第二个版本

Administrator

2026-05-18 f55640b503ec7d40c72f7943b9227ae60452e1c9

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

@@ -360,15 +360,23 @@
            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) {
            state = StrategyState.OPENING;
            log.info("[Gate] 首根K线到达，开基底仓位...");
            executor.openLong(config.getQuantity(), (orderId) -> {
                log.info("[Gate] 基底多单已提交{}", orderId);
                TraderParam baseLongTp = TraderParam.builder()
                        .entryOrderId(orderId)
                        .build();
                config.setBaseLongTraderParam(baseLongTp);
            }, null);
            executor.openShort(negate(config.getQuantity()), (orderId) -> {
                log.info("[Gate] 基底空单已提交{}",orderId);
                TraderParam baseShortTp = TraderParam.builder()
                        .entryOrderId(orderId)
                        .build();
                config.setBaseShortTraderParam(baseShortTp);
            }, null);

            return;
        }

@@ -422,32 +430,12 @@
                    baseLongOpened = true;
                    log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
                    tryGenerateQueues();
                } else if(size.compareTo(longPositionSize) < 0){
                    if (entryPrice.compareTo(shortEntryPrice) > 0
                            && entryPrice.compareTo(longEntryPrice) < 0
                            && shortPositionSize.compareTo(new BigDecimal("3")) < 0) {

                        BigDecimal reverseShortTp = entryPrice.subtract(config.getStep()).setScale(1, RoundingMode.HALF_UP);
                        executor.openShort(negate(config.getQuantity()),
                                orderId -> { currentShortOrderIds.put(orderId, reverseShortTp);},
                               null);
                        log.info("[Gate] 反向条件空单已挂, trigger:{}, size:{}, 止盈:{}", entryPrice, negate(config.getQuantity()), reverseShortTp);
                    }
                } else {
                }else {
                    longPositionSize = size;
                }
            } else {
                longActive = false;
                longPositionSize = BigDecimal.ZERO;
            }
            synchronized (currentLongOrderIds) {
                if (currentLongOrderIds.size() > 5) {
                    Iterator<String> it = currentLongOrderIds.keySet().iterator();
                    for (int i = 0, remove = currentLongOrderIds.size() - 5; i < remove; i++) {
                        it.next();
                        it.remove();
                    }
                }
            }
        } else if (Position.ModeEnum.DUAL_SHORT == mode) {
            if (hasPosition) {
@@ -459,32 +447,12 @@
                    baseShortOpened = true;
                    log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
                    tryGenerateQueues();
                } else if(size.abs().compareTo(shortPositionSize) < 0){
                    if (entryPrice.compareTo(shortEntryPrice) > 0
                            && entryPrice.compareTo(longEntryPrice) < 0
                            && longPositionSize.compareTo(new BigDecimal("3")) < 0) {

                        BigDecimal reverseLongTp = entryPrice.add(config.getStep()).setScale(1, RoundingMode.HALF_UP);
                        executor.openLong(config.getQuantity(),
                                orderId -> { currentLongOrderIds.put(orderId, reverseLongTp);},
                                null);
                        log.info("[Gate] 反向条件多单已挂, trigger:{}, size:{}, 止盈:{}", entryPrice, negate(config.getQuantity()), reverseLongTp);
                    }
                } else {
                }else {
                    shortPositionSize = size.abs();
                }
            } else {
                shortActive = false;
                shortPositionSize = BigDecimal.ZERO;
            }
            synchronized (currentShortOrderIds) {
                if (currentShortOrderIds.size() > 5) {
                    Iterator<String> it = currentShortOrderIds.keySet().iterator();
                    for (int i = 0, remove = currentShortOrderIds.size() - 5; i < remove; i++) {
                        it.next();
                        it.remove();
                    }
                }
            }
        }
    }
@@ -536,18 +504,84 @@
        if (!"finished".equals(status) || !"filled".equals(finishAs)) {
            return;
        }
        BigDecimal longTp = currentLongOrderIds.remove(orderId);
        if (longTp != null) {
            executor.placeTakeProfit(longTp,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1, ORDER_TYPE_CLOSE_LONG, negate(config.getQuantity()));
            log.info("[Gate] 多单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, longTp, negate(config.getQuantity()));
            return;

