止损追单逻辑（多仓/空仓对称）： 触发 → 查询 → 计算 → 下单 清理：取消相邻网格旧挂单 + 取消最远止盈单 一句话总结：每次止损触发补回 qu...

Administrator

19 hours ago b44fd22e5fbf51f5558062e8cc2f1ecb0fe732d2

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

@@ -1,53 +1,83 @@
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.AccountDetail;
import io.gate.gateapi.models.FuturesAccount;
import io.gate.gateapi.models.FuturesOrder;
import io.gate.gateapi.models.FuturesPriceTrigger;
import io.gate.gateapi.models.Position;
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.List;
import java.util.*;

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

/**
 * Gate 网格交易服务 — 策略核心。
 * 网格交易策略引擎 — 多空对冲网格。
 *
 * <h3>策略</h3>
 * 多空双开基底 → 生成价格网格队列 → K线触达网格线 → 开仓+设止盈 → 队列动态转移。
 * 每根 K 线更新 {@code unrealizedPnl}（浮动盈亏），平仓后累加到 {@code cumulativePnl}（已实现盈亏）。
 * <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>未实现盈亏公式（正向合约）</h3>
 * <h3>完整生命周期</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)
 *   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>
 * 计价价格支持切换：{@link GateConfig.PnLPriceMode#LAST_PRICE 最新成交价} 或
 * {@link GateConfig.PnLPriceMode#MARK_PRICE 标记价格}（通过 {@link #setMarkPrice(BigDecimal)} 注入）。
 * 入场价和持仓量由 {@link #onPositionUpdate(String, Position.ModeEnum, BigDecimal, BigDecimal)} 实时更新。
 *
 * <h3>状态机</h3>
 * <h3>仓位线动态调整</h3>
 * <pre>
 *   WAITING_KLINE → (首K线) → 异步双开基底
 *
 *   仓位推送(dual_long/dual_short) → 基底成交 → 记录入场价 → 双基底都成交 → 生成队列 → ACTIVE
 *
 *   ACTIVE:
 *     ├─ 每根K线 → 更新 unrealizedPnl + processShortGrid + processLongGrid
 *     │    ├─ 当前价 &lt; 空仓队列元素 → 匹配 → 开空 + 队列元素转移到多仓队列
 *     │    └─ 当前价 &gt; 多仓队列元素 → 匹配 → 开多 + 队列元素转移到空仓队列
 *     ├─ 仓位推送(非基底) → 设止盈条件单 entry × (1±gridRate)
 *     ├─ 保证金≥初始本金 marginRatioLimit → 跳过开仓，队列照常更新
 *     └─ cumulativePnl ≥ overallTp 或 ≤ -maxLoss → STOPPED
 *   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
 */
@@ -58,8 +88,18 @@
        WAITING_KLINE, OPENING, ACTIVE, STOPPED
    }

    private static final String ORDER_TYPE_CLOSE_LONG = "close-long-position";
    private static final String ORDER_TYPE_CLOSE_SHORT = "close-short-position";
    /**
     * 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&lt;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&gt;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;
@@ -72,10 +112,17 @@
    private final List<BigDecimal> shortPriceQueue = Collections.synchronizedList(new ArrayList<>());
    /** 多仓价格队列，升序排列（小→大），容量 gridQueueSize */
    private final List<BigDecimal> longPriceQueue = Collections.synchronizedList(new ArrayList<>());
    private final List<BigDecimal> totalLongPriceQueue = Collections.synchronizedList(new ArrayList<>());
    private final List<BigDecimal> totalShortPriceQueue = Collections.synchronizedList(new ArrayList<>());

    /** 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<>());

    /** 基底空头入场价 */
    private BigDecimal shortBaseEntryPrice;
    /** 基底多头入场价 */
    /** 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;
@@ -87,6 +134,11 @@
    /** 多头是否活跃（有仓位） */
    private volatile boolean longActive = false;

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

    private volatile BigDecimal lastKlinePrice;
    private volatile BigDecimal markPrice = BigDecimal.ZERO;
    private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
@@ -97,6 +149,7 @@
    private volatile BigDecimal shortPositionSize = BigDecimal.ZERO;
    private Long userId;
    private volatile BigDecimal initialPrincipal = BigDecimal.ZERO;
    private volatile GateKlineWebSocketClient wsClient;

    public GateGridTradeService(GateConfig config) {
        this.config = config;
@@ -109,6 +162,20 @@

