fix(gateApi): 更新Gate永续合约taker费率

Administrator

yesterday f3d8784b04b688becf609972dabe6d9837f52427

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

@@ -135,6 +135,9 @@
    /** 多头是否活跃（有仓位） */
    private volatile boolean longActive = false;

    /** 当前已完成轮数，每次盈利重启时+1 */
    private volatile int currentRound = 0;

    /** 多头累计止损次数（始终递增，加仓订单成交后归零） */
    private volatile int accumulatedLongLossCount = 0;
    /** 空头累计止损次数（始终递增，加仓订单成交后归零） */
@@ -322,6 +325,7 @@
        currentShortOrderIds.clear();
        // 每次重启重新获取当前本金
        refreshInitialPrincipal();
        currentRound = 0;

        log.info("[Gate] 网格策略已启动, 当前本金: {} USDT", initialPrincipal);
    }
@@ -372,6 +376,8 @@
     */
    public void onKline(BigDecimal closePrice) {

        log.info("当前价：{}", closePrice);

        lastKlinePrice = closePrice;

        //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
@@ -419,7 +425,7 @@
    }

    /** Gate 永续合约 taker 费率 0.05% */
    private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.0005");
    private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.001");
    private void checkProfitAndReset() {
        if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
            return;
@@ -429,10 +435,36 @@
            BigDecimal target = initialPrincipal.add(config.getExpectedProfit());

            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            BigDecimal totalEquity = new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl()));
            // 预估平仓手续费 = 持仓量 × 合约乘数 × 入场价 × taker费率
            BigDecimal multiplier = config.getContractMultiplier();
            BigDecimal longCloseFee = BigDecimal.ZERO;
            if (longPositionSize.compareTo(BigDecimal.ZERO) > 0 && longEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
                longCloseFee = longPositionSize.multiply(multiplier).multiply(longEntryPrice).multiply(TAKER_FEE_RATE);
            }
            BigDecimal shortCloseFee = BigDecimal.ZERO;
            if (shortPositionSize.compareTo(BigDecimal.ZERO) > 0 && shortEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
                shortCloseFee = shortPositionSize.multiply(multiplier).multiply(shortEntryPrice).multiply(TAKER_FEE_RATE);
            }
            BigDecimal estimatedCloseFee = longCloseFee.add(shortCloseFee);

            BigDecimal totalEquity = new BigDecimal(account.getTotal())
                    .add(new BigDecimal(account.getUnrealisedPnl()))
                    .subtract(estimatedCloseFee);

            if (totalEquity.compareTo(target) > 0) {
                log.info("[Gate] 盈亏达标(净权益{}>目标{})，重置策略", totalEquity, target);
                currentRound++;
                int maxRounds = config.getRounds();
                log.info("[Gate] 盈亏达标(净权益{}→含手续费-{}=实际{}>目标{})，第{}轮完成",
                        new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl())),
                        estimatedCloseFee, totalEquity, target, currentRound);

                if (maxRounds > 0 && currentRound >= maxRounds) {
                    log.info("[Gate] 已达到运行轮数上限({})，策略停止", maxRounds);
                    stopGrid();
                    return;
                }

                log.info("[Gate] 重置策略，开始第{}轮...", currentRound);
                state = StrategyState.STOPPED;
                try {
                    futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
@@ -443,7 +475,10 @@
                // 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(); }
                    // 注意：startGrid() 会将 currentRound 归零，这里需要保留
                    int savedRound = currentRound;
                    startGrid();
                    currentRound = savedRound;
                });
            }
        } catch (Exception e) {
@@ -542,7 +577,9 @@
            // 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(); }
                int savedRound = currentRound;
                startGrid();
                currentRound = savedRound;
            });
            log.info("[Gate] 重置策略");
            return;
@@ -601,32 +638,12 @@
            return;
        }

