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

@@ -101,6 +101,8 @@
    private final PnLPriceMode unrealizedPnlPriceMode;
    /** 最大持仓张数（单方向），0=不限制 */
    private final int maxPositionSize;
    /** 策略重启跨度阈值：多空两边止盈触发数量均达到此值后触发重启，0=禁用 */
    private final int restartGridSpan;
    /** 网格绝对步长（shortBaseEntryPrice × gridRate），运行时由队列生成逻辑设置 */
    private BigDecimal step;
    /** 网格元素列表，由队列初始化时同步填充，包含完整的多空仓挂单状态 */
@@ -131,6 +133,7 @@
        this.priceScale = builder.priceScale;
        this.unrealizedPnlPriceMode = builder.unrealizedPnlPriceMode;
        this.maxPositionSize = builder.maxPositionSize;
        this.restartGridSpan = builder.restartGridSpan;
    }

    // ==================== REST/WS 地址 ====================
@@ -216,6 +219,8 @@
    public PnLPriceMode getUnrealizedPnlPriceMode() { return unrealizedPnlPriceMode; }
    /** @return 最大持仓张数（单方向），0=不限制 */
    public int getMaxPositionSize() { return maxPositionSize; }
    /** @return 策略重启跨度阈值：多空两边止盈触发数均达到此值后触发重启，0=禁用 */
    public int getRestartGridSpan() { return restartGridSpan; }

    // ==================== 运行时参数 ====================

@@ -306,6 +311,8 @@
        private PnLPriceMode unrealizedPnlPriceMode = PnLPriceMode.LAST_PRICE;
        /** 最大持仓张数（单方向），默认 0=不限制 */
        private int maxPositionSize = 0;
        /** 策略重启跨度阈值：多空两边止盈触发数量均达到此值后触发重启，默认 0=禁用 */
        private int restartGridSpan = 0;

        /** 设置 API Key */
        public Builder apiKey(String apiKey) { this.apiKey = apiKey; return this; }
@@ -347,6 +354,8 @@
        public Builder unrealizedPnlPriceMode(PnLPriceMode mode) { this.unrealizedPnlPriceMode = mode; return this; }
        /** 设置最大持仓张数（单方向），0=不限制 */
        public Builder maxPositionSize(int maxPositionSize) { this.maxPositionSize = maxPositionSize; return this; }
        /** 设置策略重启跨度阈值：多空两边止盈触发数均达到此值后触发重启，0=禁用 */
        public Builder restartGridSpan(int restartGridSpan) { this.restartGridSpan = restartGridSpan; return this; }

        public GateConfig build() {
            return new GateConfig(this);

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

@@ -309,6 +309,8 @@
        accumulatedShortLossCount = 0;
        shortPriceQueue.clear();
        longPriceQueue.clear();
        totalShortPriceQueue.clear();
        totalLongPriceQueue.clear();
        currentLongOrderIds.clear();
        currentShortOrderIds.clear();
        // 每次重启重新获取当前本金
@@ -597,6 +599,25 @@
            return;
        }

        // [Gate-需求1] 多仓止盈触发：清空止盈状态 + 取消最远多仓止损 + 检查是否最后一个止盈
        GridElement longTpElem = GridElement.findByLongTakeProfitOrderId(orderId);
        if (longTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
            longTakeProfitTraderIdParam(longTpElem, null, false);
            log.info("[Gate] 多仓止盈触发 gridId:{}, orderId:{}", longTpElem.getId(), orderId);
            cancelFarthestLongStopLoss();
            checkLastTakeProfitAndRestart();
            return;
        }
        // [Gate-需求1] 空仓止盈触发：清空止盈状态 + 取消最远空仓止损 + 检查是否最后一个止盈
        GridElement shortTpElem = GridElement.findByShortTakeProfitOrderId(orderId);
        if (shortTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
            shortTakeProfitTraderIdParam(shortTpElem, null, false);
            log.info("[Gate] 空仓止盈触发 gridId:{}, orderId:{}", shortTpElem.getId(), orderId);
            cancelFarthestShortStopLoss();
            checkLastTakeProfitAndRestart();
            return;
        }

