``` refactor(gateApi): 注释网格交易中的止盈订单处理逻辑

Administrator

2026-06-01 fddf2f0da4b086471ebc33967cb6c31bbd603b54

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

@@ -1,6 +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;
@@ -14,7 +16,6 @@
import java.math.RoundingMode;
import java.util.ArrayList;
import java.util.Collections;
import java.util.Iterator;
import java.util.LinkedHashMap;
import java.util.List;
import java.util.Map;
@@ -24,79 +25,63 @@
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>条件单 ID 映射</b>（currentLongOrderIds / currentShortOrderIds）：
 *       用同步 Map 管理所有活跃的条件单（订单ID → 止盈价格）。挂条件单时通过回调存入，
 *       订单成交后通过 {@code futures.orders} 推送匹配止盈价并挂止盈单。</li>
 *   <li><b>订单订阅（futures.orders）</b>：订单成交（status=finished, finish_as=filled）时，
 *       通过 {@link #onOrderUpdate(String, String, String)} 从 Map 中取出止盈价，
 *       调用 {@code executor.placeTakeProfit} 创建止盈条件单。</li>
 *   <li><b>反向条件单</b>：当新网格首元素价格夹在多/空持仓均价之间，
 *       且反向持仓张数不超过 3 张时，额外挂一张反向市价单，通过订单订阅自动挂止盈。</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 → 本队补充 → 挂空仓+多仓条件单（止盈价存入Map）
 *     ├─ processLongGrid: 匹配多仓队列 → 本队补充 → 挂多仓+空仓条件单（止盈价存入Map）
 *     ├─ 订单推送(futures.orders) → onOrderUpdate → Map 匹配止盈价 → 挂止盈条件单
 *     ├─ 仓位推送 → 更新均价/持仓量、仓位减少时处理反向单
 *     ├─ 平仓推送 → 累加 cumulativePnl
 *     ├─ 保证金安全阀 → 超限跳过挂单，队列照常更新
 *     └─ cumulativePnl ≥ overallTp 或 ≤ -maxLoss → STOPPED
 *   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，挂条件单的回调中将订单 ID 和止盈价存入 currentLongOrderIds / currentShortOrderIds Map。</li>
 *   <li>条件单成交后，{@code futures.orders} 推送触发 {@link #onOrderUpdate}，
 *       通过订单 ID 取出止盈价，创建止盈条件单（plan-close-*-position）。</li>
 *   <li>止盈条件单：以触发价监控（price_type=最新价，strategy_type=价格触发），
 *       到达后以市价 IOC 平仓（reduce_only=true，price="0"）。</li>
 * </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 ± step 为止盈价直接挂市价单，通过订单订阅自动挂止盈。
 *
 * <h3>未实现盈亏公式（正向合约）</h3>
 * <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
 */
@@ -358,20 +343,30 @@
        lastKlinePrice = closePrice;
        updateUnrealizedPnl();
        if (state == StrategyState.STOPPED) {
            try {
                futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
            } catch (ApiException e) {
                e.printStackTrace();
            }
            closeExistingPositions();

            BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl);
            log.info("[Gate] 已实现:{}, 未实现:{}, 合计:{}",
                    cumulativePnl, unrealizedPnl, totalPnl);
            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] 首根K线到达，开基底仓位 多空各{}张...", config.getBaseQuantity());
            executor.openLong(config.getBaseQuantity(), (orderId) -> {
                TraderParam baseLongTp = TraderParam.builder()
                        .entryOrderId(orderId)
                        .build();
                config.setBaseLongTraderParam(baseLongTp);
            }, null);
            executor.openShort(negate(config.getQuantity()), (orderId) -> {
            executor.openShort(negate(config.getBaseQuantity()), (orderId) -> {
                TraderParam baseShortTp = TraderParam.builder()
                        .entryOrderId(orderId)
                        .build();
@@ -384,8 +379,7 @@
        if (state != StrategyState.ACTIVE) {
            return;
        }
        processLongGrid(closePrice);
        processShortGrid(closePrice);
        checkProfitAndReset();
    }

    // ---- 仓位推送回调 ----
@@ -433,15 +427,14 @@
                    tryGenerateQueues();
                }else {
                    longPositionSize = size;
                    //取消多仓位线以上的开空仓挂单
                    List<GridElement> allShortOrders = GridElement.findAllShortOrders(longEntryPrice);
                    if (CollUtil.isNotEmpty(allShortOrders)){
                        for (GridElement e : allShortOrders) {
                            executor.cancelOrder(e.getShortOrderId());
                        }
                    }
//                    checkShortEntryOrderToCancel();
//                    checkLongEntryOrderToCancel();
                }
            } else {
                if (longActive && state == StrategyState.ACTIVE) {
                    log.info("[Gate] 多仓持仓归零，重置策略");
                    handlePositionZeroAndReset("多仓");
                }
                longActive = false;
                longPositionSize = BigDecimal.ZERO;
            }
@@ -457,17 +450,89 @@
                    tryGenerateQueues();
                }else {
                    shortPositionSize = size.abs();
                    //取消空仓仓位线以下的开多仓挂单
                    List<GridElement> allLongOrders = GridElement.findAllLongOrders(shortEntryPrice);
                    if (CollUtil.isNotEmpty(allLongOrders)){
                        for (GridElement e : allLongOrders) {
                            executor.cancelOrder(e.getShortOrderId());
