exchange.git - Gitblit

			@@ -1,451 +1,1776 @@
			package com.xcong.excoin.modules.gateApi;

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

			import java.io.IOException;
			import java.math.BigDecimal;
			import java.math.RoundingMode;
			import java.util.ArrayList;
			import java.util.Collections;
			import java.util.LinkedHashMap;
			import java.util.List;
			import java.util.Map;

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

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

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

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

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

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

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

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

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

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

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

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

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

			// ---- 初始化 ----

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

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

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

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

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

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

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

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

			// ---- 启动/停止 ----

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

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

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

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

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

			// ---- K线回调 ----

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

			BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl);
			log.info("[Gate] 已实现:{}, 未实现:{}, 合计:{}",
			cumulativePnl, unrealizedPnl, totalPnl);

			startGrid();
			return;
			}
			checkPositions(closePrice);

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

			return;
			}

			if (state != StrategyState.ACTIVE) {
			return;
			}
			checkProfitAndReset();
			}

			// ---- 仓位推送回调 ----

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

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

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

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

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

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

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

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

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

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

			boolean hasPosition = size.abs().compareTo(BigDecimal.ZERO) > 0;

			if (Position.ModeEnum.DUAL_LONG == mode) {
			if (hasPosition) {
			longActive = true;
			longEntryPrice = entryPrice;
			if (!baseLongOpened) {
			longPositionSize = size;
			longBaseEntryPrice = entryPrice;
			baseLongOpened = true;
			log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
			tryGenerateQueues();
			}else {
			longPositionSize = size;
			// checkShortEntryOrderToCancel();
			// checkLongEntryOrderToCancel();
			}
			} else {
			if (longActive && state == StrategyState.ACTIVE) {
			log.info("[Gate] 多仓持仓归零，重置策略");
			handlePositionZeroAndReset("多仓");
			}
			longActive = false;
			longPositionSize = BigDecimal.ZERO;
			}
			} else if (Position.ModeEnum.DUAL_SHORT == mode) {
			if (hasPosition) {
			shortActive = true;
			shortEntryPrice = entryPrice;
			if (!baseShortOpened) {
			shortPositionSize = size.abs();
			shortBaseEntryPrice = entryPrice;
			baseShortOpened = true;
			log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
			tryGenerateQueues();
			}else {
			shortPositionSize = size.abs();
			// checkShortEntryOrderToCancel();
			// checkLongEntryOrderToCancel();
			}
			} else {
			if (shortActive && state == StrategyState.ACTIVE) {
			log.info("[Gate] 空仓持仓归零，重置策略");
			handlePositionZeroAndReset("空仓");
			}
			shortActive = false;
			shortPositionSize = BigDecimal.ZERO;
			}
			}
			}

			private void checkShortEntryOrderToCancel() {
			List<GridElement> allLongOrders = GridElement.findAllShortOrders(shortEntryPrice);
			if (CollUtil.isNotEmpty(allLongOrders)){
			GridElement keep = allLongOrders.stream()
			.min((a, b) -> a.getGridPrice().compareTo(b.getGridPrice()))
			.orElse(null);
			for (GridElement e : allLongOrders) {
			if (e == keep) {
			continue;
			}
			executor.cancelConditionalOrder(
			e.getShortOrderId(),
			orderId -> {
			shortEntryTraderIdParam(
			e,
			null,
			false
			);
			}
			);
			if (e.getShortTakeProfitOrderId() != null){
			executor.cancelConditionalOrder(
			e.getShortTakeProfitOrderId(),
			orderId -> {
			shortTakeProfitTraderIdParam(
			e,
			null,
			false
			);
			}
			);
			}
			}
			}
			}

			private void checkLongEntryOrderToCancel() {
			List<GridElement> allShortOrders = GridElement.findAllLongOrders(longEntryPrice);
			if (CollUtil.isNotEmpty(allShortOrders)){
			GridElement keep = allShortOrders.stream()
			.max((a, b) -> a.getGridPrice().compareTo(b.getGridPrice()))
			.orElse(null);
			for (GridElement e : allShortOrders) {
			if (e == keep) {
			continue;
			}
			executor.cancelConditionalOrder(
			e.getLongOrderId(),
			orderId -> {
			longEntryTraderIdParam(
			e,
			null,
			false
			);
			}
			);

			if (e.getLongTakeProfitOrderId() != null){
			executor.cancelConditionalOrder(
			e.getLongTakeProfitOrderId(),
			orderId -> {
			longTakeProfitTraderIdParam(
			e,
			null,
			false
			);
			}
			);
			}
			}
			}
			}

