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

@@ -51,16 +51,15 @@
            }

            /**
             * 设置杠杆倍数
             * 设置杠杆倍数（双向持仓模式专用）
             * 设置合理的杠杆倍数，不能为0
             */
            String leverage = "25";
            futuresApi.updateContractPositionLeverageCall(
            futuresApi.updateDualModePositionLeverageCall(
                    settle,
                    contract,
                    leverage,
                    marginMode,
                    position_mode,
                    null);
        } catch (GateApiException e) {
            System.err.println(String.format("Gate api exception, label: %s, message: %s", e.getErrorLabel(), e.getMessage()));

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

New file
@@ -0,0 +1,186 @@
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"))
 *       .contractMultiplier("0.001")
 *       .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>网格间距: 0.35%, 队列容量: 50, 保证金比例上限: 20%</li>
 *   <li>止盈: 0.5 USDT, 亏损上限: 7.5 USDT</li>
 *   <li>数量: 1 张, 合约乘数: 0.001, 环境: 测试网</li>
 * </ul>
 *
 * @author Administrator
 */
public class GateConfig {

    /** 未实现盈亏计价模式 */
    public enum PnLPriceMode {
        /** 按最新成交价计算 */
        LAST_PRICE,
        /** 按标记价格计算 */
        MARK_PRICE
    }

    /** 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;
    /** 网格队列容量 */
    private final int gridQueueSize;
    /** 保证金占初始本金比例上限 */
    private final BigDecimal marginRatioLimit;
    /** 合约乘数（单张合约代表的基础资产数量，如 BTC_USDT=0.001, ETH_USDT=0.01） */
    private final BigDecimal contractMultiplier;
    /** 未实现盈亏计价模式：最新价 / 标记价格 */
    private final PnLPriceMode unrealizedPnlPriceMode;

    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;
        this.gridQueueSize = builder.gridQueueSize;
        this.marginRatioLimit = builder.marginRatioLimit;
        this.contractMultiplier = builder.contractMultiplier;
        this.unrealizedPnlPriceMode = builder.unrealizedPnlPriceMode;
    }

    /**
     * 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 int getGridQueueSize() { return gridQueueSize; }
    public BigDecimal getMarginRatioLimit() { return marginRatioLimit; }
    public BigDecimal getContractMultiplier() { return contractMultiplier; }
    public PnLPriceMode getUnrealizedPnlPriceMode() { return unrealizedPnlPriceMode; }

    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;
        private int gridQueueSize = 50;
        private BigDecimal marginRatioLimit = new BigDecimal("0.2");
        private BigDecimal contractMultiplier = new BigDecimal("0.001");
        private PnLPriceMode unrealizedPnlPriceMode = PnLPriceMode.LAST_PRICE;

        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 Builder contractMultiplier(BigDecimal contractMultiplier) { this.contractMultiplier = contractMultiplier; return this; }
        public Builder unrealizedPnlPriceMode(PnLPriceMode mode) { this.unrealizedPnlPriceMode = mode; return this; }

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

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

@@ -3,415 +3,500 @@
import io.gate.gateapi.ApiClient;
import io.gate.gateapi.ApiException;
import io.gate.gateapi.GateApiException;
import io.gate.gateapi.api.AccountApi;
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 io.gate.gateapi.models.Position;
import lombok.extern.slf4j.Slf4j;

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

/**
 * Gate 网格交易服务类，使用 gate-api SDK 进行合约下单。
 * 策略：多空双开 → 设置止盈止损点位 → 网格循环交易
 * Gate 网格交易服务 — 策略核心。
 *
 * 测试参数：
 *   品种: XAU_USDT（黄金）
 *   杠杆: 100x（全仓）
 *   数量: 0.01 XAU
 *   网格: 0.0035（千分之三点五）
 *   整体止盈: 0.5 USDT
 *   循环次数: 3
 *   报警: 本金亏损 15%（初始本金 50 USDT）
 * <h3>策略</h3>
 * 多空双开基底 → 生成价格网格队列 → K线触达网格线 → 开仓+设止盈 → 队列动态转移。
 * 每根 K 线更新 {@code unrealizedPnl}（浮动盈亏），平仓后累加到 {@code cumulativePnl}（已实现盈亏）。
 *
 * <h3>未实现盈亏公式（正向合约）</h3>
 * <pre>
 *   多仓: 持仓量 × 合约乘数 × (计价价格 − 开仓均价)
 *   空仓: 持仓量 × 合约乘数 × (开仓均价 − 计价价格)
 * </pre>
 * 计价价格支持切换：{@link GateConfig.PnLPriceMode#LAST_PRICE 最新成交价} 或
 * {@link GateConfig.PnLPriceMode#MARK_PRICE 标记价格}（通过 {@link #setMarkPrice(BigDecimal)} 注入）。
 * 入场价和持仓量由 {@link #onPositionUpdate(String, Position.ModeEnum, BigDecimal, BigDecimal)} 实时更新。
 *
 * <h3>状态机</h3>
 * <pre>
 *   WAITING_KLINE → (首K线) → 异步双开基底
 *
 *   仓位推送(dual_long/dual_short) → 基底成交 → 记录入场价 → 双基底都成交 → 生成队列 → ACTIVE
 *
 *   ACTIVE:
 *     ├─ 每根K线 → 更新 unrealizedPnl + processShortGrid + processLongGrid
 *     │    ├─ 当前价 &lt; 空仓队列元素 → 匹配 → 开空 + 队列元素转移到多仓队列
 *     │    └─ 当前价 &gt; 多仓队列元素 → 匹配 → 开多 + 队列元素转移到空仓队列
 *     ├─ 仓位推送(非基底) → 设止盈条件单 entry × (1±gridRate)
 *     ├─ 保证金≥初始本金 marginRatioLimit → 跳过开仓，队列照常更新
 *     └─ cumulativePnl ≥ overallTp 或 ≤ -maxLoss → STOPPED
 * </pre>
 *
 * @author Administrator
 */
@Slf4j
public class GateGridTradeService {

    private final ApiClient apiClient;
    public enum StrategyState {
        WAITING_KLINE, OPENING, ACTIVE, STOPPED
    }

    private static final String AUTO_SIZE_LONG = "close_long";
    private static final String AUTO_SIZE_SHORT = "close_short";
    private static final String ORDER_TYPE_CLOSE_LONG = "close-long-position";
    private static final String ORDER_TYPE_CLOSE_SHORT = "close-short-position";

    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 int maxCycles;
    private final BigDecimal maxLoss;
    private final String quantity;
    private final String positionMode;
    private volatile StrategyState state = StrategyState.WAITING_KLINE;

    private volatile boolean strategyActive = false;
    private int currentCycle = 0;
    private BigDecimal totalProfit = BigDecimal.ZERO;
    private BigDecimal longEntryPrice;
    private BigDecimal shortEntryPrice;
    private Long longOrderId;
    private Long shortOrderId;
    /** 空仓价格队列，降序排列（大→小），容量 gridQueueSize */
    private final List<BigDecimal> shortPriceQueue = Collections.synchronizedList(new ArrayList<>());
    /** 多仓价格队列，升序排列（小→大），容量 gridQueueSize */
    private final List<BigDecimal> longPriceQueue = Collections.synchronizedList(new ArrayList<>());

    private volatile BigDecimal lastClosePrice;
    /** 基底空头入场价 */
    private BigDecimal shortBaseEntryPrice;
    /** 基底多头入场价 */
    private BigDecimal longBaseEntryPrice;
    /** 基底多头是否已开 */
    private volatile boolean baseLongOpened = false;
    /** 基底空头是否已开 */
    private volatile boolean baseShortOpened = false;

    public GateGridTradeService(String apiKey, String apiSecret,
                                 String contract, String leverage,
                                String marginMode,String positionMode,
                                 BigDecimal gridRate, BigDecimal overallTp,
                                 int maxCycles, BigDecimal maxLoss,
                                String quantity) {
        this.contract = contract;
        this.leverage = leverage;
        this.marginMode = marginMode;
        this.gridRate = gridRate;
        this.overallTp = overallTp;
        this.maxCycles = maxCycles;
        this.maxLoss = maxLoss;
        this.quantity = quantity;
        this.positionMode = positionMode;
    /** 空头是否活跃（有仓位） */
    private volatile boolean shortActive = false;
    /** 多头是否活跃（有仓位） */
    private volatile boolean longActive = false;

        this.apiClient = new ApiClient();
        this.apiClient.setBasePath("https://api-testnet.gateapi.io/api/v4");
        this.apiClient.setApiKeySecret(apiKey, apiSecret);
    private volatile BigDecimal lastKlinePrice;
    private volatile BigDecimal markPrice = BigDecimal.ZERO;
    private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
    private volatile BigDecimal unrealizedPnl = BigDecimal.ZERO;
    private volatile BigDecimal longEntryPrice = BigDecimal.ZERO;
    private volatile BigDecimal shortEntryPrice = BigDecimal.ZERO;
    private volatile BigDecimal longPositionSize = BigDecimal.ZERO;
    private volatile BigDecimal shortPositionSize = BigDecimal.ZERO;
    private Long userId;
    private volatile BigDecimal initialPrincipal = BigDecimal.ZERO;

    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：设置持仓模式 + 杠杆
     */
    // ---- 初始化 ----

    public void init() {
        try {
            futuresApi.updateContractPositionLeverageCall(
                    SETTLE, contract, leverage, marginMode, positionMode, null);
            log.info("[GateGrid] 已设置杠杆: {}x, 保证金模式: {}", leverage, marginMode);
            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] 用户ID: {}", userId);

