Administrator
4 days ago bfe3af2d95418b326d707834be6c6ba91f86ecb5
refactor(gateApi): 重构 Gate API 模块代码结构

- 移除未使用的 GateChannelHandler 导入
- 为 AbstractPrivateChannelHandler 添加详细的 Javadoc 文档
- 优化 subscribe 和 unsubscribe 方法的日志输出格式
- 为 CandlestickChannelHandler 添加完整的类文档注释
- 更新 gateApi-logic.md 文档,添加 GateConfig 和 GateTradeExecutor 组件说明
- 优化 handleMessage 方法的日志输出和错误处理
- 简化方法实现,移除不必要的换行和注释
- 添加 GateConfig 类,提供统一的配置管理和环境切换功能
9 files modified
2 files added
1857 ■■■■ changed files
src/main/java/com/xcong/excoin/modules/gateApi/GateConfig.java 154 ●●●●● patch | view | raw | blame | history
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java 512 ●●●● patch | view | raw | blame | history
src/main/java/com/xcong/excoin/modules/gateApi/GateKlineWebSocketClient.java 191 ●●●● patch | view | raw | blame | history
src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java 219 ●●●●● patch | view | raw | blame | history
src/main/java/com/xcong/excoin/modules/gateApi/GateWebSocketClientManager.java 126 ●●●●● patch | view | raw | blame | history
src/main/java/com/xcong/excoin/modules/gateApi/gateApi-logic.md 398 ●●●●● patch | view | raw | blame | history
src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/AbstractPrivateChannelHandler.java 72 ●●●● patch | view | raw | blame | history
src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/GateChannelHandler.java 35 ●●●●● patch | view | raw | blame | history
src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/CandlestickChannelHandler.java 87 ●●●● patch | view | raw | blame | history
src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/PositionClosesChannelHandler.java 31 ●●●● patch | view | raw | blame | history
src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/PositionsChannelHandler.java 32 ●●●● patch | view | raw | blame | history
src/main/java/com/xcong/excoin/modules/gateApi/GateConfig.java
New file
@@ -0,0 +1,154 @@
package com.xcong.excoin.modules.gateApi;
import java.math.BigDecimal;
/**
 * Gate 模块统一配置。
 *
 * <p>通过 Builder 模式集中管理所有运行参数,避免参数散落在多个文件中。
 * 提供 REST API 和 WebSocket 地址的自动环境切换(测试网/生产网)。
 *
 * <h3>使用示例</h3>
 * <pre>
 *   GateConfig config = GateConfig.builder()
 *       .apiKey("...")
 *       .apiSecret("...")
 *       .contract("XAU_USDT")
 *       .leverage("100")
 *       .gridRate(new BigDecimal("0.0035"))
 *       .isProduction(false)
 *       .build();
 *
 *   String restUrl = config.getRestBasePath();  // 自动返回测试网或生产网地址
 *   String wsUrl   = config.getWsUrl();
 * </pre>
 *
 * <h3>默认值</h3>
 * <ul>
 *   <li>合约: BTC_USDT, 杠杆: 10x, 全仓, 双向持仓</li>
 *   <li>网格: 0.35%, 止盈: 0.5 USDT, 亏损: 7.5 USDT</li>
 *   <li>数量: 1 张, 环境: 测试网, 重试: 3 次</li>
 * </ul>
 *
 * @author Administrator
 */
public class GateConfig {
    /** Gate API v4 密钥 */
    private final String apiKey;
    /** Gate API v4 签名密钥 */
    private final String apiSecret;
    /** 合约名称(如 XAU_USDT) */
    private final String contract;
    /** 杠杆倍数 */
    private final String leverage;
    /** 保证金模式(cross / isolated) */
    private final String marginMode;
    /** 持仓模式(single / dual / dual_plus) */
    private final String positionMode;
    /** 网格间距比例(如 0.0035 表示 0.35%) */
    private final BigDecimal gridRate;
    /** 整体止盈阈值(USDT) */
    private final BigDecimal overallTp;
    /** 最大亏损阈值(USDT) */
    private final BigDecimal maxLoss;
    /** 下单数量(合约张数) */
    private final String quantity;
    /** 是否为生产环境 */
    private final boolean isProduction;
    /** 补仓最大重试次数 */
    private final int reopenMaxRetries;
    private GateConfig(Builder builder) {
        this.apiKey = builder.apiKey;
        this.apiSecret = builder.apiSecret;
        this.contract = builder.contract;
        this.leverage = builder.leverage;
        this.marginMode = builder.marginMode;
        this.positionMode = builder.positionMode;
        this.gridRate = builder.gridRate;
        this.overallTp = builder.overallTp;
        this.maxLoss = builder.maxLoss;
        this.quantity = builder.quantity;
        this.isProduction = builder.isProduction;
        this.reopenMaxRetries = builder.reopenMaxRetries;
    }
    /**
     * 根据环境返回 REST API 基础路径。
     * <ul>
     *   <li>测试网: {@code https://api-testnet.gateapi.io/api/v4}</li>
     *   <li>生产网: {@code https://api.gateio.ws/api/v4}</li>
     * </ul>
     */
    public String getRestBasePath() {
        return isProduction
                ? "https://api.gateio.ws/api/v4"
                : "https://api-testnet.gateapi.io/api/v4";
    }
    /**
     * 根据环境返回 WebSocket 地址。
     * <ul>
     *   <li>测试网: {@code wss://ws-testnet.gate.com/v4/ws/futures/usdt}</li>
     *   <li>生产网: {@code wss://fx-ws.gateio.ws/v4/ws/usdt}</li>
     * </ul>
     */
    public String getWsUrl() {
        return isProduction
                ? "wss://fx-ws.gateio.ws/v4/ws/usdt"
                : "wss://ws-testnet.gate.com/v4/ws/futures/usdt";
    }
    public String getApiKey() { return apiKey; }
    public String getApiSecret() { return apiSecret; }
    public String getContract() { return contract; }
    public String getLeverage() { return leverage; }
    public String getMarginMode() { return marginMode; }
    public String getPositionMode() { return positionMode; }
    public BigDecimal getGridRate() { return gridRate; }
    public BigDecimal getOverallTp() { return overallTp; }
    public BigDecimal getMaxLoss() { return maxLoss; }
    public String getQuantity() { return quantity; }
    public boolean isProduction() { return isProduction; }
    public int getReopenMaxRetries() { return reopenMaxRetries; }
    public static Builder builder() {
        return new Builder();
    }
    /**
     * GateConfig 的流式构造器,提供合理的默认值。
     */
    public static class Builder {
        private String apiKey;
        private String apiSecret;
        private String contract = "BTC_USDT";
        private String leverage = "10";
        private String marginMode = "cross";
        private String positionMode = "dual";
        private BigDecimal gridRate = new BigDecimal("0.0035");
        private BigDecimal overallTp = new BigDecimal("0.5");
        private BigDecimal maxLoss = new BigDecimal("7.5");
        private String quantity = "1";
        private boolean isProduction = false;
        private int reopenMaxRetries = 3;
        public Builder apiKey(String apiKey) { this.apiKey = apiKey; return this; }
        public Builder apiSecret(String apiSecret) { this.apiSecret = apiSecret; return this; }
        public Builder contract(String contract) { this.contract = contract; return this; }
        public Builder leverage(String leverage) { this.leverage = leverage; return this; }
        public Builder marginMode(String marginMode) { this.marginMode = marginMode; return this; }
        public Builder positionMode(String positionMode) { this.positionMode = positionMode; return this; }
        public Builder gridRate(BigDecimal gridRate) { this.gridRate = gridRate; return this; }
        public Builder overallTp(BigDecimal overallTp) { this.overallTp = overallTp; return this; }
        public Builder maxLoss(BigDecimal maxLoss) { this.maxLoss = maxLoss; return this; }
        public Builder quantity(String quantity) { this.quantity = quantity; return this; }
        public Builder isProduction(boolean isProduction) { this.isProduction = isProduction; return this; }
        public Builder reopenMaxRetries(int reopenMaxRetries) { this.reopenMaxRetries = reopenMaxRetries; return this; }
        public GateConfig build() {
            return new GateConfig(this);
        }
    }
}
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -7,198 +7,158 @@
import io.gate.gateapi.api.FuturesApi;
import io.gate.gateapi.models.AccountDetail;
import io.gate.gateapi.models.FuturesAccount;
import io.gate.gateapi.models.FuturesInitialOrder;
import io.gate.gateapi.models.FuturesOrder;
import io.gate.gateapi.models.FuturesPriceTrigger;
import io.gate.gateapi.models.FuturesPriceTriggeredOrder;
import io.gate.gateapi.models.TriggerOrderResponse;
import lombok.extern.slf4j.Slf4j;
import java.math.BigDecimal;
import java.math.RoundingMode;
/**
 * Gate 网格交易服务类。
 * Gate 网格交易服务类。使用 Gate SDK 通过 REST API 下单。
 *
 * <h3>策略概述</h3>
 * 多空双开 → 各放止盈条件单 → 仓位推送检测平仓补仓 → 平仓推送累加 pnl → 判断停止
 *
 * <h3>触发逻辑</h3>
 * <h3>状态机</h3>
 * <pre>
 *   K线首次价格就绪 → dualOpenPositions()    // 多空双开 + 止盈条件单
 *   仓位推送 size=0  → reopenXxxPosition()     // 该方向被平仓 → 只补该方向
 *   平仓推送 pnl     → cumulativePnl += pnl    // 累计盈亏
 *   cumulativePnl ≥ overallTp     → 停止
 *   cumulativePnl ≤ -maxLoss      → 停止
 *   WAITING_KLINE → (首次 K 线) → OPENING → ACTIVE
 *                             双开失败 → STOPPED
 *
 *   ACTIVE:
 *     ├─ 仓位 size=0 且方向活跃 → REOPENING_L/S → ACTIVE
 *     │   补仓失败 → 重试 → 仍失败 → STOPPED
 *     └─ cumulativePnl ≥ overallTp 或 ≤ -maxLoss → STOPPED
 * </pre>
 *
 * <h3>止盈计算</h3>
 * 多头止盈价 = entryPrice × (1 + gridRate)<br>
 * 空头止盈价 = entryPrice × (1 - gridRate)
 *
 * <h3>依赖</h3>
 * 使用 {@code io.gate:gate-api (7.2.71)} SDK 通过 REST API 下单,
 * 市场数据由 WebSocket Handler 类提供。
 * <h3>架构</h3>
 * REST 下单委派给 {@link GateTradeExecutor}(独立线程池,避免阻塞 WS 回调线程)。
 *
 * @author Administrator
 */
@Slf4j
public class GateGridTradeService {
    private final ApiClient apiClient;
    public enum StrategyState {
        WAITING_KLINE, OPENING, ACTIVE, REOPENING_LONG, REOPENING_SHORT, STOPPED
    }
    private final GateConfig config;
    private final GateTradeExecutor executor;
    private final FuturesApi futuresApi;
    private static final String SETTLE = "usdt";
    private final String contract;
    private final String leverage;
    private final String marginMode;
    private final BigDecimal gridRate;
    private final BigDecimal overallTp;
    private final BigDecimal maxLoss;
    private final String quantity;
    private final String positionMode;
    private volatile StrategyState state = StrategyState.WAITING_KLINE;
    /** 策略是否处于运行状态 */
    private volatile boolean strategyActive = false;
    /** 是否已完成首次双开 */
    private volatile boolean dualOpened = false;
    /** 多头仓位是否活跃 */
    /** 多头是否活跃(有仓位) */
    private volatile boolean longActive = false;
    /** 空头仓位是否活跃 */
    /** 空头是否活跃(有仓位) */
    private volatile boolean shortActive = false;
    /** 多头入场价 */
    private BigDecimal longEntryPrice;
    /** 空头入场价 */
    private BigDecimal shortEntryPrice;
    /** WebSocket 推送的最新 K 线收盘价 */
    private volatile BigDecimal lastKlinePrice;
    /** 平仓推送累计的盈亏 */
    private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
    /** 用户 ID,用于 WebSocket 私有频道订阅 */
    private Long userId;
    /**
     * 构造函数,初始化 Gate 期货 API 客户端。
     *
     * @param contract     合约名称(如 XAU_USDT)
     * @param leverage     杠杆倍数
     * @param marginMode   保证金模式(cross/isolated)
     * @param positionMode 持仓模式(single/dual/dual_plus)
     * @param gridRate    网格间距比例(如 0.0035)
     * @param overallTp   整体止盈阈值(USDT)
     * @param maxLoss     最大亏损阈值(USDT)
     * @param quantity     下单数量(合约张数)
     */
    public GateGridTradeService(String apiKey, String apiSecret,
                                 String contract, String leverage,
                                String marginMode, String positionMode,