			// ---- 平仓推送回调 ----

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

			DingTalkUtils.getDefault().sendActionCard("风险提醒", logMessage, config.getApiKey(), "");
			}
			}

			// ---- 订单推送回调 ----

			/**
			* 订单推送回调。由 OrdersChannelHandler 在收到订单更新推送时调用。
			*
			* <h3>处理逻辑</h3>
			* 当订单状态为 finished 且 finish_as 为 filled 时，
			* 从 {@link #currentLongOrderIds} / {@link #currentShortOrderIds} 中匹配订单ID，
			* 取出止盈价格并挂止盈单。匹配成功后从 Map 中移除该条目，防止重复挂单。
			*
			* @param orderId 订单 ID
			* @param status 订单状态（open / finished）
			* @param finishAs 订单结束方式（filled / cancelled / ioc 等）
			*/
			public void onOrderUpdate(String orderId, String status, String finishAs) {
			if (!"finished".equals(status) \|\| !"filled".equals(finishAs)) {
			return;
			}

			/**
			* 匹配止盈单止盈
			*/
			GridElement byLongTakeProfitOrderId = GridElement.findByLongTakeProfitOrderId(orderId);
			if (byLongTakeProfitOrderId != null){
			longTakeProfitTraderIdParam(
			byLongTakeProfitOrderId,
			null,
			false
			);
			// longEntryTraderIdParam(
			// byLongTakeProfitOrderId,
			// null,
			// false
			// );
			}
			GridElement byShortTakeProfitOrderId = GridElement.findByShortTakeProfitOrderId(orderId);
			if (byShortTakeProfitOrderId != null){
			shortTakeProfitTraderIdParam(
			byShortTakeProfitOrderId,
			null,
			false
			);
			// shortEntryTraderIdParam(
			// byShortTakeProfitOrderId,
			// null,
			// false
			// );
			}

			/**
			* 匹配挂单
			*/
			GridElement longGridElement = GridElement.findByLongOrderId(orderId);
			if (longGridElement != null) {
			if (longGridElement.isHasLongOrder()){
			longEntryTraderIdParam(
			longGridElement,
			null,
			false
			);
			if (longGridElement.getLongTakeProfitOrderId() == null){
			BigDecimal longTp = longGridElement.getLongTraderParam().getTakeProfitPrice();
			if (longTp != null) {
			executor.placeTakeProfit(longTp,
			FuturesPriceTrigger.RuleEnum.NUMBER_1,
			ORDER_TYPE_CLOSE_LONG,
			negate(config.getQuantity()),
			(profitId) -> {
			longTakeProfitTraderIdParam(
			longGridElement,
			profitId,
			true
			);
			});
			log.info("[Gate] 多单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, longTp, negate(config.getQuantity()));
			return;
			}
			}
			}
			}
			GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
			if (shortGridElement != null) {
			if (shortGridElement.isHasShortOrder()){
			shortEntryTraderIdParam(
			shortGridElement,
			null,
			false
			);
			if (shortGridElement.getShortTakeProfitOrderId() == null){
			BigDecimal shortTp = shortGridElement.getShortTraderParam().getTakeProfitPrice();
			if (shortTp != null) {
			executor.placeTakeProfit(shortTp,
			FuturesPriceTrigger.RuleEnum.NUMBER_2,
			ORDER_TYPE_CLOSE_SHORT,
			config.getQuantity(),
			(profitId) -> {
			shortTakeProfitTraderIdParam(
			shortGridElement,
			profitId,
			true
			);
			});
			log.info("[Gate] 空单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, shortTp, config.getQuantity());
			}
			}
			}
			}
			}

			/**
			* 检查多空仓位是否触及止盈止损
			* 用户私有成交回调。由 {@link com.xcong.excoin.modules.gateApi.wsHandler.handler.UserTradesChannelHandler}
			* 在收到 {@code futures.usertrades} 推送时调用。
			*
			* @param contract 合约名称
			* @param orderId 订单 ID
			* @param price 成交价格
			* @param size 成交数量
			* @param role 用户角色（maker / taker）
			* @param fee 手续费
			*/
			private void checkPositions(BigDecimal currentPrice) {
			if (longEntryPrice == null \|\| shortEntryPrice == null) {
			public void onUserTrade(String contract, String orderId, BigDecimal price, String size, String role, BigDecimal fee) {
			if (state == StrategyState.STOPPED) {
			return;
			}
			log.info("[Gate] 成交明细, 合约:{}, 订单ID:{}, 价格:{}, 数量:{}, 角色:{}, 手续费:{}",
			contract, orderId, price, size, role, fee);
			}

