refactor(gateApi): 优化期货交易配置和日志记录

Administrator

3 days ago e88414aaa42a9c5e9bf0fb70ea986d07e2883402

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

@@ -5,32 +5,69 @@
import io.gate.gateapi.GateApiException;
import io.gate.gateapi.api.AccountApi;
import io.gate.gateapi.api.FuturesApi;
import io.gate.gateapi.models.AccountDetail;
import io.gate.gateapi.models.FuturesAccount;
import io.gate.gateapi.models.FuturesOrder;
import io.gate.gateapi.models.FuturesPriceTrigger;
import io.gate.gateapi.models.Position;
import io.gate.gateapi.models.*;
import lombok.extern.slf4j.Slf4j;

import java.io.IOException;
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.ArrayList;
import java.util.Collections;
import java.util.List;

/**
 * Gate 网格交易服务类。使用 Gate SDK 通过 REST API 下单。
 * Gate 网格交易服务 — 策略核心。
 *
 * <h3>策略</h3>
 * 多空双开基底 → 生成价格网格队列 → K线触达网格线 → 开仓+设止盈 → 队列动态转移。
 * 每根 K 线更新 {@code unrealizedPnl}（浮动盈亏），平仓后累加到 {@code cumulativePnl}（已实现盈亏）。
 *
 * <h3>未实现盈亏公式（正向合约）</h3>
 * <pre>
 *   多仓: 持仓量 × 合约乘数 × (计价价格 − 开仓均价)
 *   空仓: 持仓量 × 合约乘数 × (开仓均价 − 计价价格)
 * </pre>
 * 计价价格支持切换：{@link GateConfig.PnLPriceMode#LAST_PRICE 最新成交价} 或
 * {@link GateConfig.PnLPriceMode#MARK_PRICE 标记价格}（通过 {@link #setMarkPrice(BigDecimal)} 注入）。
 * 入场价和持仓量由 {@link #onPositionUpdate(String, Position.ModeEnum, BigDecimal, BigDecimal)} 实时更新。
 *
 * <h3>状态机</h3>
 * <pre>
 *   WAITING_KLINE → (首次 K 线) → OPENING → ACTIVE
 *                             双开失败 → STOPPED
 *   WAITING_KLINE → (首K线) → 异步双开基底
 *
 *   仓位推送(dual_long/dual_short) → 基底成交 → 记录入场价 → 双基底都成交 → 生成队列 → ACTIVE
 *
 *   ACTIVE:
 *     ├─ 仓位 size=0 且方向活跃 → REOPENING_L/S → ACTIVE
 *     │   补仓失败 → 重试 → 仍失败 → STOPPED
 *     ├─ 每根K线 → 更新 unrealizedPnl + processShortGrid + processLongGrid
 *     │    ├─ 当前价 &lt; 空仓队列元素 → 匹配 → 开空 + 以多仓队列首元素为种子生成新元素加入多仓队列
 *     │    └─ 当前价 &gt; 多仓队列元素 → 匹配 → 开多 + 以空仓队列首元素为种子生成新元素加入空仓队列
 *     ├─ 仓位推送(非基底) → 设止盈条件单 entry × (1±gridRate)，使用 plan-close-*-position
 *     ├─ 保证金≥初始本金 marginRatioLimit → 跳过开仓，队列照常更新
 *     ├─ 额外反向开仓：触发价夹在多/空持仓均价之间且多持仓均价&gt;空持仓均价时，额外反向开仓一次
 *     └─ cumulativePnl ≥ overallTp 或 ≤ -maxLoss → STOPPED
 * </pre>
 *
 * <h3>架构</h3>
 * REST 下单委派给 {@link GateTradeExecutor}（独立线程池，避免阻塞 WS 回调线程）。
 * <h3>队列转移规则</h3>
 * 触发后不再简单复制 matched 元素到对方队列，而是以对方队列首元素为种子，生成新元素：
 * <ul>
 *   <li>空仓队列触发 → 多仓队列新增：以多仓队列首元素（最小价）为基准，生成递减元素</li>
 *   <li>多仓队列触发 → 空仓队列新增：以空仓队列首元素（最高价）为基准，生成递增元素</li>
 * </ul>
 *
 * <h3>贴近持仓均价过滤</h3>
 * 转移生成新元素时，若新元素与对应方向持仓均价的差距小于 gridRate，则跳过该元素，
 * 避免在持仓成本附近生成无效网格线。
 *
 * <h3>额外反向开仓条件</h3>
 * 当触发价在空仓均价和回撤后的多仓均价之间（即多&gt;空且价格夹在中间），额外反向开仓一次：
 * <ul>
 *   <li>空仓队列触发 → 额外开多：需满足 shortEntryPrice &lt; currentPrice &lt; longEntryPrice × (1 − gridRate)</li>
 *   <li>多仓队列触发 → 额外开空：需满足 shortEntryPrice × (1 + gridRate) &lt; currentPrice &lt; longEntryPrice</li>
 * </ul>
 *
 * <h3>止盈条件单</h3>
 * 使用 Gate API 的 plan-close-long-position / plan-close-short-position（仓位计划止盈止损），
 * 支持指定张数部分平仓。每次网格触发开仓 quantity 张，只为该批张数创建独立条件单，互不覆盖。
 *
 * @author Administrator
 */
@@ -38,8 +75,21 @@
public class GateGridTradeService {