                                 BigDecimal gridRate, BigDecimal overallTp,
                                 BigDecimal maxLoss,
                                String quantity) {
        this.contract = contract;
        this.leverage = leverage;
        this.marginMode = marginMode;
        this.gridRate = gridRate;
        this.overallTp = overallTp;
        this.maxLoss = maxLoss;
        this.quantity = quantity;
        this.positionMode = positionMode;
    private int longReopenFails = 0;
    private int shortReopenFails = 0;
        this.apiClient = new ApiClient();
        this.apiClient.setBasePath("https://api-testnet.gateapi.io/api/v4");
        this.apiClient.setApiKeySecret(apiKey, apiSecret);
    public GateGridTradeService(GateConfig config) {
        this.config = config;
        ApiClient apiClient = new ApiClient();
        apiClient.setBasePath(config.getRestBasePath());
        apiClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
        this.futuresApi = new FuturesApi(apiClient);
        this.executor = new GateTradeExecutor(apiClient, config.getContract());
    }
    /**
     * 初始化账户。顺序:切持仓模式 → 清旧条件单 → 设杠杆 → 查余额。
     */
    public void init() {
        try {
            AccountApi accountApi = new AccountApi(apiClient);
            AccountDetail accountDetail = accountApi.getAccountDetail();
            this.userId = accountDetail.getUserId();
            log.info("[GateGrid] 用户ID: {}", userId);
            ApiClient detailClient = new ApiClient();
            detailClient.setBasePath(config.getRestBasePath());
            detailClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
            AccountDetail detail = new AccountApi(detailClient).getAccountDetail();
            this.userId = detail.getUserId();
            log.info("[Gate] uid:{}", userId);
            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            String positionModeSet = account.getPositionMode();
            if (!positionMode.equals(positionModeSet)) {
                futuresApi.setPositionMode(SETTLE, positionMode);
            if (!config.getPositionMode().equals(account.getPositionMode())) {
                futuresApi.setPositionMode(SETTLE, config.getPositionMode());
            }
            log.info("[GateGrid] 已设置持仓模式: {}", positionMode);
            log.info("[Gate] mode:{} balance:{}", config.getPositionMode(), account.getAvailable());
            futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract);
            log.info("[GateGrid] 已取消所有既有止盈止损条件单");
            futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
            log.info("[Gate] old orders cleared");
            futuresApi.updateContractPositionLeverageCall(
                    SETTLE, contract, leverage, marginMode, positionMode, null);
            log.info("[GateGrid] 已设置杠杆: {}x, 保证金模式: {}", leverage, marginMode);
            log.info("[GateGrid] 账户可用余额: {}, 总资产: {}",
                    account.getAvailable(), account.getTotal());
                    SETTLE, config.getContract(), config.getLeverage(),
                    config.getMarginMode(), config.getPositionMode(), null);
            log.info("[Gate] {}x {}", config.getLeverage(), config.getMarginMode());
        } catch (GateApiException e) {
            log.error("[GateGrid] 初始化失败, label: {}, msg: {}", e.getErrorLabel(), e.getMessage());
            log.error("[Gate] init fail, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
        } catch (ApiException e) {
            log.error("[GateGrid] 初始化API调用失败, code: {}", e.getCode());
            log.error("[Gate] init fail, code:{}", e.getCode());
        }
    }
    /**
     * 启动网格策略。策略激活后等待 K 线价格就绪,然后自动首次双开。
     */
    public void startGrid() {
        if (strategyActive) {
            log.warn("[GateGrid] 策略已在运行中");
        if (state != StrategyState.WAITING_KLINE && state != StrategyState.STOPPED) {
            log.warn("[Gate] already running, state:{}", state);
            return;
        }
        strategyActive = true;
        state = StrategyState.WAITING_KLINE;
        cumulativePnl = BigDecimal.ZERO;
        log.info("[GateGrid] 网格策略启动,等待K线价格...");
        longActive = false;
        shortActive = false;
        longReopenFails = 0;
        shortReopenFails = 0;
        log.info("[Gate] grid started");
    }
    /**
     * 停止网格策略。
     */
    public void stopGrid() {
        strategyActive = false;
        log.info("[GateGrid] 网格策略已停止, cumulativePnl: {}", cumulativePnl);
        state = StrategyState.STOPPED;
        executor.cancelAllPriceTriggeredOrders();
        executor.shutdown();
        log.info("[Gate] stopped, pnl:{}", cumulativePnl);
    }
    /**
     * K 线回调入口。由  调用。
     * 首次收到价格时触发多空双开,后续仅缓存最新价格供补仓使用。
     *
     * @param closePrice K 线收盘价
     * K 线回调。首次价格就绪 → 异步双开。
     */
    public void onKline(BigDecimal closePrice) {
        lastKlinePrice = closePrice;
        if (!strategyActive) {
        if (state != StrategyState.WAITING_KLINE) {
            return;
        }
        if (!dualOpened) {
            dualOpened = true;
            dualOpenPositions();
        state = StrategyState.OPENING;
        log.info("[Gate] first kline, opening...");
        executor.openLong(config.getQuantity(), () -> {
            synchronized (this) {
                longEntryPrice = lastKlinePrice;
                longActive = true;
        }
            executor.placeTakeProfit(longTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    "close-long-position", "close_long");
        });
        executor.openShort(negate(config.getQuantity()), () -> {
            synchronized (this) {
                shortEntryPrice = lastKlinePrice;
                shortActive = true;
            }
            executor.placeTakeProfit(shortTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    "close-short-position", "close_short");
            if (longActive && shortActive && state != StrategyState.STOPPED) {
                state = StrategyState.ACTIVE;
                log.info("[Gate] active, long:{}, short:{}, tpL:{}, tpS:{}",
                        longEntryPrice, shortEntryPrice, longTpPrice(), shortTpPrice());
            }
        });
    }
    /**
     * 仓位推送回调入口。由 {@link GateKlineWebSocketClient} 调用。
     * 根据仓位模式(dual_long/dual_short)和 size 判断:
     * <ul>
     *   <li>size=0 且之前活跃 → 该方向被平仓 → 补开</li>
     *   <li>size>0 → 确认仓位活跃,更新入场价</li>
     * </ul>
     * 注意:累计盈亏由 onPositionClose 独立计算。
     *
     * @param contract   合约名
     * @param mode       仓位模式(dual_long / dual_short)
     * @param size       仓位数量(0 表示无仓位)
     * @param entryPrice 入场价格
     * 仓位推送回调。检测 size=0 触发补仓。
     */
    public void onPositionUpdate(String contract, String mode, BigDecimal size,
                                  BigDecimal entryPrice) {
        if (!strategyActive) {
    public void onPositionUpdate(String contract, String mode, BigDecimal size, BigDecimal entryPrice) {
        if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
            return;
        }
@@ -206,18 +166,18 @@
        if ("dual_long".equals(mode)) {
            if (longActive && !hasPosition) {
                log.info("[GateGrid] 多头被平仓(止盈触发), 重新开多");
                log.info("[Gate] long closed");
                longActive = false;
                reopenLongPosition();
                tryReopenLong(0);
            } 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");
                log.info("[Gate] short closed");
                shortActive = false;
                reopenShortPosition();
                tryReopenShort(0);
            } else if (hasPosition) {
                shortActive = true;
                shortEntryPrice = entryPrice;
@@ -226,277 +186,93 @@
    }
    /**
     * 平仓推送回调入口。由 {@link GateKlineWebSocketClient} 调用。
     * 累加平仓盈亏,每次平仓推送后检查停止条件。
     *
     * @param contract 合约名
     * @param side     平仓方向(long / short)
     * @param pnl      该次平仓的盈亏
     * 平仓推送回调。累加 pnl 并检查停止条件。
     */
    public void onPositionClose(String contract, String side, BigDecimal pnl) {
        if (!strategyActive) {
        if (state == StrategyState.STOPPED) {
            return;
        }
        cumulativePnl = cumulativePnl.add(pnl);
        log.info("[GateGrid] 平仓盈亏累计, side:{}, pnl:{}, cumulativePnl:{}", side, pnl, cumulativePnl);
        checkStopConditions();
    }
        log.info("[Gate] pnl+{}, side:{}, total:{}", pnl, side, cumulativePnl);
    /**
     * 检查策略停止条件。满足任一即置 strategyActive=false:
     * <ul>
     *   <li>累计盈利 ≥ overallTp</li>
     *   <li>累计亏损 ≤ -maxLoss</li>
     * </ul>
     */
    private void checkStopConditions() {
        if (cumulativePnl.compareTo(overallTp) >= 0) {
            log.info("[GateGrid] 累计止盈 {} 达到 {} USDT,停止策略", cumulativePnl, overallTp);
            strategyActive = false;
            return;
        }
        if (cumulativePnl.compareTo(maxLoss.negate()) <= 0) {
            log.info("[GateGrid] 累计亏损 {} 达到上限 {} USDT,停止策略", cumulativePnl, maxLoss);
            strategyActive = false;
        if (cumulativePnl.compareTo(config.getOverallTp()) >= 0) {
            log.info("[Gate] TP reached {}→STOPPED", cumulativePnl);
            state = StrategyState.STOPPED;
        } else if (cumulativePnl.compareTo(config.getMaxLoss().negate()) <= 0) {
            log.info("[Gate] loss {}→STOPPED", cumulativePnl);
            state = StrategyState.STOPPED;
        }
    }
    /**
     * 首次多空双开。使用当前 K 线价格以市价单同时开多和开空,
     * 开仓成功后立即为每个方向创建止盈条件单。
     */
    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-init");
            FuturesOrder longResult = futuresApi.createFuturesOrder(SETTLE, longOrder, null);
            longEntryPrice = safeDecimal(longResult.getFillPrice());
            longActive = true;
            log.info("[GateGrid] 开多成功, price: {}, id: {}", longEntryPrice, longResult.getId());
            placeLongTp(longEntryPrice);
    // ---- reopen with retry ----
            FuturesOrder shortOrder = new FuturesOrder();
            shortOrder.setContract(contract);
            shortOrder.setSize(negateQuantity(quantity));
            shortOrder.setPrice("0");
            shortOrder.setTif(FuturesOrder.TifEnum.IOC);
            shortOrder.setText("t-grid-short-init");
            FuturesOrder shortResult = futuresApi.createFuturesOrder(SETTLE, shortOrder, null);
            shortEntryPrice = safeDecimal(shortResult.getFillPrice());
            shortActive = true;
            log.info("[GateGrid] 开空成功, price: {}, id: {}", shortEntryPrice, shortResult.getId());
            placeShortTp(shortEntryPrice);
            printGridInfo();
        } catch (GateApiException e) {
            log.error("[GateGrid] 双开失败, label: {}, msg: {}", e.getErrorLabel(), e.getMessage());
            strategyActive = false;
        } catch (Exception e) {
            log.error("[GateGrid] 双开异常", e);
            strategyActive = false;
        }
    }
    /**
     * 补开多头仓位。多头被止盈平掉后调用,市价重新开多并创建止盈单。
     */
    private void reopenLongPosition() {
        if (lastKlinePrice == null || !strategyActive) {
    private void tryReopenLong(int retry) {
        if (state == StrategyState.STOPPED) {
            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());
