refactor(gateApi): 重构网格交易服务的止盈机制

Administrator

14 hours ago d09d51ddc4c768083387cf7660bb8060aa8b48f2

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

@@ -13,7 +13,10 @@
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;

import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionClosesChannelHandler;
@@ -30,14 +33,14 @@
 * <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>止盈队列</b>（longTakeProfitQueue / shortTakeProfitQueue）：每次网格触发时，
 *       将新队列首元素加减 step 作为止盈价加入止盈队列。仓位推送回调中检测到净增张数后，
 *       从止盈队列头部取出止盈价，创建止盈条件单。</li>
 *   <li><b>条件单 ID 集合</b>（currentLongOrderIds / currentShortOrderIds）：
 *       用同步列表管理所有活跃的条件单 ID。每次网格触发时，取消对方方向的旧条件单（防止堆积），
 *       再挂新的条件单。反向条件单的 ID 也存入对应方向集合统一管理。</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，额外挂一张反向条件单并加入对方止盈队列。</li>
 *       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>
@@ -51,11 +54,10 @@
 *     ├─ 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 → 队列转移 → 止盈入队 →
 *     │    取消旧多仓条件单 → 挂新空仓+多仓条件单 → 条件满足挂反向多单
 *     ├─ processLongGrid: 匹配多仓队列 → 队列转移 → 止盈入队 →
 *     │    取消旧空仓条件单 → 挂新多仓+空仓条件单 → 条件满足挂反向空单
 *     ├─ 仓位推送(净增张数) → 从止盈队列取止盈价 → 创建止盈条件单（plan-close-*-position）
 *     ├─ processShortGrid: 匹配空仓队列 → 队列转移→ 挂新空仓+多仓条件单
 *     ├─ processLongGrid: 匹配多仓队列 → 队列转移→ 挂新多仓+空仓条件单
 *     ├─ 订单推送(新) → onOrderUpdate → Map 匹配止盈价 → 挂止盈条件单
 *     ├─ 仓位推送 → 更新均价/持仓量、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
@@ -72,11 +74,11 @@
 *
 * <h3>止盈机制</h3>
 * <ul>
 *   <li>网格触发时，新队列首元素 ± step 作为止盈价加入止盈队列。</li>
 *   <li>仓位推送检测到净增张数时，从止盈队列头部取止盈价创建止盈条件单。</li>
 *   <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>
 *   <li>止盈队列为空时兜底：entryPrice ± step 作为止盈价。</li>
 * </ul>
 *
 * <h3>反向条件单条件</h3>
@@ -84,7 +86,7 @@
 *   newFirstPrice > shortEntryPrice AND newFirstPrice < longEntryPrice
 *   AND 反向持仓张数 < 3
 * </pre>
 * 满足条件时以 newFirstPrice 为触发价挂反向条件单，同时将 newFirstPrice ± step 加入对方止盈队列。
 * 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>
 * <pre>
@@ -129,15 +131,10 @@
    /** 多仓价格队列，升序排列（小→大），容量 gridQueueSize */
    private final List<BigDecimal> longPriceQueue = Collections.synchronizedList(new ArrayList<>());

    /** 多仓止盈队列，升序排列（小→大），仓位推送时消费 */
    private final List<BigDecimal> longTakeProfitQueue = Collections.synchronizedList(new ArrayList<>());
    /** 空仓止盈队列，降序排列（大→小），仓位推送时消费 */
    private final List<BigDecimal> shortTakeProfitQueue = Collections.synchronizedList(new ArrayList<>());

    /** 当前多仓条件单 ID 集合，用于取消旧单 */
    private final List<String> currentLongOrderIds = Collections.synchronizedList(new ArrayList<>());
    /** 当前空仓条件单 ID 集合，用于取消旧单 */
    private final List<String> currentShortOrderIds = Collections.synchronizedList(new ArrayList<>());
    /** 当前多仓条件单映射：订单ID → 止盈价格，订单成交后通过订单订阅推送匹配止盈 */
    private final Map<String, BigDecimal> currentLongOrderIds = Collections.synchronizedMap(new LinkedHashMap<>());
    /** 当前空仓条件单映射：订单ID → 止盈价格，订单成交后通过订单订阅推送匹配止盈 */
    private final Map<String, BigDecimal> currentShortOrderIds = Collections.synchronizedMap(new LinkedHashMap<>());

