exchange.git - Gitblit

			@@ -3,9 +3,13 @@
			import cn.hutool.core.collection.CollUtil;
			import cn.hutool.core.util.StrUtil;
			import com.xcong.excoin.utils.dingtalk.DingTalkUtils;
			import com.google.gson.ExclusionStrategy;
			import com.google.gson.FieldAttributes;
			import com.google.gson.Gson;
			import io.gate.gateapi.ApiClient;
			import io.gate.gateapi.ApiException;
			import io.gate.gateapi.GateApiException;
			import io.gate.gateapi.JSON;
			import io.gate.gateapi.api.AccountApi;
			import io.gate.gateapi.api.FuturesApi;
			import io.gate.gateapi.models.*;
			@@ -15,6 +19,8 @@
			import java.math.BigDecimal;
			import java.math.RoundingMode;
			import java.util.*;
			import java.util.concurrent.ConcurrentHashMap;
			import java.util.concurrent.atomic.AtomicBoolean;
			import java.util.concurrent.atomic.AtomicInteger;

			import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
			@@ -37,8 +43,8 @@
			* 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）
			* ├── generateShortQueue() ← 空仓价格队列（降序，基价×(1−gridRate) 等比向下）
			* ├── generateLongQueue() ← 多仓价格队列（升序，基价×(1+gridRate) 等比向上）
			* ├── 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）
			@@ -68,11 +74,11 @@
			*
			* <h3>关键公式</h3>
			* <pre>
			* step = shortBaseEntryPrice × gridRate ← 网格绝对步长
			* step = shortBaseEntryPrice × gridRate ← 首档间距（0档与±1档的距离度量）
			* 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
			* 等比网格: 下一档 = 本档 × (1 ± gridRate) ← 向下×(1−r)，向上×(1+r)
			* 止盈价 = 本档价 × (1 ± gridRate)（与相邻网格价联动） ← 多仓向上，空仓向下
			* 单笔盈利 ≈ 档价 × gridRate × contractMultiplier × quantity（随网格位置浮动）
			* </pre>
			*
			* <h3>线程模型</h3>
			@@ -103,9 +109,16 @@
			private static final String ORDER_TYPE_CLOSE_SHORT = "plan-close-short-position";

			private final GateConfig config;
			private final StatsEventProducer statsProducer;
			private String apiKeyMd5;
			private final GateTradeExecutor executor;
			private final FuturesApi futuresApi;
			private static final String SETTLE = "usdt";

			/** 手动市价平仓遭遇价格保护(MARKET_PRICE_TOO_DEVIATED)后的重试次数 */
			private static final int CLOSE_POSITION_RETRY_MAX_ATTEMPTS = 3;
			/** 手动市价平仓遭遇价格保护后的重试间隔（毫秒） */
			private static final long CLOSE_POSITION_RETRY_DELAY_MS = 800L;

			private volatile StrategyState state = StrategyState.WAITING_KLINE;

			@@ -146,6 +159,13 @@
			private volatile int lastLongStopLossGridId = Integer.MAX_VALUE;
			/** 最近触发止损的空头网格ID */
			private volatile int lastShortStopLossGridId = Integer.MAX_VALUE;
			/** 自定义止损模式激活标记：true=尚未发生第一次止损触发，第一次触发后置 false（触发未触发侧重挂默认） */
			private final AtomicBoolean dualStopLossModeActive = new AtomicBoolean(false);

			/** 止盈触发对向加仓：多仓止盈→空仓开仓单ID → 网格ID（成交后在该网格+1挂空仓止损） */
			private final Map<String, Integer> tpOppositeShortOrderGridMap = new ConcurrentHashMap<>();
			/** 止盈触发对向加仓：空仓止盈→多仓开仓单ID → 网格ID（成交后在该网格-1挂多仓止损） */
			private final Map<String, Integer> tpOppositeLongOrderGridMap = new ConcurrentHashMap<>();

			private volatile BigDecimal lastKlinePrice;
			private volatile BigDecimal markPrice = BigDecimal.ZERO;
			@@ -157,15 +177,60 @@
			private volatile BigDecimal shortPositionSize = BigDecimal.ZERO;
			private Long userId;
			private volatile BigDecimal initialPrincipal = BigDecimal.ZERO;
			/** 上次 PNL 快照时间（毫秒），用于控制 PNL_SNAPSHOT 埋点频率 */
			private volatile long lastPnlSnapshotTime = 0;
			private volatile GateKlineWebSocketClient wsClient;

			public GateGridTradeService(GateConfig config) {
			public GateGridTradeService(GateConfig config, StatsEventProducer statsProducer) {
			this.config = config;
			this.statsProducer = statsProducer;
			ApiClient apiClient = new ApiClient();
			apiClient.setBasePath(config.getRestBasePath());
			apiClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
			// 修复 gate-api SDK finishAs 枚举不完整导致的反序列化失败（见 buildLenientJson）
			apiClient.setJSON(buildLenientJson());
			this.futuresApi = new FuturesApi(apiClient);
			this.executor = new GateTradeExecutor(apiClient, config.getContract());
			}

			/**
			* 构建容错的 JSON 序列化器，跳过部分枚举不完整字段的反序列化。
			*
			* <p>gate-api SDK 的枚举定义滞后于交易所实际返回值，反序列化未知枚举值时
			* {@code fromValue} 会抛 {@link IllegalArgumentException}，导致接口被误判为失败。
			* 已确认业务不使用以下字段，因此通过 Gson 排除策略直接跳过其解析：
			* <ul>
			* <li>{@code finishAs}：{@code FuturesOrder.FinishAsEnum} 缺少
			* {@code price_rate_protected}（价格保护）等值（如日志
			* {@code Unexpected value 'price_rate_proteced'}）；</li>
			* <li>{@code posMarginMode}：{@code FuturesPriceTriggeredOrder.PosMarginModeEnum}
			* 只定义 {@code cross}/{@code dual}，而 {@code cancelPriceTriggeredOrderList}
			* 会返回组合值 {@code cross\|dual}（如日志 {@code Unexpected value 'cross\|dual'}）。</li>
			* </ul>
			*/
			private static JSON buildLenientJson() {
			JSON json = new JSON();
			Gson gson = json.getGson().newBuilder()
			.setExclusionStrategies(new ExclusionStrategy() {
			@Override
			public boolean shouldSkipField(FieldAttributes f) {
			if ("finishAs".equals(f.getName())) {
			return true;
			}
			// 仅跳过 FuturesPriceTriggeredOrder 的 posMarginMode，避免误伤
			// FuturesOrder / Position 的同名字段（二者语义为 isolated/cross）
			return "posMarginMode".equals(f.getName())
			&& FuturesPriceTriggeredOrder.class.equals(f.getDeclaringClass());
			}

			@Override
			public boolean shouldSkipClass(Class<?> clazz) {
			return false;
			}
			})
			.create();
			json.setGson(gson);
			return json;
			}

			// ---- 初始化 ----
			@@ -290,6 +355,44 @@
			}
			}

			// ---- 埋点 ----

			private String apiKeyMd5() {
			if (apiKeyMd5 == null) {
			try {
			java.security.MessageDigest md = java.security.MessageDigest.getInstance("MD5");
			byte[] digest = md.digest(config.getApiKey().getBytes(java.nio.charset.StandardCharsets.UTF_8));
			StringBuilder sb = new StringBuilder();
			for (byte b : digest) sb.append(String.format("%02x", b));
			apiKeyMd5 = sb.toString();
			} catch (Exception e) {
			apiKeyMd5 = Integer.toHexString(config.getApiKey().hashCode());
			}
			}
			return apiKeyMd5;
			}

			private void emitStats(String type, Object payload) {
			if (statsProducer == null) return;
			try {
			statsProducer.sendStats(statsProducer.newStats(type, apiKeyMd5(), payload));
			} catch (Exception e) {
			log.warn("[Gate] 埋点发送失败, type={}", type, e);
			}
			}

			/**
			* Java 8 兼容的 Map 构造工具（Map.of 为 Java 9 API，此处手动实现）。
			* 接受偶数个参数：key1, value1, key2, value2, ...
			*/
			private static Map<String, Object> mapOf(Object... kv) {
			Map<String, Object> m = new LinkedHashMap<>();
			for (int i = 0; i < kv.length; i += 2) {
			m.put((String) kv[i], kv[i + 1]);
			}
			return m;
			}

			// ---- 启动/停止 ----

			/**
			@@ -311,12 +414,15 @@
			shortPositionSize = BigDecimal.ZERO;
			baseLongOpened = false;
			baseShortOpened = false;
			config.setBaseLongTraderParam(null);
			config.setBaseShortTraderParam(null);
			longActive = false;
			shortActive = false;
			accumulatedLongLossCount = 0;
			accumulatedShortLossCount = 0;
			lastLongStopLossGridId = Integer.MAX_VALUE;
			lastShortStopLossGridId = Integer.MAX_VALUE;
			dualStopLossModeActive.set(false);
			shortPriceQueue.clear();
			longPriceQueue.clear();
			totalShortPriceQueue.clear();
			@@ -328,6 +434,13 @@
			currentRound = 0;

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

			// 埋点: STRATEGY_START — 附全量配置快照
			GateConfigDTO snapshot = GateConfigDTO.from(config);
			Map<String, Object> params = snapshot.toParamsMap();
			params.put("principal", initialPrincipal.toPlainString());
			params.put("contract", config.getContract());
			emitStats("STRATEGY_START", params);
			}

			/**
			@@ -348,6 +461,14 @@
			*/
			public void stopGrid() {
			state = StrategyState.STOPPED;

			// 埋点: STRATEGY_STOP
			emitStats("STRATEGY_STOP", mapOf(
			"reason", "manual",
			"rounds", currentRound,
			"pnl", cumulativePnl.toPlainString()
			));

			executor.cancelAllPriceTriggeredOrders();
			closeExistingPositions();
			executor.shutdown();
			@@ -395,12 +516,14 @@
			.entryOrderId(orderId)
			.build();
			config.setBaseLongTraderParam(baseLongTp);
			tryGenerateQueues();
			}, null);
			executor.openShort(negate(size), (orderId) -> {
			TraderParam baseShortTp = TraderParam.builder()
			.entryOrderId(orderId)
			.build();
			config.setBaseShortTraderParam(baseShortTp);
			tryGenerateQueues();
			}, null);
			return;
			}
			@@ -412,7 +535,7 @@
			config.isPriceDriveEnabled() &&
			longActive == false &&
			longPositionSize.compareTo(BigDecimal.ZERO) == 0){
			processShortGrid(closePrice);
			processLongGrid(closePrice);
			}


