feat(gate): 添加超额止盈功能配置选项

Administrator

2026-08-12 bb0263cbffa0d282ea60a6d24647f78d6b7bcb9d

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

@@ -376,6 +376,8 @@
     */
    public void onKline(BigDecimal closePrice) {

//        log.info("当前价：{}", closePrice);

        lastKlinePrice = closePrice;

        //初始化0位置的开仓，并且用空的开仓价格，作为价格基准来划分网格
@@ -423,7 +425,7 @@
    }

    /** Gate 永续合约 taker 费率 0.05% */
    private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.0005");
    private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.001");
    private void checkProfitAndReset() {
        if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
            return;
@@ -433,12 +435,28 @@
            BigDecimal target = initialPrincipal.add(config.getExpectedProfit());

            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            BigDecimal totalEquity = new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl()));
            // 预估平仓手续费 = 持仓量 × 合约乘数 × 入场价 × taker费率
            BigDecimal multiplier = config.getContractMultiplier();
            BigDecimal longCloseFee = BigDecimal.ZERO;
            if (longPositionSize.compareTo(BigDecimal.ZERO) > 0 && longEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
                longCloseFee = longPositionSize.multiply(multiplier).multiply(longEntryPrice).multiply(TAKER_FEE_RATE);
            }
            BigDecimal shortCloseFee = BigDecimal.ZERO;
            if (shortPositionSize.compareTo(BigDecimal.ZERO) > 0 && shortEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
                shortCloseFee = shortPositionSize.multiply(multiplier).multiply(shortEntryPrice).multiply(TAKER_FEE_RATE);
            }
            BigDecimal estimatedCloseFee = longCloseFee.add(shortCloseFee);

            BigDecimal totalEquity = new BigDecimal(account.getTotal())
                    .add(new BigDecimal(account.getUnrealisedPnl()))
                    .subtract(estimatedCloseFee);

            if (totalEquity.compareTo(target) > 0) {
                currentRound++;
                int maxRounds = config.getRounds();
                log.info("[Gate] 盈亏达标(净权益{}>目标{})，第{}轮完成", totalEquity, target, currentRound);
                log.info("[Gate] 盈亏达标(净权益{}→含手续费-{}=实际{}>目标{})，第{}轮完成",
                        new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl())),
                        estimatedCloseFee, totalEquity, target, currentRound);

                if (maxRounds > 0 && currentRound >= maxRounds) {
                    log.info("[Gate] 已达到运行轮数上限({})，策略停止", maxRounds);
@@ -620,32 +638,12 @@
            return;
        }

//        // [Gate-需求1] 多仓止盈触发：清空止盈状态 + 取消最近多仓止损
//        GridElement longTpElem = GridElement.findByLongTakeProfitOrderId(orderId);
//        if (longTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
//            longTakeProfitTraderIdParam(longTpElem, null, false);
////            log.info("[Gate] 多仓止盈触发 gridId:{}, orderId:{}", longTpElem.getId(), orderId);
////            cancelNearestLongStopLoss();
//            return;
//        }
//        // [Gate-需求1] 空仓止盈触发：清空止盈状态 + 取消最近空仓止损
//        GridElement shortTpElem = GridElement.findByShortTakeProfitOrderId(orderId);
//        if (shortTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
//            shortTakeProfitTraderIdParam(shortTpElem, null, false);
////            log.info("[Gate] 空仓止盈触发 gridId:{}, orderId:{}", shortTpElem.getId(), orderId);
////            cancelNearestShortStopLoss();
////            checkLastTakeProfitAndRestart();
//            return;
//        }

        GridElement longStopLossElem = GridElement.findByLongStopLossOrderId(orderId);
//        if (longStopLossElem != null && longPositionSize.compareTo(BigDecimal.ZERO) > 0 && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
        if (longStopLossElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
            handleLongStopLossTriggered(longStopLossElem, orderId);
            return;
        }
        GridElement shortStopLossElem = GridElement.findByShortStopLossOrderId(orderId);
//        if (shortStopLossElem != null && shortPositionSize.compareTo(BigDecimal.ZERO) > 0 && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
        if (shortStopLossElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
            handleShortStopLossTriggered(shortStopLossElem, orderId);
            return;
@@ -667,67 +665,20 @@
                }
                shortGridElement.setExtendStopLossInProgress(true);

