From 71c6e010fa536e0a062556b516767eb731b9f7e6 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Tue, 22 Sep 2026 12:47:45 +0800
Subject: [PATCH] fix(gateApi): 修复网格交易中长短仓逻辑错误
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 497 +++++++++++++++++++++++++++++++++++++++++++++++++-----
1 files changed, 447 insertions(+), 50 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
index a62052e..3a2bb2a 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/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.*;
@@ -15,6 +19,7 @@
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.*;
+import java.util.concurrent.atomic.AtomicBoolean;
import java.util.concurrent.atomic.AtomicInteger;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
@@ -109,6 +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 */
@@ -148,6 +158,8 @@
private volatile int lastLongStopLossGridId = Integer.MAX_VALUE;
/** 最近触发止损的空头网格ID */
private volatile int lastShortStopLossGridId = Integer.MAX_VALUE;
+ /** 自定义止损模式激活标记：true=尚未发生第一次止损触发，第一次触发后置 false（触发未触发侧重挂默认） */
+ private final AtomicBoolean dualStopLossModeActive = new AtomicBoolean(false);
private volatile BigDecimal lastKlinePrice;
private volatile BigDecimal markPrice = BigDecimal.ZERO;
@@ -169,8 +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 ----
@@ -362,6 +416,7 @@
accumulatedShortLossCount = 0;
lastLongStopLossGridId = Integer.MAX_VALUE;
lastShortStopLossGridId = Integer.MAX_VALUE;
+ dualStopLossModeActive.set(false);
shortPriceQueue.clear();
longPriceQueue.clear();
totalShortPriceQueue.clear();
@@ -474,7 +529,7 @@
config.isPriceDriveEnabled() &&
longActive == false &&
longPositionSize.compareTo(BigDecimal.ZERO) == 0){
- processShortGrid(closePrice);
+ processLongGrid(closePrice);
}
@@ -482,7 +537,7 @@
config.isPriceDriveEnabled() &&
shortActive == false &&
shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
- processLongGrid(closePrice);
+ processShortGrid(closePrice);
}
}
@@ -894,12 +949,6 @@
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;
// GridElement tpElemLong = GridElement.findById(tpGridIdLong);
@@ -974,56 +1023,182 @@
// );
// }
- int shortTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
- for (int id = 2; id <= shortTime; id++) {
- GridElement elem = GridElement.findById(id);
- if (elem == null) {
- continue;
- }
- BigDecimal triggerPrice = elem.getGridPrice();
- String size = config.getQuantity();
- int finalId = id;
- executor.placeTakeProfit(
- triggerPrice,
- FuturesPriceTrigger.RuleEnum.NUMBER_1,
- ORDER_TYPE_CLOSE_SHORT,
- size,
- profitId -> {
- elem.addShortStopLossOrderId(profitId);
- GridElement.refreshIndices();
- log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
- }
- );
+ if (config.isDualStopLossEnabled()) {
+ placeCustomStopLosses();
+ } else {
+ placeDefaultStopLossLadders();
}
+ state = StrategyState.ACTIVE;
+ }
+ }
+ // ========== 自定义止损（按触发价各挂一单） ==========
- int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
- for (int id = -2; id >= -longTime; id--) {