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

			BigDecimal longTp = longEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
			BigDecimal longSl = longEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
			BigDecimal shortTp = shortEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
			BigDecimal shortSl = shortEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
			GridElement longStopLossElem = GridElement.findByLongStopLossOrderId(orderId);
			if (longStopLossElem != null) {
			handleLongStopLossTriggered(longStopLossElem);
			return;
			}
			GridElement shortStopLossElem = GridElement.findByShortStopLossOrderId(orderId);
			if (shortStopLossElem != null) {
			handleShortStopLossTriggered(shortStopLossElem);
			return;
			}

			System.out.println("========== Gate 网格状态 ==========");
			System.out.println("当前价格: " + currentPrice);
			System.out.println("多头入场: " + longEntryPrice + " TP: " + longTp + " SL: " + longSl);
			System.out.println("空头入场: " + shortEntryPrice + " TP: " + shortTp + " SL: " + shortSl);
			System.out.println("累计盈亏: " + totalProfit + " 循环: " + currentCycle + "/" + maxCycles);
			System.out.println("===================================");
			// GridElement byShortTakeProfitOrderId = GridElement.findByShortTakeProfitOrderId(orderId);
			// if (byShortTakeProfitOrderId != null){
			// shortTakeProfitTraderIdParam(
			// byShortTakeProfitOrderId,
			// null,
			// false
			// );
			// shortEntryTraderIdParam(
			// byShortTakeProfitOrderId,
			// null,
			// false
			// );
			// TPonUserTradeShortEntry(byShortTakeProfitOrderId);
			// }
			// GridElement byLongTakeProfitOrderId = GridElement.findByLongTakeProfitOrderId(orderId);
			// if (byLongTakeProfitOrderId != null){
			// longTakeProfitTraderIdParam(
			// byLongTakeProfitOrderId,
			// null,
			// false
			// );
			// longEntryTraderIdParam(
			// byLongTakeProfitOrderId,
			// null,
			// false
			// );
			// TPonUserTradeLongEntry(byLongTakeProfitOrderId);
			// }

			// 多头止盈
			if (currentPrice.compareTo(longTp) >= 0) {
			log.info("[GateGrid] 多头止盈触发! entry:{}, current:{}", longEntryPrice, currentPrice);
			BigDecimal cnt = new BigDecimal(quantity);
			BigDecimal profit = currentPrice.subtract(longEntryPrice).multiply(cnt);
			totalProfit = totalProfit.add(profit);
			log.info("[GateGrid] 多头止盈 profit:{}, totalProfit:{}", profit, totalProfit);
			closeLongPosition();
			closeShortPosition();
			currentCycle++;
			checkStopConditions();
			return;
			GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
			if (shortGridElement != null) {
			if (shortGridElement.isHasShortOrder() && !tradeId.equals("0")){
			int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
			shortEntryTraderIdParam(shortGridElement, null, false);
			shortEntryQty = 1;
			extendShortStopLoss(filledQty);
			log.info("[Gate] 空单成交 gridId:{}, qty:{}, 追挂止损", shortGridElement.getId(), filledQty);
			checkMaxPositionAndPlaceTakeProfit(false, shortGridElement.getId());
			}
			}
			// 多头止损
			if (currentPrice.compareTo(longSl) <= 0) {
			log.info("[GateGrid] 多头止损触发! entry:{}, current:{}", longEntryPrice, currentPrice);
			BigDecimal cnt = new BigDecimal(quantity);
			BigDecimal loss = longEntryPrice.subtract(currentPrice).multiply(cnt);
			totalProfit = totalProfit.subtract(loss);
			log.info("[GateGrid] 多头止损 loss:{}, totalProfit:{}", loss, totalProfit);
			closeLongPosition();
			currentCycle++;
			checkStopConditions();
			return;
			}
			// 空头止盈
			if (currentPrice.compareTo(shortTp) <= 0) {
			log.info("[GateGrid] 空头止盈触发! entry:{}, current:{}", shortEntryPrice, currentPrice);
			BigDecimal cnt = new BigDecimal(quantity);
			BigDecimal profit = shortEntryPrice.subtract(currentPrice).multiply(cnt);
			totalProfit = totalProfit.add(profit);
			log.info("[GateGrid] 空头止盈 profit:{}, totalProfit:{}", profit, totalProfit);
			closeShortPosition();
			closeLongPosition();
			currentCycle++;
			checkStopConditions();
			return;
			}
			// 空头止损
			if (currentPrice.compareTo(shortSl) >= 0) {
			log.info("[GateGrid] 空头止损触发! entry:{}, current:{}", shortEntryPrice, currentPrice);
			BigDecimal cnt = new BigDecimal(quantity);
			BigDecimal loss = currentPrice.subtract(shortEntryPrice).multiply(cnt);
			totalProfit = totalProfit.subtract(loss);
			log.info("[GateGrid] 空头止损 loss:{}, totalProfit:{}", loss, totalProfit);
			closeShortPosition();
			currentCycle++;
			checkStopConditions();
			GridElement longGridElement = GridElement.findByLongOrderId(orderId);
			if (longGridElement != null) {
			if (longGridElement.isHasLongOrder() && !tradeId.equals("0")){
			int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
			longEntryTraderIdParam(longGridElement, null, false);
			longEntryQty = 1;
			extendLongStopLoss(filledQty);
			log.info("[Gate] 多单成交 gridId:{}, qty:{}, 追挂止损", longGridElement.getId(), filledQty);
			checkMaxPositionAndPlaceTakeProfit(true, longGridElement.getId());
			}
			}
			}