                accumulatedShortLossCount = 0;
                lastShortStopLossGridId = Integer.MAX_VALUE;
                // [Gate-需求2] 加仓后先撤空仓所有止盈+止损，再查交易所持仓后重挂
                cancelAllShortTakeProfitsAndStopLosses();
                // REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
                int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
                extendShortStopLoss(posSize, shortGridElement.getId());
                // [Gate] 止盈挂单：超出基础仓位的部分，挂在多仓第一止损位
                if (config.isPlaceExcessTakeProfit()) {
                    placeExcessTakeProfit(posSize, false);
                }
                log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

//                int tpGridId = 0;
//                GridElement tpElem = GridElement.findById(tpGridId);
//                // 已有止盈单先取消再重挂
//                String existingShortTpId = tpElem.getShortTakeProfitOrderId();
//                if (existingShortTpId != null) {
//                    executor.cancelConditionalOrder(existingShortTpId, oid -> {
//                        shortTakeProfitTraderIdParam(tpElem, null, false);
//                        log.info("[Gate] 空仓止盈取消(gridId:{})，准备重挂", tpGridId);
//                    });
//                }
//                BigDecimal tpPrice = tpElem.getGridPrice();
//                int finalTpGridId = tpGridId;
//                executor.placeTakeProfit(
//                        tpPrice,
//                        FuturesPriceTrigger.RuleEnum.NUMBER_2,
//                        ORDER_TYPE_CLOSE_SHORT,
//                        config.getQuantity(),
//                        profitId -> {
//                            shortTakeProfitTraderIdParam(tpElem, profitId, true);
//                            log.info("[Gate] 空仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
//                                    finalTpGridId, tpPrice, profitId);
//                        }
//                );

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

            }
        }
        GridElement longGridElement = GridElement.findByLongOrderId(orderId);
@@ -747,67 +698,18 @@
                }
                longGridElement.setExtendStopLossInProgress(true);

                accumulatedLongLossCount = 0;
                lastLongStopLossGridId = Integer.MAX_VALUE;
                // [Gate-需求2] 加仓后先撤多仓所有止盈+止损，再查交易所持仓后重挂
                cancelAllLongTakeProfitsAndStopLosses();
                // REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
                int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
                extendLongStopLoss(posSize, longGridElement.getId());
                // [Gate] 止盈挂单：超出基础仓位的部分，挂在空仓第一止损位
                if (config.isPlaceExcessTakeProfit()) {
                    placeExcessTakeProfit(posSize, true);
                }
                log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

//                int tpGridId = 0;
//                GridElement tpElem = GridElement.findById(tpGridId);
//                // 已有止盈单先取消再重挂
//                String existingLongTpId = tpElem.getLongTakeProfitOrderId();
//                if (existingLongTpId != null) {
//                    executor.cancelConditionalOrder(existingLongTpId, oid -> {
//                        longTakeProfitTraderIdParam(tpElem, null, false);
//                        log.info("[Gate] 多仓止盈取消(gridId:{})，准备重挂", tpGridId);
//                    });
//                }
//                BigDecimal tpPrice = tpElem.getGridPrice();
//                int finalTpGridId = tpGridId;
//                executor.placeTakeProfit(
//                        tpPrice,
//                        FuturesPriceTrigger.RuleEnum.NUMBER_1,
//                        ORDER_TYPE_CLOSE_LONG,
//                        negate(config.getQuantity()),
//                        profitId -> {
//                            longTakeProfitTraderIdParam(tpElem, profitId, true);
//                            log.info("[Gate] 多仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
//                                    finalTpGridId, tpPrice, profitId);
//                        }
//                );