            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            log.info("[GateGrid] 账户可用余额: {}, 总资产: {}",
                    account.getAvailable(), account.getTotal());
            String positionModeSet = account.getPositionMode();
            if (!positionMode.equals(positionModeSet)){
                futuresApi.setPositionMode(SETTLE, positionMode);
            this.initialPrincipal = new BigDecimal(account.getTotal());
            log.info("[Gate] 初始本金: {} USDT", initialPrincipal);

            if (!config.getPositionMode().equals(account.getPositionMode())) {
                futuresApi.setPositionMode(SETTLE, config.getPositionMode());
            }
            log.info("[GateGrid] 已设置双向持仓模式");
            log.info("[Gate] 持仓模式: {} 余额: {}", config.getPositionMode(), account.getAvailable());

            futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
            log.info("[Gate] 旧条件单已清除");

            closeExistingPositions();

            futuresApi.updateDualModePositionLeverageCall(
                    SETTLE, config.getContract(), config.getLeverage(),
                    config.getMarginMode(), null);
            log.info("[Gate] 杠杆: {}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] 初始化失败, 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] 初始化失败, code:{}", e.getCode());
        }
    }

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

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

    /**
     * K线回调：收到新的收盘价
     */
    public void onKline(BigDecimal closePrice) {
        lastClosePrice = closePrice;
        if (!strategyActive) {
            return;
        }
        checkPositions(closePrice);
    }

    /**
     * 多空双开
     */
    private void dualOpenPositions() {
    private void closeExistingPositions() {
        try {
            FuturesOrder longOrder = new FuturesOrder();
            longOrder.setContract(contract);
            longOrder.setSize(quantity);
            longOrder.setPrice("0");
            longOrder.setTif(FuturesOrder.TifEnum.IOC);
            longOrder.setText("t-grid-long-" + (currentCycle + 1));
            FuturesOrder longResult = futuresApi.createFuturesOrder(SETTLE, longOrder, null);
            longOrderId = longResult.getId();
            longEntryPrice = safeDecimal(longResult.getFillPrice());
            log.info("[GateGrid] 开多成功, price: {}, id: {}", longEntryPrice, longOrderId);
            placeLongTpSl(longEntryPrice);

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

            printGridInfo();
            List<Position> positions = futuresApi.listPositions(SETTLE).execute();
            if (positions == null || positions.isEmpty()) { log.info("[Gate] 无已有仓位"); return; }
            for (Position pos : positions) {
                if (!config.getContract().equals(pos.getContract())) {
                    continue;
                }
                String sizeStr = pos.getSize();
                long size = Long.parseLong(sizeStr);
                if (size == 0) {
                    continue;
                }
                String closeSize = size > 0 ? String.valueOf(-size) : String.valueOf(Math.abs(size));
                Position.ModeEnum mode = pos.getMode();
                FuturesOrder closeOrder = new FuturesOrder();
                closeOrder.setContract(config.getContract());
                closeOrder.setPrice("0");
                closeOrder.setTif(FuturesOrder.TifEnum.IOC);
                closeOrder.setReduceOnly(true);
                if (mode != null && mode.getValue() != null && mode.getValue().contains("dual")) {
                    closeOrder.setSize("0");
                    closeOrder.setClose(false);
                    closeOrder.setAutoSize(size > 0 ? FuturesOrder.AutoSizeEnum.LONG : FuturesOrder.AutoSizeEnum.SHORT);
                } else {
                    closeOrder.setSize(closeSize);
                }
                closeOrder.setText("t-grid-init-close");
                futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
                log.info("[Gate] 平已有仓位, 方向:{}, size:{}, mode:{}", size > 0 ? "多" : "空", sizeStr, mode);
            }
        } catch (GateApiException e) {
            log.error("[GateGrid] 双开失败, label: {}, msg: {}", e.getErrorLabel(), e.getMessage());
            strategyActive = false;
            log.warn("[Gate] 平仓位失败, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
        } catch (Exception e) {
            log.error("[GateGrid] 双开异常", e);
            strategyActive = false;
            log.warn("[Gate] 平仓位异常", e);
        }
    }

    private void placeLongTpSl(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);
    // ---- 启动/停止 ----

    public void startGrid() {
        if (state != StrategyState.WAITING_KLINE && state != StrategyState.STOPPED) {
            log.warn("[Gate] 策略已在运行中, state:{}", state);
            return;
        }
        state = StrategyState.WAITING_KLINE;
        cumulativePnl = BigDecimal.ZERO;
        unrealizedPnl = BigDecimal.ZERO;
        markPrice = BigDecimal.ZERO;
        longEntryPrice = BigDecimal.ZERO;
        shortEntryPrice = BigDecimal.ZERO;
        longPositionSize = BigDecimal.ZERO;
        shortPositionSize = BigDecimal.ZERO;
        baseLongOpened = false;
        baseShortOpened = false;
        longActive = false;
        shortActive = false;
        shortPriceQueue.clear();
        longPriceQueue.clear();
        log.info("[Gate] 网格策略已启动");
    }

    private void placeShortTpSl(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);
    public void stopGrid() {
        state = StrategyState.STOPPED;
        executor.cancelAllPriceTriggeredOrders();
        executor.shutdown();
        log.info("[Gate] 策略已停止, 累计盈亏: {}", cumulativePnl);
    }

    private void placePriceTriggeredOrder(BigDecimal triggerPrice,
                                           FuturesPriceTrigger.RuleEnum rule,
                                           String orderType,
                                           String autoSize) {
    // ---- K线回调 ----

    public void onKline(BigDecimal closePrice) {
        lastKlinePrice = closePrice;
        updateUnrealizedPnl();
        if (state == StrategyState.STOPPED) {
            return;
        }

        if (state == StrategyState.WAITING_KLINE) {
            state = StrategyState.OPENING;
            log.info("[Gate] 首根K线到达，开基底仓位...");
            executor.openLong(config.getQuantity(), () -> {
                log.info("[Gate] 基底多单已提交");
            }, null);
            executor.openShort(negate(config.getQuantity()), () -> {
                log.info("[Gate] 基底空单已提交");
            }, null);
            return;
        }

        if (state != StrategyState.ACTIVE) {
            return;
        }
        processShortGrid(closePrice);
        processLongGrid(closePrice);
    }

    // ---- 仓位推送回调 ----

    public void onPositionUpdate(String contract, Position.ModeEnum mode, BigDecimal size,
                                  BigDecimal entryPrice) {
        if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
            return;
        }

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

        if (Position.ModeEnum.DUAL_LONG == mode) {
            if (hasPosition) {
                longActive = true;
                longEntryPrice = entryPrice;
                longPositionSize = size;
                if (!baseLongOpened) {
                    longBaseEntryPrice = entryPrice;
                    baseLongOpened = true;
                    log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
                    tryGenerateQueues();
                } else {
                    BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.add(config.getGridRate())).setScale(1, RoundingMode.HALF_UP);
                    executor.placeTakeProfit(tpPrice,
                            FuturesPriceTrigger.RuleEnum.NUMBER_1, ORDER_TYPE_CLOSE_LONG, AUTO_SIZE_LONG);
                    log.info("[Gate] 多单止盈已设, entry:{}, tp:{}", entryPrice, tpPrice);
                }
            } else {
                longActive = false;
                longPositionSize = BigDecimal.ZERO;
            }
        } else if (Position.ModeEnum.DUAL_SHORT == mode) {
            if (hasPosition) {
                shortActive = true;
                shortEntryPrice = entryPrice;
                shortPositionSize = size.abs();
                if (!baseShortOpened) {
                    shortBaseEntryPrice = entryPrice;
                    baseShortOpened = true;
                    log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
                    tryGenerateQueues();
                } else {
                    BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.subtract(config.getGridRate())).setScale(1, RoundingMode.HALF_UP);
                    executor.placeTakeProfit(tpPrice,
                            FuturesPriceTrigger.RuleEnum.NUMBER_2, ORDER_TYPE_CLOSE_SHORT, AUTO_SIZE_SHORT);
                    log.info("[Gate] 空单止盈已设, entry:{}, tp:{}", entryPrice, tpPrice);
                }
            } else {
                shortActive = false;
                shortPositionSize = BigDecimal.ZERO;
            }
        }
    }

    // ---- 平仓推送回调 ----

    public void onPositionClose(String contract, String side, BigDecimal pnl) {
        if (state == StrategyState.STOPPED) {
            return;
        }
        cumulativePnl = cumulativePnl.add(pnl);
        log.info("[Gate] 盈亏累加:{}, 方向:{}, 累计:{}", pnl, side, cumulativePnl);

        if (cumulativePnl.compareTo(config.getOverallTp()) >= 0) {
            log.info("[Gate] 已达止盈目标 {}→已停止", cumulativePnl);
            state = StrategyState.STOPPED;
        } else if (cumulativePnl.compareTo(config.getMaxLoss().negate()) <= 0) {
            log.info("[Gate] 已达亏损上限 {}→已停止", cumulativePnl);
            state = StrategyState.STOPPED;
        }
    }

