pom.xml

@@ -40,7 +40,7 @@
        <dependency>
            <groupId>io.gate</groupId>
            <artifactId>gate-api</artifactId>
            <version>7.2.78</version>
            <version>7.2.144</version>
            <scope>compile</scope>
        </dependency>
    

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

@@ -153,6 +153,8 @@
            return GateConfig.EXCESS_TP_OFF;
        }
        switch (raw.trim()) {
            case "off":
                return GateConfig.EXCESS_TP_OFF;
            case "true":
            case "concentrated":
                return GateConfig.EXCESS_TP_CONCENTRATED;

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

@@ -3,9 +3,13 @@
import cn.hutool.core.collection.CollUtil;
import cn.hutool.core.util.StrUtil;
import com.xcong.excoin.utils.dingtalk.DingTalkUtils;
import com.google.gson.ExclusionStrategy;
import com.google.gson.FieldAttributes;
import com.google.gson.Gson;
import io.gate.gateapi.ApiClient;
import io.gate.gateapi.ApiException;
import io.gate.gateapi.GateApiException;
import io.gate.gateapi.JSON;
import io.gate.gateapi.api.AccountApi;
import io.gate.gateapi.api.FuturesApi;
import io.gate.gateapi.models.*;
@@ -110,6 +114,11 @@
    private final FuturesApi futuresApi;
    private static final String SETTLE = "usdt";

    /** 手动市价平仓遭遇价格保护(MARKET_PRICE_TOO_DEVIATED)后的重试次数 */
    private static final int CLOSE_POSITION_RETRY_MAX_ATTEMPTS = 3;
    /** 手动市价平仓遭遇价格保护后的重试间隔（毫秒） */
    private static final long CLOSE_POSITION_RETRY_DELAY_MS = 800L;

    private volatile StrategyState state = StrategyState.WAITING_KLINE;

    /** 空仓价格队列，降序排列（大→小），容量 gridQueueSize */
@@ -172,8 +181,50 @@
        ApiClient apiClient = new ApiClient();
        apiClient.setBasePath(config.getRestBasePath());
        apiClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
        // 修复 gate-api SDK finishAs 枚举不完整导致的反序列化失败（见 buildLenientJson）
        apiClient.setJSON(buildLenientJson());
        this.futuresApi = new FuturesApi(apiClient);
        this.executor = new GateTradeExecutor(apiClient, config.getContract());
    }

    /**
     * 构建容错的 JSON 序列化器，跳过部分枚举不完整字段的反序列化。
     *
     * <p>gate-api SDK 的枚举定义滞后于交易所实际返回值，反序列化未知枚举值时
     * {@code fromValue} 会抛 {@link IllegalArgumentException}，导致接口被误判为失败。
     * 已确认业务不使用以下字段，因此通过 Gson 排除策略直接跳过其解析：
     * <ul>
     *   <li>{@code finishAs}：{@code FuturesOrder.FinishAsEnum} 缺少
     *       {@code price_rate_protected}（价格保护）等值（如日志
     *       {@code Unexpected value 'price_rate_proteced'}）；</li>
     *   <li>{@code posMarginMode}：{@code FuturesPriceTriggeredOrder.PosMarginModeEnum}
     *       只定义 {@code cross}/{@code dual}，而 {@code cancelPriceTriggeredOrderList}
     *       会返回组合值 {@code cross|dual}（如日志 {@code Unexpected value 'cross|dual'}）。</li>
     * </ul>
     */
    private static JSON buildLenientJson() {
        JSON json = new JSON();
        Gson gson = json.getGson().newBuilder()
                .setExclusionStrategies(new ExclusionStrategy() {
                    @Override
                    public boolean shouldSkipField(FieldAttributes f) {
                        if ("finishAs".equals(f.getName())) {
                            return true;
                        }
                        // 仅跳过 FuturesPriceTriggeredOrder 的 posMarginMode，避免误伤
                        // FuturesOrder / Position 的同名字段（二者语义为 isolated/cross）
                        return "posMarginMode".equals(f.getName())
                                && FuturesPriceTriggeredOrder.class.equals(f.getDeclaringClass());
                    }

