订单成交后归零) */
    private volatile int accumulatedLongLossCount = 0;
    /** 空头累计止损次数(始终递增,加仓订单成交后归零) */
@@ -142,6 +159,13 @@
    private volatile int lastLongStopLossGridId = Integer.MAX_VALUE;
    /** 最近触发止损的空头网格ID */
    private volatile int lastShortStopLossGridId = Integer.MAX_VALUE;
    /** 自定义止损模式激活标记:true=尚未发生第一次止损触发,第一次触发后置 false(触发未触发侧重挂默认) */
    private final AtomicBoolean dualStopLossModeActive = new AtomicBoolean(false);
    /** 止盈触发对向加仓:多仓止盈→空仓开仓单ID → 网格ID(成交后在该网格+1挂空仓止损) */
    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<>();
    private volatile BigDecimal lastKlinePrice;
    private volatile BigDecimal markPrice = BigDecimal.ZERO;
@@ -153,15 +177,60 @@
    private volatile BigDecimal shortPositionSize = BigDecimal.ZERO;
    private Long userId;
    private volatile BigDecimal initialPrincipal = BigDecimal.ZERO;
    /** 上次 PNL 快照时间(毫秒),用于控制 PNL_SNAPSHOT 埋点频率 */
    private volatile long lastPnlSnapshotTime = 0;
    private volatile GateKlineWebSocketClient wsClient;
    public GateGridTradeService(GateConfig config) {
    public GateGridTradeService(GateConfig config, StatsEventProducer statsProducer) {
        this.config = config;
        this.statsProducer = statsProducer;
        ApiClient apiClient = new ApiClient();
        apiClient.setBasePath(config.getRestBasePath());
        apiClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
        // 修复 gate-api SDK finishAs 枚举不完整导致的反序列化失败(见 buildLenientJson)
        apiClient.setJSON(buildLenientJson());
        this.futuresApi = new FuturesApi(apiClient);
        this.executor = new GateTradeExecutor(apiClient, config.getContract());
    }
    /**
     * 构建容错的 JSON 序列化器,跳过部分枚举不完整字段的反序列化。
     *
     * <p>gate-api SDK 的枚举定义滞后于交易所实际返回值,反序列化未知枚举值时
     * {@code fromValue} 会抛 {@link IllegalArgumentException},导致接口被误判为失败。
     * 已确认业务不使用以下字段,因此通过 Gson 排除策略直接跳过其解析:
     * <ul>
     *   <li>{@code finishAs}:{@code FuturesOrder.FinishAsEnum} 缺少
     *       {@code price_rate_protected}(价格保护)等值(如日志
     *       {@code Unexpected value 'price_rate_proteced'});</li>
     *   <li>{@code posMarginMode}:{@code FuturesPriceTriggeredOrder.PosMarginModeEnum}
     *       只定义 {@code cross}/{@code dual},而 {@code cancelPriceTriggeredOrderList}
     *       会返回组合值 {@code cross|dual}(如日志 {@code Unexpected value 'cross|dual'})。</li>
     * </ul>
     */
    private static JSON buildLenientJson() {
        JSON json = new JSON();
        Gson gson = json.getGson().newBuilder()
                .setExclusionStrategies(new ExclusionStrategy() {
                    @Override
                    public boolean shouldSkipField(FieldAttributes f) {
                        if ("finishAs".equals(f.getName())) {
                            return true;
                        }
                        // 仅跳过 FuturesPriceTriggeredOrder 的 posMarginMode,避免误伤
                        // FuturesOrder / Position 的同名字段(二者语义为 isolated/cross)
                        return "posMarginMode".equals(f.getName())
                                && FuturesPriceTriggeredOrder.class.equals(f.getDeclaringClass());
                    }
                    @Override
                    public boolean shouldSkipClass(Class<?> clazz) {
                        return false;
                    }
                })
                .create();
        json.setGson(gson);
        return json;
    }
    // ---- 初始化 ----
@@ -286,6 +355,44 @@
        }
    }
    // ---- 埋点 ----
    private String apiKeyMd5() {
        if (apiKeyMd5 == null) {
            try {
                java.security.MessageDigest md = java.security.MessageDigest.getInstance("MD5");
                byte[] digest = md.digest(config.getApiKey().getBytes(java.nio.charset.StandardCharsets.UTF_8));
                StringBuilder sb = new StringBuilder();
                for (byte b : digest) sb.append(String.format("%02x", b));
                apiKeyMd5 = sb.toString();
            } catch (Exception e) {
                apiKeyMd5 = Integer.toHexString(config.getApiKey().hashCode());
            }
        }
        return apiKeyMd5;
    }
    private void emitStats(String type, Object payload) {
        if (statsProducer == null) return;
        try {
            statsProducer.sendStats(statsProducer.newStats(type, apiKeyMd5(), payload));
        } catch (Exception e) {
            log.warn("[Gate] 埋点发送失败, type={}", type, e);
        }
    }
    /**
     * Java 8 兼容的 Map 构造工具(Map.of 为 Java 9 API,此处手动实现)。
     * 接受偶数个参数:key1, value1, key2, value2, ...
     */
    private static Map<String, Object> mapOf(Object... kv) {
        Map<String, Object> m = new LinkedHashMap<>();
        for (int i = 0; i < kv.length; i += 2) {
            m.put((String) kv[i], kv[i + 1]);
        }
        return m;
    }
    // ---- 启动/停止 ----
    /**
@@ -307,12 +414,15 @@
        shortPositionSize = BigDecimal.ZERO;
        baseLongOpened = false;
        baseShortOpened = false;
        config.setBaseLongTraderParam(null);
        config.setBaseShortTraderParam(null);
        longActive = false;
        shortActive = false;
        accumulatedLongLossCount = 0;
        accumulatedShortLossCount = 0;
        lastLongStopLossGridId = Integer.MAX_VALUE;
        lastShortStopLossGridId = Integer.MAX_VALUE;
        dualStopLossModeActive.set(false);
        shortPriceQueue.clear();
        longPriceQueue.clear();
        totalShortPriceQueue.clear();
@@ -321,8 +431,16 @@
        currentShortOrderIds.clear();
        // 每次重启重新获取当前本金
        refreshInitialPrincipal();
        currentRound = 0;
        log.info("[Gate] 网格策略已启动, 当前本金: {} USDT", initialPrincipal);
        // 埋点: STRATEGY_START — 附全量配置快照
        GateConfigDTO snapshot = GateConfigDTO.from(config);
        Map<String, Object> params = snapshot.toParamsMap();
        params.put("principal", initialPrincipal.toPlainString());
        params.put("contract", config.getContract());
        emitStats("STRATEGY_START", params);
    }
    /**
@@ -343,6 +461,14 @@
     */
    public void stopGrid() {
        state = StrategyState.STOPPED;
        // 埋点: STRATEGY_STOP
        emitStats("STRATEGY_STOP", mapOf(
                "reason", "manual",
                "rounds", currentRound,
                "pnl", cumulativePnl.toPlainString()
        ));
        executor.cancelAllPriceTriggeredOrders();
        closeExistingPositions();
        executor.shutdown();
@@ -371,6 +497,8 @@
     */
    public void onKline(BigDecimal closePrice) {
//        log.info("当前价:{}", 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
@@ -388,34 +516,39 @@
                        .entryOrderId(orderId)
                        .build();
                config.setBaseLongTraderParam(baseLongTp);
                tryGenerateQueues();
            }, null);
            executor.openShort(negate(size), (orderId) -> {
                TraderParam baseShortTp = TraderParam.builder()
                        .entryOrderId(orderId)
                        .build();
                config.setBaseShortTraderParam(baseShortTp);
                tryGenerateQueues();
            }, null);
            return;
        }
        checkProfitAndReset();
        // 异步检查盈亏,避免 REST 调用阻塞 WS 心跳导致 Socket closed
        executor.submitTask(this::checkProfitAndReset);
        if (state == StrategyState.ACTIVE &&
                config.isPriceDriveEnabled() &&
                longActive == false &&
                    longPositionSize.compareTo(BigDecimal.ZERO) == 0){
            processShortGrid(closePrice);
            processLongGrid(closePrice);
        }
        if (state == StrategyState.ACTIVE &&
                config.isPriceDriveEnabled() &&
                shortActive == false &&
                        shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
            processLongGrid(closePrice);
            processShortGrid(closePrice);
        }
    }
    /** Gate 永续合约 taker 费率 0.05% */
    private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.0005");
    private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.001");
    private void checkProfitAndReset() {
        if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
            return;
@@ -425,10 +558,56 @@
            BigDecimal target = initialPrincipal.add(config.getExpectedProfit());
            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            BigDecimal totalEquity = new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl()));
            // 预估平仓手续费 = 持仓量 × 合约乘数 × 入场价 × taker费率
            BigDecimal multiplier = config.getContractMultiplier();
            BigDecimal longCloseFee = BigDecimal.ZERO;
            if (longPositionSize.compareTo(BigDecimal.ZERO) > 0 && longEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
                longCloseFee = longPositionSize.multiply(multiplier).multiply(longEntryPrice).multiply(TAKER_FEE_RATE);
            }
            BigDecimal shortCloseFee = BigDecimal.ZERO;
            if (shortPositionSize.compareTo(BigDecimal.ZERO) > 0 && shortEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
                shortCloseFee = shortPositionSize.multiply(multiplier).multiply(shortEntryPrice).multiply(TAKER_FEE_RATE);
            }
            BigDecimal estimatedCloseFee = longCloseFee.add(shortCloseFee);
            BigDecimal totalEquity = new BigDecimal(account.getTotal())
                    .add(new BigDecimal(account.getUnrealisedPnl()))
                    .subtract(estimatedCloseFee);
            // 埋点: PNL_SNAPSHOT — 每60秒发射一次
            long now = System.currentTimeMillis();
            if (now - lastPnlSnapshotTime >= 60_000) {
                lastPnlSnapshotTime = now;
                BigDecimal total = new BigDecimal(account.getTotal());
                emitStats("PNL_SNAPSHOT", mapOf(
                        "cumulativePnl", cumulativePnl.toPlainString(),
                        "unrealizedPnl", new BigDecimal(account.getUnrealisedPnl()).toPlainString(),
                        "totalEquity", total.toPlainString(),
                        "markPrice", markPrice.toPlainString()
                ));
            }
            if (totalEquity.compareTo(target) > 0) {
                log.info("[Gate] 盈亏达标(净权益{}>目标{}),重置策略", totalEquity, target);
                currentRound++;
                // 埋点: ROUND_COMPLETE
                emitStats("ROUND_COMPLETE", mapOf(
                        "roundNum", currentRound,
                        "totalEquity", totalEquity.toPlainString()
                ));
                int maxRounds = config.getRounds();
                log.info("[Gate] 盈亏达标(净权益{}→含手续费-{}=实际{}>目标{}),第{}轮完成",
                        new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl())),
                        estimatedCloseFee, totalEquity, target, currentRound);
                if (maxRounds > 0 && currentRound >= maxRounds) {
                    log.info("[Gate] 已达到运行轮数上限({}),策略停止", maxRounds);
                    stopGrid();
