refactor(gateApi): 重构网格交易服务为持续循环模式

Administrator

4 days ago 3a0a282099dc5354e2bc070e289e30b43358cd38

refactor(gateApi): 重构网格交易服务为持续循环模式

- 移除循环次数限制，改为基于止盈止损条件的持续运行
- 新增仓位推送回调处理，支持实时仓位状态更新
- 实现止盈触发后的自动补仓机制
- 优化K线回调逻辑，首次价格就绪时执行双开操作
- 统一使用history_pnl进行盈亏统计和停止条件判断
- 添加仓位频道订阅功能，支持实时仓位数据接收
- 移除手动平仓逻辑，改用平台止盈止损自动处理

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

@@ -14,23 +14,7 @@

import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.List;

/**
 * Gate 网格交易服务类，使用 gate-api SDK 进行合约下单。
 * 策略：多空双开 → 设置止盈止损点位 → 网格循环交易
 *
 * 测试参数：
 *   品种: XAU_USDT（黄金）
 *   杠杆: 100x（全仓）
 *   数量: 0.01 XAU
 *   网格: 0.0035（千分之三点五）
 *   整体止盈: 0.5 USDT
 *   循环次数: 3
 *   报警: 本金亏损 15%（初始本金 50 USDT）
 *
 * @author Administrator
 */
@Slf4j
public class GateGridTradeService {

@@ -43,24 +27,26 @@
    private final String marginMode;
    private final BigDecimal gridRate;
    private final BigDecimal overallTp;
    private final int maxCycles;
    private final BigDecimal maxLoss;
    private final String quantity;
    private final String positionMode;

    private volatile boolean strategyActive = false;
    private int currentCycle = 0;
    private BigDecimal totalProfit = BigDecimal.ZERO;
    private volatile boolean dualOpened = false;

    private volatile boolean longActive = false;
    private volatile boolean shortActive = false;

    private BigDecimal longEntryPrice;
    private BigDecimal shortEntryPrice;
    private Long longOrderId;
    private Long shortOrderId;

    private volatile BigDecimal lastClosePrice;
    private volatile BigDecimal lastKlinePrice;

    private BigDecimal totalHistoryPnl = BigDecimal.ZERO;

    public GateGridTradeService(String apiKey, String apiSecret,
                                 String contract, String leverage,
                                String marginMode,String positionMode,
                                String marginMode, String positionMode,
                                 BigDecimal gridRate, BigDecimal overallTp,
                                 int maxCycles, BigDecimal maxLoss,
                                String quantity) {
@@ -69,7 +55,6 @@
        this.marginMode = marginMode;
        this.gridRate = gridRate;
        this.overallTp = overallTp;
        this.maxCycles = maxCycles;
        this.maxLoss = maxLoss;
        this.quantity = quantity;
        this.positionMode = positionMode;
@@ -80,9 +65,6 @@
        this.futuresApi = new FuturesApi(apiClient);
    }

    /**
     * 初始化账户：设置持仓模式 + 杠杆
     */
    public void init() {
        try {
            futuresApi.updateContractPositionLeverageCall(
@@ -93,7 +75,7 @@
            log.info("[GateGrid] 账户可用余额: {}, 总资产: {}",
                    account.getAvailable(), account.getTotal());
            String positionModeSet = account.getPositionMode();
            if (!positionMode.equals(positionModeSet)){
            if (!positionMode.equals(positionModeSet)) {
                futuresApi.setPositionMode(SETTLE, positionMode);
            }
            log.info("[GateGrid] 已设置双向持仓模式");
@@ -104,69 +86,113 @@
        }
    }

    /**
     * 启动网格策略
     */
    public void startGrid() {
        if (strategyActive) {
            log.warn("[GateGrid] 策略已在运行中");
            return;
        }
        strategyActive = true;
        currentCycle = 0;
        totalProfit = BigDecimal.ZERO;
        log.info("[GateGrid] 网格策略启动, cycle: {}", currentCycle + 1);
        dualOpenPositions();
        totalHistoryPnl = BigDecimal.ZERO;
        log.info("[GateGrid] 网格策略启动，等待K线价格...");
    }