    // ---- 初始化 ----

    /**
     * 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 {
            ApiClient detailClient = new ApiClient();
@@ -122,25 +189,40 @@
            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) {
                futuresApi.setDualModeCall(SETTLE,true,null);
                try {
                    futuresApi.setDualModeCall(SETTLE,true,null).execute();
                } catch (IOException e) {
                    e.printStackTrace();
                }
            }

            if (!config.getPositionMode().equals(account.getPositionMode())) {
                futuresApi.setPositionMode(SETTLE, config.getPositionMode());
            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());

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

            closeExistingPositions();

            futuresApi.updateDualModePositionLeverageCall(
                    SETTLE, config.getContract(), config.getLeverage(),
                    config.getMarginMode(), null);
            log.info("[Gate] 杠杆: {}x {}", config.getLeverage(), config.getMarginMode());
        } catch (GateApiException e) {
            log.error("[Gate] 初始化失败, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
@@ -149,6 +231,19 @@
        }
    }

    /**
     * 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();
@@ -189,6 +284,10 @@

    // ---- 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 (state != StrategyState.WAITING_KLINE && state != StrategyState.STOPPED) {
            log.warn("[Gate] 策略已在运行中, state:{}", state);
@@ -206,48 +305,174 @@
        baseShortOpened = false;
        longActive = false;
        shortActive = false;
        accumulatedLongLossCount = 0;
        accumulatedShortLossCount = 0;
        shortPriceQueue.clear();
        longPriceQueue.clear();
        log.info("[Gate] 网格策略已启动");
        totalShortPriceQueue.clear();
        totalLongPriceQueue.clear();
        currentLongOrderIds.clear();
        currentShortOrderIds.clear();
        // 每次重启重新获取当前本金
        refreshInitialPrincipal();

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

    /**
     * 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() {
        state = StrategyState.STOPPED;
        executor.cancelAllPriceTriggeredOrders();
        closeExistingPositions();
        executor.shutdown();
        log.info("[Gate] 策略已停止, 累计盈亏: {}", cumulativePnl);
    }

    // ---- K线回调 ----

    /**
     * K 线回调入口。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) {
        lastKlinePrice = closePrice;
        updateUnrealizedPnl();
        if (state == StrategyState.STOPPED) {
            return;
        }

        //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...");
            executor.openLong(config.getQuantity(), () -> {
                log.info("[Gate] 基底多单已提交");

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

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

//        checkProfitAndReset();


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


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

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

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

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

            // 估算平仓手续费：(多仓张数+空仓张数) × 合约面值 × 当前价 × taker费率
            BigDecimal totalSize = longPositionSize.abs().add(shortPositionSize.abs());
            BigDecimal closeContractValue =
                    totalSize.multiply(config.getContractMultiplier()).multiply(lastKlinePrice != null ? lastKlinePrice : BigDecimal.ZERO);
            BigDecimal estimatedFee = closeContractValue.multiply(TAKER_FEE_RATE);
            BigDecimal netEquity = totalEquity.subtract(estimatedFee);
            log.info("[Gate] 盈亏检查,总张数：{}, upl:{}, avail:{}, 合计:{}, 估手续费:{}, 净权益:{}, 目标:{}",
                    totalSize,unrealisedPnl, available, totalEquity, estimatedFee, netEquity, target);
            if (netEquity.compareTo(target) > 0) {
                log.info("[Gate] 盈亏达标(净权益{}>目标{})，重置策略", netEquity, target);
                state = StrategyState.STOPPED;
                try {
                    futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
                } catch (ApiException e) {
                    e.printStackTrace();
                }
                closeExistingPositions();
                // 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
                executor.submitTask(() -> {
                    try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
                    startGrid();
                });
            }
        } catch (Exception e) {
            log.warn("[Gate] 盈亏检查失败", e);
        }
    }

