refactor(gateApi): 优化网格交易服务中的止损和仓位管理逻辑

Administrator

2026-06-10 c0d48978e8dceeb15c5dedc5109b36a9a064d038

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

@@ -1,6 +1,8 @@
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;
@@ -14,7 +16,6 @@
import java.math.RoundingMode;
import java.util.ArrayList;
import java.util.Collections;
import java.util.Iterator;
import java.util.LinkedHashMap;
import java.util.List;
import java.util.Map;
@@ -24,79 +25,63 @@
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>策略概述</h3>
 * 多空双开基底 → 生成价格网格队列 → 条件单监控 → 触发成交后队列动态转移。
 * 每根 K 线更新未实现盈亏（unrealizedPnl），平仓后累加已实现盈亏（cumulativePnl）。
 * <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>核心机制</h3>
 * <ul>
 *   <li><b>条件开仓单</b>：使用 Gate API {@code FuturesPriceTriggeredOrder}，服务器监控价格，
 *       达到触发价后以市价 IOC 开仓。相比限价单，条件单仅在触发价到达时才执行，避免提前成交。</li>
 *   <li><b>条件单 ID 映射</b>（currentLongOrderIds / currentShortOrderIds）：
 *       用同步 Map 管理所有活跃的条件单（订单ID → 止盈价格）。挂条件单时通过回调存入，
 *       订单成交后通过 {@code futures.orders} 推送匹配止盈价并挂止盈单。</li>
 *   <li><b>订单订阅（futures.orders）</b>：订单成交（status=finished, finish_as=filled）时，
 *       通过 {@link #onOrderUpdate(String, String, String)} 从 Map 中取出止盈价，
 *       调用 {@code executor.placeTakeProfit} 创建止盈条件单。</li>
 *   <li><b>反向条件单</b>：当新网格首元素价格夹在多/空持仓均价之间，
 *       且反向持仓张数不超过 3 张时，额外挂一张反向市价单，通过订单订阅自动挂止盈。</li>
 * </ul>
 *
 * <h3>状态机</h3>
 * <h3>完整生命周期</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 + 初始条件单 + 止盈队列 → ACTIVE
 *
 *   ACTIVE:
 *     ├─ 每根K线 → 更新 unrealizedPnl → 方向判断
 *     │    ├─ closePrice > longPriceQueue[0] → processLongGrid
 *     │    └─ closePrice < shortPriceQueue[0] → processShortGrid
 *     ├─ processShortGrid: 匹配空仓队列 → 本队补充 → 挂空仓+多仓条件单（止盈价存入Map）
 *     ├─ processLongGrid: 匹配多仓队列 → 本队补充 → 挂多仓+空仓条件单（止盈价存入Map）
 *     ├─ 订单推送(futures.orders) → onOrderUpdate → Map 匹配止盈价 → 挂止盈条件单
 *     ├─ 仓位推送 → 更新均价/持仓量、仓位减少时处理反向单
 *     ├─ 平仓推送 → 累加 cumulativePnl
 *     ├─ 保证金安全阀 → 超限跳过挂单，队列照常更新
 *     └─ cumulativePnl ≥ overallTp 或 ≤ -maxLoss → STOPPED
 *   init() → startGrid() → WAITING_KLINE
 *     ↓
 *   onKline(首根K线) → OPENING → 异步市价双开基底（开多+开空）
 *     ↓
 *   onPositionUpdate() → 基底成交 → baseLongOpened && baseShortOpened
 *     ↓
 *   tryGenerateQueues()
 *     ├── generateShortQueue()   ← 空仓价格队列（降序，从 shortBaseEntryPrice-step 向下）
 *     ├── generateLongQueue()    ← 多仓价格队列（升序，从 shortBaseEntryPrice+step 向上）
 *     ├── updateGridElements()   ← 构建 GridElement 列表 + TraderParam + 全局索引
 *     ├── 挂基座止盈单（ID=0 的 long/short takeProfit）
 *     └── 挂初始条件单（up=-1 多单, down=1 空单）
 *     ↓
 *   state = ACTIVE（每根K线反复执行以下循环）
 *     ↓
 *   onKline() → processLongGrid() + processShortGrid()
 *     ├── 匹配队列元素 → 队列补偿 → 保证金检查
 *     ├── 首元素方向：挂条件开仓单 → 订单ID + GridElement状态同步
 *     └── 反向守卫：在 downGrid 位置挂对向单（价格区间+trigger方向校验）
 *     ↓
 *   onOrderUpdate()  ← futures.orders / futures.autoorders 推送
 *     ├── 匹配止盈单ID → 清空止盈状态（已成交）
 *     └── 匹配挂单ID → 挂止盈条件单 → 止盈ID + GridElement状态同步
 *     ↓
 *   onPositionClose() → cumulativePnl 累加
 *     ├──  ≥ overallTp → STOPPED
 *     └──  ≤ -maxLoss → STOPPED
 * </pre>
 *
 * <h3>队列转移规则</h3>
 * <ul>
 *   <li><b>空仓队列触发</b>（processShortGrid）：matched 元素从空仓队列移除，
 *       尾部递减 step 补充新元素；多仓队列以首元素（最小价）递减 step 生成新元素加入。</li>
 *   <li><b>多仓队列触发</b>（processLongGrid）：matched 元素从多仓队列移除，
 *       尾部递增 step 补充新元素；空仓队列以首元素（最高价）递增 step 生成新元素加入。</li>
 *   <li>队列容量超限时截断尾部，保持固定容量。</li>
 * </ul>
 *
 * <h3>止盈机制</h3>
 * <ul>
 *   <li>网格触发时，挂条件单的回调中将订单 ID 和止盈价存入 currentLongOrderIds / currentShortOrderIds Map。</li>
 *   <li>条件单成交后，{@code futures.orders} 推送触发 {@link #onOrderUpdate}，
 *       通过订单 ID 取出止盈价，创建止盈条件单（plan-close-*-position）。</li>
 *   <li>止盈条件单：以触发价监控（price_type=最新价，strategy_type=价格触发），
 *       到达后以市价 IOC 平仓（reduce_only=true，price="0"）。</li>
 * </ul>
 *
 * <h3>反向条件单条件</h3>
 * <h3>仓位线动态调整</h3>
 * <pre>
 *   newFirstPrice > shortEntryPrice AND newFirstPrice < longEntryPrice
 *   AND 反向持仓张数 < 3
 *   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>
 * 满足条件时以 newFirstPrice ± step 为止盈价直接挂市价单，通过订单订阅自动挂止盈。
 *
 * <h3>未实现盈亏公式（正向合约）</h3>
 * <h3>关键公式</h3>
 * <pre>
 *   多仓: 持仓量 × 合约乘数 × (计价价格 − 开仓均价)
 *   空仓: 持仓量 × 合约乘数 × (开仓均价 − 计价价格)
 *   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>
 * 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>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
 */
@@ -161,6 +146,7 @@
    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;
@@ -320,7 +306,22 @@
        longPriceQueue.clear();
        currentLongOrderIds.clear();
        currentShortOrderIds.clear();
        log.info("[Gate] 网格策略已启动");
        // 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);
        }
    }