    public enum StrategyState {
        WAITING_KLINE, OPENING, ACTIVE, REOPENING_LONG, REOPENING_SHORT, STOPPED
        WAITING_KLINE, OPENING, ACTIVE, STOPPED
    }

    /**
     * 止盈条件单 order_type：仓位计划止盈止损 — 平多仓（支持部分平仓，size&lt;0）。
     * 注意：不能用 close-long-position（仅支持全平且双仓需 auto_size），
     * 必须用 plan-close-long-position 以支持指定张数部分平仓。
     */
    private static final String ORDER_TYPE_CLOSE_LONG = "plan-close-long-position";
    /**
     * 止盈条件单 order_type：仓位计划止盈止损 — 平空仓（支持部分平仓，size&gt;0）。
     * 注意：不能用 close-short-position（仅支持全平且双仓需 auto_size），
     * 必须用 plan-close-short-position 以支持指定张数部分平仓。
     */
    private static final String ORDER_TYPE_CLOSE_SHORT = "plan-close-short-position";

    private final GateConfig config;
    private final GateTradeExecutor executor;
@@ -48,19 +98,35 @@

    private volatile StrategyState state = StrategyState.WAITING_KLINE;

    /** 多头是否活跃（有仓位） */
    private volatile boolean longActive = false;
    /** 空仓价格队列，降序排列（大→小），容量 gridQueueSize */
    private final List<BigDecimal> shortPriceQueue = Collections.synchronizedList(new ArrayList<>());
    /** 多仓价格队列，升序排列（小→大），容量 gridQueueSize */
    private final List<BigDecimal> longPriceQueue = Collections.synchronizedList(new ArrayList<>());

    /** 基底空头入场价 */
    private BigDecimal shortBaseEntryPrice;
    /** 基底多头入场价 */
    private BigDecimal longBaseEntryPrice;
    /** 基底多头是否已开 */
    private volatile boolean baseLongOpened = false;
    /** 基底空头是否已开 */
    private volatile boolean baseShortOpened = false;

    /** 空头是否活跃（有仓位） */
    private volatile boolean shortActive = false;
    /** 多头是否活跃（有仓位） */
    private volatile boolean longActive = false;

    private BigDecimal longEntryPrice;
    private BigDecimal shortEntryPrice;
    private volatile BigDecimal lastKlinePrice;
    private volatile BigDecimal markPrice = BigDecimal.ZERO;
    private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
    private volatile BigDecimal unrealizedPnl = BigDecimal.ZERO;
    private volatile BigDecimal longEntryPrice = BigDecimal.ZERO;
    private volatile BigDecimal shortEntryPrice = BigDecimal.ZERO;
    private volatile BigDecimal longPositionSize = BigDecimal.ZERO;
    private volatile BigDecimal shortPositionSize = BigDecimal.ZERO;
    private Long userId;

    private int longReopenFails = 0;
    private int shortReopenFails = 0;
    private volatile BigDecimal initialPrincipal = BigDecimal.ZERO;

    public GateGridTradeService(GateConfig config) {
        this.config = config;
@@ -70,6 +136,8 @@
        this.futuresApi = new FuturesApi(apiClient);
        this.executor = new GateTradeExecutor(apiClient, config.getContract());
    }

