refactor(gateApi): 优化止损订单管理逻辑

Administrator

2026-07-13 bfdc12228b83caa6f9f42411ab80d3832440cf08

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

@@ -1,4 +1,4 @@
package com.xcong.excoin.modules.gateApi;
package com.xcong.excoin.modules.gateApi;

import cn.hutool.core.collection.CollUtil;
import cn.hutool.core.util.StrUtil;
@@ -411,6 +411,9 @@
    /** Gate 永续合约 taker 费率 0.05% */
    private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.0005");
    private void checkProfitAndReset() {
        if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
            return;
        }
        try {

            BigDecimal target = initialPrincipal.add(config.getExpectedProfit());
@@ -588,21 +591,20 @@
            return;
        }

        // [Gate-需求1] 多仓止盈触发：清空止盈状态 + 取消最远多仓止损 + 检查是否最后一个止盈
        // [Gate-需求1] 多仓止盈触发：清空止盈状态 + 取消最近多仓止损
        GridElement longTpElem = GridElement.findByLongTakeProfitOrderId(orderId);
        if (longTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
            longTakeProfitTraderIdParam(longTpElem, null, false);
            log.info("[Gate] 多仓止盈触发 gridId:{}, orderId:{}", longTpElem.getId(), orderId);
            cancelFarthestLongStopLoss();
//            checkLastTakeProfitAndRestart();
            cancelNearestLongStopLoss();
            return;
        }
        // [Gate-需求1] 空仓止盈触发：清空止盈状态 + 取消最远空仓止损 + 检查是否最后一个止盈
        // [Gate-需求1] 空仓止盈触发：清空止盈状态 + 取消最近空仓止损
        GridElement shortTpElem = GridElement.findByShortTakeProfitOrderId(orderId);
        if (shortTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
            shortTakeProfitTraderIdParam(shortTpElem, null, false);
            log.info("[Gate] 空仓止盈触发 gridId:{}, orderId:{}", shortTpElem.getId(), orderId);
            cancelFarthestShortStopLoss();
            cancelNearestShortStopLoss();
//            checkLastTakeProfitAndRestart();
            return;
        }
@@ -630,8 +632,31 @@
                // 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);

//                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());
@@ -640,23 +665,18 @@
                    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();
                            }
                        }
                    }
//                    // 找多仓第一个（最近的）止损位置
//                    int firstLongSlId = 0;
//                    for (GridElement e : config.getGridElements()) {
//                        if (e.hasLongStopLossOrders()) {
//                            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
                        }
                        int tpGridId = shortGridElement.getId() - 2 * (i + 1);
                        GridElement tpElem = GridElement.findById(tpGridId);
                        if (tpElem == null || tpElem.getShortTakeProfitOrderId() != null) {
                            continue;
@@ -689,8 +709,31 @@
                // 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);

//                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());
@@ -699,23 +742,18 @@
                    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();
                            }
                        }
                    }
//                    // 找空仓第一个（最近的）止损位置
//                    int firstShortSlId = 0;
//                    for (GridElement e : config.getGridElements()) {
//                        if (e.hasShortStopLossOrders()) {
//                            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
                        }
                        int tpGridId = longGridElement.getId() + 2 * (i + 1);
                        GridElement tpElem = GridElement.findById(tpGridId);
                        if (tpElem == null || tpElem.getLongTakeProfitOrderId() != null) {
                            continue;
@@ -815,6 +853,43 @@
            baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
            baseGridElement.setHasShortOrder(true);

//            // 空仓止损对应的多仓止盈：多仓止盈挂在ID=3
//            int tpGridIdLong = 3;
//            GridElement tpElemLong = GridElement.findById(tpGridIdLong);
//            BigDecimal triggerPriceLong = tpElemLong.getGridPrice();
//            String sizeLong = config.getBaseQuantity();
//            executor.placeTakeProfit(
//                    triggerPriceLong,
//                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
//                    ORDER_TYPE_CLOSE_LONG,
//                    negate(sizeLong),
//                    profitId -> {
//                        tpElemLong.setLongTakeProfitOrderId(profitId);
//                        GridElement.refreshIndices();
//                        log.info("[Gate] 多仓止盈已挂(gridId:{}多止盈), 触发价:{}, takeProfitId:{}",
//                                tpGridIdLong, triggerPriceLong, profitId);
//                    }
//            );
//
//
//            // 多仓止损对应的空仓止盈：空仓止盈挂在ID=-3
//            int tpGridIdShort = -3;
//            GridElement tpElemShort = GridElement.findById(tpGridIdShort);
//            BigDecimal triggerPriceShort = tpElemShort.getGridPrice();
//            String sizeShort = config.getBaseQuantity();
//            executor.placeTakeProfit(
//                    triggerPriceShort,
//                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
//                    ORDER_TYPE_CLOSE_SHORT,
//                    sizeShort,
//                    profitId -> {
//                        tpElemShort.setShortTakeProfitOrderId(profitId);
//                        GridElement.refreshIndices();
//                        log.info("[Gate] 空仓止盈已挂(gridId:{}空止盈), 触发价:{}, takeProfitId:{}",
//                                tpGridIdShort, triggerPriceShort, profitId);
//                    }
//            );