        state = StrategyState.REOPENING_LONG;
        executor.openLong(config.getQuantity(), () -> {
            synchronized (this) {
                longEntryPrice = lastKlinePrice;
            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);
        }
            executor.placeTakeProfit(longTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_1,
                    "close-long-position", "close_long");
            longReopenFails = 0;
            if (state != StrategyState.STOPPED) {
                state = StrategyState.ACTIVE;
            }
            log.info("[Gate] long reopened, price:{}", longEntryPrice);
        });
    }
    /**
     * 补开空头仓位。空头被止盈平掉后调用,市价重新开空并创建止盈单。
     */
    private void reopenShortPosition() {
        if (lastKlinePrice == null || !strategyActive) {
    private void tryReopenShort(int retry) {
        if (state == StrategyState.STOPPED) {
            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());
        state = StrategyState.REOPENING_SHORT;
        executor.openShort(negate(config.getQuantity()), () -> {
            synchronized (this) {
                shortEntryPrice = lastKlinePrice;
            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);
        }
            executor.placeTakeProfit(shortTpPrice(), FuturesPriceTrigger.RuleEnum.NUMBER_2,
                    "close-short-position", "close_short");
            shortReopenFails = 0;
            if (state != StrategyState.STOPPED) {
                state = StrategyState.ACTIVE;
            }
            log.info("[Gate] short reopened, price:{}", shortEntryPrice);
        });
    }
    /**
     * 创建多头止盈条件单。
     * 触发价 = entryPrice × (1 + gridRate),价格 ≥ 触发价时平多。
     */
    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);
    // ---- util ----
    private BigDecimal longTpPrice() {
        return lastKlinePrice.multiply(BigDecimal.ONE.add(config.getGridRate()))
                .setScale(1, RoundingMode.HALF_UP);
    }
    /**
     * 创建空头止盈条件单。
     * 触发价 = entryPrice × (1 - gridRate),价格 ≤ 触发价时平空。
     */
    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);
    private BigDecimal shortTpPrice() {
        return lastKlinePrice.multiply(BigDecimal.ONE.subtract(config.getGridRate()))
                .setScale(1, RoundingMode.HALF_UP);
    }
    /**
     * 通过 Gate REST API 创建止盈条件单。
     *
     * @param triggerPrice 触发价格
     * @param rule         触发规则(1: ≥, 2: ≤)
     * @param orderType    止盈止损类型(close-long-position / close-short-position)
     * @param autoSize      双仓平仓方向(close_long / close_short)
     */
    private void placePriceTriggeredOrder(BigDecimal triggerPrice,
                                           FuturesPriceTrigger.RuleEnum rule,
                                           String orderType,
                                           String autoSize) {
        FuturesPriceTriggeredOrder order = buildTriggeredOrder(triggerPrice, rule, orderType, autoSize);
        try {
            TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
            log.info("[GateGrid] 止盈条件单已创建, triggerPrice:{}, orderType:{}, autoSize:{}, id:{}",
                    triggerPrice, orderType, autoSize, response.getId());
        } catch (GateApiException e) {
            if ("AUTO_USER_EXIST_POSITION_ORDER".equals(e.getErrorLabel())) {
                log.warn("[GateGrid] 止盈条件单已存在,取消旧单后重试");
                try {
                    futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract);
                    TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
                    log.info("[GateGrid] 止盈条件单重试成功, triggerPrice:{}, orderType:{}, autoSize:{}, id:{}",
                            triggerPrice, orderType, autoSize, response.getId());
                } catch (Exception retryEx) {
                    log.error("[GateGrid] 止盈条件单重试失败, triggerPrice:{}, orderType:{}, autoSize:{}",
                            triggerPrice, orderType, autoSize, retryEx);
                }
            } else {
                log.error("[GateGrid] 止盈条件单创建失败, triggerPrice:{}, orderType:{}, autoSize:{}",
                        triggerPrice, orderType, autoSize, e);
            }
        } catch (Exception e) {
            log.error("[GateGrid] 止盈条件单创建失败, triggerPrice:{}, orderType:{}, autoSize:{}",
                    triggerPrice, orderType, autoSize, e);
        }
    private String negate(String qty) {
        return qty.startsWith("-") ? qty.substring(1) : "-" + qty;
    }
    private FuturesPriceTriggeredOrder buildTriggeredOrder(BigDecimal triggerPrice,
                                                            FuturesPriceTrigger.RuleEnum rule,
                                                            String orderType,
                                                            String autoSize) {
        FuturesPriceTrigger trigger = new FuturesPriceTrigger();
        trigger.setStrategyType(FuturesPriceTrigger.StrategyTypeEnum.NUMBER_0);
        trigger.setPriceType(FuturesPriceTrigger.PriceTypeEnum.NUMBER_0);
        trigger.setPrice(triggerPrice.toString());
        trigger.setRule(rule);
        trigger.setExpiration(0);
        FuturesInitialOrder initial = new FuturesInitialOrder();
        initial.setContract(contract);
        initial.setSize(0L);
        initial.setPrice("0");
        initial.setTif(FuturesInitialOrder.TifEnum.IOC);
        initial.setReduceOnly(true);
        initial.setAutoSize(autoSize);
        FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder();
        order.setTrigger(trigger);
        order.setInitial(initial);
        order.setOrderType(orderType);
        return order;
    }
    /**
     * 打印当前网格配置和入场信息。
     */
    private void printGridInfo() {
        BigDecimal longTp = BigDecimal.ZERO;
        BigDecimal shortTp = BigDecimal.ZERO;
        if (longEntryPrice != null) {
            longTp = longEntryPrice.multiply(BigDecimal.ONE.add(gridRate)).setScale(1, RoundingMode.HALF_UP);
        }
        if (shortEntryPrice != null) {
            shortTp = shortEntryPrice.multiply(BigDecimal.ONE.subtract(gridRate)).setScale(1, RoundingMode.HALF_UP);
        }
        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("=====================================");
    }
    /** 对数量取反(开多用正数,开空用负数) */
    private String negateQuantity(String qty) {
        if (qty.startsWith("-")) {
            return qty.substring(1);
        }
        return "-" + qty;
    }
    /** 安全转换字符串为 BigDecimal,null 返回 0 */
    private BigDecimal safeDecimal(String val) {
        if (val == null || val.isEmpty()) {
            return BigDecimal.ZERO;
        }
        return new BigDecimal(val);
    }
    public BigDecimal getLastKlinePrice() {
        return lastKlinePrice;
    }
    public boolean isStrategyActive() {
        return strategyActive;
    }
    public BigDecimal getCumulativePnl() {
        return cumulativePnl;
    }
    public Long getUserId() {
        return userId;
    }
    public BigDecimal getLastKlinePrice() { return lastKlinePrice; }
    public boolean isStrategyActive() { return state != StrategyState.STOPPED && state != StrategyState.WAITING_KLINE; }
    public BigDecimal getCumulativePnl() { return cumulativePnl; }
    public Long getUserId() { return userId; }
    public StrategyState getState() { return state; }
}
src/main/java/com/xcong/excoin/modules/gateApi/GateKlineWebSocketClient.java
@@ -18,11 +18,33 @@
/**
 * Gate WebSocket 连接管理器。
 * 负责建立连接、心跳检测、重连,将频道逻辑委托给 {@link GateChannelHandler} 实现类。
 *
 * <h3>频道处理</h3>
 * 每个频道由独立的 Handler 类负责:订阅、取消订阅、消息解析。
 * 运行时将消息按 channel 字段路由到对应 Handler。
 * <h3>职责</h3>
 * 负责 TCP 连接的建立、维持和恢复。频道逻辑(订阅/解析)全部委托给 {@link GateChannelHandler} 实现类。
 *
 * <h3>生命周期</h3>
 * <pre>
 *   init()        → connect() → startHeartbeat()
 *   destroy()     → unsubscribe 所有 handler → closeBlocking() → shutdown 线程池
 *   onClose()     → reconnectWithBackoff() (最多 3 次,指数退避)
 * </pre>
 *
 * <h3>消息路由</h3>
 * <pre>
 *   onMessage → handleMessage:
 *     1. futures.pong         → cancelPongTimeout
 *     2. subscribe/unsubscribe → 日志
 *     3. error                → 错误日志
 *     4. update/all           → 遍历 channelHandlers → handler.handleMessage(response)
 * </pre>
 *
 * <h3>心跳机制</h3>
 * 采用双重检测:TCP 层的 WebSocket ping/pong + 应用层 futures.ping/futures.pong。
 * 10 秒未收到任何消息 → 发送 futures.ping;25 秒周期检查。
 *
 * <h3>线程安全</h3>
 * 连接状态用 AtomicBoolean(isConnected, isConnecting, isInitialized)。
 * 消息时间戳用 AtomicReference。心跳任务用 synchronized 保护。
 *
 * @author Administrator
 */
@@ -33,45 +55,65 @@
    private static final String FUTURES_PONG = "futures.pong";
    private static final int HEARTBEAT_TIMEOUT = 10;
    private static final String WS_URL_MONIPAN = "wss://ws-testnet.gate.com/v4/ws/futures/usdt";
    private static final String WS_URL_SHIPAN = "wss://fx-ws.gateio.ws/v4/ws/usdt";
    private static final boolean isAccountType = false;
    /** WebSocket 地址,由 GateConfig 提供 */
    private final String wsUrl;
    /** Java-WebSocket 客户端实例 */
    private WebSocketClient webSocketClient;
    /** 心跳检测调度器 */
    private ScheduledExecutorService heartbeatExecutor;
    /** 心跳超时 Future */
    private volatile ScheduledFuture<?> pongTimeoutFuture;
    /** 最后收到消息的时间戳(毫秒) */
    private final AtomicReference<Long> lastMessageTime = new AtomicReference<>(System.currentTimeMillis());
    /** 连接状态 */
    private final AtomicBoolean isConnected = new AtomicBoolean(false);
    /** 连接中标记,防重入 */
    private final AtomicBoolean isConnecting = new AtomicBoolean(false);
    /** 初始化标记,防重复 init */
    private final AtomicBoolean isInitialized = new AtomicBoolean(false);
    /** 频道处理器列表,通过 addChannelHandler 注册 */
    private final List<GateChannelHandler> channelHandlers = new ArrayList<>();
    /** 重连等异步任务的缓存线程池(daemon 线程) */
    private final ExecutorService sharedExecutor = Executors.newCachedThreadPool(r -> {
        Thread t = new Thread(r, "gate-ws-worker");
        t.setDaemon(true);
        return t;
    });
    public GateKlineWebSocketClient() {
    public GateKlineWebSocketClient(String wsUrl) {
        this.wsUrl = wsUrl;
    }
    /**
     * 注册频道处理器。需在 init() 前调用。
     */
    public void addChannelHandler(GateChannelHandler handler) {
        channelHandlers.add(handler);
    }
    /**
     * 初始化:建立 WebSocket 连接 → 启动心跳。
     */
    public void init() {
        if (!isInitialized.compareAndSet(false, true)) {
            log.warn("GateKlineWebSocketClient 已经初始化过,跳过重复初始化");
            log.warn("[WS] already init, skip");
            return;
        }
        connect();
        startHeartbeat();
    }
    /**
     * 销毁:取消订阅 → 关闭连接 → 关闭线程池。
     * <p>注意:先 closeBlocking 再 shutdown sharedExecutor,
     * 避免 onClose 回调中的 reconnectWithBackoff 访问已关闭的线程池。
     */
    public void destroy() {
        log.info("开始销毁GateKlineWebSocketClient");
        log.info("[WS] destroy...");
        if (webSocketClient != null && webSocketClient.isOpen()) {
            for (GateChannelHandler handler : channelHandlers) {
@@ -81,7 +123,7 @@
                Thread.sleep(500);
            } catch (InterruptedException e) {
                Thread.currentThread().interrupt();
                log.warn("取消订阅等待被中断");