                // 多仓止盈：超额部分挂止盈，从entry网格向上逐个挂
//                int longBaseQty = Integer.parseInt(config.getBaseQuantity());
//                int longGridQty = Integer.parseInt(config.getQuantity());
//                int longTpCount = posSize > longBaseQty ? (posSize - longBaseQty) / longGridQty : 0;
//
//                int tpSpan = config.getTakeProfitGridSpan();
//                for (int i = 0; i < longTpCount; i++) {
//                    int tpGridId = longGridElement.getId() + tpSpan * (i + 1);
//                    GridElement tpElem = GridElement.findById(tpGridId);
//                    // 用 takeProfitPlaced 做同步标记，避免异步回调未执行时重复挂单
//                    if (tpElem == null || tpElem.getLongTraderParam().isTakeProfitPlaced()) {
//                        continue;
//                    }
//                    tpElem.getLongTraderParam().setTakeProfitPlaced(true);
//                    BigDecimal tpPrice = tpElem.getGridPrice();
//                    int finalTpGridId = tpGridId;
//                    executor.placeTakeProfit(
//                            tpPrice,
//                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
//                            ORDER_TYPE_CLOSE_LONG,
//                            negate(config.getQuantity()),
//                            profitId -> {
//                                longTakeProfitTraderIdParam(tpElem, profitId, true);
//                                log.info("[Gate] 多仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
//                                        finalTpGridId, tpPrice, profitId);
//                            }
//                    );
//                }
            }
        }
    }
@@ -1254,8 +1156,22 @@

                    if (newEntryGrid != null) {

//                        String quantity = String.valueOf((accumulatedLongLossCount + 1) * Integer.parseInt(config.getQuantity()));
                        String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
//                        String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
                        String quantity = String.valueOf(config.getBaseQuantity());
                        // 向下检查是否已有多单挂在更低价格网格，有则跳过（防止价格回升后重复挂单）
                        boolean hasLongOrderBelow = false;
                        GridElement checkDownCursor = GridElement.findById(newEntryGrid.getDownId());
                        while (checkDownCursor != null) {
                            if (checkDownCursor.isHasLongOrder()) {
                                hasLongOrderBelow = true;
                                log.info("[Gate] 多仓仓位归零 gridId:{}, 下方gridId:{}已有多单, 跳过本次挂单",
                                        newEntryGrid.getId(), checkDownCursor.getId());
                                break;
                            }
                            Integer nextDownId = checkDownCursor.getDownId();
                            checkDownCursor = nextDownId != null ? GridElement.findById(nextDownId) : null;
                        }

                        // 向上遍历取消所有遗留多单（跳过基础入场网格0）
                        GridElement cancelCursor = GridElement.findById(newEntryGrid.getUpId());
                        while (cancelCursor != null) {
@@ -1272,7 +1188,7 @@
                            cancelCursor = nextUpId != null ? GridElement.findById(nextUpId) : null;
                        }
//                        log.info("[Gate-2] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
                        if (!newEntryGrid.isHasLongOrder()) {
                        if (!newEntryGrid.isHasLongOrder() && !hasLongOrderBelow) {
                            BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                            String size = quantity;
                            log.info("[Gate] 多仓仓位归零 gridId:{}, 挂{}基础张多单",
@@ -1311,7 +1227,22 @@
                    if (newEntryGrid != null) {

//                        String quantity = String.valueOf((accumulatedShortLossCount + 1) * Integer.parseInt(config.getQuantity()));
                        String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
//                        String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
                        String quantity = String.valueOf(config.getBaseQuantity());
                        // 向上检查是否已有空单挂在更高价格网格，有则跳过（防止价格回落后重复挂单）
                        boolean hasShortOrderAbove = false;
                        GridElement checkUpCursor = GridElement.findById(newEntryGrid.getUpId());
                        while (checkUpCursor != null) {
                            if (checkUpCursor.isHasShortOrder()) {
                                hasShortOrderAbove = true;
                                log.info("[Gate] 空仓仓位归零 gridId:{}, 上方gridId:{}已有空单, 跳过本次挂单",
                                        newEntryGrid.getId(), checkUpCursor.getId());
                                break;
                            }
                            Integer nextUpId = checkUpCursor.getUpId();
                            checkUpCursor = nextUpId != null ? GridElement.findById(nextUpId) : null;
                        }

                        // 向下遍历取消所有遗留空单（跳过基础入场网格0）
                        GridElement cancelCursor = GridElement.findById(newEntryGrid.getDownId());
                        while (cancelCursor != null) {
@@ -1328,7 +1259,7 @@
                            cancelCursor = nextDownId != null ? GridElement.findById(nextDownId) : null;
                        }
//                        log.info("[Gate-4] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
                        if (!newEntryGrid.isHasShortOrder()){
                        if (!newEntryGrid.isHasShortOrder() && !hasShortOrderAbove){
                            BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                            String size = quantity;
                            log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
@@ -1344,13 +1275,76 @@
        }
    }