//            int shortTime = 2;
//            GridElement elemShort = GridElement.findById(shortTime);
//            if (elemShort != null) {
@@ -826,7 +901,7 @@
//                        ORDER_TYPE_CLOSE_SHORT,
//                        size,
//                        profitId -> {
//                            elemShort.setShortStopLossOrderId(profitId);
//                            elemShort.addShortStopLossOrderId(profitId);
//                            GridElement.refreshIndices();
//                            log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", shortTime, triggerPrice, profitId);
//                        }
@@ -845,7 +920,7 @@
//                        ORDER_TYPE_CLOSE_LONG,
//                        negate(size),
//                        profitId -> {
//                            elemLong.setLongStopLossOrderId(profitId);
//                            elemLong.addLongStopLossOrderId(profitId);
//                            GridElement.refreshIndices();
//                            log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", longTime, triggerPrice, profitId);
//                        }
@@ -867,12 +942,13 @@
                        ORDER_TYPE_CLOSE_SHORT,
                        size,
                        profitId -> {
                            elem.setShortStopLossOrderId(profitId);
                            elem.addShortStopLossOrderId(profitId);
                            GridElement.refreshIndices();
                            log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                        }
                );
            }



            int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
@@ -890,14 +966,14 @@
                        ORDER_TYPE_CLOSE_LONG,
                        negate(size),
                        profitId -> {
                            elem.setLongStopLossOrderId(profitId);
                            elem.addLongStopLossOrderId(profitId);
                            GridElement.refreshIndices();
                            log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                        }
                );
            }

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

            state = StrategyState.ACTIVE;
        }
@@ -1214,10 +1290,11 @@
    }

    private void handleLongStopLossTriggered(GridElement gridElement) {
        gridElement.setLongStopLossOrderId(null);
        gridElement.clearLongStopLossOrderIds();

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

        GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1234,7 +1311,13 @@
            // 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
            // 止损阶梯：止损次数≤阈值时挂单量=单笔数量，超过后恢复默认逻辑(quantity*2)
            int targetAmount;
            if (config.getStopLossCount() > 0 && accumulatedLongLossCount <= config.getStopLossCount()) {
                targetAmount = Integer.parseInt(config.getQuantity());
            } else {
                targetAmount = Integer.parseInt(config.getQuantity()) * 2; // quantity + 本次止损量
            }
            int addSize;
            if (maxPos > 0) {
                int remainingRoom = maxPos - posSize;
@@ -1250,8 +1333,8 @@
            }
            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");
                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);
@@ -1289,10 +1372,11 @@
    }

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

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

        GridElement newEntryGrid = GridElement.findById(newEntryGridId);
@@ -1309,7 +1393,13 @@
            // 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
            // 止损阶梯：止损次数≤阈值时挂单量=单笔数量，超过后恢复默认逻辑(quantity*2)
            int targetAmount;
            if (config.getStopLossCount() > 0 && accumulatedShortLossCount <= config.getStopLossCount()) {
                targetAmount = Integer.parseInt(config.getQuantity());
            } else {
                targetAmount = Integer.parseInt(config.getQuantity()) * 2; // quantity + 本次止损量
            }
            int addSize;
            if (maxPos > 0) {
                int remainingRoom = maxPos - posSize;
@@ -1325,8 +1415,8 @@
            }
            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");
                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));
@@ -1462,48 +1552,50 @@
    }

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

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

@@ -1517,11 +1609,10 @@
                e.setLongTakeProfitOrderId(null);
                executor.cancelConditionalOrder(tpId, oid -> {});
            }
            String slId = e.getLongStopLossOrderId();
            if (slId != null) {
                e.setLongStopLossOrderId(null);
            for (String slId : new ArrayList<>(e.getLongStopLossOrderIds())) {
                executor.cancelConditionalOrder(slId, oid -> {});
            }
            e.clearLongStopLossOrderIds();
        }
        GridElement.refreshIndices();
        log.info("[Gate] 已提交取消所有多仓止盈+止损");
@@ -1537,87 +1628,118 @@
                e.setShortTakeProfitOrderId(null);
                executor.cancelConditionalOrder(tpId, oid -> {});
            }
            String slId = e.getShortStopLossOrderId();
            if (slId != null) {
                e.setShortStopLossOrderId(null);
            for (String slId : new ArrayList<>(e.getShortStopLossOrderIds())) {
                executor.cancelConditionalOrder(slId, oid -> {});
            }
            e.clearShortStopLossOrderIds();
        }
        GridElement.refreshIndices();
        log.info("[Gate] 已提交取消所有空仓止盈+止损");
    }