                    return;
                }
                log.info("[Gate] 重置策略,开始第{}轮...", currentRound);
                state = StrategyState.STOPPED;
                try {
                    futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
@@ -439,7 +618,10 @@
                // 提交到 executor 末尾:单线程FIFO保证前面所有平仓/取消任务完成后才重置
                executor.submitTask(() -> {
                    try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
                    // 注意:startGrid() 会将 currentRound 归零,这里需要保留
                    int savedRound = currentRound;
                    startGrid();
                    currentRound = savedRound;
                });
            }
        } catch (Exception e) {
@@ -538,7 +720,9 @@
            // 提交到 executor 末尾:单线程FIFO保证前面所有平仓/取消任务完成后才重置
            executor.submitTask(() -> {
                try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
                int savedRound = currentRound;
                startGrid();
                currentRound = savedRound;
            });
            log.info("[Gate] 重置策略");
            return;
@@ -597,166 +781,349 @@
            return;
        }
        // [Gate-需求1] 多仓止盈触发:清空止盈状态 + 取消最近多仓止损
        GridElement longTpElem = GridElement.findByLongTakeProfitOrderId(orderId);
        if (longTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
            longTakeProfitTraderIdParam(longTpElem, null, false);
            log.info("[Gate] 多仓止盈触发 gridId:{}, orderId:{}", longTpElem.getId(), orderId);
            cancelNearestLongStopLoss();
            return;
        }
        // [Gate-需求1] 空仓止盈触发:清空止盈状态 + 取消最近空仓止损
        GridElement shortTpElem = GridElement.findByShortTakeProfitOrderId(orderId);
        if (shortTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
            shortTakeProfitTraderIdParam(shortTpElem, null, false);
            log.info("[Gate] 空仓止盈触发 gridId:{}, orderId:{}", shortTpElem.getId(), orderId);
            cancelNearestShortStopLoss();
//            checkLastTakeProfitAndRestart();
            return;
        }
        GridElement longStopLossElem = GridElement.findByLongStopLossOrderId(orderId);
//        if (longStopLossElem != null && longPositionSize.compareTo(BigDecimal.ZERO) > 0 && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
        if (longStopLossElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
            handleLongStopLossTriggered(longStopLossElem, orderId);
            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, orderId);
            return;
        }
        // 止盈单成交 → 清理止盈状态,并按配置触发对向加仓
        GridElement longTpElem = GridElement.findByLongTakeProfitOrderId(orderId);
        if (longTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
            handleLongTakeProfitTriggered(longTpElem, orderId);
            return;
        }
        GridElement shortTpElem = GridElement.findByShortTakeProfitOrderId(orderId);
        if (shortTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
            handleShortTakeProfitTriggered(shortTpElem, orderId);
            return;
        }
        GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
        if (shortGridElement != null) {
            if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
                // 止盈触发的对向加仓空仓开仓单成交 → 在网格+1挂空仓止损
                Integer tpOppositeGridId = tpOppositeShortOrderGridMap.remove(orderId);
                if (tpOppositeGridId != null) {
                    handleTpOppositeShortAddFilled(shortGridElement, tpOppositeGridId);
                    return;
                }
                int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
                shortEntryTraderIdParam(shortGridElement, orderId, false);
                accumulatedShortLossCount = 0;
                // 埋点: ENTRY_FILLED — 空仓加仓成交
                emitStats("ENTRY_FILLED", mapOf(
                        "direction", "short",
                        "gridId", shortGridElement.getId(),
                        "filledQty", filledQty
                ));
                // 防重入:同一网格存在多个入场单且相近时间成交时,只处理第一次 extend,
                // 后续成交打标 pendingReExtend,延展完成后自动用最新仓位重挂一次。
                if (shortGridElement.isExtendStopLossInProgress()) {
                    shortGridElement.setPendingStopLossReExtend(true);
                    log.info("[Gate] 空单成交 gridId:{}, 止损追单已在进行中,标记待重挂, orderId:{}",
                            shortGridElement.getId(), orderId);
                    return;
                }
                shortGridElement.setExtendStopLossInProgress(true);
                lastShortStopLossGridId = Integer.MAX_VALUE;
                // [Gate-需求2] 加仓后先撤空仓所有止盈+止损,再查交易所持仓后重挂
                cancelAllShortTakeProfitsAndStopLosses();
                // REST 查询可能因交易所延迟返回旧值,与 WS 本地缓存取最大值兜底
                int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
                extendShortStopLoss(posSize, shortGridElement.getId());
                // [Gate] 止盈挂单:超出基础仓位的部分,挂在多仓第一止损位
                if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) {
                    placeExcessTakeProfit(posSize, false);
                } else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
                    placeDispersedTakeProfit(posSize, false, shortGridElement.getId());
                }
                log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
//                int tpGridId = 0;
//                GridElement tpElem = GridElement.findById(tpGridId);
//                // 已有止盈单先取消再重挂
//                String existingShortTpId = tpElem.getShortTakeProfitOrderId();
//                if (existingShortTpId != null) {
//                    executor.cancelConditionalOrder(existingShortTpId, oid -> {
//                        shortTakeProfitTraderIdParam(tpElem, null, false);
//                        log.info("[Gate] 空仓止盈取消(gridId:{}),准备重挂", tpGridId);
//                    });
//                }
//                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);
//                        }
//                );
                // 空仓止盈:每1张持仓对应1个止盈位,从entry网格向下逐个挂
                int shortGridQty = Integer.parseInt(config.getQuantity());
                int shortTpCount = posSize / shortGridQty;
                for (int i = 0; i < shortTpCount; i++) {
                    int tpGridId = shortGridElement.getId() - 2 * (i + 1);
                    GridElement tpElem = GridElement.findById(tpGridId);
                    if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
                        continue;
                    }
                    BigDecimal tpPrice = tpElem.getGridPrice();
                    int finalTpGridId = tpGridId;
                    executor.placeTakeProfit(
                            tpPrice,
                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
                            ORDER_TYPE_CLOSE_SHORT,
                            config.getQuantity(),
                            profitId -> {
                                shortTakeProfitTraderIdParam(tpElem, profitId, true);
                                log.info("[Gate] 空仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
                                        finalTpGridId, tpPrice, profitId);
                            }
                    );
                }
            }
        }
        GridElement longGridElement = GridElement.findByLongOrderId(orderId);
        if (longGridElement != null) {
            if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")){
                // 止盈触发的对向加仓多仓开仓单成交 → 在网格-1挂多仓止损
                Integer tpOppositeGridId = tpOppositeLongOrderGridMap.remove(orderId);
                if (tpOppositeGridId != null) {
                    handleTpOppositeLongAddFilled(longGridElement, tpOppositeGridId);
                    return;
                }
                int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
                longEntryTraderIdParam(longGridElement, orderId, false);
                accumulatedLongLossCount = 0;
                // 埋点: ENTRY_FILLED — 多仓加仓成交
                emitStats("ENTRY_FILLED", mapOf(
                        "direction", "long",
                        "gridId", longGridElement.getId(),
                        "filledQty", filledQty
                ));
                // 防重入:同一网格存在多个入场单且相近时间成交时,只处理第一次 extend,
                // 后续成交打标 pendingReExtend,延展完成后自动用最新仓位重挂一次。
                if (longGridElement.isExtendStopLossInProgress()) {
                    longGridElement.setPendingStopLossReExtend(true);
                    log.info("[Gate] 多单成交 gridId:{}, 止损追单已在进行中,标记待重挂, orderId:{}",
                            longGridElement.getId(), orderId);
                    return;
                }
                longGridElement.setExtendStopLossInProgress(true);
                lastLongStopLossGridId = Integer.MAX_VALUE;
                // [Gate-需求2] 加仓后先撤多仓所有止盈+止损,再查交易所持仓后重挂
                cancelAllLongTakeProfitsAndStopLosses();
                // REST 查询可能因交易所延迟返回旧值,与 WS 本地缓存取最大值兜底
                int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
                extendLongStopLoss(posSize, longGridElement.getId());
                // [Gate] 止盈挂单:超出基础仓位的部分,挂在空仓第一止损位
                if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) {
                    placeExcessTakeProfit(posSize, true);
                } else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
                    placeDispersedTakeProfit(posSize, true, longGridElement.getId());
                }
                log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
//                int tpGridId = 0;
//                GridElement tpElem = GridElement.findById(tpGridId);
//                // 已有止盈单先取消再重挂
//                String existingLongTpId = tpElem.getLongTakeProfitOrderId();
//                if (existingLongTpId != null) {
//                    executor.cancelConditionalOrder(existingLongTpId, oid -> {
//                        longTakeProfitTraderIdParam(tpElem, null, false);
//                        log.info("[Gate] 多仓止盈取消(gridId:{}),准备重挂", tpGridId);
//                    });
//                }
//                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);
//                        }
//                );
                // 多仓止盈:每1张持仓对应1个止盈位,从entry网格向上逐个挂
                int longGridQty = Integer.parseInt(config.getQuantity());
                int longTpCount = posSize / longGridQty;
                for (int i = 0; i < longTpCount; i++) {
                    int tpGridId = longGridElement.getId() + 2 * (i + 1);
                    GridElement tpElem = GridElement.findById(tpGridId);
                    if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) {
                        continue;
                    }
                    BigDecimal tpPrice = tpElem.getGridPrice();
                    int finalTpGridId = tpGridId;