    /**
@@ -330,6 +331,7 @@
    public void stopGrid() {
        state = StrategyState.STOPPED;
        executor.cancelAllPriceTriggeredOrders();
        closeExistingPositions();
        executor.shutdown();
        log.info("[Gate] 策略已停止, 累计盈亏: {}", cumulativePnl);
    }
@@ -356,36 +358,44 @@
     */
    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(), (orderId) -> {

            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()), (orderId) -> {
            executor.openShort(negate(size), (orderId) -> {
                TraderParam baseShortTp = TraderParam.builder()
                        .entryOrderId(orderId)
                        .build();
                config.setBaseShortTraderParam(baseShortTp);
            }, null);

            return;
        }

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


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

    // ---- 仓位推送回调 ----
@@ -400,7 +410,6 @@
     *       <li>首次开仓（基底）：标记 baseOpened=true，记录基底入场价，双基底都成交后生成网格队列</li>
     *       <li>仓位净减少（size.abs() < 之前记录值）：止盈平仓后 → 检查反向条件单条件 →
     *           满足时以 entryPrice ± step 为止盈价挂反向市价单（订单ID + 止盈价存入 Map）</li>
     *       <li>仓位净增加或不变：仅更新 positionSize，止盈由 {@link #onOrderUpdate} 通过订单订阅匹配处理</li>
     *     </ul>
     *   </li>
     *   <li><b>无仓位 (size = 0)</b>：清空活跃标记和持仓量</li>
@@ -420,55 +429,64 @@
        }