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

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

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

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

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

        int interval  = 1;
        if (furthestSlId == 0) {
            furthestSlId = gridId;
            interval = 2;
    /**
     * 多仓止损追单 — 3 个固定位置，从近到远分配合约。
     * A(gridId-2): (filledQty/qty - 2) 个独立止损单，每个 qty 张
     * B(gridId-3): 1 个止损单，qty 张
     * C(gridId-4): 1 个止损单，qty 张
     * 注意：多仓止损在 gridId 负方向，触发价 ≤ 网格价。
     */
    private void extendLongStopLoss(int filledQty, int gridId) {
        int qty = Integer.parseInt(config.getQuantity());
        int aCount = Math.max(0, filledQty / qty - 2);
        log.info("[Gate] 多仓追挂止损, 成交{}张, gridId:{}, A({})x{}  B({})x1  C({})x1",
                filledQty, gridId, gridId - 2, aCount, gridId - 3, gridId - 4);

        // A 位置：挂 aCount 个独立止损单
        placeStopLossOrders(gridId - 2, aCount, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
                ORDER_TYPE_CLOSE_LONG, true);
        // B 位置：挂 1 个
        placeStopLossOrders(gridId - 3, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
                ORDER_TYPE_CLOSE_LONG, true);
        // C 位置：挂 1 个
        placeStopLossOrders(gridId - 4, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
                ORDER_TYPE_CLOSE_LONG, true);
    }

    /**
     * 空仓止损追单 — 3 个固定位置，从近到远分配合约。
     * A(gridId+2): (filledQty/qty - 2) 个独立止损单，每个 qty 张
     * B(gridId+3): 1 个止损单，qty 张
     * C(gridId+4): 1 个止损单，qty 张
     * 注意：空仓止损在 gridId 正方向，触发价 ≥ 网格价。
     */
    private void extendShortStopLoss(int filledQty, int gridId) {
        int qty = Integer.parseInt(config.getQuantity());
        int aCount = Math.max(0, filledQty / qty - 2);
        log.info("[Gate] 空仓追挂止损, 成交{}张, gridId:{}, A({})x{}  B({})x1  C({})x1",
                filledQty, gridId, gridId + 2, aCount, gridId + 3, gridId + 4);

        // A 位置：挂 aCount 个独立止损单
        placeStopLossOrders(gridId + 2, aCount, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
                ORDER_TYPE_CLOSE_SHORT, false);
        // B 位置：挂 1 个
        placeStopLossOrders(gridId + 3, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
                ORDER_TYPE_CLOSE_SHORT, false);
        // C 位置：挂 1 个
        placeStopLossOrders(gridId + 4, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
                ORDER_TYPE_CLOSE_SHORT, false);
    }

    /**
     * 在指定网格位置挂 count 个独立止损单，每个 size 张。
     */
    private void placeStopLossOrders(int gridId, int count, int qty,
                                      FuturesPriceTrigger.RuleEnum rule,
                                      String orderType, boolean isLong) {
        if (count <= 0) {
            return;
        }
        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;
        GridElement elem = GridElement.findById(gridId);
        if (elem == null) {
            log.warn("[Gate] 止损挂单位置不存在, gridId:{}", gridId);
            return;
        }
        BigDecimal triggerPrice = elem.getGridPrice();
        for (int i = 0; i < count; i++) {
            String size = isLong ? negate(String.valueOf(qty)) : String.valueOf(qty);
            int finalGridId = gridId;
            int finalI = i;
            executor.placeTakeProfit(
                    triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    ORDER_TYPE_CLOSE_SHORT,
                    config.getQuantity(),
                    triggerPrice, rule, orderType, size,
                    profitId -> {
                        elem.setShortStopLossOrderId(profitId);
                        if (isLong) {
                            elem.addLongStopLossOrderId(profitId);
                        } else {
                            elem.addShortStopLossOrderId(profitId);
                        }
                        GridElement.refreshIndices();
                        log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
                        log.info("[Gate] {}止损追加, gridId:{}, 触发价:{}, 第{}单, stopLossId:{}",
                                isLong ? "多仓" : "空仓", finalGridId, triggerPrice, finalI + 1, profitId);
                    }
            );
        }