                    @Override
                    public boolean shouldSkipClass(Class<?> clazz) {
                        return false;
                    }
                })
                .create();
        json.setGson(gson);
        return json;
    }

    // ---- 初始化 ----
@@ -478,7 +529,7 @@
                config.isPriceDriveEnabled() &&
                longActive == false &&
                    longPositionSize.compareTo(BigDecimal.ZERO) == 0){
            processShortGrid(closePrice);
            processLongGrid(closePrice);
        }


@@ -486,7 +537,7 @@
                config.isPriceDriveEnabled() &&
                shortActive == false &&
                        shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
            processLongGrid(closePrice);
            processShortGrid(closePrice);
        }
    }

@@ -897,12 +948,6 @@
            generateShortQueue();
            generateLongQueue();
            updateGridElements();

            GridElement baseGridElement = GridElement.findById(0);
            baseGridElement.setLongOrderId(baseLongTraderParam.getEntryOrderId());
            baseGridElement.setHasLongOrder(true);
            baseGridElement.setShortOrderId(baseShortTraderParam.getEntryOrderId());
            baseGridElement.setHasShortOrder(true);

//            // 空仓止损对应的多仓止盈：多仓止盈挂在ID=3
//            int tpGridIdLong = 3;
@@ -1398,7 +1443,8 @@
    }


    private void processShortGrid(BigDecimal currentPrice) {
    /** 多仓仓位归零后，在当前价上方最近网格重新挂多单（遍历 totalLongPriceQueue 升序）。 */
    private void processLongGrid(BigDecimal currentPrice) {
        BigDecimal matched = BigDecimal.ZERO;
        synchronized (totalLongPriceQueue) {
            for (BigDecimal p : totalLongPriceQueue) {
@@ -1471,7 +1517,8 @@

    }

    private void processLongGrid(BigDecimal currentPrice) {
    /** 空仓仓位归零后，在当前价下方最近网格重新挂空单（遍历 totalShortPriceQueue 降序）。 */
    private void processShortGrid(BigDecimal currentPrice) {
        BigDecimal matched = BigDecimal.ZERO;
        synchronized (totalShortPriceQueue) {
            for (BigDecimal p : totalShortPriceQueue) {
@@ -1520,7 +1567,7 @@
                                    GridElement finalCancelCursor = cancelCursor;
                                    executor.cancelConditionalOrder(shortOrderId, oid -> {
                                        shortEntryTraderIdParam(finalCancelCursor, shortOrderId, false);
                                        log.info("[Gate] 空仓仓位归零, 取消gridId:{}的多单{}", finalCancelCursor.getId(), shortOrderId);
                                        log.info("[Gate] 空仓仓位归零, 取消gridId:{}的空单{}", finalCancelCursor.getId(), shortOrderId);
                                    });
                                }
                            }
@@ -1531,7 +1578,7 @@
                        if (!newEntryGrid.isHasShortOrder() && !hasShortOrderAbove){
                            BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                            String size = quantity;
                            log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
                            log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张空单",
                                    newEntryGrid.getId(),  size);
                            newEntryGrid.getShortTraderParam().setQuantity(size);
                            placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
@@ -2368,7 +2415,7 @@
     */
    private void closePositionByMode(Position.ModeEnum mode, boolean isLong) {
        String sideLabel = isLong ? "多" : "空";
        // 1. 市价平掉对应方向仓位
        // 1. 市价平掉对应方向仓位（价格保护拒绝时重试）
        try {
            Position pos = queryPosition(mode);
            if (pos != null) {
@@ -2389,8 +2436,26 @@
                        closeOrder.setSize(size > 0 ? String.valueOf(-size) : String.valueOf(Math.abs(size)));
                    }
                    closeOrder.setText("t-grid-manual-close");
                    futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
                    log.info("[Gate] 手动平{}仓, size:{}, mode:{}", sideLabel, sizeStr, posMode);
                    for (int attempt = 1; attempt <= CLOSE_POSITION_RETRY_MAX_ATTEMPTS; attempt++) {
                        try {
                            futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
                            log.info("[Gate] 手动平{}仓, size:{}, mode:{}", sideLabel, sizeStr, posMode);
                            break;
                        } catch (Exception e) {
                            if (attempt < CLOSE_POSITION_RETRY_MAX_ATTEMPTS && isPriceProtectionRejected(e)) {
                                log.warn("[Gate] 手动平{}仓遭遇价格保护, 第{}次失败, {}ms后重试: {}",
                                        sideLabel, attempt, CLOSE_POSITION_RETRY_DELAY_MS, e.getMessage());
                                try {
                                    Thread.sleep(CLOSE_POSITION_RETRY_DELAY_MS);
                                } catch (InterruptedException ie) {
                                    Thread.currentThread().interrupt();
                                    break;
                                }
                            } else {
                                throw e;
                            }
                        }
                    }
                }
            }
        } catch (Exception e) {
@@ -2413,6 +2478,20 @@
    }