    // ---- 初始化 ----

    public void init() {
        try {
@@ -81,19 +149,44 @@
            log.info("[Gate] 用户ID: {}", userId);

            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            if (!config.getPositionMode().equals(account.getPositionMode())) {
                futuresApi.setPositionMode(SETTLE, config.getPositionMode());
            }
            log.info("[Gate] 持仓模式: {} 余额: {}", config.getPositionMode(), account.getAvailable());
            this.initialPrincipal = new BigDecimal(account.getTotal());
            log.info("[Gate] 初始本金: {} USDT", initialPrincipal);

            futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
            log.info("[Gate] 旧条件单已清除");

            closeExistingPositions();

            futuresApi.updateContractPositionLeverageCall(
                    SETTLE, config.getContract(), config.getLeverage(),
                    config.getMarginMode(), config.getPositionMode(), null);
            //设置持仓模式为双向持仓
            Boolean inDualMode = account.getInDualMode();
            if (!inDualMode) {
                try {
                    futuresApi.setDualModeCall(SETTLE,true,null).execute();
                } catch (IOException e) {
                    e.printStackTrace();
                }
            }

            if (!config.getMarginMode().equals(account.getMarginMode())) {

                UpdateDualCompPositionCrossModeRequest updateDualCompPositionCrossModeRequest = new UpdateDualCompPositionCrossModeRequest();
                updateDualCompPositionCrossModeRequest.setMode(config.getMarginMode());
                updateDualCompPositionCrossModeRequest.setContract(config.getContract());
                try {
                    futuresApi.updateDualCompPositionCrossModeCall(SETTLE, updateDualCompPositionCrossModeRequest, null).execute();
                } catch (IOException e) {
                    e.printStackTrace();
                }
            }
            log.info("[Gate] 持仓模式: {} 余额: {}", config.getPositionMode(), account.getAvailable());


            try {
                futuresApi.updateDualModePositionLeverageCall(
                        SETTLE, config.getContract(), config.getLeverage(),
                        null, null).execute();
            } catch (IOException e) {
                e.printStackTrace();
            }
            log.info("[Gate] 杠杆: {}x {}", config.getLeverage(), config.getMarginMode());
        } catch (GateApiException e) {
            log.error("[Gate] 初始化失败, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
@@ -102,18 +195,10 @@
        }
    }

    /**
     * 平掉当前合约所有已有仓位。
     * 策略启动前的准备工作，确保从零持仓状态开始运行。
     */
    private void closeExistingPositions() {
        try {
            java.util.List<Position> positions = futuresApi.listPositions(SETTLE).execute();
            if (positions == null || positions.isEmpty()) {
                log.info("[Gate] 无已有仓位，无需平仓");
                return;
            }

            List<Position> positions = futuresApi.listPositions(SETTLE).execute();
            if (positions == null || positions.isEmpty()) { log.info("[Gate] 无已有仓位"); return; }
            for (Position pos : positions) {
                if (!config.getContract().equals(pos.getContract())) {
                    continue;
@@ -123,30 +208,32 @@
                if (size == 0) {
                    continue;
                }

                String closeSize = size > 0 ? String.valueOf(-size) : String.valueOf(Math.abs(size));
                boolean isLong = size > 0;
                Position.ModeEnum mode = pos.getMode();