    /** 基底空头入场价 */
    private BigDecimal shortBaseEntryPrice;
@@ -320,8 +317,6 @@
        shortActive = false;
        shortPriceQueue.clear();
        longPriceQueue.clear();
        longTakeProfitQueue.clear();
        shortTakeProfitQueue.clear();
        currentLongOrderIds.clear();
        currentShortOrderIds.clear();
        log.info("[Gate] 网格策略已启动");
@@ -368,11 +363,11 @@
        if (state == StrategyState.WAITING_KLINE) {
            state = StrategyState.OPENING;
            log.info("[Gate] 首根K线到达，开基底仓位...");
            executor.openLong(config.getQuantity(), () -> {
                log.info("[Gate] 基底多单已提交");
            executor.openLong(config.getQuantity(), (orderId) -> {
                log.info("[Gate] 基底多单已提交{}", orderId);
            }, null);
            executor.openShort(negate(config.getQuantity()), () -> {
                log.info("[Gate] 基底空单已提交");
            executor.openShort(negate(config.getQuantity()), (orderId) -> {
                log.info("[Gate] 基底空单已提交{}",orderId);
            }, null);
            return;
        }
@@ -424,36 +419,15 @@
                    baseLongOpened = true;
                    log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
                    tryGenerateQueues();
                } else if (size.compareTo(longPositionSize) > 0) {
                    BigDecimal unitQty = new BigDecimal(config.getQuantity());
                    long prevUnits = longPositionSize.divide(unitQty, 0, RoundingMode.DOWN).longValue();
                    longPositionSize = size;
                    long nowUnits = size.divide(unitQty, 0, RoundingMode.DOWN).longValue();
                    long newUnits = nowUnits - prevUnits;
                    for (int i = 0; i < newUnits; i++) {
                        BigDecimal tpPrice;
                        if (!longTakeProfitQueue.isEmpty()) {
                            tpPrice = longTakeProfitQueue.remove(0);
                        } else {
                            tpPrice = longEntryPrice.add(config.getStep()).setScale(1, RoundingMode.HALF_UP);
                            log.warn("[Gate] 多止盈队列为空, 兜底止盈价:{}", tpPrice);
                        }
                        executor.placeTakeProfit(tpPrice,
                                FuturesPriceTrigger.RuleEnum.NUMBER_1, ORDER_TYPE_CLOSE_LONG, negate(config.getQuantity()));
                        log.info("[Gate] 多单止盈已设, tp:{}, size:{}", tpPrice, negate(config.getQuantity()));
                    }
                }else if(size.compareTo(longPositionSize) < 0){
                } else if(size.compareTo(longPositionSize) < 0){
                    if (entryPrice.compareTo(shortEntryPrice) > 0
                            && entryPrice.compareTo(longEntryPrice) < 0
                            && shortPositionSize.compareTo(new BigDecimal("3")) < 0) {

                        executor.openShort(negate(config.getQuantity()), () -> {
                            log.info("[Gate] 反向空单");
                        }, null);

