refactor(gateApi): 重构 Gate API 模块代码结构

Administrator

4 days ago bfe3af2d95418b326d707834be6c6ba91f86ecb5

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

@@ -7,199 +7,158 @@
import io.gate.gateapi.api.FuturesApi;
import io.gate.gateapi.models.AccountDetail;
import io.gate.gateapi.models.FuturesAccount;
import io.gate.gateapi.models.FuturesInitialOrder;
import io.gate.gateapi.models.FuturesOrder;
import io.gate.gateapi.models.FuturesPriceTrigger;
import io.gate.gateapi.models.FuturesPriceTriggeredOrder;
import io.gate.gateapi.models.TriggerOrderResponse;
import lombok.extern.slf4j.Slf4j;

import java.math.BigDecimal;
import java.math.RoundingMode;

/**
 * Gate 网格交易服务类。
 * Gate 网格交易服务类。使用 Gate SDK 通过 REST API 下单。
 *
 * <h3>策略概述</h3>
 * 多空双开 → 各放止盈条件单 → 仓位推送驱动补仓 → history_pnl 判断停止
 *
 * <h3>触发逻辑</h3>
 * <h3>状态机</h3>
 * <pre>
 *   K线首次价格就绪 → dualOpenPositions()     // 多空双开 + 止盈条件单
 *   仓位推送 size=0  → reopenXxxPosition()     // 该方向被止盈平掉 → 补开
 *   仓位推送 history_pnl ≥ overallTp → 停止
 *   仓位推送 history_pnl ≤ -maxLoss → 停止
 *   WAITING_KLINE → (首次 K 线) → OPENING → ACTIVE
 *                             双开失败 → STOPPED
 *
 *   ACTIVE:
 *     ├─ 仓位 size=0 且方向活跃 → REOPENING_L/S → ACTIVE
 *     │   补仓失败 → 重试 → 仍失败 → STOPPED
 *     └─ cumulativePnl ≥ overallTp 或 ≤ -maxLoss → STOPPED
 * </pre>
 *
 * <h3>止盈计算</h3>
 * 多头止盈价 = entryPrice × (1 + gridRate)<br>
 * 空头止盈价 = entryPrice × (1 - gridRate)
 *
 * <h3>依赖</h3>
 * 使用 {@code io.gate:gate-api (7.2.71)} SDK 通过 REST API 下单，
 * 市场数据由 {@link GateKlineWebSocketClient} 通过 WebSocket 提供。
 * <h3>架构</h3>
 * REST 下单委派给 {@link GateTradeExecutor}（独立线程池，避免阻塞 WS 回调线程）。
 *
 * @author Administrator
 */
@Slf4j
public class GateGridTradeService {

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

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

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

    /** 策略是否处于运行状态 */
    private volatile boolean strategyActive = false;
    /** 是否已完成首次双开 */
    private volatile boolean dualOpened = false;
    /** 多头仓位是否活跃 */
    /** 多头是否活跃（有仓位） */
    private volatile boolean longActive = false;
    /** 空头仓位是否活跃 */
    /** 空头是否活跃（有仓位） */
    private volatile boolean shortActive = false;

    /** 多头入场价 */
    private BigDecimal longEntryPrice;
    /** 空头入场价 */
    private BigDecimal shortEntryPrice;
    /** WebSocket 推送的最新 K 线收盘价 */
    private volatile BigDecimal lastKlinePrice;
    /** 服务器返回的累计已实现盈亏 */
    private BigDecimal totalHistoryPnl = BigDecimal.ZERO;
    /** 用户 ID，用于 WebSocket 私有频道订阅 */
    private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
    private Long userId;