    // ---- 网格队列处理 ----

    private void tryGenerateQueues() {
        if (baseLongOpened && baseShortOpened) {
            generateShortQueue();
            generateLongQueue();
            state = StrategyState.ACTIVE;
            log.info("[Gate] 网格队列已生成, 空队首:{} → 尾:{}, 多队首:{} → 尾:{}, 已激活",
                    shortPriceQueue.get(0), shortPriceQueue.get(shortPriceQueue.size() - 1),
                    longPriceQueue.get(0), longPriceQueue.get(longPriceQueue.size() - 1));
        }
    }

    private void generateShortQueue() {
        shortPriceQueue.clear();
        BigDecimal step = config.getGridRate();
        for (int i = 1; i <= config.getGridQueueSize(); i++) {
            shortPriceQueue.add(shortBaseEntryPrice.multiply(BigDecimal.ONE.subtract(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP));
        }
        shortPriceQueue.sort((a, b) -> b.compareTo(a));
        //输出队列：shortPriceQueue;
        log.info("[Gate] 空队列:{}", shortPriceQueue);
    }

    private void generateLongQueue() {
        longPriceQueue.clear();
        BigDecimal step = config.getGridRate();
        for (int i = 1; i <= config.getGridQueueSize(); i++) {
            longPriceQueue.add(longBaseEntryPrice.multiply(BigDecimal.ONE.add(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP));
        }
        longPriceQueue.sort(BigDecimal::compareTo);
        log.info("[Gate] 多队列:{}", longPriceQueue);
    }

    private void processShortGrid(BigDecimal currentPrice) {
        List<BigDecimal> matched = new ArrayList<>();
        synchronized (shortPriceQueue) {
            for (BigDecimal p : shortPriceQueue) {
                if (p.compareTo(currentPrice) > 0) {
                    matched.add(p);
                } else {
                    break;
                }
            }
        }
        if (matched.isEmpty()) {
            return;
        }

        log.info("[Gate] 空仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);
        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过空单开仓");
        } else {
            executor.openShort(negate(config.getQuantity()), null, null);
        }

        synchronized (shortPriceQueue) {
            shortPriceQueue.removeAll(matched);
            BigDecimal min = shortPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : shortPriceQueue.get(shortPriceQueue.size() - 1);
            BigDecimal step = config.getGridRate();
            for (int i = 0; i < matched.size(); i++) {
                min = min.multiply(BigDecimal.ONE.subtract(step)).setScale(1, RoundingMode.HALF_UP);
                shortPriceQueue.add(min);
            }
            shortPriceQueue.sort((a, b) -> b.compareTo(a));
        }

        synchronized (longPriceQueue) {
            longPriceQueue.addAll(matched);
            longPriceQueue.sort(BigDecimal::compareTo);
            while (longPriceQueue.size() > config.getGridQueueSize()) {
                longPriceQueue.remove(longPriceQueue.size() - 1);
            }
        }
    }

    private void processLongGrid(BigDecimal currentPrice) {
        List<BigDecimal> matched = new ArrayList<>();
        synchronized (longPriceQueue) {
            for (BigDecimal p : longPriceQueue) {
                if (p.compareTo(currentPrice) < 0) {
                    matched.add(p);
                } else {
                    break;
                }
            }
        }
        if (matched.isEmpty()) {
            return;
        }

        log.info("[Gate] 多仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);
        if (!isMarginSafe()) {
            log.warn("[Gate] 保证金超限，跳过多单开仓");
        } else {
            executor.openLong(config.getQuantity(), null, null);
        }

        synchronized (longPriceQueue) {
            longPriceQueue.removeAll(matched);
            BigDecimal max = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(longPriceQueue.size() - 1);
            BigDecimal step = config.getGridRate();
            for (int i = 0; i < matched.size(); i++) {
                max = max.multiply(BigDecimal.ONE.add(step)).setScale(1, RoundingMode.HALF_UP);
                longPriceQueue.add(max);
            }
            longPriceQueue.sort(BigDecimal::compareTo);
        }

        synchronized (shortPriceQueue) {
            shortPriceQueue.addAll(matched);
            shortPriceQueue.sort((a, b) -> b.compareTo(a));
            while (shortPriceQueue.size() > config.getGridQueueSize()) {
                shortPriceQueue.remove(shortPriceQueue.size() - 1);
            }
        }
    }

    // ---- 保证金安全阀 ----

    private boolean isMarginSafe() {
        try {
            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);

            TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
            log.info("[GateGrid] 止盈条件单已创建, triggerPrice:{}, rule:{}, orderType:{}, autoSize:{}, id:{}",
                    triggerPrice, rule, orderType, autoSize, response.getId());
            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            BigDecimal margin = new BigDecimal(account.getPositionInitialMargin());
            BigDecimal ratio = margin.divide(initialPrincipal, 4, RoundingMode.HALF_UP);
            log.debug("[Gate] 保证金比例: {}/{}={}", margin, initialPrincipal, ratio);
            return ratio.compareTo(config.getMarginRatioLimit()) < 0;
        } catch (Exception e) {
            log.error("[GateGrid] 止盈条件单创建失败, triggerPrice:{}, rule:{}, orderType:{}, autoSize:{}",
                    triggerPrice, rule, orderType, autoSize, e);
            log.warn("[Gate] 查保证金失败，默认放行", e);
            return true;
        }
    }

    // ---- 工具 ----

    private String negate(String qty) {
        return qty.startsWith("-") ? qty.substring(1) : "-" + qty;
    }

    /**
     * 检查多空仓位是否触及止盈止损
     * 根据持仓和当前价格计算未实现盈亏。
     *
     * <h3>正向合约公式</h3>
     * <pre>
     *   多仓: 持仓量 × 合约乘数 × (计价价格 − 开仓均价)
     *   空仓: 持仓量 × 合约乘数 × (开仓均价 − 计价价格)
     * </pre>
     * 计价价格由 {@link GateConfig.PnLPriceMode} 决定：LAST_PRICE 用最新成交价，MARK_PRICE 用标记价格。
     */
    private void checkPositions(BigDecimal currentPrice) {
        if (longEntryPrice == null || shortEntryPrice == null) {
    private void updateUnrealizedPnl() {
        BigDecimal price = resolvePnlPrice();
        if (price == null || price.compareTo(BigDecimal.ZERO) == 0) {
            return;
        }
        BigDecimal multiplier = config.getContractMultiplier();
        BigDecimal longPnl = BigDecimal.ZERO;
        BigDecimal shortPnl = BigDecimal.ZERO;
        if (longPositionSize.compareTo(BigDecimal.ZERO) > 0 && longEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
            longPnl = longPositionSize.multiply(multiplier).multiply(price.subtract(longEntryPrice));
        }
        if (shortPositionSize.compareTo(BigDecimal.ZERO) > 0 && shortEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
            shortPnl = shortPositionSize.multiply(multiplier).multiply(shortEntryPrice.subtract(price));
        }
        unrealizedPnl = longPnl.add(shortPnl);

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

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

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

    private void checkStopConditions() {
        if (totalProfit.compareTo(overallTp) >= 0) {
            log.info("[GateGrid] 达到整体止盈 {} USDT，停止策略", overallTp);
            strategyActive = false;
            return;
    /**
     * 根据配置的 PnLPriceMode 返回计价价格。
     */
    private BigDecimal resolvePnlPrice() {
        if (config.getUnrealizedPnlPriceMode() == GateConfig.PnLPriceMode.MARK_PRICE
                && markPrice.compareTo(BigDecimal.ZERO) > 0) {
            return markPrice;
        }
        if (BigDecimal.ZERO.subtract(totalProfit).compareTo(maxLoss) >= 0) {
            log.info("[GateGrid] 亏损 {} 达到上限 {} USDT，停止策略", totalProfit.negate(), maxLoss);
            strategyActive = false;
            return;
        }
        if (currentCycle >= maxCycles) {
            log.info("[GateGrid] 达到最大循环次数 {}，停止策略", maxCycles);
            strategyActive = false;
            return;
        }
        log.info("[GateGrid] 进入下一轮循环: {}", currentCycle + 1);
        dualOpenPositions();
        return lastKlinePrice;
    }

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

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

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

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

    private String negateQuantity(String qty) {
        if (qty.startsWith("-")) {
            return qty.substring(1);
        }
        return "-" + qty;
    }

    private BigDecimal safeDecimal(String val) {
        if (val == null || val.isEmpty()) {
            return BigDecimal.ZERO;
        }
        return new BigDecimal(val);
    }

    public BigDecimal getLastClosePrice() {
        return lastClosePrice;
    }

    public boolean isStrategyActive() {
        return strategyActive;
    }

    public BigDecimal getTotalProfit() {
        return totalProfit;
    }

    public int getCurrentCycle() {
        return currentCycle;
    }
    public BigDecimal getLastKlinePrice() { return lastKlinePrice; }
    public void setMarkPrice(BigDecimal markPrice) { this.markPrice = markPrice; }
    public boolean isStrategyActive() { return state != StrategyState.STOPPED && state != StrategyState.WAITING_KLINE; }
    public BigDecimal getCumulativePnl() { return cumulativePnl; }
    public BigDecimal getUnrealizedPnl() { return unrealizedPnl; }
    public Long getUserId() { return userId; }
    public StrategyState getState() { return state; }
}

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

@@ -1,94 +1,107 @@
package com.xcong.excoin.modules.gateApi;

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

import java.math.BigDecimal;
import java.net.URI;
import java.net.URISyntaxException;
import java.util.*;
import java.util.ArrayList;
import java.util.List;
import java.util.concurrent.*;
import java.util.concurrent.atomic.AtomicBoolean;
import java.util.concurrent.atomic.AtomicReference;
import java.util.stream.Collectors;

/**
 * Gate K线 WebSocket 客户端类，用于连接 Gate 的 WebSocket 接口，
 * 实时获取并处理 K线（candlestick）数据。
 * 同时支持心跳检测、自动重连以及异常恢复机制。
 * Gate WebSocket 连接管理器。
 *
 * <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
 */
@SuppressWarnings("ALL")
@Slf4j
public class GateKlineWebSocketClient {
    private final CaoZuoService caoZuoService;
    private final GateWebSocketClientManager clientManager;
    private final WangGeListService wangGeListService;

    private WebSocketClient webSocketClient;
    private ScheduledExecutorService heartbeatExecutor;
    private volatile ScheduledFuture<?> pongTimeoutFuture;
    private final AtomicReference<Long> lastMessageTime = new AtomicReference<>(System.currentTimeMillis());

