fix(grid): 修复网格交易中多空订单查找逻辑错误

Administrator

2026-05-26 fe567e81a50a00beb1a26f70e69e923ecb3d6bb3

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

@@ -14,7 +14,6 @@
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 +23,63 @@
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
 */
@@ -358,6 +341,16 @@
        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;
        }

@@ -433,11 +426,38 @@
                    tryGenerateQueues();
                }else {
                    longPositionSize = size;
                    //取消多仓位线以上的开空仓挂单
                    List<GridElement> allShortOrders = GridElement.findAllShortOrders(longEntryPrice);
                    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) {
                            executor.cancelOrder(e.getShortOrderId());
                            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
                                            );
                                        }
                                );
                            }
                        }
                    }
                }
@@ -457,11 +477,37 @@
                    tryGenerateQueues();
                }else {
                    shortPositionSize = size.abs();
                    //取消多仓位线以上的开空仓挂单
                    List<GridElement> allLongOrders = GridElement.findAllLongOrders(shortEntryPrice);
                    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) {
                            executor.cancelOrder(e.getShortOrderId());
                            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
                                            );
                                        }
                                );
                            }
                        }
                    }
                }
@@ -490,13 +536,18 @@
            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);
        } else if (totalPnl.compareTo(config.getMaxLoss().negate()) <= 0) {
            log.info("[Gate] 已达亏损上限(合计{})→已停止, 已实现:{}, 未实现:{}",
                    totalPnl, cumulativePnl, unrealizedPnl);
            state = StrategyState.STOPPED;
        }
    }
@@ -530,11 +581,11 @@
                    null,
                    false
            );
            longEntryTraderIdParam(
                    byLongTakeProfitOrderId,
                    null,
                    false
            );
//            longEntryTraderIdParam(
//                    byLongTakeProfitOrderId,
//                    null,
//                    false
//            );
        }
        GridElement byShortTakeProfitOrderId = GridElement.findByShortTakeProfitOrderId(orderId);
        if (byShortTakeProfitOrderId != null){
@@ -543,11 +594,11 @@
                    null,
                    false
            );
            shortEntryTraderIdParam(
                    byShortTakeProfitOrderId,
                    null,
                    false
            );
//            shortEntryTraderIdParam(
//                    byShortTakeProfitOrderId,
//                    null,
//                    false
//            );
        }

        /**
@@ -556,6 +607,11 @@
        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 +635,11 @@
        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) {
@@ -595,6 +656,258 @@
                                });
                        log.info("[Gate] 空单成交匹配止盈, orderId:{}, 止盈价:{}, size:{}", orderId, shortTp, config.getQuantity());
                    }
                }
            }
        }
    }

    /**
     * 用户私有成交回调。由 {@link com.xcong.excoin.modules.gateApi.wsHandler.handler.UserTradesChannelHandler}
     * 在收到 {@code futures.usertrades} 推送时调用。
     *
     * @param contract 合约名称
     * @param orderId  订单 ID
     * @param price    成交价格
     * @param size     成交数量
     * @param role     用户角色（maker / taker）
     * @param fee      手续费
     */
    public void onUserTrade(String contract, String orderId, BigDecimal price, String size, String role, BigDecimal fee) {
        if (state == StrategyState.STOPPED) {
            return;
        }
        log.info("[Gate] 成交明细, 合约:{}, 订单ID:{}, 价格:{}, 数量:{}, 角色:{}, 手续费:{}",
                contract, orderId, price, size, role, fee);
    }

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

        /**
         * 匹配止盈单止盈
         */
        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);
        }

        /**
         * 匹配挂单
         */

        GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
        if (shortGridElement != null) {
            if (shortGridElement.isHasShortOrder() && !tradeId.equals("0")){

                onUserTradeShortEntry(shortGridElement);
                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());
                    }
                }
            }
        }
        GridElement longGridElement = GridElement.findByLongOrderId(orderId);
        if (longGridElement != null) {
            if (longGridElement.isHasLongOrder() && !tradeId.equals("0")){

                onUserTradeLongEntry(longGridElement);
                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()));
                    }
                }
            }
        }
    }

    private void TPonUserTradeShortEntry(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
             *      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 gridPrice = gridElement.getGridPrice();