        /**
         * 匹配止盈单止盈
         */
        GridElement byLongTakeProfitOrderId = GridElement.findByLongTakeProfitOrderId(orderId);
        if (byLongTakeProfitOrderId != null){
            longTakeProfitTraderIdParam(
                    byLongTakeProfitOrderId,
                    null,
                    false
            );
            longEntryTraderIdParam(
                    byLongTakeProfitOrderId,
                    null,
                    false
            );
        }
        BigDecimal shortTp = currentShortOrderIds.remove(orderId);
        if (shortTp != null) {
            executor.placeTakeProfit(shortTp,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2, ORDER_TYPE_CLOSE_SHORT, config.getQuantity());
            log.info("[Gate] 空单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, shortTp, config.getQuantity());
        GridElement byShortTakeProfitOrderId = GridElement.findByShortTakeProfitOrderId(orderId);
        if (byShortTakeProfitOrderId != null){
            shortTakeProfitTraderIdParam(
                    byLongTakeProfitOrderId,
                    null,
                    false
            );
            shortEntryTraderIdParam(
                    byLongTakeProfitOrderId,
                    null,
                    false
            );
        }

        /**
         * 匹配挂单
         */
        GridElement longGridElement = GridElement.findByLongOrderId(orderId);
        if (longGridElement != null) {
            if (longGridElement.isHasLongOrder()){
                if (longGridElement.getLongTakeProfitOrderId() == null){
                    BigDecimal longTp = longGridElement.getLongTraderParam().getTakeProfitPrice();
                    if (longTp != null) {
                        executor.placeTakeProfit(longTp,
                                FuturesPriceTrigger.RuleEnum.NUMBER_1,
                                ORDER_TYPE_CLOSE_LONG,
                                negate(config.getQuantity()),
                                (profitId) -> {
                                    longTakeProfitTraderIdParam(
                                            longGridElement,
                                            profitId,
                                            true
                                    );
                                });
                        log.info("[Gate] 多单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, longTp, negate(config.getQuantity()));
                        return;
                    }
                }
            }
        }
        GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
        if (shortGridElement != null) {
            if (shortGridElement.isHasShortOrder()){
                if (shortGridElement.getShortTakeProfitOrderId() == null){
                    BigDecimal shortTp = shortGridElement.getShortTraderParam().getTakeProfitPrice();
                    if (shortTp != null) {
                        executor.placeTakeProfit(shortTp,
                                FuturesPriceTrigger.RuleEnum.NUMBER_2,
                                ORDER_TYPE_CLOSE_SHORT,
                                config.getQuantity(),
                                (profitId) -> {
                                    shortTakeProfitTraderIdParam(
                                            shortGridElement,
                                            profitId,
                                            true
                                    );
                                });
                        log.info("[Gate] 空单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, shortTp, config.getQuantity());
                    }
                }
            }
        }
    }

@@ -567,33 +601,135 @@
     */
    private void tryGenerateQueues() {
        if (baseLongOpened && baseShortOpened) {
            //初始化空仓队列
            generateShortQueue();
            //初始化多仓队列
            generateLongQueue();
            //初始化网格数据
            updateGridElements();