    // 连接状态标志
    private final AtomicBoolean isConnected = new AtomicBoolean(false);
    private final AtomicBoolean isConnecting = new AtomicBoolean(false);
    private final AtomicBoolean isInitialized = new AtomicBoolean(false);

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

    private GateGridTradeService gridTradeService;

    // 心跳超时时间(秒)，小于30秒
    private static final int HEARTBEAT_TIMEOUT = 10;

    // 共享线程池用于重连等异步任务
    /** 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-kline-worker");
        Thread t = new Thread(r, "gate-ws-worker");
        t.setDaemon(true);
        return t;
    });

    public GateKlineWebSocketClient(CaoZuoService caoZuoService,
                                    GateWebSocketClientManager clientManager,
                                    WangGeListService wangGeListService,
                                    GateGridTradeService gridTradeService
    ) {
        this.caoZuoService = caoZuoService;
        this.clientManager = clientManager;
        this.wangGeListService = wangGeListService;
        this.gridTradeService = gridTradeService;
    public GateKlineWebSocketClient(String wsUrl) {
        this.wsUrl = wsUrl;
    }

    /**
     * 初始化方法，创建并初始化WebSocket客户端实例
     * 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] 已初始化过，跳过重复初始化");
            return;
        }
        connect();
@@ -96,23 +109,23 @@
    }

    /**
     * 销毁方法，关闭WebSocket连接和相关资源
     * 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] 开始销毁...");

        if (webSocketClient != null && webSocketClient.isOpen()) {
            unsubscribeKlineChannels();
            for (GateChannelHandler handler : channelHandlers) {
                handler.unsubscribe(webSocketClient);
            }
            try {
                Thread.sleep(500);
            } catch (InterruptedException e) {
                Thread.currentThread().interrupt();
                log.warn("取消订阅等待被中断");
                log.warn("[WS] 取消订阅等待被中断");
            }
        }

        if (sharedExecutor != null && !sharedExecutor.isShutdown()) {
            sharedExecutor.shutdown();
        }

        if (webSocketClient != null && webSocketClient.isOpen()) {
@@ -120,8 +133,12 @@
                webSocketClient.closeBlocking();
            } catch (InterruptedException e) {
                Thread.currentThread().interrupt();
                log.warn("关闭WebSocket连接时被中断");
                log.warn("[WS] 关闭连接时被中断");
            }
        }

        if (sharedExecutor != null && !sharedExecutor.isShutdown()) {
            sharedExecutor.shutdown();
        }

        shutdownExecutorGracefully(heartbeatExecutor);
@@ -130,308 +147,139 @@
        }
        shutdownExecutorGracefully(sharedExecutor);

        log.info("GateKlineWebSocketClient销毁完成");
        log.info("[WS] 销毁完成");
    }

    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;

    /**
     * 建立与 Gate WebSocket 服务器的连接。
     * 设置回调函数以监听连接打开、接收消息、关闭和错误事件。
     * 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() {
        // 避免重复连接
        if (isConnecting.get()) {
            log.info("连接已在进行中，跳过重复连接请求");
        if (isConnecting.get() || !isConnecting.compareAndSet(false, true)) {
            log.info("[WS] 连接进行中，跳过重复请求");
            return;
        }
        
        if (!isConnecting.compareAndSet(false, true)) {
            log.info("连接已在进行中，跳过重复连接请求");
            return;
        }
        
        try {
            SSLConfig.configureSSL();
            System.setProperty("https.protocols", "TLSv1.2,TLSv1.3");
            String WS_URL = WS_URL_MONIPAN;
            if (isAccountType){
                WS_URL = WS_URL_SHIPAN;
            }
            URI uri = new URI(WS_URL);
            
            // 关闭之前的连接（如果存在）
            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 Kline WebSocket连接成功");
                    log.info("[WS] 连接成功");
                    isConnected.set(true);
                    isConnecting.set(false);
                    
                    // 检查应用是否正在关闭
                    if (sharedExecutor != null && !sharedExecutor.isShutdown()) {
                        resetHeartbeatTimer();
                        subscribeKlineChannels();
                        subscribePingChannels();
                        for (GateChannelHandler handler : channelHandlers) {
                            handler.subscribe(webSocketClient);
                        }
                        sendPing();
                    } else {
                        log.warn("应用正在关闭，忽略WebSocket连接成功回调");
                        log.warn("[WS] 应用正在关闭，忽略连接成功回调");
                    }
                }

                @Override
                public void onMessage(String message) {
                    lastMessageTime.set(System.currentTimeMillis());
                    handleWebSocketMessage(message);
                    handleMessage(message);
                    resetHeartbeatTimer();
                }

                @Override
                public void onClose(int code, String reason, boolean remote) {
                    log.warn("Gate Kline WebSocket连接关闭: code={}, reason={}", code, reason);
                    log.warn("[WS] 连接关闭, 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] 重连失败", e); }
                        });
                    } else {
                        log.warn("共享线程池已关闭，无法执行重连任务");
                        log.warn("[WS] 线程池已关闭，不执行重连");
                    }
                }

                @Override
                public void onError(Exception ex) {
                    log.error("Gate Kline WebSocket发生错误", ex);
                    log.error("[WS] 发生错误", ex);
                    isConnected.set(false);
                }
            };

            webSocketClient.connect();
        } catch (URISyntaxException e) {
            log.error("WebSocket URI格式错误", e);
            log.error("[WS] URI格式错误", e);
            isConnecting.set(false);
        }
    }

    /**
     * 订阅K线频道。
     * 构造 Gate 格式的订阅请求并发送给服务端。
     * payload: ["1m", "BTC_USDT"] (间隔, 合约名)
     * 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 subscribeKlineChannels() {
        JSONObject subscribeMsg = new JSONObject();
        subscribeMsg.put("time", System.currentTimeMillis() / 1000);
        subscribeMsg.put("channel", CHANNEL);
        subscribeMsg.put("event", "subscribe");

        JSONArray payload = new JSONArray();
        payload.add(GATE_INTERVAL);
        payload.add(GATE_CONTRACT);
        subscribeMsg.put("payload", payload);

        webSocketClient.send(subscribeMsg.toJSONString());
        log.info("已发送 K线频道订阅请求，合约: {}, 周期: {}", GATE_CONTRACT, GATE_INTERVAL);
    }
    private void subscribePingChannels() {
        JSONObject subscribeMsg = new JSONObject();
        subscribeMsg.put("time", System.currentTimeMillis() / 1000);
        subscribeMsg.put("channel", FUTURES_PING);
        webSocketClient.send(subscribeMsg.toJSONString());
        log.info("已发送 futures.ping");
    }

    private void unsubscribeKlineChannels() {
        JSONObject unsubscribeMsg = new JSONObject();
        unsubscribeMsg.put("time", System.currentTimeMillis() / 1000);
        unsubscribeMsg.put("channel", CHANNEL);
        unsubscribeMsg.put("event", "unsubscribe");
        JSONArray payload = new JSONArray();
        payload.add(GATE_INTERVAL);
        payload.add(GATE_CONTRACT);
        unsubscribeMsg.put("payload", payload);
        webSocketClient.send(unsubscribeMsg.toJSONString());
        log.info("已发送 K线频道取消订阅请求，合约: {}, 周期: {}", GATE_CONTRACT, GATE_INTERVAL);
    }

    /**
     * 处理从 WebSocket 收到的消息。
     * 包括订阅确认、错误响应、心跳响应以及实际的数据推送。
     *
     * @param message 来自 WebSocket 的原始字符串消息
     */
    private void handleWebSocketMessage(String message) {
    private void handleMessage(String message) {
        try {
            JSONObject response = JSON.parseObject(message);
            String channel = response.getString("channel");
            String event = response.getString("event");

            if (FUTURES_PONG.equals(channel)) {
                log.debug("收到futures.pong响应");
                log.debug("[WS] 收到 pong 响应");
                cancelPongTimeout();
            } else if ("subscribe".equals(event)) {
                log.info("{} 频道订阅成功: {}", channel, response.getJSONObject("result"));
            } else if ("unsubscribe".equals(event)) {
                log.info("{} 频道取消订阅成功", channel);
            } else if ("error".equals(event)) {
                return;
            }
            if ("subscribe".equals(event)) {
                log.info("[WS] {} 订阅成功: {}", channel, response.getJSONObject("result"));
                return;
            }
            if ("unsubscribe".equals(event)) {
                log.info("[WS] {} 取消订阅成功", channel);
                return;
            }
            if ("error".equals(event)) {
                JSONObject error = response.getJSONObject("error");
                log.error("{} 频道错误: code={}, msg={}",
                log.error("[WS] {} 错误, code:{}, msg:{}",
                        channel,
                        error != null ? error.getInteger("code") : "N/A",
                        error != null ? error.getString("message") : response.getString("msg"));
            } else if ("update".equals(event) || "all".equals(event)) {
                processPushDataV2(response);
                return;
            }
            if ("update".equals(event) || "all".equals(event)) {
                for (GateChannelHandler handler : channelHandlers) {
                    if (handler.handleMessage(response)) return;
                }
            }
        } catch (Exception e) {
            log.error("处理WebSocket消息失败: {}", message, e);
            log.error("[WS] 处理消息失败: {}", message, e);
        }
    }

