feat(gate): 添加策略运行轮数限制功能

Administrator

2026-07-22 a5e1637255f17436b3147d805ee2e9a4192c1a16

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

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

import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionClosesChannelHandler;
@@ -134,10 +135,17 @@
    /** 多头是否活跃（有仓位） */
    private volatile boolean longActive = false;

    /** 多头累计止损张数（加仓订单成交后归零） */
    /** 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;
    /** 空头累计止损张数（加仓订单成交后归零） */
    /** 空头累计止损次数（始终递增，加仓订单成交后归零） */
    private volatile int accumulatedShortLossCount = 0;
    /** 最近触发止损的多头网格ID */
    private volatile int lastLongStopLossGridId = Integer.MAX_VALUE;
    /** 最近触发止损的空头网格ID */
    private volatile int lastShortStopLossGridId = Integer.MAX_VALUE;

    private volatile BigDecimal lastKlinePrice;
    private volatile BigDecimal markPrice = BigDecimal.ZERO;
@@ -307,6 +315,8 @@
        shortActive = false;
        accumulatedLongLossCount = 0;
        accumulatedShortLossCount = 0;
        lastLongStopLossGridId = Integer.MAX_VALUE;
        lastShortStopLossGridId = Integer.MAX_VALUE;
        shortPriceQueue.clear();
        longPriceQueue.clear();
        totalShortPriceQueue.clear();
@@ -315,6 +325,7 @@
        currentShortOrderIds.clear();
        // 每次重启重新获取当前本金
        refreshInitialPrincipal();
        currentRound = 0;

        log.info("[Gate] 网格策略已启动, 当前本金: {} USDT", initialPrincipal);
    }
@@ -364,6 +375,7 @@
     * @param closePrice K 线收盘价（即当前最新成交价）
     */
    public void onKline(BigDecimal closePrice) {

        lastKlinePrice = closePrice;

        //初始化0位置的开仓，并且用空的开仓价格，作为价格基准来划分网格
@@ -391,11 +403,11 @@
            return;
        }


//        checkProfitAndReset();

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

        if (state == StrategyState.ACTIVE &&
                config.isPriceDriveEnabled() &&
                longActive == false &&
                    longPositionSize.compareTo(BigDecimal.ZERO) == 0){
            processShortGrid(closePrice);
@@ -403,6 +415,7 @@


        if (state == StrategyState.ACTIVE &&
                config.isPriceDriveEnabled() &&
                shortActive == false &&
                        shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
            processLongGrid(closePrice);
@@ -412,25 +425,28 @@
    /** Gate 永续合约 taker 费率 0.05% */
    private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.0005");
    private void checkProfitAndReset() {
        if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
            return;
        }
        try {

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

            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            BigDecimal unrealisedPnl = new BigDecimal(account.getCrossUnrealisedPnl());
            BigDecimal available = new BigDecimal(account.getCrossAvailable());
            BigDecimal totalEquity = unrealisedPnl.add(available);
            BigDecimal totalEquity = new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl()));

            // 估算平仓手续费：(多仓张数+空仓张数) × 合约面值 × 当前价 × taker费率
            BigDecimal totalSize = longPositionSize.abs().add(shortPositionSize.abs());
            BigDecimal closeContractValue =
                    totalSize.multiply(config.getContractMultiplier()).multiply(lastKlinePrice != null ? lastKlinePrice : BigDecimal.ZERO);
            BigDecimal estimatedFee = closeContractValue.multiply(TAKER_FEE_RATE);
            BigDecimal netEquity = totalEquity.subtract(estimatedFee);
            log.info("[Gate] 盈亏检查,总张数：{}, upl:{}, avail:{}, 合计:{}, 估手续费:{}, 净权益:{}, 目标:{}",
                    totalSize,unrealisedPnl, available, totalEquity, estimatedFee, netEquity, target);
            if (netEquity.compareTo(target) > 0) {
                log.info("[Gate] 盈亏达标(净权益{}>目标{})，重置策略", netEquity, target);
            if (totalEquity.compareTo(target) > 0) {
                currentRound++;
                int maxRounds = config.getRounds();
                log.info("[Gate] 盈亏达标(净权益{}>目标{})，第{}轮完成", totalEquity, target, currentRound);