    /**
     * 判断异常是否为市价单价格保护拒绝（{@code MARKET_PRICE_TOO_DEVIATED}）。
     *
     * <p>该错误是交易所对市价单的保护：当盘口价相对最新价偏离超过滑点比率时拒绝下单，
     * 属于瞬时行情错误，等待行情稳定后重试通常可成功。
     */
    private boolean isPriceProtectionRejected(Exception e) {
        if (e instanceof GateApiException) {
            String label = ((GateApiException) e).getErrorLabel();
            return label != null && label.contains("PRICE_TOO_DEVIATED");
        }
        return false;
    }

    /**
     * 取消所有多仓入场单（条件开仓单），并清空 GridElement 的多仓挂单记录。
     */
    private void cancelAllLongEntryOrders() {

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

@@ -1,6 +1,7 @@
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;
@@ -58,6 +59,10 @@
    private static final int TRIGGER_ORDER_RETRY_MAX_ATTEMPTS = 3;
    /** 止盈/止损条件单创建失败后的重试间隔（毫秒） */
    private static final long TRIGGER_ORDER_RETRY_DELAY_MS = 500L;
    /** 市价单遭遇价格保护(MARKET_PRICE_TOO_DEVIATED)后的重试次数 */
    private static final int OPEN_POSITION_RETRY_MAX_ATTEMPTS = 3;
    /** 市价单遭遇价格保护后的重试间隔（毫秒） */
    private static final long OPEN_POSITION_RETRY_DELAY_MS = 800L;

    /** Gate U 本位合约 REST API */
    private final FuturesApi futuresApi;
@@ -138,26 +143,59 @@
     */
    private void openPosition(String size, String text, String label, Consumer<String> 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());
                String orderId = String.valueOf(result.getId());
                if (onSuccess != null) {
                    onSuccess.accept(orderId);
                }
            } catch (Exception e) {
                log.error("[TradeExec] {}失败", label, e);
                if (onFailure != null) {
                    onFailure.run();
            for (int attempt = 1; attempt <= OPEN_POSITION_RETRY_MAX_ATTEMPTS; attempt++) {
                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());
                    String orderId = String.valueOf(result.getId());
                    if (onSuccess != null) {
                        onSuccess.accept(orderId);
                    }
                    return;
                } catch (Exception e) {
                    if (attempt < OPEN_POSITION_RETRY_MAX_ATTEMPTS && isPriceProtectionRejected(e)) {
                        log.warn("[TradeExec] {}遭遇价格保护(MARKET_PRICE_TOO_DEVIATED), 第{}次失败, {}ms后重试: {}",
                                label, attempt, OPEN_POSITION_RETRY_DELAY_MS, e.getMessage());
                        try {
                            Thread.sleep(OPEN_POSITION_RETRY_DELAY_MS);
                        } catch (InterruptedException ie) {
                            Thread.currentThread().interrupt();
                            break;
                        }
                    } else {
                        log.error("[TradeExec] {}失败", label, e);
                        if (onFailure != null) {
                            onFailure.run();
                        }
                        return;
                    }
                }
            }
            log.error("[TradeExec] {}重试{}次后仍失败", label, OPEN_POSITION_RETRY_MAX_ATTEMPTS);
            if (onFailure != null) {
                onFailure.run();
            }
        });
    }