    /**
     * 解析并处理K线推送数据。
     * 控制台输出K线数据，并在K线完结时触发策略和量化操作。
     *
     * @param response 包含K线数据的 JSON 对象
     */
    private void processPushDataV2(JSONObject response) {
        try {
            /**
             * Gate K线推送格式：
             * {
             *   "time": 1542162490,
             *   "time_ms": 1542162490123,
             *   "channel": "futures.candlesticks",
             *   "event": "update",
             *   "result": [
             *     {
             *       "t": 1545129300,
             *       "v": "27525555",
             *       "c": "95.4",
             *       "h": "96.9",
             *       "l": "89.5",
             *       "o": "94.3",
             *       "n": "1m_BTC_USD",
             *       "a": "314732.87412",
             *       "w": false
             *     }
             *   ]
             * }
             */
            String channel = response.getString("channel");
            if (!CHANNEL.equals(channel)) {
                return;
            }
    // ---- heartbeat ----

            JSONArray resultArray = response.getJSONArray("result");
            if (resultArray == null || resultArray.isEmpty()) {
                log.warn("K线频道数据为空");
                return;
            }

            JSONObject data = resultArray.getJSONObject(0);
            BigDecimal openPx = new BigDecimal(data.getString("o"));
            BigDecimal highPx = new BigDecimal(data.getString("h"));
            BigDecimal lowPx = new BigDecimal(data.getString("l"));
            BigDecimal closePx = new BigDecimal(data.getString("c"));
            BigDecimal vol = new BigDecimal(data.getString("v"));
            BigDecimal baseVol = new BigDecimal(data.getString("a"));
            String name = data.getString("n");
            long t = data.getLong("t");
            boolean windowClosed = data.getBooleanValue("w");
            String time = DateUtil.TimeStampToDateTime(t);

            log.info("========== Gate K线数据 ==========");
            log.info("名称(n): " + name);
            log.info("时间  : " + time);
            log.info("开盘(o): " + openPx);
            log.info("最高(h): " + highPx);
            log.info("最低(l): " + lowPx);
            log.info("收盘(c): " + closePx);
            log.info("成交量(v): " + vol);
            log.info("成交额(a): " + baseVol);
            log.info("K线完结(w): " + windowClosed);
            log.info("==================================");

            if (gridTradeService != null) {
                gridTradeService.onKline(closePx);
            }
        } catch (Exception e) {
            log.error("处理 K线频道推送数据失败", e);
        }
    }

    /**
     * 启动心跳检测任务。
     * 使用 ScheduledExecutorService 定期检查是否需要发送 ping 请求来维持连接。
     */
    private void startHeartbeat() {
        if (heartbeatExecutor != null && !heartbeatExecutor.isTerminated()) {
            heartbeatExecutor.shutdownNow();
        }

        heartbeatExecutor = Executors.newSingleThreadScheduledExecutor(r -> {
            Thread t = new Thread(r, "gate-kline-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);
    }

    /**
     * 重置心跳计时器。
     * 当收到新消息或发送 ping 后取消当前超时任务并重新安排下一次超时检查。
     */
    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);
        }
    }

    /**
     * 检查心跳超时情况。
     * 若长时间未收到任何消息则主动发送 ping 请求保持连接活跃。
     */
    private void checkHeartbeatTimeout() {
        // 只有在连接状态下才检查心跳
        if (!isConnected.get()) {
            return;
        }
        
        long currentTime = System.currentTimeMillis();
        long lastTime = lastMessageTime.get();

        if (currentTime - lastTime >= HEARTBEAT_TIMEOUT * 1000L) {
            sendPing();
        }
        if (!isConnected.get()) return;
        if (System.currentTimeMillis() - lastMessageTime.get() >= HEARTBEAT_TIMEOUT * 1000L) sendPing();
    }

    /**
     * 发送 ping 请求至 WebSocket 服务端。
     * 用于维持长连接有效性。
     */
    private void sendPing() {
        try {
            if (webSocketClient != null && webSocketClient.isOpen()) {
@@ -439,62 +287,29 @@
                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] 发送 ping 请求");
            }
        } catch (Exception e) {
            log.warn("发送ping失败", e);
        }
        } catch (Exception e) { log.warn("[WS] 发送 ping 失败", e); }
    }

    /**
     * 取消当前的心跳超时任务。
     * 在收到 pong 或其他有效消息时调用此方法避免不必要的断开重连。
     */
    private synchronized void cancelPongTimeout() {
        if (pongTimeoutFuture != null && !pongTimeoutFuture.isDone()) {
            pongTimeoutFuture.cancel(true);
        }
        if (pongTimeoutFuture != null && !pongTimeoutFuture.isDone()) pongTimeoutFuture.cancel(true);
    }

    /**
     * 执行 WebSocket 重连操作。
     * 在连接意外中断后尝试重新建立连接。
     */
    // ---- 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] 第{}次重连失败", 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] 超过最大重试次数({})，放弃重连", maxAttempts);
    }

    /**
     * 优雅关闭线程池
     */
    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 +1,209 @@
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>回调设计</h3>
 * 每个下单方法接受 onSuccess/onFailure 两个 Runnable。
 * 基底开仓时 onSuccess 用于标记基底已开，网格触发时通常为 null（成交状态由仓位推送驱动）。
 *
 * <h3>线程模型</h3>
 * <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 (基底双开 + 网格触发)
 *   GateGridTradeService.onPositionUpdate → executor.placeTakeProfit (开仓成交后设止盈)
 *   GateGridTradeService.stopGrid → executor.cancelAllPriceTriggeredOrders
 * </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。quantity 为正数（如 "10"）。
     */
    public void openLong(String quantity, Runnable onSuccess, Runnable onFailure) {
        openPosition(quantity, "t-grid-long", "开多", onSuccess, onFailure);
    }

    /**
     * 异步市价开空。quantity 为负数（如 "-10"）。
     */
    public void openShort(String quantity, Runnable onSuccess, Runnable onFailure) {
        openPosition(quantity, "t-grid-short", "开空", onSuccess, onFailure);
    }

    private void openPosition(String size, String text, String label, Runnable onSuccess, Runnable onFailure) {
        executor.execute(() -> {
            try {
                FuturesOrder order = new FuturesOrder();
                order.setContract(contract);
                order.setSize(size);
                order.setPrice("0");
                order.setTif(FuturesOrder.TifEnum.IOC);
                order.setText(text);
                FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
                log.info("[TradeExec] {}成功, 价格:{}, id:{}", label, result.getFillPrice(), result.getId());
                if (onSuccess != null) {
                    onSuccess.run();
                }
            } catch (Exception e) {
                log.error("[TradeExec] {}失败", label, e);
                if (onFailure != null) {
                    onFailure.run();
                }
            }
        });
    }

    /**
     * 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, 触发价:{}, 类型:{}, 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，清除旧单后重试");
                    try {
                        futuresApi.cancelPriceTriggeredOrderList(SETTLE, contract);
                        TriggerOrderResponse response = futuresApi.createPriceTriggeredOrder(SETTLE, order);
                        log.info("[TradeExec] 止盈单重试成功, 触发价:{}, 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, 触发价:{}", triggerPrice, e);
                }
            } catch (Exception e) {
                log.error("[TradeExec] 止盈单创建失败, 触发价:{}", 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条件单");
            } catch (Exception e) {
                log.error("[TradeExec] 清除止盈止损条件单失败", 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/GateWebSocketClientMain.java

@@ -1,19 +1,21 @@
package com.xcong.excoin.modules.gateApi;

import com.xcong.excoin.modules.okxNewPrice.OkxWebSocketClientManager;
import org.springframework.context.ApplicationContext;
import org.springframework.context.support.ClassPathXmlApplicationContext;

/**
 * Gate 网格交易的独立测试入口（main 方法）。
 * 通过 Spring XML 上下文初始化管理器，运行一段时间后手动关闭。
 *
 * @author Administrator
 */
public class GateWebSocketClientMain {
    public static void main(String[] args) throws InterruptedException {
        // 使用Spring上下文初始化管理器
        ApplicationContext context = new ClassPathXmlApplicationContext("applicationContext.xml");
        GateWebSocketClientManager manager = context.getBean(GateWebSocketClientManager.class);

        // 运行一段时间以观察结果
        Thread.sleep(1200000000L); // 运行一小时
        
        // 关闭连接
        Thread.sleep(1200000000L);

        manager.destroy();
    }
}
}

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

@@ -1,10 +1,9 @@
package com.xcong.excoin.modules.gateApi;

import com.xcong.excoin.modules.okxNewPrice.celue.CaoZuoService;
import com.xcong.excoin.modules.okxNewPrice.okxWs.wanggeList.WangGeListService;
import com.xcong.excoin.utils.RedisUtils;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionClosesChannelHandler;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionsChannelHandler;
import lombok.extern.slf4j.Slf4j;
import org.springframework.beans.factory.annotation.Autowired;
import org.springframework.stereotype.Component;

import javax.annotation.PostConstruct;
@@ -12,75 +11,90 @@
import java.math.BigDecimal;

/**
 * 管理 Gate WebSocket 客户端和网格交易服务实例
 * Gate 模块 Spring 入口，组装所有组件并管理生命周期。
 *
 * <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 ({@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</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
 */
@Slf4j
@Component
public class GateWebSocketClientManager {
    @Autowired
    private CaoZuoService caoZuoService;
    @Autowired
    private WangGeListService wangGeListService;

    private GateKlineWebSocketClient klinePriceClient;
    /** WebSocket 连接管理器 */
    private GateKlineWebSocketClient wsClient;
    /** 网格交易策略服务 */
    private GateGridTradeService gridTradeService;

    private static final String API_KEY = "d90ca272391992b8e74f8f92cedb21ec";
    private static final String API_SECRET = "1861e4f52de4bb53369ea3208d9ede38ece4777368030f96c77d27934c46c274";
    /** 统一配置 */
    private GateConfig config;