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

                log.info("[Gate] 重置策略，开始第{}轮...", currentRound);
                state = StrategyState.STOPPED;
                try {
                    futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
@@ -441,7 +457,10 @@
                // 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
                executor.submitTask(() -> {
                    try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
                    // 注意：startGrid() 会将 currentRound 归零，这里需要保留
                    int savedRound = currentRound;
                    startGrid();
                    currentRound = savedRound;
                });
            }
        } catch (Exception e) {
@@ -540,7 +559,9 @@
            // 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
            executor.submitTask(() -> {
                try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
                int savedRound = currentRound;
                startGrid();
                currentRound = savedRound;
            });
            log.info("[Gate] 重置策略");
            return;
@@ -599,21 +620,20 @@
            return;
        }

        // [Gate-需求1] 多仓止盈触发：清空止盈状态 + 取消最远多仓止损 + 检查是否最后一个止盈
        // [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);
            cancelFarthestLongStopLoss();
//            checkLastTakeProfitAndRestart();
            cancelNearestLongStopLoss();
            return;
        }
        // [Gate-需求1] 空仓止盈触发：清空止盈状态 + 取消最远空仓止损 + 检查是否最后一个止盈
        // [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);
            cancelFarthestShortStopLoss();
            cancelNearestShortStopLoss();
//            checkLastTakeProfitAndRestart();
            return;
        }
@@ -621,130 +641,172 @@
        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);
            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);
            handleShortStopLossTriggered(shortStopLossElem, orderId);
            return;
        }

        GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
        if (shortGridElement != null) {
            if (shortGridElement.isHasShortOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
            if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
                int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
                shortEntryTraderIdParam(shortGridElement, null, false);
                shortEntryTraderIdParam(shortGridElement, orderId, false);

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

                accumulatedShortLossCount = 0;
                lastShortStopLossGridId = Integer.MAX_VALUE;
                // [Gate-需求2] 加仓后先撤空仓所有止盈+止损，再查交易所持仓后重挂
                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());
                accumulatedShortLossCount = 0; // 加仓订单成交，重置止损累计
                log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

                // 空仓持仓超过baseQuantity时，先找多仓第一个止损位置，从该位置向下挂止盈（间隔=1）
                BigDecimal shortBaseQty = new BigDecimal(config.getBaseQuantity());
                BigDecimal shortGridQty = new BigDecimal(config.getQuantity());
                if (BigDecimal.valueOf(posSize).compareTo(shortBaseQty) > 0) {
                    BigDecimal shortExcess = BigDecimal.valueOf(posSize).subtract(shortBaseQty);
                    int shortExcessCount = shortExcess.divide(shortGridQty, 0, RoundingMode.DOWN).intValue();
//                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);
//                        }
//                );

                    // 找多仓第一个（最近的）止损位置
                    int firstLongSlId = 0;
                    for (GridElement e : config.getGridElements()) {
                        if (e.getLongStopLossOrderId() != null) {
                            if (firstLongSlId == 0 || e.getId() > firstLongSlId) {
                                firstLongSlId = e.getId();
                // 空仓止盈：超额部分挂止盈，从entry网格向下逐个挂
                int shortBaseQty = Integer.parseInt(config.getBaseQuantity());
                int shortGridQty = Integer.parseInt(config.getQuantity());
                int shortTpCount = posSize > shortBaseQty ? (posSize - shortBaseQty) / shortGridQty : 0;

                int tpSpan = config.getTakeProfitGridSpan();
                for (int i = 0; i < shortTpCount; i++) {
                    int tpGridId = shortGridElement.getId() - tpSpan * (i + 1);
                    GridElement tpElem = GridElement.findById(tpGridId);
                    // 用 takeProfitPlaced 做同步标记，避免异步回调未执行时重复挂单
                    if (tpElem == null || tpElem.getShortTraderParam().isTakeProfitPlaced()) {
                        continue;
                    }
                    tpElem.getShortTraderParam().setTakeProfitPlaced(true);
                    BigDecimal tpPrice = tpElem.getGridPrice();
                    int finalTpGridId = tpGridId;
                    executor.placeTakeProfit(
                            tpPrice,
                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
                            ORDER_TYPE_CLOSE_SHORT,
                            config.getQuantity(),
                            profitId -> {
                                shortTakeProfitTraderIdParam(tpElem, profitId, true);
                                log.info("[Gate] 空仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
                                        finalTpGridId, tpPrice, profitId);
                            }
                        }
                    }