			@@ -420,7 +543,7 @@
			config.isPriceDriveEnabled() &&
			shortActive == false &&
			shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
			processLongGrid(closePrice);
			processShortGrid(closePrice);
			}
			}

			@@ -451,8 +574,28 @@
			.add(new BigDecimal(account.getUnrealisedPnl()))
			.subtract(estimatedCloseFee);

			// 埋点: PNL_SNAPSHOT — 每60秒发射一次
			long now = System.currentTimeMillis();
			if (now - lastPnlSnapshotTime >= 60_000) {
			lastPnlSnapshotTime = now;
			BigDecimal total = new BigDecimal(account.getTotal());
			emitStats("PNL_SNAPSHOT", mapOf(
			"cumulativePnl", cumulativePnl.toPlainString(),
			"unrealizedPnl", new BigDecimal(account.getUnrealisedPnl()).toPlainString(),
			"totalEquity", total.toPlainString(),
			"markPrice", markPrice.toPlainString()
			));
			}

			if (totalEquity.compareTo(target) > 0) {
			currentRound++;

			// 埋点: ROUND_COMPLETE
			emitStats("ROUND_COMPLETE", mapOf(
			"roundNum", currentRound,
			"totalEquity", totalEquity.toPlainString()
			));

			int maxRounds = config.getRounds();
			log.info("[Gate] 盈亏达标(净权益{}→含手续费-{}=实际{}>目标{})，第{}轮完成",
			new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl())),
			@@ -466,14 +609,16 @@

			log.info("[Gate] 重置策略，开始第{}轮...", currentRound);
			state = StrategyState.STOPPED;
			try {
			futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
			} catch (ApiException e) {
			e.printStackTrace();
			}
			closeExistingPositions();
			// 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
			// 关键修复：取消+平仓+延时+重启必须整体放进 executor 队列末尾，让上一轮排队的
			// 挂单任务先执行完（挂到交易所），随后的 cancel 才能取消到它们。若 cancel 仍留在
			// WS 线程同步执行，会早于上一轮挂单任务，取消不到"尚未挂出"的单（竞态）。
			executor.submitTask(() -> {
			try {
			futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
			} catch (ApiException e) {
			e.printStackTrace();
			}
			closeExistingPositions();
			try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
			// 注意：startGrid() 会将 currentRound 归零，这里需要保留
			int savedRound = currentRound;
			@@ -649,11 +794,36 @@
			return;
			}

			// 止盈单成交 → 清理止盈状态，并按配置触发对向加仓
			GridElement longTpElem = GridElement.findByLongTakeProfitOrderId(orderId);
			if (longTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
			handleLongTakeProfitTriggered(longTpElem, orderId);
			return;
			}
			GridElement shortTpElem = GridElement.findByShortTakeProfitOrderId(orderId);
			if (shortTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
			handleShortTakeProfitTriggered(shortTpElem, orderId);
			return;
			}

			GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
			if (shortGridElement != null) {
			if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
			// 止盈触发的对向加仓空仓开仓单成交 → 在网格+1挂空仓止损
			Integer tpOppositeGridId = tpOppositeShortOrderGridMap.remove(orderId);
			if (tpOppositeGridId != null) {
			handleTpOppositeShortAddFilled(shortGridElement, tpOppositeGridId);
			return;
			}
			int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
			shortEntryTraderIdParam(shortGridElement, orderId, false);

			// 埋点: ENTRY_FILLED — 空仓加仓成交
			emitStats("ENTRY_FILLED", mapOf(
			"direction", "short",
			"gridId", shortGridElement.getId(),
			"filledQty", filledQty
			));

			// 防重入：同一网格存在多个入场单且相近时间成交时，只处理第一次 extend，
			// 后续成交打标 pendingReExtend，延展完成后自动用最新仓位重挂一次。
			@@ -668,11 +838,18 @@
			lastShortStopLossGridId = Integer.MAX_VALUE;
			// [Gate-需求2] 加仓后先撤空仓所有止盈+止损，再查交易所持仓后重挂
			cancelAllShortTakeProfitsAndStopLosses();
			// REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
			int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
			// REST/WS 持仓可能因交易所延迟返回旧值（仓位归零后重开甚至为 0），
			// 与本次成交张数 filledQty 取最大值兜底，避免 posSize=0 导致止盈止损全部跳过
			int posSize = Math.max(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()), filledQty);
			extendShortStopLoss(posSize, shortGridElement.getId());
			// [Gate] 止盈挂单：超出基础仓位的部分，挂在多仓第一止损位
			// placeExcessTakeProfit(posSize, false);
			if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) {
			placeExcessTakeProfit(posSize, false);
			} else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
			placeDispersedTakeProfit(posSize, false, shortGridElement.getId());
			}
			// [Gate] 基础仓位止盈挂单：与超额止盈并行，独立于止盈模式
			placeBaseTakeProfit(posSize, false, shortGridElement.getId());
			log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);


			@@ -683,8 +860,21 @@
			if (longGridElement != null) {
			if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")){

			// 止盈触发的对向加仓多仓开仓单成交 → 在网格-1挂多仓止损
			Integer tpOppositeGridId = tpOppositeLongOrderGridMap.remove(orderId);
			if (tpOppositeGridId != null) {
			handleTpOppositeLongAddFilled(longGridElement, tpOppositeGridId);
			return;
			}
			int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
			longEntryTraderIdParam(longGridElement, orderId, false);

			// 埋点: ENTRY_FILLED — 多仓加仓成交
			emitStats("ENTRY_FILLED", mapOf(
			"direction", "long",
			"gridId", longGridElement.getId(),
			"filledQty", filledQty
			));

			// 防重入：同一网格存在多个入场单且相近时间成交时，只处理第一次 extend，
			// 后续成交打标 pendingReExtend，延展完成后自动用最新仓位重挂一次。
			@@ -699,15 +889,249 @@
			lastLongStopLossGridId = Integer.MAX_VALUE;
			// [Gate-需求2] 加仓后先撤多仓所有止盈+止损，再查交易所持仓后重挂
			cancelAllLongTakeProfitsAndStopLosses();
			// REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
			int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
			// REST/WS 持仓可能因交易所延迟返回旧值（仓位归零后重开甚至为 0），
			// 与本次成交张数 filledQty 取最大值兜底，避免 posSize=0 导致止盈止损全部跳过
			int posSize = Math.max(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()), filledQty);
			extendLongStopLoss(posSize, longGridElement.getId());
			// [Gate] 止盈挂单：超出基础仓位的部分，挂在空仓第一止损位
			// placeExcessTakeProfit(posSize, true);
			if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) {
			placeExcessTakeProfit(posSize, true);
			} else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
			placeDispersedTakeProfit(posSize, true, longGridElement.getId());
			}
			// [Gate] 基础仓位止盈挂单：与超额止盈并行，独立于止盈模式
			placeBaseTakeProfit(posSize, true, longGridElement.getId());
			log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

			}
			}
			}


			/**
			* 多仓止盈单成交：清理止盈状态，并按配置在对向（空仓）挂开仓单。
			*
			* @param tpElem 触发止盈的网格元素
			* @param orderId 止盈单 ID
			*/
			private void handleLongTakeProfitTriggered(GridElement tpElem, String orderId) {
			// 清理前判断：当前是否为该方向最后一个止盈单（最后一个不触发对向加仓）
			boolean isLastTp = GridElement.getLongTakeProfitCount() <= 1;
			// 清理止盈单状态（移除已成交的这笔止盈单）
			longTakeProfitTraderIdParam(tpElem, orderId, false);
			log.info("[Gate] 多仓止盈触发 gridId:{}, orderId:{}, 剩余止盈:{}", tpElem.getId(), orderId,
			GridElement.getLongTakeProfitCount());

			// 止盈依次上移：先取消之前挂的对向空开仓单，再挂新单
			cancelTpOppositeShortEntries();

			if (!config.isTpTriggerOppositeAddEnabled()) {
			return;
			}
			if (isLastTp) {
			log.info("[Gate] 多仓止盈为最后一个, 不触发对向加仓, gridId:{}", tpElem.getId());
			return;
			}
			int qty = config.getTpTriggerOppositeAddQuantity();
			if (qty <= 0) {
			return;
			}
			// 多仓止盈在 gridId=N 成交，对向空仓开仓单挂在 gridId=N-1
			int targetGridId = tpElem.getId() - 1;
			GridElement target = GridElement.findById(targetGridId);
			if (target == null) {
			log.warn("[Gate] 止盈触发对向加仓: 目标网格不存在, 止盈gridId:{}, 目标gridId:{}", tpElem.getId(), targetGridId);
			return;
			}
			placeOppositeAddShortEntry(target, tpElem, qty);
			}

			/**
			* 空仓止盈单成交：清理止盈状态，并按配置在对向（多仓）挂开仓单。
			*
			* @param tpElem 触发止盈的网格元素
			* @param orderId 止盈单 ID
			*/
			private void handleShortTakeProfitTriggered(GridElement tpElem, String orderId) {
			// 清理前判断：当前是否为该方向最后一个止盈单（最后一个不触发对向加仓）
			boolean isLastTp = GridElement.getShortTakeProfitCount() <= 1;
			// 清理止盈单状态（移除已成交的这笔止盈单）
			shortTakeProfitTraderIdParam(tpElem, orderId, false);
			log.info("[Gate] 空仓止盈触发 gridId:{}, orderId:{}, 剩余止盈:{}", tpElem.getId(), orderId,
			GridElement.getShortTakeProfitCount());

			// 止盈依次下移：先取消之前挂的对向多开仓单，再挂新单
			cancelTpOppositeLongEntries();

			if (!config.isTpTriggerOppositeAddEnabled()) {
			return;
			}
			if (isLastTp) {
			log.info("[Gate] 空仓止盈为最后一个, 不触发对向加仓, gridId:{}", tpElem.getId());
			return;
			}
			int qty = config.getTpTriggerOppositeAddQuantity();
			if (qty <= 0) {
			return;
			}
			// 空仓止盈在 gridId=N 成交，对向多仓开仓单挂在 gridId=N+1
			int targetGridId = tpElem.getId() + 1;
			GridElement target = GridElement.findById(targetGridId);
			if (target == null) {
			log.warn("[Gate] 止盈触发对向加仓: 目标网格不存在, 止盈gridId:{}, 目标gridId:{}", tpElem.getId(), targetGridId);
			return;
			}
			placeOppositeAddLongEntry(target, tpElem, qty);
			}

