chore(gateApi): 移除网格交易服务中的调试日志

Administrator

2026-06-10 edc82fcfdc74c85916eecbad179ca975750c1a3c

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

@@ -1,5 +1,8 @@
package com.xcong.excoin.modules.gateApi;

import cn.hutool.core.collection.CollUtil;
import cn.hutool.core.util.StrUtil;
import com.xcong.excoin.utils.dingtalk.DingTalkUtils;
import io.gate.gateapi.ApiClient;
import io.gate.gateapi.ApiException;
import io.gate.gateapi.GateApiException;
@@ -11,89 +14,70 @@
import java.io.IOException;
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.ArrayList;
import java.util.Collections;
import java.util.List;
import java.util.*;

import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionClosesChannelHandler;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionsChannelHandler;

/**
 * Gate 网格交易服务 — 策略核心。
 * 网格交易策略引擎 — 多空对冲网格。
 *
 * <h3>策略概述</h3>
 * 多空双开基底 → 生成价格网格队列 → 条件单监控 → 触发成交后队列动态转移。
 * 每根 K 线更新未实现盈亏（unrealizedPnl），平仓后累加已实现盈亏（cumulativePnl）。
 * <h3>策略原理</h3>
 * 以空仓基底入场价（shortBaseEntryPrice）为价格基准，向上/向下各生成一个价格网格队列。
 * 价格触发网格层级时挂条件单，成交后自动挂止盈单。每笔止盈盈利 = step - minTick。
 *
 * <h3>核心机制</h3>
 * <ul>
 *   <li><b>条件开仓单</b>：使用 Gate API {@code FuturesPriceTriggeredOrder}，服务器监控价格，
 *       达到触发价后以市价 IOC 开仓。相比限价单，条件单仅在触发价到达时才执行，避免提前成交。</li>
 *   <li><b>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>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>
 * </ul>
 *
 * <h3>状态机</h3>
 * <h3>完整生命周期</h3>
 * <pre>
 *   WAITING_KLINE → (首K线) → 异步双开基底
 *
 *   仓位推送(dual_long/dual_short) → 基底成交 → 记录入场价
 *     → 双基底都成交 → 生成队列 + 初始条件单 + 止盈队列 → ACTIVE
 *
 *   ACTIVE:
 *     ├─ 每根K线 → 更新 unrealizedPnl → 方向判断
 *     │    ├─ closePrice > longPriceQueue[0] → processLongGrid
 *     │    └─ closePrice < shortPriceQueue[0] → processShortGrid
 *     ├─ processShortGrid: 匹配空仓队列 → 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）
 *     ├─ 平仓推送 → 累加 cumulativePnl
 *     ├─ 保证金安全阀 → 超限跳过挂单，队列照常更新
 *     └─ cumulativePnl ≥ overallTp 或 ≤ -maxLoss → STOPPED
 *   init() → startGrid() → WAITING_KLINE
 *     ↓
 *   onKline(首根K线) → OPENING → 异步市价双开基底（开多+开空）
 *     ↓
 *   onPositionUpdate() → 基底成交 → baseLongOpened && baseShortOpened
 *     ↓
 *   tryGenerateQueues()
 *     ├── generateShortQueue()   ← 空仓价格队列（降序，从 shortBaseEntryPrice-step 向下）
 *     ├── generateLongQueue()    ← 多仓价格队列（升序，从 shortBaseEntryPrice+step 向上）
 *     ├── updateGridElements()   ← 构建 GridElement 列表 + TraderParam + 全局索引
 *     ├── 挂基座止盈单（ID=0 的 long/short takeProfit）
 *     └── 挂初始条件单（up=-1 多单, down=1 空单）
 *     ↓
 *   state = ACTIVE（每根K线反复执行以下循环）
 *     ↓
 *   onKline() → processLongGrid() + processShortGrid()
 *     ├── 匹配队列元素 → 队列补偿 → 保证金检查
 *     ├── 首元素方向：挂条件开仓单 → 订单ID + GridElement状态同步
 *     └── 反向守卫：在 downGrid 位置挂对向单（价格区间+trigger方向校验）
 *     ↓
 *   onOrderUpdate()  ← futures.orders / futures.autoorders 推送
 *     ├── 匹配止盈单ID → 清空止盈状态（已成交）
 *     └── 匹配挂单ID → 挂止盈条件单 → 止盈ID + GridElement状态同步
 *     ↓
 *   onPositionClose() → cumulativePnl 累加
 *     ├──  ≥ overallTp → STOPPED
 *     └──  ≤ -maxLoss → STOPPED
 * </pre>
 *
 * <h3>队列转移规则</h3>
 * <ul>
 *   <li><b>空仓队列触发</b>（processShortGrid）：matched 元素从空仓队列移除，
 *       尾部递减 step 补充新元素；多仓队列以首元素（最小价）递减 step 生成新元素加入。</li>
 *   <li><b>多仓队列触发</b>（processLongGrid）：matched 元素从多仓队列移除，
 *       尾部递增 step 补充新元素；空仓队列以首元素（最高价）递增 step 生成新元素加入。</li>
 *   <li>队列容量超限时截断尾部，保持固定容量。</li>
 * </ul>
 *
 * <h3>止盈机制</h3>
 * <ul>
 *   <li>网格触发时，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>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>
 * <h3>仓位线动态调整</h3>
 * <pre>
 *   newFirstPrice > shortEntryPrice AND newFirstPrice < longEntryPrice
 *   AND 反向持仓张数 < 3
 *   onPositionUpdate() 中仓位均价变化后：
 *     longEntryPrice ↑ → 取消 高于 longEntryPrice 的空仓挂单（避免逆势空单）
 *     shortEntryPrice ↓ → 取消 低于 shortEntryPrice 的多仓挂单（避免逆势多单）
 * </pre>
 * 满足条件时以 newFirstPrice 为触发价挂反向条件单，同时将 newFirstPrice ± step 加入对方止盈队列。
 *
 * <h3>未实现盈亏公式（正向合约）</h3>
 * <h3>关键公式</h3>
 * <pre>
 *   多仓: 持仓量 × 合约乘数 × (计价价格 − 开仓均价)
 *   空仓: 持仓量 × 合约乘数 × (开仓均价 − 计价价格)
 *   step  = shortBaseEntryPrice × gridRate                      ← 网格绝对步长
 *   minTick = 10^(-priceScale)                                  ← 交易所最小价格单位
 *   多止盈 = gridPrice + (step - minTick)                       ← 多仓止盈价
 *   空止盈 = gridPrice - (step - minTick)                       ← 空仓止盈价
 *   单笔盈利 = (step - minTick) × contractMultiplier × quantity  ← USDT
 * </pre>
 * 计价价格支持切换：{@link GateConfig.PnLPriceMode#LAST_PRICE 最新成交价} 或
 * {@link GateConfig.PnLPriceMode#MARK_PRICE 标记价格}（通过 {@link #setMarkPrice(BigDecimal)} 注入）。
 * 入场价和持仓量由 {@link #onPositionUpdate(String, Position.ModeEnum, BigDecimal, BigDecimal)} 实时更新。
 *
 * <h3>线程模型</h3>
 * 所有 WS 回调（onKline/onPositionUpdate/onOrderUpdate 等）在 WS 回调线程中串行执行。
 * 下单/撤单操作提交到 GateTradeExecutor 的单线程池异步执行，避免阻塞 WS 线程。
 * stopGrid() 会将 state 设为 STOPPED，后续所有 WS 回调直接返回不再处理。
 *
 * @author Administrator
 */
@@ -128,20 +112,17 @@
    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<>());
    private final List<BigDecimal> totalLongPriceQueue = Collections.synchronizedList(new ArrayList<>());
    private final List<BigDecimal> totalShortPriceQueue = 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;
    /** 基底多头入场价 */
    /** 基底多头入场价（仅记录，当前未被业务逻辑消费，保留以备后续使用） */
    private BigDecimal longBaseEntryPrice;
    /** 基底多头是否已开 */
    private volatile boolean baseLongOpened = false;
@@ -163,6 +144,7 @@
    private volatile BigDecimal shortPositionSize = BigDecimal.ZERO;
    private Long userId;
    private volatile BigDecimal initialPrincipal = BigDecimal.ZERO;
    private volatile GateKlineWebSocketClient wsClient;