                    executor.placeTakeProfit(
                            tpPrice,
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
                            ORDER_TYPE_CLOSE_LONG,
                            negate(config.getQuantity()),
                            profitId -> {
                                longTakeProfitTraderIdParam(tpElem, profitId, true);
                                log.info("[Gate] 多仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
                                        finalTpGridId, tpPrice, profitId);
                            }
                    );
                }
            }
        }
    }
    /**
     * 多仓止盈单成交:清理止盈状态,并按配置在对向(空仓)挂开仓单。
     *
     * @param tpElem  触发止盈的网格元素
     * @param orderId 止盈单 ID
     */
    private void handleLongTakeProfitTriggered(GridElement tpElem, String 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(已成交)
        longTakeProfitTraderIdParam(tpElem, null, false);
        log.info("[Gate] 多仓止盈触发 gridId:{}, orderId:{}, 剩余止盈:{}", tpElem.getId(), orderId,
                GridElement.getLongTakeProfitCount());
        // 止盈依次上移:先取消之前挂的对向空开仓单,再挂新单
        cancelTpOppositeShortEntries();
        if (!config.isTpTriggerOppositeAddEnabled()) {
            return;
        }
        if (isLastTp) {
            log.info("[Gate] 多仓止盈为最后一个, 不触发对向加仓, gridId:{}", tpElem.getId());
            return;
        }
        int qty = config.getTpTriggerOppositeAddQuantity();
        if (qty <= 0) {
            return;
        }
        // 多仓止盈在 gridId=N 成交,对向空仓开仓单挂在 gridId=N-1
        int targetGridId = tpElem.getId() - 1;
        GridElement target = GridElement.findById(targetGridId);
        if (target == null) {
            log.warn("[Gate] 止盈触发对向加仓: 目标网格不存在, 止盈gridId:{}, 目标gridId:{}", tpElem.getId(), targetGridId);
            return;
        }
        placeOppositeAddShortEntry(target, tpElem, qty);
    }
    /**
     * 空仓止盈单成交:清理止盈状态,并按配置在对向(多仓)挂开仓单。
     *
     * @param tpElem  触发止盈的网格元素
     * @param orderId 止盈单 ID
     */
    private void handleShortTakeProfitTriggered(GridElement tpElem, String 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(已成交)
        shortTakeProfitTraderIdParam(tpElem, null, false);
        log.info("[Gate] 空仓止盈触发 gridId:{}, orderId:{}, 剩余止盈:{}", tpElem.getId(), orderId,
                GridElement.getShortTakeProfitCount());
        // 止盈依次下移:先取消之前挂的对向多开仓单,再挂新单
        cancelTpOppositeLongEntries();
        if (!config.isTpTriggerOppositeAddEnabled()) {
            return;
        }
        if (isLastTp) {
            log.info("[Gate] 空仓止盈为最后一个, 不触发对向加仓, gridId:{}", tpElem.getId());
            return;
        }
        int qty = config.getTpTriggerOppositeAddQuantity();
        if (qty <= 0) {
            return;
        }
        // 空仓止盈在 gridId=N 成交,对向多仓开仓单挂在 gridId=N+1
        int targetGridId = tpElem.getId() + 1;
        GridElement target = GridElement.findById(targetGridId);
        if (target == null) {
            log.warn("[Gate] 止盈触发对向加仓: 目标网格不存在, 止盈gridId:{}, 目标gridId:{}", tpElem.getId(), targetGridId);
            return;
        }
        placeOppositeAddLongEntry(target, tpElem, qty);
    }
    /**
     * 取消所有已挂未成交的对向空仓开仓单(止盈依次上移时,取消旧位置的开仓单)。
     */
    private void cancelTpOppositeShortEntries() {
        if (tpOppositeShortOrderGridMap.isEmpty()) {
            return;
        }
        List<String> orderIds = new ArrayList<>(tpOppositeShortOrderGridMap.keySet());
        tpOppositeShortOrderGridMap.clear();
        for (String oid : orderIds) {
            GridElement elem = GridElement.findByShortOrderId(oid);
            if (elem != null) {
                elem.removeShortOrderId(oid);
                elem.setHasShortOrder(elem.hasShortOrderIds());
            }
            executor.cancelConditionalOrder(oid, o -> {});
            log.info("[Gate] 取消对向空开仓单, orderId:{}", oid);
        }
        GridElement.refreshIndices();
    }
    /**
     * 取消所有已挂未成交的对向多仓开仓单(止盈依次下移时,取消旧位置的开仓单)。
     */
    private void cancelTpOppositeLongEntries() {
        if (tpOppositeLongOrderGridMap.isEmpty()) {
            return;
        }
        List<String> orderIds = new ArrayList<>(tpOppositeLongOrderGridMap.keySet());
        tpOppositeLongOrderGridMap.clear();
        for (String oid : orderIds) {
            GridElement elem = GridElement.findByLongOrderId(oid);
            if (elem != null) {
                elem.removeLongOrderId(oid);
                elem.setHasLongOrder(elem.hasLongOrderIds());
            }
            executor.cancelConditionalOrder(oid, o -> {});
            log.info("[Gate] 取消对向多开仓单, orderId:{}", oid);
        }
        GridElement.refreshIndices();
    }
    /**
     * 在目标网格挂空仓对向开仓单,并记录订单ID→网格ID映射,供成交后挂止损。
     */
    private void placeOppositeAddShortEntry(GridElement target, GridElement tpElem, int qty) {
        target.setHasShortOrder(true);
        executor.placeConditionalEntryOrder(
                target.getGridPrice(),
                FuturesPriceTrigger.RuleEnum.NUMBER_2,
                negate(String.valueOf(qty)),
                orderId -> {
                    tpOppositeShortOrderGridMap.put(orderId, target.getId());
                    shortEntryTraderIdParam(target, orderId, true);
                    log.info("[Gate] 多仓止盈触发对向加仓, 止盈gridId:{}, 空仓开仓gridId:{}, 数量:{}张, orderId:{}",
                            tpElem.getId(), target.getId(), qty, orderId);
                },
                () -> {
                    if (!target.hasShortOrderIds()) {
                        target.setHasShortOrder(false);
                    }
                    GridElement.refreshIndices();
                    log.warn("[Gate] 多仓止盈触发对向加仓挂单失败, 止盈gridId:{}, 目标gridId:{}",
                            tpElem.getId(), target.getId());
                }
        );
    }
    /**
     * 在目标网格挂多仓对向开仓单,并记录订单ID→网格ID映射,供成交后挂止损。
     */
    private void placeOppositeAddLongEntry(GridElement target, GridElement tpElem, int qty) {
        target.setHasLongOrder(true);
        executor.placeConditionalEntryOrder(
                target.getGridPrice(),
                FuturesPriceTrigger.RuleEnum.NUMBER_1,
                String.valueOf(qty),
                orderId -> {
                    tpOppositeLongOrderGridMap.put(orderId, target.getId());
                    longEntryTraderIdParam(target, orderId, true);
                    log.info("[Gate] 空仓止盈触发对向加仓, 止盈gridId:{}, 多仓开仓gridId:{}, 数量:{}张, orderId:{}",
                            tpElem.getId(), target.getId(), qty, orderId);
                },
                () -> {
                    if (!target.hasLongOrderIds()) {
                        target.setHasLongOrder(false);
                    }
                    GridElement.refreshIndices();
                    log.warn("[Gate] 空仓止盈触发对向加仓挂单失败, 止盈gridId:{}, 目标gridId:{}",
                            tpElem.getId(), target.getId());
                }
        );
    }
    /**
     * 对向加仓空仓开仓单成交:在网格+1 挂空仓止损。
     *
     * @param elem           开仓单成交的网格元素
     * @param oppositeGridId 记录的对向开仓网格ID
     */
    private void handleTpOppositeShortAddFilled(GridElement elem, int oppositeGridId) {
        int qty = Integer.parseInt(elem.getShortTraderParam().getQuantity());
        int stopLossGridId = oppositeGridId + 1;
        GridElement slElem = GridElement.findById(stopLossGridId);
        if (slElem == null) {
            log.warn("[Gate] 对向加仓止损位置不存在, 开仓gridId:{}, 止损gridId:{}", oppositeGridId, stopLossGridId);
            return;
        }
        executor.placeTakeProfit(
                slElem.getGridPrice(),
                FuturesPriceTrigger.RuleEnum.NUMBER_1,
                ORDER_TYPE_CLOSE_SHORT,
                String.valueOf(qty),
                profitId -> {
                    slElem.addShortStopLossOrderId(profitId);
                    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);
                }
        );
    }
    /**
     * 对向加仓多仓开仓单成交:在网格-1 挂多仓止损。
     *
     * @param elem           开仓单成交的网格元素
     * @param oppositeGridId 记录的对向开仓网格ID
     */
    private void handleTpOppositeLongAddFilled(GridElement elem, int oppositeGridId) {
        int qty = Integer.parseInt(elem.getLongTraderParam().getQuantity());
        int stopLossGridId = oppositeGridId - 1;
        GridElement slElem = GridElement.findById(stopLossGridId);
        if (slElem == null) {
            log.warn("[Gate] 对向加仓止损位置不存在, 开仓gridId:{}, 止损gridId:{}", oppositeGridId, stopLossGridId);
            return;
        }
        executor.placeTakeProfit(
                slElem.getGridPrice(),
                FuturesPriceTrigger.RuleEnum.NUMBER_2,
                ORDER_TYPE_CLOSE_LONG,
                negate(String.valueOf(qty)),
                profitId -> {
                    slElem.addLongStopLossOrderId(profitId);
                    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);
                }
        );
    }
@@ -821,19 +1188,23 @@
     *   <li>状态切换为 ACTIVE</li>
     * </ol>
     */
    private void tryGenerateQueues() {
        if (baseLongOpened && baseShortOpened) {
    private synchronized void tryGenerateQueues() {
        // 幂等保护:生成队列后 state 切换为 ACTIVE,避免多线程重复执行
        if (state != StrategyState.OPENING) {
            return;
        }
        TraderParam baseLongTraderParam = config.getBaseLongTraderParam();
        TraderParam baseShortTraderParam = config.getBaseShortTraderParam();
        // 需同时满足:多空基底均已成交,且两个下单参数(orderId)均已通过下单成功回调拿到。
        // IOC 市价单成交后 WS 持仓推送可能先于 REST 下单响应返回,必须等参数就绪再生成队列。
        if (!(baseLongOpened && baseShortOpened)
                || baseLongTraderParam == null || baseShortTraderParam == null) {
            return;
        }
        {
            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);
//            // 空仓止损对应的多仓止盈:多仓止盈挂在ID=3
//            int tpGridIdLong = 3;
@@ -909,56 +1280,182 @@
//                );
//            }
            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.addShortStopLossOrderId(profitId);
                            GridElement.refreshIndices();
                            log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                        }
                );
            if (config.isDualStopLossEnabled()) {
                placeCustomStopLosses();
            } else {
                placeDefaultStopLossLadders();
            }
            state = StrategyState.ACTIVE;
        }
    }
    // ========== 自定义止损(按触发价各挂一单) ==========
            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;
    /**
     * 自定义止损初始化:按多空止损触发价匹配最近网格,各挂一张覆盖全仓位(baseQuantity)的止损单。
     * 多仓止损:NUMBER_2(价格 ≤ 触发价平多),空仓止损:NUMBER_1(价格 ≥ 触发价平空)。
     */
    private void placeCustomStopLosses() {
        dualStopLossModeActive.set(true);
        String baseQty = config.getBaseQuantity();
        BigDecimal longPrice = config.getLongStopLossPrice();
        BigDecimal shortPrice = config.getShortStopLossPrice();