                FuturesOrder closeOrder = new FuturesOrder();
                closeOrder.setContract(config.getContract());
                closeOrder.setSize(closeSize);
                closeOrder.setPrice("0");
                closeOrder.setTif(FuturesOrder.TifEnum.IOC);
                closeOrder.setReduceOnly(true);
                if (mode != null && mode.getValue() != null && mode.getValue().contains("dual")) {
                    closeOrder.setAutoSize(isLong ? FuturesOrder.AutoSizeEnum.LONG : FuturesOrder.AutoSizeEnum.SHORT);
                    closeOrder.setSize("0");
                    closeOrder.setClose(false);
                    closeOrder.setAutoSize(size > 0 ? FuturesOrder.AutoSizeEnum.LONG : FuturesOrder.AutoSizeEnum.SHORT);
                } else {
                    closeOrder.setSize(closeSize);
                }
                closeOrder.setText("t-grid-init-close");
                futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
                log.info("[Gate] 已平掉已有仓位, 方向:{}, sizes:{}, mode:{}", isLong ? "多头" : "空头", sizeStr, mode);
                log.info("[Gate] 平已有仓位, 方向:{}, size:{}, mode:{}", size > 0 ? "多" : "空", sizeStr, mode);
            }
        } catch (GateApiException e) {
            log.warn("[Gate] 平已有仓位失败, label:{}, msg:{}, 可能无仓位", e.getErrorLabel(), e.getMessage());
            log.warn("[Gate] 平仓位失败, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
        } catch (Exception e) {
            log.warn("[Gate] 平已有仓位异常, 可能无仓位", e);
            log.warn("[Gate] 平仓位异常", e);
        }
    }

    // ---- 启动/停止 ----

    public void startGrid() {
        if (state != StrategyState.WAITING_KLINE && state != StrategyState.STOPPED) {
@@ -155,10 +242,18 @@
        }
        state = StrategyState.WAITING_KLINE;
        cumulativePnl = BigDecimal.ZERO;
        unrealizedPnl = BigDecimal.ZERO;
        markPrice = BigDecimal.ZERO;
        longEntryPrice = BigDecimal.ZERO;
        shortEntryPrice = BigDecimal.ZERO;
        longPositionSize = BigDecimal.ZERO;
        shortPositionSize = BigDecimal.ZERO;
        baseLongOpened = false;
        baseShortOpened = false;
        longActive = false;
        shortActive = false;
        longReopenFails = 0;
        shortReopenFails = 0;
        shortPriceQueue.clear();
        longPriceQueue.clear();
        log.info("[Gate] 网格策略已启动");
    }

@@ -169,75 +264,89 @@
        log.info("[Gate] 策略已停止, 累计盈亏: {}", cumulativePnl);
    }

    /**
     * K 线回调。首次价格就绪 → 异步双开。
     */
    // ---- K线回调 ----

    public void onKline(BigDecimal closePrice) {
        lastKlinePrice = closePrice;
        if (state != StrategyState.WAITING_KLINE) {
        updateUnrealizedPnl();
        if (state == StrategyState.STOPPED) {
            return;
        }

        state = StrategyState.OPENING;
        log.info("[Gate] 首根K线到达，开始双开...");
        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");
            }, null);
            executor.openShort(negate(config.getQuantity()), () -> {
                log.info("[Gate] 基底空单已提交");
            }, null);
            return;
        }

        executor.openLong(config.getQuantity(), () -> {
            synchronized (this) {
                longEntryPrice = lastKlinePrice;
                longActive = true;
            }
            executor.placeTakeProfit(longTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    "close-long-position", "close_long");
        });
        executor.openShort(negate(config.getQuantity()), () -> {
            synchronized (this) {
                shortEntryPrice = lastKlinePrice;
                shortActive = true;
            }
            executor.placeTakeProfit(shortTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    "close-short-position", "close_short");
            if (longActive && shortActive && state != StrategyState.STOPPED) {
                state = StrategyState.ACTIVE;
                log.info("[Gate] 已激活, 多头入场:{}, 空头入场:{}, 多头止盈:{}, 空头止盈:{}",
                        longEntryPrice, shortEntryPrice, longTpPrice(), shortTpPrice());
            }
        });
        if (state != StrategyState.ACTIVE) {
            return;
        }
        processShortGrid(closePrice);
        processLongGrid(closePrice);
    }