    @PostConstruct
    public void init() {
        log.info("开始初始化GateWebSocketClientManager");
        log.info("[管理器] 开始初始化...");

        try {
            gridTradeService = new GateGridTradeService(
                    API_KEY, API_SECRET,
                    "XAUT_USDT",
                    "30",
                    "cross",
                    "dual",
                    new BigDecimal("0.0035"),
                    new BigDecimal("0.5"),
                    3,
                    new BigDecimal("7.5"),
                    "10"
            );
            config = GateConfig.builder()
                    .apiKey("d90ca272391992b8e74f8f92cedb21ec")
                    .apiSecret("1861e4f52de4bb53369ea3208d9ede38ece4777368030f96c77d27934c46c274")
                    .contract("ETH_USDT")
                    .leverage("100")
                    .marginMode("cross")
                    .positionMode("dual")
                    .gridRate(new BigDecimal("0.004"))
                    .overallTp(new BigDecimal("0.5"))
                    .maxLoss(new BigDecimal("7.5"))
                    .quantity("1")
                    .contractMultiplier(new BigDecimal("0.01"))
                    .unrealizedPnlPriceMode(GateConfig.PnLPriceMode.LAST_PRICE)
                    .isProduction(false)
                    .reopenMaxRetries(3)
                    .build();

            gridTradeService = new GateGridTradeService(config);
            gridTradeService.init();

            klinePriceClient = new GateKlineWebSocketClient(caoZuoService, this, wangGeListService,gridTradeService);
            klinePriceClient.init();
            log.info("已初始化GateKlineWebSocketClient");
            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("[管理器] WS已连接, 已注册 3 个频道处理器");

            gridTradeService.startGrid();
        } catch (Exception e) {
            log.error("初始化GateWebSocketClientManager失败", e);
            log.error("[管理器] 初始化失败", e);
        }
    }

    @PreDestroy
    public void destroy() {
        log.info("开始销毁GateWebSocketClientManager");

        log.info("[管理器] 开始销毁...");
        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("GateWebSocketClientManager销毁完成");
        log.info("[管理器] 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

New file
@@ -0,0 +1,403 @@
# Gate Api 模块 — 网格交易系统

## 文件列表

| 文件 | 类型 | 说明 |
|------|------|------|
| [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 | 网格队列策略 + 保证金安全阀 + 盈亏管理 |
| [GateTradeExecutor](#gatetradeexecutor) | 异步执行器 | 独立线程池执行 REST 下单，成功/失败双回调 |
| [GateWebSocketClientMain](#gatewebsocketclientmain) | main 入口 | 独立测试启动 |
| [Example.java](#examplejava) | 示例 | Gate SDK 用法参考 |

### wsHandler 子包

| 文件 | 类型 | 说明 |
|------|------|------|
| `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 | K 线解析 → `onKline()` |
| `wsHandler/handler/PositionsChannelHandler.java` | 私有频道 | 仓位推送 → `onPositionUpdate()`（传 `Position.ModeEnum`） |
| `wsHandler/handler/PositionClosesChannelHandler.java` | 私有频道 | 平仓推送 → `onPositionClose()` |

---

## 架构总览

```
┌──────────────────────────────────────────────────────────────────┐
│                    GateWebSocketClientManager                    │
│                      (Spring @Component)                         │
│                                                                  │
│  GateConfig.builder()  →  GateGridTradeService  +  WS Client     │
│     │                         │                      │           │
│     │ REST BasePath           │ GateTradeExecutor    │ WS URL    │
│     ▼                         ▼                      ▼           │
│  Gate API (REST)        独立线程池 (async)     Gate WebSocket     │
│                      onSuccess/onFailure双回调  ┌──────────────┐  │
│                                               │Candlestick H  │  │
│                                               │Positions H    │  │
│                                               │PosCloses H    │  │
│                                               └──────────────┘  │
└──────────────────────────────────────────────────────────────────┘
```

---

## 数据流

```
WebSocket → GateKlineWebSocketClient.handleMessage → 路由 dispatch
│
├─ futures.pong → cancelPongTimeout
├─ subscribe / unsubscribe / error → log
│
├─ futures.candlesticks (公开)
│   └─ CandlestickChannelHandler
│       └─ gridTradeService.onKline(closePx)
│           ├─ 更新 unrealizedPnl（浮动盈亏）
│           ├─ state=WAITING_KLINE → 异步双开基底仓位
│           └─ state=ACTIVE → processShortGrid/processLongGrid 网格触发
│
├─ futures.positions (私有, HMAC-SHA512)
│   └─ PositionsChannelHandler
│       ├─ 解析 mode → Position.ModeEnum（DUAL_LONG / DUAL_SHORT）
│       └─ gridTradeService.onPositionUpdate(contract, mode, size, entryPrice)
│           ├─ 有仓位: 标记活跃，首次成交记录入场价并设止盈
│           │   ├─ 基底开仓 → 首次成交 → 记录基底入场价 → 双基底都成交后生成网格队列
│           │   └─ 网格开仓 → 成交后立即设止盈单
│           └─ 无仓位(size=0): 标记不活跃
│
├─ futures.position_closes (私有, HMAC-SHA512)
│   └─ PositionClosesChannelHandler
│       └─ gridTradeService.onPositionClose(contract, side, pnl)
│           └─ cumulativePnl += pnl → checkStopConditions()
│
└─ 所有下单操作
    └─ GateTradeExecutor (单线程 + 64队列 + CallerRunsPolicy)
        ├─ openLong/Short(qty, onSuccess, onFailure)
        └─ placeTakeProfit → 条件单 (REST)
```

---

## GateChannelHandler 接口体系

```
GateChannelHandler (接口)
  ├── CandlestickChannelHandler          (公开频道)
  └── AbstractPrivateChannelHandler      (私有频道基类: HMAC-SHA512)
        ├── PositionsChannelHandler       (解析 mode → Position.ModeEnum)
        └── 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
- **PositionsChannelHandler 特殊处理**: 推送的 mode 字符串（"dual_long"）通过 `Position.ModeEnum.fromValue()` 转为枚举

---

## 策略状态机

```
WAITING_KLINE ──onKline──→ OPENING ──双基底都成交──→ ACTIVE
     │                        │                         │
     │                    下单异常               ├─ 每根K线: 更新 unrealizedPnl
     │                        │                 ├─ cumPnl ≥ overallTp → STOPPED
     │                        │                 ├─ cumPnl ≤ -maxLoss → STOPPED
     │                        │                 ├─ 保证金超限 → 跳过开仓，队列照常更新
     │                        │                 └─ 网格触发 → 开仓+设止盈+队列转移
     ▼                        ▼
   STOPPED  ←──────────────────┘
```

| 状态 | 含义 |
|------|------|
| `WAITING_KLINE` | 等待首次K线价格 |
| `OPENING` | 正在异步开基底多空仓位（已提交到GateTradeExecutor） |
| `ACTIVE` | 网格队列激活，K线触发网格元素 → 开仓+止盈 |
| `STOPPED` | 停止（盈利达标 / 亏损超限） |

---

## 策略核心：网格队列机制

### 概述

策略采用"基底 + 价格网格队列"模式：先开一对基底多空仓位，然后以基底入场价为基准生成价格队列。每当K线穿破队列元素，就开新仓位并设止盈条件单，同时将穿破的元素转移到反方向队列。

### 基底开仓

```
K线到达 → 双开基底（市价开多 + 市价开空）
  → 成交回调: baseLongOpened=true, longActive=true
  → 成交回调: baseShortOpened=true, shortActive=true
  → 两者都成交 → generateShortQueue() + generateLongQueue() → state=ACTIVE
```

### 网格队列生成

以基底入场价为基准，按 `gridRate`（百分比步长）生成 N 个价格（N = gridQueueSize，默认50）：

| 队列 | 计算方式 | 排序 |
|------|---------|------|
| 空仓队列 shortPriceQueue | 基底空入场价 × (1 − gridRate × i) (i=1..N) | 降序（大→小） |
| 多仓队列 longPriceQueue | 基底多入场价 × (1 + gridRate × i) (i=1..N) | 升序（小→大） |

### K线触发网格

```
K线到达(ACTIVE状态):
│
├─ processShortGrid: 当前价 < 空仓队列元素（价格跌破了队列中的高价）
│   ├─ 匹配: 收集所有 > 当前价的空仓队列元素
│   ├─ 保证金检查: positionInitialMargin / initialPrincipal < marginRatioLimit(20%)
│   │   ├─ 安全 → openShort 开空单（成交后仓位推送会自动设止盈）
│   │   └─ 超限 → 跳过开仓，队列照常更新
│   ├─ 空仓队列: 移除匹配元素，尾部补充新价格（尾价 × (1 − gridRate)）
│   └─ 多仓队列: 接收匹配元素，升序排列，截断到 gridQueueSize
│
└─ processLongGrid: 当前价 > 多仓队列元素（价格涨超了队列中的低价）
    ├─ 匹配: 收集所有 < 当前价的多仓队列元素
    ├─ 保证金检查: 同上
    │   ├─ 安全 → openLong 开多单
    │   └─ 超限 → 跳过开仓
    ├─ 多仓队列: 移除匹配元素，尾部补充新价格（尾价 × (1 + gridRate)）
    └─ 空仓队列: 接收匹配元素，降序排列，截断到 gridQueueSize
```

### 队列转移示意

```
ETH_USDT, gridRate=0.0035, 基底空入场价=2275, 基底多入场价=2275:

初始状态:
  空仓队列: [2267.1, 2270.0, 2272.5, 2275.0]  (降序，base×0.9965, base×0.993...)
  多仓队列: [2275.0, 2277.5, 2280.0, 2282.5]  (升序，base×1.0035, base×1.007...)