                        BigDecimal reverseShortTp = entryPrice.subtract(config.getStep()).setScale(1, RoundingMode.HALF_UP);
                        executor.placeTakeProfit(reverseShortTp,
                                FuturesPriceTrigger.RuleEnum.NUMBER_2, ORDER_TYPE_CLOSE_SHORT, config.getQuantity());
                        executor.openShort(negate(config.getQuantity()),
                                orderId -> { currentShortOrderIds.put(orderId, reverseShortTp);},
                               null);
                        log.info("[Gate] 反向条件空单已挂, trigger:{}, size:{}, 止盈:{}", entryPrice, negate(config.getQuantity()), reverseShortTp);
                    }
                } else {
@@ -462,6 +436,15 @@
            } else {
                longActive = false;
                longPositionSize = BigDecimal.ZERO;
            }
            synchronized (currentLongOrderIds) {
                if (currentLongOrderIds.size() > 5) {
                    Iterator<String> it = currentLongOrderIds.keySet().iterator();
                    for (int i = 0, remove = currentLongOrderIds.size() - 5; i < remove; i++) {
                        it.next();
                        it.remove();
                    }
                }
            }
        } else if (Position.ModeEnum.DUAL_SHORT == mode) {
            if (hasPosition) {
@@ -473,36 +456,15 @@
                    baseShortOpened = true;
                    log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
                    tryGenerateQueues();
                } else if (size.abs().compareTo(shortPositionSize) > 0) {
                    BigDecimal unitQty = new BigDecimal(config.getQuantity());
                    long prevUnits = shortPositionSize.divide(unitQty, 0, RoundingMode.DOWN).longValue();
                    BigDecimal nowAbsSize = size.abs();
                    shortPositionSize = nowAbsSize;
                    long nowUnits = nowAbsSize.divide(unitQty, 0, RoundingMode.DOWN).longValue();
                    long newUnits = nowUnits - prevUnits;
                    for (int i = 0; i < newUnits; i++) {
                        BigDecimal tpPrice;
                        if (!shortTakeProfitQueue.isEmpty()) {
                            tpPrice = shortTakeProfitQueue.remove(0);
                        } else {
                            tpPrice = shortEntryPrice.subtract(config.getStep()).setScale(1, RoundingMode.HALF_UP);
                            log.warn("[Gate] 空止盈队列为空, 兜底止盈价:{}", tpPrice);
                        }
                        executor.placeTakeProfit(tpPrice,
                                FuturesPriceTrigger.RuleEnum.NUMBER_2, ORDER_TYPE_CLOSE_SHORT, config.getQuantity());
                        log.info("[Gate] 空单止盈已设, tp:{}, size:{}", tpPrice, config.getQuantity());
                    }
                }else if(size.abs().compareTo(shortPositionSize) < 0){
                } else if(size.abs().compareTo(shortPositionSize) < 0){
                    if (entryPrice.compareTo(shortEntryPrice) > 0
                            && entryPrice.compareTo(longEntryPrice) < 0
                            && longPositionSize.compareTo(new BigDecimal("3")) < 0) {
                        executor.openLong(config.getQuantity(), () -> {
                            log.info("[Gate] 反向多单");
                        }, null);

                        BigDecimal reverseLongTp = entryPrice.add(config.getStep()).setScale(1, RoundingMode.HALF_UP);
                        executor.placeTakeProfit(reverseLongTp,
                                FuturesPriceTrigger.RuleEnum.NUMBER_1, ORDER_TYPE_CLOSE_LONG, negate(config.getQuantity()));
                        executor.openLong(config.getQuantity(),
                                orderId -> { currentLongOrderIds.put(orderId, reverseLongTp);},
                                null);
                        log.info("[Gate] 反向条件多单已挂, trigger:{}, size:{}, 止盈:{}", entryPrice, negate(config.getQuantity()), reverseLongTp);
                    }
                } else {
@@ -511,6 +473,15 @@
            } else {
                shortActive = false;
                shortPositionSize = BigDecimal.ZERO;
            }
            synchronized (currentShortOrderIds) {
                if (currentShortOrderIds.size() > 5) {
                    Iterator<String> it = currentShortOrderIds.keySet().iterator();
                    for (int i = 0, remove = currentShortOrderIds.size() - 5; i < remove; i++) {
                        it.next();
                        it.remove();
                    }
                }
            }
        }
    }
@@ -544,6 +515,39 @@
        }
    }

    // ---- 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;
        }
        BigDecimal longTp = currentLongOrderIds.remove(orderId);
        if (longTp != null) {
            executor.placeTakeProfit(longTp,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1, ORDER_TYPE_CLOSE_LONG, negate(config.getQuantity()));
            log.info("[Gate] 多单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, longTp, negate(config.getQuantity()));
            return;
        }
        BigDecimal shortTp = currentShortOrderIds.remove(orderId);
        if (shortTp != null) {
            executor.placeTakeProfit(shortTp,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2, ORDER_TYPE_CLOSE_SHORT, config.getQuantity());
            log.info("[Gate] 空单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, shortTp, config.getQuantity());
        }
    }