        // [Gate-需求1] 多仓止盈触发：清空止盈状态 + 取消最近多仓止损
        GridElement longTpElem = GridElement.findByLongTakeProfitOrderId(orderId);
        if (longTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
            longTakeProfitTraderIdParam(longTpElem, null, false);
            log.info("[Gate] 多仓止盈触发 gridId:{}, orderId:{}", longTpElem.getId(), orderId);
            cancelNearestLongStopLoss();
            return;
        }
        // [Gate-需求1] 空仓止盈触发：清空止盈状态 + 取消最近空仓止损
        GridElement shortTpElem = GridElement.findByShortTakeProfitOrderId(orderId);
        if (shortTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
            shortTakeProfitTraderIdParam(shortTpElem, null, false);
            log.info("[Gate] 空仓止盈触发 gridId:{}, orderId:{}", shortTpElem.getId(), orderId);
            cancelNearestShortStopLoss();
//            checkLastTakeProfitAndRestart();
            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, orderId);
            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, orderId);
            return;
@@ -655,60 +672,10 @@
                // REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
                int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
                extendShortStopLoss(posSize, shortGridElement.getId());
                // [Gate] 止盈挂单：超出基础仓位的部分，挂在多仓第一止损位
                placeExcessTakeProfit(posSize, false);
                log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

//                int tpGridId = 0;
//                GridElement tpElem = GridElement.findById(tpGridId);
//                // 已有止盈单先取消再重挂
//                String existingShortTpId = tpElem.getShortTakeProfitOrderId();
//                if (existingShortTpId != null) {
//                    executor.cancelConditionalOrder(existingShortTpId, oid -> {
//                        shortTakeProfitTraderIdParam(tpElem, null, false);
//                        log.info("[Gate] 空仓止盈取消(gridId:{})，准备重挂", tpGridId);
//                    });
//                }
//                BigDecimal tpPrice = tpElem.getGridPrice();
//                int finalTpGridId = tpGridId;
//                executor.placeTakeProfit(
//                        tpPrice,
//                        FuturesPriceTrigger.RuleEnum.NUMBER_2,
//                        ORDER_TYPE_CLOSE_SHORT,
//                        config.getQuantity(),
//                        profitId -> {
//                            shortTakeProfitTraderIdParam(tpElem, profitId, true);
//                            log.info("[Gate] 空仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
//                                    finalTpGridId, tpPrice, profitId);
//                        }
//                );

                // 空仓止盈：超额部分挂止盈，从entry网格向下逐个挂
                int shortBaseQty = Integer.parseInt(config.getBaseQuantity());
                int shortGridQty = Integer.parseInt(config.getQuantity());
                int shortTpCount = posSize > shortBaseQty ? (posSize - shortBaseQty) / shortGridQty : 0;

                int tpSpan = config.getTakeProfitGridSpan();
                for (int i = 0; i < shortTpCount; i++) {
                    int tpGridId = shortGridElement.getId() - tpSpan * (i + 1);
                    GridElement tpElem = GridElement.findById(tpGridId);
                    // 用 takeProfitPlaced 做同步标记，避免异步回调未执行时重复挂单
                    if (tpElem == null || tpElem.getShortTraderParam().isTakeProfitPlaced()) {
                        continue;
                    }
                    tpElem.getShortTraderParam().setTakeProfitPlaced(true);
                    BigDecimal tpPrice = tpElem.getGridPrice();
                    int finalTpGridId = tpGridId;
                    executor.placeTakeProfit(
                            tpPrice,
                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
                            ORDER_TYPE_CLOSE_SHORT,
                            config.getQuantity(),
                            profitId -> {
                                shortTakeProfitTraderIdParam(tpElem, profitId, true);
                                log.info("[Gate] 空仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
                                        finalTpGridId, tpPrice, profitId);
                            }
                    );
                }
            }
        }
        GridElement longGridElement = GridElement.findByLongOrderId(orderId);
@@ -735,60 +702,10 @@
                // REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
                int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
                extendLongStopLoss(posSize, longGridElement.getId());
                // [Gate] 止盈挂单：超出基础仓位的部分，挂在空仓第一止损位
                placeExcessTakeProfit(posSize, true);
                log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