        if (longPrice != null && longPrice.compareTo(BigDecimal.ZERO) > 0) {
            GridElement longElem = findNearestGridElementByPrice(longPrice);
            if (longElem != null) {
                BigDecimal triggerPrice = longElem.getGridPrice();
                executor.placeTakeProfit(
                        triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_2,
                        ORDER_TYPE_CLOSE_LONG,
                        negate(size),
                        negate(baseQty),
                        profitId -> {
                            elem.addLongStopLossOrderId(profitId);
                            longElem.addLongStopLossOrderId(profitId);
                            GridElement.refreshIndices();
                            log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                            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);
                        }
                );
            } else {
                log.warn("[Gate] 自定义多仓止损价:{} 未匹配到任何网格", longPrice);
            }
            log.info("[Gate] 止损止盈单已全部挂完, 空仓止损:2~{}, 多仓止损:-2~-{}", shortTime, longTime);
            state = StrategyState.ACTIVE;
        }
        if (shortPrice != null && shortPrice.compareTo(BigDecimal.ZERO) > 0) {
            GridElement shortElem = findNearestGridElementByPrice(shortPrice);
            if (shortElem != null) {
                BigDecimal triggerPrice = shortElem.getGridPrice();
                executor.placeTakeProfit(
                        triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_1,
                        ORDER_TYPE_CLOSE_SHORT,
                        baseQty,
                        profitId -> {
                            shortElem.addShortStopLossOrderId(profitId);
                            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);
                        }
                );
            } else {
                log.warn("[Gate] 自定义空仓止损价:{} 未匹配到任何网格", shortPrice);
            }
        }
        log.info("[Gate] 自定义止损初始化完成, 多仓止损价:{}, 空仓止损价:{}", longPrice, shortPrice);
    }
    /**
     * 默认止损阶梯(原有逻辑):空仓从 ID=2 向上、多仓从 ID=-2 向下,各挂 baseQuantity/quantity 格、每格 quantity 张。
     */
    private void placeDefaultStopLossLadders() {
        placeDefaultShortStopLossLadder();
        placeDefaultLongStopLossLadder();
        int shortTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
        int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
        log.info("[Gate] 止损止盈单已全部挂完, 空仓止损:2~{}, 多仓止损:-2~-{}", shortTime, longTime);
    }
    /**
     * 默认空仓止损阶梯:从 ID=2 向上挂,每格 quantity 张,NUMBER_1(价格 ≥ 触发价平空)。
     */
    private void placeDefaultShortStopLossLadder() {
        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.addShortStopLossOrderId(profitId);
                        GridElement.refreshIndices();
                        log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                    }
            );
        }
    }
    /**
     * 默认多仓止损阶梯:从 ID=-2 向下挂,每格 quantity 张,NUMBER_2(价格 ≤ 触发价平多)。
     */
    private void placeDefaultLongStopLossLadder() {
        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.addLongStopLossOrderId(profitId);
                        GridElement.refreshIndices();
                        log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                    }
            );
        }
    }
    /**
     * 按「价格 → 最近网格」匹配:返回 gridPrice 与目标价绝对值差最小的网格元素。
     */
    private GridElement findNearestGridElementByPrice(BigDecimal price) {
        if (price == null || price.compareTo(BigDecimal.ZERO) <= 0) {
            return null;
        }
        GridElement nearest = null;
        BigDecimal minDiff = null;
        for (GridElement e : config.getGridElements()) {
            BigDecimal diff = e.getGridPrice().subtract(price).abs();
            if (minDiff == null || diff.compareTo(minDiff) < 0) {
                minDiff = diff;
                nearest = e;
            }
        }
        return nearest;
    }
    /**
     * 只取消空仓止损单(保留空仓止盈),用于自定义止损首次触发时重挂未触发侧。
     */
    private void cancelAllShortStopLossesOnly() {
        for (GridElement e : config.getGridElements()) {
            for (String slId : new ArrayList<>(e.getShortStopLossOrderIds())) {
                executor.cancelConditionalOrder(slId, oid -> {});
            }
            e.clearShortStopLossOrderIds();
        }
        GridElement.refreshIndices();
        log.info("[Gate] 已提交取消所有空仓止损(保留止盈)");
    }
    /**
     * 只取消多仓止损单(保留多仓止盈),用于自定义止损首次触发时重挂未触发侧。
     */
    private void cancelAllLongStopLossesOnly() {
        for (GridElement e : config.getGridElements()) {
            for (String slId : new ArrayList<>(e.getLongStopLossOrderIds())) {
                executor.cancelConditionalOrder(slId, oid -> {});
            }
            e.clearLongStopLossOrderIds();
        }
        GridElement.refreshIndices();
        log.info("[Gate] 已提交取消所有多仓止损(保留止盈)");
    }
    /**
@@ -1018,51 +1515,73 @@
    }
    /**
     * 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。
     * 生成空仓价格队列(等比 / 复合百分比网格)。
     *
     * <p>每个网格价 = 上一档 × (1 − gridRate),即自 shortBaseEntryPrice 向下等比递减:
     * <pre>
     *   第1档 = shortBaseEntryPrice × (1 − gridRate)
     *   第2档 = 第1档 × (1 − gridRate)
     *   ...
     * </pre>
     * 档间距 = 该档价格 × gridRate,随价格下降而收窄。
     *
     * <p>同时将 step(= shortBaseEntryPrice × gridRate,即 0档 与 ±1档 的间距)注入 config,
     * 供跨度重启等需要固定距离度量的功能使用。
     *
     * <p>队列降序排列(大→小),方便 processShortGrid 中从头遍历。
     */
    private void generateShortQueue() {
        shortPriceQueue.clear();
        totalShortPriceQueue.clear();
        totalLongPriceQueue.clear();
        int prec = config.getPriceScale();
        BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(prec, RoundingMode.HALF_UP);
        BigDecimal gridRate = config.getGridRate();
        // 首档间距 = 基价 × gridRate(0档与±1档的间距),保留作跨度等固定距离度量
        BigDecimal step = shortBaseEntryPrice.multiply(gridRate).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);
        BigDecimal factor = BigDecimal.ONE.subtract(gridRate);
        BigDecimal elem = shortBaseEntryPrice.multiply(factor).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;
                }
            elem = elem.multiply(factor).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);
        log.info("[Gate] 空队列(等比):{}", 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。
     * 生成多仓价格队列(等比 / 复合百分比网格)。
     *
     * <p>每个网格价 = 上一档 × (1 + gridRate),即自 shortBaseEntryPrice 向上等比递增:
     * <pre>
     *   第1档 = shortBaseEntryPrice × (1 + gridRate)
     *   第2档 = 第1档 × (1 + gridRate)
     *   ...
     * </pre>
     * 档间距 = 该档价格 × gridRate,随价格上升而放大;
     * 与空仓队列(下方 ×(1−gridRate))关于基价对称,保证上下网格连续一致。
     *
     * <p>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);
        BigDecimal factor = BigDecimal.ONE.add(config.getGridRate());
        BigDecimal elem = shortBaseEntryPrice.multiply(factor).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);
            totalLongPriceQueue.add(elem);
            totalShortPriceQueue.add(elem);
            elem = elem.multiply(factor).setScale(prec, RoundingMode.HALF_UP);
        }
        longPriceQueue.sort(BigDecimal::compareTo);
        log.info("[Gate] 多队列:{}", longPriceQueue);
        log.info("[Gate] 多队列(等比):{}", longPriceQueue);
        totalShortPriceQueue.sort((a, b) -> b.compareTo(a));
        log.info("[Gate] 队列从大到小:{}", totalShortPriceQueue);
        totalLongPriceQueue.sort(BigDecimal::compareTo);
@@ -1089,7 +1608,9 @@
        int longSize = longPriceQueue.size();
        //根据精度转换成小数
        int prec = config.getPriceScale();
        BigDecimal step = config.getStep();
        // 等比网格:止盈价与本档相邻网格价联动 = 本档价 × (1 ± gridRate)
        BigDecimal tpUpFactor = BigDecimal.ONE.add(config.getGridRate());
        BigDecimal tpDownFactor = BigDecimal.ONE.subtract(config.getGridRate());
//        String qty = config.getBaseQuantity();
        String qty = config.getQuantity();
@@ -1102,13 +1623,13 @@
            TraderParam longParam = TraderParam.builder()
                    .direction(TraderParam.Direction.LONG)
                    .entryPrice(price)
                    .takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
                    .takeProfitPrice(price.multiply(tpUpFactor).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))
                    .takeProfitPrice(price.multiply(tpDownFactor).setScale(prec, RoundingMode.HALF_UP))
                    .quantity(qty)
                    .build();
            elements.add(GridElement.builder()
@@ -1127,13 +1648,13 @@
            TraderParam longParam = TraderParam.builder()
                    .direction(TraderParam.Direction.LONG)
                    .entryPrice(price)
                    .takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
                    .takeProfitPrice(price.multiply(tpUpFactor).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))
                    .takeProfitPrice(price.multiply(tpDownFactor).setScale(prec, RoundingMode.HALF_UP))
                    .quantity(qty)
                    .build();
            elements.add(GridElement.builder()
@@ -1155,13 +1676,13 @@
            TraderParam longParam = TraderParam.builder()
                    .direction(TraderParam.Direction.LONG)
                    .entryPrice(price)
                    .takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
                    .takeProfitPrice(price.multiply(tpUpFactor).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))
                    .takeProfitPrice(price.multiply(tpDownFactor).setScale(prec, RoundingMode.HALF_UP))
                    .quantity(qty)
                    .build();
            elements.add(GridElement.builder()
@@ -1179,7 +1700,8 @@
    }
    private void processShortGrid(BigDecimal currentPrice) {
    /** 多仓仓位归零后,在当前价上方最近网格重新挂多单(遍历 totalLongPriceQueue 升序)。 */
    private void processLongGrid(BigDecimal currentPrice) {
        BigDecimal matched = BigDecimal.ZERO;
        synchronized (totalLongPriceQueue) {
            for (BigDecimal p : totalLongPriceQueue) {
@@ -1201,20 +1723,42 @@
                    if (newEntryGrid != null) {
                        GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());
                        String quantity = cancelGridElement != null
                                ? cancelGridElement.getLongTraderParam().getQuantity()
                                : config.getBaseQuantity();
                        if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
                            for (String longOrderId : new ArrayList<>(cancelGridElement.getLongOrderIds())) {
                                executor.cancelConditionalOrder(longOrderId, oid -> {
                                    longEntryTraderIdParam(cancelGridElement, longOrderId, false);
                                    log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", cancelGridElement.getId(), longOrderId);