    // ---- 仓位推送回调 ----

    /**
     * 仓位推送回调。由 {@link PositionsChannelHandler} 在收到 WebSocket 仓位更新时调用。
     *
     * <h3>处理逻辑</h3>
     * <ul>
     *   <li><b>有仓位 (size ≠ 0)</b>：
     *     <ul>
     *       <li>首次开仓（基底）：标记 baseOpened=true，记录基底入场价，双基底都成交后生成网格队列</li>
     *       <li>仓位净减少（size.abs() < 之前记录值）：止盈平仓后 → 检查反向条件单条件 →
     *           满足时以 entryPrice ± step 为止盈价挂反向市价单（订单ID + 止盈价存入 Map）</li>
     *     </ul>
     *   </li>
     *   <li><b>无仓位 (size = 0)</b>：清空活跃标记和持仓量</li>
     *   <li><b>Map 截断</b>：currentLongOrderIds / currentShortOrderIds 超过 5 个时，
     *       从 LinkedHashMap 头部删除最旧条目，保留最新 5 个</li>
     * </ul>
     *
     * @param contract   合约名称
     * @param mode       持仓模式（DUAL_LONG / DUAL_SHORT）
     * @param size       持仓张数（多头为正、空头为负）
     * @param entryPrice 当前持仓加权均价（交易所计算）
     */
    public void onPositionUpdate(String contract, Position.ModeEnum mode, BigDecimal size,
                                  BigDecimal entryPrice) {
        if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
@@ -255,213 +480,1212 @@
        }

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

        if (Position.ModeEnum.DUAL_LONG == mode) {
            if (hasPosition) {
        if (state == StrategyState.OPENING){
            if (Position.ModeEnum.DUAL_LONG == mode && hasPosition && !baseLongOpened) {
                longActive = true;
                longEntryPrice = entryPrice;
                longPositionSize = size;
                if (!baseLongOpened) {
                    longBaseEntryPrice = entryPrice;
                    baseLongOpened = true;
                    log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
                    tryGenerateQueues();
                } else {
                    BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.add(config.getGridRate())).setScale(1, RoundingMode.HALF_UP);
                    executor.placeTakeProfit(tpPrice,
                            FuturesPriceTrigger.RuleEnum.NUMBER_1, ORDER_TYPE_CLOSE_LONG, negate(config.getQuantity()));
                    log.info("[Gate] 多单止盈已设, entry:{}, tp:{}, size:{}", entryPrice, tpPrice, negate(config.getQuantity()));
                }
            } else {
                longActive = false;
                longPositionSize = BigDecimal.ZERO;
            }
        } else if (Position.ModeEnum.DUAL_SHORT == mode) {
            if (hasPosition) {
                longEntryPrice = entryPrice;
                longBaseEntryPrice = entryPrice;
                baseLongOpened = true;
                log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
                tryGenerateQueues();
            } else if (Position.ModeEnum.DUAL_SHORT == mode  && hasPosition && !baseShortOpened) {
                shortActive = true;
                shortEntryPrice = entryPrice;
                shortPositionSize = size.abs();
                if (!baseShortOpened) {
                    shortBaseEntryPrice = entryPrice;
                    baseShortOpened = true;
                    log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
                    tryGenerateQueues();
                } else {
                    BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.subtract(config.getGridRate())).setScale(1, RoundingMode.HALF_UP);
                    executor.placeTakeProfit(tpPrice,
                            FuturesPriceTrigger.RuleEnum.NUMBER_2, ORDER_TYPE_CLOSE_SHORT, config.getQuantity());
                    log.info("[Gate] 空单止盈已设, entry:{}, tp:{}, size:{}", entryPrice, tpPrice, config.getQuantity());
                }
            } else {
                shortActive = false;
                shortPositionSize = BigDecimal.ZERO;
                shortEntryPrice = entryPrice;
                shortBaseEntryPrice = entryPrice;
                baseShortOpened = true;
                log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
                tryGenerateQueues();
            }
        }

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

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

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

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

            state = StrategyState.STOPPED;
            // 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
            executor.submitTask(() -> {
                try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
                startGrid();
            });
            log.info("[Gate] 重置策略");
            return;
        }
    }

    // ---- 平仓推送回调 ----

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

        if (cumulativePnl.compareTo(config.getOverallTp()) >= 0) {
            log.info("[Gate] 已达止盈目标 {}→已停止", cumulativePnl);
            state = StrategyState.STOPPED;
        } else if (cumulativePnl.compareTo(config.getMaxLoss().negate()) <= 0) {
            log.info("[Gate] 已达亏损上限 {}→已停止", cumulativePnl);
            state = StrategyState.STOPPED;
            DingTalkUtils.getDefault().sendActionCard("风险提醒", logMessage, config.getApiKey(), "");
        }
    }


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

        // [Gate-需求1] 多仓止盈触发：清空止盈状态 + 取消最远多仓止损 + 检查是否最后一个止盈
        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();
            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
        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();
//            checkLastTakeProfitAndRestart();
            return;
        }