			/**
			* 取消所有已挂未成交的对向空仓开仓单（止盈依次上移时，取消旧位置的开仓单）。
			*/
			private void cancelTpOppositeShortEntries() {
			if (tpOppositeShortOrderGridMap.isEmpty()) {
			return;
			}
			List<String> orderIds = new ArrayList<>(tpOppositeShortOrderGridMap.keySet());
			tpOppositeShortOrderGridMap.clear();
			for (String oid : orderIds) {
			GridElement elem = GridElement.findByShortOrderId(oid);
			if (elem != null) {
			elem.removeShortOrderId(oid);
			elem.setHasShortOrder(elem.hasShortOrderIds());
			}
			executor.cancelConditionalOrder(oid, o -> {});
			log.info("[Gate] 取消对向空开仓单, orderId:{}", oid);
			}
			GridElement.refreshIndices();
			}

			/**
			* 取消所有已挂未成交的对向多仓开仓单（止盈依次下移时，取消旧位置的开仓单）。
			*/
			private void cancelTpOppositeLongEntries() {
			if (tpOppositeLongOrderGridMap.isEmpty()) {
			return;
			}
			List<String> orderIds = new ArrayList<>(tpOppositeLongOrderGridMap.keySet());
			tpOppositeLongOrderGridMap.clear();
			for (String oid : orderIds) {
			GridElement elem = GridElement.findByLongOrderId(oid);
			if (elem != null) {
			elem.removeLongOrderId(oid);
			elem.setHasLongOrder(elem.hasLongOrderIds());
			}
			executor.cancelConditionalOrder(oid, o -> {});
			log.info("[Gate] 取消对向多开仓单, orderId:{}", oid);
			}
			GridElement.refreshIndices();
			}

			/**
			* 在目标网格挂空仓对向开仓单，并记录订单ID→网格ID映射，供成交后挂止损。
			*/
			private void placeOppositeAddShortEntry(GridElement target, GridElement tpElem, int qty) {
			target.setHasShortOrder(true);
			executor.placeConditionalEntryOrder(
			target.getGridPrice(),
			FuturesPriceTrigger.RuleEnum.NUMBER_2,
			negate(String.valueOf(qty)),
			orderId -> {
			tpOppositeShortOrderGridMap.put(orderId, target.getId());
			shortEntryTraderIdParam(target, orderId, true);
			log.info("[Gate] 多仓止盈触发对向加仓, 止盈gridId:{}, 空仓开仓gridId:{}, 数量:{}张, orderId:{}",
			tpElem.getId(), target.getId(), qty, orderId);
			},
			() -> {
			if (!target.hasShortOrderIds()) {
			target.setHasShortOrder(false);
			}
			GridElement.refreshIndices();
			log.warn("[Gate] 多仓止盈触发对向加仓挂单失败, 止盈gridId:{}, 目标gridId:{}",
			tpElem.getId(), target.getId());
			}
			);
			}

			/**
			* 在目标网格挂多仓对向开仓单，并记录订单ID→网格ID映射，供成交后挂止损。
			*/
			private void placeOppositeAddLongEntry(GridElement target, GridElement tpElem, int qty) {
			target.setHasLongOrder(true);
			executor.placeConditionalEntryOrder(
			target.getGridPrice(),
			FuturesPriceTrigger.RuleEnum.NUMBER_1,
			String.valueOf(qty),
			orderId -> {
			tpOppositeLongOrderGridMap.put(orderId, target.getId());
			longEntryTraderIdParam(target, orderId, true);
			log.info("[Gate] 空仓止盈触发对向加仓, 止盈gridId:{}, 多仓开仓gridId:{}, 数量:{}张, orderId:{}",
			tpElem.getId(), target.getId(), qty, orderId);
			},
			() -> {
			if (!target.hasLongOrderIds()) {
			target.setHasLongOrder(false);
			}
			GridElement.refreshIndices();
			log.warn("[Gate] 空仓止盈触发对向加仓挂单失败, 止盈gridId:{}, 目标gridId:{}",
			tpElem.getId(), target.getId());
			}
			);
			}

			/**
			* 对向加仓空仓开仓单成交：在网格+1 挂空仓止损。
			*
			* @param elem 开仓单成交的网格元素
			* @param oppositeGridId 记录的对向开仓网格ID
			*/
			private void handleTpOppositeShortAddFilled(GridElement elem, int oppositeGridId) {
			int qty = Integer.parseInt(elem.getShortTraderParam().getQuantity());
			int stopLossGridId = oppositeGridId + 1;
			GridElement slElem = GridElement.findById(stopLossGridId);
			if (slElem == null) {
			log.warn("[Gate] 对向加仓止损位置不存在, 开仓gridId:{}, 止损gridId:{}", oppositeGridId, stopLossGridId);
			return;
			}
			executor.placeTakeProfit(
			slElem.getGridPrice(),
			FuturesPriceTrigger.RuleEnum.NUMBER_1,
			ORDER_TYPE_CLOSE_SHORT,
			String.valueOf(qty),
			profitId -> {
			slElem.addShortStopLossOrderId(profitId);
			GridElement.refreshIndices();
			log.info("[Gate] 对向加仓空仓止损已挂, 开仓gridId:{}, 止损gridId:{}, 数量:{}张, stopLossId:{}",
			oppositeGridId, stopLossGridId, qty, profitId);
			}
			);
			}

			/**
			* 对向加仓多仓开仓单成交：在网格-1 挂多仓止损。
			*
			* @param elem 开仓单成交的网格元素
			* @param oppositeGridId 记录的对向开仓网格ID
			*/
			private void handleTpOppositeLongAddFilled(GridElement elem, int oppositeGridId) {
			int qty = Integer.parseInt(elem.getLongTraderParam().getQuantity());
			int stopLossGridId = oppositeGridId - 1;
			GridElement slElem = GridElement.findById(stopLossGridId);
			if (slElem == null) {
			log.warn("[Gate] 对向加仓止损位置不存在, 开仓gridId:{}, 止损gridId:{}", oppositeGridId, stopLossGridId);
			return;
			}
			executor.placeTakeProfit(
			slElem.getGridPrice(),
			FuturesPriceTrigger.RuleEnum.NUMBER_2,
			ORDER_TYPE_CLOSE_LONG,
			negate(String.valueOf(qty)),
			profitId -> {
			slElem.addLongStopLossOrderId(profitId);
			GridElement.refreshIndices();
			log.info("[Gate] 对向加仓多仓止损已挂, 开仓gridId:{}, 止损gridId:{}, 数量:{}张, stopLossId:{}",
			oppositeGridId, stopLossGridId, qty, profitId);
			}
			);
			}


			@@ -772,19 +1196,23 @@
			* <li>状态切换为 ACTIVE</li>
			* </ol>
			*/
			private void tryGenerateQueues() {
			if (baseLongOpened && baseShortOpened) {
			private synchronized void tryGenerateQueues() {
			// 幂等保护：生成队列后 state 切换为 ACTIVE，避免多线程重复执行
			if (state != StrategyState.OPENING) {
			return;
			}
			TraderParam baseLongTraderParam = config.getBaseLongTraderParam();
			TraderParam baseShortTraderParam = config.getBaseShortTraderParam();
			// 需同时满足：多空基底均已成交，且两个下单参数(orderId)均已通过下单成功回调拿到。
			// IOC 市价单成交后 WS 持仓推送可能先于 REST 下单响应返回，必须等参数就绪再生成队列。
			if (!(baseLongOpened && baseShortOpened)
			\|\| baseLongTraderParam == null \|\| baseShortTraderParam == null) {
			return;
			}
			{
			generateShortQueue();
			generateLongQueue();
			updateGridElements();

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

			// // 空仓止损对应的多仓止盈：多仓止盈挂在ID=3
			// int tpGridIdLong = 3;
			@@ -860,56 +1288,182 @@
			// );
			// }

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

			state = StrategyState.ACTIVE;
			}
			}

			// ========== 自定义止损（按触发价各挂一单） ==========

			int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
			for (int id = -2; id >= -longTime; id--) {
			GridElement elem = GridElement.findById(id);
			if (elem == null) {
			continue;
			}
			BigDecimal triggerPrice = elem.getGridPrice();
			String size = config.getQuantity();
			int finalId = id;
			/**
			* 自定义止损初始化：按多空止损触发价匹配最近网格，各挂一张覆盖全仓位（baseQuantity）的止损单。
			* 多仓止损：NUMBER_2（价格 ≤ 触发价平多），空仓止损：NUMBER_1（价格 ≥ 触发价平空）。
			*/
			private void placeCustomStopLosses() {
			dualStopLossModeActive.set(true);
			String baseQty = config.getBaseQuantity();
			BigDecimal longPrice = config.getLongStopLossPrice();
			BigDecimal shortPrice = config.getShortStopLossPrice();

			if (longPrice != null && longPrice.compareTo(BigDecimal.ZERO) > 0) {
			GridElement longElem = findNearestGridElementByPrice(longPrice);
			if (longElem != null) {
			BigDecimal triggerPrice = longElem.getGridPrice();
			executor.placeTakeProfit(
			triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_2,
			ORDER_TYPE_CLOSE_LONG,
			negate(size),
			negate(baseQty),
			profitId -> {
			elem.addLongStopLossOrderId(profitId);
			longElem.addLongStopLossOrderId(profitId);
			GridElement.refreshIndices();
			log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
			log.info("[Gate] 自定义多仓止损已挂, 目标价:{}, 匹配gridId:{}, 触发价:{}, stopLossId:{}",
			longPrice, longElem.getId(), triggerPrice, profitId);
			}
			);
			} else {
			log.warn("[Gate] 自定义多仓止损价:{} 未匹配到任何网格", longPrice);
			}