    // ========== 加仓计算 ==========

    /**
     * 根据 {@code stopLossCountMode} 计算当前有效的止损次数。
     * <ul>
     *   <li>{@code "single"}（单向）：返回该方向的累计止损次数</li>
     *   <li>{@code "dual"}（双向）：返回多空双向累计总次数</li>
     * </ul>
     *
     * @param isLong {@code true}=多仓方向，{@code false}=空仓方向
     * @return 有效止损次数
     */
    private int getEffectiveStopLossCount(boolean isLong) {
        if ("single".equals(config.getStopLossCountMode())) {
            return isLong ? accumulatedLongLossCount : accumulatedShortLossCount;
        }
        // "dual" — 双向总次数
        return accumulatedLongLossCount + accumulatedShortLossCount;
    }

    /**
     * 根据加仓配置计算止损追单时的实际下单量。
     * <p>公式：</p>
     * <pre>
     * divisor = addPositionInterval + 1
     * addMultiplier = floor(effectiveStopLossCount / divisor)
     * addQty = addMultiplier × addPositionQuantity
     * finalQty = min(baseQuantity + addQty, maxPositionPerSide > 0 ? maxPositionPerSide : ∞)
     * </pre>
     *
     * @param isLong {@code true}=多仓方向，{@code false}=空仓方向
     * @return 实际下单张数（字符串）
     */
    private String calculateEntryQuantity(boolean isLong) {
        int baseQty = Integer.parseInt(config.getBaseQuantity());
        int interval = config.getAddPositionInterval();
        int addQtyPerUnit = config.getAddPositionQuantity();
        int maxPerSide = config.getMaxPositionPerSide();

        int effectiveCount = getEffectiveStopLossCount(isLong);
        int startThreshold = config.getAddPositionStartThreshold();
        if (startThreshold > 0) {
            effectiveCount = Math.max(0, effectiveCount - startThreshold);
        }
        // divisor = interval + 1：interval=0→每次加仓, interval=1→每2次加仓(2,4,6...), interval=3→每4次加仓(4,8,12...)
        int divisor = interval + 1;
        int addMultiplier = interval >= 0 ? effectiveCount / divisor : 0;
        int addQty = addMultiplier * addQtyPerUnit;
        int totalQty = baseQty + addQty;

        if (maxPerSide > 0 && totalQty > maxPerSide) {
            totalQty = maxPerSide;
        }

        return String.valueOf(totalQty);
    }

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

        int gridId = gridElement.getId();
        boolean sameGrid = (gridId == lastLongStopLossGridId);
        accumulatedLongLossCount++;
        if (sameGrid) {
            log.info("[Gate] 多仓止损触发 同网格, 忽略");
            return;
        }

        lastLongStopLossGridId = gridId;

        accumulatedLongLossCount++;
        log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
                gridId, accumulatedLongLossCount, sameGrid ? "(同网格)" : "");
        int newEntryGridId = gridId + 1;
@@ -1364,30 +1358,12 @@

        // 止损追单：同一网格可有多笔挂单，不判断 isHasLongOrder，直接挂单
        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
        int maxPos = config.getMaxPositionSize();
        int targetAmount = sameGrid ? Integer.parseInt(config.getQuantity()) : (accumulatedLongLossCount + 1) * Integer.parseInt(config.getQuantity());
        int addSize;
        if (maxPos > 0) {
            int remainingRoom = maxPos - posSize;
            if (remainingRoom <= 0) {
                log.warn("[Gate] 多仓止损触发 gridId:{}, 当前持仓{}/{}已达上限，跳过追单",
                        gridId, posSize, maxPos);
                addSize = 0;
            } else {
                addSize = 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:{}, 止损次数:{}, 在gridId:{}补{}张多单(当前{}/上限{})",
                    gridId, accumulatedLongLossCount, newEntryGridId, size, posSize, maxPos > 0 ? maxPos : "无");
            newEntryGrid.getLongTraderParam().setQuantity(size);
            placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
        }
        String size = calculateEntryQuantity(true);
        log.info("[Gate] 多仓止损追单 有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}",
                getEffectiveStopLossCount(true), config.getBaseQuantity(), size, config.getStopLossCountMode());
        newEntryGrid.getLongTraderParam().setQuantity(size);
        placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                FuturesPriceTrigger.RuleEnum.NUMBER_1, size);