    /**
     * 构造函数，初始化 Gate 期货 API 客户端。
     *
     * @param contract     合约名称（如 XAU_USDT）
     * @param leverage     杠杆倍数
     * @param marginMode   保证金模式（cross/isolated）
     * @param positionMode 持仓模式（single/dual/dual_plus）
     * @param gridRate    网格间距比例（如 0.0035）
     * @param overallTp   整体止盈阈值（USDT）
     * @param maxLoss     最大亏损阈值（USDT）
     * @param quantity     下单数量（合约张数）
     */
    public GateGridTradeService(String apiKey, String apiSecret,
                                 String contract, String leverage,
                                String marginMode, String positionMode,
                                 BigDecimal gridRate, BigDecimal overallTp,
                                 int maxCycles, BigDecimal maxLoss,
                                String quantity) {
        this.contract = contract;
        this.leverage = leverage;
        this.marginMode = marginMode;
        this.gridRate = gridRate;
        this.overallTp = overallTp;
        this.maxLoss = maxLoss;
        this.quantity = quantity;
        this.positionMode = positionMode;
    private int longReopenFails = 0;
    private int shortReopenFails = 0;

        this.apiClient = new ApiClient();
        this.apiClient.setBasePath("https://api-testnet.gateapi.io/api/v4");
        this.apiClient.setApiKeySecret(apiKey, apiSecret);
    public GateGridTradeService(GateConfig config) {
        this.config = config;
        ApiClient apiClient = new ApiClient();
        apiClient.setBasePath(config.getRestBasePath());
        apiClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
        this.futuresApi = new FuturesApi(apiClient);
        this.executor = new GateTradeExecutor(apiClient, config.getContract());
    }

    /**
     * 初始化账户。设置杠杆、查询余额、切换持仓模式。
     */
    public void init() {
        try {
            AccountApi accountApi = new AccountApi(apiClient);
            AccountDetail accountDetail = accountApi.getAccountDetail();
            this.userId = accountDetail.getUserId();
            log.info("[GateGrid] 用户ID: {}", userId);

            futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract);
            log.info("[GateGrid] 已取消所有既有止盈止损条件单");

            futuresApi.updateContractPositionLeverageCall(
                    SETTLE, contract, leverage, marginMode, positionMode, null);
            log.info("[GateGrid] 已设置杠杆: {}x, 保证金模式: {}", leverage, marginMode);
            ApiClient detailClient = new ApiClient();
            detailClient.setBasePath(config.getRestBasePath());
            detailClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
            AccountDetail detail = new AccountApi(detailClient).getAccountDetail();
            this.userId = detail.getUserId();
            log.info("[Gate] uid:{}", userId);

            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            log.info("[GateGrid] 账户可用余额: {}, 总资产: {}",
                    account.getAvailable(), account.getTotal());
            String positionModeSet = account.getPositionMode();
            if (!positionMode.equals(positionModeSet)) {
                futuresApi.setPositionMode(SETTLE, positionMode);
            if (!config.getPositionMode().equals(account.getPositionMode())) {
                futuresApi.setPositionMode(SETTLE, config.getPositionMode());
            }
            log.info("[GateGrid] 已设置双向持仓模式");
            log.info("[Gate] mode:{} balance:{}", config.getPositionMode(), account.getAvailable());

            futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
            log.info("[Gate] old orders cleared");

            futuresApi.updateContractPositionLeverageCall(
                    SETTLE, config.getContract(), config.getLeverage(),
                    config.getMarginMode(), config.getPositionMode(), null);
            log.info("[Gate] {}x {}", config.getLeverage(), config.getMarginMode());
        } catch (GateApiException e) {
            log.error("[GateGrid] 初始化失败, label: {}, msg: {}", e.getErrorLabel(), e.getMessage());
            log.error("[Gate] init fail, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
        } catch (ApiException e) {
            log.error("[GateGrid] 初始化API调用失败, code: {}", e.getCode());
            log.error("[Gate] init fail, code:{}", e.getCode());
        }
    }

    /**
     * 启动网格策略。策略激活后等待 K 线价格就绪，然后自动首次双开。
     */
    public void startGrid() {
        if (strategyActive) {
            log.warn("[GateGrid] 策略已在运行中");
        if (state != StrategyState.WAITING_KLINE && state != StrategyState.STOPPED) {
            log.warn("[Gate] already running, state:{}", state);
            return;
        }
        strategyActive = true;
        totalHistoryPnl = BigDecimal.ZERO;
        log.info("[GateGrid] 网格策略启动，等待K线价格...");
        state = StrategyState.WAITING_KLINE;
        cumulativePnl = BigDecimal.ZERO;
        longActive = false;
        shortActive = false;
        longReopenFails = 0;
        shortReopenFails = 0;
        log.info("[Gate] grid started");
    }