    public GateGridTradeService(GateConfig config) {
        this.config = config;
@@ -320,11 +302,24 @@
        shortActive = false;
        shortPriceQueue.clear();
        longPriceQueue.clear();
        longTakeProfitQueue.clear();
        shortTakeProfitQueue.clear();
        currentLongOrderIds.clear();
        currentShortOrderIds.clear();
        log.info("[Gate] 网格策略已启动");
        // 每次重启重新获取当前本金
        refreshInitialPrincipal();

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

    /**
     * 重新获取当前账户权益作为初始本金。
     */
    private void refreshInitialPrincipal() {
        try {
            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            this.initialPrincipal = new BigDecimal(account.getTotal());
        } catch (Exception e) {
            log.warn("[Gate] 获取初始化本金失败，使用旧值: {}", initialPrincipal);
        }
    }

    /**
@@ -334,6 +329,7 @@
    public void stopGrid() {
        state = StrategyState.STOPPED;
        executor.cancelAllPriceTriggeredOrders();
        closeExistingPositions();
        executor.shutdown();
        log.info("[Gate] 策略已停止, 累计盈亏: {}", cumulativePnl);
    }
@@ -360,28 +356,44 @@
     */
    public void onKline(BigDecimal closePrice) {
        lastKlinePrice = closePrice;
        updateUnrealizedPnl();
        if (state == StrategyState.STOPPED) {
            return;
        }

        //初始化0位置的开仓，并且用空的开仓价格，作为价格基准来划分网格
        if (state == StrategyState.WAITING_KLINE) {
            if (wsClient == null || !wsClient.areAllSubscribed()) {
                return;
            }

            state = StrategyState.OPENING;
            log.info("[Gate] 首根K线到达，开基底仓位...");
            executor.openLong(config.getQuantity(), () -> {
                log.info("[Gate] 基底多单已提交");