        // 取消 gridId+2 位置的所有多单
        int cancelGridId = gridId + 2;
@@ -1401,23 +1377,6 @@
            }
        }

//        // 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, String orderId) {
@@ -1425,8 +1384,12 @@

        int gridId = gridElement.getId();
        boolean sameGrid = (gridId == lastShortStopLossGridId);
        accumulatedShortLossCount++;
        if (sameGrid) {
            log.info("[Gate] 空仓止损触发 同网格, 忽略");
            return;
        }
        lastShortStopLossGridId = gridId;
        accumulatedShortLossCount++;
        log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
                gridId, accumulatedShortLossCount, sameGrid ? "(同网格)" : "");
        int newEntryGridId = gridId - 1;
@@ -1440,30 +1403,12 @@

        // 止损追单：同一网格可有多笔挂单，不判断 isHasShortOrder，直接挂单
        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
        int maxPos = config.getMaxPositionSize();
        int targetAmount = sameGrid ? Integer.parseInt(config.getQuantity()) : (accumulatedShortLossCount + 1) * Integer.parseInt(config.getQuantity());
        int addSize;
        if (maxPos > 0) {
            int remainingRoom = maxPos - posSize;
            if (remainingRoom <= 0) {
                log.warn("[Gate] 空仓止损触发 gridId:{}, 当前持仓{}/{}已达上限，跳过追单",
                        gridId, posSize, maxPos);
                addSize = 0;
            } else {
                addSize = 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:{}, 止损次数:{}, 在gridId:{}补{}张空单(当前{}/上限{})",
                    gridId, accumulatedShortLossCount, newEntryGridId, size, posSize, maxPos > 0 ? maxPos : "无");
            newEntryGrid.getShortTraderParam().setQuantity(size);
            placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
        }
        String size = calculateEntryQuantity(false);
        log.info("[Gate] 空仓止损追单 有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}",
                getEffectiveStopLossCount(false), config.getBaseQuantity(), size, config.getStopLossCountMode());
        newEntryGrid.getShortTraderParam().setQuantity(size);
        placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));

        // 取消 gridId-2 位置的所有空单
        int cancelGridId = gridId - 2;
@@ -1476,24 +1421,6 @@
                });
            }
        }

//        // 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 ==========
@@ -2043,4 +1970,130 @@
    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; }

    // ========== 止损查表辅助方法 ==========

    /** 找到第一个有多仓止损单的网格（首个匹配即返回） */
    private GridElement findFirstLongStopLossGrid() {
        for (GridElement e : config.getGridElements()) {
            if (!e.getLongStopLossOrderIds().isEmpty()) return e;
        }
        return null;
    }

    /** 找到第一个有空仓止损单的网格（首个匹配即返回） */
    private GridElement findFirstShortStopLossGrid() {
        for (GridElement e : config.getGridElements()) {
            if (!e.getShortStopLossOrderIds().isEmpty()) return e;
        }
        return null;
    }

    /**
     * 挂单成交后，将超出基础仓位的部分挂止盈单，挂在对向仓位的第一止损位上。
     *
     * <p>遍历所有 GridElement，找到对向仓位第一个有止损单的网格作为止盈挂单位置。
     *
     * <p>例：空仓成交后持仓 8 张，基础 4 张 → 超出 4 张，
     * 找到多仓第一止损位（如 gridId=-2）→ 在该位置挂空仓止盈单。
     *
     * @param posSize  当前总持仓张数
     * @param isLong   true=多仓成交，false=空仓成交
     */
    private void placeExcessTakeProfit(int posSize, boolean isLong) {
        int baseQty = Integer.parseInt(config.getBaseQuantity());
        int excessQty = posSize - baseQty;
        if (excessQty <= 0) {
            return;
        }

        // 遍历找到对向仓位第一个有止损单的网格
        GridElement tpElem = isLong ? findFirstShortStopLossGrid() : findFirstLongStopLossGrid();
        if (tpElem == null) {
            log.warn("[Gate] {}止盈挂单失败：未找到对向仓止损位", isLong ? "多仓" : "空仓");
            return;
        }
        int tpGridId = tpElem.getId();