                    for (int i = 0; i < shortExcessCount; i++) {
                        int tpGridId;
                        if (firstLongSlId != 0) {
                            tpGridId = firstLongSlId - i; // 从多仓第一个止损位置开始，向下挂，间隔=1
                        } else {
                            tpGridId = shortGridElement.getId() - 2 * (i + 1); // 无多仓止损时回退原逻辑
                        }
                        GridElement tpElem = GridElement.findById(tpGridId);
                        if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
                            continue;
                        }
                        BigDecimal tpPrice = tpElem.getGridPrice();
                        int finalTpGridId = tpGridId;
                        executor.placeTakeProfit(
                                tpPrice,
                                FuturesPriceTrigger.RuleEnum.NUMBER_2,
                                ORDER_TYPE_CLOSE_SHORT,
                                config.getQuantity(),
                                profitId -> {
                                    shortTakeProfitTraderIdParam(tpElem, profitId, true);
                                    log.info("[Gate] 空仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
                                            finalTpGridId, tpPrice, profitId);
                                }
                        );
                    }
                    );
                }
            }
        }
        GridElement longGridElement = GridElement.findByLongOrderId(orderId);
        if (longGridElement != null) {
            if (longGridElement.isHasLongOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")){
            if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")){

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

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

                accumulatedLongLossCount = 0;
                lastLongStopLossGridId = Integer.MAX_VALUE;
                // [Gate-需求2] 加仓后先撤多仓所有止盈+止损，再查交易所持仓后重挂
                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());
                accumulatedLongLossCount = 0; // 加仓订单成交，重置止损累计
                log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

                // 多仓持仓超过baseQuantity时，先找空仓第一个止损位置，从该位置向上挂止盈（间隔=1）
                BigDecimal longBaseQty = new BigDecimal(config.getBaseQuantity());
                BigDecimal longGridQty = new BigDecimal(config.getQuantity());
                if (BigDecimal.valueOf(posSize).compareTo(longBaseQty) > 0) {
                    BigDecimal longExcess = BigDecimal.valueOf(posSize).subtract(longBaseQty);
                    int longExcessCount = longExcess.divide(longGridQty, 0, RoundingMode.DOWN).intValue();
//                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);
//                        }
//                );

                    // 找空仓第一个（最近的）止损位置
                    int firstShortSlId = 0;
                    for (GridElement e : config.getGridElements()) {
                        if (e.getShortStopLossOrderId() != null) {
                            if (firstShortSlId == 0 || e.getId() < firstShortSlId) {
                                firstShortSlId = e.getId();
                // 多仓止盈：超额部分挂止盈，从entry网格向上逐个挂
                int longBaseQty = Integer.parseInt(config.getBaseQuantity());
                int longGridQty = Integer.parseInt(config.getQuantity());
                int longTpCount = posSize > longBaseQty ? (posSize - longBaseQty) / longGridQty : 0;

                int tpSpan = config.getTakeProfitGridSpan();
                for (int i = 0; i < longTpCount; i++) {
                    int tpGridId = longGridElement.getId() + tpSpan * (i + 1);
                    GridElement tpElem = GridElement.findById(tpGridId);
                    // 用 takeProfitPlaced 做同步标记，避免异步回调未执行时重复挂单
                    if (tpElem == null || tpElem.getLongTraderParam().isTakeProfitPlaced()) {
                        continue;
                    }
                    tpElem.getLongTraderParam().setTakeProfitPlaced(true);
                    BigDecimal tpPrice = tpElem.getGridPrice();
                    int finalTpGridId = tpGridId;
                    executor.placeTakeProfit(
                            tpPrice,
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
                            ORDER_TYPE_CLOSE_LONG,
                            negate(config.getQuantity()),
                            profitId -> {
                                longTakeProfitTraderIdParam(tpElem, profitId, true);
                                log.info("[Gate] 多仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
                                        finalTpGridId, tpPrice, profitId);
                            }
                        }
                    }