			private void checkStopConditions() {
			if (totalProfit.compareTo(overallTp) >= 0) {
			log.info("[GateGrid] 达到整体止盈 {} USDT，停止策略", overallTp);
			strategyActive = false;
			return;
			private void TPonUserTradeShortEntry(GridElement gridElement) {
			if (!isMarginSafe()) {
			log.warn("[Gate] 保证金超限，跳过挂条件单");
			} else {
			// 判断网格是否能开多仓，如果不能则跳过
			GridElement upGridElement = GridElement.findById(gridElement.getUpId());
			if (upGridElement != null){
			BigDecimal upGridPrice = upGridElement.getGridPrice();
			TraderParam upLongTraderParam = upGridElement.getLongTraderParam();
			if (
			!upGridElement.isHasLongOrder() &&
			upGridPrice.compareTo(longEntryPrice) <= 0
			){
			placeEntryOrderWithPreFlag(upGridElement, true,
			upLongTraderParam.getEntryPrice(),
			FuturesPriceTrigger.RuleEnum.NUMBER_1,
			upLongTraderParam.getQuantity());
			}
			}
			}
			if (BigDecimal.ZERO.subtract(totalProfit).compareTo(maxLoss) >= 0) {
			log.info("[GateGrid] 亏损 {} 达到上限 {} USDT，停止策略", totalProfit.negate(), maxLoss);
			strategyActive = false;
			return;
			}
			if (currentCycle >= maxCycles) {
			log.info("[GateGrid] 达到最大循环次数 {}，停止策略", maxCycles);
			strategyActive = false;
			return;
			}
			log.info("[GateGrid] 进入下一轮循环: {}", currentCycle + 1);
			dualOpenPositions();
			}

			private void closeLongPosition() {
			if (longEntryPrice == null) {
			private void TPonUserTradeLongEntry(GridElement gridElement) {
			if (!isMarginSafe()) {
			log.warn("[Gate] 保证金超限，跳过挂条件单");
			} else {
			// 判断网格是否能开空仓，如果不能则跳过
			GridElement downGridElement = GridElement.findById(gridElement.getDownId());
			if (downGridElement != null){

			BigDecimal downGridPrice = downGridElement.getGridPrice();

			TraderParam shortTraderParam = downGridElement.getShortTraderParam();
			if (
			!downGridElement.isHasShortOrder() &&
			downGridPrice.compareTo(shortEntryPrice) >= 0
			){
			placeEntryOrderWithPreFlag(downGridElement, false,
			shortTraderParam.getEntryPrice(),
			FuturesPriceTrigger.RuleEnum.NUMBER_2,
			negate(config.getQuantity()));
			}
			}
			}
			}

			private void onUserTradeShortEntry(GridElement gridElement) {
			if (!isMarginSafe()) {
			log.warn("[Gate] 保证金超限，跳过挂条件单");
			} else {
			//下一个开仓位置
			GridElement UpGridElement = GridElement.findById(gridElement.getDownId());
			BigDecimal newLongFirst = UpGridElement.getGridPrice();