    /**
     * 停止网格策略
     */
    public void stopGrid() {
        strategyActive = false;
        closeAllPositions();
        log.info("[GateGrid] 网格策略已停止, 总盈亏: {}, 循环: {}", totalProfit, currentCycle);
        log.info("[GateGrid] 网格策略已停止, history_pnl: {}", totalHistoryPnl);
    }

    /**
     * K线回调：收到新的收盘价
     * K线回调：存储最新价格，首次价格就绪时双开
     */
    public void onKline(BigDecimal closePrice) {
        lastClosePrice = closePrice;
        lastKlinePrice = closePrice;
        if (!strategyActive) {
            return;
        }
        checkPositions(closePrice);
        if (!dualOpened) {
            dualOpened = true;
            dualOpenPositions();
        }
    }

    /**
     * 多空双开
     * 仓位推送回调：检测止盈平仓 → 补仓，累加 history_pnl → 判断停止
     */
    public void onPositionUpdate(String contract, String mode, BigDecimal size,
                                  BigDecimal entryPrice, BigDecimal historyPnl,
                                  BigDecimal realisedPnl) {
        if (!strategyActive) {
            return;
        }

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

        if ("dual_long".equals(mode)) {
            if (longActive && !hasPosition) {
                log.info("[GateGrid] 多头被平仓（止盈触发）, 重新开多");
                longActive = false;
                reopenLongPosition();
            } else if (hasPosition) {
                longActive = true;
                longEntryPrice = entryPrice;
            }
        } else if ("dual_short".equals(mode)) {
            if (shortActive && !hasPosition) {
                log.info("[GateGrid] 空头被平仓（止盈触发）, 重新开空");
                shortActive = false;
                reopenShortPosition();
            } else if (hasPosition) {
                shortActive = true;
                shortEntryPrice = entryPrice;
            }
        }

        totalHistoryPnl = historyPnl;
        checkStopConditions();
    }

    private void checkStopConditions() {
        if (totalHistoryPnl.compareTo(overallTp) >= 0) {
            log.info("[GateGrid] 累计止盈 {} 达到 {} USDT，停止策略", totalHistoryPnl, overallTp);
            strategyActive = false;
            return;
        }
        if (totalHistoryPnl.compareTo(maxLoss.negate()) <= 0) {
            log.info("[GateGrid] 累计亏损 {} 达到上限 {} USDT，停止策略", totalHistoryPnl, maxLoss);
            strategyActive = false;
        }
    }

    private void dualOpenPositions() {
        if (lastKlinePrice == null) {
            log.warn("[GateGrid] K线价格未就绪，跳过双开");
            dualOpened = false;
            return;
        }
        try {
            FuturesOrder longOrder = new FuturesOrder();
            longOrder.setContract(contract);
            longOrder.setSize(quantity);
            longOrder.setPrice("0");
            longOrder.setTif(FuturesOrder.TifEnum.IOC);
            longOrder.setText("t-grid-long-" + (currentCycle + 1));
            longOrder.setText("t-grid-long-init");
            FuturesOrder longResult = futuresApi.createFuturesOrder(SETTLE, longOrder, null);
            longOrderId = longResult.getId();
            longEntryPrice = safeDecimal(longResult.getFillPrice());
            log.info("[GateGrid] 开多成功, price: {}, id: {}", longEntryPrice, longOrderId);
            placeLongTpSl(longEntryPrice);
            longActive = true;
            log.info("[GateGrid] 开多成功, price: {}, id: {}", longEntryPrice, longResult.getId());
            placeLongTp(longEntryPrice);

            FuturesOrder shortOrder = new FuturesOrder();
            shortOrder.setContract(contract);
            shortOrder.setSize(negateQuantity(quantity));
            shortOrder.setPrice("0");
            shortOrder.setTif(FuturesOrder.TifEnum.IOC);
            shortOrder.setText("t-grid-short-" + (currentCycle + 1));
            shortOrder.setText("t-grid-short-init");
            FuturesOrder shortResult = futuresApi.createFuturesOrder(SETTLE, shortOrder, null);
            shortOrderId = shortResult.getId();
            shortEntryPrice = safeDecimal(shortResult.getFillPrice());
            log.info("[GateGrid] 开空成功, price: {}, id: {}", shortEntryPrice, shortOrderId);
            placeShortTpSl(shortEntryPrice);
            shortActive = true;
            log.info("[GateGrid] 开空成功, price: {}, id: {}", shortEntryPrice, shortResult.getId());
            placeShortTp(shortEntryPrice);