    // ---- 网格队列处理 ----

    /**
@@ -563,27 +567,28 @@
            generateLongQueue();

            BigDecimal step = config.getStep();
            BigDecimal longTp = longPriceQueue.get(0).add(step).setScale(1, RoundingMode.HALF_UP);
            BigDecimal shortTp = shortPriceQueue.get(0).subtract(step).setScale(1, RoundingMode.HALF_UP);
            longTakeProfitQueue.add(longTp);
            shortTakeProfitQueue.add(shortTp);
            log.info("[Gate] 多止盈队列:{}", longTakeProfitQueue);
            log.info("[Gate] 空止盈队列:{}", shortTakeProfitQueue);

            executor.placeConditionalEntryOrder(longPriceQueue.get(0),
            BigDecimal longPriceQueueOne = longPriceQueue.get(0);
            BigDecimal longTp = longPriceQueueOne.add(step).setScale(1, RoundingMode.HALF_UP);
            executor.placeConditionalEntryOrder(longPriceQueueOne,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1, config.getQuantity(),
                    orderId -> { currentLongOrderIds.add(orderId); log.info("[Gate] 初始条件多单已挂, id:{}, trigger:{}", orderId, longPriceQueue.get(0)); },
                    null);
            executor.placeConditionalEntryOrder(shortPriceQueue.get(0),
                    FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
                    orderId -> { currentShortOrderIds.add(orderId); log.info("[Gate] 初始条件空单已挂, id:{}, trigger:{}", orderId, shortPriceQueue.get(0)); },
                    orderId -> { currentLongOrderIds.put(orderId, longTp); log.info("[Gate] 初始条件多单已挂, id:{}, trigger:{}, 止盈:{}", orderId, longPriceQueue.get(0), longTp); },
                    null);

            state = StrategyState.ACTIVE;

            BigDecimal shortPriceQueueOne = shortPriceQueue.get(0);
            BigDecimal shortTp = shortPriceQueueOne.subtract(step).setScale(1, RoundingMode.HALF_UP);
            executor.placeConditionalEntryOrder(shortPriceQueueOne,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
                    orderId -> { currentShortOrderIds.put(orderId, shortTp); log.info("[Gate] 初始条件空单已挂, id:{}, trigger:{}, 止盈:{}", orderId, shortPriceQueue.get(0), shortTp); },
                    null);


            log.info("[Gate] 网格队列已生成, 空队首:{} → 尾:{}, 多队首:{} → 尾:{}, step:{}, 已激活",
                    shortPriceQueue.get(0), shortPriceQueue.get(shortPriceQueue.size() - 1),
                    longPriceQueue.get(0), longPriceQueue.get(longPriceQueue.size() - 1),
                    shortPriceQueueOne, shortPriceQueue.get(shortPriceQueue.size() - 1),
                    longPriceQueueOne, longPriceQueue.get(longPriceQueue.size() - 1),
                    step);
            state = StrategyState.ACTIVE;
        }
    }

@@ -661,9 +666,7 @@
                }
            }
        }
        log.info("[Gate] 原空队列:{}", shortPriceQueue);
        if (matched.isEmpty()) {
            log.info("[Gate] 空仓队列未触发, 当前价:{}", currentPrice);
            return;
        }
        log.info("[Gate] 空仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);
@@ -675,82 +678,32 @@
            for (int i = 0; i < matched.size(); i++) {
                min = min.subtract(gridStep).setScale(1, RoundingMode.HALF_UP);
                shortPriceQueue.add(min);
                log.info("[Gate] 空队列增加:{}", min);
            }
            shortPriceQueue.sort((a, b) -> b.compareTo(a));
            log.info("[Gate] 现空队列:{}", shortPriceQueue);
        }

        BigDecimal newShortFirst = shortPriceQueue.get(0);
        BigDecimal step = config.getStep();
        BigDecimal stpElem = newShortFirst.subtract(step).setScale(1, RoundingMode.HALF_UP);
        shortTakeProfitQueue.add(stpElem);
        shortTakeProfitQueue.sort((a, b) -> b.compareTo(a));
        log.info("[Gate] 空止盈队列增加:{}, 现止盈队列:{}", stpElem, shortTakeProfitQueue);