                    for (int i = 0; i < longExcessCount; i++) {
                        int tpGridId;
                        if (firstShortSlId != 0) {
                            tpGridId = firstShortSlId + i; // 从空仓第一个止损位置开始，向上挂，间隔=1
                        } else {
                            tpGridId = longGridElement.getId() + 2 * (i + 1); // 无空仓止损时回退原逻辑
                        }
                        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);
                                }
                        );
                    }
                    );
                }
            }
        }
@@ -826,6 +888,43 @@
            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;
//            GridElement tpElemLong = GridElement.findById(tpGridIdLong);
//            BigDecimal triggerPriceLong = tpElemLong.getGridPrice();
//            String sizeLong = config.getBaseQuantity();
//            executor.placeTakeProfit(
//                    triggerPriceLong,
//                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
//                    ORDER_TYPE_CLOSE_LONG,
//                    negate(sizeLong),
//                    profitId -> {
//                        tpElemLong.setLongTakeProfitOrderId(profitId);
//                        GridElement.refreshIndices();
//                        log.info("[Gate] 多仓止盈已挂(gridId:{}多止盈), 触发价:{}, takeProfitId:{}",
//                                tpGridIdLong, triggerPriceLong, profitId);
//                    }
//            );
//
//
//            // 多仓止损对应的空仓止盈：空仓止盈挂在ID=-3
//            int tpGridIdShort = -3;
//            GridElement tpElemShort = GridElement.findById(tpGridIdShort);
//            BigDecimal triggerPriceShort = tpElemShort.getGridPrice();
//            String sizeShort = config.getBaseQuantity();
//            executor.placeTakeProfit(
//                    triggerPriceShort,
//                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
//                    ORDER_TYPE_CLOSE_SHORT,
//                    sizeShort,
//                    profitId -> {
//                        tpElemShort.setShortTakeProfitOrderId(profitId);
//                        GridElement.refreshIndices();
//                        log.info("[Gate] 空仓止盈已挂(gridId:{}空止盈), 触发价:{}, takeProfitId:{}",
//                                tpGridIdShort, triggerPriceShort, profitId);
//                    }
//            );

//            int shortTime = 2;
//            GridElement elemShort = GridElement.findById(shortTime);
//            if (elemShort != null) {
@@ -837,7 +936,7 @@
//                        ORDER_TYPE_CLOSE_SHORT,
//                        size,
//                        profitId -> {
//                            elemShort.setShortStopLossOrderId(profitId);
//                            elemShort.addShortStopLossOrderId(profitId);
//                            GridElement.refreshIndices();
//                            log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", shortTime, triggerPrice, profitId);
//                        }
@@ -856,7 +955,7 @@
//                        ORDER_TYPE_CLOSE_LONG,
//                        negate(size),
//                        profitId -> {
//                            elemLong.setLongStopLossOrderId(profitId);
//                            elemLong.addLongStopLossOrderId(profitId);
//                            GridElement.refreshIndices();
//                            log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", longTime, triggerPrice, profitId);
//                        }
@@ -878,12 +977,13 @@
                        ORDER_TYPE_CLOSE_SHORT,
                        size,
                        profitId -> {
                            elem.setShortStopLossOrderId(profitId);
                            elem.addShortStopLossOrderId(profitId);
                            GridElement.refreshIndices();
                            log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                        }
                );
            }



            int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
@@ -901,14 +1001,14 @@
                        ORDER_TYPE_CLOSE_LONG,
                        negate(size),
                        profitId -> {
                            elem.setLongStopLossOrderId(profitId);
                            elem.addLongStopLossOrderId(profitId);
                            GridElement.refreshIndices();
                            log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                        }
                );
            }

            log.info("[Gate] 止损单已全部挂完, 空仓止损: 2~{}, 多仓止损: -2~-{}", shortTime, longTime);
            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;
        }
@@ -942,8 +1042,14 @@
        TraderParam tp = baseElement.getLongTraderParam();
        tp.setEntryOrderId(entryId);
        tp.setEntryOrderPlaced(flag);
        baseElement.setHasLongOrder(flag);
        baseElement.setLongOrderId(entryId);
        if (flag && entryId != null) {
            baseElement.addLongOrderId(entryId);
            baseElement.setHasLongOrder(true);
        } else if (!flag && entryId != null) {
            baseElement.removeLongOrderId(entryId);
            // 只有列表全部清空才关闭预置标志，避免还有未成交挂单时被 processGrid 误判
            baseElement.setHasLongOrder(baseElement.hasLongOrderIds());
        }
        GridElement.refreshIndices();
    }

@@ -953,8 +1059,14 @@
        TraderParam tp = baseElement.getShortTraderParam();
        tp.setEntryOrderId(entryId);
        tp.setEntryOrderPlaced(flag);
        baseElement.setHasShortOrder(flag);
        baseElement.setShortOrderId(entryId);
        if (flag && entryId != null) {
            baseElement.addShortOrderId(entryId);
            baseElement.setHasShortOrder(true);
        } else if (!flag && entryId != null) {
            baseElement.removeShortOrderId(entryId);
            // 只有列表全部清空才关闭预置标志，避免还有未成交挂单时被 processGrid 误判
            baseElement.setHasShortOrder(baseElement.hasShortOrderIds());
        }
        GridElement.refreshIndices();
    }