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

        GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
        if (shortGridElement != null) {
            if (shortGridElement.isHasShortOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
                int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
                shortEntryTraderIdParam(shortGridElement, null, false);
                // [Gate-需求2] 加仓后先撤空仓所有止盈+止损，再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();

                    // 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();
                            }
                        }
                    }

                    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")){

                int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
                longEntryTraderIdParam(longGridElement, null, false);
                // [Gate-需求2] 加仓后先撤多仓所有止盈+止损，再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();

                    // 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();
                            }
                        }
                    }

                    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);
                                }
                        );
                    }
                }
            }
        }
    }


    /**
     * 查询交易所当前持仓张数（绝对值）。加仓/开仓后重挂止盈止损时调用，
     * 绕过本地 WS 推送缓存避免时序竞态，直接拿到交易所权威数据。
     *
     * @param mode 持仓模式（DUAL_LONG / DUAL_SHORT）
     * @return 持仓张数（绝对值），查询失败返回 0
     */
    private int queryPositionSize(Position.ModeEnum mode) {
        Position p = queryPosition(mode);
        if (p != null) {
            return new BigDecimal(p.getSize()).abs().intValue();
        }
        return 0;
    }

    /**
     * 查询交易所当前持仓均价，绕过本地 WS 推送缓存避免时序竞态。
     *
     * @param mode 持仓模式（DUAL_LONG / DUAL_SHORT）
     * @return 持仓均价，无持仓或查询失败返回 BigDecimal.ZERO
     */
    private BigDecimal queryEntryPrice(Position.ModeEnum mode) {
        Position p = queryPosition(mode);
        if (p != null && p.getEntryPrice() != null) {
            return new BigDecimal(p.getEntryPrice());
        }
        return BigDecimal.ZERO;
    }

    /**
     * 查询指定模式的持仓对象。
     */
    private Position queryPosition(Position.ModeEnum mode) {
        try {
            List<Position> positions = futuresApi.listPositions(SETTLE).execute();
            if (positions != null) {
                for (Position p : positions) {
                    if (mode == p.getMode() && config.getContract().equals(p.getContract())) {
                        return p;
                    }
                }
            }
        } catch (Exception e) {
            log.warn("[Gate] 查询{}持仓失败", mode, e);
        }
        return null;
    }

    // ---- 网格队列处理 ----

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

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

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

            int shortTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
            for (int id = 2; id <= shortTime; id++) {
                GridElement elem = GridElement.findById(id);
                if (elem == null) {
                    continue;
                }
                BigDecimal triggerPrice = elem.getGridPrice();
                String size = config.getQuantity();
                int finalId = id;
                executor.placeTakeProfit(
                        triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_1,
                        ORDER_TYPE_CLOSE_SHORT,
                        size,
                        profitId -> {
                            elem.setShortStopLossOrderId(profitId);
                            GridElement.refreshIndices();
                            log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                        }
                );
            }


            int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
            for (int id = -2; id >= -longTime; id--) {
                GridElement elem = GridElement.findById(id);
                if (elem == null) {
                    continue;
                }
                BigDecimal triggerPrice = elem.getGridPrice();
                String size = config.getQuantity();
                int finalId = id;
                executor.placeTakeProfit(
                        triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_2,
                        ORDER_TYPE_CLOSE_LONG,
                        negate(size),
                        profitId -> {
                            elem.setLongStopLossOrderId(profitId);
                            GridElement.refreshIndices();
                            log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                        }
                );
            }

            log.info("[Gate] 止损单已全部挂完, 空仓止损: 2~{}, 多仓止损: -2~-{}", shortTime, longTime);

            state = StrategyState.ACTIVE;
            log.info("[Gate] 网格队列已生成, 空队首:{} → 尾:{}, 多队首:{} → 尾:{}, 已激活",
                    shortPriceQueue.get(0), shortPriceQueue.get(shortPriceQueue.size() - 1),
                    longPriceQueue.get(0), longPriceQueue.get(longPriceQueue.size() - 1));
        }
    }