- GridElement elem = GridElement.findById(id);
- if (elem == null) {
- continue;
- }
- BigDecimal triggerPrice = elem.getGridPrice();
- String size = config.getQuantity();
- int finalId = id;
+ /**
+ * 自定义止损初始化：按多空止损触发价匹配最近网格，各挂一张覆盖全仓位（baseQuantity）的止损单。
+ * 多仓止损：NUMBER_2（价格 ≤ 触发价平多），空仓止损：NUMBER_1（价格 ≥ 触发价平空）。
+ */
+ private void placeCustomStopLosses() {
+ dualStopLossModeActive.set(true);
+ String baseQty = config.getBaseQuantity();
+ BigDecimal longPrice = config.getLongStopLossPrice();
+ BigDecimal shortPrice = config.getShortStopLossPrice();
+
+ if (longPrice != null && longPrice.compareTo(BigDecimal.ZERO) > 0) {
+ GridElement longElem = findNearestGridElementByPrice(longPrice);
+ if (longElem != null) {
+ BigDecimal triggerPrice = longElem.getGridPrice();
executor.placeTakeProfit(
triggerPrice,
FuturesPriceTrigger.RuleEnum.NUMBER_2,
ORDER_TYPE_CLOSE_LONG,
- negate(size),
+ negate(baseQty),
profitId -> {
- elem.addLongStopLossOrderId(profitId);
+ longElem.addLongStopLossOrderId(profitId);
GridElement.refreshIndices();
- log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
+ log.info("[Gate] 自定义多仓止损已挂, 目标价:{}, 匹配gridId:{}, 触发价:{}, stopLossId:{}",
+ longPrice, longElem.getId(), triggerPrice, profitId);
}
);
+ } else {
+ log.warn("[Gate] 自定义多仓止损价:{} 未匹配到任何网格", longPrice);
}
-
- log.info("[Gate] 止损止盈单已全部挂完, 空仓止损:2~{}, 多仓止损:-2~-{}", shortTime, longTime);
-
- state = StrategyState.ACTIVE;
}
+
+ if (shortPrice != null && shortPrice.compareTo(BigDecimal.ZERO) > 0) {
+ GridElement shortElem = findNearestGridElementByPrice(shortPrice);
+ if (shortElem != null) {
+ BigDecimal triggerPrice = shortElem.getGridPrice();
+ executor.placeTakeProfit(
+ triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_SHORT,
+ baseQty,
+ profitId -> {
+ shortElem.addShortStopLossOrderId(profitId);
+ GridElement.refreshIndices();
+ log.info("[Gate] 自定义空仓止损已挂, 目标价:{}, 匹配gridId:{}, 触发价:{}, stopLossId:{}",
+ shortPrice, shortElem.getId(), triggerPrice, profitId);
+ }
+ );
+ } else {
+ log.warn("[Gate] 自定义空仓止损价:{} 未匹配到任何网格", shortPrice);
+ }
+ }
+ log.info("[Gate] 自定义止损初始化完成, 多仓止损价:{}, 空仓止损价:{}", longPrice, shortPrice);
+ }
+
+ /**
+ * 默认止损阶梯（原有逻辑）：空仓从 ID=2 向上、多仓从 ID=-2 向下，各挂 baseQuantity/quantity 格、每格 quantity 张。
+ */
+ private void placeDefaultStopLossLadders() {
+ placeDefaultShortStopLossLadder();
+ placeDefaultLongStopLossLadder();
+ int shortTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
+ int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
+ log.info("[Gate] 止损止盈单已全部挂完, 空仓止损:2~{}, 多仓止损:-2~-{}", shortTime, longTime);
+ }
+
+ /**
+ * 默认空仓止损阶梯：从 ID=2 向上挂，每格 quantity 张，NUMBER_1（价格 ≥ 触发价平空）。
+ */
+ private void placeDefaultShortStopLossLadder() {
+ int shortTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
+ for (int id = 2; id <= shortTime; id++) {
+ GridElement elem = GridElement.findById(id);
+ if (elem == null) {
+ continue;
+ }
+ BigDecimal triggerPrice = elem.getGridPrice();
+ String size = config.getQuantity();
+ int finalId = id;