            printGridInfo();
        } catch (GateApiException e) {
@@ -178,13 +204,63 @@
        }
    }

    private void placeLongTpSl(BigDecimal entryPrice) {
    private void reopenLongPosition() {
        if (lastKlinePrice == null || !strategyActive) {
            return;
        }
        if (longActive) {
            log.warn("[GateGrid] 多头已存在，跳过补开");
            return;
        }
        try {
            FuturesOrder longOrder = new FuturesOrder();
            longOrder.setContract(contract);
            longOrder.setSize(quantity);
            longOrder.setPrice("0");
            longOrder.setTif(FuturesOrder.TifEnum.IOC);
            longOrder.setText("t-grid-long-reopen");
            FuturesOrder longResult = futuresApi.createFuturesOrder(SETTLE, longOrder, null);
            longEntryPrice = safeDecimal(longResult.getFillPrice());
            longActive = true;
            log.info("[GateGrid] 补开多成功, price: {}, id: {}", longEntryPrice, longResult.getId());
            placeLongTp(longEntryPrice);
        } catch (Exception e) {
            log.error("[GateGrid] 补开多失败", e);
        }
    }

    private void reopenShortPosition() {
        if (lastKlinePrice == null || !strategyActive) {
            return;
        }
        if (shortActive) {
            log.warn("[GateGrid] 空头已存在，跳过补开");
            return;
        }
        try {
            FuturesOrder shortOrder = new FuturesOrder();
            shortOrder.setContract(contract);
            shortOrder.setSize(negateQuantity(quantity));
            shortOrder.setPrice("0");
            shortOrder.setTif(FuturesOrder.TifEnum.IOC);
            shortOrder.setText("t-grid-short-reopen");
            FuturesOrder shortResult = futuresApi.createFuturesOrder(SETTLE, shortOrder, null);
            shortEntryPrice = safeDecimal(shortResult.getFillPrice());
            shortActive = true;
            log.info("[GateGrid] 补开空成功, price: {}, id: {}", shortEntryPrice, shortResult.getId());
            placeShortTp(shortEntryPrice);
        } catch (Exception e) {
            log.error("[GateGrid] 补开空失败", e);
        }
    }

    private void placeLongTp(BigDecimal entryPrice) {
        BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
        placePriceTriggeredOrder(tpPrice, FuturesPriceTrigger.RuleEnum.NUMBER_1, "close-long-position", "close_long");
        log.info("[GateGrid] 多头止盈已设置, TP:{}", tpPrice);
    }

    private void placeShortTpSl(BigDecimal entryPrice) {
    private void placeShortTp(BigDecimal entryPrice) {
        BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
        placePriceTriggeredOrder(tpPrice, FuturesPriceTrigger.RuleEnum.NUMBER_2, "close-short-position", "close_short");
        log.info("[GateGrid] 空头止盈已设置, TP:{}", tpPrice);
@@ -216,173 +292,30 @@
            order.setOrderType(orderType);

            TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
            log.info("[GateGrid] 止盈条件单已创建, triggerPrice:{}, rule:{}, orderType:{}, autoSize:{}, id:{}",
                    triggerPrice, rule, orderType, autoSize, response.getId());
            log.info("[GateGrid] 止盈条件单已创建, triggerPrice:{}, orderType:{}, autoSize:{}, id:{}",
                    triggerPrice, orderType, autoSize, response.getId());
        } catch (Exception e) {
            log.error("[GateGrid] 止盈条件单创建失败, triggerPrice:{}, rule:{}, orderType:{}, autoSize:{}",
                    triggerPrice, rule, orderType, autoSize, e);
            log.error("[GateGrid] 止盈条件单创建失败, triggerPrice:{}, orderType:{}, autoSize:{}",
                    triggerPrice, orderType, autoSize, e);
        }
    }

    /**
     * 检查多空仓位是否触及止盈止损
     */
    private void checkPositions(BigDecimal currentPrice) {
        if (longEntryPrice == null || shortEntryPrice == null) {
            return;
        }

        BigDecimal longTp = longEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
        BigDecimal longSl = longEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
        BigDecimal shortTp = shortEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
        BigDecimal shortSl = shortEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);