        GridElement longStopLossElem = GridElement.findByLongStopLossOrderId(orderId);
//        if (longStopLossElem != null && longPositionSize.compareTo(BigDecimal.ZERO) > 0 && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
        if (longStopLossElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
@@ -615,15 +636,18 @@
            if (shortGridElement.isHasShortOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
                int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
                shortEntryTraderIdParam(shortGridElement, null, false);
                extendShortStopLoss(filledQty,shortGridElement.getId());
                // [Gate-需求2] 加仓后先撤空仓所有止盈+止损，再查交易所持仓后重挂
                cancelAllShortTakeProfitsAndStopLosses();
                int posSize = queryPositionSize(Position.ModeEnum.DUAL_SHORT);
                extendShortStopLoss(posSize, shortGridElement.getId());
                accumulatedShortLossCount = 0; // 加仓订单成交，重置止损累计
                log.info("[Gate] 空单成交 gridId:{}", filledQty);
                log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

                // 空仓持仓超过baseQuantity时，从gridId-2开始向外追挂止盈
                BigDecimal shortBaseQty = new BigDecimal(config.getBaseQuantity());
                BigDecimal shortGridQty = new BigDecimal(config.getQuantity());
                if (shortPositionSize.compareTo(shortBaseQty) > 0) {
                    BigDecimal shortExcess = shortPositionSize.subtract(shortBaseQty);
                if (BigDecimal.valueOf(posSize).compareTo(shortBaseQty) > 0) {
                    BigDecimal shortExcess = BigDecimal.valueOf(posSize).subtract(shortBaseQty);
                    int shortExcessCount = shortExcess.divide(shortGridQty, 0, RoundingMode.DOWN).intValue();
                    for (int i = 0; i < shortExcessCount; i++) {
                        int tpGridId = shortGridElement.getId() - 2 - i;
@@ -654,15 +678,18 @@

                int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
                longEntryTraderIdParam(longGridElement, null, false);
                extendLongStopLoss(filledQty,longGridElement.getId());
                // [Gate-需求2] 加仓后先撤多仓所有止盈+止损，再查交易所持仓后重挂
                cancelAllLongTakeProfitsAndStopLosses();
                int posSize = queryPositionSize(Position.ModeEnum.DUAL_LONG);
                extendLongStopLoss(posSize, longGridElement.getId());
                accumulatedLongLossCount = 0; // 加仓订单成交，重置止损累计
                log.info("[Gate] 多单成交 gridId:{}", filledQty);
                log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

                // 多仓持仓超过baseQuantity时，从gridId+2开始向外追挂止盈
                BigDecimal longBaseQty = new BigDecimal(config.getBaseQuantity());
                BigDecimal longGridQty = new BigDecimal(config.getQuantity());
                if (longPositionSize.compareTo(longBaseQty) > 0) {
                    BigDecimal longExcess = longPositionSize.subtract(longBaseQty);
                if (BigDecimal.valueOf(posSize).compareTo(longBaseQty) > 0) {
                    BigDecimal longExcess = BigDecimal.valueOf(posSize).subtract(longBaseQty);
                    int longExcessCount = longExcess.divide(longGridQty, 0, RoundingMode.DOWN).intValue();
                    for (int i = 0; i < longExcessCount; i++) {
                        int tpGridId = longGridElement.getId() + 2 + i;
@@ -689,6 +716,54 @@
        }
    }


    /**
     * 查询交易所当前持仓张数（绝对值）。加仓/开仓后重挂止盈止损时调用，
     * 绕过本地 WS 推送缓存避免时序竞态，直接拿到交易所权威数据。
     *
     * @param mode 持仓模式（DUAL_LONG / DUAL_SHORT）
     * @return 持仓张数（绝对值），查询失败返回 0
     */
    private int queryPositionSize(Position.ModeEnum mode) {
        Position p = queryPosition(mode);
        if (p != null) {
            return new BigDecimal(p.getSize()).abs().intValue();
        }
        return 0;
    }

    /**
     * 查询交易所当前持仓均价，绕过本地 WS 推送缓存避免时序竞态。
     *
     * @param mode 持仓模式（DUAL_LONG / DUAL_SHORT）
     * @return 持仓均价，无持仓或查询失败返回 BigDecimal.ZERO
     */
    private BigDecimal queryEntryPrice(Position.ModeEnum mode) {
        Position p = queryPosition(mode);
        if (p != null && p.getEntryPrice() != null) {
            return new BigDecimal(p.getEntryPrice());
        }
        return BigDecimal.ZERO;
    }

    /**
     * 查询指定模式的持仓对象。
     */
    private Position queryPosition(Position.ModeEnum mode) {
        try {
            List<Position> positions = futuresApi.listPositions(SETTLE).execute();
            if (positions != null) {
                for (Position p : positions) {
                    if (mode == p.getMode() && config.getContract().equals(p.getContract())) {
                        return p;
                    }
                }
            }
        } catch (Exception e) {
            log.warn("[Gate] 查询{}持仓失败", mode, e);
        }
        return null;
    }