        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;
                longPositionSize = size;
                longEntryPrice = entryPrice;
                if (!baseLongOpened) {
                    longPositionSize = size;
                    longBaseEntryPrice = entryPrice;
                    baseLongOpened = true;
                    log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
                    tryGenerateQueues();
                }else {
                    longPositionSize = size;
                    //取消多仓位线以上的开空仓挂单
                    List<GridElement> allShortOrders = GridElement.findAllShortOrders(longEntryPrice);
                    if (CollUtil.isNotEmpty(allShortOrders)){
                        for (GridElement e : allShortOrders) {
                            executor.cancelOrder(e.getShortOrderId());
                        }
                    }
                }
            } else {
                longActive = false;
                longPositionSize = BigDecimal.ZERO;
            }
        } else if (Position.ModeEnum.DUAL_SHORT == mode) {
            if (hasPosition) {
                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;
                shortPositionSize = size.abs();
                shortEntryPrice = entryPrice;
                if (!baseShortOpened) {
                    shortPositionSize = size.abs();
                    shortBaseEntryPrice = entryPrice;
                    baseShortOpened = true;
                    log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
                    tryGenerateQueues();
                }else {
                    shortPositionSize = size.abs();
                    //取消多仓位线以上的开空仓挂单
                    List<GridElement> allLongOrders = GridElement.findAllLongOrders(shortEntryPrice);
                    if (CollUtil.isNotEmpty(allLongOrders)){
                        for (GridElement e : allLongOrders) {
                            executor.cancelOrder(e.getShortOrderId());
                        }
                    }
                }
            } else {
                shortActive = false;
                shortPositionSize = BigDecimal.ZERO;
                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 {
                    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 {
                    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();
            // 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;
        }
    }

@@ -490,134 +508,19 @@
            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(), "");
        }
    }

    // ---- 订单推送回调 ----

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

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

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

    /**
     * 用户私有成交回调。由 {@link com.xcong.excoin.modules.gateApi.wsHandler.handler.UserTradesChannelHandler}
     * 在收到 {@code futures.usertrades} 推送时调用。
     *
     * @param contract 合约名称
     * @param orderId  订单 ID
     * @param price    成交价格
     * @param size     成交数量
     * @param role     用户角色（maker / taker）
     * @param fee      手续费
     */
    public void onUserTrade(String contract, String orderId, BigDecimal price, String size, String role, BigDecimal fee) {
        if (state == StrategyState.STOPPED) {
            return;
        }
        log.info("[Gate] 成交明细, 合约:{}, 订单ID:{}, 价格:{}, 数量:{}, 角色:{}, 手续费:{}",
                contract, orderId, price, size, role, fee);
    }

    /**
     * 自动订单（条件单）状态变更回调。
@@ -629,7 +532,7 @@
     * @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) {
    public void onAutoOrder(String orderId, String status, String reason, String orderType, String tradeId) {
        if (state == StrategyState.STOPPED) {
            return;
        }
@@ -639,85 +542,41 @@
            return;
        }

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

        /**
         * 匹配挂单
         */
        GridElement longGridElement = GridElement.findByLongOrderId(orderId);
        if (longGridElement != null) {
            if (longGridElement.isHasLongOrder()){
                if (longGridElement.getLongTakeProfitOrderId() == null){
                    BigDecimal longTp = longGridElement.getLongTraderParam().getTakeProfitPrice();
                    if (longTp != null) {
                        executor.placeTakeProfit(longTp,
                                FuturesPriceTrigger.RuleEnum.NUMBER_1,
                                ORDER_TYPE_CLOSE_LONG,
                                negate(config.getQuantity()),
                                (profitId) -> {
                                    longTakeProfitTraderIdParam(
                                            longGridElement,
                                            profitId,
                                            true
                                    );
                                });
                        log.info("[Gate] 多单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, longTp, negate(config.getQuantity()));
                        return;
                    }
                }
            }
        }
        GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
        if (shortGridElement != null) {
            if (shortGridElement.isHasShortOrder()){
                if (shortGridElement.getShortTakeProfitOrderId() == null){
                    BigDecimal shortTp = shortGridElement.getShortTraderParam().getTakeProfitPrice();
                    if (shortTp != null) {
                        executor.placeTakeProfit(shortTp,
                                FuturesPriceTrigger.RuleEnum.NUMBER_2,
                                ORDER_TYPE_CLOSE_SHORT,
                                config.getQuantity(),
                                (profitId) -> {
                                    shortTakeProfitTraderIdParam(
                                            shortGridElement,
                                            profitId,
                                            true
                                    );
                                });
                        log.info("[Gate] 空单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, shortTp, config.getQuantity());
                    }
                }
            if (shortGridElement.isHasShortOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
                shortEntryTraderIdParam(shortGridElement, null, false);

