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

@@ -134,6 +134,11 @@
    /** 多头是否活跃（有仓位） */
    private volatile boolean longActive = false;

    /** 多头累计止损张数（加仓订单成交后归零） */
    private volatile int accumulatedLongLossCount = 0;
    /** 空头累计止损张数（加仓订单成交后归零） */
    private volatile int accumulatedShortLossCount = 0;

    private volatile BigDecimal lastKlinePrice;
    private volatile BigDecimal markPrice = BigDecimal.ZERO;
    private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
@@ -300,6 +305,8 @@
        baseShortOpened = false;
        longActive = false;
        shortActive = false;
        accumulatedLongLossCount = 0;
        accumulatedShortLossCount = 0;
        shortPriceQueue.clear();
        longPriceQueue.clear();
        currentLongOrderIds.clear();
@@ -609,6 +616,7 @@
                int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
                shortEntryTraderIdParam(shortGridElement, null, false);
                extendShortStopLoss(filledQty,shortGridElement.getId());
                accumulatedShortLossCount = 0; // 加仓订单成交，重置止损累计
                log.info("[Gate] 空单成交 gridId:{}", filledQty);

                // 空仓持仓超过baseQuantity时，从gridId-2开始向外追挂止盈
@@ -647,6 +655,7 @@
                int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
                longEntryTraderIdParam(longGridElement, null, false);
                extendLongStopLoss(filledQty,longGridElement.getId());
                accumulatedLongLossCount = 0; // 加仓订单成交，重置止损累计
                log.info("[Gate] 多单成交 gridId:{}", filledQty);

                // 多仓持仓超过baseQuantity时，从gridId+2开始向外追挂止盈
@@ -1021,25 +1030,27 @@
                    GridElement newEntryGrid = GridElement.findById(upId);

                    if (newEntryGrid != null) {
//                        log.info("[Gate-2] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
                        if (!newEntryGrid.isHasLongOrder()) {
                            BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                            String size = config.getBaseQuantity();
                            log.info("[Gate] 多仓仓位归零 gridId:{}, 挂{}基础张多单",
                                    newEntryGrid.getId(),  size);
                            newEntryGrid.getLongTraderParam().setQuantity(size);
                            placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                                    FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
                        }


                        GridElement cancelGridElement = GridElement.findById(newEntryGrid.getUpId());
                        String quantity = cancelGridElement != null
                                ? cancelGridElement.getLongTraderParam().getQuantity()
                                : config.getBaseQuantity();
                        if (cancelGridElement != null && cancelGridElement.isHasLongOrder()) {
                            String longOrderId = cancelGridElement.getLongOrderId();
                            executor.cancelConditionalOrder(longOrderId, oid -> {
                                longEntryTraderIdParam(cancelGridElement, null, false);
                                log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", cancelGridElement.getId(),longOrderId);
                            });
                        }
//                        log.info("[Gate-2] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
                        if (!newEntryGrid.isHasLongOrder()) {
                            BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                            String size = quantity;
                            log.info("[Gate] 多仓仓位归零 gridId:{}, 挂{}基础张多单",
                                    newEntryGrid.getId(),  size);
                            newEntryGrid.getLongTraderParam().setQuantity(size);
                            placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                                    FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
                        }
                    }
                }
@@ -1069,18 +1080,12 @@
                    GridElement newEntryGrid = GridElement.findById(downId);

                    if (newEntryGrid != null) {
//                        log.info("[Gate-4] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
                        if (!newEntryGrid.isHasShortOrder()){
                            BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                            String size = config.getBaseQuantity();
                            log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
                                    newEntryGrid.getId(),  size);
                            newEntryGrid.getShortTraderParam().setQuantity(size);
                            placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                                    FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
                        }

                        GridElement cancelGridElement = GridElement.findById(newEntryGrid.getDownId());