            String size = config.getBaseQuantity();
            log.info("[Gate] 首根K线到达，开基底仓位 多空各{}张...", size);
            executor.openLong(size, (orderId) -> {
                TraderParam baseLongTp = TraderParam.builder()
                        .entryOrderId(orderId)
                        .build();
                config.setBaseLongTraderParam(baseLongTp);
            }, null);
            executor.openShort(negate(config.getQuantity()), () -> {
                log.info("[Gate] 基底空单已提交");
            executor.openShort(negate(size), (orderId) -> {
                TraderParam baseShortTp = TraderParam.builder()
                        .entryOrderId(orderId)
                        .build();
                config.setBaseShortTraderParam(baseShortTp);
            }, null);
            return;
        }

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


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

    // ---- 仓位推送回调 ----
@@ -394,11 +406,13 @@
     *   <li><b>有仓位 (size ≠ 0)</b>：
     *     <ul>
     *       <li>首次开仓（基底）：标记 baseOpened=true，记录基底入场价，双基底都成交后生成网格队列</li>
     *       <li>仓位净增加（size > 之前记录值）：说明网格触发了新开仓 → 取对应方向队列首元素为止盈价，设止盈条件单</li>
     *       <li>仓位减少或不变（止盈平仓后）：仅更新 positionSize，不重复设止盈</li>
     *       <li>仓位净减少（size.abs() < 之前记录值）：止盈平仓后 → 检查反向条件单条件 →
     *           满足时以 entryPrice ± step 为止盈价挂反向市价单（订单ID + 止盈价存入 Map）</li>
     *     </ul>
     *   </li>
     *   <li><b>无仓位 (size = 0)</b>：清空活跃标记和持仓量</li>
     *   <li><b>Map 截断</b>：currentLongOrderIds / currentShortOrderIds 超过 5 个时，
     *       从 LinkedHashMap 头部删除最旧条目，保留最新 5 个</li>
     * </ul>
     *
     * @param contract   合约名称
@@ -413,105 +427,70 @@
        }

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

        if (Position.ModeEnum.DUAL_LONG == mode) {
            if (hasPosition) {
        if (state == StrategyState.OPENING){
            if (Position.ModeEnum.DUAL_LONG == mode && hasPosition && !baseLongOpened) {
                longActive = true;
                longPositionSize = size;
                longEntryPrice = entryPrice;
                if (!baseLongOpened) {
                    longPositionSize = size;
                    longBaseEntryPrice = entryPrice;
                    baseLongOpened = true;
                    log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
                    tryGenerateQueues();
                } else 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){
                    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());
                        log.info("[Gate] 反向条件空单已挂, trigger:{}, size:{}, 止盈:{}", entryPrice, negate(config.getQuantity()), reverseShortTp);
                    }
                } else {
                    longPositionSize = size;
                }
            } else {
                longActive = false;
                longPositionSize = BigDecimal.ZERO;
            }
        } else if (Position.ModeEnum.DUAL_SHORT == mode) {
            if (hasPosition) {
                longBaseEntryPrice = entryPrice;
                baseLongOpened = true;
                log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
                tryGenerateQueues();
            } else if (Position.ModeEnum.DUAL_SHORT == mode  && hasPosition && !baseShortOpened) {
                shortActive = true;
                shortPositionSize = size.abs();
                shortEntryPrice = entryPrice;
                if (!baseShortOpened) {
                    shortPositionSize = size.abs();
                    shortBaseEntryPrice = entryPrice;
                    baseShortOpened = true;
                    log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
                    tryGenerateQueues();
                } else 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){
                    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()));
                        log.info("[Gate] 反向条件多单已挂, trigger:{}, size:{}, 止盈:{}", entryPrice, negate(config.getQuantity()), reverseLongTp);
                    }
                } else {
                    shortPositionSize = size.abs();
                }
            } else {
                shortActive = false;
                shortPositionSize = BigDecimal.ZERO;
                shortBaseEntryPrice = entryPrice;
                baseShortOpened = true;
                log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
                tryGenerateQueues();
            }
        }

        if (state == StrategyState.ACTIVE){
            if (Position.ModeEnum.DUAL_LONG == mode) {
                if (hasPosition) {
                    longActive = true;
                    longPositionSize = size;
                    longEntryPrice = entryPrice;
                } else {

                    log.info("[Gate-0]多仓: {}", shortBaseEntryPrice);
                    longActive = false;
                    longPositionSize = BigDecimal.ZERO;
                    longEntryPrice = BigDecimal.ZERO;
                }
            } else if (Position.ModeEnum.DUAL_SHORT == mode) {
                if (hasPosition) {
                    shortActive = true;
                    shortPositionSize = size.abs();
                    shortEntryPrice = entryPrice;
                } else {

                    log.info("[Gate-0]空仓: {}", shortBaseEntryPrice);
                    shortActive = false;
                    shortPositionSize = BigDecimal.ZERO;
                    shortEntryPrice = BigDecimal.ZERO;
                }
            }
        }

        if (state == StrategyState.ACTIVE && shortActive == false && longActive == false) {
            try {
                futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
            } catch (ApiException e) {
                e.printStackTrace();
            }
            closeExistingPositions();

            state = StrategyState.STOPPED;
            // 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
            executor.submitTask(() -> {
                try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
                startGrid();
            });
            log.info("[Gate] 重置策略");
            return;
        }
    }