    /**
     * 仓位推送回调。检测 size=0 触发补仓。
     */
    public void onPositionUpdate(String contract, String mode, BigDecimal size, BigDecimal entryPrice) {
    // ---- 仓位推送回调 ----

    public void onPositionUpdate(String contract, Position.ModeEnum mode, BigDecimal size,
                                  BigDecimal entryPrice) {
        if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
            return;
        }

        boolean hasPosition = size.abs().compareTo(BigDecimal.ZERO) > 0;

        if ("dual_long".equals(mode)) {
            if (longActive && !hasPosition) {
                log.info("[Gate] 多头已平仓");
                longActive = false;
                tryReopenLong(0);
            } else if (hasPosition) {
        if (Position.ModeEnum.DUAL_LONG == mode) {
            if (hasPosition) {
                longActive = true;
                longEntryPrice = entryPrice;
                longPositionSize = size;
                if (!baseLongOpened) {
                    longBaseEntryPrice = entryPrice;
                    baseLongOpened = true;
                    log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
                    tryGenerateQueues();
                } else {
                    BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.add(config.getGridRate())).setScale(1, RoundingMode.HALF_UP);
                    executor.placeTakeProfit(tpPrice,
                            FuturesPriceTrigger.RuleEnum.NUMBER_1, ORDER_TYPE_CLOSE_LONG, negate(config.getQuantity()));
                    log.info("[Gate] 多单止盈已设, entry:{}, tp:{}, size:{}", entryPrice, tpPrice, negate(config.getQuantity()));
                }
            } else {
                longActive = false;
                longPositionSize = BigDecimal.ZERO;
            }
        } else if ("dual_short".equals(mode)) {
            if (shortActive && !hasPosition) {
                log.info("[Gate] 空头已平仓");
                shortActive = false;
                tryReopenShort(0);
            } else if (hasPosition) {
        } else if (Position.ModeEnum.DUAL_SHORT == mode) {
            if (hasPosition) {
                shortActive = true;
                shortEntryPrice = entryPrice;
                shortPositionSize = size.abs();
                if (!baseShortOpened) {
                    shortBaseEntryPrice = entryPrice;
                    baseShortOpened = true;
                    log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
                    tryGenerateQueues();
                } else {
                    BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.subtract(config.getGridRate())).setScale(1, RoundingMode.HALF_UP);
                    executor.placeTakeProfit(tpPrice,
                            FuturesPriceTrigger.RuleEnum.NUMBER_2, ORDER_TYPE_CLOSE_SHORT, config.getQuantity());
                    log.info("[Gate] 空单止盈已设, entry:{}, tp:{}, size:{}", entryPrice, tpPrice, config.getQuantity());
                }
            } else {
                shortActive = false;
                shortPositionSize = BigDecimal.ZERO;
            }
        }
    }

    /**
     * 平仓推送回调。累加 pnl 并检查停止条件。
     */
    // ---- 平仓推送回调 ----

    public void onPositionClose(String contract, String side, BigDecimal pnl) {
        if (state == StrategyState.STOPPED) {
            return;
@@ -254,76 +363,275 @@
        }
    }

    // ---- 补仓（含重试） ----
    // ---- 网格队列处理 ----

    private void tryReopenLong(int retry) {
        if (state == StrategyState.STOPPED) {
    private void tryGenerateQueues() {
        if (baseLongOpened && baseShortOpened) {
            generateShortQueue();
            generateLongQueue();
            state = StrategyState.ACTIVE;
            log.info("[Gate] 网格队列已生成, 空队首:{} → 尾:{}, 多队首:{} → 尾:{}, 已激活",
                    shortPriceQueue.get(0), shortPriceQueue.get(shortPriceQueue.size() - 1),
                    longPriceQueue.get(0), longPriceQueue.get(longPriceQueue.size() - 1));
        }
    }

    private void generateShortQueue() {
        shortPriceQueue.clear();
        BigDecimal step = config.getGridRate();
        for (int i = 1; i <= config.getGridQueueSize(); i++) {
            shortPriceQueue.add(shortBaseEntryPrice.multiply(BigDecimal.ONE.subtract(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP));
        }
        shortPriceQueue.sort((a, b) -> b.compareTo(a));
        //输出队列：shortPriceQueue;
        log.info("[Gate] 空队列:{}", shortPriceQueue);
    }