                                });
//                        String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
//                        String quantity = String.valueOf(config.getBaseQuantity());
                        String quantity = calculateEntryQuantity(true, false);
                        // 向下检查是否已有多单挂在更低价格网格,有则跳过(防止价格回升后重复挂单)
                        boolean hasLongOrderBelow = false;
                        GridElement checkDownCursor = GridElement.findById(newEntryGrid.getDownId());
                        while (checkDownCursor != null) {
                            if (checkDownCursor.isHasLongOrder()) {
                                hasLongOrderBelow = true;
                                log.info("[Gate] 多仓仓位归零 gridId:{}, 下方gridId:{}已有多单, 跳过本次挂单",
                                        newEntryGrid.getId(), checkDownCursor.getId());
                                break;
                            }
                            Integer nextDownId = checkDownCursor.getDownId();
                            checkDownCursor = nextDownId != null ? GridElement.findById(nextDownId) : null;
                        }
                        // 向上遍历取消所有遗留多单(跳过基础入场网格0)
                        GridElement cancelCursor = GridElement.findById(newEntryGrid.getUpId());
                        while (cancelCursor != null) {
                            if (cancelCursor.isHasLongOrder()) {
                                for (String longOrderId : new ArrayList<>(cancelCursor.getLongOrderIds())) {
                                    GridElement finalCancelCursor = cancelCursor;
                                    executor.cancelConditionalOrder(longOrderId, oid -> {
                                        longEntryTraderIdParam(finalCancelCursor, longOrderId, false);
                                        log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", finalCancelCursor.getId(), longOrderId);
                                    });
                                }
                            }
                            Integer nextUpId = cancelCursor.getUpId();
                            cancelCursor = nextUpId != null ? GridElement.findById(nextUpId) : null;
                        }
//                        log.info("[Gate-2] 多仓仓位归零 空仓队列触发, 匹配:{},当前价:{}", matched, currentPrice);
                        if (!newEntryGrid.isHasLongOrder()) {
                        if (!newEntryGrid.isHasLongOrder() && !hasLongOrderBelow) {
                            BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                            String size = quantity;
                            log.info("[Gate] 多仓仓位归零 gridId:{}, 挂{}基础张多单",
@@ -1230,7 +1774,8 @@
    }
    private void processLongGrid(BigDecimal currentPrice) {
    /** 空仓仓位归零后,在当前价下方最近网格重新挂空单(遍历 totalShortPriceQueue 降序)。 */
    private void processShortGrid(BigDecimal currentPrice) {
        BigDecimal matched = BigDecimal.ZERO;
        synchronized (totalShortPriceQueue) {
            for (BigDecimal p : totalShortPriceQueue) {
@@ -1252,27 +1797,45 @@
                    if (newEntryGrid != null) {
                        GridElement cancelGridElement = GridElement.findById(newEntryGrid.getDownId());
//                        String quantity = String.valueOf((accumulatedShortLossCount + 1) * Integer.parseInt(config.getQuantity()));
//                        String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
//                        String quantity = String.valueOf(config.getBaseQuantity());
                        String quantity = cancelGridElement != null
                                ? cancelGridElement.getShortTraderParam().getQuantity()
                                : config.getBaseQuantity();
                        /**
                         * 看是否有空仓挂单,有就取消
                         */
                        if (cancelGridElement != null && cancelGridElement.isHasShortOrder()) {
                            for (String shortOrderId : new ArrayList<>(cancelGridElement.getShortOrderIds())) {
                                executor.cancelConditionalOrder(shortOrderId, oid -> {
                                    shortEntryTraderIdParam(cancelGridElement, shortOrderId, false);
                                    log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", cancelGridElement.getId(), shortOrderId);
                                });
                        String quantity = calculateEntryQuantity(false, false);
                        // 向上检查是否已有空单挂在更高价格网格,有则跳过(防止价格回落后重复挂单)
                        boolean hasShortOrderAbove = false;
                        GridElement checkUpCursor = GridElement.findById(newEntryGrid.getUpId());
                        while (checkUpCursor != null) {
                            if (checkUpCursor.isHasShortOrder()) {
                                hasShortOrderAbove = true;
                                log.info("[Gate] 空仓仓位归零 gridId:{}, 上方gridId:{}已有空单, 跳过本次挂单",
                                        newEntryGrid.getId(), checkUpCursor.getId());
                                break;
                            }
                            Integer nextUpId = checkUpCursor.getUpId();
                            checkUpCursor = nextUpId != null ? GridElement.findById(nextUpId) : null;
                        }
                        // 向下遍历取消所有遗留空单(跳过基础入场网格0)
                        GridElement cancelCursor = GridElement.findById(newEntryGrid.getDownId());
                        while (cancelCursor != null) {
                            if (cancelCursor.isHasShortOrder()) {
                                for (String shortOrderId : new ArrayList<>(cancelCursor.getShortOrderIds())) {
                                    GridElement finalCancelCursor = cancelCursor;
                                    executor.cancelConditionalOrder(shortOrderId, oid -> {
                                        shortEntryTraderIdParam(finalCancelCursor, shortOrderId, false);
                                        log.info("[Gate] 空仓仓位归零, 取消gridId:{}的空单{}", finalCancelCursor.getId(), shortOrderId);
                                    });
                                }
                            }
                            Integer nextDownId = cancelCursor.getDownId();
                            cancelCursor = nextDownId != null ? GridElement.findById(nextDownId) : null;
                        }
//                        log.info("[Gate-4] 空仓仓位归零 多仓队列触发, 匹配:{},当前价:{}", matched, currentPrice);
                        if (!newEntryGrid.isHasShortOrder()){
                        if (!newEntryGrid.isHasShortOrder() && !hasShortOrderAbove){
                            BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                            String size = quantity;
                            log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
                            log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张空单",
                                    newEntryGrid.getId(),  size);
                            newEntryGrid.getShortTraderParam().setQuantity(size);
                            placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
@@ -1285,15 +1848,107 @@
        }
    }
    // ========== 加仓计算 ==========
    /**
     * 根据 {@code stopLossCountMode} 计算当前有效的止损次数。
     * <ul>
     *   <li>{@code "single"}(单向):返回该方向的累计止损次数</li>
     *   <li>{@code "dual"}(双向):返回多空双向累计总次数</li>
     * </ul>
     *
     * @param isLong {@code true}=多仓方向,{@code false}=空仓方向
     * @return 有效止损次数
     */
    private int getEffectiveStopLossCount(boolean isLong) {
        if ("single".equals(config.getStopLossCountMode())) {
            return isLong ? accumulatedLongLossCount : accumulatedShortLossCount;
        }
        // "dual" — 双向总次数
        return accumulatedLongLossCount + accumulatedShortLossCount;
    }
    /**
     * 根据加仓配置计算入场/追单时的实际下单量。
     * <p>公式:</p>
     * <pre>
     * divisor = addPositionInterval + 1
     * addMultiplier = floor(effectiveStopLossCount / divisor)
     * addQty = addMultiplier × addPositionQuantity
     * finalQty = min(baseQuantity + addQty, upperLimit)
     * </pre>
     * <p>上限 upperLimit:</p>
     * <ul>
     *   <li>{@code respectCurrentPosition=false}:{@code upperLimit = maxPositionPerSide}
     *       (仓位归零重新入场,仅限制单次下单量)</li>
     *   <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>
     *
     * @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
     * @return 实际下单张数(字符串)
     */
    private String calculateEntryQuantity(boolean isLong, boolean respectCurrentPosition) {
        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;
        int totalQty = baseQty + addQty;
        if (maxPerSide > 0) {
            int upperLimit = maxPerSide;
            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、WS 持仓推送尚未到达,必须用 REST 实时查询绕过 WS 缓存时序竞态,
                // 否则会取到滞后的旧持仓(如止损前仍为 10),把追单量错误扣减。
                int currentPos = isLong
                        ? queryPositionSize(Position.ModeEnum.DUAL_LONG)
                        : queryPositionSize(Position.ModeEnum.DUAL_SHORT);
                upperLimit = maxPerSide - currentPos;
            }
            if (upperLimit <= 0) {
                totalQty = 0;
            } else if (totalQty > upperLimit) {
                totalQty = upperLimit;
            }
        }
        return String.valueOf(totalQty);
    }
    private void handleLongStopLossTriggered(GridElement gridElement, String orderId) {
        gridElement.removeLongStopLossOrderId(orderId);
        int gridId = gridElement.getId();
        boolean sameGrid = (gridId == lastLongStopLossGridId);
        accumulatedLongLossCount++;
        if (sameGrid) {
            log.info("[Gate] 多仓止损触发 同网格, 忽略");
            return;
        }
        lastLongStopLossGridId = gridId;
        accumulatedLongLossCount++;
        log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
                gridId, accumulatedLongLossCount, sameGrid ? "(同网格)" : "");
        // 埋点: STOP_LOSS_TRIGGERED
        emitStats("STOP_LOSS_TRIGGERED", mapOf(
                "direction", "long",
                "gridId", gridId,
                "lossCount", accumulatedLongLossCount
        ));
        int newEntryGridId = gridId + 1;
        GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1305,26 +1960,12 @@
        // 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();
        int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
        int maxPos = config.getMaxPositionSize();
        int targetAmount = sameGrid ? Integer.parseInt(config.getQuantity()) : accumulatedLongLossCount + 1;
        int addSize;
        if (maxPos > 0) {
            int remainingRoom = maxPos - posSize;
            if (remainingRoom <= 0) {
                log.warn("[Gate] 多仓止损触发 gridId:{}, 当前持仓{}/{}已达上限,跳过追单",