            BigDecimal step = config.getStep();
            /**
             * 挂初始位置多空仓条件单
             * 0位置的多单止盈
             * 0位置的空单止盈
             */
            GridElement baseGridElement = GridElement.findById(0);
            TraderParam baseLongTraderParam = config.getBaseLongTraderParam();
            baseGridElement.setLongOrderId(baseLongTraderParam.getEntryOrderId());
            //0位置的网格的多单止盈
            BigDecimal upTakeProfitPrice = baseGridElement.getLongTraderParam().getTakeProfitPrice();
            executor.placeTakeProfit(
                    upTakeProfitPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    ORDER_TYPE_CLOSE_LONG,
                    negate(config.getQuantity()),
                    profitId -> {
                        longTakeProfitTraderIdParam(
                                baseGridElement,
                                profitId,
                                true
                        );
                    }
            );
            //0位置的网格的空单止盈
            TraderParam baseShortTraderParam = config.getBaseShortTraderParam();
            baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
            BigDecimal downTakeProfitPrice = baseGridElement.getShortTraderParam().getTakeProfitPrice();
            executor.placeTakeProfit(
                    downTakeProfitPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    ORDER_TYPE_CLOSE_SHORT,
                    config.getQuantity(),
                    profitId -> {
                        shortTakeProfitTraderIdParam(
                                baseGridElement,
                                profitId,
                                true
                        );
                    }
            );

            BigDecimal longPriceQueueOne = longPriceQueue.get(0);
            BigDecimal longTp = longPriceQueueOne.add(step).setScale(1, RoundingMode.HALF_UP);
            executor.placeConditionalEntryOrder(longPriceQueueOne,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1, config.getQuantity(),
                    orderId -> { currentLongOrderIds.put(orderId, longTp); log.info("[Gate] 初始条件多单已挂, id:{}, trigger:{}, 止盈:{}", orderId, longPriceQueue.get(0), longTp); },
            /**
             * 挂初始位置的up位置的多单
             * 挂初始位置的down位置的空单
             */
            Integer upId = baseGridElement.getUpId();
            GridElement upGridElementOne = GridElement.findById(upId);
            BigDecimal longTp = upGridElementOne.getGridPrice();
            executor.placeConditionalEntryOrder(
                    longTp,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    config.getQuantity(),
                    orderId -> {
                        longEntryTraderIdParam(
                                upGridElementOne,
                                orderId,
                                true
                        );
                    },
                    null);
            Integer downId = baseGridElement.getDownId();
            GridElement downGridElementOne = GridElement.findById(downId);
            BigDecimal shortTp = downGridElementOne.getGridPrice();
            executor.placeConditionalEntryOrder(
                    shortTp,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    negate(config.getQuantity()),
                    orderId -> {
                        shortEntryTraderIdParam(
                                downGridElementOne,
                                orderId,
                                true
                        );
                    },
                    null);


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


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

    /**
     * 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();
    }

    /**
@@ -607,10 +743,13 @@
        BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(1, 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);
        }
            for (int i = 0; i < config.getGridQueueSize(); i++) {
                shortPriceQueue.add(elem);
                elem = elem.subtract(step).setScale(1, RoundingMode.HALF_UP);
                if (elem.compareTo(BigDecimal.ZERO) <= 0) {
                    break;
                }
            }
        shortPriceQueue.sort((a, b) -> b.compareTo(a));
        log.info("[Gate] 空队列:{}", shortPriceQueue);
    }
@@ -630,6 +769,112 @@
        }
        longPriceQueue.sort(BigDecimal::compareTo);
        log.info("[Gate] 多队列:{}", longPriceQueue);
    }

    /**
     * 根据当前多空价格队列同步构建网格元素列表，写入 config。
     *
     * <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>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();
        BigDecimal step = config.getStep().subtract(config.getContractMultiplier());
        String qty = config.getQuantity();

        // 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(1, RoundingMode.HALF_UP))
                    .quantity(qty)
                    .build();
            TraderParam shortParam = TraderParam.builder()
                    .direction(TraderParam.Direction.SHORT)
                    .entryPrice(price)
                    .takeProfitPrice(price.subtract(step).setScale(1, 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(1, RoundingMode.HALF_UP))
                    .quantity(qty)
                    .build();
            TraderParam shortParam = TraderParam.builder()
                    .direction(TraderParam.Direction.SHORT)
                    .entryPrice(price)
                    .takeProfitPrice(price.subtract(step).setScale(1, 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 upId = (i == 0) ? 0 : id - 1;
            Integer downId = (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(1, RoundingMode.HALF_UP))
                    .quantity(qty)
                    .build();
            TraderParam shortParam = TraderParam.builder()
                    .direction(TraderParam.Direction.SHORT)
                    .entryPrice(price)
                    .takeProfitPrice(price.subtract(step).setScale(1, 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);
    }