        BigDecimal triggerPrice = tpElem.getGridPrice();
        String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
        // 多仓止盈：价格≥触发价时平仓(NUMBER_1)；空仓止盈：价格≤触发价时平仓(NUMBER_2)
        FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
                : FuturesPriceTrigger.RuleEnum.NUMBER_2;
        String size = isLong ? negate(String.valueOf(excessQty)) : String.valueOf(excessQty);

//        if (isLong && tpElem.getLongTakeProfitOrderId() != null) {
//            executor.cancelConditionalOrder(tpElem.getLongTakeProfitOrderId(), oid -> {
//                longTakeProfitTraderIdParam(tpElem, null, false);
//                log.info("[Gate] 取消旧止盈, gridId:{}, orderId:{}", tpGridId, oid);
//            });
//        } else if (!isLong && tpElem.getShortTakeProfitOrderId() != null) {
//            executor.cancelConditionalOrder(tpElem.getShortTakeProfitOrderId(), oid -> {
//                shortTakeProfitTraderIdParam(tpElem, null, false);
//                log.info("[Gate] 取消旧止盈, gridId:{}, orderId:{}", tpGridId, oid);
//            });
//        }

        String finalSize = size;
        int finalTpGridId = tpGridId;
        executor.placeTakeProfit(triggerPrice, rule, orderType, size,
                profitId -> {
                    if (isLong) {
                        longTakeProfitTraderIdParam(tpElem, profitId, true);
                    } else {
                        shortTakeProfitTraderIdParam(tpElem, profitId, true);
                    }
                    log.info("[Gate] {}止盈挂单, gridId:{}, 触发价:{}, 数量:{}, takeProfitId:{}",
                            isLong ? "多仓" : "空仓", finalTpGridId, triggerPrice, finalSize, profitId);
                }
        );
    }

    /**
     * 在指定网格挂一笔对手止盈单（非满仓超额止盈，挂在止损触发位的下一格）。
     */
    private void placeTakeProfitAtGrid(GridElement tpElem, boolean isLong, int qty, int times) {
        BigDecimal triggerPrice = tpElem.getGridPrice();
        String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
        FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
                : FuturesPriceTrigger.RuleEnum.NUMBER_2;
        String size = isLong ? negate(String.valueOf(qty)) : String.valueOf(qty);
        int gridId = tpElem.getId();
        executor.placeTakeProfit(triggerPrice, rule, orderType, size,
                profitId -> {
                    if (isLong) {
                        longTakeProfitTraderIdParam(tpElem, profitId, true);
                    } else {
                        shortTakeProfitTraderIdParam(tpElem, profitId, true);
                    }
                    log.info("[Gate] 止损{}→对手超额止盈 gridId:{}, 量:{}, tpId:{}", times, gridId, qty, profitId);
                }
        );
    }

    /**
     * 挂对手盘止盈单：在对向仓位第一止损位挂止盈。
     * @param isLong true=挂多仓止盈(对空仓), false=挂空仓止盈(对多仓)
     */
    private void placeOpponentTakeProfit(boolean isLong, int tpQty, int times, int gridId) {
        GridElement tpElem = GridElement.findById(isLong ? gridId + 1 : gridId - 1);
        if (tpElem == null) {
            log.warn("[Gate] 对手止盈挂单失败：未找到止损位");
            return;
        }
        int tpGridId = tpElem.getId();
        BigDecimal triggerPrice = tpElem.getGridPrice();
        String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
        FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
                : FuturesPriceTrigger.RuleEnum.NUMBER_2;
        String size = isLong ? negate(String.valueOf(tpQty)) : String.valueOf(tpQty);
        executor.placeTakeProfit(triggerPrice, rule, orderType, size,
                profitId -> {
                    if (isLong) longTakeProfitTraderIdParam(tpElem, profitId, true);
                    else        shortTakeProfitTraderIdParam(tpElem, profitId, true);
                    log.info("[Gate] 止损次数{}→对手{}止盈 gridId:{}, 量:{}, tpId:{}",
                            times, isLong ? "多仓" : "空仓", tpGridId, size, profitId);
                }
        );
    }
}