                        gridId, posSize, maxPos);
                addSize = 0;
            } else {
                addSize = Math.min(remainingRoom, targetAmount);
            }
        String size = calculateEntryQuantity(true, true);
        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());
        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 {
            addSize = targetAmount;
        }
        if (addSize > 0) {
            String size = String.valueOf(addSize);
            log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}, 在gridId:{}补{}张多单(当前{}/上限{})",
                    gridId, accumulatedLongLossCount, newEntryGridId, size, posSize, maxPos > 0 ? maxPos : "无");
            newEntryGrid.getLongTraderParam().setQuantity(size);
            placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
@@ -1342,23 +1983,13 @@
            }
        }
        // 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;
                }
            }
        // 自定义止损模式:第一次止损触发时,取消未触发侧(空仓)自定义止损单并重挂默认阶梯
        if (config.isDualStopLossEnabled() && dualStopLossModeActive.compareAndSet(true, false)) {
            cancelAllShortStopLossesOnly();
            placeDefaultShortStopLossLadder();
            log.info("[Gate] 自定义止损首次触发(多仓), 已取消空仓自定义止损并重挂默认阶梯");
        }
        if (farthestLongTp != null) {
            String tpOrderId = farthestLongTp.getLongTakeProfitOrderId();
            GridElement finalFarthestLongTp = farthestLongTp;
            executor.cancelConditionalOrder(tpOrderId, oid -> {
                longTakeProfitTraderIdParam(finalFarthestLongTp, null, false);
                log.info("[Gate] 多仓止损触发, 取消最远止盈 gridId:{}, orderId:{}", finalFarthestLongTp.getId(), tpOrderId);
            });
        }
    }
    private void handleShortStopLossTriggered(GridElement gridElement, String orderId) {
@@ -1366,10 +1997,21 @@
        int gridId = gridElement.getId();
        boolean sameGrid = (gridId == lastShortStopLossGridId);
        accumulatedShortLossCount++;
        if (sameGrid) {
            log.info("[Gate] 空仓止损触发 同网格, 忽略");
            return;
        }
        lastShortStopLossGridId = gridId;
        accumulatedShortLossCount++;
        log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
                gridId, accumulatedShortLossCount, sameGrid ? "(同网格)" : "");
        // 埋点: STOP_LOSS_TRIGGERED
        emitStats("STOP_LOSS_TRIGGERED", mapOf(
                "direction", "short",
                "gridId", gridId,
                "lossCount", accumulatedShortLossCount
        ));
        int newEntryGridId = gridId - 1;
        GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1381,26 +2023,12 @@
        // 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();
        int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
        int maxPos = config.getMaxPositionSize();
        int targetAmount = sameGrid ? Integer.parseInt(config.getQuantity()) : accumulatedShortLossCount + 1;
        int addSize;
        if (maxPos > 0) {
            int remainingRoom = maxPos - posSize;
            if (remainingRoom <= 0) {
                log.warn("[Gate] 空仓止损触发 gridId:{}, 当前持仓{}/{}已达上限,跳过追单",
                        gridId, posSize, maxPos);
                addSize = 0;
            } else {
                addSize = Math.min(remainingRoom, targetAmount);
            }
        String size = calculateEntryQuantity(false, true);
        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());
        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 {
            addSize = targetAmount;
        }
        if (addSize > 0) {
            String size = String.valueOf(addSize);
            log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}, 在gridId:{}补{}张空单(当前{}/上限{})",
                    gridId, accumulatedShortLossCount, newEntryGridId, size, posSize, maxPos > 0 ? maxPos : "无");
            newEntryGrid.getShortTraderParam().setQuantity(size);
            placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
@@ -1418,22 +2046,11 @@
            }
        }
        // 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);
            });
        // 自定义止损模式:第一次止损触发时,取消未触发侧(多仓)自定义止损单并重挂默认阶梯
        if (config.isDualStopLossEnabled() && dualStopLossModeActive.compareAndSet(true, false)) {
            cancelAllLongStopLossesOnly();
            placeDefaultLongStopLossLadder();
            log.info("[Gate] 自定义止损首次触发(空仓), 已取消多仓自定义止损并重挂默认阶梯");
        }
    }
@@ -1587,6 +2204,7 @@
        for (GridElement e : config.getGridElements()) {
            String tpId = e.getLongTakeProfitOrderId();
            if (tpId != null) {
                e.getLongTraderParam().setTakeProfitPlaced(false);
                e.setLongTakeProfitOrderId(null);
                executor.cancelConditionalOrder(tpId, oid -> {});
            }
@@ -1606,6 +2224,7 @@
        for (GridElement e : config.getGridElements()) {
            String tpId = e.getShortTakeProfitOrderId();
            if (tpId != null) {
                e.getShortTraderParam().setTakeProfitPlaced(false);
                e.setShortTakeProfitOrderId(null);
                executor.cancelConditionalOrder(tpId, oid -> {});
            }
@@ -1644,56 +2263,157 @@
    // ========== 止损追单(新逻辑:3 个固定位置,每个位置挂多个 1 张止损单) ==========
    /**
     * 多仓止损追单 — 3 个固定位置,从近到远分配合约。
     * A(gridId-2): (filledQty/qty - 2) 个独立止损单,每个 qty 张
     * B(gridId-3): 1 个止损单,qty 张
     * C(gridId-4): 1 个止损单,qty 张
     * 注意:多仓止损在 gridId 负方向,触发价 ≤ 网格价。
     * 多仓止损追单 — 网格数量 = baseQuantity/quantity,从近到远分配。
     * aCount<0跳过, aCount=0→主=2, aCount=1→主=2,辅0=1, aCount>=2→主=aCount,辅依次填1
     */
    private void extendLongStopLoss(int filledQty, int gridId) {
        int qty = Integer.parseInt(config.getQuantity());
        int aCount = Math.max(0, filledQty / qty - 2);
        if (aCount < 0) return;
        int baseQty = Integer.parseInt(config.getBaseQuantity());
        int gridCount = baseQty / qty;
        GridElement entryElem = GridElement.findById(gridId);
        if (gridCount <= 0 || filledQty < qty) {
            // 早期返回需重置防重入标记
            if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
            return;
        }
        int a, b, c;
        if (aCount == 0) { a = 2; b = 0; c = 0; }
        else if (aCount == 1) { a = 2; b = 1; c = 0; }
        else { a = aCount; b = 1; c = 1; }
        // [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;
        int[] orders = new int[gridCount];
        log.info("[Gate] 多仓追挂止损, 成交{}张, gridId:{}, A({})x{}  B({})x{}  C({})x{}",
                filledQty, gridId, gridId - 2, a, gridId - 3, b, gridId - 4, c);
        if (gridCount == 1) {
            // 只有1个网格,全量挂在上面
            orders[0] = totalOrders;
        } else {
            // 最近网格(orders[0])挂剩余张数,其余每个网格各挂1张
            orders[0] = totalOrders - (gridCount - 1);
            if (orders[0] < 1) {
                // 订单数不够覆盖所有网格(理论上不会出现),全量挂在最近网格
                orders[0] = totalOrders;
            } else {
                for (int i = 1; i < gridCount; i++) {
                    orders[i] = 1;
                }
            }
        }
        if (a > 0) placeStopLossOrders(gridId - 2, a, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
                ORDER_TYPE_CLOSE_LONG, true);
        if (b > 0) placeStopLossOrders(gridId - 3, b, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
                ORDER_TYPE_CLOSE_LONG, true);
        if (c > 0) placeStopLossOrders(gridId - 4, c, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
                ORDER_TYPE_CLOSE_LONG, true);
        // 计算总订单数,用于异步回调完成时重置防重入标记
        int totalOrdersToPlace = 0;
        for (int i = 0; i < gridCount; i++) {
            if (orders[i] > 0) { totalOrdersToPlace += orders[i]; }
        }
        if (totalOrdersToPlace == 0) {
            if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
            return;
        }
        AtomicInteger remainCount = new AtomicInteger(totalOrdersToPlace);
        StringBuilder detail = new StringBuilder();
        for (int i = 0; i < gridCount; i++) {
            if (orders[i] > 0) {
                int sgId = gridId - 2 - i;
                placeStopLossOrders(sgId, orders[i], qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
                        ORDER_TYPE_CLOSE_LONG, true, remainCount, entryElem);
                if (detail.length() > 0) {
                    detail.append("  ");
                }
                detail.append(sgId).append("x").append(orders[i]);
            }
        }
        log.info("[Gate] 多仓追挂止损, 成交{}张, gridId:{}, 网格数:{}, 分配:{}",
                filledQty, gridId, gridCount, detail);
    }
    /**
     * 空仓止损追单 — 3 个固定位置,从近到远分配合约。
     * aCount<0跳过, aCount=0→A=2, aCount=1→A=2,B=1, aCount>=2→A=aCount,B=1,C=1
     * 空仓止损追单 — 网格数量 = baseQuantity/quantity,从近到远分配。
     * aCount<0跳过, aCount=0→主=2, aCount=1→主=2,辅0=1, aCount>=2→主=aCount,辅依次填1
     */
    private void extendShortStopLoss(int filledQty, int gridId) {
        int qty = Integer.parseInt(config.getQuantity());
        int aCount = Math.max(0, filledQty / qty - 2);
        if (aCount < 0) return;
        int baseQty = Integer.parseInt(config.getBaseQuantity());
        int gridCount = baseQty / qty;
        GridElement entryElem = GridElement.findById(gridId);
        if (gridCount <= 0 || filledQty < qty) {
            // 早期返回需重置防重入标记
            if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
            return;
        }
        int a, b, c;
        if (aCount == 0) { a = 2; b = 0; c = 0; }
        else if (aCount == 1) { a = 2; b = 1; c = 0; }
        else { a = aCount; b = 1; c = 1; }
        // [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;
        int[] orders = new int[gridCount];
        log.info("[Gate] 空仓追挂止损, 成交{}张, gridId:{}, A({})x{}  B({})x{}  C({})x{}",
                filledQty, gridId, gridId + 2, a, gridId + 3, b, gridId + 4, c);
        if (gridCount == 1) {
            // 只有1个网格,全量挂在上面
            orders[0] = totalOrders;
        } else {
            // 最近网格(orders[0])挂剩余张数,其余每个网格各挂1张
            orders[0] = totalOrders - (gridCount - 1);
            if (orders[0] < 1) {
                // 订单数不够覆盖所有网格(理论上不会出现),全量挂在最近网格
                orders[0] = totalOrders;
            } else {
                for (int i = 1; i < gridCount; i++) {
                    orders[i] = 1;
                }
            }
        }
        if (a > 0) placeStopLossOrders(gridId + 2, a, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
                ORDER_TYPE_CLOSE_SHORT, false);
        if (b > 0) placeStopLossOrders(gridId + 3, b, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
                ORDER_TYPE_CLOSE_SHORT, false);
        if (c > 0) placeStopLossOrders(gridId + 4, c, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
                ORDER_TYPE_CLOSE_SHORT, false);
        // 计算总订单数,用于异步回调完成时重置防重入标记
        int totalOrdersToPlace = 0;