+ executor.placeTakeProfit(
+ triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_SHORT,
+ size,
+ profitId -> {
+ elem.addShortStopLossOrderId(profitId);
+ GridElement.refreshIndices();
+ log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
+ }
+ );
+ }
+ }
+
+ /**
+ * 默认多仓止损阶梯：从 ID=-2 向下挂，每格 quantity 张，NUMBER_2（价格 ≤ 触发价平多）。
+ */
+ private void placeDefaultLongStopLossLadder() {
+ int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
+ for (int id = -2; id >= -longTime; id--) {
+ GridElement elem = GridElement.findById(id);
+ if (elem == null) {
+ continue;
+ }
+ BigDecimal triggerPrice = elem.getGridPrice();
+ String size = config.getQuantity();
+ int finalId = id;
+ executor.placeTakeProfit(
+ triggerPrice,
+ FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_LONG,
+ negate(size),
+ profitId -> {
+ elem.addLongStopLossOrderId(profitId);
+ GridElement.refreshIndices();
+ log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
+ }
+ );
+ }
+ }
+
+ /**
+ * 按「价格 → 最近网格」匹配：返回 gridPrice 与目标价绝对值差最小的网格元素。
+ */
+ private GridElement findNearestGridElementByPrice(BigDecimal price) {
+ if (price == null || price.compareTo(BigDecimal.ZERO) <= 0) {
+ return null;
+ }
+ GridElement nearest = null;
+ BigDecimal minDiff = null;
+ for (GridElement e : config.getGridElements()) {
+ BigDecimal diff = e.getGridPrice().subtract(price).abs();
+ if (minDiff == null || diff.compareTo(minDiff) < 0) {
+ minDiff = diff;
+ nearest = e;
+ }
+ }
+ return nearest;
+ }
+
+ /**
+ * 只取消空仓止损单（保留空仓止盈），用于自定义止损首次触发时重挂未触发侧。
+ */
+ private void cancelAllShortStopLossesOnly() {
+ for (GridElement e : config.getGridElements()) {
+ for (String slId : new ArrayList<>(e.getShortStopLossOrderIds())) {
+ executor.cancelConditionalOrder(slId, oid -> {});
+ }
+ e.clearShortStopLossOrderIds();
+ }
+ GridElement.refreshIndices();
+ log.info("[Gate] 已提交取消所有空仓止损（保留止盈）");
+ }
+
+ /**
+ * 只取消多仓止损单（保留多仓止盈），用于自定义止损首次触发时重挂未触发侧。
+ */
+ private void cancelAllLongStopLossesOnly() {
+ for (GridElement e : config.getGridElements()) {
+ for (String slId : new ArrayList<>(e.getLongStopLossOrderIds())) {
+ executor.cancelConditionalOrder(slId, oid -> {});
+ }
+ e.clearLongStopLossOrderIds();
+ }
+ GridElement.refreshIndices();
+ log.info("[Gate] 已提交取消所有多仓止损（保留止盈）");
}
/**
@@ -1268,7 +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) {
@@ -1341,7 +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) {
@@ -1390,7 +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);
});
}
}
@@ -1401,7 +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,
@@ -1523,6 +1700,13 @@
}
}
+ // 自定义止损模式：第一次止损触发时，取消未触发侧（空仓）自定义止损单并重挂默认阶梯
+ if (config.isDualStopLossEnabled() && dualStopLossModeActive.compareAndSet(true, false)) {
+ cancelAllShortStopLossesOnly();
+ placeDefaultShortStopLossLadder();
+ log.info("[Gate] 自定义止损首次触发(多仓), 已取消空仓自定义止损并重挂默认阶梯");
+ }
+
}
private void handleShortStopLossTriggered(GridElement gridElement, String orderId) {
@@ -1573,6 +1757,13 @@
log.info("[Gate] 空仓止损触发, 取消gridId:{}的空单,{}", cancelGridId, cancelOrderId);