    private void generateLongQueue() {
        longPriceQueue.clear();
        BigDecimal step = config.getGridRate();
        for (int i = 1; i <= config.getGridQueueSize(); i++) {
            longPriceQueue.add(longBaseEntryPrice.multiply(BigDecimal.ONE.add(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP));
        }
        longPriceQueue.sort(BigDecimal::compareTo);
        log.info("[Gate] 多队列:{}", longPriceQueue);
    }

    /**
     * 空仓网格处理（价格跌破空仓队列中的高价）。
     *
     * <h3>匹配规则</h3>
     * 遍历空仓队列（降序），收集所有大于当前价的元素为 matched。
     * 队列为降序排列，一旦遇 price ≤ currentPrice 即停止遍历。
     *
     * <h3>执行流程</h3>
     * <ol>
     *   <li>匹配队列元素 → 为空则直接返回</li>
     *   <li>保证金检查 → 安全则开空一次</li>
     *   <li>额外反向开多：若多仓均价 > 空仓均价 且 当前价夹在中间且远离多仓均价</li>
     *   <li>空仓队列：移除 matched 元素，尾部补充新元素（尾价 × (1 − gridRate) 循环递减）</li>
     *   <li>多仓队列：以多仓队列首元素（最小价）为种子，生成 matched.size() 个递减元素加入</li>
     * </ol>
     *
     * <h3>多仓队列转移过滤</h3>
     * 新增元素若与多仓持仓均价差距小于 gridRate，则跳过该元素（避免在持仓成本附近生成无效网格线）。
     */
    private void processShortGrid(BigDecimal currentPrice) {
        List<BigDecimal> matched = new ArrayList<>();
        synchronized (shortPriceQueue) {
            for (BigDecimal p : shortPriceQueue) {
                if (p.compareTo(currentPrice) > 0) {
                    matched.add(p);
                } else {
                    break;
                }
            }
        }
        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;
        }
        if (longActive) {
        log.info("[Gate] 空仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);
        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过空单开仓");
        } else {
            executor.openShort(negate(config.getQuantity()), null, null);
            if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
                    && longEntryPrice.compareTo(BigDecimal.ZERO) > 0
                    && longEntryPrice.compareTo(shortEntryPrice) > 0
                    && currentPrice.compareTo(shortEntryPrice) > 0
                    && currentPrice.compareTo(longEntryPrice.multiply(BigDecimal.ONE.subtract(config.getGridRate()))) < 0) {
                executor.openLong(config.getQuantity(), null, null);
                log.info("[Gate] 触发价在多/空持仓价之间且多>空且远离多仓均价, 额外开多一次, 当前价:{}", currentPrice);
            }
        }

        synchronized (shortPriceQueue) {
            shortPriceQueue.removeAll(matched);
            BigDecimal min = shortPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : shortPriceQueue.get(shortPriceQueue.size() - 1);
            BigDecimal step = config.getGridRate();
            for (int i = 0; i < matched.size(); i++) {
                min = min.multiply(BigDecimal.ONE.subtract(step)).setScale(1, RoundingMode.HALF_UP);
                shortPriceQueue.add(min);
            }
            shortPriceQueue.sort(BigDecimal::compareTo);

            log.info("[Gate] 现空队列:{}", shortPriceQueue);
        }

        synchronized (longPriceQueue) {
            BigDecimal first = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(0);
            BigDecimal step = config.getGridRate();
            int added = 0;
            for (int i = 1; i <= matched.size(); i++) {
                BigDecimal elem = first.multiply(BigDecimal.ONE.subtract(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP);
                if (longEntryPrice.compareTo(BigDecimal.ZERO) > 0
                        && elem.subtract(longEntryPrice).abs().compareTo(longEntryPrice.multiply(step)) < 0) {
                    continue;
                }
                longPriceQueue.add(elem);
                added++;
            }
            longPriceQueue.sort(BigDecimal::compareTo);
            while (longPriceQueue.size() > config.getGridQueueSize()) {
                longPriceQueue.remove(longPriceQueue.size() - 1);
            }
            log.info("[Gate] 现多队列:{}, 跳过{}个(贴近多仓均价)", longPriceQueue, matched.size() - added);
        }
    }