@@ -533,16 +512,75 @@
            return;
        }
        cumulativePnl = cumulativePnl.add(pnl);
        log.info("[Gate] 盈亏累加:{}, 方向:{}, 累计:{}", pnl, side, cumulativePnl);
        updateUnrealizedPnl();
        BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl);
        log.info("[Gate] 已实现:{}, 未实现:{}, 合计:{}",
                cumulativePnl, unrealizedPnl, totalPnl);
        if(totalPnl.compareTo(config.getMaxLoss().negate()) <= 0) {
            String logMessage = StrUtil.format("[Gate] 已达亏损风险值(合计{}), 已实现:{}, 未实现:{}",
                    totalPnl, cumulativePnl, unrealizedPnl);
            log.info(logMessage);

        if (cumulativePnl.compareTo(config.getOverallTp()) >= 0) {
            log.info("[Gate] 已达止盈目标 {}→已停止", cumulativePnl);
            state = StrategyState.STOPPED;
        } else if (cumulativePnl.compareTo(config.getMaxLoss().negate()) <= 0) {
            log.info("[Gate] 已达亏损上限 {}→已停止", cumulativePnl);
            state = StrategyState.STOPPED;
            DingTalkUtils.getDefault().sendActionCard("风险提醒", logMessage, config.getApiKey(), "");
        }
    }


    /**
     * 自动订单（条件单）状态变更回调。
     * 由 {@link com.xcong.excoin.modules.gateApi.wsHandler.handler.AutoOrdersChannelHandler}
     * 在收到 {@code futures.autoorders} 推送时调用。
     *
     * @param orderId   条件单 ID
     * @param status    订单状态（open / finished / cancelled）
     * @param reason    变更原因
     * @param orderType 订单类型（plan-close-long-position 等）
     */
    public void onAutoOrder(String orderId, String status, String reason, String orderType, String tradeId) {
        if (state == StrategyState.STOPPED) {
            return;
        }
        log.info("[Gate] 条件单状态变更, id:{}, status:{}, reason:{}, order_type:{}",
                orderId, status, reason, orderType);
        if (!"finished".equals(status)) {
            return;
        }

        GridElement longStopLossElem = GridElement.findByLongStopLossOrderId(orderId);
//        if (longStopLossElem != null && longPositionSize.compareTo(BigDecimal.ZERO) > 0 && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
        if (longStopLossElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
            handleLongStopLossTriggered(longStopLossElem);
            return;
        }
        GridElement shortStopLossElem = GridElement.findByShortStopLossOrderId(orderId);
//        if (shortStopLossElem != null && shortPositionSize.compareTo(BigDecimal.ZERO) > 0 && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
        if (shortStopLossElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
            handleShortStopLossTriggered(shortStopLossElem);
            return;
        }

        GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
        if (shortGridElement != null) {
            if (shortGridElement.isHasShortOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
                shortEntryTraderIdParam(shortGridElement, null, false);

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

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


    // ---- 网格队列处理 ----

@@ -550,10 +588,10 @@
     * 尝试生成网格队列。双基底（多+空）都成交后才触发：
     * <ol>
     *   <li>生成空仓价格队列（降序）和多仓价格队列（升序）</li>
     *   <li>初始化止盈队列：多仓首元素 + step、空仓首元素 − step</li>
     *   <li>挂初始多仓条件单（触发价 = 多仓队列首元素，rule=NUMBER_1 ≥触发价时开多）</li>
     *   <li>挂初始空仓条件单（触发价 = 空仓队列首元素，rule=NUMBER_2 ≤触发价时开空）</li>
     *   <li>条件单 ID 存入对应 currentXxxOrderIds 集合</li>
     *   <li>挂初始多仓条件单（触发价 = 多仓队列首元素，rule=NUMBER_1 ≥触发价时开多），
     *       止盈价 = 触发价 + step，通过 onSuccess 回调将 orderId → 止盈价存入 currentLongOrderIds</li>
     *   <li>挂初始空仓条件单（触发价 = 空仓队列首元素，rule=NUMBER_2 ≤触发价时开空），
     *       止盈价 = 触发价 − step，通过 onSuccess 回调将 orderId → 止盈价存入 currentShortOrderIds</li>
     *   <li>状态切换为 ACTIVE</li>
     * </ol>
     */
@@ -561,30 +599,101 @@
        if (baseLongOpened && baseShortOpened) {
            generateShortQueue();
            generateLongQueue();
            updateGridElements();