@@ -1142,16 +1254,21 @@

                    if (newEntryGrid != null) {

                        GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());
                        String quantity = cancelGridElement != null
                                ? cancelGridElement.getLongTraderParam().getQuantity()
                                : config.getBaseQuantity();
                        if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
                            String longOrderId = cancelGridElement.getLongOrderId();
                            executor.cancelConditionalOrder(longOrderId, oid -> {
                                longEntryTraderIdParam(cancelGridElement, null, false);
                                log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", cancelGridElement.getId(),longOrderId);
                            });
                        String quantity = String.valueOf((accumulatedLongLossCount + 1) * Integer.parseInt(config.getQuantity()));
                        // 向上遍历取消所有遗留多单（跳过基础入场网格0）
                        GridElement cancelCursor = GridElement.findById(newEntryGrid.getUpId());
                        while (cancelCursor != null) {
                            if (cancelCursor.isHasLongOrder()) {
                                for (String longOrderId : new ArrayList<>(cancelCursor.getLongOrderIds())) {
                                    GridElement finalCancelCursor = cancelCursor;
                                    executor.cancelConditionalOrder(longOrderId, oid -> {
                                        longEntryTraderIdParam(finalCancelCursor, longOrderId, false);
                                        log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", finalCancelCursor.getId(), longOrderId);
                                    });
                                }
                            }
                            Integer nextUpId = cancelCursor.getUpId();
                            cancelCursor = nextUpId != null ? GridElement.findById(nextUpId) : null;
                        }
//                        log.info("[Gate-2] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
                        if (!newEntryGrid.isHasLongOrder()) {
@@ -1192,20 +1309,21 @@

                    if (newEntryGrid != null) {

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

                        String quantity = cancelGridElement != null
                                ? cancelGridElement.getShortTraderParam().getQuantity()
                                : config.getBaseQuantity();
                        /**
                         * 看是否有空仓挂单，有就取消
                         */
                        if (cancelGridElement != null && cancelGridElement.isHasShortOrder()) {
                            String shortOrderId = cancelGridElement.getShortOrderId();
                            executor.cancelConditionalOrder(shortOrderId, oid -> {
                                shortEntryTraderIdParam(cancelGridElement, null, false);
                                log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", cancelGridElement.getId(),shortOrderId);
                            });
                        String quantity = String.valueOf((accumulatedShortLossCount + 1) * Integer.parseInt(config.getQuantity()));
                        // 向下遍历取消所有遗留空单（跳过基础入场网格0）
                        GridElement cancelCursor = GridElement.findById(newEntryGrid.getDownId());
                        while (cancelCursor != null) {
                            if (cancelCursor.isHasShortOrder()) {
                                for (String shortOrderId : new ArrayList<>(cancelCursor.getShortOrderIds())) {
                                    GridElement finalCancelCursor = cancelCursor;
                                    executor.cancelConditionalOrder(shortOrderId, oid -> {
                                        shortEntryTraderIdParam(finalCancelCursor, shortOrderId, false);
                                        log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", finalCancelCursor.getId(), shortOrderId);
                                    });
                                }
                            }
                            Integer nextDownId = cancelCursor.getDownId();
                            cancelCursor = nextDownId != null ? GridElement.findById(nextDownId) : null;
                        }
//                        log.info("[Gate-4] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
                        if (!newEntryGrid.isHasShortOrder()){
@@ -1224,11 +1342,15 @@
        }
    }

    private void handleLongStopLossTriggered(GridElement gridElement) {
        gridElement.setLongStopLossOrderId(null);
    private void handleLongStopLossTriggered(GridElement gridElement, String orderId) {
        gridElement.removeLongStopLossOrderId(orderId);

        int gridId = gridElement.getId();
        log.info("[Gate] 多仓止损触发 gridId:{}, 开始追单", gridId);
        boolean sameGrid = (gridId == lastLongStopLossGridId);
        accumulatedLongLossCount++;
        lastLongStopLossGridId = gridId;
        log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
                gridId, accumulatedLongLossCount, sameGrid ? "(同网格)" : "");
        int newEntryGridId = gridId + 1;

        GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1238,46 +1360,43 @@
            return;
        }