//        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(1, RoundingMode.HALF_UP);
//                longPriceQueue.add(elem);
//                log.info("[Gate] 多队列增加:{}", elem);
//            }
//            longPriceQueue.sort(BigDecimal::compareTo);
//            while (longPriceQueue.size() > config.getGridQueueSize()) {
//                longPriceQueue.remove(longPriceQueue.size() - 1);
//            }
//            log.info("[Gate] 现多队列:{}", longPriceQueue);
//        }

        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过挂条件单");
        } else {
//            synchronized (currentShortOrderIds) {
//                for (String id : currentShortOrderIds) {
//                    executor.cancelConditionalOrder(id);
//                }
//                currentShortOrderIds.clear();
//            }

            currentShortOrderIds.clear();
            BigDecimal newShortFirst = shortPriceQueue.get(0);
            BigDecimal step = config.getStep();
            BigDecimal stpElem = newShortFirst.subtract(step).setScale(1, RoundingMode.HALF_UP);
            executor.placeConditionalEntryOrder(newShortFirst,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
                    orderId -> { currentShortOrderIds.add(orderId); log.info("[Gate] 新条件空单, id:{}, trigger:{}", orderId, newShortFirst); },
                    orderId -> { currentShortOrderIds.put(orderId, stpElem); log.info("[Gate] 新条件空单, id:{}, trigger:{}, 止盈:{}", orderId, newShortFirst, stpElem); },
                    null);

            BigDecimal newLongFirst = newShortFirst.add( step.multiply(new BigDecimal("2")));
            if (newLongFirst.compareTo(longEntryPrice) < 0) {
//                synchronized (currentLongOrderIds) {
//                    for (String id : currentLongOrderIds) {
//                        executor.cancelConditionalOrder(id);
//                    }
//                    currentLongOrderIds.clear();
//                }
                currentLongOrderIds.clear();

                BigDecimal ltpElem = newLongFirst.add(step).setScale(1, RoundingMode.HALF_UP);
                longTakeProfitQueue.add(ltpElem);
                longTakeProfitQueue.sort(BigDecimal::compareTo);
                log.info("[Gate] 多止盈队列增加:{}, 现止盈队列:{}", ltpElem, longTakeProfitQueue);
                executor.placeConditionalEntryOrder(newLongFirst,
                        FuturesPriceTrigger.RuleEnum.NUMBER_1, config.getQuantity(),
                        orderId -> { currentLongOrderIds.add(orderId); log.info("[Gate] 新条件多单, id:{}, trigger:{}", orderId, newLongFirst); },
                        orderId -> { currentLongOrderIds.put(orderId, ltpElem); log.info("[Gate] 新条件多单, id:{}, trigger:{}, 止盈:{}", orderId, newLongFirst, ltpElem); },
                        null);
            }

//            if (newShortFirst.compareTo(shortEntryPrice) > 0
//                    && newShortFirst.compareTo(longEntryPrice) < 0
//                    && longPositionSize.compareTo(new BigDecimal("3")) < 0) {
//                BigDecimal reverseLongTp = newShortFirst.add(step).setScale(1, RoundingMode.HALF_UP);
//                longTakeProfitQueue.add(reverseLongTp);
//                longTakeProfitQueue.sort(BigDecimal::compareTo);
//                executor.placeConditionalEntryOrder(newShortFirst,
//                        FuturesPriceTrigger.RuleEnum.NUMBER_1, config.getQuantity(),
//                        orderId -> { currentLongOrderIds.add(orderId); },
//                        null);
//                log.info("[Gate] 反向条件多单已挂, trigger:{}, size:{}, 止盈:{}", newShortFirst, config.getQuantity(), reverseLongTp);
//            }
        }

    }
@@ -793,9 +746,7 @@
                }
            }
        }
        log.info("[Gate] 原多队列:{}", longPriceQueue);
        if (matched.isEmpty()) {
            log.info("[Gate] 多仓队列未触发, 当前价:{}", currentPrice);
            return;
        }