            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);
            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);

            executor.placeConditionalEntryOrder(longPriceQueue.get(0),
                    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)); },
                    null);
            int shortTime = 2;
            GridElement elemShort = GridElement.findById(shortTime);
            if (elemShort != null) {
                BigDecimal triggerPrice = elemShort.getGridPrice();
                String size = config.getBaseQuantity();
                executor.placeTakeProfit(
                        triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_1,
                        ORDER_TYPE_CLOSE_SHORT,
                        size,
                        profitId -> {
                            elemShort.setShortStopLossOrderId(profitId);
                            GridElement.refreshIndices();
                            log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", shortTime, triggerPrice, profitId);
                        }
                );
            }


            int longTime = -2;
            GridElement elemLong = GridElement.findById(longTime);
            if (elemLong != null) {
                BigDecimal triggerPrice = elemLong.getGridPrice();
                String size = config.getBaseQuantity();
                executor.placeTakeProfit(
                        triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_2,
                        ORDER_TYPE_CLOSE_LONG,
                        negate(size),
                        profitId -> {
                            elemLong.setLongStopLossOrderId(profitId);
                            GridElement.refreshIndices();
                            log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", longTime, triggerPrice, profitId);
                        }
                );
            }

            log.info("[Gate] 止损单已全部挂完, 空仓止损: 2~{}, 多仓止损: -2~-{}", shortTime, longTime);

            state = StrategyState.ACTIVE;
            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),
                    step);
        }
    }

    /**
     * 更新基座止盈信息，将止盈价、订单ID等写入 TraderParam 并回填到 ID=0 的网格元素中。
     */
    private void longTakeProfitTraderIdParam(
            GridElement baseElement,String profitId, boolean flag
    ) {
        TraderParam tp = baseElement.getLongTraderParam();
        tp.setTakeProfitOrderId(profitId);
        tp.setTakeProfitPlaced(flag);
        baseElement.setLongTakeProfitOrderId(profitId);
        GridElement.refreshIndices();
    }
    private void shortTakeProfitTraderIdParam(
            GridElement baseElement,String profitId, boolean flag
    ) {
        TraderParam tp = baseElement.getShortTraderParam();
        tp.setTakeProfitOrderId(profitId);
        tp.setTakeProfitPlaced(flag);
        baseElement.setShortTakeProfitOrderId(profitId);
        GridElement.refreshIndices();
    }

    private void longEntryTraderIdParam(
            GridElement baseElement,String entryId,boolean flag
    ) {
        TraderParam tp = baseElement.getLongTraderParam();
        tp.setEntryOrderId(entryId);
        tp.setEntryOrderPlaced(flag);
        baseElement.setHasLongOrder(flag);
        baseElement.setLongOrderId(entryId);
        GridElement.refreshIndices();
    }

    private void shortEntryTraderIdParam(
            GridElement baseElement, String entryId, boolean flag
    ) {
        TraderParam tp = baseElement.getShortTraderParam();
        tp.setEntryOrderId(entryId);
        tp.setEntryOrderPlaced(flag);
        baseElement.setHasShortOrder(flag);
        baseElement.setShortOrderId(entryId);
        GridElement.refreshIndices();
    }

    /**
@@ -595,13 +704,20 @@
     */
    private void generateShortQueue() {
        shortPriceQueue.clear();
        BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(1, RoundingMode.HALF_UP);
        int prec = config.getPriceScale();
        BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(prec, RoundingMode.HALF_UP);
        config.setStep(step);
        BigDecimal elem = shortBaseEntryPrice.subtract(step).setScale(1, RoundingMode.HALF_UP);
        for (int i = 0; i < config.getGridQueueSize(); i++) {
            shortPriceQueue.add(elem);
            elem = elem.subtract(step).setScale(1, RoundingMode.HALF_UP);
        }
        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);

                elem = elem.subtract(step).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);
    }
@@ -613,305 +729,316 @@
     */
    private void generateLongQueue() {
        longPriceQueue.clear();
        int prec = config.getPriceScale();
        BigDecimal step = config.getStep();
        BigDecimal elem = shortBaseEntryPrice.add(step).setScale(1, RoundingMode.HALF_UP);
        BigDecimal elem = shortBaseEntryPrice.add(step).setScale(prec, RoundingMode.HALF_UP);
        for (int i = 0; i < config.getGridQueueSize(); i++) {
            longPriceQueue.add(elem);
            elem = elem.add(step).setScale(1, RoundingMode.HALF_UP);
            totalLongPriceQueue.add( elem);
            totalShortPriceQueue.add( elem);
            elem = elem.add(step).setScale(prec, RoundingMode.HALF_UP);
        }
        longPriceQueue.sort(BigDecimal::compareTo);
        log.info("[Gate] 多队列:{}", longPriceQueue);
        totalShortPriceQueue.sort((a, b) -> b.compareTo(a));
        log.info("[Gate] 队列从大到小:{}", totalShortPriceQueue);
        totalLongPriceQueue.sort(BigDecimal::compareTo);
        log.info("[Gate] 队列从小到大:{}", totalLongPriceQueue);
    }