    // ---- 网格队列处理 ----

@@ -857,6 +932,8 @@
     */
    private void generateShortQueue() {
        shortPriceQueue.clear();
        totalShortPriceQueue.clear();
        totalLongPriceQueue.clear();
        int prec = config.getPriceScale();
        BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(prec, RoundingMode.HALF_UP);
        config.setStep(step);
@@ -969,8 +1046,8 @@
            elements.add(GridElement.builder()
                    .id(0)
                    .gridPrice(price)
                    .upId(shortSize > 0 ? 1 : null)
                    .downId(longSize > 0 ? -1 : null)
                    .upId(longSize > 0 ? 1 : null)
                    .downId(shortSize > 0 ? -1 : null)
                    .longTraderParam(longParam)
                    .shortTraderParam(shortParam)
                    .build());
@@ -1233,6 +1310,181 @@
        }
    }

    // ========== 止盈/止损取消辅助方法 ==========

    /**
     * 止盈触发后检查跨度是否达至要求，满足条件则重启策略。
     *
     * <h3>跨度定义</h3>
     * {@code restartGridSpan} 表示多少倍的绝对步长 step（= 短基价 × gridRate）。
     *
     * <h3>判断逻辑</h3>
     * <ol>
     *   <li>多空双边均有持仓：longEntryPrice − shortEntryPrice > span × step</li>
     *   <li>仅持多仓：currentPrice − longEntryPrice > span × step</li>
     *   <li>仅持空仓：shortEntryPrice − currentPrice > span × step</li>
     * </ol>
     * restartGridSpan=0 时禁用此功能。重启复用仓位归零模式：取消全部条件单 → 平仓 → 延迟启动。
     */
    private void checkLastTakeProfitAndRestart() {
        int span = config.getRestartGridSpan();
        if (span <= 0) {
            return;
        }
        BigDecimal step = config.getStep();
        if (step == null || step.compareTo(BigDecimal.ZERO) == 0) {
            return;
        }
        BigDecimal threshold = step.multiply(new BigDecimal(span));

        BigDecimal currentPrice = lastKlinePrice;
        if (currentPrice == null || currentPrice.compareTo(BigDecimal.ZERO) == 0) {
            return;
        }

        // 查交易所获取最新持仓均价和持仓量，不用本地缓存避免 WS 时序竞态
        Position longPos = queryPosition(Position.ModeEnum.DUAL_LONG);
        Position shortPos = queryPosition(Position.ModeEnum.DUAL_SHORT);
        boolean hasLong = longPos != null && Math.abs(Integer.parseInt(longPos.getSize())) > 0;
        boolean hasShort = shortPos != null && Math.abs(Integer.parseInt(shortPos.getSize())) > 0;
        BigDecimal longAvgPrice = (longPos != null && longPos.getEntryPrice() != null)
                ? new BigDecimal(longPos.getEntryPrice()) : BigDecimal.ZERO;
        BigDecimal shortAvgPrice = (shortPos != null && shortPos.getEntryPrice() != null)
                ? new BigDecimal(shortPos.getEntryPrice()) : BigDecimal.ZERO;

        boolean shouldRestart = false;
        String reason = "";

        if (hasLong && hasShort) {
            // 多空双边持仓：|多均价 − 空均价| > span × step
            BigDecimal gap = shortAvgPrice.subtract(longAvgPrice);
            if (gap.compareTo(threshold) >= 0) {
                shouldRestart = true;
                reason = StrUtil.format("双边跨度 |多均价:{} − 空均价:{}| = {} >= {} (span:{}×step:{})",
                        longAvgPrice, shortAvgPrice, gap, threshold, span, step);
            }
        } else if (hasLong) {
            // 仅持多仓：当前价 − 多均价 > span × step
            BigDecimal gap = currentPrice.subtract(longAvgPrice);
            if (gap.compareTo(threshold) >= 0) {
                shouldRestart = true;
                reason = StrUtil.format("多仓跨度 当前价:{} − 多均价:{} = {} > {} (span:{}×step:{})",
                        currentPrice, longAvgPrice, gap, threshold, span, step);
            }
        } else if (hasShort) {
            // 仅持空仓：空均价 − 当前价 > span × step
            BigDecimal gap = shortAvgPrice.subtract(currentPrice);
            if (gap.compareTo(threshold) >= 0) {
                shouldRestart = true;
                reason = StrUtil.format("空仓跨度 空均价:{} − 当前价:{} = {} > {} (span:{}×step:{})",
                        shortAvgPrice, currentPrice, gap, threshold, span, step);
            }
        }

        if (shouldRestart) {
            log.info("[Gate] 跨度已达要求 → {}，最后一个止盈触发策略重启", reason);
            try {
                futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
            } catch (ApiException ex) {
                log.warn("[Gate] 重启前清理条件单失败", ex);
            }
            closeExistingPositions();
            state = StrategyState.STOPPED;
            executor.submitTask(() -> {
                try { Thread.sleep(3000); } catch (InterruptedException ex) { Thread.currentThread().interrupt(); }
                startGrid();
            });
        }
    }