        System.out.println("========== Gate 网格状态 ==========");
        System.out.println("当前价格: " + currentPrice);
        System.out.println("多头入场: " + longEntryPrice + " TP: " + longTp + " SL: " + longSl);
        System.out.println("空头入场: " + shortEntryPrice + " TP: " + shortTp + " SL: " + shortSl);
        System.out.println("累计盈亏: " + totalProfit + " 循环: " + currentCycle + "/" + maxCycles);
        System.out.println("===================================");

        // 多头止盈
        if (currentPrice.compareTo(longTp) >= 0) {
            log.info("[GateGrid] 多头止盈触发! entry:{}, current:{}", longEntryPrice, currentPrice);
            BigDecimal cnt = new BigDecimal(quantity);
            BigDecimal profit = currentPrice.subtract(longEntryPrice).multiply(cnt);
            totalProfit = totalProfit.add(profit);
            log.info("[GateGrid] 多头止盈 profit:{}, totalProfit:{}", profit, totalProfit);
            closeLongPosition();
            closeShortPosition();
            currentCycle++;
            checkStopConditions();
            return;
        }
        // 多头止损
        if (currentPrice.compareTo(longSl) <= 0) {
            log.info("[GateGrid] 多头止损触发! entry:{}, current:{}", longEntryPrice, currentPrice);
            BigDecimal cnt = new BigDecimal(quantity);
            BigDecimal loss = longEntryPrice.subtract(currentPrice).multiply(cnt);
            totalProfit = totalProfit.subtract(loss);
            log.info("[GateGrid] 多头止损 loss:{}, totalProfit:{}", loss, totalProfit);
            closeLongPosition();
            currentCycle++;
            checkStopConditions();
            return;
        }
        // 空头止盈
        if (currentPrice.compareTo(shortTp) <= 0) {
            log.info("[GateGrid] 空头止盈触发! entry:{}, current:{}", shortEntryPrice, currentPrice);
            BigDecimal cnt = new BigDecimal(quantity);
            BigDecimal profit = shortEntryPrice.subtract(currentPrice).multiply(cnt);
            totalProfit = totalProfit.add(profit);
            log.info("[GateGrid] 空头止盈 profit:{}, totalProfit:{}", profit, totalProfit);
            closeShortPosition();
            closeLongPosition();
            currentCycle++;
            checkStopConditions();
            return;
        }
        // 空头止损
        if (currentPrice.compareTo(shortSl) >= 0) {
            log.info("[GateGrid] 空头止损触发! entry:{}, current:{}", shortEntryPrice, currentPrice);
            BigDecimal cnt = new BigDecimal(quantity);
            BigDecimal loss = currentPrice.subtract(shortEntryPrice).multiply(cnt);
            totalProfit = totalProfit.subtract(loss);
            log.info("[GateGrid] 空头止损 loss:{}, totalProfit:{}", loss, totalProfit);
            closeShortPosition();
            currentCycle++;
            checkStopConditions();
        }
    }

    private void checkStopConditions() {
        if (totalProfit.compareTo(overallTp) >= 0) {
            log.info("[GateGrid] 达到整体止盈 {} USDT，停止策略", overallTp);
            strategyActive = false;
            return;
        }
        if (BigDecimal.ZERO.subtract(totalProfit).compareTo(maxLoss) >= 0) {
            log.info("[GateGrid] 亏损 {} 达到上限 {} USDT，停止策略", totalProfit.negate(), maxLoss);
            strategyActive = false;
            return;
        }
        if (currentCycle >= maxCycles) {
            log.info("[GateGrid] 达到最大循环次数 {}，停止策略", maxCycles);
            strategyActive = false;
            return;
        }
        log.info("[GateGrid] 进入下一轮循环: {}", currentCycle + 1);
        dualOpenPositions();
    }

    private void closeLongPosition() {
        if (longEntryPrice == null) {
            return;
        }
        try {
            FuturesOrder closeOrder = new FuturesOrder();
            closeOrder.setContract(contract);
            closeOrder.setSize(negateQuantity(quantity));
            closeOrder.setPrice("0");
            closeOrder.setTif(FuturesOrder.TifEnum.IOC);
            closeOrder.setReduceOnly(true);
            closeOrder.setText("t-grid-close-long");
            FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
            log.info("[GateGrid] 平多成功, id: {}, fillPrice: {}", result.getId(), result.getFillPrice());
        } catch (Exception e) {
            log.error("[GateGrid] 平多失败", e);
        }
        longEntryPrice = null;
        longOrderId = null;
    }