    /**
     * 空仓网格处理（当前价跌破空仓队列元素）。
     * 根据当前多空价格队列同步构建网格元素列表，写入 config。
     *
     * <h3>匹配规则</h3>
     * 遍历空仓队列（降序排列，大→小），收集所有大于当前价的元素为 matched。
     * 降序排列保证一旦遇到 price ≤ currentPrice 即可停止遍历。
     * <h3>ID 分配规则</h3>
     * <ul>
     *   <li>空仓队列：id 从 -1 自减（-1, -2, -3...），第一个元素 upId=0，最后一个 downId=null</li>
     *   <li>位置 0：gridPrice=shortBaseEntryPrice，upId=-1，downId=1，其数据在基座开仓时更新</li>
     *   <li>多仓队列：id 从 1 自增（1, 2, 3...），第一个元素 upId=0，最后一个 downId=null</li>
     * </ul>
     *
     * <h3>执行流程</h3>
     * <ol>
     *   <li>匹配队列元素 → 为空则直接返回，不触发</li>
     *   <li>空仓队列：移除 matched 元素，从尾部最小值递减 step 补充等量新元素，重新降序排序</li>
     *   <li>多仓队列：以多仓首元素（最小价）为基准递减 step，生成 matched.size() 个新元素加入，
     *       升序排序，超限截尾</li>
     *   <li>空仓止盈队列：始终加入新空仓首元素 − step（降序排序），不受守卫限制</li>
     *   <li>保证金检查 → 不安全则跳过挂单（队列和止盈队列照常更新），安全则继续</li>
     *   <li>挂新空仓条件单（触发价 = 新空仓首元素，rule=NUMBER_2 ≤触发价时开空，size=负）</li>
     *   <li>多仓条件单守卫：newLongFirst < longEntryPrice 时才执行
     *       → 取消所有旧多仓条件单（currentLongOrderIds） → 清空集合 →
     *       多仓止盈队列加入 newLongFirst + step →
     *       挂新多仓条件单（触发价 = newLongFirst，rule=NUMBER_1 ≥触发价时开多，size=正）；
     *       不满足时保持旧多仓条件单不变，也不更新多仓止盈队列</li>
     *   <li>反向开多判断：newShortFirst > shortEntryPrice 且 < longEntryPrice 且 longPositionSize < 3
     *       → 挂反向条件多单（触发价 = newShortFirst），止盈价 = newShortFirst + step 加入多仓止盈队列</li>
     * </ol>
     *
     * @param currentPrice 当前 K 线收盘价（最新成交价）
     * <h3>链表关系</h3>
     * 所有元素通过 upId/downId 串成一条双向链表：
     * ... → -3 → -2 → -1 → 0 → 1 → 2 → 3 → ...
     */
    private void updateGridElements() {
        List<GridElement> elements = new ArrayList<>();
        int shortSize = shortPriceQueue.size();
        int longSize = longPriceQueue.size();
        //根据精度转换成小数
        int prec = config.getPriceScale();
        BigDecimal step = config.getStep();
        String qty = config.getBaseQuantity();

        // 空仓队列：id 从 -1 自减, shortPriceQueue[i] → id=-(i+1)
        for (int i = 0; i < shortSize; i++) {
            int id = -(i + 1);
            Integer upId = (i == 0) ? 0 : id + 1;
            Integer downId = (i == shortSize - 1) ? null : id - 1;
            BigDecimal price = shortPriceQueue.get(i);
            TraderParam longParam = TraderParam.builder()
                    .direction(TraderParam.Direction.LONG)
                    .entryPrice(price)
                    .takeProfitPrice(price.add(step).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))
                    .quantity(qty)
                    .build();
            elements.add(GridElement.builder()
                    .id(id)
                    .gridPrice(price)
                    .upId(upId)
                    .downId(downId)
                    .longTraderParam(longParam)
                    .shortTraderParam(shortParam)
                    .build());
        }

        // 位置 0：基底价格，数据在基座开仓时更新
        {
            BigDecimal price = shortBaseEntryPrice;
            TraderParam longParam = TraderParam.builder()
                    .direction(TraderParam.Direction.LONG)
                    .entryPrice(price)
                    .takeProfitPrice(price.add(step).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))
                    .quantity(qty)
                    .build();
            elements.add(GridElement.builder()
                    .id(0)
                    .gridPrice(price)
                    .upId(shortSize > 0 ? 1 : null)
                    .downId(longSize > 0 ? -1 : null)
                    .longTraderParam(longParam)
                    .shortTraderParam(shortParam)
                    .build());
        }