                log.warn("[WS] unsubscribe wait interrupted");
            }
        }
@@ -90,7 +132,7 @@
                webSocketClient.closeBlocking();
            } catch (InterruptedException e) {
                Thread.currentThread().interrupt();
                log.warn("关闭WebSocket连接时被中断");
                log.warn("[WS] close interrupted");
            }
        }
@@ -104,31 +146,29 @@
        }
        shutdownExecutorGracefully(sharedExecutor);
        log.info("GateKlineWebSocketClient销毁完成");
        log.info("[WS] destroyed");
    }
    /**
     * 建立 WebSocket 连接。使用 SSLContext 配置 TLS 协议。
     * 连接成功后依次订阅所有已注册的频道处理器。
     */
    private void connect() {
        if (isConnecting.get() || !isConnecting.compareAndSet(false, true)) {
            log.info("连接已在进行中,跳过重复连接请求");
            log.info("[WS] already connecting");
            return;
        }
        try {
            SSLConfig.configureSSL();
            System.setProperty("https.protocols", "TLSv1.2,TLSv1.3");
            String WS_URL = isAccountType ? WS_URL_SHIPAN : WS_URL_MONIPAN;
            URI uri = new URI(WS_URL);
            URI uri = new URI(wsUrl);
            if (webSocketClient != null) {
                try {
                    webSocketClient.closeBlocking();
                } catch (InterruptedException e) {
                    Thread.currentThread().interrupt();
                    log.warn("关闭之前连接时被中断");
                }
                try { webSocketClient.closeBlocking(); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
            }
            webSocketClient = new WebSocketClient(uri) {
                @Override
                public void onOpen(ServerHandshake handshake) {
                    log.info("Gate WebSocket连接成功");
                    log.info("[WS] connected");
                    isConnected.set(true);
                    isConnecting.set(false);
                    if (sharedExecutor != null && !sharedExecutor.isShutdown()) {
@@ -138,7 +178,7 @@
                        }
                        sendPing();
                    } else {
                        log.warn("应用正在关闭,忽略WebSocket连接成功回调");
                        log.warn("[WS] shutting down, ignore onOpen");
                    }
                }
@@ -151,39 +191,37 @@
                @Override
                public void onClose(int code, String reason, boolean remote) {
                    log.warn("Gate WebSocket连接关闭: code={}, reason={}", code, reason);
                    log.warn("[WS] closed, code:{}, reason:{}", code, reason);
                    isConnected.set(false);
                    isConnecting.set(false);
                    cancelPongTimeout();
                    if (sharedExecutor != null && !sharedExecutor.isShutdown() && !sharedExecutor.isTerminated()) {
                        sharedExecutor.execute(() -> {
                            try {
                                reconnectWithBackoff();
                            } catch (InterruptedException e) {
                                Thread.currentThread().interrupt();
                                log.error("重连线程被中断", e);
                            } catch (Exception e) {
                                log.error("重连失败", e);
                            }
                            try { reconnectWithBackoff(); } catch (InterruptedException e) { Thread.currentThread().interrupt(); } catch (Exception e) { log.error("[WS] reconnect fail", e); }
                        });
                    } else {
                        log.warn("共享线程池已关闭,无法执行重连任务");
                        log.warn("[WS] executor closed, no reconnect");
                    }
                }
                @Override
                public void onError(Exception ex) {
                    log.error("Gate WebSocket发生错误", ex);
                    log.error("[WS] error", ex);
                    isConnected.set(false);
                }
            };
            webSocketClient.connect();
        } catch (URISyntaxException e) {
            log.error("WebSocket URI格式错误", e);
            log.error("[WS] bad uri", e);
            isConnecting.set(false);
        }
    }
    /**
     * 消息分发:先处理系统事件(pong/subscribe/error),
     * 再把 update/all 事件路由到各 channelHandler。
     * <p>每个 handler 内部通过 channel 名称做二次匹配,匹配成功返回 true 则停止遍历。
     */
    private void handleMessage(String message) {
        try {
            JSONObject response = JSON.parseObject(message);
@@ -191,67 +229,54 @@
            String event = response.getString("event");
            if (FUTURES_PONG.equals(channel)) {
                log.debug("收到futures.pong响应");
                log.debug("[WS] pong received");
                cancelPongTimeout();
                return;
            }
            if ("subscribe".equals(event)) {
                log.info("{} 频道订阅成功: {}", channel, response.getJSONObject("result"));
                log.info("[WS] {} subscribed: {}", channel, response.getJSONObject("result"));
                return;
            }
            if ("unsubscribe".equals(event)) {
                log.info("{} 频道取消订阅成功", channel);
                log.info("[WS] {} unsubscribed", channel);
                return;
            }
            if ("error".equals(event)) {
                JSONObject error = response.getJSONObject("error");
                log.error("{} 频道错误: code={}, msg={}",
                log.error("[WS] {} error, code:{}, msg:{}",
                        channel,
                        error != null ? error.getInteger("code") : "N/A",
                        error != null ? error.getString("message") : response.getString("msg"));
                return;
            }
            if ("update".equals(event) || "all".equals(event)) {
                for (GateChannelHandler handler : channelHandlers) {
                    if (handler.handleMessage(response)) {
                        return;
                    }
                    if (handler.handleMessage(response)) return;
                }
            }
        } catch (Exception e) {
            log.error("处理WebSocket消息失败: {}", message, e);
            log.error("[WS] handle msg fail: {}", message, e);
        }
    }
    // ---- heartbeat ----
    private void startHeartbeat() {
        if (heartbeatExecutor != null && !heartbeatExecutor.isTerminated()) {
            heartbeatExecutor.shutdownNow();
        }
        heartbeatExecutor = Executors.newSingleThreadScheduledExecutor(r -> {
            Thread t = new Thread(r, "gate-ws-heartbeat");
            t.setDaemon(true);
            return t;
        });
        if (heartbeatExecutor != null && !heartbeatExecutor.isTerminated()) heartbeatExecutor.shutdownNow();
        heartbeatExecutor = Executors.newSingleThreadScheduledExecutor(r -> { Thread t = new Thread(r, "gate-ws-heartbeat"); t.setDaemon(true); return t; });
        heartbeatExecutor.scheduleWithFixedDelay(this::checkHeartbeatTimeout, 25, 25, TimeUnit.SECONDS);
    }
    private synchronized void resetHeartbeatTimer() {
        cancelPongTimeout();
        if (heartbeatExecutor != null && !heartbeatExecutor.isShutdown()) {
            pongTimeoutFuture = heartbeatExecutor.schedule(this::checkHeartbeatTimeout,
                    HEARTBEAT_TIMEOUT, TimeUnit.SECONDS);
            pongTimeoutFuture = heartbeatExecutor.schedule(this::checkHeartbeatTimeout, HEARTBEAT_TIMEOUT, TimeUnit.SECONDS);
        }
    }
    private void checkHeartbeatTimeout() {
        if (!isConnected.get()) {
            return;
        }
        if (System.currentTimeMillis() - lastMessageTime.get() >= HEARTBEAT_TIMEOUT * 1000L) {
            sendPing();
        }
        if (!isConnected.get()) return;
        if (System.currentTimeMillis() - lastMessageTime.get() >= HEARTBEAT_TIMEOUT * 1000L) sendPing();
    }
    private void sendPing() {
@@ -261,49 +286,29 @@
                pingMsg.put("time", System.currentTimeMillis() / 1000);
                pingMsg.put("channel", FUTURES_PING);
                webSocketClient.send(pingMsg.toJSONString());
                log.debug("发送futures.ping请求");
                log.debug("[WS] ping sent");
            }
        } catch (Exception e) {
            log.warn("发送ping失败", e);
        }
        } catch (Exception e) { log.warn("[WS] ping fail", e); }
    }
    private synchronized void cancelPongTimeout() {
        if (pongTimeoutFuture != null && !pongTimeoutFuture.isDone()) {
            pongTimeoutFuture.cancel(true);
        }
        if (pongTimeoutFuture != null && !pongTimeoutFuture.isDone()) pongTimeoutFuture.cancel(true);
    }
    // ---- reconnect ----
    private void reconnectWithBackoff() throws InterruptedException {
        int attempt = 0;
        int maxAttempts = 3;
        int attempt = 0, maxAttempts = 3;
        long delayMs = 5000;
        while (attempt < maxAttempts) {
            try {
                Thread.sleep(delayMs);
                connect();
                return;
            } catch (Exception e) {
                log.warn("第{}次重连失败", attempt + 1, e);
                delayMs *= 2;
                attempt++;
            try { Thread.sleep(delayMs); connect(); return; } catch (Exception e) { log.warn("[WS] reconnect attempt {} fail", attempt + 1, e); delayMs *= 2; attempt++; }
            }
        }
        log.error("超过最大重试次数({})仍未连接成功", maxAttempts);
        log.error("[WS] reconnect exhausted after {} attempts", maxAttempts);
    }
    private void shutdownExecutorGracefully(ExecutorService executor) {
        if (executor == null || executor.isTerminated()) {
            return;
        }
        try {
            executor.shutdown();
            if (!executor.awaitTermination(5, TimeUnit.SECONDS)) {
                executor.shutdownNow();
            }
        } catch (InterruptedException e) {
            Thread.currentThread().interrupt();
            executor.shutdownNow();
        }
        if (executor == null || executor.isTerminated()) return;
        try { executor.shutdown(); if (!executor.awaitTermination(5, TimeUnit.SECONDS)) executor.shutdownNow(); }
        catch (InterruptedException e) { Thread.currentThread().interrupt(); executor.shutdownNow(); }
    }
}
src/main/java/com/xcong/excoin/modules/gateApi/GateTradeExecutor.java
New file
@@ -0,0 +1,219 @@
package com.xcong.excoin.modules.gateApi;
import io.gate.gateapi.ApiClient;
import io.gate.gateapi.GateApiException;
import io.gate.gateapi.api.FuturesApi;
import io.gate.gateapi.models.FuturesInitialOrder;
import io.gate.gateapi.models.FuturesOrder;
import io.gate.gateapi.models.FuturesPriceTrigger;
import io.gate.gateapi.models.FuturesPriceTriggeredOrder;
import io.gate.gateapi.models.TriggerOrderResponse;
import lombok.extern.slf4j.Slf4j;
import java.math.BigDecimal;
import java.util.concurrent.ExecutorService;
import java.util.concurrent.LinkedBlockingQueue;
import java.util.concurrent.ThreadPoolExecutor;
import java.util.concurrent.TimeUnit;
/**
 * Gate REST API 执行器。
 *
 * <h3>设计目的</h3>
 * WebSocket 消息在回调线程中处理(如 {@code WebSocketClient} 的 {@code onMessage} 线程)。
 * 下单 REST API 调用可能耗时数百毫秒,若同步执行会阻塞 WS 回调线程,导致心跳超时误判。
 * 本类将所有 REST 调用提交到独立线程池异步执行。
 *