});
}
+ }
+
+ // 自定义止损模式：第一次止损触发时，取消未触发侧（多仓）自定义止损单并重挂默认阶梯
+ if (config.isDualStopLossEnabled() && dualStopLossModeActive.compareAndSet(true, false)) {
+ cancelAllLongStopLossesOnly();
+ placeDefaultLongStopLossLadder();
+ log.info("[Gate] 自定义止损首次触发(空仓), 已取消多仓自定义止损并重挂默认阶梯");
}
}
@@ -1799,7 +1990,8 @@
return;
}
- int totalOrders = filledQty / qty;
+ // [Gate] 止损只针对初始开仓仓位(baseQuantity)，加仓部分只做止盈
+ int totalOrders = baseQty / qty;
int[] orders = new int[gridCount];
if (gridCount == 1) {
@@ -1861,7 +2053,8 @@
return;
}
- int totalOrders = filledQty / qty;
+ // [Gate] 止损只针对初始开仓仓位(baseQuantity)，加仓部分只做止盈
+ int totalOrders = baseQty / qty;
int[] orders = new int[gridCount];
if (gridCount == 1) {
@@ -2128,6 +2321,210 @@
/** 注入WS客户端，用于订阅状态检查 */
public void setWsClient(GateKlineWebSocketClient wsClient) { this.wsClient = wsClient; }
+ // ========== 手动控制（Station 指令） ==========
+
+ /**
+ * 手动取消多仓止盈 + 止损挂单，并同步清理对应 GridElement 的挂单记录。
+ */
+ public void cancelLongTakeProfitAndStopLoss() {
+ submitManualTask(this::cancelAllLongTakeProfitsAndStopLosses);
+ }
+
+ /**
+ * 手动取消空仓止盈 + 止损挂单，并同步清理对应 GridElement 的挂单记录。
+ */
+ public void cancelShortTakeProfitAndStopLoss() {
+ submitManualTask(this::cancelAllShortTakeProfitsAndStopLosses);
+ }
+
+ /**
+ * 手动重新生成多仓止盈 + 止损挂单，逻辑与挂单成交（onAutoOrder）一致：
+ * 先撤多仓所有止盈止损，再按交易所最新持仓重挂止损阶梯，超额部分挂止盈到空仓第一止损位。
+ */
+ public void rebuildLongTakeProfitAndStopLoss() {
+ submitManualTask(() -> {
+ cancelAllLongTakeProfitsAndStopLosses();
+ int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
+ if (posSize <= 0) {
+ log.warn("[Gate] 生成多仓止盈止损失败：无多仓持仓");
+ return;
+ }
+ extendLongStopLoss(posSize, 0);
+ if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) {
+ placeExcessTakeProfit(posSize, true);
+ } else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
+ placeDispersedTakeProfit(posSize, true, 0);
+ }
+ log.info("[Gate] 生成多仓止盈止损完成, 仓位:{}张", posSize);
+ });
+ }
+
+ /**
+ * 手动重新生成空仓止盈 + 止损挂单，逻辑与挂单成交（onAutoOrder）一致：
+ * 先撤空仓所有止盈止损，再按交易所最新持仓重挂止损阶梯，超额部分挂止盈到多仓第一止损位。
+ */
+ public void rebuildShortTakeProfitAndStopLoss() {
+ submitManualTask(() -> {
+ cancelAllShortTakeProfitsAndStopLosses();
+ int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
+ if (posSize <= 0) {
+ log.warn("[Gate] 生成空仓止盈止损失败：无空仓持仓");
+ return;
+ }
+ extendShortStopLoss(posSize, 0);
+ if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) {
+ placeExcessTakeProfit(posSize, false);
+ } else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
+ placeDispersedTakeProfit(posSize, false, 0);
+ }
+ log.info("[Gate] 生成空仓止盈止损完成, 仓位:{}张", posSize);
+ });
+ }
+
+ /**
+ * 多单平仓：市价平掉多仓 → 撤多仓所有挂单并更新 GridElement → 交由价格驱动（onKline→processGrid）重新入场。
+ */
+ public void closeLongPosition() {
+ submitManualTask(() -> closePositionByMode(Position.ModeEnum.DUAL_LONG, true));
+ }
+
+ /**
+ * 空单平仓：市价平掉空仓 → 撤空仓所有挂单并更新 GridElement → 交由价格驱动（onKline→processGrid）重新入场。
+ */
+ public void closeShortPosition() {
+ submitManualTask(() -> closePositionByMode(Position.ModeEnum.DUAL_SHORT, false));