@@ -808,18 +759,9 @@
            for (int i = 0; i < matched.size(); i++) {
                max = max.add(gridStep).setScale(1, RoundingMode.HALF_UP);
                longPriceQueue.add(max);
                log.info("[Gate] 多队列增加:{}", max);
            }
            longPriceQueue.sort(BigDecimal::compareTo);
            log.info("[Gate] 现多队列:{}", longPriceQueue);
        }

        BigDecimal newLongFirst = longPriceQueue.get(0);
        BigDecimal step = config.getStep();
        BigDecimal ltpElem = newLongFirst.add(step).setScale(1, RoundingMode.HALF_UP);
        longTakeProfitQueue.add(ltpElem);
        longTakeProfitQueue.sort(BigDecimal::compareTo);
        log.info("[Gate] 多止盈队列增加:{}, 现止盈队列:{}", ltpElem, longTakeProfitQueue);

//        synchronized (shortPriceQueue) {
//            BigDecimal first = shortPriceQueue.isEmpty() ? matched.get(0) : shortPriceQueue.get(0);
@@ -841,51 +783,27 @@
        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过挂条件单");
        } else {
//            synchronized (currentLongOrderIds) {
//                for (String id : currentLongOrderIds) {
//                    executor.cancelConditionalOrder(id);
//                }
//                currentLongOrderIds.clear();
//            }
            currentLongOrderIds.clear();

            BigDecimal step = config.getStep();

            BigDecimal newLongFirst = longPriceQueue.get(0);
            BigDecimal ltpElem = newLongFirst.add(step).setScale(1, RoundingMode.HALF_UP);
            executor.placeConditionalEntryOrder(newLongFirst,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1, config.getQuantity(),
                    orderId -> { currentLongOrderIds.add(orderId); log.info("[Gate] 新条件多单, id:{}, trigger:{}", orderId, newLongFirst); },
                    orderId -> { currentLongOrderIds.put(orderId, ltpElem); log.info("[Gate] 新条件多单, id:{}, trigger:{}, 止盈:{}", orderId, newLongFirst, ltpElem); },
                    null);


            BigDecimal newShortFirst = newLongFirst.subtract( step.multiply(new BigDecimal("2")));
            if (newShortFirst.compareTo(shortEntryPrice) > 0){
//                synchronized (currentShortOrderIds) {
//                    for (String id : currentShortOrderIds) {
//                        executor.cancelConditionalOrder(id);
//                    }
//                    currentShortOrderIds.clear();
//                }
                currentShortOrderIds.clear();

                BigDecimal stpElem = newShortFirst.subtract(step).setScale(1, RoundingMode.HALF_UP);
                shortTakeProfitQueue.add(stpElem);
                shortTakeProfitQueue.sort((a, b) -> b.compareTo(a));
                log.info("[Gate] 空止盈队列增加:{}, 现止盈队列:{}", stpElem, shortTakeProfitQueue);
                executor.placeConditionalEntryOrder(newShortFirst,
                        FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
                        orderId -> { currentShortOrderIds.add(orderId); log.info("[Gate] 新条件空单, id:{}, trigger:{}", orderId, newShortFirst); },
                        orderId -> { currentShortOrderIds.put(orderId, stpElem); log.info("[Gate] 新条件空单, id:{}, trigger:{}, 止盈:{}", orderId, newShortFirst, stpElem); },
                        null);
            }

//            if (newLongFirst.compareTo(shortEntryPrice) > 0
//                    && newLongFirst.compareTo(longEntryPrice) < 0
//                    && shortPositionSize.compareTo(new BigDecimal("3")) < 0) {
//                BigDecimal reverseShortTp = newLongFirst.subtract(step).setScale(1, RoundingMode.HALF_UP);
//                shortTakeProfitQueue.add(reverseShortTp);
//                shortTakeProfitQueue.sort((a, b) -> b.compareTo(a));
//                executor.placeConditionalEntryOrder(newLongFirst,
//                        FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
//                        orderId -> { currentShortOrderIds.add(orderId); },
//                        null);
//                log.info("[Gate] 反向条件空单已挂, trigger:{}, size:{}, 止盈:{}", newLongFirst, negate(config.getQuantity()), reverseShortTp);
//            }
        }

    }