    private void closeShortPosition() {
        if (shortEntryPrice == null) {
            return;
        }
        try {
            FuturesOrder closeOrder = new FuturesOrder();
            closeOrder.setContract(contract);
            closeOrder.setSize(quantity);
            closeOrder.setPrice("0");
            closeOrder.setTif(FuturesOrder.TifEnum.IOC);
            closeOrder.setReduceOnly(true);
            closeOrder.setText("t-grid-close-short");
            FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
            log.info("[GateGrid] 平空成功, id: {}, fillPrice: {}", result.getId(), result.getFillPrice());
        } catch (Exception e) {
            log.error("[GateGrid] 平空失败", e);
        }
        shortEntryPrice = null;
        shortOrderId = null;
    }

    private void closeAllPositions() {
        closeLongPosition();
        closeShortPosition();
    }

    private void printGridInfo() {
        BigDecimal longTp = BigDecimal.ZERO;
        BigDecimal longSl = BigDecimal.ZERO;
        BigDecimal shortTp = BigDecimal.ZERO;
        BigDecimal shortSl = BigDecimal.ZERO;
        if (longEntryPrice != null) {
            longTp = longEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
            longSl = longEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
        }
        if (shortEntryPrice != null) {
            shortTp = shortEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
            shortSl = shortEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
        }
        System.out.println("========== Gate 网格开仓 ==========");
        System.out.println("合约: " + contract + " 杠杆: " + leverage + "x " + marginMode);
        System.out.println("多头入场: " + longEntryPrice + " TP: " + longTp + " SL: " + longSl);
        System.out.println("空头入场: " + shortEntryPrice + " TP: " + shortTp + " SL: " + shortSl);
        System.out.println("数量: " + quantity + " 网格间距: " + gridRate.multiply(new BigDecimal("100")) + "%");
        System.out.println("整体止盈: " + overallTp + " USDT 最大循环: " + maxCycles);
        System.out.println("最大亏损: " + maxLoss + " USDT");
        System.out.println("=====================================");
        log.info("========== Gate 网格开仓 ==========");
        log.info("合约: {} 杠杆: {}x {}", contract, leverage, marginMode);
        log.info("多头入场: {} TP: {}", longEntryPrice, longTp);
        log.info("空头入场: {} TP: {}", shortEntryPrice, shortTp);
        log.info("数量: {} 网格间距: {}%", quantity, gridRate.multiply(new BigDecimal("100")));
        log.info("整体止盈: {} USDT 最大亏损: {} USDT", overallTp, maxLoss);
        log.info("=====================================");
    }

    private String negateQuantity(String qty) {
@@ -399,19 +332,15 @@
        return new BigDecimal(val);
    }

    public BigDecimal getLastClosePrice() {
        return lastClosePrice;
    public BigDecimal getLastKlinePrice() {
        return lastKlinePrice;
    }

    public boolean isStrategyActive() {
        return strategyActive;
    }

    public BigDecimal getTotalProfit() {
        return totalProfit;
    }

    public int getCurrentCycle() {
        return currentCycle;
    public BigDecimal getTotalHistoryPnl() {
        return totalHistoryPnl;
    }
}

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

@@ -1,36 +1,24 @@
package com.xcong.excoin.modules.gateApi;

import cn.hutool.core.collection.CollUtil;
import cn.hutool.json.JSONException;
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
import com.xcong.excoin.modules.blackchain.service.DateUtil;
import com.xcong.excoin.modules.okxNewPrice.celue.CaoZuoService;
import com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy.MacdEmaStrategy;
import com.xcong.excoin.modules.okxNewPrice.indicator.macdAndMatrategy.MacdMaStrategy;
import com.xcong.excoin.modules.okxNewPrice.okxWs.InstrumentsWs;
import com.xcong.excoin.modules.okxNewPrice.okxWs.TradeOrderWs;
import com.xcong.excoin.modules.okxNewPrice.okxWs.enums.CoinEnums;
import com.xcong.excoin.modules.okxNewPrice.okxWs.param.Kline;
import com.xcong.excoin.modules.okxNewPrice.okxWs.param.TradeRequestParam;
import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListService;
import com.xcong.excoin.modules.okxNewPrice.okxpi.config.ExchangeInfoEnum;
import com.xcong.excoin.modules.okxNewPrice.okxpi.config.ExchangeLoginService;
import com.xcong.excoin.modules.okxNewPrice.utils.SSLConfig;
import com.xcong.excoin.modules.okxNewPrice.utils.WsParamBuild;
import lombok.extern.slf4j.Slf4j;
import org.java_websocket.client.WebSocketClient;
import org.java_websocket.handshake.ServerHandshake;