                        }
                    }
//                    checkShortEntryOrderToCancel();
//                    checkLongEntryOrderToCancel();
                }
            } else {
                if (shortActive && state == StrategyState.ACTIVE) {
                    log.info("[Gate] 空仓持仓归零，重置策略");
                    handlePositionZeroAndReset("空仓");
                }
                shortActive = false;
                shortPositionSize = BigDecimal.ZERO;
            }
        }
    }

    private void checkShortEntryOrderToCancel() {
        List<GridElement> allLongOrders = GridElement.findAllShortOrders(shortEntryPrice);
        if (CollUtil.isNotEmpty(allLongOrders)){
            GridElement keep = allLongOrders.stream()
                    .min((a, b) -> a.getGridPrice().compareTo(b.getGridPrice()))
                    .orElse(null);
            for (GridElement e : allLongOrders) {
                if (e == keep) {
                    continue;
                }
                executor.cancelConditionalOrder(
                        e.getShortOrderId(),
                        orderId -> {
                            shortEntryTraderIdParam(
                                    e,
                                    null,
                                    false
                            );
                        }
                );
                if (e.getShortTakeProfitOrderId() != null){
                    executor.cancelConditionalOrder(
                            e.getShortTakeProfitOrderId(),
                            orderId -> {
                                shortTakeProfitTraderIdParam(
                                        e,
                                        null,
                                        false
                                );
                            }
                    );
                }
            }
        }
    }

    private void checkLongEntryOrderToCancel() {
        List<GridElement> allShortOrders = GridElement.findAllLongOrders(longEntryPrice);
        if (CollUtil.isNotEmpty(allShortOrders)){
            GridElement keep = allShortOrders.stream()
                    .max((a, b) -> a.getGridPrice().compareTo(b.getGridPrice()))
                    .orElse(null);
            for (GridElement e : allShortOrders) {
                if (e == keep) {
                    continue;
                }
                executor.cancelConditionalOrder(
                        e.getLongOrderId(),
                        orderId -> {
                            longEntryTraderIdParam(
                                    e,
                                    null,
                                    false
                            );
                        }
                );

                if (e.getLongTakeProfitOrderId() != null){
                    executor.cancelConditionalOrder(
                            e.getLongTakeProfitOrderId(),
                            orderId -> {
                                longTakeProfitTraderIdParam(
                                        e,
                                        null,
                                        false
                                );
                            }
                    );
                }
            }
        }
    }
@@ -490,14 +555,23 @@
            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 (cumulativePnl.compareTo(config.getOverallTp()) >= 0) {
            log.info("[Gate] 已达止盈目标 {}→已停止", cumulativePnl);
        if (totalPnl.compareTo(config.getOverallTp()) >= 0) {
            log.info("[Gate] 已达止盈目标(合计{})→已停止, 已实现:{}, 未实现:{}",
                    totalPnl, cumulativePnl, unrealizedPnl);
            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;
        } else 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);


            DingTalkUtils.getDefault().sendActionCard("风险提醒", logMessage, config.getApiKey(), "");
//            state = StrategyState.STOPPED;
        }
    }

@@ -530,11 +604,11 @@
                    null,
                    false
            );
            longEntryTraderIdParam(
                    byLongTakeProfitOrderId,
                    null,
                    false
            );
//            longEntryTraderIdParam(
//                    byLongTakeProfitOrderId,
//                    null,
//                    false
//            );
        }
        GridElement byShortTakeProfitOrderId = GridElement.findByShortTakeProfitOrderId(orderId);
        if (byShortTakeProfitOrderId != null){
@@ -543,11 +617,11 @@
                    null,
                    false
            );
            shortEntryTraderIdParam(
                    byShortTakeProfitOrderId,
                    null,