    /**
     * 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();
        BigDecimal step = config.getGridRate();
        for (int i = 1; i <= config.getGridQueueSize(); i++) {
            shortPriceQueue.add(shortBaseEntryPrice.multiply(BigDecimal.ONE.subtract(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP));
        }
        totalShortPriceQueue.clear();
        totalLongPriceQueue.clear();
        int prec = config.getPriceScale();
        BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(prec, RoundingMode.HALF_UP);
        config.setStep(step);
        BigDecimal elem = shortBaseEntryPrice.subtract(step).setScale(prec, RoundingMode.HALF_UP);
            for (int i = 0; i < config.getGridQueueSize(); i++) {
                shortPriceQueue.add(elem);
                totalLongPriceQueue.add( elem);
                totalShortPriceQueue.add( elem);

                elem = elem.subtract(step).setScale(prec, RoundingMode.HALF_UP);
                if (elem.compareTo(BigDecimal.ZERO) <= 0) {
                    break;
                }
            }
        shortPriceQueue.sort((a, b) -> b.compareTo(a));
        //输出队列：shortPriceQueue;
        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();
        BigDecimal step = config.getGridRate();
        for (int i = 1; i <= config.getGridQueueSize(); i++) {
            longPriceQueue.add(longBaseEntryPrice.multiply(BigDecimal.ONE.add(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP));
        int prec = config.getPriceScale();
        BigDecimal step = config.getStep();
        BigDecimal elem = shortBaseEntryPrice.add(step).setScale(prec, RoundingMode.HALF_UP);
        for (int i = 0; i < config.getGridQueueSize(); i++) {
            longPriceQueue.add(elem);
            totalLongPriceQueue.add( elem);
            totalShortPriceQueue.add( elem);
            elem = elem.add(step).setScale(prec, RoundingMode.HALF_UP);
        }
        longPriceQueue.sort(BigDecimal::compareTo);
        log.info("[Gate] 多队列:{}", longPriceQueue);
        totalShortPriceQueue.sort((a, b) -> b.compareTo(a));
        log.info("[Gate] 队列从大到小:{}", totalShortPriceQueue);
        totalLongPriceQueue.sort(BigDecimal::compareTo);
        log.info("[Gate] 队列从小到大:{}", totalLongPriceQueue);
    }

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

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

        // 位置 0：基底价格，数据在基座开仓时更新
        {
            BigDecimal price = shortBaseEntryPrice;
            TraderParam longParam = TraderParam.builder()
                    .direction(TraderParam.Direction.LONG)
                    .entryPrice(price)
                    .takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
                    .quantity(qty)
                    .build();
            TraderParam shortParam = TraderParam.builder()
                    .direction(TraderParam.Direction.SHORT)
                    .entryPrice(price)
                    .takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP))
                    .quantity(qty)
                    .build();
            elements.add(GridElement.builder()
                    .id(0)
                    .gridPrice(price)
                    .upId(longSize > 0 ? 1 : null)
                    .downId(shortSize > 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) {
        List<BigDecimal> matched = new ArrayList<>();
        synchronized (shortPriceQueue) {
            for (BigDecimal p : shortPriceQueue) {
                if (p.compareTo(currentPrice) > 0) {
                    matched.add(p);
                } else {
        BigDecimal matched = BigDecimal.ZERO;
        synchronized (totalLongPriceQueue) {
            for (BigDecimal p : totalLongPriceQueue) {
                if (p.compareTo(currentPrice) >= 0) {
                    matched =  p;
                    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);
        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过空单开仓");
        } else {
            executor.openShort(negate(config.getQuantity()), null, null);
        }

        synchronized (shortPriceQueue) {
            shortPriceQueue.removeAll(matched);
            BigDecimal min = shortPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : shortPriceQueue.get(shortPriceQueue.size() - 1);
            BigDecimal step = config.getGridRate();
            for (int i = 0; i < matched.size(); i++) {
                min = min.multiply(BigDecimal.ONE.subtract(step)).setScale(1, RoundingMode.HALF_UP);
                shortPriceQueue.add(min);
            }
            shortPriceQueue.sort(BigDecimal::compareTo);

            log.info("[Gate] 空队列:{}", shortPriceQueue);
        }

        synchronized (longPriceQueue) {
            longPriceQueue.addAll(matched);
            longPriceQueue.sort(BigDecimal::compareTo);
            while (longPriceQueue.size() > config.getGridQueueSize()) {
                longPriceQueue.remove(longPriceQueue.size() - 1);
//            log.info("[Gate-1] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
            if (BigDecimal.ZERO.compareTo( matched) == 0) {
                return;
            }