			// 判断网格是否能开空仓，如果不能则跳过
			if (UpGridElement != null) {

			if (!UpGridElement.isHasShortOrder() && shortEntryPrice.compareTo(newLongFirst) > 0) {

			TraderParam upShortTraderParam = UpGridElement.getShortTraderParam();
			placeEntryOrderWithPreFlag(UpGridElement, false,
			upShortTraderParam.getEntryPrice(),
			FuturesPriceTrigger.RuleEnum.NUMBER_2,
			negate(upShortTraderParam.getQuantity()));
			}
			}
			}
			}

			private void onUserTradeLongEntry(GridElement gridElement) {
			if (!isMarginSafe()) {
			log.warn("[Gate] 保证金超限，跳过挂条件单");
			} else {
			//下一个开仓位置
			GridElement UpGridElement = GridElement.findById(gridElement.getUpId());
			BigDecimal newLongFirst = UpGridElement.getGridPrice() ;

			// 判断网格是否能开多仓，如果不能则跳过
			if (UpGridElement != null) {

			if (!UpGridElement.isHasLongOrder() && longEntryPrice.compareTo(newLongFirst) < 0) {
			TraderParam upLongTraderParam = UpGridElement.getLongTraderParam();
			placeEntryOrderWithPreFlag(UpGridElement, true,
			upLongTraderParam.getEntryPrice(),
			FuturesPriceTrigger.RuleEnum.NUMBER_1,
			config.getQuantity());
			}
			}
			}
			}

			// ---- 网格队列处理 ----

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

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

			for (int id = 2; id <= 11; id++) {
			GridElement elem = GridElement.findById(id);
			if (elem == null) {
			continue;
			}
			BigDecimal triggerPrice = elem.getGridPrice();
			int finalId = id;
			executor.placeTakeProfit(
			triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_1,
			ORDER_TYPE_CLOSE_SHORT,
			config.getQuantity(),
			profitId -> {
			elem.setShortStopLossOrderId(profitId);
			GridElement.refreshIndices();
			log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
			}
			);
			}

			for (int id = -2; id >= -11; id--) {
			GridElement elem = GridElement.findById(id);
			if (elem == null) {
			continue;
			}
			BigDecimal triggerPrice = elem.getGridPrice();
			int finalId = id;
			executor.placeTakeProfit(
			triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_2,
			ORDER_TYPE_CLOSE_LONG,
			negate(config.getQuantity()),
			profitId -> {
			elem.setLongStopLossOrderId(profitId);
			GridElement.refreshIndices();
			log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
			}
			);
			}

			log.info("[Gate] 止损单已全部挂完, 空仓止损: 2~11, 多仓止损: -2~-11");
			state = StrategyState.ACTIVE;
			}
			}

			/**
			* 更新基座止盈信息，将止盈价、订单ID等写入 TraderParam 并回填到 ID=0 的网格元素中。
			*/
			private void longTakeProfitTraderIdParam(
			GridElement baseElement,String profitId, boolean flag
			) {
			TraderParam tp = baseElement.getLongTraderParam();
			tp.setTakeProfitOrderId(profitId);
			tp.setTakeProfitPlaced(flag);
			baseElement.setLongTakeProfitOrderId(profitId);
			GridElement.refreshIndices();
			}
			private void shortTakeProfitTraderIdParam(
			GridElement baseElement,String profitId, boolean flag
			) {
			TraderParam tp = baseElement.getShortTraderParam();
			tp.setTakeProfitOrderId(profitId);
			tp.setTakeProfitPlaced(flag);
			baseElement.setShortTakeProfitOrderId(profitId);
			GridElement.refreshIndices();
			}

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

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

			/**
			* 生成空仓价格队列。
			* 以 shortBaseEntryPrice × gridRate 作为绝对步长 step，存到 config。
			* 第1个元素 = shortBaseEntryPrice − step，后续依次递减 step，共 gridQueueSize 个。
			* 队列降序排列（大→小），方便 processShortGrid 中从头遍历。
			*/
			private void generateShortQueue() {
			shortPriceQueue.clear();
			int prec = config.getPriceScale();
			BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(prec, RoundingMode.HALF_UP);
			config.setStep(step);
			BigDecimal elem = shortBaseEntryPrice.subtract(step).setScale(prec, RoundingMode.HALF_UP);
			for (int i = 0; i < config.getGridQueueSize(); i++) {
			shortPriceQueue.add(elem);
			elem = elem.subtract(step).setScale(prec, RoundingMode.HALF_UP);
			if (elem.compareTo(BigDecimal.ZERO) <= 0) {
			break;
			}
			}
			shortPriceQueue.sort((a, b) -> b.compareTo(a));
			log.info("[Gate] 空队列:{}", shortPriceQueue);
			}