                    false
            );
//            shortEntryTraderIdParam(
//                    byShortTakeProfitOrderId,
//                    null,
//                    false
//            );
        }

        /**
@@ -556,6 +630,11 @@
        GridElement longGridElement = GridElement.findByLongOrderId(orderId);
        if (longGridElement != null) {
            if (longGridElement.isHasLongOrder()){
                longEntryTraderIdParam(
                        longGridElement,
                        null,
                        false
                );
                if (longGridElement.getLongTakeProfitOrderId() == null){
                    BigDecimal longTp = longGridElement.getLongTraderParam().getTakeProfitPrice();
                    if (longTp != null) {
@@ -579,6 +658,11 @@
        GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
        if (shortGridElement != null) {
            if (shortGridElement.isHasShortOrder()){
                shortEntryTraderIdParam(
                        shortGridElement,
                        null,
                        false
                );
                if (shortGridElement.getShortTakeProfitOrderId() == null){
                    BigDecimal shortTp = shortGridElement.getShortTraderParam().getTakeProfitPrice();
                    if (shortTp != null) {
@@ -629,7 +713,7 @@
     * @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) {
    public void onAutoOrder(String orderId, String status, String reason, String orderType, String tradeId) {
        if (state == StrategyState.STOPPED) {
            return;
        }
@@ -639,81 +723,152 @@
            return;
        }

        /**
         * 匹配止盈单止盈
         */
        GridElement byLongTakeProfitOrderId = GridElement.findByLongTakeProfitOrderId(orderId);
        if (byLongTakeProfitOrderId != null){
            longTakeProfitTraderIdParam(
                    byLongTakeProfitOrderId,
                    null,
                    false
            );
            longEntryTraderIdParam(
                    byLongTakeProfitOrderId,
                    null,
                    false
            );
        GridElement longStopLossElem = GridElement.findByLongStopLossOrderId(orderId);
        if (longStopLossElem != null) {
            handleLongStopLossTriggered(longStopLossElem);
            return;
        }
        GridElement byShortTakeProfitOrderId = GridElement.findByShortTakeProfitOrderId(orderId);
        if (byShortTakeProfitOrderId != null){
            shortTakeProfitTraderIdParam(
                    byShortTakeProfitOrderId,
                    null,
                    false
            );
            shortEntryTraderIdParam(
                    byShortTakeProfitOrderId,
                    null,
                    false
            );
        GridElement shortStopLossElem = GridElement.findByShortStopLossOrderId(orderId);
        if (shortStopLossElem != null) {
            handleShortStopLossTriggered(shortStopLossElem);
            return;
        }

        /**
         * 匹配挂单
         */
//        GridElement byShortTakeProfitOrderId = GridElement.findByShortTakeProfitOrderId(orderId);
//        if (byShortTakeProfitOrderId != null){
//            shortTakeProfitTraderIdParam(
//                    byShortTakeProfitOrderId,
//                    null,
//                    false
//            );
//            shortEntryTraderIdParam(
//                    byShortTakeProfitOrderId,
//                    null,
//                    false
//            );
//            TPonUserTradeShortEntry(byShortTakeProfitOrderId);
//        }
//        GridElement byLongTakeProfitOrderId = GridElement.findByLongTakeProfitOrderId(orderId);
//        if (byLongTakeProfitOrderId != null){
//            longTakeProfitTraderIdParam(
//                    byLongTakeProfitOrderId,
//                    null,
//                    false
//            );
//            longEntryTraderIdParam(
//                    byLongTakeProfitOrderId,
//                    null,
//                    false
//            );
//            TPonUserTradeLongEntry(byLongTakeProfitOrderId);
//        }

        GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
        if (shortGridElement != null) {
            if (shortGridElement.isHasShortOrder() && !tradeId.equals("0")){
                int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
                shortEntryTraderIdParam(shortGridElement, null, false);
                extendShortStopLoss(filledQty);
                log.info("[Gate] 空单成交 gridId:{}, qty:{}, 追挂止损", shortGridElement.getId(), filledQty);
            }
        }
        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;
                    }