            log.info("[Gate] 多队列:{}", shortPriceQueue);
            GridElement matchedUpGridElement = GridElement.findByPrice(matched);
            if (matchedUpGridElement != null){
                if (!matchedUpGridElement.isHasLongOrder()){
                    Integer upId = matchedUpGridElement.getUpId();
                    GridElement newEntryGrid = GridElement.findById(upId);

                    if (newEntryGrid != null) {

                        GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());
                        String quantity = cancelGridElement != null
                                ? cancelGridElement.getLongTraderParam().getQuantity()
                                : config.getBaseQuantity();
                        if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
                            String longOrderId = cancelGridElement.getLongOrderId();
                            executor.cancelConditionalOrder(longOrderId, oid -> {
                                longEntryTraderIdParam(cancelGridElement, null, false);
                                log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", cancelGridElement.getId(),longOrderId);
                            });
                        }
//                        log.info("[Gate-2] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
                        if (!newEntryGrid.isHasLongOrder()) {
                            BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                            String size = quantity;
                            log.info("[Gate] 多仓仓位归零 gridId:{}, 挂{}基础张多单",
                                    newEntryGrid.getId(),  size);
                            newEntryGrid.getLongTraderParam().setQuantity(size);
                            placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                                    FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
                        }
                    }
                }
            }
        }

    }

    private void processLongGrid(BigDecimal currentPrice) {
        List<BigDecimal> matched = new ArrayList<>();
        synchronized (longPriceQueue) {
            for (BigDecimal p : longPriceQueue) {
                if (p.compareTo(currentPrice) < 0) {
                    matched.add(p);
                } else {
        BigDecimal matched = BigDecimal.ZERO;
        synchronized (totalShortPriceQueue) {
            for (BigDecimal p : totalShortPriceQueue) {
                if (p.compareTo(currentPrice) <= 0) {
                    matched = p;
                    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);
        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过多单开仓");
        } else {
            executor.openLong(config.getQuantity(), null, null);
        }

        synchronized (longPriceQueue) {
            longPriceQueue.removeAll(matched);
            BigDecimal max = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(longPriceQueue.size() - 1);
            BigDecimal step = config.getGridRate();
            for (int i = 0; i < matched.size(); i++) {
                max = max.multiply(BigDecimal.ONE.add(step)).setScale(1, RoundingMode.HALF_UP);
                longPriceQueue.add(max);
            }
            longPriceQueue.sort(BigDecimal::compareTo);

            log.info("[Gate] 多队列:{}", shortPriceQueue);
        }

        synchronized (shortPriceQueue) {
            shortPriceQueue.addAll(matched);
            shortPriceQueue.sort((a, b) -> b.compareTo(a));
            while (shortPriceQueue.size() > config.getGridQueueSize()) {
                shortPriceQueue.remove(shortPriceQueue.size() - 1);
//            log.info("[Gate-3] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
            if (BigDecimal.ZERO.compareTo( matched) == 0) {
                return;
            }

            log.info("[Gate] 空队列:{}", shortPriceQueue);
            GridElement matchedUpGridElement = GridElement.findByPrice(matched);
            if (matchedUpGridElement != null){
                if(!matchedUpGridElement.isHasShortOrder()){
                    Integer downId = matchedUpGridElement.getDownId();
                    GridElement newEntryGrid = GridElement.findById(downId);

                    if (newEntryGrid != null) {

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

                        String quantity = cancelGridElement != null
                                ? cancelGridElement.getShortTraderParam().getQuantity()
                                : config.getBaseQuantity();
                        /**
                         * 看是否有空仓挂单，有就取消
                         */
                        if (cancelGridElement != null && cancelGridElement.isHasShortOrder()) {
                            String shortOrderId = cancelGridElement.getShortOrderId();
                            executor.cancelConditionalOrder(shortOrderId, oid -> {
                                shortEntryTraderIdParam(cancelGridElement, null, false);
                                log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", cancelGridElement.getId(),shortOrderId);
                            });
                        }
//                        log.info("[Gate-4] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
                        if (!newEntryGrid.isHasShortOrder()){
                            BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                            String size = quantity;
                            log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
                                    newEntryGrid.getId(),  size);
                            newEntryGrid.getShortTraderParam().setQuantity(size);
                            placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                                    FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
                        }

                    }
                }
            }
        }
    }

    // ---- 保证金安全阀 ----
    private void handleLongStopLossTriggered(GridElement gridElement) {
        gridElement.setLongStopLossOrderId(null);

    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;
        int gridId = gridElement.getId();
        log.info("[Gate] 多仓止损触发 gridId:{}, 开始追单", gridId);
        int newEntryGridId = gridId + 1;