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

            // 止损触发后持仓在减少，取REST和WS缓存中较小值更准确
            int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
            int maxPos = config.getMaxPositionSize();
            int targetAmount = Integer.parseInt(config.getQuantity()) * 2; // quantity + 本次止损量
            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);
                }
        // 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) * Integer.parseInt(config.getQuantity());
        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 = targetAmount;
                addSize = Math.min(remainingRoom, targetAmount);
            }
            if (addSize > 0) {
                String size = String.valueOf(addSize);
                log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}补{}张多单(当前{}/上限{})",
                        gridId, newEntryGridId, size, posSize, maxPos > 0 ? maxPos : "无");
                newEntryGrid.getLongTraderParam().setQuantity(size);
                placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
            }
        }else{
            log.warn("[Gate] 多仓止损触发 gridId:{}, 目标gridId:{}已有挂单，跳过重复下单", gridId, newEntryGridId);
        } 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);
        }

        // 取消 gridId+2 位置的所有多单
        int cancelGridId = gridId + 2;
        GridElement cancelGrid = GridElement.findById(cancelGridId);
        if (cancelGrid != null && cancelGrid.isHasLongOrder()) {
            executor.cancelConditionalOrder(cancelGrid.getLongOrderId(), oid -> {
                longEntryTraderIdParam(cancelGrid, null, false);
                log.info("[Gate] 多仓止损触发, 取消gridId:{}的多单", cancelGridId);
            });
            for (String cancelOrderId : new ArrayList<>(cancelGrid.getLongOrderIds())) {
                executor.cancelConditionalOrder(cancelOrderId, oid -> {
                    longEntryTraderIdParam(cancelGrid, cancelOrderId, false);
                    log.info("[Gate] 多仓止损触发, 取消gridId:{}的多单,{}", cancelGridId, cancelOrderId);
                });
            }
        }

        // 止损触发时，取消最远的多仓止盈订单
@@ -1299,11 +1418,15 @@
        }
    }

    private void handleShortStopLossTriggered(GridElement gridElement) {
        gridElement.setShortStopLossOrderId(null);
    private void handleShortStopLossTriggered(GridElement gridElement, String orderId) {
        gridElement.removeShortStopLossOrderId(orderId);

        int gridId = gridElement.getId();
        log.info("[Gate] 空仓止损触发 gridId:{}, 开始追单", gridId);
        boolean sameGrid = (gridId == lastShortStopLossGridId);
        accumulatedShortLossCount++;
        lastShortStopLossGridId = gridId;
        log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
                gridId, accumulatedShortLossCount, sameGrid ? "(同网格)" : "");
        int newEntryGridId = gridId - 1;

        GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1313,49 +1436,43 @@
            return;
        }

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

            // 止损触发后持仓在减少，取REST和WS缓存中较小值更准确
            int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
            int maxPos = config.getMaxPositionSize();
            int targetAmount = Integer.parseInt(config.getQuantity()) * 2; // quantity + 本次止损量
            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);
                }
        // 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) * Integer.parseInt(config.getQuantity());
        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 = targetAmount;
                addSize = Math.min(remainingRoom, targetAmount);
            }
            if (addSize > 0) {
                String size = String.valueOf(addSize);
                log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}补{}张空单(当前{}/上限{})",
                        gridId, newEntryGridId, size, posSize, maxPos > 0 ? maxPos : "无");
                newEntryGrid.getShortTraderParam().setQuantity(size);
                placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
            }
        }else{
            log.warn("[Gate] 空仓止损触发 gridId:{}, 目标gridId:{}已有挂单，跳过重复下单", gridId, newEntryGridId);
        } 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));
        }




        // 取消 gridId-2 位置的所有空单
        int cancelGridId = gridId - 2;
        GridElement cancelGrid = GridElement.findById(cancelGridId);
        if (cancelGrid != null && cancelGrid.isHasShortOrder()) {
            executor.cancelConditionalOrder(cancelGrid.getShortOrderId(), oid -> {
                shortEntryTraderIdParam(cancelGrid, null, false);
                log.info("[Gate] 空仓止损触发, 取消gridId:{}的空单", cancelGridId);
            });
            for (String cancelOrderId : new ArrayList<>(cancelGrid.getShortOrderIds())) {
                executor.cancelConditionalOrder(cancelOrderId, oid -> {
                    shortEntryTraderIdParam(cancelGrid, cancelOrderId, false);
                    log.info("[Gate] 空仓止损触发, 取消gridId:{}的空单,{}", cancelGridId, cancelOrderId);
                });
            }
        }