价格跌到 2271 → processShortGrid 触发:
  匹配: [2275.0, 2272.5]（都 > 2271）
  
  空仓队列: 移除[2275.0,2272.5] → [2270.0,2267.1] → 补充[2267.1×0.9965≈2259.1, 2259.1×0.9965≈2251.2] → [2270.0,2267.1,2259.1,2251.2]
  多仓队列: 接收[2275.0,2272.5] → 合并后截断到4 → [2272.5,2275.0,2277.5,2280.0]
```

---

## 策略时序

### 阶段 1：启动与初始化

```
Spring @PostConstruct
  → GateConfig.builder()...build()
  → GateGridTradeService(config)
    → init():
      1. 查用户ID（用于私有频道订阅）
      2. 查账户 → 记录初始本金 initialPrincipal → 如需要切持仓模式
      3. 清除旧止盈止损条件单
      4. 查当前合约所有仓位 → 逐个市价平仓（reduce_only, IOC）
         - 单向持仓: size=相反数平仓
         - 双向持仓: size=0, close=false, autoSize=LONG/SHORT
      5. 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 → 生成网格队列

```
K线推送 → onKline(closePrice) → state=OPENING
  → executor.openLong(qty, onSuccess, onFailure)
    → 成交 → 仓位推送: DUAL_LONG, size>0, entryPrice=X
      → baseLongOpened=true, longBaseEntryPrice=X
      → tryGenerateQueues(): 双基底都成交? → 生成队列 → state=ACTIVE
  → executor.openShort(-qty, onSuccess, onFailure)
    → 成交 → 仓位推送: DUAL_SHORT, size<0, entryPrice=Y
      → baseShortOpened=true, shortBaseEntryPrice=Y
      → tryGenerateQueues(): 双基底都成交? → 生成队列 → state=ACTIVE
```

### 阶段 3：ACTIVE 状态 — K线驱动网格

```
每根K线 → onKline → updateUnrealizedPnl → processShortGrid + processLongGrid

仓位推送（每次开仓成交后自动触发）:
  → DUAL_LONG, size>0, 非基底 → 设多头止盈单 entryPrice × (1+gridRate)
  → DUAL_SHORT, size<0, 非基底 → 设空头止盈单 entryPrice × (1-gridRate)
```

> 止盈由 Gate 服务端条件单自动执行。服务端监控价格，达到触发价后自动平仓。
> 平仓后仓位变为0，盈亏通过 position_closes 频道推送到 cumulativePnl。