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

        // [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);
                }
            } else {
                addSize = 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);
        }

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

        // 止损触发时，取消最远的多仓止盈订单
        GridElement farthestLongTp = null;
        for (GridElement e : config.getGridElements()) {
            if (e.getLongTakeProfitOrderId() != null) {
                if (farthestLongTp == null || e.getGridPrice().compareTo(farthestLongTp.getGridPrice()) > 0) {
                    farthestLongTp = e;
                }
            }
        }
        if (farthestLongTp != null) {
            String tpOrderId = farthestLongTp.getLongTakeProfitOrderId();
            GridElement finalFarthestLongTp = farthestLongTp;
            executor.cancelConditionalOrder(tpOrderId, oid -> {
                longTakeProfitTraderIdParam(finalFarthestLongTp, null, false);
                log.info("[Gate] 多仓止损触发, 取消最远止盈 gridId:{}, orderId:{}", finalFarthestLongTp.getId(), tpOrderId);
            });
        }
    }

    private void handleShortStopLossTriggered(GridElement gridElement) {
        gridElement.setShortStopLossOrderId(null);

        int gridId = gridElement.getId();
        log.info("[Gate] 空仓止损触发 gridId:{}, 开始追单", gridId);
        int newEntryGridId = gridId - 1;

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

        // [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);
                }
            } else {
                addSize = 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);
        }




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

        // 止损触发时，取消最远的空仓止盈订单
        GridElement farthestShortTp = null;
        for (GridElement e : config.getGridElements()) {
            if (e.getShortTakeProfitOrderId() != null) {
                if (farthestShortTp == null || e.getGridPrice().compareTo(farthestShortTp.getGridPrice()) < 0) {
                    farthestShortTp = e;
                }
            }
        }
        if (farthestShortTp != null) {
            String tpOrderId = farthestShortTp.getShortTakeProfitOrderId();
            GridElement finalFarthestShortTp = farthestShortTp;
            executor.cancelConditionalOrder(tpOrderId, oid -> {
                shortTakeProfitTraderIdParam(finalFarthestShortTp, null, false);
                log.info("[Gate] 空仓止损触发, 取消最远止盈 gridId:{}, orderId:{}", finalFarthestShortTp.getId(), tpOrderId);
            });
        }
    }

    // ========== 止盈/止损取消辅助方法 ==========

    /**
     * 止盈触发后检查跨度是否达至要求，满足条件则重启策略。
     *
     * <h3>跨度定义</h3>
     * {@code restartGridSpan} 表示多少倍的绝对步长 step（= 短基价 × gridRate）。
     *
     * <h3>判断逻辑</h3>
     * <ol>
     *   <li>多空双边均有持仓：longEntryPrice − shortEntryPrice > span × step</li>
     *   <li>仅持多仓：currentPrice − longEntryPrice > span × step</li>
     *   <li>仅持空仓：shortEntryPrice − currentPrice > span × step</li>
     * </ol>
     * restartGridSpan=0 时禁用此功能。重启复用仓位归零模式：取消全部条件单 → 平仓 → 延迟启动。
     */
    private void checkLastTakeProfitAndRestart() {
        int span = config.getRestartGridSpan();
        if (span <= 0) {
            return;
        }

        // 检查是否还有剩余止盈单，只有多空止盈全部清空才继续
        if (GridElement.getLongTakeProfitCount() > 0 || GridElement.getShortTakeProfitCount() > 0) {
            log.info("[Gate] 尚有未触发止盈单, 暂不检查跨度重启 longTpCount:{}, shortTpCount:{}",
                    GridElement.getLongTakeProfitCount(), GridElement.getShortTakeProfitCount());
            return;
        }

        BigDecimal step = config.getStep();
        if (step == null || step.compareTo(BigDecimal.ZERO) == 0) {
            return;
        }
        BigDecimal threshold = step.multiply(new BigDecimal(span));

        BigDecimal currentPrice = lastKlinePrice;
        if (currentPrice == null || currentPrice.compareTo(BigDecimal.ZERO) == 0) {
            return;
        }