            if (longGridElement.isHasLongOrder() && !tradeId.equals("0")){
                int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
                longEntryTraderIdParam(longGridElement, null, false);
                extendLongStopLoss(filledQty);
                log.info("[Gate] 多单成交 gridId:{}, qty:{}, 追挂止损", longGridElement.getId(), filledQty);
            }
        }
    }

    private void TPonUserTradeShortEntry(GridElement gridElement) {
        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过挂条件单");
        } else {
            // 判断网格是否能开多仓，如果不能则跳过
            GridElement upGridElement = GridElement.findById(gridElement.getUpId());
            if (upGridElement != null){
                BigDecimal upGridPrice = upGridElement.getGridPrice();
                TraderParam upLongTraderParam = upGridElement.getLongTraderParam();
                if (
                        !upGridElement.isHasLongOrder() &&
                                upGridPrice.compareTo(longEntryPrice) <= 0
                ){
                    placeEntryOrderWithPreFlag(upGridElement, true,
                            upLongTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
                            upLongTraderParam.getQuantity());
                }
            }
        }
        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());
                    }
    }

    private void TPonUserTradeLongEntry(GridElement gridElement) {
        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过挂条件单");
        } else {
            // 判断网格是否能开空仓，如果不能则跳过
            GridElement downGridElement = GridElement.findById(gridElement.getDownId());
            if (downGridElement != null){

                BigDecimal downGridPrice = downGridElement.getGridPrice();

                TraderParam shortTraderParam = downGridElement.getShortTraderParam();
                if (
                        !downGridElement.isHasShortOrder() &&
                                downGridPrice.compareTo(shortEntryPrice) >= 0
                ){
                    placeEntryOrderWithPreFlag(downGridElement, false,
                            shortTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
                            negate(config.getQuantity()));
                }
            }
        }
    }

    private void onUserTradeShortEntry(GridElement gridElement) {
        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过挂条件单");
        } else {
            //下一个开仓位置
            GridElement UpGridElement = GridElement.findById(gridElement.getDownId());
            BigDecimal newLongFirst = UpGridElement.getGridPrice();

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

                if (!UpGridElement.isHasShortOrder() && shortEntryPrice.compareTo(newLongFirst) > 0) {

                    TraderParam upShortTraderParam = UpGridElement.getShortTraderParam();
                    placeEntryOrderWithPreFlag(UpGridElement, false,
                            upShortTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
                            negate(upShortTraderParam.getQuantity()));
                }
            }
        }
    }

    private void onUserTradeLongEntry(GridElement gridElement) {
        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过挂条件单");
        } else {
            //下一个开仓位置
            GridElement UpGridElement = GridElement.findById(gridElement.getUpId());
            BigDecimal newLongFirst = UpGridElement.getGridPrice() ;

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

                if (!UpGridElement.isHasLongOrder() && longEntryPrice.compareTo(newLongFirst) < 0) {
                    TraderParam upLongTraderParam = UpGridElement.getLongTraderParam();
                    placeEntryOrderWithPreFlag(UpGridElement, true,
                            upLongTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
                            config.getQuantity());
                }
            }
        }
@@ -735,91 +890,59 @@
     */
    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();

            /**
             * 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());
            baseGridElement.setHasLongOrder(true);
            //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());
            baseGridElement.setHasShortOrder(true);
            BigDecimal downTakeProfitPrice = baseGridElement.getShortTraderParam().getTakeProfitPrice();
            executor.placeTakeProfit(
                    downTakeProfitPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    ORDER_TYPE_CLOSE_SHORT,
                    config.getQuantity(),
                    profitId -> {
                        shortTakeProfitTraderIdParam(
                                baseGridElement,
                                profitId,