    /**
     * 多仓网格处理（价格涨破多仓队列中的低价）。
     *
     * <h3>匹配规则</h3>
     * 遍历多仓队列（升序），收集所有小于当前价的元素为 matched。
     * 队列为升序排列，一旦遇 price ≥ currentPrice 即停止遍历。
     *
     * <h3>执行流程</h3>
     * <ol>
     *   <li>匹配队列元素 → 为空则直接返回</li>
     *   <li>保证金检查 → 安全则开多一次</li>
     *   <li>额外反向开空：若多仓均价 > 空仓均价 且 当前价夹在中间且远离空仓均价</li>
     *   <li>多仓队列：移除 matched 元素，尾部补充新元素（尾价 × (1 + gridRate) 循环递增）</li>
     *   <li>空仓队列：以空仓队列首元素（最高价）为种子，生成 matched.size() 个递增元素加入</li>
     * </ol>
     *
     * <h3>空仓队列转移过滤</h3>
     * 新增元素若与空仓持仓均价差距小于 gridRate，则跳过该元素（避免在持仓成本附近生成无效网格线）。
     */
    private void processLongGrid(BigDecimal currentPrice) {
        List<BigDecimal> matched = new ArrayList<>();
        synchronized (longPriceQueue) {
            for (BigDecimal p : longPriceQueue) {
                if (p.compareTo(currentPrice) < 0) {
                    matched.add(p);
                } else {
                    break;
                }
            }
        }
        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;
        }

        state = StrategyState.REOPENING_LONG;
        executor.openLong(config.getQuantity(), () -> {
            synchronized (this) {
                longEntryPrice = lastKlinePrice;
                longActive = true;
        log.info("[Gate] 多仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);
        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过多单开仓");
        } else {
            executor.openLong(config.getQuantity(), null, null);
            if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
                    && longEntryPrice.compareTo(BigDecimal.ZERO) > 0
                    && longEntryPrice.compareTo(shortEntryPrice) > 0
                    && currentPrice.compareTo(shortEntryPrice.multiply(BigDecimal.ONE.add(config.getGridRate()))) > 0
                    && currentPrice.compareTo(longEntryPrice) < 0) {
                executor.openShort(negate(config.getQuantity()), null, null);
                log.info("[Gate] 触发价在多/空持仓价之间且多>空且远离空仓均价, 额外开空一次, 当前价:{}", currentPrice);
            }
            executor.placeTakeProfit(longTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    "close-long-position", "close_long");
            longReopenFails = 0;
            if (state != StrategyState.STOPPED) {
                state = StrategyState.ACTIVE;
            }
            log.info("[Gate] 多头已补开, 价格:{}", longEntryPrice);
        });
    }

    private void tryReopenShort(int retry) {
        if (state == StrategyState.STOPPED) {
            return;
        }
        if (shortActive) {
            return;
        }

        state = StrategyState.REOPENING_SHORT;
        executor.openShort(negate(config.getQuantity()), () -> {
            synchronized (this) {
                shortEntryPrice = lastKlinePrice;
                shortActive = true;
        synchronized (longPriceQueue) {
            longPriceQueue.removeAll(matched);
            BigDecimal max = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(longPriceQueue.size() - 1);
            BigDecimal step = config.getGridRate();
            for (int i = 0; i < matched.size(); i++) {
                max = max.multiply(BigDecimal.ONE.add(step)).setScale(1, RoundingMode.HALF_UP);
                longPriceQueue.add(max);
            }
            executor.placeTakeProfit(shortTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    "close-short-position", "close_short");
            shortReopenFails = 0;
            if (state != StrategyState.STOPPED) {
                state = StrategyState.ACTIVE;
            longPriceQueue.sort(BigDecimal::compareTo);