//                int tpGridId = 0;
//                GridElement tpElem = GridElement.findById(tpGridId);
//                // 已有止盈单先取消再重挂
//                String existingLongTpId = tpElem.getLongTakeProfitOrderId();
//                if (existingLongTpId != null) {
//                    executor.cancelConditionalOrder(existingLongTpId, oid -> {
//                        longTakeProfitTraderIdParam(tpElem, null, false);
//                        log.info("[Gate] 多仓止盈取消(gridId:{})，准备重挂", tpGridId);
//                    });
//                }
//                BigDecimal tpPrice = tpElem.getGridPrice();
//                int finalTpGridId = tpGridId;
//                executor.placeTakeProfit(
//                        tpPrice,
//                        FuturesPriceTrigger.RuleEnum.NUMBER_1,
//                        ORDER_TYPE_CLOSE_LONG,
//                        negate(config.getQuantity()),
//                        profitId -> {
//                            longTakeProfitTraderIdParam(tpElem, profitId, true);
//                            log.info("[Gate] 多仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
//                                    finalTpGridId, tpPrice, profitId);
//                        }
//                );

                // 多仓止盈：超额部分挂止盈，从entry网格向上逐个挂
                int longBaseQty = Integer.parseInt(config.getBaseQuantity());
                int longGridQty = Integer.parseInt(config.getQuantity());
                int longTpCount = posSize > longBaseQty ? (posSize - longBaseQty) / longGridQty : 0;

                int tpSpan = config.getTakeProfitGridSpan();
                for (int i = 0; i < longTpCount; i++) {
                    int tpGridId = longGridElement.getId() + tpSpan * (i + 1);
                    GridElement tpElem = GridElement.findById(tpGridId);
                    // 用 takeProfitPlaced 做同步标记，避免异步回调未执行时重复挂单
                    if (tpElem == null || tpElem.getLongTraderParam().isTakeProfitPlaced()) {
                        continue;
                    }
                    tpElem.getLongTraderParam().setTakeProfitPlaced(true);
                    BigDecimal tpPrice = tpElem.getGridPrice();
                    int finalTpGridId = tpGridId;
                    executor.placeTakeProfit(
                            tpPrice,
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
                            ORDER_TYPE_CLOSE_LONG,
                            negate(config.getQuantity()),
                            profitId -> {
                                longTakeProfitTraderIdParam(tpElem, profitId, true);
                                log.info("[Gate] 多仓止盈挂单, gridId:{}, 触发价:{}, takeProfitId:{}",
                                        finalTpGridId, tpPrice, profitId);
                            }
                    );
                }
            }
        }
    }
@@ -1235,7 +1152,22 @@

                    if (newEntryGrid != null) {

                        String quantity = String.valueOf((accumulatedLongLossCount + 1) * Integer.parseInt(config.getQuantity()));
                        String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));

                        // 向下检查是否已有多单挂在更低价格网格，有则跳过（防止价格回升后重复挂单）
                        boolean hasLongOrderBelow = false;
                        GridElement checkDownCursor = GridElement.findById(newEntryGrid.getDownId());
                        while (checkDownCursor != null) {
                            if (checkDownCursor.isHasLongOrder()) {
                                hasLongOrderBelow = true;
                                log.info("[Gate] 多仓仓位归零 gridId:{}, 下方gridId:{}已有多单, 跳过本次挂单",
                                        newEntryGrid.getId(), checkDownCursor.getId());
                                break;
                            }
                            Integer nextDownId = checkDownCursor.getDownId();
                            checkDownCursor = nextDownId != null ? GridElement.findById(nextDownId) : null;
                        }

                        // 向上遍历取消所有遗留多单（跳过基础入场网格0）
                        GridElement cancelCursor = GridElement.findById(newEntryGrid.getUpId());
                        while (cancelCursor != null) {
@@ -1252,7 +1184,7 @@
                            cancelCursor = nextUpId != null ? GridElement.findById(nextUpId) : 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()) {
                        if (!newEntryGrid.isHasLongOrder() && !hasLongOrderBelow) {
                            BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                            String size = quantity;
                            log.info("[Gate] 多仓仓位归零 gridId:{}, 挂{}基础张多单",
@@ -1290,7 +1222,23 @@

                    if (newEntryGrid != null) {

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

                        // 向上检查是否已有空单挂在更高价格网格，有则跳过（防止价格回落后重复挂单）
                        boolean hasShortOrderAbove = false;
                        GridElement checkUpCursor = GridElement.findById(newEntryGrid.getUpId());
                        while (checkUpCursor != null) {
                            if (checkUpCursor.isHasShortOrder()) {
                                hasShortOrderAbove = true;
                                log.info("[Gate] 空仓仓位归零 gridId:{}, 上方gridId:{}已有空单, 跳过本次挂单",
                                        newEntryGrid.getId(), checkUpCursor.getId());
                                break;
                            }
                            Integer nextUpId = checkUpCursor.getUpId();
                            checkUpCursor = nextUpId != null ? GridElement.findById(nextUpId) : null;
                        }