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

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

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

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

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

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

			private void processShortGrid(BigDecimal currentPrice) {
			int prec = config.getPriceScale();
			List<BigDecimal> matched = new ArrayList<>();
			synchronized (shortPriceQueue) {
			for (BigDecimal p : shortPriceQueue) {
			if (p.compareTo(currentPrice) >= 0) {
			matched.add(p);
			} else {
			break;
			}
			}
			}
			if (matched.isEmpty()) {
			return;
			}
			log.info("[Gate] 空仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);

			synchronized (shortPriceQueue) {
			shortPriceQueue.removeAll(matched);
			BigDecimal min = shortPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : shortPriceQueue.get(shortPriceQueue.size() - 1);
			BigDecimal gridStep = config.getStep();
			for (int i = 0; i < matched.size(); i++) {
			min = min.subtract(gridStep).setScale(prec, RoundingMode.HALF_UP);
			shortPriceQueue.add(min);
			}
			shortPriceQueue.sort((a, b) -> b.compareTo(a));
			}

			synchronized (longPriceQueue) {
			BigDecimal first = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(0);
			BigDecimal gridStep = config.getStep();
			for (int i = 1; i <= matched.size(); i++) {
			BigDecimal elem = first.subtract(gridStep.multiply(BigDecimal.valueOf(i))).setScale(prec, RoundingMode.HALF_UP);
			longPriceQueue.add(elem);
			}
			longPriceQueue.sort(BigDecimal::compareTo);
			while (longPriceQueue.size() > config.getGridQueueSize()) {
			longPriceQueue.remove(longPriceQueue.size() - 1);
			}
			}

			if (!isMarginSafe()) {
			log.warn("[Gate] 保证金超限，跳过挂条件单");
			} else {

			/**
			* 下一个开仓位置
			* 获取队列第一个元素的价格对应的网格
			* 判断网格是否能开空仓，如果不能则跳过
			* 前进方向挂空仓条件单
			* 后置方向挂多空条件单
			*/
			//下一个开仓位置
			BigDecimal newLongFirst = shortPriceQueue.get(0);
			GridElement UpGridElement = GridElement.findByPrice(newLongFirst);

			// 判断网格是否能开空仓，如果不能则跳过
			if (UpGridElement != null) {

			// if (!UpGridElement.isHasShortOrder() && shortEntryPrice.compareTo(newLongFirst) > 0) {
			//
			// TraderParam upShortTraderParam = UpGridElement.getShortTraderParam();
			// placeEntryOrderWithPreFlag(UpGridElement, false,
			// upShortTraderParam.getEntryPrice(),
			// FuturesPriceTrigger.RuleEnum.NUMBER_2,
			// negate(upShortTraderParam.getQuantity()));
			// }
			int i = UpGridElement.getId() + 2;
			GridElement downGridElement = GridElement.findById(i);
			if (downGridElement != null){

			BigDecimal downGridPrice = downGridElement.getGridPrice();

			// TraderParam downShortTraderParam = downGridElement.getShortTraderParam();
			// if (
			// !downGridElement.isHasShortOrder() &&
			// downGridPrice.compareTo(longEntryPrice) <= 0 &&
			// downGridPrice.compareTo(shortEntryPrice) >= 0
			// ){
			// placeEntryOrderWithPreFlag(downGridElement, false,
			// downShortTraderParam.getEntryPrice(),
			// FuturesPriceTrigger.RuleEnum.NUMBER_1,
			// negate(downShortTraderParam.getQuantity()));
			//
			// }

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

			private void processLongGrid(BigDecimal currentPrice) {
			int prec = config.getPriceScale();
			List<BigDecimal> matched = new ArrayList<>();
			synchronized (longPriceQueue) {
			for (BigDecimal p : longPriceQueue) {
			if (p.compareTo(currentPrice) <= 0) {
			matched.add(p);
			} else {
			break;
			}
			}
			}
			if (matched.isEmpty()) {
			return;
			}

			log.info("[Gate] 多仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);