            log.info("[Gate] 现多队列:{}", longPriceQueue);
        }

        synchronized (shortPriceQueue) {
            BigDecimal first = shortPriceQueue.isEmpty() ? matched.get(0) : shortPriceQueue.get(0);
            BigDecimal step = config.getGridRate();
            int added = 0;
            for (int i = 1; i <= matched.size(); i++) {
                BigDecimal elem = first.multiply(BigDecimal.ONE.add(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP);
                if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
                        && elem.subtract(shortEntryPrice).abs().compareTo(shortEntryPrice.multiply(step)) < 0) {
                    continue;
                }
                shortPriceQueue.add(elem);
                added++;
            }
            log.info("[Gate] 空头已补开, 价格:{}", shortEntryPrice);
        });
            shortPriceQueue.sort((a, b) -> b.compareTo(a));
            while (shortPriceQueue.size() > config.getGridQueueSize()) {
                shortPriceQueue.remove(shortPriceQueue.size() - 1);
            }
            log.info("[Gate] 现空队列:{}, 跳过{}个(贴近空仓均价)", shortPriceQueue, matched.size() - added);
        }
    }

    // ---- 止盈价格计算 ----
    // ---- 保证金安全阀 ----

    private BigDecimal longTpPrice() {
        return lastKlinePrice.multiply(BigDecimal.ONE.add(config.getGridRate()))
                .setScale(1, RoundingMode.HALF_UP);
    private boolean isMarginSafe() {
        try {
            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            BigDecimal margin = new BigDecimal(account.getPositionInitialMargin());
            BigDecimal ratio = margin.divide(initialPrincipal, 4, RoundingMode.HALF_UP);
            log.debug("[Gate] 保证金比例: {}/{}={}", margin, initialPrincipal, ratio);
            return ratio.compareTo(config.getMarginRatioLimit()) < 0;
        } catch (Exception e) {
            log.warn("[Gate] 查保证金失败，默认放行", e);
            return true;
        }
    }

    private BigDecimal shortTpPrice() {
        return lastKlinePrice.multiply(BigDecimal.ONE.subtract(config.getGridRate()))
                .setScale(1, RoundingMode.HALF_UP);
    }
    // ---- 工具 ----

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

    /**
     * 根据持仓和当前价格计算未实现盈亏。
     *
     * <h3>正向合约公式</h3>
     * <pre>
     *   多仓: 持仓量 × 合约乘数 × (计价价格 − 开仓均价)
     *   空仓: 持仓量 × 合约乘数 × (开仓均价 − 计价价格)
     * </pre>
     * 计价价格由 {@link GateConfig.PnLPriceMode} 决定：LAST_PRICE 用最新成交价，MARK_PRICE 用标记价格。
     */
    private void updateUnrealizedPnl() {
        BigDecimal price = resolvePnlPrice();
        if (price == null || price.compareTo(BigDecimal.ZERO) == 0) {
            return;
        }
        BigDecimal multiplier = config.getContractMultiplier();
        BigDecimal longPnl = BigDecimal.ZERO;
        BigDecimal shortPnl = BigDecimal.ZERO;
        if (longPositionSize.compareTo(BigDecimal.ZERO) > 0 && longEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
            longPnl = longPositionSize.multiply(multiplier).multiply(price.subtract(longEntryPrice));
        }
        if (shortPositionSize.compareTo(BigDecimal.ZERO) > 0 && shortEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
            shortPnl = shortPositionSize.multiply(multiplier).multiply(shortEntryPrice.subtract(price));
        }
        unrealizedPnl = longPnl.add(shortPnl);

        log.info("[Gate] 未实现盈亏: {}", unrealizedPnl);
    }

    /**
     * 根据配置的 PnLPriceMode 返回计价价格。
     */
    private BigDecimal resolvePnlPrice() {
        if (config.getUnrealizedPnlPriceMode() == GateConfig.PnLPriceMode.MARK_PRICE
                && markPrice.compareTo(BigDecimal.ZERO) > 0) {
            return markPrice;
        }
        return lastKlinePrice;
    }

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