                        // 向下遍历取消所有遗留空单（跳过基础入场网格0）
                        GridElement cancelCursor = GridElement.findById(newEntryGrid.getDownId());
                        while (cancelCursor != null) {
@@ -1307,7 +1255,7 @@
                            cancelCursor = nextDownId != null ? GridElement.findById(nextDownId) : 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()){
                        if (!newEntryGrid.isHasShortOrder() && !hasShortOrderAbove){
                            BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                            String size = quantity;
                            log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
@@ -1328,7 +1276,11 @@

        int gridId = gridElement.getId();
        boolean sameGrid = (gridId == lastLongStopLossGridId);
        accumulatedLongLossCount++;
        if (sameGrid) {
            log.info("[Gate] 多仓止损触发 同网格, 忽略");
            return;
        }

        lastLongStopLossGridId = gridId;
        log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
                gridId, accumulatedLongLossCount, sameGrid ? "(同网格)" : "");
@@ -1343,30 +1295,10 @@

        // 止损追单：同一网格可有多笔挂单，不判断 isHasLongOrder，直接挂单
        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
        int maxPos = config.getMaxPositionSize();
        int targetAmount = sameGrid ? Integer.parseInt(config.getQuantity()) : (accumulatedLongLossCount + 1) * Integer.parseInt(config.getQuantity());
        int addSize;
        if (maxPos > 0) {
            int remainingRoom = maxPos - posSize;
            if (remainingRoom <= 0) {
                log.warn("[Gate] 多仓止损触发 gridId:{}, 当前持仓{}/{}已达上限，跳过追单",
                        gridId, posSize, maxPos);
                addSize = 0;
            } else {
                addSize = Math.min(remainingRoom, targetAmount);
            }
        } else {
            addSize = targetAmount;
        }
        if (addSize > 0) {
            String size = String.valueOf(addSize);
            log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}, 在gridId:{}补{}张多单(当前{}/上限{})",
                    gridId, accumulatedLongLossCount, newEntryGridId, size, posSize, maxPos > 0 ? maxPos : "无");
            newEntryGrid.getLongTraderParam().setQuantity(size);
            placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
        }
        String size = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
        newEntryGrid.getLongTraderParam().setQuantity(size);
        placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                FuturesPriceTrigger.RuleEnum.NUMBER_1, size);

        // 取消 gridId+2 位置的所有多单
        int cancelGridId = gridId + 2;
@@ -1380,23 +1312,6 @@
            }
        }

        // 止损触发时，取消最远的多仓止盈订单
        GridElement farthestLongTp = null;
        for (GridElement e : config.getGridElements()) {
            if (e.getLongTakeProfitOrderId() != null) {
                if (farthestLongTp == null || e.getGridPrice().compareTo(farthestLongTp.getGridPrice()) > 0) {
                    farthestLongTp = e;
                }
            }
        }
        if (farthestLongTp != null) {
            String tpOrderId = farthestLongTp.getLongTakeProfitOrderId();
            GridElement finalFarthestLongTp = farthestLongTp;
            executor.cancelConditionalOrder(tpOrderId, oid -> {
                longTakeProfitTraderIdParam(finalFarthestLongTp, null, false);
                log.info("[Gate] 多仓止损触发, 取消最远止盈 gridId:{}, orderId:{}", finalFarthestLongTp.getId(), tpOrderId);
            });
        }
    }

    private void handleShortStopLossTriggered(GridElement gridElement, String orderId) {
@@ -1404,7 +1319,10 @@

        int gridId = gridElement.getId();
        boolean sameGrid = (gridId == lastShortStopLossGridId);
        accumulatedShortLossCount++;
        if (sameGrid) {
            log.info("[Gate] 空仓止损触发 同网格, 忽略");
            return;
        }
        lastShortStopLossGridId = gridId;
        log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
                gridId, accumulatedShortLossCount, sameGrid ? "(同网格)" : "");
@@ -1419,30 +1337,10 @@