    /**
@@ -683,39 +928,105 @@
            shortPriceQueue.sort((a, b) -> b.compareTo(a));
        }

//        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);
//            }
//            longPriceQueue.sort(BigDecimal::compareTo);
//            while (longPriceQueue.size() > config.getGridQueueSize()) {
//                longPriceQueue.remove(longPriceQueue.size() - 1);
//            }
//        }
        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);
            }
            longPriceQueue.sort(BigDecimal::compareTo);
            while (longPriceQueue.size() > config.getGridQueueSize()) {
                longPriceQueue.remove(longPriceQueue.size() - 1);
            }
        }

        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过挂条件单");
        } else {

            BigDecimal newShortFirst = shortPriceQueue.get(0);
            BigDecimal step = config.getStep();
            BigDecimal stpElem = newShortFirst.subtract(step).setScale(1, RoundingMode.HALF_UP);
            executor.placeConditionalEntryOrder(newShortFirst,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
                    orderId -> { currentShortOrderIds.put(orderId, stpElem); log.info("[Gate] 新条件空单, id:{}, trigger:{}, 止盈:{}", orderId, newShortFirst, stpElem); },
                    null);
            /**
             * 下一个开仓位置
             *      获取队列第一个元素的价格对应的网格
             *      判断网格是否能开空仓，如果不能则跳过
             *      前进方向挂空仓条件单
             *      后置方向挂多空条件单
             */
            //下一个开仓位置
            BigDecimal newLongFirst = shortPriceQueue.get(0);
            GridElement UpGridElement = GridElement.findByPrice(newLongFirst);

            BigDecimal newLongFirst = newShortFirst.add( step.multiply(new BigDecimal("2")));
            if (newLongFirst.compareTo(longEntryPrice) < 0) {
            // 判断网格是否能开空仓，如果不能则跳过
            if (UpGridElement != null) {

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

                    //挂空仓条件单
                    TraderParam upShortTraderParam = UpGridElement.getShortTraderParam();
                    executor.placeConditionalEntryOrder(
                            upShortTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
                            negate(upShortTraderParam.getQuantity()),
                            orderId ->
                            {
                                shortEntryTraderIdParam(
                                        UpGridElement,
                                        orderId,
                                        true
                                );
                            },
                            null
                    );
                }
            }



            int i = UpGridElement.getId() + 2;
            GridElement downGridElement = GridElement.findById(i);
            if (downGridElement != null){

                TraderParam downLongTraderParam = downGridElement.getLongTraderParam();
                if (!downGridElement.isHasShortOrder()){
                    executor.placeConditionalEntryOrder(
                            downLongTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
                            downLongTraderParam.getQuantity(),
                            orderId ->
                            {
                                longEntryTraderIdParam(
                                        downGridElement,
                                        orderId,
                                        true
                                );
                            },
                            null
                    );
                }

                TraderParam downShortTraderParam = downGridElement.getShortTraderParam();
                BigDecimal downGridPrice = downGridElement.getGridPrice();
                if (
                        !downGridElement.isHasShortOrder() &&
                                downGridPrice.compareTo(longEntryPrice) <= 0 &&
                                downGridPrice.compareTo(shortEntryPrice) >= 0
                ){
                    executor.placeConditionalEntryOrder(
                            downShortTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
                            negate(downShortTraderParam.getQuantity()),
                            orderId ->
                            {
                                shortEntryTraderIdParam(
                                        downGridElement,
                                        orderId,
                                        true
                                );
                            },
                            null
                    );

                }
            }

        }
@@ -763,6 +1074,11 @@

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

        /**
         * 匹配到元素后，
         *  多仓队列更新
         *  空仓队列更新
         */
        synchronized (longPriceQueue) {
            longPriceQueue.removeAll(matched);
            BigDecimal max = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(longPriceQueue.size() - 1);
@@ -773,44 +1089,104 @@
            }
            longPriceQueue.sort(BigDecimal::compareTo);
        }