 * <h3>线程模型</h3>
 * 单线程 ThreadPoolExecutor + 有界队列 64 + CallerRunsPolicy:
 * <ul>
 *   <li><b>单线程</b>:保证下单顺序(开多→开空→止盈单),避免并发竞争</li>
 *   <li><b>有界队列 64</b>:防止堆积。极端行情下最多累积 64 个任务</li>
 *   <li><b>CallerRunsPolicy</b>:队列满时由提交线程直接同步执行,形成自然背压</li>
 *   <li><b>allowCoreThreadTimeOut</b>:60s 空闲后线程回收,不浪费资源</li>
 * </ul>
 *
 * <h3>调用链</h3>
 * <pre>
 *   GateGridTradeService.onKline → executor.openLong/openShort → REST API
 *   GateGridTradeService.onPositionUpdate → executor.openLong/openShort → REST API
 *   (每一次开仓后) → executor.placeTakeProfit → REST API
 * </pre>
 *
 * @author Administrator
 */
@Slf4j
public class GateTradeExecutor {
    private static final String SETTLE = "usdt";
    private final FuturesApi futuresApi;
    private final String contract;
    /** 交易线程池:单线程 + 有界队列 + 背压策略 */
    private final ExecutorService executor;
    public GateTradeExecutor(ApiClient apiClient, String contract) {
        this.futuresApi = new FuturesApi(apiClient);
        this.contract = contract;
        this.executor = new ThreadPoolExecutor(
                1, 1,
                60L, TimeUnit.SECONDS,
                new LinkedBlockingQueue<>(64),
                r -> {
                    Thread t = new Thread(r, "gate-trade-worker");
                    t.setDaemon(true);
                    return t;
                },
                new ThreadPoolExecutor.CallerRunsPolicy()
        );
        ((ThreadPoolExecutor) executor).allowCoreThreadTimeOut(true);
    }
    /**
     * 优雅关闭:等待 10 秒,超时则强制中断。
     */
    public void shutdown() {
        executor.shutdown();
        try {
            executor.awaitTermination(10, TimeUnit.SECONDS);
        } catch (InterruptedException e) {
            Thread.currentThread().interrupt();
            executor.shutdownNow();
        }
    }
    /**
     * 异步市价开多。
     * <p>创建 IOC 市价单(price=0),数量为正数。成功后调用 onSuccess 回调。
     *
     * @param quantity  数量(正数,如 "10")
     * @param onSuccess 成功后回调,在交易线程中执行
     */
    public void openLong(String quantity, Runnable onSuccess) {
        executor.execute(() -> {
            try {
                FuturesOrder order = new FuturesOrder();
                order.setContract(contract);
                order.setSize(quantity);
                order.setPrice("0");
                order.setTif(FuturesOrder.TifEnum.IOC);
                order.setText("t-grid-long");
                FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
                log.info("[TradeExec] 开多成功, price:{}, id:{}", result.getFillPrice(), result.getId());
                if (onSuccess != null) onSuccess.run();
            } catch (Exception e) {
                log.error("[TradeExec] 开多失败", e);
            }
        });
    }
    /**
     * 异步市价开空。
     * <p>创建 IOC 市价单(price=0),size 需为负数。
     *
     * @param negQuantity 负数数量(如 "-10")
     * @param onSuccess   成功后回调
     */
    public void openShort(String negQuantity, Runnable onSuccess) {
        executor.execute(() -> {
            try {
                FuturesOrder order = new FuturesOrder();
                order.setContract(contract);
                order.setSize(negQuantity);
                order.setPrice("0");
                order.setTif(FuturesOrder.TifEnum.IOC);
                order.setText("t-grid-short");
                FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
                log.info("[TradeExec] 开空成功, price:{}, id:{}", result.getFillPrice(), result.getId());
                if (onSuccess != null) onSuccess.run();
            } catch (Exception e) {
                log.error("[TradeExec] 开空失败", e);
            }
        });
    }
    /**
     * 异步创建止盈条件单。
     * <p>使用 Gate 的 PriceTriggeredOrder:服务器监控价格,达到触发价后自动平仓。
     * 如果账户已有同方向同规则的条件单(label=UNIQUE),自动清除后重试一次。
     *
     * @param triggerPrice 触发价格
     * @param rule         触发规则(NUMBER_1: ≥ 触发价,NUMBER_2: ≤ 触发价)
     * @param orderType    stop 类型(close-long-position / close-short-position)
     * @param autoSize     双仓平仓方向(close_long / close_short)
     */
    public void placeTakeProfit(BigDecimal triggerPrice,
                                 FuturesPriceTrigger.RuleEnum rule,
                                 String orderType,
                                 String autoSize) {
        executor.execute(() -> {
            FuturesPriceTriggeredOrder order = buildTriggeredOrder(triggerPrice, rule, orderType, autoSize);
            try {
                TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
                log.info("[TradeExec] 止盈单已创建, tp:{}, orderType:{}, id:{}",
                        triggerPrice, orderType, response.getId());
            } catch (GateApiException e) {
                if ("AUTO_USER_EXIST_POSITION_ORDER".equals(e.getErrorLabel())) {
                    log.warn("[TradeExec] 止盈单已存在,清除后重试");
                    try {
                        futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract);
                        TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
                        log.info("[TradeExec] 止盈单重试成功, tp:{}, id:{}", triggerPrice, response.getId());
                    } catch (Exception retryEx) {
                        log.error("[TradeExec] 止盈单重试失败", retryEx);
                    }
                } else {
                    log.error("[TradeExec] 止盈单创建失败, tp:{}", triggerPrice, e);
                }
            } catch (Exception e) {
                log.error("[TradeExec] 止盈单创建失败, tp:{}", triggerPrice, e);
            }
        });
    }
    /**
     * 异步清除指定合约的所有止盈止损条件单。
     */
    public void cancelAllPriceTriggeredOrders() {
        executor.execute(() -> {
            try {
                futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract);
                log.info("[TradeExec] 已清除所有止盈止损单");
            } catch (Exception e) {
                log.error("[TradeExec] 清除止盈止损单失败", e);
            }
        });
    }
    /**
     * 构建 FuturesPriceTriggeredOrder 对象。
     * <p>策略=0(价格触发),price_type=0(最新价),expiration=0(永不过期),
     * tif=IOC(立即成交或取消),reduce_only=true(只减仓不开新仓)。
     */
    private FuturesPriceTriggeredOrder buildTriggeredOrder(BigDecimal triggerPrice,
                                                            FuturesPriceTrigger.RuleEnum rule,
                                                            String orderType,
                                                            String autoSize) {
        FuturesPriceTrigger trigger = new FuturesPriceTrigger();
        trigger.setStrategyType(FuturesPriceTrigger.StrategyTypeEnum.NUMBER_0);
        trigger.setPriceType(FuturesPriceTrigger.PriceTypeEnum.NUMBER_0);
        trigger.setPrice(triggerPrice.toString());
        trigger.setRule(rule);
        trigger.setExpiration(0);
        FuturesInitialOrder initial = new FuturesInitialOrder();
        initial.setContract(contract);
        initial.setSize(0L);
        initial.setPrice("0");
        initial.setTif(FuturesInitialOrder.TifEnum.IOC);
        initial.setReduceOnly(true);
        initial.setAutoSize(autoSize);
        FuturesPriceTriggeredOrder order = new FuturesPriceTriggeredOrder();
        order.setTrigger(trigger);
        order.setInitial(initial);
        order.setOrderType(orderType);
        return order;
    }
}
src/main/java/com/xcong/excoin/modules/gateApi/GateWebSocketClientManager.java
@@ -11,30 +11,24 @@
import java.math.BigDecimal;
/**
 * Gate 模块入口管理类,作为 Spring Bean 负责组件的生命周期。
 * Gate 模块 Spring 入口,组装所有组件并管理生命周期。
 *
 * <h3>启动流程</h3>
 * <pre>
 *   @PostConstruct init():
 *     1. new GateGridTradeService(参数) → init()     // 设杠杆、查余额、切双向持仓
 *     2. new GateKlineWebSocketClient → init()        // 连接 WebSocket,订阅 K 线 + 仓位
 *     3. gridTradeService.startGrid()                 // 激活策略,等待 K 线触发首次双开
 * </pre>
 * <h3>启动流程 ({@code @PostConstruct})</h3>
 * <ol>
 *   <li>构建 {@link GateConfig}(Builder 模式,含 API 密钥、合约、策略参数)</li>
 *   <li>创建 {@link GateGridTradeService} → init():切持仓模式、清旧条件单、设杠杆</li>
 *   <li>创建 {@link GateKlineWebSocketClient} → 注册 3 个 Handler → init():建立 WS 连接</li>
 *   <li>gridTradeService.startGrid():激活策略,等待 K 线触发首次双开</li>
 * </ol>
 *
 * <h3>销毁流程</h3>
 * <pre>
 *   @PreDestroy destroy():
 *     1. gridTradeService.stopGrid()                  // 停止策略
 *     2. klinePriceClient.destroy()                   // 取消订阅 → 关闭 WS → 关闭线程池
 * </pre>
 * <h3>销毁流程 ({@code @PreDestroy})</h3>
 * <ol>
 *   <li>gridTradeService.stopGrid():取消条件单 → 关闭交易线程池</li>
 *   <li>wsClient.destroy():取消订阅 → 断开 WS → 关闭线程池</li>
 * </ol>
 *
 * <h3>配置参数</h3>
 * 当前配置在代码中硬编码:
 * <ul>
 *   <li>合约: XAU_USDT, 杠杆: 30x, 全仓, 双向持仓</li>
 *   <li>网格间距: 0.35%, 整体止盈: 0.5 USDT, 最大亏损: 7.5 USDT</li>
 *   <li>数量: 10 张</li>
 * </ul>
 * <h3>配置</h3>
 * 当前在代码中硬编码测试网参数。切换到生产网只需改为 {@code .isProduction(true)}。
 *
 * @author Administrator
 */
@@ -42,79 +36,63 @@
@Component
public class GateWebSocketClientManager {
    /** K 线 WebSocket 客户端 */
    private GateKlineWebSocketClient klinePriceClient;
    /** 网格交易服务 */
    /** WebSocket 连接管理器 */
    private GateKlineWebSocketClient wsClient;
    /** 网格交易策略服务 */
    private GateGridTradeService gridTradeService;
    /** 统一配置 */
    private GateConfig config;
    /** Gate 测试网 API Key */
    private static final String API_KEY = "d90ca272391992b8e74f8f92cedb21ec";
    /** Gate 测试网 API Secret */
    private static final String API_SECRET = "1861e4f52de4bb53369ea3208d9ede38ece4777368030f96c77d27934c46c274";
    /** 合约 */
    private static final String CONTRACT = "XAUT_USDT";
    /**
     * Spring 容器启动后自动调用。初始化网格交易服务和 WebSocket 客户端。
     */
    @PostConstruct
    public void init() {
        log.info("开始初始化GateWebSocketClientManager");
        log.info("[GateMgr] init...");
        try {
            gridTradeService = new GateGridTradeService(
                    API_KEY, API_SECRET,
                    CONTRACT,
                    "30",
                    "cross",
                    "dual",
                    new BigDecimal("0.0035"),
                    new BigDecimal("0.5"),
                    new BigDecimal("7.5"),
                    "10"
            );
            config = GateConfig.builder()
                    .apiKey("d90ca272391992b8e74f8f92cedb21ec")
                    .apiSecret("1861e4f52de4bb53369ea3208d9ede38ece4777368030f96c77d27934c46c274")
                    .contract("XAUT_USDT")
                    .leverage("30")
                    .marginMode("cross")
                    .positionMode("dual")
                    .gridRate(new BigDecimal("0.0035"))
                    .overallTp(new BigDecimal("0.5"))
                    .maxLoss(new BigDecimal("7.5"))
                    .quantity("10")
                    .isProduction(false)
                    .reopenMaxRetries(3)
                    .build();
            gridTradeService = new GateGridTradeService(config);
            gridTradeService.init();
            klinePriceClient = new GateKlineWebSocketClient();
            klinePriceClient.addChannelHandler(new CandlestickChannelHandler(CONTRACT, gridTradeService));
            klinePriceClient.addChannelHandler(new PositionsChannelHandler(API_KEY, API_SECRET, CONTRACT, gridTradeService));