			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;
			}

			if (shortPrice != null && shortPrice.compareTo(BigDecimal.ZERO) > 0) {
			GridElement shortElem = findNearestGridElementByPrice(shortPrice);
			if (shortElem != null) {
			BigDecimal triggerPrice = shortElem.getGridPrice();
			executor.placeTakeProfit(
			triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_1,
			ORDER_TYPE_CLOSE_SHORT,
			baseQty,
			profitId -> {
			shortElem.addShortStopLossOrderId(profitId);
			GridElement.refreshIndices();
			log.info("[Gate] 自定义空仓止损已挂, 目标价:{}, 匹配gridId:{}, 触发价:{}, stopLossId:{}",
			shortPrice, shortElem.getId(), triggerPrice, profitId);
			}
			);
			} else {
			log.warn("[Gate] 自定义空仓止损价:{} 未匹配到任何网格", shortPrice);
			}
			}
			log.info("[Gate] 自定义止损初始化完成, 多仓止损价:{}, 空仓止损价:{}", longPrice, shortPrice);
			}

			/**
			* 默认止损阶梯（原有逻辑）：空仓从 ID=2 向上、多仓从 ID=-2 向下，各挂 baseQuantity/quantity 格、每格 quantity 张。
			*/
			private void placeDefaultStopLossLadders() {
			placeDefaultShortStopLossLadder();
			placeDefaultLongStopLossLadder();
			int shortTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
			int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
			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);
			}

			/**
			* 默认空仓止损阶梯：从 ID=2 向上挂，每格 quantity 张，NUMBER_1（价格 ≥ 触发价平空）。
			*/
			private void placeDefaultShortStopLossLadder() {
			int shortTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
			for (int id = 2; id <= shortTime; id++) {
			GridElement elem = GridElement.findById(id);
			if (elem == null) {
			continue;
			}
			BigDecimal triggerPrice = elem.getGridPrice();
			String size = config.getQuantity();
			int finalId = id;
			executor.placeTakeProfit(
			triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_1,
			ORDER_TYPE_CLOSE_SHORT,
			size,
			profitId -> {
			elem.addShortStopLossOrderId(profitId);
			GridElement.refreshIndices();
			log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
			}
			);
			}
			}

			/**
			* 默认多仓止损阶梯：从 ID=-2 向下挂，每格 quantity 张，NUMBER_2（价格 ≤ 触发价平多）。
			*/
			private void placeDefaultLongStopLossLadder() {
			int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
			for (int id = -2; id >= -longTime; id--) {
			GridElement elem = GridElement.findById(id);
			if (elem == null) {
			continue;
			}
			BigDecimal triggerPrice = elem.getGridPrice();
			String size = config.getQuantity();
			int finalId = id;
			executor.placeTakeProfit(
			triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_2,
			ORDER_TYPE_CLOSE_LONG,
			negate(size),
			profitId -> {
			elem.addLongStopLossOrderId(profitId);
			GridElement.refreshIndices();
			log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
			}
			);
			}
			}

			/**
			* 按「价格 → 最近网格」匹配：返回 gridPrice 与目标价绝对值差最小的网格元素。
			*/
			private GridElement findNearestGridElementByPrice(BigDecimal price) {
			if (price == null \|\| price.compareTo(BigDecimal.ZERO) <= 0) {
			return null;
			}
			GridElement nearest = null;
			BigDecimal minDiff = null;
			for (GridElement e : config.getGridElements()) {
			BigDecimal diff = e.getGridPrice().subtract(price).abs();
			if (minDiff == null \|\| diff.compareTo(minDiff) < 0) {
			minDiff = diff;
			nearest = e;
			}
			}
			return nearest;
			}

			/**
			* 只取消空仓止损单（保留空仓止盈），用于自定义止损首次触发时重挂未触发侧。
			*/
			private void cancelAllShortStopLossesOnly() {
			for (GridElement e : config.getGridElements()) {
			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损（保留止盈）");
			}

			/**
			* 只取消多仓止损单（保留多仓止盈），用于自定义止损首次触发时重挂未触发侧。
			*/
			private void cancelAllLongStopLossesOnly() {
			for (GridElement e : config.getGridElements()) {
			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损（保留止盈）");
			}

			/**
			@@ -919,18 +1473,48 @@
			GridElement baseElement,String profitId, boolean flag
			) {
			TraderParam tp = baseElement.getLongTraderParam();
			tp.setTakeProfitOrderId(profitId);
			tp.setTakeProfitPlaced(flag);
			baseElement.setLongTakeProfitOrderId(profitId);
			if (flag && profitId != null) {
			// 挂单成功：追加到止盈单列表（支持基础止盈 + 超额止盈并行挂单）
			tp.setTakeProfitOrderId(profitId);
			tp.setTakeProfitPlaced(true);
			baseElement.addLongTakeProfitOrderId(profitId);
			} else {
			// 清理：profitId 非空移除指定止盈单，为空清空该网格全部止盈单
			tp.setTakeProfitPlaced(false);
			if (profitId != null) {
			baseElement.removeLongTakeProfitOrderId(profitId);
			if (!baseElement.hasLongTakeProfitOrders()) {
			tp.setTakeProfitOrderId(null);
			}
			} else {
			baseElement.clearLongTakeProfitOrderIds();
			tp.setTakeProfitOrderId(null);
			}
			}
			GridElement.refreshIndices();
			}
			private void shortTakeProfitTraderIdParam(
			GridElement baseElement,String profitId, boolean flag
			) {
			TraderParam tp = baseElement.getShortTraderParam();
			tp.setTakeProfitOrderId(profitId);
			tp.setTakeProfitPlaced(flag);
			baseElement.setShortTakeProfitOrderId(profitId);
			if (flag && profitId != null) {
			// 挂单成功：追加到止盈单列表（支持基础止盈 + 超额止盈并行挂单）
			tp.setTakeProfitOrderId(profitId);
			tp.setTakeProfitPlaced(true);
			baseElement.addShortTakeProfitOrderId(profitId);
			} else {
			// 清理：profitId 非空移除指定止盈单，为空清空该网格全部止盈单
			tp.setTakeProfitPlaced(false);
			if (profitId != null) {
			baseElement.removeShortTakeProfitOrderId(profitId);
			if (!baseElement.hasShortTakeProfitOrders()) {
			tp.setTakeProfitOrderId(null);
			}
			} else {
			baseElement.clearShortTakeProfitOrderIds();
			tp.setTakeProfitOrderId(null);
			}
			}
			GridElement.refreshIndices();
			}

			@@ -969,51 +1553,73 @@
			}

			/**
			* 生成空仓价格队列。
			* 以 shortBaseEntryPrice × gridRate 作为绝对步长 step，存到 config。
			* 第1个元素 = shortBaseEntryPrice − step，后续依次递减 step，共 gridQueueSize 个。
			* 队列降序排列（大→小），方便 processShortGrid 中从头遍历。
			* 生成空仓价格队列（等比 / 复合百分比网格）。
			*
			* <p>每个网格价 = 上一档 × (1 − gridRate)，即自 shortBaseEntryPrice 向下等比递减：
			* <pre>
			* 第1档 = shortBaseEntryPrice × (1 − gridRate)
			* 第2档 = 第1档 × (1 − gridRate)
			* ...
			* </pre>
			* 档间距 = 该档价格 × gridRate，随价格下降而收窄。
			*
			* <p>同时将 step（= shortBaseEntryPrice × gridRate，即 0档与 ±1档的间距）注入 config，
			* 供跨度重启等需要固定距离度量的功能使用。
			*
			* <p>队列降序排列（大→小），方便 processShortGrid 中从头遍历。
			*/
			private void generateShortQueue() {
			shortPriceQueue.clear();
			totalShortPriceQueue.clear();
			totalLongPriceQueue.clear();
			int prec = config.getPriceScale();
			BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(prec, RoundingMode.HALF_UP);
			BigDecimal gridRate = config.getGridRate();
			// 首档间距 = 基价 × gridRate（0档与±1档的间距），保留作跨度等固定距离度量
			BigDecimal step = shortBaseEntryPrice.multiply(gridRate).setScale(prec, RoundingMode.HALF_UP);
			config.setStep(step);
			BigDecimal elem = shortBaseEntryPrice.subtract(step).setScale(prec, RoundingMode.HALF_UP);
			for (int i = 0; i < config.getGridQueueSize(); i++) {
			shortPriceQueue.add(elem);
			totalLongPriceQueue.add( elem);
			totalShortPriceQueue.add( elem);
			BigDecimal factor = BigDecimal.ONE.subtract(gridRate);
			BigDecimal elem = shortBaseEntryPrice.multiply(factor).setScale(prec, RoundingMode.HALF_UP);
			for (int i = 0; i < config.getGridQueueSize(); i++) {
			shortPriceQueue.add(elem);
			totalLongPriceQueue.add(elem);
			totalShortPriceQueue.add(elem);

			elem = elem.subtract(step).setScale(prec, RoundingMode.HALF_UP);
			if (elem.compareTo(BigDecimal.ZERO) <= 0) {
			break;
			}
			elem = elem.multiply(factor).setScale(prec, RoundingMode.HALF_UP);
			if (elem.compareTo(BigDecimal.ZERO) <= 0) {
			break;
			}
			}
			shortPriceQueue.sort((a, b) -> b.compareTo(a));
			log.info("[Gate] 空队列:{}", shortPriceQueue);
			log.info("[Gate] 空队列(等比):{}", shortPriceQueue);
			}

			/**
			* 生成多仓价格队列。
			* 以 shortBaseEntryPrice + step 为首元素，后续依次递增 step，共 gridQueueSize 个。
			* 队列升序排列（小→大），方便 processLongGrid 中从头遍历。
			* 生成多仓价格队列（等比 / 复合百分比网格）。
			*
			* <p>每个网格价 = 上一档 × (1 + gridRate)，即自 shortBaseEntryPrice 向上等比递增：
			* <pre>
			* 第1档 = shortBaseEntryPrice × (1 + gridRate)
			* 第2档 = 第1档 × (1 + gridRate)
			* ...
			* </pre>
			* 档间距 = 该档价格 × gridRate，随价格上升而放大；
			* 与空仓队列（下方 ×(1−gridRate)）关于基价对称，保证上下网格连续一致。
			*
			* <p>队列升序排列（小→大），方便 processLongGrid 中从头遍历。
			*/
			private void generateLongQueue() {
			longPriceQueue.clear();
			int prec = config.getPriceScale();
			BigDecimal step = config.getStep();
			BigDecimal elem = shortBaseEntryPrice.add(step).setScale(prec, RoundingMode.HALF_UP);
			BigDecimal factor = BigDecimal.ONE.add(config.getGridRate());
			BigDecimal elem = shortBaseEntryPrice.multiply(factor).setScale(prec, RoundingMode.HALF_UP);
			for (int i = 0; i < config.getGridQueueSize(); i++) {
			longPriceQueue.add(elem);
			totalLongPriceQueue.add( elem);
			totalShortPriceQueue.add( elem);
			elem = elem.add(step).setScale(prec, RoundingMode.HALF_UP);
			totalLongPriceQueue.add(elem);
			totalShortPriceQueue.add(elem);
			elem = elem.multiply(factor).setScale(prec, RoundingMode.HALF_UP);
			}
			longPriceQueue.sort(BigDecimal::compareTo);
			log.info("[Gate] 多队列:{}", longPriceQueue);
			log.info("[Gate] 多队列(等比):{}", longPriceQueue);
			totalShortPriceQueue.sort((a, b) -> b.compareTo(a));
			log.info("[Gate] 队列从大到小:{}", totalShortPriceQueue);
			totalLongPriceQueue.sort(BigDecimal::compareTo);
			@@ -1040,7 +1646,9 @@
			int longSize = longPriceQueue.size();
			//根据精度转换成小数
			int prec = config.getPriceScale();
			BigDecimal step = config.getStep();
			// 等比网格：止盈价与本档相邻网格价联动 = 本档价 × (1 ± gridRate)
			BigDecimal tpUpFactor = BigDecimal.ONE.add(config.getGridRate());
			BigDecimal tpDownFactor = BigDecimal.ONE.subtract(config.getGridRate());
			// String qty = config.getBaseQuantity();
			String qty = config.getQuantity();