                int filledQty = shortGridElement.getId();
                extendShortStopLoss(filledQty);
                log.info("[Gate] 空单成交 gridId:{}", filledQty);
            }
        }
        GridElement longGridElement = GridElement.findByLongOrderId(orderId);
        if (longGridElement != null) {
            if (longGridElement.isHasLongOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")){
                longEntryTraderIdParam(longGridElement, null, false);

                int filledQty = longGridElement.getId();
                extendLongStopLoss(filledQty);
                log.info("[Gate] 多单成交 gridId:{}", filledQty);
            }
        }
    }


    // ---- 网格队列处理 ----

@@ -731,94 +590,59 @@
     *       止盈价 = 触发价 − step，通过 onSuccess 回调将 orderId → 止盈价存入 currentShortOrderIds</li>
     *   <li>状态切换为 ACTIVE</li>
     * </ol>
     * 条件单成交后由 {@link #onOrderUpdate} 匹配止盈价并挂止盈条件单。
     */
    private void tryGenerateQueues() {
        if (baseLongOpened && baseShortOpened) {
            //初始化空仓队列
            generateShortQueue();
            //初始化多仓队列
            generateLongQueue();
            //初始化网格数据
            updateGridElements();

            /**
             * 挂初始位置多空仓条件单
             * 0位置的多单止盈
             * 0位置的空单止盈
             */
            GridElement baseGridElement = GridElement.findById(0);
            TraderParam baseLongTraderParam = config.getBaseLongTraderParam();
            baseGridElement.setLongOrderId(baseLongTraderParam.getEntryOrderId());
            baseGridElement.setHasLongOrder(true);
            //0位置的网格的多单止盈
            BigDecimal upTakeProfitPrice = baseGridElement.getLongTraderParam().getTakeProfitPrice();
            executor.placeTakeProfit(
                    upTakeProfitPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    ORDER_TYPE_CLOSE_LONG,
                    negate(config.getQuantity()),
                    profitId -> {
                        longTakeProfitTraderIdParam(
                                baseGridElement,
                                profitId,
                                true
                        );
                    }
            );
            //0位置的网格的空单止盈
            TraderParam baseShortTraderParam = config.getBaseShortTraderParam();
            baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
            baseGridElement.setHasShortOrder(true);
            BigDecimal downTakeProfitPrice = baseGridElement.getShortTraderParam().getTakeProfitPrice();
            executor.placeTakeProfit(
                    downTakeProfitPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    ORDER_TYPE_CLOSE_SHORT,
                    config.getQuantity(),
                    profitId -> {
                        shortTakeProfitTraderIdParam(
                                baseGridElement,
                                profitId,
                                true
                        );
                    }
            );

            /**
             * 挂初始位置的up位置的多单
             * 挂初始位置的down位置的空单
             */
            Integer upId = baseGridElement.getUpId();
            GridElement upGridElementOne = GridElement.findById(upId);
            BigDecimal longTp = upGridElementOne.getGridPrice();
            executor.placeConditionalEntryOrder(
                    longTp,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    config.getQuantity(),
                    orderId -> {
                        longEntryTraderIdParam(
                                upGridElementOne,
                                orderId,
                                true
                        );
                    },
                    null);
            Integer downId = baseGridElement.getDownId();
            GridElement downGridElementOne = GridElement.findById(downId);
            BigDecimal shortTp = downGridElementOne.getGridPrice();
            executor.placeConditionalEntryOrder(
                    shortTp,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    negate(config.getQuantity()),
                    orderId -> {
                        shortEntryTraderIdParam(
                                downGridElementOne,
                                orderId,
                                true
                        );
                    },
                    null);
            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);
                        }
                );
            }