    /**
     * 停止网格策略。
     */
    public void stopGrid() {
        strategyActive = false;
        log.info("[GateGrid] 网格策略已停止, history_pnl: {}", totalHistoryPnl);
        state = StrategyState.STOPPED;
        executor.cancelAllPriceTriggeredOrders();
        executor.shutdown();
        log.info("[Gate] stopped, pnl:{}", cumulativePnl);
    }

    /**
     * K 线回调入口。由  调用。
     * 首次收到价格时触发多空双开，后续仅缓存最新价格供补仓使用。
     *
     * @param closePrice K 线收盘价
     * K 线回调。首次价格就绪 → 异步双开。
     */
    public void onKline(BigDecimal closePrice) {
        lastKlinePrice = closePrice;
        if (!strategyActive) {
        if (state != StrategyState.WAITING_KLINE) {
            return;
        }
        if (!dualOpened) {
            dualOpened = true;
            dualOpenPositions();
        }

        state = StrategyState.OPENING;
        log.info("[Gate] first kline, opening...");

        executor.openLong(config.getQuantity(), () -> {
            synchronized (this) {
                longEntryPrice = lastKlinePrice;
                longActive = true;
            }
            executor.placeTakeProfit(longTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    "close-long-position", "close_long");
        });
        executor.openShort(negate(config.getQuantity()), () -> {
            synchronized (this) {
                shortEntryPrice = lastKlinePrice;
                shortActive = true;
            }
            executor.placeTakeProfit(shortTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    "close-short-position", "close_short");
            if (longActive && shortActive && state != StrategyState.STOPPED) {
                state = StrategyState.ACTIVE;
                log.info("[Gate] active, long:{}, short:{}, tpL:{}, tpS:{}",
                        longEntryPrice, shortEntryPrice, longTpPrice(), shortTpPrice());
            }
        });
    }

    /**
     * 仓位推送回调入口。由 {@link GateKlineWebSocketClient} 调用。
     * 根据仓位模式（dual_long/dual_short）和 size 判断：
     * <ul>
     *   <li>size=0 且之前活跃 → 该方向被平仓 → 补开</li>
     *   <li>size>0 → 确认仓位活跃，更新入场价</li>
     * </ul>
     * 每次推送更新 history_pnl 并检查停止条件。
     *
     * @param contract   合约名
     * @param mode       仓位模式（dual_long / dual_short）
     * @param size       仓位数量（0 表示无仓位）
     * @param entryPrice 入场价格
     * @param historyPnl  已实现累计盈亏
     * @param realisedPnl 已实现盈亏
     * 仓位推送回调。检测 size=0 触发补仓。
     */
    public void onPositionUpdate(String contract, String mode, BigDecimal size,
                                  BigDecimal entryPrice, BigDecimal historyPnl,
                                  BigDecimal realisedPnl) {
        if (!strategyActive) {
    public void onPositionUpdate(String contract, String mode, BigDecimal size, BigDecimal entryPrice) {
        if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
            return;
        }

@@ -207,302 +166,113 @@

        if ("dual_long".equals(mode)) {
            if (longActive && !hasPosition) {
                log.info("[GateGrid] 多头被平仓（止盈触发）, 重新开多");
                log.info("[Gate] long closed");
                longActive = false;
                reopenLongPosition();
                tryReopenLong(0);
            } else if (hasPosition) {
                longActive = true;
                longEntryPrice = entryPrice;
            }
        } else if ("dual_short".equals(mode)) {
            if (shortActive && !hasPosition) {
                log.info("[GateGrid] 空头被平仓（止盈触发）, 重新开空");
                log.info("[Gate] short closed");
                shortActive = false;
                reopenShortPosition();
                tryReopenShort(0);
            } else if (hasPosition) {
                shortActive = true;
                shortEntryPrice = entryPrice;
            }
        }