			@@ -1053,13 +1661,13 @@
			TraderParam longParam = TraderParam.builder()
			.direction(TraderParam.Direction.LONG)
			.entryPrice(price)
			.takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
			.takeProfitPrice(price.multiply(tpUpFactor).setScale(prec, RoundingMode.HALF_UP))
			.quantity(qty)
			.build();
			TraderParam shortParam = TraderParam.builder()
			.direction(TraderParam.Direction.SHORT)
			.entryPrice(price)
			.takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP))
			.takeProfitPrice(price.multiply(tpDownFactor).setScale(prec, RoundingMode.HALF_UP))
			.quantity(qty)
			.build();
			elements.add(GridElement.builder()
			@@ -1078,13 +1686,13 @@
			TraderParam longParam = TraderParam.builder()
			.direction(TraderParam.Direction.LONG)
			.entryPrice(price)
			.takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
			.takeProfitPrice(price.multiply(tpUpFactor).setScale(prec, RoundingMode.HALF_UP))
			.quantity(qty)
			.build();
			TraderParam shortParam = TraderParam.builder()
			.direction(TraderParam.Direction.SHORT)
			.entryPrice(price)
			.takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP))
			.takeProfitPrice(price.multiply(tpDownFactor).setScale(prec, RoundingMode.HALF_UP))
			.quantity(qty)
			.build();
			elements.add(GridElement.builder()
			@@ -1106,13 +1714,13 @@
			TraderParam longParam = TraderParam.builder()
			.direction(TraderParam.Direction.LONG)
			.entryPrice(price)
			.takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
			.takeProfitPrice(price.multiply(tpUpFactor).setScale(prec, RoundingMode.HALF_UP))
			.quantity(qty)
			.build();
			TraderParam shortParam = TraderParam.builder()
			.direction(TraderParam.Direction.SHORT)
			.entryPrice(price)
			.takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP))
			.takeProfitPrice(price.multiply(tpDownFactor).setScale(prec, RoundingMode.HALF_UP))
			.quantity(qty)
			.build();
			elements.add(GridElement.builder()
			@@ -1130,7 +1738,8 @@
			}


			private void processShortGrid(BigDecimal currentPrice) {
			/** 多仓仓位归零后，在当前价上方最近网格重新挂多单（遍历 totalLongPriceQueue 升序）。 */
			private void processLongGrid(BigDecimal currentPrice) {
			BigDecimal matched = BigDecimal.ZERO;
			synchronized (totalLongPriceQueue) {
			for (BigDecimal p : totalLongPriceQueue) {
			@@ -1153,7 +1762,10 @@
			if (newEntryGrid != null) {

			// String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
			String quantity = String.valueOf(config.getBaseQuantity());
			// String quantity = String.valueOf(config.getBaseQuantity());


			String quantity = calculateEntryQuantity(true, false, 0);
			// 向下检查是否已有多单挂在更低价格网格，有则跳过（防止价格回升后重复挂单）
			boolean hasLongOrderBelow = false;
			GridElement checkDownCursor = GridElement.findById(newEntryGrid.getDownId());
			@@ -1200,7 +1812,8 @@

			}

			private void processLongGrid(BigDecimal currentPrice) {
			/** 空仓仓位归零后，在当前价下方最近网格重新挂空单（遍历 totalShortPriceQueue 降序）。 */
			private void processShortGrid(BigDecimal currentPrice) {
			BigDecimal matched = BigDecimal.ZERO;
			synchronized (totalShortPriceQueue) {
			for (BigDecimal p : totalShortPriceQueue) {
			@@ -1224,7 +1837,9 @@

			// String quantity = String.valueOf((accumulatedShortLossCount + 1) * Integer.parseInt(config.getQuantity()));
			// String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
			String quantity = String.valueOf(config.getBaseQuantity());
			// String quantity = String.valueOf(config.getBaseQuantity());

			String quantity = calculateEntryQuantity(false, false, 0);
			// 向上检查是否已有空单挂在更高价格网格，有则跳过（防止价格回落后重复挂单）
			boolean hasShortOrderAbove = false;
			GridElement checkUpCursor = GridElement.findById(newEntryGrid.getUpId());
			@@ -1247,7 +1862,7 @@
			GridElement finalCancelCursor = cancelCursor;
			executor.cancelConditionalOrder(shortOrderId, oid -> {
			shortEntryTraderIdParam(finalCancelCursor, shortOrderId, false);
			log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", finalCancelCursor.getId(), shortOrderId);
			log.info("[Gate] 空仓仓位归零, 取消gridId:{}的空单{}", finalCancelCursor.getId(), shortOrderId);
			});
			}
			}
			@@ -1258,7 +1873,7 @@
			if (!newEntryGrid.isHasShortOrder() && !hasShortOrderAbove){
			BigDecimal triggerPrice = newEntryGrid.getGridPrice();
			String size = quantity;
			log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
			log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张空单",
			newEntryGrid.getId(), size);
			newEntryGrid.getShortTraderParam().setQuantity(size);
			placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
			@@ -1292,30 +1907,63 @@
			}

			/**
			* 根据加仓配置计算止损追单时的实际下单量。
			* 根据加仓配置计算入场/追单时的实际下单量。
			* <p>公式：</p>
			* <pre>
			* addMultiplier = floor(effectiveStopLossCount / addPositionInterval)
			* divisor = addPositionInterval + 1
			* addMultiplier = floor(effectiveStopLossCount / divisor)
			* addQty = addMultiplier × addPositionQuantity
			* finalQty = min(baseQuantity + addQty, maxPositionPerSide > 0 ? maxPositionPerSide : ∞)
			* finalQty = min(baseQuantity + addQty, upperLimit)
			* </pre>
			* <p>上限 upperLimit：</p>
			* <ul>
			* <li>{@code respectCurrentPosition=false}：{@code upperLimit = maxPositionPerSide}
			* （仓位归零重新入场，仅限制单次下单量）</li>
			* <li>{@code respectCurrentPosition=true}：{@code upperLimit = maxPositionPerSide - 当前持仓}
			* （止损追单，保证单边总持仓 ≤ maxPositionPerSide）</li>
			* </ul>
			*
			* @param isLong {@code true}=多仓方向，{@code false}=空仓方向
			* @param isLong {@code true}=多仓方向，{@code false}=空仓方向
			* @param respectCurrentPosition {@code true}=按「单边总持仓 ≤ maxPositionPerSide」扣减当前持仓；{@code false}=仅限制单次下单量
			* @param stopLossSize 本次止损单张数（仅止损追单场景传入，用于修正 REST 时序竞态；其余场景传 0）
			* @return 实际下单张数（字符串）
			*/
			private String calculateEntryQuantity(boolean isLong) {
			private String calculateEntryQuantity(boolean isLong, boolean respectCurrentPosition, int stopLossSize) {
			int baseQty = Integer.parseInt(config.getBaseQuantity());
			int interval = config.getAddPositionInterval();
			int addQtyPerUnit = config.getAddPositionQuantity();
			int maxPerSide = config.getMaxPositionPerSide();

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

			if (maxPerSide > 0 && totalQty > maxPerSide) {
			totalQty = maxPerSide;
			if (maxPerSide > 0) {
			int upperLimit = maxPerSide;
			if (respectCurrentPosition) {
			// 止损追单：单边总持仓不得超过 maxPerSide，追单量 = maxPerSide - 当前持仓。
			// 止损单刚成交、REST 查询可能仍返回止损前持仓（时序竞态），
			// 减去本次止损单张数得到止损后的真实持仓，避免追单量被错误扣减。
			int currentPos = isLong
			? queryPositionSize(Position.ModeEnum.DUAL_LONG)
			: queryPositionSize(Position.ModeEnum.DUAL_SHORT);
			if (stopLossSize > 0) {
			currentPos = Math.max(0, currentPos - stopLossSize);
			}
			upperLimit = maxPerSide - currentPos;
			}
			if (upperLimit <= 0) {
			totalQty = 0;
			} else if (totalQty > upperLimit) {
			totalQty = upperLimit;
			}
			}

			return String.valueOf(totalQty);
			@@ -1336,6 +1984,13 @@
			accumulatedLongLossCount++;
			log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
			gridId, accumulatedLongLossCount, sameGrid ? "(同网格)" : "");

			// 埋点: STOP_LOSS_TRIGGERED
			emitStats("STOP_LOSS_TRIGGERED", mapOf(
			"direction", "long",
			"gridId", gridId,
			"lossCount", accumulatedLongLossCount
			));
			int newEntryGridId = gridId + 1;

			GridElement newEntryGrid = GridElement.findById(newEntryGridId);
			@@ -1347,12 +2002,16 @@

			// 止损追单：同一网格可有多笔挂单，不判断 isHasLongOrder，直接挂单
			BigDecimal triggerPrice = newEntryGrid.getGridPrice();
			String size = calculateEntryQuantity(true);
			String size = calculateEntryQuantity(true, true, Integer.parseInt(config.getQuantity()));
			log.info("[Gate] 多仓止损追单有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}",
			getEffectiveStopLossCount(true), config.getBaseQuantity(), size, config.getStopLossCountMode());
			newEntryGrid.getLongTraderParam().setQuantity(size);
			placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
			if (Integer.parseInt(size) <= 0) {
			log.warn("[Gate] 多仓止损追单当前持仓已达单边上限({}), 跳过挂单", config.getMaxPositionPerSide());
			} else {
			newEntryGrid.getLongTraderParam().setQuantity(size);
			placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
			}