                                true
                        );
                    }
            );

            /**
             * 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);
            for (int id = 2; id <= 11; id++) {
                GridElement elem = GridElement.findById(id);
                if (elem == null) {
                    continue;
                }
                BigDecimal triggerPrice = elem.getGridPrice();
                int finalId = id;
                executor.placeTakeProfit(
                        triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_1,
                        ORDER_TYPE_CLOSE_SHORT,
                        "1",
                        profitId -> {
                            elem.setShortStopLossOrderId(profitId);
                            GridElement.refreshIndices();
                            log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                        }
                );
            }

            for (int id = -2; id >= -11; id--) {
                GridElement elem = GridElement.findById(id);
                if (elem == null) {
                    continue;
                }
                BigDecimal triggerPrice = elem.getGridPrice();
                int finalId = id;
                executor.placeTakeProfit(
                        triggerPrice,
                        FuturesPriceTrigger.RuleEnum.NUMBER_2,
                        ORDER_TYPE_CLOSE_LONG,
                        "-1",
                        profitId -> {
                            elem.setLongStopLossOrderId(profitId);
                            GridElement.refreshIndices();
                            log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                        }
                );
            }

            log.info("[Gate] 止损单已全部挂完, 空仓止损: 2~11, 多仓止损: -2~-11");
            state = StrategyState.ACTIVE;
        }
    }
@@ -929,8 +1052,9 @@
        int longSize = longPriceQueue.size();
        //根据精度转换成小数
        int prec = config.getPriceScale();
        BigDecimal minTick = BigDecimal.ONE.scaleByPowerOfTen(-prec);
        BigDecimal step = config.getStep().subtract(minTick);
//        BigDecimal minTick = BigDecimal.ONE.scaleByPowerOfTen(-prec);
//        BigDecimal step = config.getStep().subtract(minTick);
        BigDecimal step = config.getStep();
        String qty = config.getQuantity();

        // 空仓队列：id 从 -1 自减, shortPriceQueue[i] → id=-(i+1)
@@ -1077,73 +1201,42 @@
            // 判断网格是否能开空仓，如果不能则跳过
            if (UpGridElement != 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
                    );
                }
//                if (!UpGridElement.isHasShortOrder() && shortEntryPrice.compareTo(newLongFirst) > 0) {
//
//                    TraderParam upShortTraderParam = UpGridElement.getShortTraderParam();
//                    placeEntryOrderWithPreFlag(UpGridElement, false,
//                            upShortTraderParam.getEntryPrice(),
//                            FuturesPriceTrigger.RuleEnum.NUMBER_2,
//                            negate(upShortTraderParam.getQuantity()));
//                }
                int i = UpGridElement.getId() + 2;
                GridElement downGridElement = GridElement.findById(i);
                if (downGridElement != null){

                    BigDecimal downGridPrice = downGridElement.getGridPrice();

                    TraderParam downShortTraderParam = downGridElement.getShortTraderParam();
                    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
                        );

                    }
//                    TraderParam downShortTraderParam = downGridElement.getShortTraderParam();
//                    if (
//                            !downGridElement.isHasShortOrder() &&
//                                    downGridPrice.compareTo(longEntryPrice) <= 0 &&
//                                    downGridPrice.compareTo(shortEntryPrice) >= 0
//                    ){
//                        placeEntryOrderWithPreFlag(downGridElement, false,
//                                downShortTraderParam.getEntryPrice(),
//                                FuturesPriceTrigger.RuleEnum.NUMBER_1,
//                                negate(downShortTraderParam.getQuantity()));
//
//                    }

                    TraderParam downLongTraderParam = downGridElement.getLongTraderParam();
                    if (
                            !downGridElement.isHasLongOrder() &&
                                    downGridPrice.compareTo(longEntryPrice) <= 0
                    ){
                        executor.placeConditionalEntryOrder(
                        placeEntryOrderWithPreFlag(downGridElement, true,
                                downLongTraderParam.getEntryPrice(),