### 阶段 4：停止

```
平仓推送: pnl=+0.6 → cumulativePnl=0.6 ≥ overallTp(0.5) → state=STOPPED
平仓推送: pnl=-8.0 → cumulativePnl=-8.0 ≤ -maxLoss(7.5) → 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 | 补仓最大重试次数（当前版本未使用） |
| gridQueueSize | 50 | 网格价格队列容量 |
| marginRatioLimit | 0.2 | 保证金占初始本金比例上限（20%），超限跳过开仓 |
| contractMultiplier | 0.001 | 合约乘数（单张合约代表的基础资产数量） |
| unrealizedPnlPriceMode | LAST_PRICE | 未实现盈亏计价模式：LAST_PRICE / MARK_PRICE |

---

## GateTradeExecutor

**角色**: 独立线程池执行 REST API 下单。采用成功/失败双回调模式。

**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
- allowCoreThreadTimeOut: 60s 空闲后线程回收

**回调设计**:
- 每个下单方法接受 `onSuccess` 和 `onFailure` 两个 `Runnable`
- REST 调用成功 → 执行 `onSuccess`（标记基底已开等）
- REST 调用失败 → 执行 `onFailure`（当前版本多为 null，依赖 position 推送修正）

| 方法 | 说明 |
|------|------|
| `openLong(qty, onSuccess, onFailure)` | 异步 IOC 市价开多，双回调 |
| `openShort(qty, onSuccess, onFailure)` | 异步 IOC 市价开空，双回调 |
| `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**: 策略核心，管理网格队列状态和执行下单。

**状态**: `StrategyState` enum: `WAITING_KLINE` / `OPENING` / `ACTIVE` / `STOPPED`

**关键常量**:
```java
private static final String AUTO_SIZE_LONG = "close_long";
private static final String AUTO_SIZE_SHORT = "close_short";
private static final String ORDER_TYPE_CLOSE_LONG = "close-long-position";
private static final String ORDER_TYPE_CLOSE_SHORT = "close-short-position";
```

**核心数据结构**:

| 字段 | 类型 | 说明 |
|------|------|------|
| shortPriceQueue | List\<BigDecimal\> | 空仓价格队列，降序（大→小），容量 gridQueueSize |
| longPriceQueue | List\<BigDecimal\> | 多仓价格队列，升序（小→大），容量 gridQueueSize |
| shortBaseEntryPrice | BigDecimal | 基底空头入场价 |
| longBaseEntryPrice | BigDecimal | 基底多头入场价 |
| shortEntryPrice | BigDecimal | 当前空仓入场价（推送更新） |
| longEntryPrice | BigDecimal | 当前多仓入场价（推送更新） |
| shortPositionSize | BigDecimal | 当前空仓持仓量（绝对值） |
| longPositionSize | BigDecimal | 当前多仓持仓量 |
| baseLongOpened | boolean | 基底多头是否已开 |
| baseShortOpened | boolean | 基底空头是否已开 |
| longActive / shortActive | boolean | 多/空方向是否持有仓位 |
| cumulativePnl | BigDecimal | 累计已实现盈亏（平仓推送驱动） |
| unrealizedPnl | BigDecimal | 未实现盈亏（每根K线更新，浮动盈亏） |
| markPrice | BigDecimal | 标记价格（外部注入，MARK_PRICE 模式使用） |
| initialPrincipal | BigDecimal | 初始本金（启动时账户总资产） |

**回调方法**:
- `onKline(closePrice)`: 更新 lastKlinePrice → 计算 unrealizedPnl → WAITING_KLINE 时触发基底双开，ACTIVE 时驱动 processShortGrid+processLongGrid
- `onPositionUpdate(contract, mode, size, entryPrice)`: 记录当前入场价和持仓量 → 有仓位时标记活跃+设止盈，无仓位时清空持仓量并标记不活跃
- `onPositionClose(contract, side, pnl)`: 累加已实现盈亏，检查停止条件

**未实现盈亏计算** (`updateUnrealizedPnl()`):

正向合约公式（含合约乘数）：

| 方向 | 公式 |
|------|------|
| 多仓 | 持仓量 × contractMultiplier × (计价价格 − 开仓均价) |
| 空仓 | 持仓量（绝对值）× contractMultiplier × (开仓均价 − 计价价格) |

计价价格由 `unrealizedPnlPriceMode` 决定：
- `LAST_PRICE`：使用最新成交价（`lastKlinePrice`，每根 K 线更新）
- `MARK_PRICE`：使用标记价格（通过 `setMarkPrice()` 外部注入，如未注入则回退到最新成交价）

入场价和持仓量由 `onPositionUpdate` 实时推送更新。

**保证金安全阀** (`isMarginSafe()`):
- 实时查询 `positionInitialMargin / initialPrincipal`
- 比例 ≥ marginRatioLimit（默认20%）→ 跳过开仓，队列照常更新
- REST 查询失败 → 默认放行（避免因查询异常阻塞策略）

**止盈计算**:

| 方向 | 公式 | order_type | auto_size | rule |
|------|------|------------|-----------|------|
| 多头 TP | entry × (1+gridRate) | `close-long-position` | `close_long` | NUMBER_1(≥触发价) |
| 空头 TP | entry × (1-gridRate) | `close-short-position` | `close_short` | NUMBER_2(≤触发价) |

**REST API 调用**:

| 操作 | API | 方法 | 说明 |
|------|-----|------|------|
| 获取用户ID | `GET /account/detail` | `AccountApi.getAccountDetail()` | |
| 切持仓模式 | `POST /futures/usdt/set_position_mode` | `FuturesApi.setPositionMode()` | |
| 查仓位 | `GET /futures/usdt/positions` | `FuturesApi.listPositions()` | 遍历所有仓位，按合约过滤 |
| 市价平仓 | `POST /futures/usdt/orders` | `FuturesApi.createFuturesOrder()` | reduce_only, IOC。双向: size=0+close=false+autoSize |
| 设杠杆 | `POST /futures/usdt/dual_comp/positions/{contract}/leverage` | `FuturesApi.updateDualModePositionLeverageCall()` | 双向模式专用 |
| 查账户 | `GET /futures/usdt/accounts` | `FuturesApi.listFuturesAccounts()` | 获取初始本金和保证金 |
| 清除条件单 | `DELETE /futures/usdt/price_orders` | `FuturesApi.cancelPriceTriggeredOrderList()` | |
| 市价单 | `POST /futures/usdt/orders` | `FuturesApi.createFuturesOrder()` | price=0, tif=IOC |
| 条件单 | `POST /futures/usdt/price_orders` | `FuturesApi.createPriceTriggeredOrder()` | strategy=0, price_type=0, expiration=0 |

**初始化顺序** (`init()`):
```
1. 获取用户 ID
2. 查账户 → 记录初始本金 → 如需要切持仓模式
3. 清除旧的止盈止损条件单
4. 查当前合约所有仓位 → 逐个市价平仓
   - 单向持仓(single): size=相反数, reduce_only=true
   - 双向持仓(dual): size=0, close=false, autoSize=LONG/SHORT, reduce_only=true
5. 设杠杆
6. 打印账户余额
```

---

## GateWebSocketClientMain

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。

 src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/AbstractPrivateChannelHandler.java

New file
@@ -0,0 +1,146 @@
package com.xcong.excoin.modules.gateApi.wsHandler;

import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
import com.xcong.excoin.modules.gateApi.GateGridTradeService;
import lombok.extern.slf4j.Slf4j;
import org.java_websocket.client.WebSocketClient;

import javax.crypto.Mac;
import javax.crypto.spec.SecretKeySpec;
import java.nio.charset.StandardCharsets;

/**
 * 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
 */
@Slf4j
public abstract class AbstractPrivateChannelHandler implements GateChannelHandler {

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

    private final String channelName;
    private final String apiKey;
    private final String apiSecret;
    private final String contract;
    private final GateGridTradeService gridTradeService;

    public AbstractPrivateChannelHandler(String channelName,
                                          String apiKey, String apiSecret,
                                          String contract,
                                          GateGridTradeService gridTradeService) {
        this.channelName = channelName;
        this.apiKey = apiKey;
        this.apiSecret = apiSecret;
        this.contract = contract;
        this.gridTradeService = gridTradeService;
    }

    @Override
    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("[{}] 订阅成功, 合约:{}", channelName, contract);
    }

    /**
     * 发送带签名的取消订阅请求，与 subscribe 对称。
     */
    @Override
    public void unsubscribe(WebSocketClient ws) {
        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);
        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("[{}] 取消订阅成功, 合约:{}", channelName, contract);
    }

    protected GateGridTradeService getGridTradeService() { return gridTradeService; }
    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));
        msg.put("time", timeSec);
        msg.put("channel", channelName);
        msg.put("event", event);
        JSONArray payload = new JSONArray();
        payload.add(uid);
        payload.add(contract);
        msg.put("payload", payload);
        JSONObject auth = new JSONObject();
        auth.put("method", "api_key");
        auth.put("KEY", apiKey);
        auth.put("SIGN", hs512Sign(event, timeSec));
        msg.put("auth", auth);
        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;
            Mac mac = Mac.getInstance("HmacSHA512");
            SecretKeySpec spec = new SecretKeySpec(apiSecret.getBytes(StandardCharsets.UTF_8), "HmacSHA512");
            mac.init(spec);
            byte[] hash = mac.doFinal(message.getBytes(StandardCharsets.UTF_8));
            StringBuilder hex = new StringBuilder(hash.length * 2);
            for (byte b : hash) {
                hex.append(HEX_ARRAY[(b >> 4) & 0xF]);
                hex.append(HEX_ARRAY[b & 0xF]);
            }
            return hex.toString();
        } catch (Exception e) {
            log.error("[{}] 签名计算失败", channelName, e);
            return "";
        }
    }
}

 src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/GateChannelHandler.java

New file
@@ -0,0 +1,44 @@
package com.xcong.excoin.modules.gateApi.wsHandler;

import com.alibaba.fastjson.JSONObject;
import org.java_websocket.client.WebSocketClient;

/**
 * WebSocket 频道处理器接口。
 *
 * <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 {@code "futures.candlesticks"} */
    String getChannelName();

    /** 发送订阅请求 */
    void subscribe(WebSocketClient ws);

    /** 发送取消订阅请求 */
    void unsubscribe(WebSocketClient ws);

    /**
     * 处理频道推送消息。
     *
     * @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

New file
@@ -0,0 +1,102 @@
package com.xcong.excoin.modules.gateApi.wsHandler.handler;

import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
import com.xcong.excoin.modules.blackchain.service.DateUtil;
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;

import java.math.BigDecimal;

/**
 * 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)
 *       → WAITING_KLINE: 首次 K 线触发基底双开
 *       → ACTIVE: 驱动 processShortGrid + processLongGrid 网格触发
 * </pre>
 *
 * <h3>订阅格式</h3>
 * payload: {@code ["1m", contract]}
 *
 * @author Administrator
 */
@Slf4j
public class CandlestickChannelHandler implements GateChannelHandler {

    private static final String CHANNEL_NAME = "futures.candlesticks";
    private static final String INTERVAL = "1m";

    private final String contract;
    private final GateGridTradeService gridTradeService;

    public CandlestickChannelHandler(String contract, GateGridTradeService gridTradeService) {
        this.contract = contract;
        this.gridTradeService = gridTradeService;
    }

    @Override
    public String getChannelName() { return CHANNEL_NAME; }

    @Override
    public void subscribe(WebSocketClient ws) {
        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);
        msg.put("payload", payload);
        ws.send(msg.toJSONString());
        log.info("[{}] 订阅成功, 合约:{}, 周期:{}", CHANNEL_NAME, contract, INTERVAL);
    }

    @Override
    public void unsubscribe(WebSocketClient ws) {
        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);
        msg.put("payload", payload);
        ws.send(msg.toJSONString());
        log.info("[{}] 取消订阅成功", CHANNEL_NAME);
    }

    @Override
    public boolean handleMessage(JSONObject response) {
        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; }
            JSONObject data = resultArray.getJSONObject(0);
            BigDecimal closePx = new BigDecimal(data.getString("c"));

            log.info("========== Gate K线数据 ==========");
            log.info("名称: {} 时间: {}", data.getString("n"), DateUtil.TimeStampToDateTime(data.getLong("t")));
            log.info("开盘: {} 最高: {} 最低: {} 收盘: {} 成交量: {} 成交额: {} 已完结: {}",
                    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); }
        return true;
    }
}

 src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/PositionClosesChannelHandler.java

New file
@@ -0,0 +1,63 @@
package com.xcong.excoin.modules.gateApi.wsHandler.handler;

import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
import com.xcong.excoin.modules.gateApi.GateGridTradeService;
import com.xcong.excoin.modules.gateApi.wsHandler.AbstractPrivateChannelHandler;
import lombok.extern.slf4j.Slf4j;

import java.math.BigDecimal;

/**
 * 平仓频道处理器。
 *
 * <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）。
 * 止盈由 Gate 服务端条件单自动触发，平仓后仓位变为 0，盈亏通过本频道推送。
 *
 * <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
 */
@Slf4j
public class PositionClosesChannelHandler extends AbstractPrivateChannelHandler {

    private static final String CHANNEL_NAME = "futures.position_closes";

    public PositionClosesChannelHandler(String apiKey, String apiSecret,
                                         String contract,
                                         GateGridTradeService gridTradeService) {
        super(CHANNEL_NAME, apiKey, apiSecret, contract, gridTradeService);
    }

    @Override
    public boolean handleMessage(JSONObject response) {
        if (!CHANNEL_NAME.equals(response.getString("channel"))) {
            return false;
        }
        try {
            JSONArray resultArray = response.getJSONArray("result");
            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;
                }
                BigDecimal pnl = new BigDecimal(item.getString("pnl"));
                String side = item.getString("side");
                log.info("[{}] 平仓更新, 方向:{}, 盈亏:{}", 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); }
        return true;
    }
}

 src/main/java/com/xcong/excoin/modules/gateApi/wsHandler/handler/PositionsChannelHandler.java

New file
@@ -0,0 +1,68 @@
package com.xcong.excoin.modules.gateApi.wsHandler.handler;

import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
import com.xcong.excoin.modules.gateApi.GateGridTradeService;
import com.xcong.excoin.modules.gateApi.wsHandler.AbstractPrivateChannelHandler;
import io.gate.gateapi.models.Position;
import lombok.extern.slf4j.Slf4j;

import java.math.BigDecimal;

/**
 * 仓位频道处理器。
 *
 * <h3>数据用途</h3>
 * 监控仓位数量（size）和入场价（entry_price）。
 * 有仓位时（size.abs > 0）：标记方向活跃，记录入场价 → 基底首次成交记录基底入场价并等待生成网格队列，
 * 非基底成交立即设止盈条件单。无仓位时（size=0）：标记方向不活跃。
 *
 * <h3>推送字段</h3>
 * contract, mode（dual_long / dual_short）, size（正=多头，负=空头），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。
 * 止盈条件单由服务端自动触发平仓，本频道不负责开仓操作。
 *
 * @author Administrator
 */
@Slf4j
public class PositionsChannelHandler extends AbstractPrivateChannelHandler {

    private static final String CHANNEL_NAME = "futures.positions";

    public PositionsChannelHandler(String apiKey, String apiSecret,
                                    String contract,
                                    GateGridTradeService gridTradeService) {
        super(CHANNEL_NAME, apiKey, apiSecret, contract, gridTradeService);
    }

    @Override
    public boolean handleMessage(JSONObject response) {
        if (!CHANNEL_NAME.equals(response.getString("channel"))) {
            return false;
        }
        try {
            JSONArray resultArray = response.getJSONArray("result");
            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;
                }
                String modeStr = pos.getString("mode");
                Position.ModeEnum mode = Position.ModeEnum.fromValue(modeStr);
                BigDecimal size = new BigDecimal(pos.getString("size"));
                BigDecimal entryPrice = new BigDecimal(pos.getString("entry_price"));
                log.info("[{}] 持仓更新, 模式:{}, 数量:{}, 入场价:{}", CHANNEL_NAME, modeStr, 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); }
        return true;
    }
}