    /**
     * 取消最远的多仓止损订单。
     * 多仓止损在 gridId 负方向，最远 = id 最小。
     */
    private void cancelFarthestLongStopLoss() {
        GridElement farthest = null;
        for (GridElement e : config.getGridElements()) {
            if (e.getLongStopLossOrderId() != null) {
                if (farthest == null || e.getId() < farthest.getId()) {
                    farthest = e;
                }
            }
        }
        if (farthest != null) {
            String slId = farthest.getLongStopLossOrderId();
            farthest.setLongStopLossOrderId(null);
            GridElement.refreshIndices();
            GridElement finalFarthest = farthest;
            executor.cancelConditionalOrder(slId, oid ->
                    log.info("[Gate] 止盈触发, 取消最远多仓止损 gridId:{}, orderId:{}", finalFarthest.getId(), slId));
        }
    }

    /**
     * 取消最远的空仓止损订单。
     * 空仓止损在 gridId 正方向，最远 = id 最大。
     */
    private void cancelFarthestShortStopLoss() {
        GridElement farthest = null;
        for (GridElement e : config.getGridElements()) {
            if (e.getShortStopLossOrderId() != null) {
                if (farthest == null || e.getId() > farthest.getId()) {
                    farthest = e;
                }
            }
        }
        if (farthest != null) {
            String slId = farthest.getShortStopLossOrderId();
            farthest.setShortStopLossOrderId(null);
            GridElement.refreshIndices();
            GridElement finalFarthest = farthest;
            executor.cancelConditionalOrder(slId, oid ->
                    log.info("[Gate] 止盈触发, 取消最远空仓止损 gridId:{}, orderId:{}", finalFarthest.getId(), slId));
        }
    }

    /**
     * 取消所有多仓止盈 + 多仓止损订单（加仓后重建前清场）。
     */
    private void cancelAllLongTakeProfitsAndStopLosses() {
        for (GridElement e : config.getGridElements()) {
            String tpId = e.getLongTakeProfitOrderId();
            if (tpId != null) {
                e.setLongTakeProfitOrderId(null);
                executor.cancelConditionalOrder(tpId, oid -> {});
            }
            String slId = e.getLongStopLossOrderId();
            if (slId != null) {
                e.setLongStopLossOrderId(null);
                executor.cancelConditionalOrder(slId, oid -> {});
            }
        }
        GridElement.refreshIndices();
        log.info("[Gate] 已提交取消所有多仓止盈+止损");
    }

    /**
     * 取消所有空仓止盈 + 空仓止损订单（加仓后重建前清场）。
     */
    private void cancelAllShortTakeProfitsAndStopLosses() {
        for (GridElement e : config.getGridElements()) {
            String tpId = e.getShortTakeProfitOrderId();
            if (tpId != null) {
                e.setShortTakeProfitOrderId(null);
                executor.cancelConditionalOrder(tpId, oid -> {});
            }
            String slId = e.getShortStopLossOrderId();
            if (slId != null) {
                e.setShortStopLossOrderId(null);
                executor.cancelConditionalOrder(slId, oid -> {});
            }
        }
        GridElement.refreshIndices();
        log.info("[Gate] 已提交取消所有空仓止盈+止损");
    }

    // ========== 止损追单 ==========

    private void extendLongStopLoss(int filledQty,int gridId) {
        int furthestSlId = 0;
        for (GridElement e : config.getGridElements()) {

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

@@ -64,11 +64,12 @@
                    .leverage("100")
                    .marginMode("CROSS")
                    .positionMode("dual")
                    .gridRate(new BigDecimal("0.005"))
                    .gridRate(new BigDecimal("0.004"))
                    .expectedProfit(new BigDecimal("25"))
                    .maxLoss(new BigDecimal("15"))
                    .baseQuantity("10")
                    .quantity("10")
                    .baseQuantity("39")
                    .quantity("13")
                    .restartGridSpan(2)
                    .maxPositionSize(2)
                    .priceScale(2)
                    .contractMultiplier(new BigDecimal("0.01"))