            klinePriceClient.addChannelHandler(new PositionClosesChannelHandler(API_KEY, API_SECRET, CONTRACT, gridTradeService));
            klinePriceClient.init();
            log.info("已初始化GateKlineWebSocketClient及3个频道Handler");
            wsClient = new GateKlineWebSocketClient(config.getWsUrl());
            wsClient.addChannelHandler(new CandlestickChannelHandler(config.getContract(), gridTradeService));
            wsClient.addChannelHandler(new PositionsChannelHandler(
                    config.getApiKey(), config.getApiSecret(), config.getContract(), gridTradeService));
            wsClient.addChannelHandler(new PositionClosesChannelHandler(
                    config.getApiKey(), config.getApiSecret(), config.getContract(), gridTradeService));
            wsClient.init();
            log.info("[GateMgr] ws connected, 3 handlers registered");
            gridTradeService.startGrid();
        } catch (Exception e) {
            log.error("初始化GateWebSocketClientManager失败", e);
            log.error("[GateMgr] init fail", e);
        }
    }
    /**
     * Spring 容器销毁前自动调用。停止策略并关闭所有连接。
     */
    @PreDestroy
    public void destroy() {
        log.info("开始销毁GateWebSocketClientManager");
        log.info("[GateMgr] destroy...");
        if (gridTradeService != null) {
            gridTradeService.stopGrid();
        }
        if (klinePriceClient != null) {
            try {
                klinePriceClient.destroy();
                log.info("已销毁GateKlineWebSocketClient");
            } catch (Exception e) {
                log.error("销毁GateKlineWebSocketClient失败", e);
        if (wsClient != null) {
            wsClient.destroy();
            }
        log.info("[GateMgr] destroyed");
        }
        log.info("GateWebSocketClientManager销毁完成");
    }
    public GateKlineWebSocketClient getKlineWebSocketClient() {
        return klinePriceClient;
    }
    public GateGridTradeService getGridTradeService() {
        return gridTradeService;
    }
    public GateKlineWebSocketClient getKlineWebSocketClient() { return wsClient; }
    public GateGridTradeService getGridTradeService() { return gridTradeService; }
}
src/main/java/com/xcong/excoin/modules/gateApi/gateApi-logic.md
@@ -4,9 +4,11 @@
| 文件 | 类型 | 说明 |
|------|------|------|
| [GateWebSocketClientManager](#gatewebsocketclientmanager) | `@Component` | Spring 启动入口,生命周期管理 |
| [GateKlineWebSocketClient](#gateklinewebsocketclient) | WebSocket 连接管理 | 连接/心跳/重连/消息路由 |
| [GateGridTradeService](#gategridtradeservice) | 交易服务 | 网格策略 + REST 下单 |
| [GateWebSocketClientManager](#gatewebsocketclientmanager) | `@Component` | Spring 启动入口,组装组件 + 生命周期 |
| [GateConfig](#gateconfig) | 配置 | Builder 模式:API 密钥、合约、策略参数、环境切换 |
| [GateKlineWebSocketClient](#gateklinewebsocketclient) | WS 连接管理 | 连接/心跳/重连/消息路由 |
| [GateGridTradeService](#gategridtradeservice) | 交易服务 | 网格策略状态机 + 盈亏管理 |
| [GateTradeExecutor](#gatetradeexecutor) | 异步执行器 | 独立线程池执行 REST 下单,不阻塞 WS 回调线程 |
| [GateWebSocketClientMain](#gatewebsocketclientmain) | main 入口 | 独立测试启动 |
| [Example.java](#examplejava) | 示例 | Gate SDK 用法参考 |
@@ -14,11 +16,11 @@
| 文件 | 类型 | 说明 |
|------|------|------|
| `wsHandler/GateChannelHandler.java` | **接口** | `subscribe/unsubscribe/handleMessage/getChannelName` |
| `wsHandler/GateChannelHandler.java` | **接口** | subscribe / unsubscribe / handleMessage / getChannelName |
| `wsHandler/AbstractPrivateChannelHandler.java` | **抽象类** | 私有频道基类:HMAC-SHA512 签名 + 认证请求 |
| `wsHandler/handler/CandlestickChannelHandler.java` | 公开频道处理器 | K 线订阅/解析 → `onKline()` |
| `wsHandler/handler/PositionsChannelHandler.java` | 私有频道处理器 | 仓位推送解析 → `onPositionUpdate()` |
| `wsHandler/handler/PositionClosesChannelHandler.java` | 私有频道处理器 | 平仓推送解析 → `onPositionClose()` |
| `wsHandler/handler/CandlestickChannelHandler.java` | 公开频道 | K 线解析 → `onKline()` |
| `wsHandler/handler/PositionsChannelHandler.java` | 私有频道 | 仓位推送 → `onPositionUpdate()` |
| `wsHandler/handler/PositionClosesChannelHandler.java` | 私有频道 | 平仓推送 → `onPositionClose()` |
---
@@ -29,21 +31,16 @@
│                    GateWebSocketClientManager                    │
│                      (Spring @Component)                         │
│                                                                  │
│  @PostConstruct init():                                          │
│    ┌──────────────────────┐   ┌───────────────────────────────┐  │
│    │ GateGridTradeService │   │ GateKlineWebSocketClient       │  │
│    │  ▶ init()            │   │  ▶ addChannelHandler(x3)       │  │
│    │  ▶ startGrid()       │   │  ▶ init()                      │  │
│    └──────┬───────────────┘   └──────────┬────────────────────┘  │
│           │ REST API                     │ WebSocket (委托路由)   │
│           ▼                              ▼                        │
│     Gate Testnet API          Gate Testnet WS                     │
│  (https://api-testnet...)    (wss://ws-testnet.gate.com)         │
│                              ┌──────────────────────┐            │
│                              │ CandlestickHandler    │  → onKline │
│                              │ PositionsHandler      │  → onPos   │
│                              │ PositionClosesHandler │  → onClose │
│                              └──────────────────────┘            │
│  GateConfig.builder()  →  GateGridTradeService  +  WS Client     │
│     │                         │                      │           │
│     │ REST BasePath           │ GateTradeExecutor    │ WS URL    │
│     ▼                         ▼                      ▼           │
│  Gate API (REST)        独立线程池 (async)     Gate WebSocket     │
│                                               ┌──────────────┐  │
│                                               │Candlestick H  │  │
│                                               │Positions H    │  │
│                                               │PosCloses H    │  │
│                                               └──────────────┘  │
└──────────────────────────────────────────────────────────────────┘
```
@@ -52,162 +49,33 @@
## 数据流
```
WebSocket 推送
WebSocket → GateKlineWebSocketClient.handleMessage → 路由 dispatch
├─ futures.candlesticks (update) [公开]
│   └─ CandlestickChannelHandler.handleMessage()
│       ├─ 解析: o/h/l/c/v/a/t/w
│       ├─ 打印 K 线日志
│       └─ GateGridTradeService.onKline(closePx)
│           ├─ 首次 → dualOpenPositions() → 开多 + 开空 + TP 单
├─ futures.pong → cancelPongTimeout
├─ subscribe / unsubscribe / error → log
├─ futures.candlesticks (公开)
│   └─ CandlestickChannelHandler
│       └─ gridTradeService.onKline(closePx)
│           ├─ state=WAITING_KLINE → 异步双开 + 止盈单
│           └─ 后续 → 仅缓存 lastKlinePrice
├─ futures.positions (update) [私有,HMAC-SHA512]
│   └─ PositionsChannelHandler.handleMessage()
│       ├─ 解析: contract/mode/size/entry_price
│       └─ GateGridTradeService.onPositionUpdate(...)
│           ├─ size=0 && longActive → reopenLongPosition()
│           ├─ size=0 && shortActive → reopenShortPosition()
│           └─ size>0 → 确认仓位活跃
├─ futures.positions (私有, HMAC-SHA512)
│   └─ PositionsChannelHandler
│       └─ gridTradeService.onPositionUpdate(mode, size, entryPrice)
│           ├─ size=0 && longActive → tryReopenLong()
│           └─ size=0 && shortActive → tryReopenShort()
├─ futures.position_closes (update) [私有,HMAC-SHA512]
│   └─ PositionClosesChannelHandler.handleMessage()
│       ├─ 解析: contract/side/pnl
│       └─ GateGridTradeService.onPositionClose(pnl)
├─ futures.position_closes (私有, HMAC-SHA512)
│   └─ PositionClosesChannelHandler
│       └─ gridTradeService.onPositionClose(side, pnl)
│           └─ cumulativePnl += pnl → checkStopConditions()
├─ futures.pong
│   └─ cancelPongTimeout()
└─ subscribe/unsubscribe/error
    └─ 日志输出
└─ 所有下单操作
    └─ GateTradeExecutor (单线程 + 64队列 + CallerRunsPolicy)
        ├─ openLong/openShort → 市价单 (REST)
        └─ placeTakeProfit → 条件单 (REST)
```
---
## 策略时序
### 阶段 1:启动与初始化
```
Spring 启动
  → GateWebSocketClientManager.init()
    → GateGridTradeService.init()
      → REST: 查用户ID
      → REST: 查账户 → 如需要切换持仓模式 (dual)
      → REST: 清除旧止盈止损条件单
      → REST: 设杠杆 30x cross
      → REST: 打印账户余额
    → GateKlineWebSocketClient
      → addChannelHandler: Candlestick + Positions + PositionCloses
      → init() → connect()
        → onOpen: 遍历 handlers.subscribe() + sendPing()
    → GateGridTradeService.startGrid()
      → strategyActive = true
```
### 阶段 2:首次开仓
```
K 线推送 closePrice=4711
  → onKline(4711)
    → dualOpened = true
    → dualOpenPositions()
      → REST: 市价开多 10 张 → longEntryPrice=4711
      → REST: 创建多头止盈单 TP=4711×1.0035=4727 (close-long-position)
      → REST: 市价开空 10 张 → shortEntryPrice=4711
      → REST: 创建空头止盈单 TP=4711×0.9965=4694 (close-short-position)
      → longActive=true, shortActive=true
```
### 阶段 3:止盈触发 → 补仓
```
仓位推送: mode=dual_long, size=0  (多头被服务器止盈平掉了)
  → longActive=true && size=0
    → reopenLongPosition()
      → REST: 市价补开多 10 张
      → REST: 创建新的多头止盈单
仓位推送: mode=dual_short, size=0  (空头被服务器止盈平掉了)
  → shortActive=true && size=0
    → reopenShortPosition()
      → REST: 市价补开空 10 张
      → REST: 创建新的空头止盈单
```
> 注意:只补被平掉的方向(另一方向不受影响),不双方向重新开。补仓时检查 `longActive` / `shortActive` 防重复开仓。
### 阶段 4:停止条件
```
平仓推送: pnl=+0.2
  → cumulativePnl = 0.2, 未达阈值,继续
平仓推送: pnl=+0.4
  → cumulativePnl = 0.6 ≥ 0.5 → strategyActive=false
平仓推送: pnl=-8
  → cumulativePnl = -8 ≤ -7.5 → strategyActive=false
```
---
## GateWebSocketClientManager
**角色**: Spring Bean 入口,组装并管理所有 Gate 模块组件。
**关键方法**:
- `init()`: 创建 `GateGridTradeService` → 初始化 → 创建 `GateKlineWebSocketClient` + 注册 3 个 Handler → 启动策略
- `destroy()`: 停止策略 → 关闭 WebSocket
**当前参数**(硬编码在 `init()` 中):
| 参数 | 值 | 说明 |
|------|-----|------|
| 合约 | XAUT_USDT | 黄金(测试网) |
| 杠杆 | 30x | 全仓模式 |
| 持仓模式 | dual | 双向持仓 |
| 网格间距 | 0.0035 | 0.35% |
| 整体止盈 | 0.5 USDT | |
| 最大亏损 | 7.5 USDT | 本金 50×15% |
| 下单量 | 10 张 | |
---
## GateKlineWebSocketClient
**角色**: WebSocket 连接管理器。负责建立连接、心跳检测、指数退避重连。频道逻辑委托给 `GateChannelHandler` 实现类。
**Handler 路由**:
| 频道 | Handler | 认证 | 回调 |
|------|---------|------|------|
| `futures.candlesticks` | `CandlestickChannelHandler` | 否 | `onKline(closePx)` |
| `futures.positions` | `PositionsChannelHandler` | HMAC-SHA512 | `onPositionUpdate(mode, size, entryPrice)` |
| `futures.position_closes` | `PositionClosesChannelHandler` | HMAC-SHA512 | `onPositionClose(side, pnl)` |
**消息路由** (`handleMessage`):
| channel | event | 处理 |
|---------|-------|------|
| `futures.pong` | — | `cancelPongTimeout()` |
| — | `subscribe` | 打日志 |
| — | `unsubscribe` | 打日志 |
| — | `error` | 打错误日志 |
| 任意 | `update`/`all` | 遍历 channelHandlers → `handler.handleMessage()` |
**签名算法**:
```
message = "channel={channel}&event=subscribe&time={秒级时间戳}"
SIGN = Hex(HmacSHA512(apiSecret.getBytes(UTF-8), message.getBytes(UTF-8)))
```
**连接管理**:
- 心跳: 10 秒超时,每 25 秒检查,超时发 ping
- 重连: 指数退避,最多 3 次,初始 5 秒
- 关闭: 遍历 `handler.unsubscribe()` → 等 500ms → `closeBlocking()` → `sharedExecutor.shutdown()`
---
@@ -216,92 +84,166 @@
```
GateChannelHandler (接口)
  ├── CandlestickChannelHandler                (公开频道)
  └── AbstractPrivateChannelHandler (抽象类)   (私有频道基类)
  └── AbstractPrivateChannelHandler      (私有频道基类: HMAC-SHA512)
        ├── PositionsChannelHandler
        └── PositionClosesChannelHandler