			// 取消 gridId+2 位置的所有多单
			int cancelGridId = gridId + 2;
			@@ -1366,171 +2025,12 @@
			}
			}

			}

			// ========== 止损触发操作表 ==========
			/**
			* value = int[2]: {对手满仓止盈%, 基础仓位阈值%}
			* <ul>
			* <li>[0] 对手满仓：挂对手仓位此%做止盈；0=不挂</li>
			* <li>[1] 基础仓位阈值（占maxPos的%）：对手/己方仓位超出此阈值部分做止盈；0=不挂</li>
			* </ul>
			*/
			private static final Map<Integer, int[]> STOP_LOSS_RULES = new LinkedHashMap<>();
			private static final int DEFAULT_STOP_LOSS_PERCENT = 5;

			static {
			// times {满仓%, 阈值%}
			put(1, new int[]{0, 0});
			put(2, new int[]{0, 0});
			put(3, new int[]{30, 0});
			put(4, new int[]{0, 0});
			put(5, new int[]{0, 0});
			put(6, new int[]{40, 40});
			put(7, new int[]{0, 0});
			put(8, new int[]{0, 0});
			put(9, new int[]{50, 50});
			put(10, new int[]{0, 0});
			put(11, new int[]{0, 0});
			put(12, new int[]{55, 60});
			put(13, new int[]{0, 0});
			put(14, new int[]{0, 0});
			put(15, new int[]{60, 60});
			put(16, new int[]{0, 0});
			put(17, new int[]{0, 0});
			put(18, new int[]{65, 65});
			put(19, new int[]{0, 0});
			put(20, new int[]{0, 0});
			put(21, new int[]{70, 70});
			put(22, new int[]{0, 0});
			put(23, new int[]{0, 0});
			put(24, new int[]{75, 75});
			put(25, new int[]{0, 0});
			put(26, new int[]{0, 0});
			put(27, new int[]{80, 80});
			put(28, new int[]{0, 0});
			put(29, new int[]{0, 0});
			put(30, new int[]{85, 85});
			put(31, new int[]{0, 0});
			put(32, new int[]{0, 0});
			}

			private static void put(int times, int[] rule) { STOP_LOSS_RULES.put(times, rule); }

			private static int[] ruleOf(int times) {
			int[] r = STOP_LOSS_RULES.get(times);
			return r != null ? r : STOP_LOSS_RULES.get(32);
			}

			/**
			* 多仓止损触发后，查表处理对手盘（空仓）盈止 + 己方盈止 + 激活。
			*/
			private void checkLongStopShortProfit(int times, int gridId) {
			int[] r = ruleOf(times);
			int maxPos = Integer.parseInt(config.getBaseQuantity());
			if (maxPos <= 0) {
			return;
			// 自定义止损模式：第一次止损触发时，取消未触发侧（空仓）自定义止损单并重挂默认阶梯
			if (config.isDualStopLossEnabled() && dualStopLossModeActive.compareAndSet(true, false)) {
			cancelAllShortStopLossesOnly();
			placeDefaultShortStopLossLadder();
			log.info("[Gate] 自定义止损首次触发(多仓), 已取消空仓自定义止损并重挂默认阶梯");
			}

			int fullTpPct = r[0]; // 对手满仓 → 止盈%
			int fullTpPctNum = maxPos * (100- fullTpPct)/ 100;
			int thresholdPct = r[1]; // 基础仓位阈值%
			int thresholdPosNum = maxPos * (100- thresholdPct)/ 100;

			// ---------- 对手盘（空仓）盈止 ----------
			int oppPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
			boolean isFullTp = oppPos > fullTpPctNum;
			if (isFullTp) {
			// 对手仓位超出阈值：超额整个挂一笔止盈，位置在触发格 - 1
			int excess = oppPos - fullTpPctNum;
			GridElement tpElem = GridElement.findById(gridId);
			if (tpElem != null) {
			placeTakeProfitAtGrid(tpElem, false, excess, times);
			}
			}

			// ---------- 己方（多仓）盈止（≥6次） ----------
			// if (times >= 6 && thresholdPct > 0) {
			// int selfPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
			// int excess = selfPos - thresholdPosNum;
			// if (excess > 0) {
			// int perOrderQty = maxPos * DEFAULT_STOP_LOSS_PERCENT / 100;
			// if (perOrderQty <= 0) {
			// perOrderQty = 1;
			// }
			// int totalOrders = excess / perOrderQty;
			// if (totalOrders <= 0) {
			// totalOrders = 1;
			// }
			// int entryGridId = 0; // 多仓建仓格
			// for (int i = 0; i < totalOrders; i++) {
			// int tpGridId = entryGridId + 2 * (i + 1); // 朝盈利方向(向上)间隔2格
			// GridElement tpElem = GridElement.findById(tpGridId);
			// if (tpElem == null) {
			// break;
			// }
			// placeTakeProfitAtGrid(tpElem, true, perOrderQty, times);
			// }
			// log.info("[Gate] 止损{}→己方多仓止盈, excess:{}, 挂{}单, 每单{}张",
			// times, excess, totalOrders, perOrderQty);
			// }
			// }

			}

			/**
			* 空仓止损触发后，查表处理对手盘（多仓）盈止 + 己方盈止。
			*/
			private void checkShortStopLongProfit(int times, int gridId) {
			int[] r = ruleOf(times);
			int maxPos = Integer.parseInt(config.getBaseQuantity());
			if (maxPos <= 0) {
			return;
			}

			int fullTpPct = r[0]; // 对手满仓 → 止盈%
			int fullTpPctNum = maxPos * (100 - fullTpPct) / 100;
			int thresholdPct = r[1]; // 基础仓位阈值%
			int thresholdPosNum = maxPos * (100 - thresholdPct) / 100;

			// ---------- 对手盘（多仓）盈止 ----------
			int oppPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
			boolean isFullTp = oppPos > fullTpPctNum;
			if (isFullTp) {
			// 对手仓位超出阈值：超额整个挂一笔止盈，位置在触发格
			int excess = oppPos - fullTpPctNum;
			GridElement tpElem = GridElement.findById(gridId);
			if (tpElem != null) {
			placeTakeProfitAtGrid(tpElem, true, excess, times);
			}
			}

			// ---------- 己方（空仓）盈止（≥6次） ----------
			// if (times >= 6 && thresholdPct > 0) {
			// int selfPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
			// int excess = selfPos - thresholdPosNum;
			// if (excess > 0) {
			// int perOrderQty = maxPos * DEFAULT_STOP_LOSS_PERCENT / 100;
			// if (perOrderQty <= 0) {
			// perOrderQty = 1;
			// }
			// int totalOrders = excess / perOrderQty;
			// if (totalOrders <= 0) {
			// totalOrders = 1;
			// }
			// int entryGridId = 0; // 空仓建仓格
			// for (int i = 0; i < totalOrders; i++) {
			// int tpGridId = entryGridId - 2 * (i + 1); // 朝盈利方向(向下)间隔2格
			// GridElement tpElem = GridElement.findById(tpGridId);
			// if (tpElem == null) {
			// break;
			// }
			// placeTakeProfitAtGrid(tpElem, false, perOrderQty, times);
			// }
			// log.info("[Gate] 止损{}→己方空仓止盈, excess:{}, 挂{}单, 每单{}张",
			// times, excess, totalOrders, perOrderQty);
			// }
			// }

			}

			@@ -1547,6 +2047,13 @@
			accumulatedShortLossCount++;
			log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
			gridId, accumulatedShortLossCount, sameGrid ? "(同网格)" : "");

			// 埋点: STOP_LOSS_TRIGGERED
			emitStats("STOP_LOSS_TRIGGERED", mapOf(
			"direction", "short",
			"gridId", gridId,
			"lossCount", accumulatedShortLossCount
			));
			int newEntryGridId = gridId - 1;

			GridElement newEntryGrid = GridElement.findById(newEntryGridId);
			@@ -1558,12 +2065,16 @@

			// 止损追单：同一网格可有多笔挂单，不判断 isHasShortOrder，直接挂单
			BigDecimal triggerPrice = newEntryGrid.getGridPrice();
			String size = calculateEntryQuantity(false);
			String size = calculateEntryQuantity(false, true, Integer.parseInt(config.getQuantity()));
			log.info("[Gate] 空仓止损追单有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}",
			getEffectiveStopLossCount(false), config.getBaseQuantity(), size, config.getStopLossCountMode());
			newEntryGrid.getShortTraderParam().setQuantity(size);
			placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
			if (Integer.parseInt(size) <= 0) {
			log.warn("[Gate] 空仓止损追单当前持仓已达单边上限({}), 跳过挂单", config.getMaxPositionPerSide());
			} else {
			newEntryGrid.getShortTraderParam().setQuantity(size);
			placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
			}

			// 取消 gridId-2 位置的所有空单
			int cancelGridId = gridId - 2;
			@@ -1575,6 +2086,13 @@
			log.info("[Gate] 空仓止损触发, 取消gridId:{}的空单,{}", cancelGridId, cancelOrderId);
			});
			}
			}

			// 自定义止损模式：第一次止损触发时，取消未触发侧（多仓）自定义止损单并重挂默认阶梯
			if (config.isDualStopLossEnabled() && dualStopLossModeActive.compareAndSet(true, false)) {
			cancelAllLongStopLossesOnly();
			placeDefaultLongStopLossLadder();
			log.info("[Gate] 自定义止损首次触发(空仓), 已取消多仓自定义止损并重挂默认阶梯");
			}
			}