        totalHistoryPnl = historyPnl;
        checkStopConditions();
    }

    /**
     * 检查策略停止条件。满足任一即置 strategyActive=false：
     * <ul>
     *   <li>累计盈利 ≥ overallTp</li>
     *   <li>累计亏损 ≤ -maxLoss</li>
     * </ul>
     * 平仓推送回调。累加 pnl 并检查停止条件。
     */
    private void checkStopConditions() {
        if (totalHistoryPnl.compareTo(overallTp) >= 0) {
            log.info("[GateGrid] 累计止盈 {} 达到 {} USDT，停止策略", totalHistoryPnl, overallTp);
            strategyActive = false;
    public void onPositionClose(String contract, String side, BigDecimal pnl) {
        if (state == StrategyState.STOPPED) {
            return;
        }
        if (totalHistoryPnl.compareTo(maxLoss.negate()) <= 0) {
            log.info("[GateGrid] 累计亏损 {} 达到上限 {} USDT，停止策略", totalHistoryPnl, maxLoss);
            strategyActive = false;
        cumulativePnl = cumulativePnl.add(pnl);
        log.info("[Gate] pnl+{}, side:{}, total:{}", pnl, side, cumulativePnl);

        if (cumulativePnl.compareTo(config.getOverallTp()) >= 0) {
            log.info("[Gate] TP reached {}→STOPPED", cumulativePnl);
            state = StrategyState.STOPPED;
        } else if (cumulativePnl.compareTo(config.getMaxLoss().negate()) <= 0) {
            log.info("[Gate] loss {}→STOPPED", cumulativePnl);
            state = StrategyState.STOPPED;
        }
    }

    /**
     * 首次多空双开。使用当前 K 线价格以市价单同时开多和开空，
     * 开仓成功后立即为每个方向创建止盈条件单。
     */
    private void dualOpenPositions() {
        if (lastKlinePrice == null) {
            log.warn("[GateGrid] K线价格未就绪，跳过双开");
            dualOpened = false;
            return;
        }
        try {
            FuturesOrder longOrder = new FuturesOrder();
            longOrder.setContract(contract);
            longOrder.setSize(quantity);
            longOrder.setPrice("0");
            longOrder.setTif(FuturesOrder.TifEnum.IOC);
            longOrder.setText("t-grid-long-init");
            FuturesOrder longResult = futuresApi.createFuturesOrder(SETTLE, longOrder, null);
            longEntryPrice = safeDecimal(longResult.getFillPrice());
            longActive = true;
            log.info("[GateGrid] 开多成功, price: {}, id: {}", longEntryPrice, longResult.getId());
            placeLongTp(longEntryPrice);
    // ---- reopen with retry ----

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

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

    /**
     * 补开多头仓位。多头被止盈平掉后调用，市价重新开多并创建止盈单。
     */
    private void reopenLongPosition() {
        if (lastKlinePrice == null || !strategyActive) {
    private void tryReopenLong(int retry) {
        if (state == StrategyState.STOPPED) {
            return;
        }
        if (longActive) {
            log.warn("[GateGrid] 多头已存在，跳过补开");
            return;
        }
        try {
            FuturesOrder longOrder = new FuturesOrder();
            longOrder.setContract(contract);
            longOrder.setSize(quantity);
            longOrder.setPrice("0");
            longOrder.setTif(FuturesOrder.TifEnum.IOC);
            longOrder.setText("t-grid-long-reopen");
            FuturesOrder longResult = futuresApi.createFuturesOrder(SETTLE, longOrder, null);
            longEntryPrice = safeDecimal(longResult.getFillPrice());
            longActive = true;
            log.info("[GateGrid] 补开多成功, price: {}, id: {}", longEntryPrice, longResult.getId());
            placeLongTp(longEntryPrice);
        } catch (Exception e) {
            log.error("[GateGrid] 补开多失败", e);
        }

        state = StrategyState.REOPENING_LONG;
        executor.openLong(config.getQuantity(), () -> {
            synchronized (this) {
                longEntryPrice = lastKlinePrice;
                longActive = true;
            }
            executor.placeTakeProfit(longTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    "close-long-position", "close_long");
            longReopenFails = 0;
            if (state != StrategyState.STOPPED) {
                state = StrategyState.ACTIVE;
            }
            log.info("[Gate] long reopened, price:{}", longEntryPrice);
        });
    }