import javax.crypto.Mac;
import javax.crypto.spec.SecretKeySpec;
import java.math.BigDecimal;
import java.net.URI;
import java.net.URISyntaxException;
import java.util.*;
import java.util.concurrent.*;
import java.util.concurrent.atomic.AtomicBoolean;
import java.util.concurrent.atomic.AtomicReference;
import java.util.stream.Collectors;

/**
 * Gate K线 WebSocket 客户端类，用于连接 Gate 的 WebSocket 接口，
@@ -55,12 +43,18 @@
    private final AtomicBoolean isInitialized = new AtomicBoolean(false);

    private static final String CHANNEL = "futures.candlesticks";
    private static final String POSITIONS_CHANNEL = "futures.positions";
    private static final String FUTURES_PING = "futures.ping";
    private static final String FUTURES_PONG = "futures.pong";
    private static final String GATE_INTERVAL = "1m";
    private static final String GATE_CONTRACT = "XAUT_USDT";

    private GateGridTradeService gridTradeService;

    private final String apiKey;
    private final String apiSecret;

    private static final char[] HEX_ARRAY = "0123456789abcdef".toCharArray();

    // 心跳超时时间(秒)，小于30秒
    private static final int HEARTBEAT_TIMEOUT = 10;
@@ -75,12 +69,15 @@
    public GateKlineWebSocketClient(CaoZuoService caoZuoService,
                                    GateWebSocketClientManager clientManager,
                                    WangGeListService wangGeListService,
                                    GateGridTradeService gridTradeService
                                    GateGridTradeService gridTradeService,
                                    String apiKey, String apiSecret
    ) {
        this.caoZuoService = caoZuoService;
        this.clientManager = clientManager;
        this.wangGeListService = wangGeListService;
        this.gridTradeService = gridTradeService;
        this.apiKey = apiKey;
        this.apiSecret = apiSecret;
    }

    /**
@@ -103,6 +100,7 @@

        if (webSocketClient != null && webSocketClient.isOpen()) {
            unsubscribeKlineChannels();
            unsubscribePositionsChannels();
            try {
                Thread.sleep(500);
            } catch (InterruptedException e) {
@@ -183,6 +181,7 @@
                    if (sharedExecutor != null && !sharedExecutor.isShutdown()) {
                        resetHeartbeatTimer();
                        subscribeKlineChannels();
                        subscribePositionsChannels();
                        subscribePingChannels();
                    } else {
                        log.warn("应用正在关闭，忽略WebSocket连接成功回调");
@@ -260,6 +259,46 @@
        log.info("已发送 futures.ping");
    }

    private void subscribePositionsChannels() {
        JSONObject subscribeMsg = new JSONObject();
        long timeSec = System.currentTimeMillis() / 1000;
        subscribeMsg.put("time", timeSec);
        subscribeMsg.put("channel", POSITIONS_CHANNEL);
        subscribeMsg.put("event", "subscribe");
        JSONArray payload = new JSONArray();
        payload.add("user_id");
        payload.add(GATE_CONTRACT);
        subscribeMsg.put("payload", payload);