+ }
+
+ /**
+ * 统一提交手动操作任务。策略停止（executor 已关闭）时直接忽略，避免 RejectedExecutionException。
+ */
+ private void submitManualTask(Runnable task) {
+ if (state == StrategyState.STOPPED) {
+ log.warn("[Gate] 策略已停止，忽略手动操作");
+ return;
+ }
+ executor.submitTask(task);
+ }
+
+ /**
+ * 按持仓模式市价平仓（reduceOnly + IOC），随后撤该方向所有挂单（止盈/止损/入场单）、
+ * 更新 GridElement，并清空 active 与持仓量标记，让价格驱动在下一根 K 线重新挂入场单。
+ *
+ * @param mode 持仓模式（DUAL_LONG / DUAL_SHORT）
+ * @param isLong true=多仓，false=空仓
+ */
+ private void closePositionByMode(Position.ModeEnum mode, boolean isLong) {
+ String sideLabel = isLong ? "多" : "空";
+ // 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) {
+ String sizeStr = pos.getSize();
+ long size = Long.parseLong(sizeStr);
+ if (size != 0) {
+ Position.ModeEnum posMode = pos.getMode();
+ FuturesOrder closeOrder = new FuturesOrder();
+ closeOrder.setContract(config.getContract());
+ closeOrder.setPrice("0");
+ closeOrder.setTif(FuturesOrder.TifEnum.IOC);
+ closeOrder.setReduceOnly(true);
+ if (posMode != null && posMode.getValue() != null && posMode.getValue().contains("dual")) {
+ closeOrder.setSize("0");
+ closeOrder.setClose(false);
+ closeOrder.setAutoSize(size > 0 ? FuturesOrder.AutoSizeEnum.LONG : FuturesOrder.AutoSizeEnum.SHORT);
+ } else {
+ closeOrder.setSize(size > 0 ? String.valueOf(-size) : String.valueOf(Math.abs(size)));
+ }
+ closeOrder.setText("t-grid-manual-close");
+ 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) {
+ log.warn("[Gate] 手动平{}仓失败", sideLabel, e);
+ }
+
+ // 2. 撤该方向所有挂单 + 更新 GridElement
+ if (isLong) {
+ cancelAllLongTakeProfitsAndStopLosses();
+ cancelAllLongEntryOrders();
+ longActive = false;
+ longPositionSize = BigDecimal.ZERO;
+ } else {
+ cancelAllShortTakeProfitsAndStopLosses();
+ cancelAllShortEntryOrders();
+ shortActive = false;
+ shortPositionSize = BigDecimal.ZERO;
+ }
+ log.info("[Gate] {}仓已平仓并清理挂单，交由价格驱动重新入场", sideLabel);
+ }
+
+ /**
+ * 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() {
+ for (GridElement e : config.getGridElements()) {
+ for (String oid : new ArrayList<>(e.getLongOrderIds())) {
+ executor.cancelConditionalOrder(oid, o -> {});
+ }
+ e.getLongTraderParam().setEntryOrderId(null);
+ e.getLongTraderParam().setEntryOrderPlaced(false);
+ e.setHasLongOrder(false);
+ e.clearLongOrderIds();
+ }
+ GridElement.refreshIndices();
+ log.info("[Gate] 已提交取消所有多仓入场单");
+ }
+
+ /**
+ * 取消所有空仓入场单（条件开仓单），并清空 GridElement 的空仓挂单记录。
+ */
+ private void cancelAllShortEntryOrders() {
+ for (GridElement e : config.getGridElements()) {
+ for (String oid : new ArrayList<>(e.getShortOrderIds())) {
+ executor.cancelConditionalOrder(oid, o -> {});
+ }
+ e.getShortTraderParam().setEntryOrderId(null);
+ e.getShortTraderParam().setEntryOrderPlaced(false);
+ e.setHasShortOrder(false);
+ e.clearShortOrderIds();
+ }
+ GridElement.refreshIndices();
+ log.info("[Gate] 已提交取消所有空仓入场单");
+ }
+
// ========== 止损查表辅助方法 ==========
/** 找到第一个有多仓止损单的网格（首个匹配即返回） */
--
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