                                FuturesPriceTrigger.RuleEnum.NUMBER_1,
                                downLongTraderParam.getQuantity(),
                                orderId ->
                                {
                                    longEntryTraderIdParam(
                                            downGridElement,
                                            orderId,
                                            true
                                    );
                                },
                                null
                        );
                                downLongTraderParam.getQuantity());
                    }
                }
            }
@@ -1214,24 +1307,13 @@
            // 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
                    );
                }
//                if (!UpGridElement.isHasLongOrder() && longEntryPrice.compareTo(newLongFirst) < 0) {
//                    TraderParam upLongTraderParam = UpGridElement.getLongTraderParam();
//                    placeEntryOrderWithPreFlag(UpGridElement, true,
//                            upLongTraderParam.getEntryPrice(),
//                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
//                            config.getQuantity());
//                }

                int i = UpGridElement.getId() - 2;
                GridElement downGridElement = GridElement.findById(i);
@@ -1239,28 +1321,18 @@

                    BigDecimal downGridPrice = downGridElement.getGridPrice();

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

                    }
//                    TraderParam downLongTraderParam = downGridElement.getLongTraderParam();
//                    if (
//                            !downGridElement.isHasLongOrder() &&
//                                    downGridPrice.compareTo(shortEntryPrice) >= 0 &&
//                                    downGridPrice.compareTo(longEntryPrice) <= 0
//                    ){
//                        placeEntryOrderWithPreFlag(downGridElement, true,
//                                downLongTraderParam.getEntryPrice(),
//                                FuturesPriceTrigger.RuleEnum.NUMBER_2,
//                                config.getQuantity());
//
//                    }

                    TraderParam shortTraderParam = downGridElement.getShortTraderParam();
                    if (
@@ -1268,24 +1340,180 @@
                                    downGridPrice.compareTo(shortEntryPrice) >= 0
                    ){

                        executor.placeConditionalEntryOrder(
                        placeEntryOrderWithPreFlag(downGridElement, false,
                                shortTraderParam.getEntryPrice(),
                                FuturesPriceTrigger.RuleEnum.NUMBER_2,
                                negate(config.getQuantity()),
                                orderId ->
                                {
                                    shortEntryTraderIdParam(
                                            downGridElement,
                                            orderId,
                                            true
                                    );
                                },
                                null
                        );
                                negate(config.getQuantity()));
                    }
                }
            }
        }
    }

    private void handleLongStopLossTriggered(GridElement gridElement) {
        int gridId = gridElement.getId();
        int N = Math.abs(gridId);
        gridElement.setLongStopLossOrderId(null);
        log.info("[Gate] 多仓止损触发 gridId:{}, 开始追单", gridId);

        int newEntryGridId = -(N - 1);
        int entryQty = N - 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;
        }

        if (N > 2) {
            int cancelGridId = -(N - 2);
            GridElement cancelGrid = GridElement.findById(cancelGridId);
            if (cancelGrid != null && cancelGrid.isHasLongOrder()) {
                executor.cancelConditionalOrder(cancelGrid.getLongOrderId(), oid -> {
                    longEntryTraderIdParam(cancelGrid, null, false);
                    log.info("[Gate] 多仓止损触发, 取消gridId:{}的多单", cancelGridId);
                });
            }
        }

        String size = String.valueOf(entryQty);
        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}张多单", gridId, newEntryGridId, entryQty);
        newEntryGrid.getLongTraderParam().setQuantity(size);
        placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                FuturesPriceTrigger.RuleEnum.NUMBER_2, size);
    }

    private void handleShortStopLossTriggered(GridElement gridElement) {
        int gridId = gridElement.getId();