        for (int i = 0; i < gridCount; i++) {
            if (orders[i] > 0) { totalOrdersToPlace += orders[i]; }
        }
        if (totalOrdersToPlace == 0) {
            if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
            return;
        }
        AtomicInteger remainCount = new AtomicInteger(totalOrdersToPlace);
        StringBuilder detail = new StringBuilder();
        for (int i = 0; i < gridCount; i++) {
            if (orders[i] > 0) {
                int sgId = gridId + 2 + i;
                placeStopLossOrders(sgId, orders[i], qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
                        ORDER_TYPE_CLOSE_SHORT, false, remainCount, entryElem);
                if (detail.length() > 0) {
                    detail.append("  ");
                }
                detail.append(sgId).append("x").append(orders[i]);
            }
        }
        log.info("[Gate] 空仓追挂止损, 成交{}张, gridId:{}, 网格数:{}, 分配:{}",
                filledQty, gridId, gridCount, detail);
    }
    /**
     * 延展完成后重挂止损(处理被跳过的入场单成交)。
     * 取消已有止损单并用最新仓位重新挂单,确保止损覆盖最新持仓数。
     */
    private void reExtendLongStopLoss(GridElement entryElem) {
        if (entryElem.isExtendStopLossInProgress()) {
            log.info("[Gate] 多仓重挂止损跳过, entryGridId:{}, 仍在进行中", entryElem.getId());
            return;
        }
        entryElem.setExtendStopLossInProgress(true);
        cancelAllLongTakeProfitsAndStopLosses();
        int latestPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
        log.info("[Gate] 多仓重挂止损, entryGridId:{}, 最新仓位:{}张", entryElem.getId(), latestPos);
        extendLongStopLoss(latestPos, entryElem.getId());
    }
    private void reExtendShortStopLoss(GridElement entryElem) {
        if (entryElem.isExtendStopLossInProgress()) {
            log.info("[Gate] 空仓重挂止损跳过, entryGridId:{}, 仍在进行中", entryElem.getId());
            return;
        }
        entryElem.setExtendStopLossInProgress(true);
        cancelAllShortTakeProfitsAndStopLosses();
        int latestPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
        log.info("[Gate] 空仓重挂止损, entryGridId:{}, 最新仓位:{}张", entryElem.getId(), latestPos);
        extendShortStopLoss(latestPos, entryElem.getId());
    }
    /**
@@ -1701,13 +2421,34 @@
     */
    private void placeStopLossOrders(int gridId, int count, int qty,
                                      FuturesPriceTrigger.RuleEnum rule,
                                      String orderType, boolean isLong) {
                                      String orderType, boolean isLong,
                                      AtomicInteger remainCount,
                                      GridElement entryElement) {
        if (count <= 0) {
            return;
        }
        GridElement elem = GridElement.findById(gridId);
        if (elem == null) {
            log.warn("[Gate] 止损挂单位置不存在, gridId:{}", gridId);
            // 即使挂单位置不存在也需递减计数器,避免标志永不重置
            if (remainCount != null && entryElement != null) {
                for (int i = 0; i < count; i++) {
                    if (remainCount.decrementAndGet() == 0) {
                        entryElement.setExtendStopLossInProgress(false);
                        log.info("[Gate] {}止损追单全部完成(部分位置缺失), entryGridId:{}, 防重入标记已重置",
                                isLong ? "多仓" : "空仓", entryElement.getId());
                        // 检查待重挂请求
                        if (entryElement.isPendingStopLossReExtend()) {
                            entryElement.setPendingStopLossReExtend(false);
                            if (isLong) {
                                reExtendLongStopLoss(entryElement);
                            } else {
                                reExtendShortStopLoss(entryElement);
                            }
                        }
                    }
                }
            }
            return;
        }
        BigDecimal triggerPrice = elem.getGridPrice();
@@ -1726,6 +2467,21 @@
                        GridElement.refreshIndices();
                        log.info("[Gate] {}止损追加, gridId:{}, 触发价:{}, 第{}单, stopLossId:{}",
                                isLong ? "多仓" : "空仓", finalGridId, triggerPrice, finalI + 1, profitId);
                        // 计数器归零时重置防重入标记,并检查是否有待重挂请求
                        if (remainCount != null && remainCount.decrementAndGet() == 0 && entryElement != null) {
                            entryElement.setExtendStopLossInProgress(false);
                            log.info("[Gate] {}止损追单全部完成, entryGridId:{}, 防重入标记已重置",
                                    isLong ? "多仓" : "空仓", entryElement.getId());
                            // 如果有被跳过的入场单成交,用最新仓位重挂一次止损
                            if (entryElement.isPendingStopLossReExtend()) {
                                entryElement.setPendingStopLossReExtend(false);
                                if (isLong) {
                                    reExtendLongStopLoss(entryElement);
                                } else {
                                    reExtendShortStopLoss(entryElement);
                                }
                            }
                        }
                    }
            );
        }
@@ -1837,8 +2593,12 @@
    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 当前已完成轮数 */
    public int getCurrentRound() { return currentRound; }
    /** @return 累计已实现盈亏(平仓推送驱动累加) */
    public BigDecimal getCumulativePnl() { return cumulativePnl; }
    /** @return 初始本金 */
    public BigDecimal getInitialPrincipal() { return initialPrincipal; }
    /** @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) */
@@ -1847,4 +2607,425 @@
    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; }
    // ========== 手动控制(Station 指令) ==========
    /**
     * 手动取消多仓止盈 + 止损挂单,并同步清理对应 GridElement 的挂单记录。
     */
    public void cancelLongTakeProfitAndStopLoss() {
        submitManualTask(this::cancelAllLongTakeProfitsAndStopLosses);
    }
    /**
     * 手动取消空仓止盈 + 止损挂单,并同步清理对应 GridElement 的挂单记录。
     */
    public void cancelShortTakeProfitAndStopLoss() {
        submitManualTask(this::cancelAllShortTakeProfitsAndStopLosses);
    }
    /**
     * 手动重新生成多仓止盈 + 止损挂单,逻辑与挂单成交(onAutoOrder)一致:
     * 先撤多仓所有止盈止损,再按交易所最新持仓重挂止损阶梯,超额部分挂止盈到空仓第一止损位。
     */
    public void rebuildLongTakeProfitAndStopLoss() {
        submitManualTask(() -> {
            cancelAllLongTakeProfitsAndStopLosses();
            int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
            if (posSize <= 0) {
                log.warn("[Gate] 生成多仓止盈止损失败:无多仓持仓");
                return;
            }
            extendLongStopLoss(posSize, 0);
            if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) {
                placeExcessTakeProfit(posSize, true);
            } else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
                placeDispersedTakeProfit(posSize, true, 0);
            }
            log.info("[Gate] 生成多仓止盈止损完成, 仓位:{}张", posSize);
        });
    }
    /**
     * 手动重新生成空仓止盈 + 止损挂单,逻辑与挂单成交(onAutoOrder)一致:
     * 先撤空仓所有止盈止损,再按交易所最新持仓重挂止损阶梯,超额部分挂止盈到多仓第一止损位。
     */
    public void rebuildShortTakeProfitAndStopLoss() {
        submitManualTask(() -> {
            cancelAllShortTakeProfitsAndStopLosses();
            int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
            if (posSize <= 0) {
                log.warn("[Gate] 生成空仓止盈止损失败:无空仓持仓");
                return;
            }
            extendShortStopLoss(posSize, 0);
            if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) {
                placeExcessTakeProfit(posSize, false);
            } else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
                placeDispersedTakeProfit(posSize, false, 0);
            }
            log.info("[Gate] 生成空仓止盈止损完成, 仓位:{}张", posSize);
        });
    }
    /**
     * 多单平仓:市价平掉多仓 → 撤多仓所有挂单并更新 GridElement → 交由价格驱动(onKline→processGrid)重新入场。
     */
    public void closeLongPosition() {
        submitManualTask(() -> closePositionByMode(Position.ModeEnum.DUAL_LONG, true));
    }
    /**
     * 空单平仓:市价平掉空仓 → 撤空仓所有挂单并更新 GridElement → 交由价格驱动(onKline→processGrid)重新入场。
     */
    public void closeShortPosition() {
        submitManualTask(() -> closePositionByMode(Position.ModeEnum.DUAL_SHORT, false));
    }
    /**
     * 统一提交手动操作任务。策略停止(executor 已关闭)时直接忽略,避免 RejectedExecutionException。
     */
    private void submitManualTask(Runnable task) {
        if (state == StrategyState.STOPPED) {
            log.warn("[Gate] 策略已停止,忽略手动操作");
            return;
        }
        executor.submitTask(task);
    }
    /**
     * 按持仓模式市价平仓(reduceOnly + IOC),随后撤该方向所有挂单(止盈/止损/入场单)、
     * 更新 GridElement,并清空 active 与持仓量标记,让价格驱动在下一根 K 线重新挂入场单。
     *
     * @param mode   持仓模式(DUAL_LONG / DUAL_SHORT)
     * @param isLong true=多仓,false=空仓
     */
    private void closePositionByMode(Position.ModeEnum mode, boolean isLong) {
        String sideLabel = isLong ? "多" : "空";
        // 1. 市价平掉对应方向仓位(价格保护拒绝时重试)
        try {
            Position pos = queryPosition(mode);
            if (pos != null) {
                String sizeStr = pos.getSize();
                long size = Long.parseLong(sizeStr);
                if (size != 0) {
                    Position.ModeEnum posMode = pos.getMode();
                    FuturesOrder closeOrder = new FuturesOrder();
                    closeOrder.setContract(config.getContract());
                    closeOrder.setPrice("0");
                    closeOrder.setTif(FuturesOrder.TifEnum.IOC);
                    closeOrder.setReduceOnly(true);
                    if (posMode != null && posMode.getValue() != null && posMode.getValue().contains("dual")) {
                        closeOrder.setSize("0");
                        closeOrder.setClose(false);
                        closeOrder.setAutoSize(size > 0 ? FuturesOrder.AutoSizeEnum.LONG : FuturesOrder.AutoSizeEnum.SHORT);
                    } else {
                        closeOrder.setSize(size > 0 ? String.valueOf(-size) : String.valueOf(Math.abs(size)));
                    }
                    closeOrder.setText("t-grid-manual-close");
                    for (int attempt = 1; attempt <= CLOSE_POSITION_RETRY_MAX_ATTEMPTS; attempt++) {
                        try {
                            futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
                            log.info("[Gate] 手动平{}仓, size:{}, mode:{}", sideLabel, sizeStr, posMode);
                            break;
                        } catch (Exception e) {
                            if (attempt < CLOSE_POSITION_RETRY_MAX_ATTEMPTS && isPriceProtectionRejected(e)) {
                                log.warn("[Gate] 手动平{}仓遭遇价格保护, 第{}次失败, {}ms后重试: {}",
                                        sideLabel, attempt, CLOSE_POSITION_RETRY_DELAY_MS, e.getMessage());
                                try {
                                    Thread.sleep(CLOSE_POSITION_RETRY_DELAY_MS);