```
- **subscribe**: 发送订阅请求。私有Handler自动附加 auth 字段
- **unsubscribe**: 发送取消订阅请求(私有频道也带签名认证)
- **handleMessage**: 解析推送数据并回调GateGridTradeService,返回true表示已处理
- 消息路由: update/all事件 → 遍历channelHandlers → handler内部二次匹配channel名 → 匹配成功回调并停止遍历
---
## 策略状态机
```
WAITING_KLINE ──onKline──→ OPENING ──双开成功──→ ACTIVE
     │                        │                     │
     │                    双开失败             ├─ size=0 → REOPENING_L/S → ACTIVE
     │                                         ├─ 补仓失败 retry → 仍失败 → STOPPED
     │                                         └─ cumulativePnl≥TP 或 ≤-maxLoss → STOPPED
     ▼
   STOPPED ←─────────────────────────────────────────┘
```
| 状态 | 含义 |
|------|------|
| `WAITING_KLINE` | 等待首次K线价格 |
| `OPENING` | 正在异步双开(开多+开空已提交到GateTradeExecutor) |
| `ACTIVE` | 网格运行中,等待止盈触发 |
| `REOPENING_LONG` | 正在补开多头 |
| `REOPENING_SHORT` | 正在补开空头 |
| `STOPPED` | 停止(盈利达标 / 亏损超限 / 异常退出) |
---
## 策略时序
### 阶段 1:启动
```
Spring @PostConstruct
  → GateConfig.builder()...build()
  → GateGridTradeService(config)
    → init(): 查ID → 查账户切持仓 → 清旧条件单 → 设杠杆
  → GateKlineWebSocketClient(config.getWsUrl())
    → addChannelHandler x3 → init() → connect()
      → onOpen: handlers依次subscribe → sendPing
  → gridTradeService.startGrid() → state=WAITING_KLINE
```
### 阶段 2:首次开仓
```
K线推送 → onKline(closePrice) → state=OPENING
  → GateTradeExecutor.openLong → 市价开多 → onSuccess: longActive=true, 下TP单
  → GateTradeExecutor.openShort → 市价开空 → onSuccess: shortActive=true, 下TP单
  → 双开均完成 → state=ACTIVE
```
### 阶段 3:止盈触发 → 补仓
```
仓位推送: dual_long, size=0 → longActive且无仓位 → tryReopenLong
  → GateTradeExecutor.openLong → 市价补多 → onSuccess: 下新TP单
仓位推送: dual_short, size=0 → shortActive且无仓位 → tryReopenShort
  → GateTradeExecutor.openShort → 市价补空 → onSuccess: 下新TP单
```
> 止盈由 Gate 服务端条件单自动执行。只补被平掉的单方向,另一方不受影响。
### 阶段 4:停止
```
平仓推送: pnl=+0.6 → cumulativePnl=0.6 ≥ overallTp → state=STOPPED
平仓推送: pnl=-8.0 → cumulativePnl=-8.0 ≤ -maxLoss → state=STOPPED
```
---
## GateConfig
**角色**: 统一配置中心。Builder模式管理所有参数,提供 REST/WS URL 环境自动切换。
**核心方法**:
- `getRestBasePath()`: isProduction ? 生产网 : 测试网
- `getWsUrl()`: 同上
**配置项**(含默认值):
| 参数 | 默认值 | 说明 |
|------|--------|------|
| contract | BTC_USDT | 合约 |
| leverage | 10 | 倍数 |
| marginMode | cross | 全仓 |
| positionMode | dual | 双向持仓 |
| gridRate | 0.0035 | 网格间距 0.35% |
| overallTp | 0.5 USDT | 整体止盈 |
| maxLoss | 7.5 USDT | 最大亏损 |
| quantity | 1 | 下单张数 |
| reopenMaxRetries | 3 | 补仓重试次数 |
---
## GateTradeExecutor
**角色**: 独立线程池执行 REST API 下单,解决 WebSocket 回调线程阻塞问题。
**线程模型**:
- `ThreadPoolExecutor(1, 1, 60s, LinkedBlockingQueue(64), CallerRunsPolicy)`
- 单线程保序 + 有界队列防堆积 + CallerRuns背压
| 方法 | 说明 |
|------|------|
| `getChannelName()` | 返回频道名(如 `"futures.candlesticks"`) |
| `subscribe(ws)` | 发送订阅请求。私有频道自动附加 HMAC-SHA512 签名 |
| `unsubscribe(ws)` | 发送取消订阅请求 |
| `handleMessage(response)` | 解析推送数据并回调 `GateGridTradeService`,返回 `true` 表示已处理 |
| `openLong(qty, onSuccess)` | 异步 IOC 市价开多,成功回调 |
| `openShort(qty, onSuccess)` | 异步 IOC 市价开空 |
| `placeTakeProfit(trigger, rule, type, auto)` | 异步条件单。已存在则清除旧单重试 |
| `cancelAllPriceTriggeredOrders()` | 清除所有条件单 |
| `shutdown()` | 等待10秒,超时强制关闭 |
---
## GateGridTradeService
**角色**: 使用 Gate SDK (`io.gate:gate-api:7.2.71`) 通过 REST API 执行合约下单。
**角色**: 策略核心,使用 Gate SDK 管理状态和执行下单。
**状态机**:
**状态**: StrategyState enum + longActive/shortActive boolean
```
strategyActive=false ──startGrid()──→ strategyActive=true (等待K线)
                                          │
                                    onKline(price)
                                          │
                                    dualOpened=true
                                    dualOpenPositions()
                                          │
                              ┌───────────┴───────────┐
                              ▼                       ▼
                         longActive=true         shortActive=true
                              │                       │
                    仓位推送 size=0             仓位推送 size=0
                   (止盈触发平仓)             (止盈触发平仓)
                              │                       │
                              ▼                       ▼
                       reopenLong()             reopenShort()
                              │                       │
                              └───────────┬───────────┘
                                          │
                              平仓推送 pnl (futures.position_closes)
                                          │
                                    checkStopConditions()
                                          │
                              ┌───────────┴───────────┐
                              ▼                       ▼
                         cumulativePnl≥0.5   cumulativePnl≤-7.5
                         strategyActive=false  strategyActive=false
```
**回调方法**:
- `onKline(closePrice)`: 缓存价格,WAITING_KLINE状态下首次触发双开
- `onPositionUpdate(mode, size, entryPrice)`: size=0且方向活跃 → 补仓
- `onPositionClose(side, pnl)`: 累加盈亏,检查停止条件
**止盈计算**:
| 方向 | 公式 | 触发条件 | order_type | auto_size |
|------|------|----------|------------|-----------|
| 多头 TP | entryPrice × (1 + gridRate) | 最新价 ≥ 触发价 | `close-long-position` | `close_long` |
| 空头 TP | entryPrice × (1 - gridRate) | 最新价 ≤ 触发价 | `close-short-position` | `close_short` |
| 方向 | 公式 | order_type | auto_size |
|------|------|------------|-----------|
| 多头 TP | entry × (1+gridRate) | `close-long-position` | `close_long` |
| 空头 TP | entry × (1-gridRate) | `close-short-position` | `close_short` |
**REST API 调用**:
| 操作 | API | 方法 |
|------|-----|------|
| 获取用户 ID | `GET /account/detail` | `AccountApi.getAccountDetail()` |
| 切持仓模式 | `POST /futures/{settle}/set_position_mode` | `FuturesApi.setPositionMode()` |
| 设杠杆 | `POST /futures/{settle}/positions/{contract}/leverage` | `FuturesApi.updateContractPositionLeverageCall()` |
| 查账户 | `GET /futures/{settle}/accounts` | `FuturesApi.listFuturesAccounts()` |
| 清除条件单 | `DELETE /futures/{settle}/price_orders` | `FuturesApi.cancelPriceTriggeredOrderList()` |
| 市价下单 | `POST /futures/{settle}/orders` (price=0, tif=IOC) | `FuturesApi.createFuturesOrder()` |
| 止盈条件单 | `POST /futures/{settle}/price_orders` | `FuturesApi.createPriceTriggeredOrder()` |
**初始化顺序** (`init()`):
```
1. 获取用户 ID
2. 查账户 → 如需要切持仓模式
3. 清除旧的止盈止损条件单
4. 设杠杆
5. 打印账户余额
```
| 切持仓模式 | `POST /futures/usdt/set_position_mode` | `FuturesApi.setPositionMode()` |
| 设杠杆 | `POST /futures/usdt/positions/{contract}/leverage` | `FuturesApi.updateContractPositionLeverageCall()` |
| 查账户 | `GET /futures/usdt/accounts` | `FuturesApi.listFuturesAccounts()` |
| 清除条件单 | `DELETE /futures/usdt/price_orders` | `FuturesApi.cancelPriceTriggeredOrderList()` |
| 市价单 | `POST /futures/usdt/orders` (price=0, IOC) | `FuturesApi.createFuturesOrder()` |
| 条件单 | `POST /futures/usdt/price_orders` | `FuturesApi.createPriceTriggeredOrder()` |
---
## GateWebSocketClientMain
**角色**: 独立的 `main()` 方法入口,通过 Spring XML 上下文启动。
独立 `main()` 方法入口,通过 Spring XML 上下文启动,运行后手动关闭。
---
## Example.java
Gate SDK 使用示例,展示 `FuturesApi` 的基本用法。仅作参考,不参与实际策略运行。
Gate SDK 使用示例,展示 `FuturesApi` 的基本用法。仅作参考。
src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/AbstractPrivateChannelHandler.java
@@ -3,7 +3,6 @@
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
import com.xcong.excoin.modules.gateApi.GateGridTradeService;
import com.xcong.excoin.modules.gateApi.wsHandler.GateChannelHandler;
import lombok.extern.slf4j.Slf4j;
import org.java_websocket.client.WebSocketClient;
@@ -12,7 +11,22 @@
import java.nio.charset.StandardCharsets;
/**
 * 私有频道的抽象基类,封装 HMAC-SHA512 签名和认证请求构建。
 * 私有频道处理器的抽象基类。
 *
 * <h3>封装内容</h3>
 * <ul>
 *   <li>HMAC-SHA512 签名计算(UTF-8 编码)</li>
 *   <li>认证请求 JSON 构建(id/time/channel/payload/auth)</li>
 *   <li>subscribe / unsubscribe 的默认实现(含签名)</li>
 *   <li>用户 ID 获取(从 {@link GateGridTradeService#getUserId()})</li>
 * </ul>
 *
 * <h3>签名算法</h3>
 * {@code SIGN = Hex(HmacSHA512(secret_utf8, "channel={channel}&event={event}&time={timeSec}"_utf8))}
 *
 * <h3>子类</h3>
 * {@link com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionsChannelHandler}、
 * {@link com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionClosesChannelHandler}
 *
 * @author Administrator
 */
@@ -39,44 +53,57 @@
    }
    @Override
    public String getChannelName() {
        return channelName;
    }
    public String getChannelName() { return channelName; }
    /**
     * 发送带签名的订阅请求。
     * payload: [userId, contract],auth: {method:"api_key", KEY, SIGN}
     */
    @Override
    public void subscribe(WebSocketClient ws) {
        long timeSec = System.currentTimeMillis() / 1000;
        JSONObject msg = buildAuthRequest("subscribe", buildUid(), timeSec);
        ws.send(msg.toJSONString());
        log.info("[{}] 已发送订阅请求(含认证),合约: {}", channelName, contract);
        log.info("[{}] subscribed, contract:{}", channelName, contract);
    }
    /**
     * 发送带签名的取消订阅请求,与 subscribe 对称。
     */
    @Override
    public void unsubscribe(WebSocketClient ws) {
        JSONObject unsubscribeMsg = new JSONObject();
        unsubscribeMsg.put("time", System.currentTimeMillis() / 1000);
        unsubscribeMsg.put("channel", channelName);
        unsubscribeMsg.put("event", "unsubscribe");
        long timeSec = System.currentTimeMillis() / 1000;
        JSONObject msg = new JSONObject();
        msg.put("id", timeSec * 1000000 + (System.currentTimeMillis() % 1000));
        msg.put("time", timeSec);
        msg.put("channel", channelName);
        msg.put("event", "unsubscribe");
        JSONArray payload = new JSONArray();
        payload.add(contract);
        unsubscribeMsg.put("payload", payload);
        ws.send(unsubscribeMsg.toJSONString());
        log.info("[{}] 已发送取消订阅请求,合约: {}", channelName, contract);
        msg.put("payload", payload);
        JSONObject auth = new JSONObject();
        auth.put("method", "api_key");
        auth.put("KEY", apiKey);
        auth.put("SIGN", hs512Sign("unsubscribe", timeSec));
        msg.put("auth", auth);
        ws.send(msg.toJSONString());
        log.info("[{}] unsubscribed, contract:{}", channelName, contract);
    }
    protected GateGridTradeService getGridTradeService() {
        return gridTradeService;
    }
    protected GateGridTradeService getGridTradeService() { return gridTradeService; }
    protected String getContract() { return contract; }
    protected String getContract() {
        return contract;
    }
    /**
     * 从策略服务获取用户 ID,用于私有频道订阅的 payload[0]。
     */
    private String buildUid() {
        return gridTradeService != null && gridTradeService.getUserId() != null
                ? String.valueOf(gridTradeService.getUserId()) : "";
    }
    /**
     * 构建认证请求 JSON。包含 id、time、channel、event、payload[auth_user_id, contract]、auth 字段。
     */
    private JSONObject buildAuthRequest(String event, String uid, long timeSec) {
        JSONObject msg = new JSONObject();
        msg.put("id", timeSec * 1000000 + (System.currentTimeMillis() % 1000));
@@ -95,6 +122,9 @@
        return msg;
    }
    /**
     * HMAC-SHA512 签名,使用 UTF-8 编码。
     */
    private String hs512Sign(String event, long timeSec) {
        try {