        // 查交易所获取最新持仓均价和持仓量，不用本地缓存避免 WS 时序竞态
        Position longPos = queryPosition(Position.ModeEnum.DUAL_LONG);
        Position shortPos = queryPosition(Position.ModeEnum.DUAL_SHORT);
        boolean hasLong = longPos != null && Math.abs(Integer.parseInt(longPos.getSize())) > 0;
        boolean hasShort = shortPos != null && Math.abs(Integer.parseInt(shortPos.getSize())) > 0;
        BigDecimal longAvgPrice = (longPos != null && longPos.getEntryPrice() != null)
                ? new BigDecimal(longPos.getEntryPrice()) : BigDecimal.ZERO;
        BigDecimal shortAvgPrice = (shortPos != null && shortPos.getEntryPrice() != null)
                ? new BigDecimal(shortPos.getEntryPrice()) : BigDecimal.ZERO;

        boolean shouldRestart = false;
        String reason = "";

        if (hasLong && hasShort) {
            // 多空双边持仓：|多均价 − 空均价| > span × step
            BigDecimal gap = shortAvgPrice.subtract(longAvgPrice);
            if (gap.compareTo(threshold) >= 0) {
                shouldRestart = true;
                reason = StrUtil.format("双边跨度 |多均价:{} − 空均价:{}| = {} >= {} (span:{}×step:{})",
                        longAvgPrice, shortAvgPrice, gap, threshold, span, step);
            }
        } else if (hasLong) {
            // 仅持多仓：当前价 − 多均价 > span × step
            BigDecimal gap = currentPrice.subtract(longAvgPrice);
            if (gap.compareTo(threshold) >= 0) {
                shouldRestart = true;
                reason = StrUtil.format("多仓跨度 当前价:{} − 多均价:{} = {} > {} (span:{}×step:{})",
                        currentPrice, longAvgPrice, gap, threshold, span, step);
            }
        } else if (hasShort) {
            // 仅持空仓：空均价 − 当前价 > span × step
            BigDecimal gap = shortAvgPrice.subtract(currentPrice);
            if (gap.compareTo(threshold) >= 0) {
                shouldRestart = true;
                reason = StrUtil.format("空仓跨度 空均价:{} − 当前价:{} = {} > {} (span:{}×step:{})",
                        shortAvgPrice, currentPrice, gap, threshold, span, step);
            }
        }

        if (shouldRestart) {
            log.info("[Gate] 跨度已达要求 → {}，最后一个止盈触发策略重启", reason);
            try {
                futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
            } catch (ApiException ex) {
                log.warn("[Gate] 重启前清理条件单失败", ex);
            }
            closeExistingPositions();
            state = StrategyState.STOPPED;
            executor.submitTask(() -> {
                try { Thread.sleep(3000); } catch (InterruptedException ex) { Thread.currentThread().interrupt(); }
                startGrid();
            });
        }
    }

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

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

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

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

    // ========== 止损追单 ==========

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

        int interval  = 1;
        if (furthestSlId == 0) {
            furthestSlId = gridId;
            interval = 2;
        }
        int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
        log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
        for (int i = 0; i < stopLossCount; i++) {
            int newSlId = furthestSlId - i - interval;
            GridElement elem = GridElement.findById(newSlId);
            if (elem == null) {
                continue;
            }
            BigDecimal triggerPrice = elem.getGridPrice();
            int finalSlId = newSlId;
            executor.placeTakeProfit(
                    triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    ORDER_TYPE_CLOSE_LONG,
                    negate(config.getQuantity()),
                    profitId -> {
                        elem.setLongStopLossOrderId(profitId);
                        GridElement.refreshIndices();
                        log.info("[Gate] 多仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
                    }
            );
        }
    }

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

        int interval  = 1;
        if (furthestSlId == 0) {
            furthestSlId = gridId;
            interval = 2;
        }
        int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
        log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
        for (int i = 0; i < stopLossCount; i++) {
            int newSlId = furthestSlId + i + interval;
            GridElement elem = GridElement.findById(newSlId);
            if (elem == null) {
                continue;
            }
            BigDecimal triggerPrice = elem.getGridPrice();
            int finalSlId = newSlId;
            executor.placeTakeProfit(
                    triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    ORDER_TYPE_CLOSE_SHORT,
                    config.getQuantity(),
                    profitId -> {
                        elem.setShortStopLossOrderId(profitId);
                        GridElement.refreshIndices();
                        log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
                    }
            );
        }
    }

    // ---- 工具 ----

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

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

    /**
@@ -495,6 +1719,9 @@

    /**
     * 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
@@ -504,11 +1731,20 @@
        return lastKlinePrice;
    }

    /** @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; }
}