                                } catch (InterruptedException ie) {
                                    Thread.currentThread().interrupt();
                                    break;
                                }
                            } else {
                                throw e;
                            }
                        }
                    }
                }
            }
        } catch (Exception e) {
            log.warn("[Gate] 手动平{}仓失败", sideLabel, e);
        }
        // 2. 撤该方向所有挂单 + 更新 GridElement
        if (isLong) {
            cancelAllLongTakeProfitsAndStopLosses();
            cancelAllLongEntryOrders();
            longActive = false;
            longPositionSize = BigDecimal.ZERO;
        } else {
            cancelAllShortTakeProfitsAndStopLosses();
            cancelAllShortEntryOrders();
            shortActive = false;
            shortPositionSize = BigDecimal.ZERO;
        }
        log.info("[Gate] {}仓已平仓并清理挂单,交由价格驱动重新入场", sideLabel);
    }
    /**
     * 判断异常是否为市价单价格保护拒绝({@code MARKET_PRICE_TOO_DEVIATED})。
     *
     * <p>该错误是交易所对市价单的保护:当盘口价相对最新价偏离超过滑点比率时拒绝下单,
     * 属于瞬时行情错误,等待行情稳定后重试通常可成功。
     */
    private boolean isPriceProtectionRejected(Exception e) {
        if (e instanceof GateApiException) {
            String label = ((GateApiException) e).getErrorLabel();
            return label != null && label.contains("PRICE_TOO_DEVIATED");
        }
        return false;
    }
    /**
     * 取消所有多仓入场单(条件开仓单),并清空 GridElement 的多仓挂单记录。
     */
    private void cancelAllLongEntryOrders() {
        for (GridElement e : config.getGridElements()) {
            for (String oid : new ArrayList<>(e.getLongOrderIds())) {
                executor.cancelConditionalOrder(oid, o -> {});
            }
            e.getLongTraderParam().setEntryOrderId(null);
            e.getLongTraderParam().setEntryOrderPlaced(false);
            e.setHasLongOrder(false);
            e.clearLongOrderIds();
        }
        GridElement.refreshIndices();
        log.info("[Gate] 已提交取消所有多仓入场单");
    }
    /**
     * 取消所有空仓入场单(条件开仓单),并清空 GridElement 的空仓挂单记录。
     */
    private void cancelAllShortEntryOrders() {
        for (GridElement e : config.getGridElements()) {
            for (String oid : new ArrayList<>(e.getShortOrderIds())) {
                executor.cancelConditionalOrder(oid, o -> {});
            }
            e.getShortTraderParam().setEntryOrderId(null);
            e.getShortTraderParam().setEntryOrderPlaced(false);
            e.setHasShortOrder(false);
            e.clearShortOrderIds();
        }
        GridElement.refreshIndices();
        log.info("[Gate] 已提交取消所有空仓入场单");
    }
    // ========== 止损查表辅助方法 ==========
    /** 找到第一个有多仓止损单的网格(首个匹配即返回) */
    private GridElement findFirstLongStopLossGrid() {
        for (GridElement e : config.getGridElements()) {
            if (!e.getLongStopLossOrderIds().isEmpty()) return e;
        }
        return null;
    }
    /** 找到第一个有空仓止损单的网格(首个匹配即返回) */
    private GridElement findFirstShortStopLossGrid() {
        for (GridElement e : config.getGridElements()) {
            if (!e.getShortStopLossOrderIds().isEmpty()) return e;
        }
        return null;
    }
    /**
     * 挂单成交后,将超出基础仓位的部分挂止盈单,挂在对向仓位的第一止损位上。
     *
     * <p>遍历所有 GridElement,找到对向仓位第一个有止损单的网格作为止盈挂单位置。
     *
     * <p>例:空仓成交后持仓 8 张,基础 4 张 → 超出 4 张,
     * 找到多仓第一止损位(如 gridId=-2)→ 在该位置挂空仓止盈单。
     *
     * @param posSize  当前总持仓张数
     * @param isLong   true=多仓成交,false=空仓成交
     */
    private void placeExcessTakeProfit(int posSize, boolean isLong) {
        int baseQty = Integer.parseInt(config.getBaseQuantity());
        int excessQty = posSize - baseQty;
        if (excessQty <= 0) {
            return;
        }
        // 遍历找到对向仓位第一个有止损单的网格
        GridElement tpElem = isLong ? findFirstShortStopLossGrid() : findFirstLongStopLossGrid();
        if (tpElem == null) {
            log.warn("[Gate] {}止盈挂单失败:未找到对向仓止损位", isLong ? "多仓" : "空仓");
            return;
        }
        int tpGridId = tpElem.getId();
        BigDecimal triggerPrice = tpElem.getGridPrice();
        String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
        // 多仓止盈:价格≥触发价时平仓(NUMBER_1);空仓止盈:价格≤触发价时平仓(NUMBER_2)
        FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
                : FuturesPriceTrigger.RuleEnum.NUMBER_2;
        String size = isLong ? negate(String.valueOf(excessQty)) : String.valueOf(excessQty);
//        if (isLong && tpElem.getLongTakeProfitOrderId() != null) {
//            executor.cancelConditionalOrder(tpElem.getLongTakeProfitOrderId(), oid -> {
//                longTakeProfitTraderIdParam(tpElem, null, false);
//                log.info("[Gate] 取消旧止盈, gridId:{}, orderId:{}", tpGridId, oid);
//            });
//        } else if (!isLong && tpElem.getShortTakeProfitOrderId() != null) {
//            executor.cancelConditionalOrder(tpElem.getShortTakeProfitOrderId(), oid -> {
//                shortTakeProfitTraderIdParam(tpElem, null, false);
//                log.info("[Gate] 取消旧止盈, gridId:{}, orderId:{}", tpGridId, oid);
//            });
//        }
        String finalSize = size;
        int finalTpGridId = tpGridId;
        executor.placeTakeProfit(triggerPrice, rule, orderType, size,
                profitId -> {
                    if (isLong) {
                        longTakeProfitTraderIdParam(tpElem, profitId, true);
                    } else {
                        shortTakeProfitTraderIdParam(tpElem, profitId, true);
                    }
                    log.info("[Gate] {}止盈挂单, gridId:{}, 触发价:{}, 数量:{}, takeProfitId:{}",
                            isLong ? "多仓" : "空仓", finalTpGridId, triggerPrice, finalSize, profitId);
                }
        );
    }
    /**
     * 分散止盈:把超出基础仓位的部分,从入场网格下一格开始逐格挂止盈单,一直挂到对手盘止损位。
     *
     * <p>数量分配:excessQty ÷ 网格数向下取整,余数全部挂在最后一个止盈网格(对手盘止损位)。
     *
     * <p>方向:多仓成交向价格更高方向(id 递增)铺到空仓第一止损位;
     * 空仓成交向价格更低方向(id 递减)铺到多仓第一止损位。
     *
     * @param posSize      当前总持仓张数
     * @param isLong       true=多仓成交,false=空仓成交
     * @param entryGridId  入场网格 ID
     */
    private void placeDispersedTakeProfit(int posSize, boolean isLong, int entryGridId) {
        int baseQty = Integer.parseInt(config.getBaseQuantity());
        int excessQty = posSize - baseQty;
        if (excessQty <= 0) {
            return;
        }
        GridElement endElem = isLong ? findFirstShortStopLossGrid() : findFirstLongStopLossGrid();
        if (endElem == null) {
            log.warn("[Gate] {}分散止盈失败:未找到对手盘止损位", isLong ? "多仓" : "空仓");
            return;
        }
        int endId = endElem.getId();
        int dir = isLong ? 1 : -1;
        int startId = entryGridId + dir;
        // 终点必须在起点前进方向上,否则退化为集中止盈(全部挂对手盘止损位)
        boolean valid = isLong ? (endId >= startId) : (endId <= startId);
        if (!valid) {
            placeExcessTakeProfit(posSize, isLong);
            return;
        }
        // 收集区间内全部网格(含两端)
        List<GridElement> gridList = new ArrayList<>();
        int id = startId;
        while (true) {
            GridElement e = GridElement.findById(id);
            if (e == null) {
                break;
            }
            gridList.add(e);
            if (id == endId) {
                break;
            }
            id += dir;
            if (gridList.size() > config.getGridQueueSize() * 2 + 4) {
                break;
            }
        }
        if (gridList.isEmpty() || gridList.get(gridList.size() - 1).getId() != endId) {
            // 未能铺满到终点(网格缺失),退化为集中止盈
            placeExcessTakeProfit(posSize, isLong);
            return;
        }
        int n = gridList.size();
        int perGrid = excessQty / n;
        int remainder = excessQty % n;
        for (int i = 0; i < n; i++) {
            int qty = perGrid;
            if (i == n - 1) {
                qty += remainder;
            }
            if (qty <= 0) {
                continue;
            }
            final GridElement elem = gridList.get(i);
            final int gid = elem.getId();
            final BigDecimal triggerPrice = elem.getGridPrice();
            final String size = isLong ? negate(String.valueOf(qty)) : String.valueOf(qty);
            final String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
            final FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
                    : FuturesPriceTrigger.RuleEnum.NUMBER_2;
            executor.placeTakeProfit(triggerPrice, rule, orderType, size,
                    profitId -> {
                        if (isLong) {
                            longTakeProfitTraderIdParam(elem, profitId, true);
                        } else {
                            shortTakeProfitTraderIdParam(elem, profitId, true);
                        }
                        log.info("[Gate] 分散止盈 {} gridId:{}, 触发价:{}, 数量:{}, tpId:{}",
                                isLong ? "多仓" : "空仓", gid, triggerPrice, size, profitId);
                    }
            );
        }
    }
    /**
     * 在指定网格挂一笔对手止盈单(非满仓超额止盈,挂在止损触发位的下一格)。
     */
    private void placeTakeProfitAtGrid(GridElement tpElem, boolean isLong, int qty, int times) {
        BigDecimal triggerPrice = tpElem.getGridPrice();
        String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
        FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
                : FuturesPriceTrigger.RuleEnum.NUMBER_2;
        String size = isLong ? negate(String.valueOf(qty)) : String.valueOf(qty);
        int gridId = tpElem.getId();
        executor.placeTakeProfit(triggerPrice, rule, orderType, size,
                profitId -> {
                    if (isLong) {
                        longTakeProfitTraderIdParam(tpElem, profitId, true);
                    } else {
                        shortTakeProfitTraderIdParam(tpElem, profitId, true);
                    }
                    log.info("[Gate] 止损{}→对手超额止盈 gridId:{}, 量:{}, tpId:{}", times, gridId, qty, profitId);
                }
        );
    }
    /**
     * 挂对手盘止盈单:在对向仓位第一止损位挂止盈。
     * @param isLong true=挂多仓止盈(对空仓), false=挂空仓止盈(对多仓)
     */
    private void placeOpponentTakeProfit(boolean isLong, int tpQty, int times, int gridId) {
        GridElement tpElem = GridElement.findById(isLong ? gridId + 1 : gridId - 1);
        if (tpElem == null) {
            log.warn("[Gate] 对手止盈挂单失败:未找到止损位");
            return;
        }
        int tpGridId = tpElem.getId();
        BigDecimal triggerPrice = tpElem.getGridPrice();
        String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
        FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
                : FuturesPriceTrigger.RuleEnum.NUMBER_2;
        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);
                    log.info("[Gate] 止损次数{}→对手{}止盈 gridId:{}, 量:{}, tpId:{}",
                            times, isLong ? "多仓" : "空仓", tpGridId, size, profitId);
                }
        );
    }
}