            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;
        }
@@ -929,9 +753,8 @@
        int longSize = longPriceQueue.size();
        //根据精度转换成小数
        int prec = config.getPriceScale();
        BigDecimal minTick = BigDecimal.ONE.scaleByPowerOfTen(-prec);
        BigDecimal step = config.getStep().subtract(minTick);
        String qty = config.getQuantity();
        BigDecimal step = config.getStep();
        String qty = config.getBaseQuantity();

        // 空仓队列：id 从 -1 自减, shortPriceQueue[i] → id=-(i+1)
        for (int i = 0; i < shortSize; i++) {
@@ -1018,348 +841,190 @@
        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);
    }

    /**
     * 空仓网格处理（当前价跌破空仓队列元素）。
     *
     * <h3>匹配规则</h3>
     * 遍历空仓队列（降序排列，大→小），收集所有大于当前价的元素为 matched。
     * 降序排列保证一旦遇到 price ≤ currentPrice 即可停止遍历。
     *
     * <h3>执行流程</h3>
     * <ol>
     *   <li>匹配队列元素 → 为空则直接返回，不触发</li>
     *   <li>空仓队列：移除 matched 元素，从尾部递减 step 补充等量新元素，重新降序排序</li>
     *   <li>多仓队列：<b>不再更新</b>（队列转移逻辑已移除）</li>
     *   <li>保证金检查 → 不安全则跳过挂单（队列照常更新），安全则继续</li>
     *   <li>挂新空仓条件单（触发价 = newShortFirst，rule=NUMBER_2，止盈 = newShortFirst − step，
     *       orderId → 止盈价存入 currentShortOrderIds）</li>
     *   <li>多仓条件单守卫：newLongFirst = newShortFirst + step × 2，
     *       若 newLongFirst < longEntryPrice → 挂多仓条件单（止盈 = newLongFirst + step，
     *       orderId → 止盈价存入 currentLongOrderIds）</li>
     * </ol>
     * 条件单成交后由 {@link #onOrderUpdate} 匹配止盈价并挂止盈条件单。
     * 反向条件单不再在此处理，改为在 {@link #onPositionUpdate} 仓位净减少时触发。
     *
     * @param currentPrice 当前 K 线收盘价（最新成交价）
     */
    private void processShortGrid(BigDecimal currentPrice) {
        int prec = config.getPriceScale();
        List<BigDecimal> matched = new ArrayList<>();
        BigDecimal matched = BigDecimal.ZERO;
        synchronized (shortPriceQueue) {
            for (BigDecimal p : shortPriceQueue) {
                if (p.compareTo(currentPrice) >= 0) {
                    matched.add(p);
                    matched =  p;
                } else {
                    break;
                }
            }
        }
        if (matched.isEmpty()) {
            return;
        }
        log.info("[Gate] 空仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);

        synchronized (shortPriceQueue) {
            shortPriceQueue.removeAll(matched);
            BigDecimal min = shortPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : shortPriceQueue.get(shortPriceQueue.size() - 1);
            BigDecimal gridStep = config.getStep();
            for (int i = 0; i < matched.size(); i++) {
                min = min.subtract(gridStep).setScale(prec, RoundingMode.HALF_UP);
                shortPriceQueue.add(min);
            if (BigDecimal.ZERO.compareTo( matched) == 0) {
                return;
            }
            shortPriceQueue.sort((a, b) -> b.compareTo(a));
        }
            log.info("[Gate] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);

        synchronized (longPriceQueue) {
            BigDecimal first = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(0);
            BigDecimal gridStep = config.getStep();
            for (int i = 1; i <= matched.size(); i++) {
                BigDecimal elem = first.subtract(gridStep.multiply(BigDecimal.valueOf(i))).setScale(prec, RoundingMode.HALF_UP);
                longPriceQueue.add(elem);
            }
            longPriceQueue.sort(BigDecimal::compareTo);
            while (longPriceQueue.size() > config.getGridQueueSize()) {
                longPriceQueue.remove(longPriceQueue.size() - 1);
            }
        }
            GridElement matchedUpGridElement = GridElement.findByPrice(matched);
            if (matchedUpGridElement != null){
                if (!matchedUpGridElement.isHasLongOrder()){
                    Integer upId = matchedUpGridElement.getUpId();
                    GridElement newEntryGrid = GridElement.findById(upId);

        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过挂条件单");
        } else {
                    if (newEntryGrid != null) {
                        if (!newEntryGrid.isHasLongOrder()) {
                            BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                            String size = config.getBaseQuantity();
                            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);
                        }