            // 判断网格是否能开空仓，如果不能则跳过
            if (gridElement != null) {
                TraderParam downShortTraderParam = gridElement.getShortTraderParam();
                if (
                        !gridElement.isHasShortOrder() &&
                                gridPrice.compareTo(longEntryPrice) <= 0 &&
                                gridPrice.compareTo(shortEntryPrice) >= 0
                ){
                    placeEntryOrderWithPreFlag(gridElement, false,
                            downShortTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
                            negate(downShortTraderParam.getQuantity()));

                }

                TraderParam downLongTraderParam = gridElement.getLongTraderParam();
                if (
                        !gridElement.isHasLongOrder() &&
                                gridPrice.compareTo(longEntryPrice) <= 0
                ){
                    placeEntryOrderWithPreFlag(gridElement, true,
                            downLongTraderParam.getEntryPrice(),
                            FuturesPriceTrigger.RuleEnum.NUMBER_1,
                            downLongTraderParam.getQuantity());
                }

            }
        }
    }

    private void TPonUserTradeLongEntry(GridElement gridElement) {
        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过挂条件单");
        } else {
            BigDecimal newLongFirst = gridElement.getGridPrice() ;

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

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

                TraderParam shortTraderParam = gridElement.getShortTraderParam();
                if (
                        !gridElement.isHasShortOrder() &&
                                newLongFirst.compareTo(shortEntryPrice) >= 0
                ){

                    placeEntryOrderWithPreFlag(gridElement, 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());
                }
            }
        }
@@ -631,6 +944,7 @@
            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(
@@ -649,6 +963,7 @@
            //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,
@@ -671,33 +986,17 @@
            Integer upId = baseGridElement.getUpId();
            GridElement upGridElementOne = GridElement.findById(upId);
            BigDecimal longTp = upGridElementOne.getGridPrice();
            executor.placeConditionalEntryOrder(
            placeEntryOrderWithPreFlag(upGridElementOne, true,
                    longTp,
                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    config.getQuantity(),
                    orderId -> {
                        longEntryTraderIdParam(
                                upGridElementOne,
                                orderId,
                                true
                        );
                    },
                    null);
                    config.getQuantity());
            Integer downId = baseGridElement.getDownId();
            GridElement downGridElementOne = GridElement.findById(downId);
            BigDecimal shortTp = downGridElementOne.getGridPrice();
            executor.placeConditionalEntryOrder(
            placeEntryOrderWithPreFlag(downGridElementOne, false,
                    shortTp,
                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    negate(config.getQuantity()),
                    orderId -> {
                        shortEntryTraderIdParam(
                                downGridElementOne,
                                orderId,
                                true
                        );
                    },
                    null);
                    negate(config.getQuantity()));

            state = StrategyState.ACTIVE;
        }
@@ -808,8 +1107,9 @@
        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)
@@ -897,30 +1197,6 @@
        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);
    }