    /**
     * 判断异常是否为市价单价格保护拒绝（{@code MARKET_PRICE_TOO_DEVIATED}）。
     *
     * <p>该错误是交易所对市价单的保护：当盘口价相对最新价偏离超过滑点比率时拒绝下单，
     * 属于瞬时行情错误，等待行情稳定后重试通常可成功，因此区别于其他致命错误单独识别。
     */
    private boolean isPriceProtectionRejected(Exception e) {
        if (e instanceof GateApiException) {
            String label = ((GateApiException) e).getErrorLabel();
            return label != null && label.contains("PRICE_TOO_DEVIATED");
        }
        return false;
    }

    /**
@@ -219,18 +257,33 @@
     * size 与止盈单保持一致（负=平多，正=平空）。
     */
    private void marketClose(String size) {
        try {
            FuturesOrder order = new FuturesOrder();
            order.setContract(contract);
            order.setSize(size);
            order.setPrice("0");
            order.setTif(FuturesOrder.TifEnum.IOC);
            order.setReduceOnly(true);
            order.setText("t-grid-mkt-close");
            FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
            log.info("[TradeExec] 市价止盈成功, 价格:{}, size:{}, id:{}", result.getFillPrice(), size, result.getId());
        } catch (Exception e) {
            log.error("[TradeExec] 市价止盈也失败, size:{}", size, e);
        for (int attempt = 1; attempt <= OPEN_POSITION_RETRY_MAX_ATTEMPTS; attempt++) {
            try {
                FuturesOrder order = new FuturesOrder();
                order.setContract(contract);
                order.setSize(size);
                order.setPrice("0");
                order.setTif(FuturesOrder.TifEnum.IOC);
                order.setReduceOnly(true);
                order.setText("t-grid-mkt-close");
                FuturesOrder result = futuresApi.createFuturesOrder(SETTLE, order, null);
                log.info("[TradeExec] 市价止盈成功, 价格:{}, size:{}, id:{}", result.getFillPrice(), size, result.getId());
                return;
            } catch (Exception e) {
                if (attempt < OPEN_POSITION_RETRY_MAX_ATTEMPTS && isPriceProtectionRejected(e)) {
                    log.warn("[TradeExec] 市价止盈遭遇价格保护, 第{}次失败, {}ms后重试: {}",
                            attempt, OPEN_POSITION_RETRY_DELAY_MS, e.getMessage());
                    try {
                        Thread.sleep(OPEN_POSITION_RETRY_DELAY_MS);
                    } catch (InterruptedException ie) {
                        Thread.currentThread().interrupt();
                        break;
                    }
                } else {
                    log.error("[TradeExec] 市价止盈也失败, size:{}", size, e);
                    return;
                }
            }
        }
    }

@@ -285,7 +338,7 @@
    /**
     * <b>遗留方法 — 当前条件单策略未使用</b>
     *
     * <p>异步取消指定限价单。当前策略改用 {@link #cancelConditionalOrder(String)}。
     * <p>异步取消指定限价单。当前策略改用 。
     *
     * @param orderId 订单 ID，为 null 时跳过
     */
@@ -295,7 +348,7 @@
        }
        executor.execute(() -> {
            try {
                FuturesOrder cancelled = futuresApi.cancelFuturesOrder(SETTLE, orderId, null);
                FuturesOrder cancelled = futuresApi.cancelFuturesOrder(SETTLE, orderId, null, null);
                log.info("[TradeExec] 订单已取消, id:{}, status:{}", orderId, cancelled.getStatus());
                if (onSuccess != null) {
                    onSuccess.accept(orderId);