			@@ -1726,11 +2244,13 @@
			*/
			private void cancelAllLongTakeProfitsAndStopLosses() {
			for (GridElement e : config.getGridElements()) {
			String tpId = e.getLongTakeProfitOrderId();
			if (tpId != null) {
			e.getLongTraderParam().setTakeProfitPlaced(false);
			e.setLongTakeProfitOrderId(null);
			for (String tpId : new ArrayList<>(e.getLongTakeProfitOrderIds())) {
			executor.cancelConditionalOrder(tpId, oid -> {});
			}
			e.clearLongTakeProfitOrderIds();
			if (e.getLongTraderParam() != null) {
			e.getLongTraderParam().setTakeProfitPlaced(false);
			e.getLongTraderParam().setTakeProfitOrderId(null);
			}
			for (String slId : new ArrayList<>(e.getLongStopLossOrderIds())) {
			executor.cancelConditionalOrder(slId, oid -> {});
			@@ -1746,11 +2266,13 @@
			*/
			private void cancelAllShortTakeProfitsAndStopLosses() {
			for (GridElement e : config.getGridElements()) {
			String tpId = e.getShortTakeProfitOrderId();
			if (tpId != null) {
			e.getShortTraderParam().setTakeProfitPlaced(false);
			e.setShortTakeProfitOrderId(null);
			for (String tpId : new ArrayList<>(e.getShortTakeProfitOrderIds())) {
			executor.cancelConditionalOrder(tpId, oid -> {});
			}
			e.clearShortTakeProfitOrderIds();
			if (e.getShortTraderParam() != null) {
			e.getShortTraderParam().setTakeProfitPlaced(false);
			e.getShortTraderParam().setTakeProfitOrderId(null);
			}
			for (String slId : new ArrayList<>(e.getShortStopLossOrderIds())) {
			executor.cancelConditionalOrder(slId, oid -> {});
			@@ -1765,20 +2287,28 @@
			* 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() {


			GridElement tpElemLong = GridElement.findById(3);
			String longTpId = tpElemLong.getLongTakeProfitOrderId();
			if (longTpId != null) {
			longTakeProfitTraderIdParam(tpElemLong, null, false);
			executor.cancelConditionalOrder(longTpId, oid -> {});
			if (tpElemLong != null) {
			for (String tpId : new ArrayList<>(tpElemLong.getLongTakeProfitOrderIds())) {
			executor.cancelConditionalOrder(tpId, oid -> {});
			}
			tpElemLong.clearLongTakeProfitOrderIds();
			if (tpElemLong.getLongTraderParam() != null) {
			tpElemLong.getLongTraderParam().setTakeProfitPlaced(false);
			tpElemLong.getLongTraderParam().setTakeProfitOrderId(null);
			}
			}

			GridElement tpElemShort = GridElement.findById(-3);
			String shortTpId = tpElemShort.getShortTakeProfitOrderId();
			if (shortTpId != null) {
			shortTakeProfitTraderIdParam(tpElemShort, null, false);
			executor.cancelConditionalOrder(shortTpId, oid -> {});
			if (tpElemShort != null) {
			for (String tpId : new ArrayList<>(tpElemShort.getShortTakeProfitOrderIds())) {
			executor.cancelConditionalOrder(tpId, oid -> {});
			}
			tpElemShort.clearShortTakeProfitOrderIds();
			if (tpElemShort.getShortTraderParam() != null) {
			tpElemShort.getShortTraderParam().setTakeProfitPlaced(false);
			tpElemShort.getShortTraderParam().setTakeProfitOrderId(null);
			}
			}
			GridElement.refreshIndices();
			log.info("[Gate] 首次成交，取消所有初始化止盈单");
			@@ -1801,6 +2331,7 @@
			return;
			}

			// [Gate] 止损只针对初始开仓仓位(baseQuantity)，加仓部分只做止盈
			int totalOrders = filledQty / qty;
			int[] orders = new int[gridCount];

			@@ -1863,6 +2394,7 @@
			return;
			}

			// [Gate] 止损只针对初始开仓仓位(baseQuantity)，加仓部分只做止盈
			int totalOrders = filledQty / qty;
			int[] orders = new int[gridCount];

			@@ -2115,8 +2647,12 @@
			public void setMarkPrice(BigDecimal markPrice) { this.markPrice = markPrice; }
			/** @return 策略是否处于活跃状态（非 STOPPED 且非 WAITING_KLINE） */
			public boolean isStrategyActive() { return state != StrategyState.STOPPED && state != StrategyState.WAITING_KLINE; }
			/** @return 当前已完成轮数 */
			public int getCurrentRound() { return currentRound; }
			/** @return 累计已实现盈亏（平仓推送驱动累加） */
			public BigDecimal getCumulativePnl() { return cumulativePnl; }
			/** @return 初始本金 */
			public BigDecimal getInitialPrincipal() { return initialPrincipal; }
			/** @return 当前未实现盈亏（每根 K 线实时计算） */
			public BigDecimal getUnrealizedPnl() { return unrealizedPnl; }
			/** @return Gate 用户 ID（用于私有频道订阅 payload） */
			@@ -2125,6 +2661,212 @@
			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; }

			// ========== 手动控制（Station 指令） ==========

			/**
			* 手动取消多仓止盈 + 止损挂单，并同步清理对应 GridElement 的挂单记录。
			*/
			public void cancelLongTakeProfitAndStopLoss() {
			submitManualTask(this::cancelAllLongTakeProfitsAndStopLosses);
			}

			/**
			* 手动取消空仓止盈 + 止损挂单，并同步清理对应 GridElement 的挂单记录。
			*/
			public void cancelShortTakeProfitAndStopLoss() {
			submitManualTask(this::cancelAllShortTakeProfitsAndStopLosses);
			}

			/**
			* 手动重新生成多仓止盈 + 止损挂单，逻辑与挂单成交（onAutoOrder）一致：
			* 先撤多仓所有止盈止损，再按交易所最新持仓重挂止损阶梯，超额部分挂止盈到空仓第一止损位。
			*/
			public void rebuildLongTakeProfitAndStopLoss() {
			submitManualTask(() -> {
			cancelAllLongTakeProfitsAndStopLosses();
			int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
			if (posSize <= 0) {
			log.warn("[Gate] 生成多仓止盈止损失败：无多仓持仓");
			return;
			}
			extendLongStopLoss(posSize, 0);
			if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) {
			placeExcessTakeProfit(posSize, true);
			} else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
			placeDispersedTakeProfit(posSize, true, 0);
			}
			placeBaseTakeProfit(posSize, true, 0);
			log.info("[Gate] 生成多仓止盈止损完成, 仓位:{}张", posSize);
			});
			}

			/**
			* 手动重新生成空仓止盈 + 止损挂单，逻辑与挂单成交（onAutoOrder）一致：
			* 先撤空仓所有止盈止损，再按交易所最新持仓重挂止损阶梯，超额部分挂止盈到多仓第一止损位。
			*/
			public void rebuildShortTakeProfitAndStopLoss() {
			submitManualTask(() -> {
			cancelAllShortTakeProfitsAndStopLosses();
			int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
			if (posSize <= 0) {
			log.warn("[Gate] 生成空仓止盈止损失败：无空仓持仓");
			return;
			}
			extendShortStopLoss(posSize, 0);
			if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) {
			placeExcessTakeProfit(posSize, false);
			} else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
			placeDispersedTakeProfit(posSize, false, 0);
			}
			placeBaseTakeProfit(posSize, false, 0);
			log.info("[Gate] 生成空仓止盈止损完成, 仓位:{}张", posSize);
			});
			}

			/**
			* 多单平仓：市价平掉多仓 → 撤多仓所有挂单并更新 GridElement → 交由价格驱动（onKline→processGrid）重新入场。
			*/
			public void closeLongPosition() {
			submitManualTask(() -> closePositionByMode(Position.ModeEnum.DUAL_LONG, true));
			}

			/**
			* 空单平仓：市价平掉空仓 → 撤空仓所有挂单并更新 GridElement → 交由价格驱动（onKline→processGrid）重新入场。
			*/
			public void closeShortPosition() {
			submitManualTask(() -> closePositionByMode(Position.ModeEnum.DUAL_SHORT, false));
			}

			/**
			* 统一提交手动操作任务。策略停止（executor 已关闭）时直接忽略，避免 RejectedExecutionException。
			*/
			private void submitManualTask(Runnable task) {
			if (state == StrategyState.STOPPED) {
			log.warn("[Gate] 策略已停止，忽略手动操作");
			return;
			}
			executor.submitTask(task);
			}

			/**
			* 按持仓模式市价平仓（reduceOnly + IOC），随后撤该方向所有挂单（止盈/止损/入场单）、
			* 更新 GridElement，并清空 active 与持仓量标记，让价格驱动在下一根 K 线重新挂入场单。
			*
			* @param mode 持仓模式（DUAL_LONG / DUAL_SHORT）
			* @param isLong true=多仓，false=空仓
			*/
			private void closePositionByMode(Position.ModeEnum mode, boolean isLong) {
			String sideLabel = isLong ? "多" : "空";
			// 1. 市价平掉对应方向仓位（价格保护拒绝时重试）
			try {
			Position pos = queryPosition(mode);
			if (pos != null) {
			String sizeStr = pos.getSize();
			long size = Long.parseLong(sizeStr);
			if (size != 0) {
			Position.ModeEnum posMode = pos.getMode();
			FuturesOrder closeOrder = new FuturesOrder();
			closeOrder.setContract(config.getContract());
			closeOrder.setPrice("0");
			closeOrder.setTif(FuturesOrder.TifEnum.IOC);
			closeOrder.setReduceOnly(true);
			if (posMode != null && posMode.getValue() != null && posMode.getValue().contains("dual")) {
			closeOrder.setSize("0");
			closeOrder.setClose(false);
			closeOrder.setAutoSize(size > 0 ? FuturesOrder.AutoSizeEnum.LONG : FuturesOrder.AutoSizeEnum.SHORT);
			} else {
			closeOrder.setSize(size > 0 ? String.valueOf(-size) : String.valueOf(Math.abs(size)));
			}
			closeOrder.setText("t-grid-manual-close");
			for (int attempt = 1; attempt <= CLOSE_POSITION_RETRY_MAX_ATTEMPTS; attempt++) {
			try {
			futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
			log.info("[Gate] 手动平{}仓, size:{}, mode:{}", sideLabel, sizeStr, posMode);
			break;
			} catch (Exception e) {
			if (attempt < CLOSE_POSITION_RETRY_MAX_ATTEMPTS && isPriceProtectionRejected(e)) {
			log.warn("[Gate] 手动平{}仓遭遇价格保护, 第{}次失败, {}ms后重试: {}",
			sideLabel, attempt, CLOSE_POSITION_RETRY_DELAY_MS, e.getMessage());
			try {
			Thread.sleep(CLOSE_POSITION_RETRY_DELAY_MS);
			} catch (InterruptedException ie) {
			Thread.currentThread().interrupt();
			break;
			}
			} else {
			throw e;
			}
			}
			}
			}
			}
			} catch (Exception e) {
			log.warn("[Gate] 手动平{}仓失败", sideLabel, e);
			}