        // 止损触发时，取消最远的空仓止盈订单
@@ -1473,48 +1590,50 @@
    }

    /**
     * 取消最远的多仓止损订单。
     * 多仓止损在 gridId 负方向，最远 = id 最小。
     * 取消最近的多仓止损订单（A 位置，gridId 最大即最接近 0）。
     * 多仓止损在 gridId 负方向，A = gridId-2，是三个位置中 ID 最大（最接近 0）的那个。
     */
    private void cancelFarthestLongStopLoss() {
        GridElement farthest = null;
    private void cancelNearestLongStopLoss() {
        GridElement nearest = null;
        for (GridElement e : config.getGridElements()) {
            if (e.getLongStopLossOrderId() != null) {
                if (farthest == null || e.getId() < farthest.getId()) {
                    farthest = e;
            if (e.hasLongStopLossOrders()) {
                if (nearest == null || e.getId() > nearest.getId()) {
                    nearest = e;
                }
            }
        }
        if (farthest != null) {
            String slId = farthest.getLongStopLossOrderId();
            farthest.setLongStopLossOrderId(null);
        if (nearest != null && nearest.hasLongStopLossOrders()) {
            List<String> ids = nearest.getLongStopLossOrderIds();
            String slId = ids.get(0); // 取第一个（最早加入的 = A 位置第一单）
            nearest.removeLongStopLossOrderId(slId);
            GridElement.refreshIndices();
            GridElement finalFarthest = farthest;
            GridElement finalNearest = nearest;
            executor.cancelConditionalOrder(slId, oid ->
                    log.info("[Gate] 止盈触发, 取消最远多仓止损 gridId:{}, orderId:{}", finalFarthest.getId(), slId));
                    log.info("[Gate] 止盈触发, 取消最近多仓止损 gridId:{}, orderId:{}", finalNearest.getId(), slId));
        }
    }

    /**
     * 取消最远的空仓止损订单。
     * 空仓止损在 gridId 正方向，最远 = id 最大。
     * 取消最近的空仓止损订单（A 位置，gridId 最小即最接近 0）。
     * 空仓止损在 gridId 正方向，A = gridId+2，是三个位置中 ID 最小（最接近 0）的那个。
     */
    private void cancelFarthestShortStopLoss() {
        GridElement farthest = null;
    private void cancelNearestShortStopLoss() {
        GridElement nearest = null;
        for (GridElement e : config.getGridElements()) {
            if (e.getShortStopLossOrderId() != null) {
                if (farthest == null || e.getId() > farthest.getId()) {
                    farthest = e;
            if (e.hasShortStopLossOrders()) {
                if (nearest == null || e.getId() < nearest.getId()) {
                    nearest = e;
                }
            }
        }
        if (farthest != null) {
            String slId = farthest.getShortStopLossOrderId();
            farthest.setShortStopLossOrderId(null);
        if (nearest != null && nearest.hasShortStopLossOrders()) {
            List<String> ids = nearest.getShortStopLossOrderIds();
            String slId = ids.get(0); // 取第一个（最早加入的 = A 位置第一单）
            nearest.removeShortStopLossOrderId(slId);
            GridElement.refreshIndices();
            GridElement finalFarthest = farthest;
            GridElement finalNearest = nearest;
            executor.cancelConditionalOrder(slId, oid ->
                    log.info("[Gate] 止盈触发, 取消最远空仓止损 gridId:{}, orderId:{}", finalFarthest.getId(), slId));
                    log.info("[Gate] 止盈触发, 取消最近空仓止损 gridId:{}, orderId:{}", finalNearest.getId(), slId));
        }
    }

@@ -1525,14 +1644,14 @@
        for (GridElement e : config.getGridElements()) {
            String tpId = e.getLongTakeProfitOrderId();
            if (tpId != null) {
                e.getLongTraderParam().setTakeProfitPlaced(false);
                e.setLongTakeProfitOrderId(null);
                executor.cancelConditionalOrder(tpId, oid -> {});
            }
            String slId = e.getLongStopLossOrderId();
            if (slId != null) {
                e.setLongStopLossOrderId(null);
            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盈+止损");
@@ -1545,90 +1664,262 @@
        for (GridElement e : config.getGridElements()) {
            String tpId = e.getShortTakeProfitOrderId();
            if (tpId != null) {
                e.getShortTraderParam().setTakeProfitPlaced(false);
                e.setShortTakeProfitOrderId(null);
                executor.cancelConditionalOrder(tpId, oid -> {});
            }
            String slId = e.getShortStopLossOrderId();
            if (slId != null) {
                e.setShortStopLossOrderId(null);
            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盈+止损");
    }