        // 多仓队列：id 从 1 自增, longPriceQueue[i] → id=i+1
        for (int i = 0; i < longSize; i++) {
            int id = i + 1;
            Integer downId = (i == 0) ? 0 : id - 1;
            Integer upId = (i == longSize - 1) ? null : id + 1;
            BigDecimal price = longPriceQueue.get(i);
            TraderParam longParam = TraderParam.builder()
                    .direction(TraderParam.Direction.LONG)
                    .entryPrice(price)
                    .takeProfitPrice(price.add(step).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))
                    .quantity(qty)
                    .build();
            elements.add(GridElement.builder()
                    .id(id)
                    .gridPrice(price)
                    .upId(upId)
                    .downId(downId)
                    .longTraderParam(longParam)
                    .shortTraderParam(shortParam)
                    .build());
        }

        config.setGridElements(elements);
        log.info("[Gate] 网格元素列表已构建, 共{}个元素 (空仓:{} 位置:0 多仓:{})", elements.size(), shortSize, longSize);
    }


    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 {
        BigDecimal matched = BigDecimal.ZERO;
        synchronized (totalLongPriceQueue) {
            for (BigDecimal p : totalLongPriceQueue) {
                if (p.compareTo(currentPrice) >= 0) {
                    matched =  p;
                    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;
        }
        log.info("[Gate] 空仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);

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

//            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);
//            }
            GridElement matchedUpGridElement = GridElement.findByPrice(matched);
            if (matchedUpGridElement != null){
                if (!matchedUpGridElement.isHasLongOrder()){
                    Integer upId = matchedUpGridElement.getUpId();
                    GridElement newEntryGrid = GridElement.findById(upId);

                    if (newEntryGrid != null) {
//                        log.info("[Gate-2] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
                        if (!newEntryGrid.isHasLongOrder()) {
                            BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                            String size = config.getBaseQuantity();
                            log.info("[Gate] 多仓仓位归零 gridId:{}, 挂{}基础张多单",
                                    newEntryGrid.getId(),  size);
                            newEntryGrid.getLongTraderParam().setQuantity(size);
                            placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                                    FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
                        }


                        GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());
                        if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
                            String longOrderId = cancelGridElement.getLongOrderId();
                            executor.cancelConditionalOrder(longOrderId, oid -> {
                                longEntryTraderIdParam(cancelGridElement, null, false);
                                log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", cancelGridElement.getId(),longOrderId);
                            });
                        }
                    }
                }
            }
        }

    }

    /**
     * 多仓网格处理（当前价涨破多仓队列元素）。
     *
     * <h3>匹配规则</h3>
     * 遍历多仓队列（升序排列，小→大），收集所有小于当前价的元素为 matched。
     * 升序排列保证一旦遇到 price ≥ currentPrice 即可停止遍历。
     *
     * <h3>执行流程</h3>
     * <ol>
     *   <li>匹配队列元素 → 为空则直接返回，不触发</li>
     *   <li>多仓队列：移除 matched 元素，从尾部最大值递增 step 补充等量新元素，重新升序排序</li>
     *   <li>空仓队列：以空仓首元素（最高价）为基准递增 step，生成 matched.size() 个新元素加入，
     *       降序排序，超限截尾</li>
     *   <li>多仓止盈队列：始终加入新多仓首元素 + step（升序排序），不受守卫限制</li>
     *   <li>保证金检查 → 不安全则跳过挂单（队列和止盈队列照常更新），安全则继续</li>
     *   <li>挂新多仓条件单（触发价 = 新多仓首元素，rule=NUMBER_1 ≥触发价时开多，size=正）</li>
     *   <li>空仓条件单守卫：newShortFirst > shortEntryPrice 时才执行
     *       → 取消所有旧空仓条件单（currentShortOrderIds） → 清空集合 →
     *       空仓止盈队列加入 newShortFirst − step →
     *       挂新空仓条件单（触发价 = newShortFirst，rule=NUMBER_2 ≤触发价时开空，size=负）；
     *       不满足时保持旧空仓条件单不变，也不更新空仓止盈队列</li>
     *   <li>反向开空判断：newLongFirst > shortEntryPrice 且 < longEntryPrice 且 shortPositionSize < 3
     *       → 挂反向条件空单（触发价 = newLongFirst），止盈价 = newLongFirst − step 加入空仓止盈队列</li>
     * </ol>
     *
     * @param currentPrice 当前 K 线收盘价（最新成交价）
     */
    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 {
        BigDecimal matched = BigDecimal.ZERO;
        synchronized (totalShortPriceQueue) {
            for (BigDecimal p : totalShortPriceQueue) {
                if (p.compareTo(currentPrice) <= 0) {
                    matched = p;
                    break;
                }
            }
//            log.info("[Gate-3] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
            if (BigDecimal.ZERO.compareTo( matched) == 0) {
                return;
            }

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

                    if (newEntryGrid != null) {
//                        log.info("[Gate-4] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
                        if (!newEntryGrid.isHasShortOrder()){
                            BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                            String size = config.getBaseQuantity();
                            log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
                                    newEntryGrid.getId(),  size);
                            newEntryGrid.getShortTraderParam().setQuantity(size);
                            placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                                    FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
                        }

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

                    }
                }
            }
        }
        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);
    }

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

        int gridId = gridElement.getId();
        log.info("[Gate] 多仓止损触发 gridId:{}, 开始追单", gridId);
        int newEntryGridId = gridId + 1;