            String message = "channel=" + channelName + "&event=" + event + "&time=" + timeSec;
@@ -109,7 +139,7 @@
            }
            return hex.toString();
        } catch (Exception e) {
            log.error("[{}] 签名计算失败", channelName, e);
            log.error("[{}] sign fail", channelName, e);
            return "";
        }
    }
src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/GateChannelHandler.java
@@ -5,33 +5,40 @@
/**
 * WebSocket 频道处理器接口。
 * 每个 Gate 频道(K线/仓位/平仓)对应一个实现类,
 * 负责该频道的订阅、取消订阅、消息处理。
 *
 * <p>每个 Gate 频道对应一个实现类。新增频道只需实现此接口,
 * 然后通过 {@code GateKlineWebSocketClient.addChannelHandler()} 注册即可。
 *
 * <h3>实现类</h3>
 * <ul>
 *   <li>{@code CandlestickChannelHandler} — 公开频道,K 线数据</li>
 *   <li>{@code AbstractPrivateChannelHandler} — 私有频道抽象基类(签名+认证)</li>
 *   <li>{@code PositionsChannelHandler} — 私有频道,仓位更新</li>
 *   <li>{@code PositionClosesChannelHandler} — 私有频道,平仓推送</li>
 * </ul>
 *
 * <h3>路由机制</h3>
 * {@code handleMessage()} 返回 {@code true} 表示消息已被该 handler 处理,
 * 路由循环会停止遍历。返回 {@code false} 表示不匹配(channel 名不相等)。
 *
 * @author Administrator
 */
public interface GateChannelHandler {
    /**
     * 频道名称,如 "futures.candlesticks"
     */
    /** 频道名称,如 {@code "futures.candlesticks"} */
    String getChannelName();
    /**
     * 发送订阅请求
     */
    /** 发送订阅请求 */
    void subscribe(WebSocketClient ws);
    /**
     * 发送取消订阅请求
     */
    /** 发送取消订阅请求 */
    void unsubscribe(WebSocketClient ws);
    /**
     * 处理频道推送消息
     * 处理频道推送消息。
     *
     * @param response WebSocket 推送的 JSON 消息
     * @return true 表示已处理,false 表示不匹配(频道名不对)
     * @param response WebSocket 推送的完整 JSON
     * @return true 表示已处理(循环停止),false 表示频道不匹配(继续遍历下一个 handler)
     */
    boolean handleMessage(JSONObject response);
}
src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/CandlestickChannelHandler.java
@@ -11,8 +11,21 @@
import java.math.BigDecimal;
/**
 * K 线频道处理器。
 * 公开频道,无需认证。订阅 1m K 线,解析后回调 {@link GateGridTradeService#onKline}。
 * K 线(Candlestick)频道处理器。
 *
 * <h3>特点</h3>
 * 公开频道,无需 HMAC-SHA512 认证签名。订阅 1m 周期的 K 线数据。
 *
 * <h3>数据流</h3>
 * <pre>
 *   WebSocket 推送 update event
 *     → handleMessage() → 解析 OHLCV → log 打印 → gridTradeService.onKline(closePx)
 *       → 首次 K 线触发双开
 *       → 后续 K 线仅缓存 lastKlinePrice 供补仓参考
 * </pre>
 *
 * <h3>订阅格式</h3>
 * payload: {@code ["1m", contract]}
 *
 * @author Administrator
 */
@@ -31,73 +44,55 @@
    }
    @Override
    public String getChannelName() {
        return CHANNEL_NAME;
    }
    public String getChannelName() { return CHANNEL_NAME; }
    @Override
    public void subscribe(WebSocketClient ws) {
        JSONObject subscribeMsg = new JSONObject();
        subscribeMsg.put("time", System.currentTimeMillis() / 1000);
        subscribeMsg.put("channel", CHANNEL_NAME);
        subscribeMsg.put("event", "subscribe");
        JSONObject msg = new JSONObject();
        msg.put("time", System.currentTimeMillis() / 1000);
        msg.put("channel", CHANNEL_NAME);
        msg.put("event", "subscribe");
        JSONArray payload = new JSONArray();
        payload.add(INTERVAL);
        payload.add(contract);
        subscribeMsg.put("payload", payload);
        ws.send(subscribeMsg.toJSONString());
        log.info("[{}] 已发送订阅请求,合约: {}, 周期: {}", CHANNEL_NAME, contract, INTERVAL);
        msg.put("payload", payload);
        ws.send(msg.toJSONString());
        log.info("[{}] subscribed, contract:{}, interval:{}", CHANNEL_NAME, contract, INTERVAL);
    }
    @Override
    public void unsubscribe(WebSocketClient ws) {
        JSONObject unsubscribeMsg = new JSONObject();
        unsubscribeMsg.put("time", System.currentTimeMillis() / 1000);
        unsubscribeMsg.put("channel", CHANNEL_NAME);
        unsubscribeMsg.put("event", "unsubscribe");
        JSONObject msg = new JSONObject();
        msg.put("time", System.currentTimeMillis() / 1000);
        msg.put("channel", CHANNEL_NAME);
        msg.put("event", "unsubscribe");
        JSONArray payload = new JSONArray();
        payload.add(INTERVAL);
        payload.add(contract);
        unsubscribeMsg.put("payload", payload);
        ws.send(unsubscribeMsg.toJSONString());
        log.info("[{}] 已发送取消订阅请求,合约: {}, 周期: {}", CHANNEL_NAME, contract, INTERVAL);
        msg.put("payload", payload);
        ws.send(msg.toJSONString());
        log.info("[{}] unsubscribed", CHANNEL_NAME);
    }
    @Override
    public boolean handleMessage(JSONObject response) {
        String channel = response.getString("channel");
        if (!CHANNEL_NAME.equals(channel)) {
            return false;
        }
        if (!CHANNEL_NAME.equals(response.getString("channel"))) return false;
        try {
            JSONArray resultArray = response.getJSONArray("result");
            if (resultArray == null || resultArray.isEmpty()) {
                log.warn("[{}] 数据为空", CHANNEL_NAME);
                return true;
            }
            if (resultArray == null || resultArray.isEmpty()) { log.warn("[{}] empty", CHANNEL_NAME); return true; }
            JSONObject data = resultArray.getJSONObject(0);
            BigDecimal closePx = new BigDecimal(data.getString("c"));
            long t = data.getLong("t");
            boolean windowClosed = data.getBooleanValue("w");
            log.info("========== Gate K线数据 ==========");
            log.info("名称(n): {}", data.getString("n"));
            log.info("时间  : {}", DateUtil.TimeStampToDateTime(t));
            log.info("开盘(o): {}", data.getString("o"));
            log.info("最高(h): {}", data.getString("h"));
            log.info("最低(l): {}", data.getString("l"));
            log.info("收盘(c): {}", data.getString("c"));
            log.info("成交量(v): {}", data.getString("v"));
            log.info("成交额(a): {}", data.getString("a"));
            log.info("K线完结(w): {}", windowClosed);
            log.info("==================================");
            log.info("========== Gate K线 ==========");
            log.info("n:{} t:{} o:{} h:{} l:{} c:{} v:{} a:{} w:{}",
                    data.getString("n"), DateUtil.TimeStampToDateTime(data.getLong("t")),
                    data.getString("o"), data.getString("h"), data.getString("l"),
                    data.getString("c"), data.getString("v"), data.getString("a"),
                    data.getBooleanValue("w"));
            log.info("==============================");
            if (gridTradeService != null) {
                gridTradeService.onKline(closePx);
            }
        } catch (Exception e) {
            log.error("[{}] 处理数据失败", CHANNEL_NAME, e);
        }
            if (gridTradeService != null) gridTradeService.onKline(closePx);
        } catch (Exception e) { log.error("[{}] handle fail", CHANNEL_NAME, e); }
        return true;
    }
}
src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/PositionClosesChannelHandler.java
@@ -10,7 +10,16 @@
/**
 * 平仓频道处理器。
 * 私有频道,需认证。解析平仓推送后回调 {@link GateGridTradeService#onPositionClose}。
 *
 * <h3>数据用途</h3>
 * 每笔平仓发生时推送 pnl(盈亏金额),累加到 {@code cumulativePnl} 用于判断策略停止条件:
 * cumulativePnl ≥ overallTp(达到止盈目标)或 ≤ -maxLoss(超过亏损上限)。
 *
 * <h3>推送字段</h3>
 * contract, side(long / short), pnl(该次平仓的盈亏,如 "+0.2" 或 "-0.1")
 *
 * <h3>注意</h3>
 * 平仓盈亏来自服务器端,不受本地计算误差影响。这是策略停止的唯一盈亏判断来源。
 *
 * @author Administrator
 */
@@ -27,31 +36,21 @@
    @Override
    public boolean handleMessage(JSONObject response) {
        String channel = response.getString("channel");
        if (!CHANNEL_NAME.equals(channel)) {
            return false;
        }
        if (!CHANNEL_NAME.equals(response.getString("channel"))) return false;
        try {
            JSONArray resultArray = response.getJSONArray("result");
            if (resultArray == null || resultArray.isEmpty()) {
                return true;
            }
            if (resultArray == null || resultArray.isEmpty()) return true;
            for (int i = 0; i < resultArray.size(); i++) {
                JSONObject item = resultArray.getJSONObject(i);
                if (!getContract().equals(item.getString("contract"))) {
                    continue;
                }
                if (!getContract().equals(item.getString("contract"))) continue;
                BigDecimal pnl = new BigDecimal(item.getString("pnl"));
                String side = item.getString("side");
                log.info("[{}] 推送: contract={}, side={}, pnl={}",
                        CHANNEL_NAME, getContract(), side, pnl);
                log.info("[{}] side:{}, pnl:{}", CHANNEL_NAME, side, pnl);
                if (getGridTradeService() != null) {
                    getGridTradeService().onPositionClose(getContract(), side, pnl);
                }
            }
        } catch (Exception e) {
            log.error("[{}] 处理数据失败", CHANNEL_NAME, e);
        }
        } catch (Exception e) { log.error("[{}] handle fail", CHANNEL_NAME, e); }
        return true;
    }
}
src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/PositionsChannelHandler.java
@@ -10,7 +10,17 @@
/**
 * 仓位频道处理器。
 * 私有频道,需认证。解析仓位推送后回调 {@link GateGridTradeService#onPositionUpdate}。
 *
 * <h3>数据用途</h3>
 * 监控仓位数量(size)。当 size 从有变为 0 时,表示该方向被止盈条件单平仓,
 * 触发补仓(reopenLongPosition / reopenShortPosition)。
 *
 * <h3>推送字段</h3>
 * contract, mode(dual_long / dual_short), size(正=持有,0=无仓位), entry_price
 *
 * <h3>注意</h3>
 * 双向持仓模式下空头 size 为负数,使用 {@code size.abs()} 判断是否有仓位。
 * 累计盈亏不由本频道计算,而是由 {@link PositionClosesChannelHandler} 独立处理。
 *
 * @author Administrator
 */
@@ -27,32 +37,22 @@
    @Override
    public boolean handleMessage(JSONObject response) {
        String channel = response.getString("channel");
        if (!CHANNEL_NAME.equals(channel)) {
            return false;
        }
        if (!CHANNEL_NAME.equals(response.getString("channel"))) return false;
        try {
            JSONArray resultArray = response.getJSONArray("result");
            if (resultArray == null || resultArray.isEmpty()) {
                return true;
            }
            if (resultArray == null || resultArray.isEmpty()) return true;
            for (int i = 0; i < resultArray.size(); i++) {
                JSONObject pos = resultArray.getJSONObject(i);
                if (!getContract().equals(pos.getString("contract"))) {
                    continue;
                }
                if (!getContract().equals(pos.getString("contract"))) continue;
                String mode = pos.getString("mode");
                BigDecimal size = new BigDecimal(pos.getString("size"));
                BigDecimal entryPrice = new BigDecimal(pos.getString("entry_price"));
                log.info("[{}] 推送: contract={}, mode={}, size={}, entry_price={}",
                        CHANNEL_NAME, getContract(), mode, size, entryPrice);
                log.info("[{}] mode:{}, size:{}, entry:{}", CHANNEL_NAME, mode, size, entryPrice);
                if (getGridTradeService() != null) {
                    getGridTradeService().onPositionUpdate(getContract(), mode, size, entryPrice);
                }
            }
        } catch (Exception e) {
            log.error("[{}] 处理数据失败", CHANNEL_NAME, e);
        }
        } catch (Exception e) { log.error("[{}] handle fail", CHANNEL_NAME, e); }
        return true;
    }
}