        JSONObject auth = new JSONObject();
        auth.put("method", "api_key");
        auth.put("KEY", apiKey);
        auth.put("SIGN", hs512Sign(POSITIONS_CHANNEL, "subscribe", timeSec));
        subscribeMsg.put("auth", auth);

        webSocketClient.send(subscribeMsg.toJSONString());
        log.info("已发送仓位频道订阅请求（含认证），合约: {}", GATE_CONTRACT);
    }

    private String hs512Sign(String channel, String event, long timeSec) {
        try {
            String message = "channel=" + channel + "&event=" + event + "&time=" + timeSec;
            Mac mac = Mac.getInstance("HmacSHA512");
            SecretKeySpec spec = new SecretKeySpec(apiSecret.getBytes(), "HmacSHA512");
            mac.init(spec);
            byte[] hash = mac.doFinal(message.getBytes());
            StringBuilder hex = new StringBuilder(hash.length * 2);
            for (byte b : hash) {
                hex.append(HEX_ARRAY[(b >> 4) & 0xF]);
                hex.append(HEX_ARRAY[b & 0xF]);
            }
            return hex.toString();
        } catch (Exception e) {
            log.error("签名计算失败", e);
            return "";
        }
    }

    private void unsubscribeKlineChannels() {
        JSONObject unsubscribeMsg = new JSONObject();
        unsubscribeMsg.put("time", System.currentTimeMillis() / 1000);
@@ -271,6 +310,18 @@
        unsubscribeMsg.put("payload", payload);
        webSocketClient.send(unsubscribeMsg.toJSONString());
        log.info("已发送 K线频道取消订阅请求，合约: {}, 周期: {}", GATE_CONTRACT, GATE_INTERVAL);
    }

    private void unsubscribePositionsChannels() {
        JSONObject unsubscribeMsg = new JSONObject();
        unsubscribeMsg.put("time", System.currentTimeMillis() / 1000);
        unsubscribeMsg.put("channel", POSITIONS_CHANNEL);
        unsubscribeMsg.put("event", "unsubscribe");
        JSONArray payload = new JSONArray();
        payload.add(GATE_CONTRACT);
        unsubscribeMsg.put("payload", payload);
        webSocketClient.send(unsubscribeMsg.toJSONString());
        log.info("已发送仓位频道取消订阅请求，合约: {}", GATE_CONTRACT);
    }

    /**
@@ -299,7 +350,11 @@
                        error != null ? error.getInteger("code") : "N/A",
                        error != null ? error.getString("message") : response.getString("msg"));
            } else if ("update".equals(event) || "all".equals(event)) {
                processPushDataV2(response);
                if (POSITIONS_CHANNEL.equals(channel)) {
                    processPositionData(response);
                } else if (CHANNEL.equals(channel)) {
                    processPushDataV2(response);
                }
            }
        } catch (Exception e) {
            log.error("处理WebSocket消息失败: {}", message, e);
@@ -379,6 +434,36 @@
        }
    }

    private void processPositionData(JSONObject response) {
        try {
            JSONArray resultArray = response.getJSONArray("result");
            if (resultArray == null || resultArray.isEmpty()) {
                return;
            }
            for (int i = 0; i < resultArray.size(); i++) {
                JSONObject pos = resultArray.getJSONObject(i);
                String contract = pos.getString("contract");
                if (!GATE_CONTRACT.equals(contract)) {
                    continue;
                }
                String mode = pos.getString("mode");
                BigDecimal size = new BigDecimal(pos.getString("size"));
                BigDecimal entryPrice = new BigDecimal(pos.getString("entry_price"));
                BigDecimal historyPnl = new BigDecimal(pos.getString("history_pnl"));
                BigDecimal realisedPnl = new BigDecimal(pos.getString("realised_pnl"));

                log.info("仓位推送: contract={}, mode={}, size={}, entry_price={}, history_pnl={}, realised_pnl={}",
                        contract, mode, size, entryPrice, historyPnl, realisedPnl);

                if (gridTradeService != null) {
                    gridTradeService.onPositionUpdate(contract, mode, size, entryPrice, historyPnl, realisedPnl);
                }
            }
        } catch (Exception e) {
            log.error("处理仓位推送数据失败", e);
        }
    }

    /**
     * 启动心跳检测任务。
     * 使用 ScheduledExecutorService 定期检查是否需要发送 ping 请求来维持连接。

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

@@ -47,7 +47,7 @@
            );
            gridTradeService.init();

            klinePriceClient = new GateKlineWebSocketClient(caoZuoService, this, wangGeListService,gridTradeService);
            klinePriceClient = new GateKlineWebSocketClient(caoZuoService, this, wangGeListService, gridTradeService, API_KEY, API_SECRET);
            klinePriceClient.init();
            log.info("已初始化GateKlineWebSocketClient");