        GridElement newEntryGrid = GridElement.findById(newEntryGridId);
        if (newEntryGrid == null) {
            log.warn("[Gate] 多仓止损触发 but gridId:{} 不存在", newEntryGridId);
            GridElement.refreshIndices();
            return;
        }

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

        synchronized (longPriceQueue) {
            longPriceQueue.removeAll(matched);
            BigDecimal max = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(longPriceQueue.size() - 1);
            BigDecimal gridStep = config.getStep();
            for (int i = 0; i < matched.size(); i++) {
                max = max.add(gridStep).setScale(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);
//            BigDecimal gridStep = config.getStep();
//            for (int i = 1; i <= matched.size(); i++) {
//                BigDecimal elem = first.add(gridStep.multiply(BigDecimal.valueOf(i))).setScale(1, RoundingMode.HALF_UP);
//                shortPriceQueue.add(elem);
//                log.info("[Gate] 空队列增加:{}", elem);
//            }
//            shortPriceQueue.sort((a, b) -> b.compareTo(a));
//            while (shortPriceQueue.size() > config.getGridQueueSize()) {
//                shortPriceQueue.remove(shortPriceQueue.size() - 1);
//            }
//            log.info("[Gate] 现空队列:{}", shortPriceQueue);
//        }



        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();
            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); },
                    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); },
                        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);
//            }
        }

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

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

    /**
     * 保证金安全阀检查。
     *
     * <p>实时查询当前保证金占用额（positionInitialMargin），计算其占初始本金的比例。
     * 比例 ≥ marginRatioLimit（默认 20%）时拒绝开仓，但仍照常更新队列。
     *
     * <p>查询失败时默认放行（返回 true），避免因 REST API 异常导致策略完全停滞。
     *
     * @return true=安全可开仓 / false=保证金超限跳过开仓
     */
    private boolean isMarginSafe() {
        try {
            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            BigDecimal margin = new BigDecimal(account.getPositionInitialMargin());
            BigDecimal ratio = margin.divide(initialPrincipal, 4, RoundingMode.HALF_UP);
            log.debug("[Gate] 保证金比例: {}/{}={}", margin, initialPrincipal, ratio);
            return ratio.compareTo(config.getMarginRatioLimit()) < 0;
        } catch (Exception e) {
            log.warn("[Gate] 查保证金失败，默认放行", e);
            return true;
        int gridId = gridElement.getId();
        log.info("[Gate] 空仓止损触发 gridId:{}, 开始追单", gridId);
        int newEntryGridId = gridId - 1;

        GridElement newEntryGrid = GridElement.findById(newEntryGridId);
        if (newEntryGrid == null) {
            log.warn("[Gate] 空仓止损触发 but gridId:{} 不存在", newEntryGridId);
            GridElement.refreshIndices();
            return;
        }

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

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

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

@@ -923,6 +1050,50 @@
     */
    private String negate(String qty) {
        return qty.startsWith("-") ? qty.substring(1) : "-" + qty;
    }

    /**
     * 预设标志位后提交条件开仓单，防止异步回调导致的竞态重复挂单。
     *
     * <p>在调用 {@link GateTradeExecutor#placeConditionalEntryOrder} 之前同步设置
     * {@code isHasLongOrder / isHasShortOrder}，关闭 WS 线程与 Executor 线程之间的
     * 检查-下单时间窗口。API 失败时自动回滚标志位。
     *
     * @param gridElement 目标网格元素
     * @param isLong      true=多仓下单，false=空仓下单
     * @param triggerPrice 触发价
     * @param rule        触发规则
     * @param size        开仓张数
     */
    private void placeEntryOrderWithPreFlag(GridElement gridElement, boolean isLong,
                                             BigDecimal triggerPrice,
                                             FuturesPriceTrigger.RuleEnum rule,
                                             String size) {
        if (isLong) {
            gridElement.setHasLongOrder(true);
        } else {
            gridElement.setHasShortOrder(true);
        }
        executor.placeConditionalEntryOrder(triggerPrice, rule, size,
                orderId -> {
                    if (isLong) {
                        longEntryTraderIdParam(gridElement, orderId, true);
                    } else {
                        shortEntryTraderIdParam(gridElement, orderId, true);
                    }
                },
                () -> {
                    if (isLong) {
                        gridElement.setHasLongOrder(false);
                        gridElement.setLongOrderId(null);
                    } else {
                        gridElement.setHasShortOrder(false);
                        gridElement.setShortOrderId(null);
                    }
                    GridElement.refreshIndices();
                    log.warn("[Gate] 条件单创建失败，回滚标志位 gridId:{}, isLong:{}", gridElement.getId(), isLong);
                }
        );
    }

    /**
@@ -982,4 +1153,6 @@
    public Long getUserId() { return userId; }
    /** @return 当前策略状态 */
    public StrategyState getState() { return state; }
    /** 注入WS客户端，用于订阅状态检查 */
    public void setWsClient(GateKlineWebSocketClient wsClient) { this.wsClient = wsClient; }
}