        int N = gridId;
        gridElement.setShortStopLossOrderId(null);
        log.info("[Gate] 空仓止损触发 gridId:{}, 开始追单", gridId);

        int newEntryGridId = N - 1;
        int entryQty = N - 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;
        }

        if (N > 2) {
            int cancelGridId = N - 2;
            GridElement cancelGrid = GridElement.findById(cancelGridId);
            if (cancelGrid != null && cancelGrid.isHasShortOrder()) {
                executor.cancelConditionalOrder(cancelGrid.getShortOrderId(), oid -> {
                    shortEntryTraderIdParam(cancelGrid, null, false);
                    log.info("[Gate] 空仓止损触发, 取消gridId:{}的空单", cancelGridId);
                });
            }
        }

        String size = String.valueOf(entryQty);
        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}张空单", gridId, newEntryGridId, entryQty);
        newEntryGrid.getShortTraderParam().setQuantity(size);
        placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                FuturesPriceTrigger.RuleEnum.NUMBER_1, negate(size));
    }

    private void extendLongStopLoss(int filledQty) {
        int furthestSlId = 0;
        for (GridElement e : config.getGridElements()) {
            if (e.getLongStopLossOrderId() != null && e.getId() < furthestSlId) {
                furthestSlId = e.getId();
            }
        }
        if (furthestSlId == 0) {
            furthestSlId = -11;
        }
        log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 追加{}张", furthestSlId, filledQty);
        for (int i = 0; i < filledQty; i++) {
            int newSlId = furthestSlId - i - 1;
            GridElement elem = GridElement.findById(newSlId);
            if (elem == null) {
                continue;
            }
            BigDecimal triggerPrice = elem.getGridPrice();
            int finalSlId = newSlId;
            executor.placeTakeProfit(
                    triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    ORDER_TYPE_CLOSE_LONG,
                    "-1",
                    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 = 0;
        for (GridElement e : config.getGridElements()) {
            if (e.getShortStopLossOrderId() != null && e.getId() > furthestSlId) {
                furthestSlId = e.getId();
            }
        }
        if (furthestSlId == 0) {
            furthestSlId = 11;
        }
        log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 追加{}张", furthestSlId, filledQty);
        for (int i = 0; i < filledQty; i++) {
            int newSlId = furthestSlId + i + 1;
            GridElement elem = GridElement.findById(newSlId);
            if (elem == null) {
                continue;
            }
            BigDecimal triggerPrice = elem.getGridPrice();
            int finalSlId = newSlId;
            executor.placeTakeProfit(
                    triggerPrice,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    ORDER_TYPE_CLOSE_SHORT,
                    "1",
                    profitId -> {
                        elem.setShortStopLossOrderId(profitId);
                        GridElement.refreshIndices();
                        log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
                    }
            );
        }
    }

    private void checkProfitAndReset() {
        try {
            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            BigDecimal unrealisedPnl = new BigDecimal(account.getCrossUnrealisedPnl());
            BigDecimal available = new BigDecimal(account.getCrossAvailable());
            BigDecimal totalEquity = unrealisedPnl.add(available);
            BigDecimal target = initialPrincipal.add(config.getExpectedProfit());
            log.info("[Gate] 盈亏检查 cross_unrealised_pnl:{}, cross_available:{}, 合计:{}, 目标:{}",
                    unrealisedPnl, available, totalEquity, target);
            if (totalEquity.compareTo(target) > 0) {
                log.info("[Gate] 盈亏达标({}>{})，重置策略", totalEquity, target);
                closeExistingPositions();
                futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
                startGrid();
            }
        } catch (Exception e) {
            log.warn("[Gate] 盈亏检查失败", e);
        }
    }

    private void handlePositionZeroAndReset(String direction) {
        try {
            futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
        } catch (Exception e) {
            log.warn("[Gate] {}持仓归零后取消条件单失败", direction, e);
        }
        closeExistingPositions();
        startGrid();
    }

    // ---- 保证金安全阀 ----
@@ -1324,6 +1552,50 @@
    }

    /**
     * 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);
                }
        );
    }

    /**
     * 根据持仓和当前价格计算未实现盈亏。
     *
     * <h3>正向合约公式</h3>