                        String quantity = cancelGridElement != null
                                ? cancelGridElement.getShortTraderParam().getQuantity()
                                : config.getBaseQuantity();
                        /**
                         * 看是否有空仓挂单，有就取消
                         */
@@ -1090,6 +1095,16 @@
                                shortEntryTraderIdParam(cancelGridElement, null, false);
                                log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", cancelGridElement.getId(),shortOrderId);
                            });
                        }
//                        log.info("[Gate-4] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
                        if (!newEntryGrid.isHasShortOrder()){
                            BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                            String size = quantity;
                            log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
                                    newEntryGrid.getId(),  size);
                            newEntryGrid.getShortTraderParam().setQuantity(size);
                            placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                                    FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
                        }

                    }
@@ -1114,12 +1129,9 @@

        BigDecimal triggerPrice = newEntryGrid.getGridPrice();

        BigDecimal baseQuantity = new BigDecimal(config.getBaseQuantity());
        BigDecimal subtract = baseQuantity.subtract(longPositionSize);
        String size = new BigDecimal(config.getQuantity()).add(new BigDecimal(config.getQuantity())).toString();
        if (subtract.compareTo(BigDecimal.ZERO) > 0){
            size = subtract.add(new BigDecimal(config.getQuantity())).toString();
        }
        // 累计止损张数 + 当前止损量作为追单size，不再依赖positionSize（避免WS竞态）
        accumulatedLongLossCount += Integer.parseInt(config.getQuantity());
        String size = String.valueOf(accumulatedLongLossCount + Integer.parseInt(config.getQuantity()));
        log.info("[Gate] 多仓止损触发 gridId:{}, 在gridId:{}挂{}基础张多单",
                gridId, newEntryGridId, size);

@@ -1172,13 +1184,9 @@

        BigDecimal triggerPrice = newEntryGrid.getGridPrice();

        BigDecimal baseQuantity = new BigDecimal(config.getBaseQuantity());
        BigDecimal subtract = baseQuantity.subtract(shortPositionSize);

        String size = new BigDecimal(config.getQuantity()).add(new BigDecimal(config.getQuantity())).toString();
        if (subtract.compareTo(BigDecimal.ZERO) > 0){
            size = subtract.add(new BigDecimal(config.getQuantity())).toString();
        }
        // 累计止损张数 + 当前止损量作为追单size，不再依赖positionSize（避免WS竞态）
        accumulatedShortLossCount += Integer.parseInt(config.getQuantity());
        String size = String.valueOf(accumulatedShortLossCount + Integer.parseInt(config.getQuantity()));
        log.info("[Gate] 空仓止损触发 gridId:{}, 在gridId:{}挂{}基础张空单",
                gridId, newEntryGridId, size);
        newEntryGrid.getShortTraderParam().setQuantity(size);
@@ -1226,7 +1234,7 @@
        }
        log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 追加{}张", furthestSlId, filledQty);
        for (int i = 0; i < filledQty; i++) {
            int newSlId = furthestSlId - i - 1;
            int newSlId = furthestSlId - i - 2;
            GridElement elem = GridElement.findById(newSlId);
            if (elem == null) {
                continue;
@@ -1259,7 +1267,7 @@
        }
        log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 追加{}张", furthestSlId, filledQty);
        for (int i = 0; i < filledQty; i++) {
            int newSlId = furthestSlId + i + 1;
            int newSlId = furthestSlId + i + 2;
            GridElement elem = GridElement.findById(newSlId);
            if (elem == null) {
                continue;

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

@@ -64,10 +64,10 @@
                    .leverage("100")
                    .marginMode("CROSS")
                    .positionMode("dual")
                    .gridRate(new BigDecimal("0.0035"))
                    .gridRate(new BigDecimal("0.0025"))
                    .expectedProfit(new BigDecimal("2.5"))
                    .maxLoss(new BigDecimal("1.5"))
                    .baseQuantity("6")
                    .baseQuantity("1")
                    .quantity("1")
                    .maxPositionSize(2)
                    .priceScale(2)