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

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

                if (!UpGridElement.isHasShortOrder()) {

                    //挂空仓条件单
                    TraderParam upShortTraderParam = UpGridElement.getShortTraderParam();
                    executor.placeConditionalEntryOrder(
                            upShortTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
                            negate(upShortTraderParam.getQuantity()),
                            orderId ->
                            {
                                shortEntryTraderIdParam(
                                        UpGridElement,
                                        orderId,
                                        true
                                );
                            },
                            null
                    );
                        GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());
                        if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
                            longEntryTraderIdParam(cancelGridElement, null, false);
                            executor.cancelConditionalOrder(cancelGridElement.getLongOrderId(), oid -> {
                                log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单", cancelGridElement.getId());
                            });
                        }
                    }
                }
            }



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

                TraderParam downLongTraderParam = downGridElement.getLongTraderParam();
                if (!downGridElement.isHasLongOrder()){
                    executor.placeConditionalEntryOrder(
                            downLongTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
                            downLongTraderParam.getQuantity(),
                            orderId ->
                            {
                                longEntryTraderIdParam(
                                        downGridElement,
                                        orderId,
                                        true
                                );
                            },
                            null
                    );
                }

                TraderParam downShortTraderParam = downGridElement.getShortTraderParam();
                BigDecimal downGridPrice = downGridElement.getGridPrice();
                if (
                        !downGridElement.isHasShortOrder() &&
                                downGridPrice.compareTo(currentPrice) < 0 &&
                                downGridPrice.compareTo(longEntryPrice) <= 0 &&
                                downGridPrice.compareTo(shortEntryPrice) >= 0
                ){
                    executor.placeConditionalEntryOrder(
                            downShortTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
                            negate(downShortTraderParam.getQuantity()),
                            orderId ->
                            {
                                shortEntryTraderIdParam(
                                        downGridElement,
                                        orderId,
                                        true
                                );
                            },
                            null
                    );

                }
            }

        }

    }

    /**
     * 多仓网格处理（当前价涨破多仓队列元素）。
     *
     * <h3>匹配规则</h3>
     * 遍历多仓队列（升序排列，小→大），收集所有小于当前价的元素为 matched。
     * 升序排列保证一旦遇到 price ≥ currentPrice 即可停止遍历。
     *
     * <h3>执行流程</h3>
     * <ol>
     *   <li>匹配队列元素 → 为空则直接返回，不触发</li>
     *   <li>多仓队列：移除 matched 元素，从尾部递增 step 补充等量新元素，重新升序排序</li>
     *   <li>空仓队列：<b>不再更新</b>（队列转移逻辑已移除）</li>
     *   <li>保证金检查 → 不安全则跳过挂单（队列照常更新），安全则继续</li>
     *   <li>挂新多仓条件单（触发价 = newLongFirst，rule=NUMBER_1，止盈 = newLongFirst + step，
     *       orderId → 止盈价存入 currentLongOrderIds）</li>
     *   <li>空仓条件单守卫：newShortFirst = newLongFirst − step × 2，
     *       若 newShortFirst > shortEntryPrice → 挂空仓条件单（止盈 = newShortFirst − step，
     *       orderId → 止盈价存入 currentShortOrderIds）</li>
     * </ol>
     * 条件单成交后由 {@link #onOrderUpdate} 匹配止盈价并挂止盈条件单。
     * 反向条件单不再在此处理，改为在 {@link #onPositionUpdate} 仓位净减少时触发。
     *
     * @param currentPrice 当前 K 线收盘价（最新成交价）
     */
    private void processLongGrid(BigDecimal currentPrice) {
        int prec = config.getPriceScale();
        List<BigDecimal> matched = new ArrayList<>();
        BigDecimal matched = BigDecimal.ZERO;
        synchronized (longPriceQueue) {
            for (BigDecimal p : longPriceQueue) {
                if (p.compareTo(currentPrice) <= 0) {
                    matched.add(p);
                    matched = p;
                } else {
                    break;
                }
            }
            if (BigDecimal.ZERO.compareTo( matched) == 0) {
                return;
            }

            log.info("[Gate] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);