    /**
     * 补开空头仓位。空头被止盈平掉后调用，市价重新开空并创建止盈单。
     */
    private void reopenShortPosition() {
        if (lastKlinePrice == null || !strategyActive) {
    private void tryReopenShort(int retry) {
        if (state == StrategyState.STOPPED) {
            return;
        }
        if (shortActive) {
            log.warn("[GateGrid] 空头已存在，跳过补开");
            return;
        }
        try {
            FuturesOrder shortOrder = new FuturesOrder();
            shortOrder.setContract(contract);
            shortOrder.setSize(negateQuantity(quantity));
            shortOrder.setPrice("0");
            shortOrder.setTif(FuturesOrder.TifEnum.IOC);
            shortOrder.setText("t-grid-short-reopen");
            FuturesOrder shortResult = futuresApi.createFuturesOrder(SETTLE, shortOrder, null);
            shortEntryPrice = safeDecimal(shortResult.getFillPrice());
            shortActive = true;
            log.info("[GateGrid] 补开空成功, price: {}, id: {}", shortEntryPrice, shortResult.getId());
            placeShortTp(shortEntryPrice);
        } catch (Exception e) {
            log.error("[GateGrid] 补开空失败", e);
        }
    }

    /**
     * 创建多头止盈条件单。
     * 触发价 = entryPrice × (1 + gridRate)，价格 ≥ 触发价时平多。
     */
    private void placeLongTp(BigDecimal entryPrice) {
        BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
        placePriceTriggeredOrder(tpPrice, FuturesPriceTrigger.RuleEnum.NUMBER_1, "close-long-position", "close_long");
        log.info("[GateGrid] 多头止盈已设置, TP:{}", tpPrice);
    }

    /**
     * 创建空头止盈条件单。
     * 触发价 = entryPrice × (1 - gridRate)，价格 ≤ 触发价时平空。
     */
    private void placeShortTp(BigDecimal entryPrice) {
        BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
        placePriceTriggeredOrder(tpPrice, FuturesPriceTrigger.RuleEnum.NUMBER_2, "close-short-position", "close_short");
        log.info("[GateGrid] 空头止盈已设置, TP:{}", tpPrice);
    }

    /**
     * 通过 Gate REST API 创建止盈条件单。
     *
     * @param triggerPrice 触发价格
     * @param rule         触发规则（1: ≥, 2: ≤）
     * @param orderType    止盈止损类型（close-long-position / close-short-position）
     * @param autoSize      双仓平仓方向（close_long / close_short）
     */
    private void placePriceTriggeredOrder(BigDecimal triggerPrice,
                                           FuturesPriceTrigger.RuleEnum rule,
                                           String orderType,
                                           String autoSize) {
        try {
            FuturesPriceTrigger trigger = new FuturesPriceTrigger();
            trigger.setStrategyType(FuturesPriceTrigger.StrategyTypeEnum.NUMBER_0);
            trigger.setPriceType(FuturesPriceTrigger.PriceTypeEnum.NUMBER_0);
            trigger.setPrice(triggerPrice.toString());
            trigger.setRule(rule);
            trigger.setExpiration(0);

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

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

            TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
            log.info("[GateGrid] 止盈条件单已创建, triggerPrice:{}, orderType:{}, autoSize:{}, id:{}",
                    triggerPrice, orderType, autoSize, response.getId());
        } catch (GateApiException e) {
            if ("AUTO_USER_EXIST_POSITION_ORDER".equals(e.getErrorLabel())) {
                log.warn("[GateGrid] 止盈条件单已存在，取消旧单后重试, label:{}", e.getErrorLabel());
                try {
                    futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract);
                    TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, createPriceTriggeredOrderBean(triggerPrice, rule, orderType, autoSize));
                    log.info("[GateGrid] 止盈条件单重试成功, triggerPrice:{}, orderType:{}, autoSize:{}, id:{}",
                            triggerPrice, orderType, autoSize, response.getId());
                } catch (Exception retryEx) {
                    log.error("[GateGrid] 止盈条件单重试失败, triggerPrice:{}, orderType:{}, autoSize:{}",
                            triggerPrice, orderType, autoSize, retryEx);
                }
            } else {
                log.error("[GateGrid] 止盈条件单创建失败, triggerPrice:{}, orderType:{}, autoSize:{}",
                        triggerPrice, orderType, autoSize, e);
        state = StrategyState.REOPENING_SHORT;
        executor.openShort(negate(config.getQuantity()), () -> {
            synchronized (this) {
                shortEntryPrice = lastKlinePrice;
                shortActive = true;
            }
        } catch (Exception e) {
            log.error("[GateGrid] 止盈条件单创建失败, triggerPrice:{}, orderType:{}, autoSize:{}",
                    triggerPrice, orderType, autoSize, e);
        }
            executor.placeTakeProfit(shortTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    "close-short-position", "close_short");
            shortReopenFails = 0;
            if (state != StrategyState.STOPPED) {
                state = StrategyState.ACTIVE;
            }
            log.info("[Gate] short reopened, price:{}", shortEntryPrice);
        });
    }