			/**
			* 匹配到元素后，
			* 多仓队列更新
			* 空仓队列更新
			*/
			synchronized (longPriceQueue) {
			longPriceQueue.removeAll(matched);
			BigDecimal max = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(longPriceQueue.size() - 1);
			BigDecimal gridStep = config.getStep();
			for (int i = 0; i < matched.size(); i++) {
			max = max.add(gridStep).setScale(prec, RoundingMode.HALF_UP);
			longPriceQueue.add(max);
			}
			longPriceQueue.sort(BigDecimal::compareTo);
			}
			synchronized (shortPriceQueue) {
			BigDecimal first = shortPriceQueue.isEmpty() ? matched.get(0) : shortPriceQueue.get(0);
			BigDecimal gridStep = config.getStep();
			for (int i = 1; i <= matched.size(); i++) {
			BigDecimal elem = first.add(gridStep.multiply(BigDecimal.valueOf(i))).setScale(prec, RoundingMode.HALF_UP);
			shortPriceQueue.add(elem);
			}
			shortPriceQueue.sort((a, b) -> b.compareTo(a));
			while (shortPriceQueue.size() > config.getGridQueueSize()) {
			shortPriceQueue.remove(shortPriceQueue.size() - 1);
			}
			}

			if (!isMarginSafe()) {
			log.warn("[Gate] 保证金超限，跳过挂条件单");
			} else {

			/**
			* 下一个开仓位置
			* 获取队列第一个元素的价格对应的网格
			* 判断网格是否能开多仓，如果不能则跳过
			* 前进方向挂多仓条件单
			* 后置方向挂多空条件单
			*/
			//下一个开仓位置
			BigDecimal newLongFirst = longPriceQueue.get(0);
			GridElement UpGridElement = GridElement.findByPrice(newLongFirst);

			// 判断网格是否能开多仓，如果不能则跳过
			if (UpGridElement != null) {

			// if (!UpGridElement.isHasLongOrder() && longEntryPrice.compareTo(newLongFirst) < 0) {
			// TraderParam upLongTraderParam = UpGridElement.getLongTraderParam();
			// placeEntryOrderWithPreFlag(UpGridElement, true,
			// upLongTraderParam.getEntryPrice(),
			// FuturesPriceTrigger.RuleEnum.NUMBER_1,
			// config.getQuantity());
			// }

			int i = UpGridElement.getId() - 2;
			GridElement downGridElement = GridElement.findById(i);
			if (downGridElement != null){

			BigDecimal downGridPrice = downGridElement.getGridPrice();

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

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

			placeEntryOrderWithPreFlag(downGridElement, false,
			shortTraderParam.getEntryPrice(),
			FuturesPriceTrigger.RuleEnum.NUMBER_2,
			negate(config.getQuantity()));
			}
			}
			}
			}
			}

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

			int newEntryGridId = -(N - 1);

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

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

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

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

			int newEntryGridId = N - 1;

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

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



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

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

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

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

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

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

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

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

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

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

			private void checkProfitAndReset() {
			try {
			FuturesOrder closeOrder = new FuturesOrder();
			closeOrder.setContract(contract);
			closeOrder.setSize(negateQuantity(quantity));
			closeOrder.setPrice("0");
			closeOrder.setTif(FuturesOrder.TifEnum.IOC);
			closeOrder.setReduceOnly(true);
			closeOrder.setText("t-grid-close-long");
			FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
			log.info("[GateGrid] 平多成功, id: {}, fillPrice: {}", result.getId(), result.getFillPrice());
			FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
			BigDecimal unrealisedPnl = new BigDecimal(account.getCrossUnrealisedPnl());
			BigDecimal available = new BigDecimal(account.getCrossAvailable());
			BigDecimal totalEquity = unrealisedPnl.add(available);

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

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

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

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

			// ---- 保证金安全阀 ----

			/**
			* 保证金安全阀检查。
			*
			* <p>实时查询当前保证金占用额（positionInitialMargin），计算其占初始本金的比例。
			* 比例 ≥ marginRatioLimit（默认 20%）时拒绝开仓，但仍照常更新队列。
			*
			* <p>查询失败时默认放行（返回 true），避免因 REST API 异常导致策略完全停滞。
			*
			* @return true=安全可开仓 / false=保证金超限跳过开仓
			*/
			private boolean isMarginSafe() {
			try {
			FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
			BigDecimal margin = new BigDecimal(account.getPositionInitialMargin());
			BigDecimal ratio = margin.divide(initialPrincipal, 4, RoundingMode.HALF_UP);
			log.debug("[Gate] 保证金比例: {}/{}={}", margin, initialPrincipal, ratio);
			return ratio.compareTo(config.getMarginRatioLimit()) < 0;
			} catch (Exception e) {
			log.warn("[Gate] 查保证金失败，默认放行", e);
			return true;
			}
			}