            GridElement matchedUpGridElement = GridElement.findByPrice(matched);
            if (matchedUpGridElement != null){
                if(!matchedUpGridElement.isHasShortOrder()){
                    Integer downId = matchedUpGridElement.getDownId();
                    GridElement newEntryGrid = GridElement.findById(downId);

                    if (newEntryGrid != null) {

                        if (!newEntryGrid.isHasShortOrder()){
                            BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                            String size = config.getBaseQuantity();
                            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));
                        }

                        GridElement cancelGridElement = GridElement.findById(newEntryGrid.getDownId());
                        /**
                         * 看是否有空仓挂单，有就取消
                         */
                        if (cancelGridElement != null && cancelGridElement.isHasShortOrder()) {
                            shortEntryTraderIdParam(cancelGridElement, null, false);
                            executor.cancelConditionalOrder(cancelGridElement.getShortOrderId(), oid -> {
                                log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单", cancelGridElement.getId());
                            });
                        }

                    }
                }
            }
        }
        if (matched.isEmpty()) {
    }

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

        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;
        }

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

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

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

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

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

                if (!UpGridElement.isHasLongOrder()) {
                    //挂多仓条件单
                    TraderParam upLongTraderParam = UpGridElement.getLongTraderParam();
                    executor.placeConditionalEntryOrder(
                            upLongTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
                            config.getQuantity(),
                            orderId ->
                            {
                                longEntryTraderIdParam(
                                        UpGridElement,
                                        orderId,
                                        true
                                );
                            },
                            null
                    );
                }
            }



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

                TraderParam shortTraderParam = downGridElement.getShortTraderParam();
                if (!downGridElement.isHasShortOrder()){
                    executor.placeConditionalEntryOrder(
                            shortTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
                            negate(config.getQuantity()),
                            orderId ->
                            {
                                shortEntryTraderIdParam(
                                        downGridElement,
                                        orderId,
                                        true
                                );
                            },
                            null
                    );
                }

                TraderParam downLongTraderParam = downGridElement.getLongTraderParam();
                BigDecimal downGridPrice = downGridElement.getGridPrice();
                if (
                        !downGridElement.isHasLongOrder() &&
                                downGridPrice.compareTo(currentPrice) > 0 &&
                                downGridPrice.compareTo(longEntryPrice) <= 0 &&
                                downGridPrice.compareTo(shortEntryPrice) >= 0
                ){
                    executor.placeConditionalEntryOrder(
                            downLongTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
                            config.getQuantity(),
                            orderId ->
                            {
                                longEntryTraderIdParam(
                                        downGridElement,
                                        orderId,
                                        true
                                );
                            },
                            null
                    );

                }
            }

        }

        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        String size = config.getBaseQuantity();
        log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}基础张多单=",
                gridId, newEntryGridId, size);
        placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
    }

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

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

        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        String size =config.getBaseQuantity();
        log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}基础张空单",
                gridId, newEntryGridId, size);
        newEntryGrid.getShortTraderParam().setQuantity(size);
        placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
    }

    private void extendLongStopLoss(int filledQty) {
        int furthestSlId = filledQty - 2;
        log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}", furthestSlId);
        GridElement elem = GridElement.findById(furthestSlId);
        if (elem != null) {
            BigDecimal triggerPrice = elem.getGridPrice();
            int finalSlId = elem.getId();
            String size = config.getBaseQuantity();
            executor.placeTakeProfit(
                    triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    ORDER_TYPE_CLOSE_LONG,
                    negate(size),
                    profitId -> {
                        elem.setLongStopLossOrderId(profitId);
                        GridElement.refreshIndices();
                        log.info("[Gate] 多仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
                    }
            );
        }
    }

    private void extendShortStopLoss(int filledQty) {
        int furthestSlId = filledQty + 2;
        log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}", furthestSlId);
        GridElement elem = GridElement.findById(furthestSlId);
        if (elem != null) {
            BigDecimal triggerPrice = elem.getGridPrice();
            int finalSlId = elem.getId();
            String size = config.getBaseQuantity();
            executor.placeTakeProfit(
                    triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    ORDER_TYPE_CLOSE_SHORT,
                    size,
                    profitId -> {
                        elem.setShortStopLossOrderId(profitId);
                        GridElement.refreshIndices();
                        log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
                    }
            );
        }
    }

@@ -1371,6 +1036,50 @@
     */
    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);
                }
        );
    }

    /**
@@ -1430,4 +1139,6 @@
    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; }
}