    /**
     * 空仓网格处理（当前价跌破空仓队列元素）。
     *
     * <h3>匹配规则</h3>
     * 遍历空仓队列（降序排列，大→小），收集所有大于当前价的元素为 matched。
     * 降序排列保证一旦遇到 price ≤ currentPrice 即可停止遍历。
     *
     * <h3>执行流程</h3>
     * <ol>
     *   <li>匹配队列元素 → 为空则直接返回，不触发</li>
     *   <li>空仓队列：移除 matched 元素，从尾部递减 step 补充等量新元素，重新降序排序</li>
     *   <li>多仓队列：<b>不再更新</b>（队列转移逻辑已移除）</li>
     *   <li>保证金检查 → 不安全则跳过挂单（队列照常更新），安全则继续</li>
     *   <li>挂新空仓条件单（触发价 = newShortFirst，rule=NUMBER_2，止盈 = newShortFirst − step，
     *       orderId → 止盈价存入 currentShortOrderIds）</li>
     *   <li>多仓条件单守卫：newLongFirst = newShortFirst + step × 2，
     *       若 newLongFirst < longEntryPrice → 挂多仓条件单（止盈 = newLongFirst + step，
     *       orderId → 止盈价存入 currentLongOrderIds）</li>
     * </ol>
     * 条件单成交后由 {@link #onOrderUpdate} 匹配止盈价并挂止盈条件单。
     * 反向条件单不再在此处理，改为在 {@link #onPositionUpdate} 仓位净减少时触发。
     *
     * @param currentPrice 当前 K 线收盘价（最新成交价）
     */
    private void processShortGrid(BigDecimal currentPrice) {
        int prec = config.getPriceScale();
        List<BigDecimal> matched = new ArrayList<>();
@@ -980,104 +1256,48 @@
            // 判断网格是否能开空仓，如果不能则跳过
            if (UpGridElement != null) {

                if (!UpGridElement.isHasShortOrder()) {
//                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){

                    //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
                    );
                    BigDecimal downGridPrice = downGridElement.getGridPrice();

//                    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
                    ){
                        placeEntryOrderWithPreFlag(downGridElement, true,
                                downLongTraderParam.getEntryPrice(),
                                FuturesPriceTrigger.RuleEnum.NUMBER_1,
                                downLongTraderParam.getQuantity());
                    }
                }
            }



            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
                    );

                }
            }

        }

    }

    /**
     * 多仓网格处理（当前价涨破多仓队列元素）。
     *
     * <h3>匹配规则</h3>
     * 遍历多仓队列（升序排列，小→大），收集所有小于当前价的元素为 matched。
     * 升序排列保证一旦遇到 price ≥ currentPrice 即可停止遍历。
     *
     * <h3>执行流程</h3>
     * <ol>
     *   <li>匹配队列元素 → 为空则直接返回，不触发</li>
     *   <li>多仓队列：移除 matched 元素，从尾部递增 step 补充等量新元素，重新升序排序</li>
     *   <li>空仓队列：<b>不再更新</b>（队列转移逻辑已移除）</li>
     *   <li>保证金检查 → 不安全则跳过挂单（队列照常更新），安全则继续</li>
     *   <li>挂新多仓条件单（触发价 = newLongFirst，rule=NUMBER_1，止盈 = newLongFirst + step，
     *       orderId → 止盈价存入 currentLongOrderIds）</li>
     *   <li>空仓条件单守卫：newShortFirst = newLongFirst − step × 2，
     *       若 newShortFirst > shortEntryPrice → 挂空仓条件单（止盈 = newShortFirst − step，
     *       orderId → 止盈价存入 currentShortOrderIds）</li>
     * </ol>
     * 条件单成交后由 {@link #onOrderUpdate} 匹配止盈价并挂止盈条件单。
     * 反向条件单不再在此处理，改为在 {@link #onPositionUpdate} 仓位净减少时触发。
     *
     * @param currentPrice 当前 K 线收盘价（最新成交价）
     */
    private void processLongGrid(BigDecimal currentPrice) {
        int prec = config.getPriceScale();
        List<BigDecimal> matched = new ArrayList<>();
@@ -1142,77 +1362,47 @@
            // 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);
                if (downGridElement != null){

                    BigDecimal downGridPrice = downGridElement.getGridPrice();

//                    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 (
                            !downGridElement.isHasShortOrder() &&
                                    downGridPrice.compareTo(shortEntryPrice) >= 0
                    ){

                        placeEntryOrderWithPreFlag(downGridElement, false,
                                shortTraderParam.getEntryPrice(),
                                FuturesPriceTrigger.RuleEnum.NUMBER_2,
                                negate(config.getQuantity()));
                    }
                }
            }



            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
                    );

                }
            }

        }

    }

    // ---- 保证金安全阀 ----
@@ -1251,6 +1441,50 @@
    }

    /**
     * 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>