//        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);
//            }
//            shortPriceQueue.sort((a, b) -> b.compareTo(a));
//            while (shortPriceQueue.size() > config.getGridQueueSize()) {
//                shortPriceQueue.remove(shortPriceQueue.size() - 1);
//            }
//        }


        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);
            }
            shortPriceQueue.sort((a, b) -> b.compareTo(a));
            while (shortPriceQueue.size() > config.getGridQueueSize()) {
                shortPriceQueue.remove(shortPriceQueue.size() - 1);
            }
        }

        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过挂条件单");
        } else {

            BigDecimal step = config.getStep();

            /**
             * 下一个开仓位置
             *      获取队列第一个元素的价格对应的网格
             *      判断网格是否能开多仓，如果不能则跳过
             *      前进方向挂多仓条件单
             *      后置方向挂多空条件单
             */
            //下一个开仓位置
            BigDecimal newLongFirst = longPriceQueue.get(0);
            BigDecimal ltpElem = newLongFirst.add(step).setScale(1, RoundingMode.HALF_UP);
            executor.placeConditionalEntryOrder(newLongFirst,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1, config.getQuantity(),
                    orderId -> { currentLongOrderIds.put(orderId, ltpElem); log.info("[Gate] 新条件多单, id:{}, trigger:{}, 止盈:{}", orderId, newLongFirst, ltpElem); },
                    null);
            GridElement UpGridElement = GridElement.findByPrice(newLongFirst);

            // 判断网格是否能开多仓，如果不能则跳过
            if (UpGridElement != null) {

                if (!UpGridElement.isHasLongOrder()) {
                    //挂多仓条件单
                    TraderParam upLongTraderParam = UpGridElement.getLongTraderParam();
                    executor.placeConditionalEntryOrder(
                            upLongTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
                            config.getQuantity(),
                            orderId ->
                            {
                                longEntryTraderIdParam(
                                        UpGridElement,
                                        orderId,
                                        true
                                );
                            },
                            null
                    );
                }
            }


            BigDecimal newShortFirst = newLongFirst.subtract( step.multiply(new BigDecimal("2")));
            if (newShortFirst.compareTo(shortEntryPrice) > 0){

                BigDecimal stpElem = newShortFirst.subtract(step).setScale(1, RoundingMode.HALF_UP);
                executor.placeConditionalEntryOrder(newShortFirst,
                        FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(config.getQuantity()),
                        orderId -> { currentShortOrderIds.put(orderId, stpElem); log.info("[Gate] 新条件空单, id:{}, trigger:{}, 止盈:{}", orderId, newShortFirst, stpElem); },
                        null);
            int i = UpGridElement.getId() - 2;
            GridElement downGridElement = GridElement.findById(i);
            if (downGridElement != null){

                TraderParam shortTraderParam = downGridElement.getShortTraderParam();
                if (!downGridElement.isHasShortOrder()){
                    executor.placeConditionalEntryOrder(
                            shortTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
                            negate(config.getQuantity()),
                            orderId ->
                            {
                                shortEntryTraderIdParam(
                                        downGridElement,
                                        orderId,
                                        true
                                );
                            },
                            null
                    );
                }

                TraderParam downLongTraderParam = downGridElement.getLongTraderParam();
                BigDecimal downGridPrice = downGridElement.getGridPrice();
                if (
                        !downGridElement.isHasLongOrder() &&
                                downGridPrice.compareTo(longEntryPrice) <= 0 &&
                                downGridPrice.compareTo(shortEntryPrice) >= 0
                ){
                    executor.placeConditionalEntryOrder(
                            downLongTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
                            config.getQuantity(),
                            orderId ->
                            {
                                longEntryTraderIdParam(
                                        downGridElement,
                                        orderId,
                                        true
                                );
                            },
                            null
                    );

                }
            }

        }