    private FuturesPriceTriggeredOrder createPriceTriggeredOrderBean(BigDecimal triggerPrice,
                                                                      FuturesPriceTrigger.RuleEnum rule,
                                                                      String orderType,
                                                                      String autoSize) {
        FuturesPriceTrigger trigger = new FuturesPriceTrigger();
        trigger.setStrategyType(FuturesPriceTrigger.StrategyTypeEnum.NUMBER_0);
        trigger.setPriceType(FuturesPriceTrigger.PriceTypeEnum.NUMBER_0);
        trigger.setPrice(triggerPrice.toString());
        trigger.setRule(rule);
        trigger.setExpiration(0);
    // ---- util ----

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

        FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder();
        order.setTrigger(trigger);
        order.setInitial(initial);
        order.setOrderType(orderType);
        return order;
    private BigDecimal longTpPrice() {
        return lastKlinePrice.multiply(BigDecimal.ONE.add(config.getGridRate()))
                .setScale(1, RoundingMode.HALF_UP);
    }

    /**
     * 打印当前网格配置和入场信息。
     */
    private void printGridInfo() {
        BigDecimal longTp = BigDecimal.ZERO;
        BigDecimal shortTp = BigDecimal.ZERO;
        if (longEntryPrice != null) {
            longTp = longEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
        }
        if (shortEntryPrice != null) {
            shortTp = shortEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
        }
        log.info("========== Gate 网格开仓 ==========");
        log.info("合约: {} 杠杆: {}x {}", contract, leverage, marginMode);
        log.info("多头入场: {} TP: {}", longEntryPrice, longTp);
        log.info("空头入场: {} TP: {}", shortEntryPrice, shortTp);
        log.info("数量: {} 网格间距: {}%", quantity, gridRate.multiply(new BigDecimal("100")));
        log.info("整体止盈: {} USDT 最大亏损: {} USDT", overallTp, maxLoss);
        log.info("=====================================");
    private BigDecimal shortTpPrice() {
        return lastKlinePrice.multiply(BigDecimal.ONE.subtract(config.getGridRate()))
                .setScale(1, RoundingMode.HALF_UP);
    }

    /** 对数量取反（开多用正数，开空用负数） */
    private String negateQuantity(String qty) {
        if (qty.startsWith("-")) {
            return qty.substring(1);
        }
        return "-" + qty;
    private String negate(String qty) {
        return qty.startsWith("-") ? qty.substring(1) : "-" + qty;
    }

    /** 安全转换字符串为 BigDecimal，null 返回 0 */
    private BigDecimal safeDecimal(String val) {
        if (val == null || val.isEmpty()) {
            return BigDecimal.ZERO;
        }
        return new BigDecimal(val);
    }

    public BigDecimal getLastKlinePrice() {
        return lastKlinePrice;
    }

    public boolean isStrategyActive() {
        return strategyActive;
    }

    public BigDecimal getTotalHistoryPnl() {
        return totalHistoryPnl;
    }

    public Long getUserId() {
        return userId;
    }
    public BigDecimal getLastKlinePrice() { return lastKlinePrice; }
    public boolean isStrategyActive() { return state != StrategyState.STOPPED && state != StrategyState.WAITING_KLINE; }
    public BigDecimal getCumulativePnl() { return cumulativePnl; }
    public Long getUserId() { return userId; }
    public StrategyState getState() { return state; }
}