			// ---- 工具 ----

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

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

			/**
			* 根据持仓和当前价格计算未实现盈亏。
			*
			* <h3>正向合约公式</h3>
			* <pre>
			* 多仓: 持仓量 × 合约乘数 × (计价价格 − 开仓均价)
			* 空仓: 持仓量 × 合约乘数 × (开仓均价 − 计价价格)
			* </pre>
			* 计价价格由 {@link GateConfig.PnLPriceMode} 决定：LAST_PRICE 用最新成交价，MARK_PRICE 用标记价格。
			*/
			private void updateUnrealizedPnl() {
			BigDecimal price = resolvePnlPrice();
			if (price == null \|\| price.compareTo(BigDecimal.ZERO) == 0) {
			return;
			}
			try {
			FuturesOrder closeOrder = new FuturesOrder();
			closeOrder.setContract(contract);
			closeOrder.setSize(quantity);
			closeOrder.setPrice("0");
			closeOrder.setTif(FuturesOrder.TifEnum.IOC);
			closeOrder.setReduceOnly(true);
			closeOrder.setText("t-grid-close-short");
			FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
			log.info("[GateGrid] 平空成功, id: {}, fillPrice: {}", result.getId(), result.getFillPrice());
			} catch (Exception e) {
			log.error("[GateGrid] 平空失败", e);
			BigDecimal multiplier = config.getContractMultiplier();
			BigDecimal longPnl = BigDecimal.ZERO;
			BigDecimal shortPnl = BigDecimal.ZERO;
			if (longPositionSize.compareTo(BigDecimal.ZERO) > 0 && longEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
			longPnl = longPositionSize.multiply(multiplier).multiply(price.subtract(longEntryPrice));
			}
			shortEntryPrice = null;
			shortOrderId = null;
			cancelTpSl(shortTpOrderId);
			cancelTpSl(shortSlOrderId);
			shortTpOrderId = null;
			shortSlOrderId = null;
			}

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

			private void printGridInfo() {
			BigDecimal longTp = BigDecimal.ZERO;
			BigDecimal longSl = BigDecimal.ZERO;
			BigDecimal shortTp = BigDecimal.ZERO;
			BigDecimal shortSl = BigDecimal.ZERO;
			if (longEntryPrice != null) {
			longTp = longEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
			longSl = longEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
			if (shortPositionSize.compareTo(BigDecimal.ZERO) > 0 && shortEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
			shortPnl = shortPositionSize.multiply(multiplier).multiply(shortEntryPrice.subtract(price));
			}
			if (shortEntryPrice != null) {
			shortTp = shortEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
			shortSl = shortEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
			unrealizedPnl = longPnl.add(shortPnl);

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

			/**
			* 根据配置的 PnLPriceMode 返回计价价格。
			* MARK_PRICE 模式优先使用标记价格（外部注入），未注入时回退到最新成交价。
			*
			* @return 计价价格，可能为 null
			*/
			private BigDecimal resolvePnlPrice() {
			if (config.getUnrealizedPnlPriceMode() == GateConfig.PnLPriceMode.MARK_PRICE
			&& markPrice.compareTo(BigDecimal.ZERO) > 0) {
			return markPrice;
			}
			System.out.println("========== Gate 网格开仓 ==========");
			System.out.println("合约: " + contract + " 杠杆: " + leverage + "x " + marginMode);
			System.out.println("多头入场: " + longEntryPrice + " TP: " + longTp + " SL: " + longSl);
			System.out.println("空头入场: " + shortEntryPrice + " TP: " + shortTp + " SL: " + shortSl);
			System.out.println("数量: " + quantity + " 网格间距: " + gridRate.multiply(new BigDecimal("100")) + "%");
			System.out.println("整体止盈: " + overallTp + " USDT 最大循环: " + maxCycles);
			System.out.println("最大亏损: " + maxLoss + " USDT");
			System.out.println("=====================================");
			return lastKlinePrice;
			}

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

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

			public BigDecimal getLastClosePrice() {
			return lastClosePrice;
			}

			public boolean isStrategyActive() {
			return strategyActive;
			}

			public BigDecimal getTotalProfit() {
			return totalProfit;
			}

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