        // 止损追单：同一网格可有多笔挂单，不判断 isHasShortOrder，直接挂单
        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        int posSize = Math.min(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
        int maxPos = config.getMaxPositionSize();
        int targetAmount = sameGrid ? Integer.parseInt(config.getQuantity()) : (accumulatedShortLossCount + 1) * Integer.parseInt(config.getQuantity());
        int addSize;
        if (maxPos > 0) {
            int remainingRoom = maxPos - posSize;
            if (remainingRoom <= 0) {
                log.warn("[Gate] 空仓止损触发 gridId:{}, 当前持仓{}/{}已达上限，跳过追单",
                        gridId, posSize, maxPos);
                addSize = 0;
            } else {
                addSize = Math.min(remainingRoom, targetAmount);
            }
        } else {
            addSize = targetAmount;
        }
        if (addSize > 0) {
            String size = String.valueOf(addSize);
            log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}, 在gridId:{}补{}张空单(当前{}/上限{})",
                    gridId, accumulatedShortLossCount, newEntryGridId, size, posSize, maxPos > 0 ? maxPos : "无");
            newEntryGrid.getShortTraderParam().setQuantity(size);
            placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
        }
        String size = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
        newEntryGrid.getShortTraderParam().setQuantity(size);
        placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));

        // 取消 gridId-2 位置的所有空单
        int cancelGridId = gridId - 2;
@@ -1454,24 +1352,6 @@
                    log.info("[Gate] 空仓止损触发, 取消gridId:{}的空单,{}", cancelGridId, cancelOrderId);
                });
            }
        }

        // 止损触发时，取消最远的空仓止盈订单
        GridElement farthestShortTp = null;
        for (GridElement e : config.getGridElements()) {
            if (e.getShortTakeProfitOrderId() != null) {
                if (farthestShortTp == null || e.getGridPrice().compareTo(farthestShortTp.getGridPrice()) < 0) {
                    farthestShortTp = e;
                }
            }
        }
        if (farthestShortTp != null) {
            String tpOrderId = farthestShortTp.getShortTakeProfitOrderId();
            GridElement finalFarthestShortTp = farthestShortTp;
            executor.cancelConditionalOrder(tpOrderId, oid -> {
                shortTakeProfitTraderIdParam(finalFarthestShortTp, null, false);
                log.info("[Gate] 空仓止损触发, 取消最远止盈 gridId:{}, orderId:{}", finalFarthestShortTp.getId(), tpOrderId);
            });
        }
    }

@@ -1808,6 +1688,98 @@
    }

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

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

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

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

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

    /**
     * 找到有长仓止损单且离 0 最近的网格（第一个多仓止损位）。
     */
    private GridElement findFirstLongStopLossGrid() {
        GridElement first = null;
        for (GridElement e : config.getGridElements()) {
            if (!e.getLongStopLossOrderIds().isEmpty()) {
                // 多仓止损在负数区，取 id 最大（最靠近 0）的
                if (first == null || e.getId() > first.getId()) {
                    first = e;
                }
            }
        }
        return first;
    }

    /**
     * 找到有空仓止损单且离 0 最近的网格（第一个空仓止损位）。
     */
    private GridElement findFirstShortStopLossGrid() {
        GridElement first = null;
        for (GridElement e : config.getGridElements()) {
            if (!e.getShortStopLossOrderIds().isEmpty()) {
                // 空仓止损在正数区，取 id 最小（最靠近 0）的
                if (first == null || e.getId() < first.getId()) {
                    first = e;
                }
            }
        }
        return first;
    }

    /**
     * 延展完成后重挂止损（处理被跳过的入场单成交）。
     * 取消已有止损单并用最新仓位重新挂单，确保止损覆盖最新持仓数。
     */