			// 2. 撤该方向所有挂单 + 更新 GridElement
			if (isLong) {
			cancelAllLongTakeProfitsAndStopLosses();
			cancelAllLongEntryOrders();
			longActive = false;
			longPositionSize = BigDecimal.ZERO;
			} else {
			cancelAllShortTakeProfitsAndStopLosses();
			cancelAllShortEntryOrders();
			shortActive = false;
			shortPositionSize = BigDecimal.ZERO;
			}
			log.info("[Gate] {}仓已平仓并清理挂单，交由价格驱动重新入场", sideLabel);
			}

			/**
			* 判断异常是否为市价单价格保护拒绝（{@code MARKET_PRICE_TOO_DEVIATED}）。
			*
			* <p>该错误是交易所对市价单的保护：当盘口价相对最新价偏离超过滑点比率时拒绝下单，
			* 属于瞬时行情错误，等待行情稳定后重试通常可成功。
			*/
			private boolean isPriceProtectionRejected(Exception e) {
			if (e instanceof GateApiException) {
			String label = ((GateApiException) e).getErrorLabel();
			return label != null && label.contains("PRICE_TOO_DEVIATED");
			}
			return false;
			}

			/**
			* 取消所有多仓入场单（条件开仓单），并清空 GridElement 的多仓挂单记录。
			*/
			private void cancelAllLongEntryOrders() {
			for (GridElement e : config.getGridElements()) {
			for (String oid : new ArrayList<>(e.getLongOrderIds())) {
			executor.cancelConditionalOrder(oid, o -> {});
			}
			e.getLongTraderParam().setEntryOrderId(null);
			e.getLongTraderParam().setEntryOrderPlaced(false);
			e.setHasLongOrder(false);
			e.clearLongOrderIds();
			}
			GridElement.refreshIndices();
			log.info("[Gate] 已提交取消所有多仓入场单");
			}

			/**
			* 取消所有空仓入场单（条件开仓单），并清空 GridElement 的空仓挂单记录。
			*/
			private void cancelAllShortEntryOrders() {
			for (GridElement e : config.getGridElements()) {
			for (String oid : new ArrayList<>(e.getShortOrderIds())) {
			executor.cancelConditionalOrder(oid, o -> {});
			}
			e.getShortTraderParam().setEntryOrderId(null);
			e.getShortTraderParam().setEntryOrderPlaced(false);
			e.setHasShortOrder(false);
			e.clearShortOrderIds();
			}
			GridElement.refreshIndices();
			log.info("[Gate] 已提交取消所有空仓入场单");
			}

			// ========== 止损查表辅助方法 ==========

			@@ -2145,6 +2887,244 @@
			}

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

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

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

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

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

			/**
			* 分散止盈：把超出基础仓位的部分，从入场网格下一格开始逐格挂止盈单，
			* 一直挂到对手盘止损位（包含止损位那一格）。
			*
			* <p>数量分配：每个网格至少挂 1 张；当 excessQty < 网格数时，张数不够则从起点逐格各挂 1 张、
			* 挂满 excessQty 张即停止；当 excessQty ≥ 网格数时，每格 excessQty÷n，余数堆最后一格（即止损位那一格）。
			*
			* <p>方向：多仓成交向价格更高方向（id 递增）铺到空仓第一止损位；
			* 空仓成交向价格更低方向（id 递减）铺到多仓第一止损位。
			*
			* @param posSize 当前总持仓张数
			* @param isLong true=多仓成交，false=空仓成交
			* @param entryGridId 入场网格 ID
			*/
			private void placeDispersedTakeProfit(int posSize, boolean isLong, int entryGridId) {
			int baseQty = Integer.parseInt(config.getBaseQuantity());
			int excessQty = posSize - baseQty;
			if (excessQty <= 0) {
			return;
			}

			GridElement endElem = isLong ? findFirstShortStopLossGrid() : findFirstLongStopLossGrid();
			if (endElem == null) {
			log.warn("[Gate] {}分散止盈失败：未找到对手盘止损位", isLong ? "多仓" : "空仓");
			return;
			}
			int dir = isLong ? 1 : -1;
			int startId = entryGridId + dir;
			// 分配范围到止损位那一格截止（包含止损位）
			int endId = endElem.getId();

			// 终点必须在起点前进方向上，否则退化为集中止盈（全部挂对手盘止损位）
			boolean valid = isLong ? (endId >= startId) : (endId <= startId);
			if (!valid) {
			placeExcessTakeProfit(posSize, isLong);
			return;
			}

			// 收集区间内全部网格（含两端）
			List<GridElement> gridList = new ArrayList<>();
			int id = startId;
			while (true) {
			GridElement e = GridElement.findById(id);
			if (e == null) {
			break;
			}
			gridList.add(e);
			if (id == endId) {
			break;
			}
			id += dir;
			if (gridList.size() > config.getGridQueueSize() * 2 + 4) {
			break;
			}
			}
			if (gridList.isEmpty() \|\| gridList.get(gridList.size() - 1).getId() != endId) {
			// 未能铺满到终点（网格缺失），退化为集中止盈
			placeExcessTakeProfit(posSize, isLong);
			return;
			}

			int n = gridList.size();
			int perGrid = excessQty / n;
			int remainder = excessQty % n;

			for (int i = 0; i < n; i++) {
			int qty;
			if (excessQty >= n) {
			// 超额仓位 ≥ 网格数：每格 perGrid，余数堆最后一格（即止损位那一格）
			qty = perGrid;
			if (i == n - 1) {
			qty += remainder;
			}
			} else {
			// 超额仓位 < 网格数：前 excessQty 个网格各挂 1 张，其余不挂（避免退化为合并止盈）
			qty = (i < excessQty) ? 1 : 0;
			}
			if (qty <= 0) {
			continue;
			}
			final GridElement elem = gridList.get(i);
			final int gid = elem.getId();
			final BigDecimal triggerPrice = elem.getGridPrice();
			final String size = isLong ? negate(String.valueOf(qty)) : String.valueOf(qty);
			final String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
			final FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
			: FuturesPriceTrigger.RuleEnum.NUMBER_2;
			executor.placeTakeProfit(triggerPrice, rule, orderType, size,
			profitId -> {
			if (isLong) {
			longTakeProfitTraderIdParam(elem, profitId, true);
			} else {
			shortTakeProfitTraderIdParam(elem, profitId, true);
			}
			log.info("[Gate] 分散止盈 {} gridId:{}, 触发价:{}, 数量:{}, tpId:{}",
			isLong ? "多仓" : "空仓", gid, triggerPrice, size, profitId);
			}
			);
			}
			}

			/**
			* 基础止盈：对基础仓位（baseQuantity）也挂止盈单，与超额止盈并行。
			*
			* <p>规则：从入场网格下一格（entryGridId ± 1）开始，每格 baseTakeProfitPerGrid 张，
			* 最多挂 baseTakeProfitGridCount 格，挂到止损位前 2 格截止（即对手盘仓位线）。
			*
			* <p>边界：累计张数到 min(baseQuantity, 当前持仓) 即停（张数不足则最后一格挂剩余 = "挂几个算几个"）；
			* 网格不足时挂到停止位置结束。
			*
			* @param posSize 当前总持仓张数
			* @param isLong true=多仓止盈，false=空仓止盈
			* @param entryGridId 入场网格 ID
			*/
			private void placeBaseTakeProfit(int posSize, boolean isLong, int entryGridId) {
			BigDecimal perGrid = config.getBaseTakeProfitPerGrid();
			int gridCount = config.getBaseTakeProfitGridCount();
			if (perGrid == null \|\| perGrid.compareTo(BigDecimal.ZERO) <= 0 \|\| gridCount <= 0) {
			return;
			}
			int baseQty = Integer.parseInt(config.getBaseQuantity());
			if (baseQty <= 0) {
			return;
			}
			// 张数硬上限 = min(基础张数, 当前持仓)，避免持仓不足 baseQuantity 时超挂
			int maxQty = Math.min(baseQty, posSize);
			if (maxQty <= 0) {
			return;
			}

			GridElement endElem = isLong ? findFirstShortStopLossGrid() : findFirstLongStopLossGrid();
			if (endElem == null) {
			log.warn("[Gate] {}基础止盈失败：未找到对手盘止损位", isLong ? "多仓" : "空仓");
			return;
			}
			int dir = isLong ? 1 : -1;
			int startId = entryGridId + dir;
			// 分配范围到止损位前 2 格截止（即对手盘仓位线）
			int endId = endElem.getId() - 2 * dir;

			BigDecimal remaining = BigDecimal.valueOf(maxQty);
			int placed = 0;
			int id = startId;
			while (placed < gridCount && remaining.compareTo(BigDecimal.ZERO) > 0) {
			if (isLong ? id > endId : id < endId) {
			break;
			}
			GridElement elem = GridElement.findById(id);
			if (elem == null) {
			break;
			}
			BigDecimal qty = perGrid.min(remaining);
			final GridElement fe = elem;
			final int gid = id;
			final BigDecimal triggerPrice = elem.getGridPrice();
			final String size = isLong ? negate(qty.toPlainString()) : qty.toPlainString();
			final String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
			final FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
			: FuturesPriceTrigger.RuleEnum.NUMBER_2;
			executor.placeTakeProfit(triggerPrice, rule, orderType, size,
			profitId -> {
			if (isLong) {
			longTakeProfitTraderIdParam(fe, profitId, true);
			} else {
			shortTakeProfitTraderIdParam(fe, profitId, true);
			}
			log.info("[Gate] 基础止盈 {} gridId:{}, 触发价:{}, 数量:{}, tpId:{}",
			isLong ? "多仓" : "空仓", gid, triggerPrice, size, profitId);
			}
			);
			remaining = remaining.subtract(qty);
			placed++;
			id += dir;
			}
			log.info("[Gate] 基础止盈 {} 挂单完成, 入场gridId:{}, 挂{}格, 剩余{}张",
			isLong ? "多仓" : "空仓", entryGridId, placed, remaining);
			}

			/**
			* 在指定网格挂一笔对手止盈单（非满仓超额止盈，挂在止损触发位的下一格）。
			*/
			private void placeTakeProfitAtGrid(GridElement tpElem, boolean isLong, int qty, int times) {