    // ========== 止损追单 ==========
    /**
     * 首次挂单成交时，取消初始化阶段挂的所有止盈单（多+空），止损单保留不动。
     */
    private void cancelAllInitialTakeProfits() {

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

        GridElement tpElemLong = GridElement.findById(3);
        String longTpId = tpElemLong.getLongTakeProfitOrderId();
        if (longTpId != null) {
            longTakeProfitTraderIdParam(tpElemLong, null, false);
            executor.cancelConditionalOrder(longTpId, oid -> {});
        }

        int interval  = 1;
        if (furthestSlId == 0) {
            furthestSlId = gridId;
            interval = 2;
        GridElement tpElemShort = GridElement.findById(-3);
        String shortTpId = tpElemShort.getShortTakeProfitOrderId();
        if (shortTpId != null) {
            shortTakeProfitTraderIdParam(tpElemShort, null, false);
            executor.cancelConditionalOrder(shortTpId, oid -> {});
        }
        int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
        log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
        for (int i = 0; i < stopLossCount; i++) {
            int newSlId = furthestSlId - i - interval;
            GridElement elem = GridElement.findById(newSlId);
            if (elem == null) {
                continue;
            }
            BigDecimal triggerPrice = elem.getGridPrice();
            int finalSlId = newSlId;
            executor.placeTakeProfit(
                    triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    ORDER_TYPE_CLOSE_LONG,
                    negate(config.getQuantity()),
                    profitId -> {
                        elem.setLongStopLossOrderId(profitId);
                        GridElement.refreshIndices();
                        log.info("[Gate] 多仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
                    }
            );
        }
        GridElement.refreshIndices();
        log.info("[Gate] 首次成交，取消所有初始化止盈单");
    }

    private void extendShortStopLoss(int filledQty, int gridId) {
        int furthestSlId = 0;
        for (GridElement e : config.getGridElements()) {
            if (e.getShortStopLossOrderId() != null && e.getId() > furthestSlId) {
                furthestSlId = e.getId();
    // ========== 止损追单（新逻辑：3 个固定位置，每个位置挂多个 1 张止损单） ==========

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

        int totalOrders = filledQty / qty;
        int[] orders = new int[gridCount];

        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;
                }
            }
        }

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

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

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

        int totalOrders = filledQty / qty;
        int[] orders = new int[gridCount];

        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;
                }
            }
        }

        // 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());
    }

    /**
     * 在指定网格位置挂 count 个独立止损单，每个 size 张。
     */
    private void placeStopLossOrders(int gridId, int count, int qty,
                                      FuturesPriceTrigger.RuleEnum rule,
                                      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();
        for (int i = 0; i < count; i++) {
            String size = isLong ? negate(String.valueOf(qty)) : String.valueOf(qty);
            int finalGridId = gridId;
            int finalI = i;
            executor.placeTakeProfit(
                    triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    ORDER_TYPE_CLOSE_SHORT,
                    config.getQuantity(),
                    triggerPrice, rule, orderType, size,
                    profitId -> {
                        elem.setShortStopLossOrderId(profitId);
                        if (isLong) {
                            elem.addLongStopLossOrderId(profitId);
                        } else {
                            elem.addShortStopLossOrderId(profitId);
                        }
                        GridElement.refreshIndices();
                        log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
                        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);
                                }
                            }
                        }
                    }
            );
        }
@@ -1675,15 +1966,18 @@
                    }
                },
                () -> {
                    // 仅当列表为空（无其他有效订单）时才清预置标志，避免误伤其他并发挂单
                    if (isLong) {
                        gridElement.setHasLongOrder(false);
                        gridElement.setLongOrderId(null);
                        if (!gridElement.hasLongOrderIds()) {
                            gridElement.setHasLongOrder(false);
                        }
                    } else {
                        gridElement.setHasShortOrder(false);
                        gridElement.setShortOrderId(null);
                        if (!gridElement.hasShortOrderIds()) {
                            gridElement.setHasShortOrder(false);
                        }
                    }
                    GridElement.refreshIndices();
                    log.warn("[Gate] 条件单创建失败，回滚标志位 gridId:{}, isLong:{}", gridElement.getId(), isLong);
                    log.warn("[Gate] 条件单创建失败 gridId:{}, isLong:{}", gridElement.getId(), isLong);
                }
        );
    }