From bfdc12228b83caa6f9f42411ab80d3832440cf08 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 13 Jul 2026 10:40:24 +0800
Subject: [PATCH] refactor(gateApi): 优化止损订单管理逻辑

---
 src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java |  365 ++++++++++++++++-----------------------------------
 1 files changed, 117 insertions(+), 248 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 ffe25cc..39b1c43 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -1,4 +1,4 @@
-package com.xcong.excoin.modules.gateApi;
+package com.xcong.excoin.modules.gateApi;
 
 import cn.hutool.core.collection.CollUtil;
 import cn.hutool.core.util.StrUtil;
@@ -138,8 +138,6 @@
     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;
-    /** 是否首次挂单成交(初始化后重置为 true,首次成交后置 false) */
-    private volatile boolean firstFillAfterInit = true;
 
     private volatile BigDecimal lastKlinePrice;
     private volatile BigDecimal markPrice = BigDecimal.ZERO;
@@ -309,7 +307,6 @@
         shortActive = false;
         accumulatedLongLossCount = 0;
         accumulatedShortLossCount = 0;
-        firstFillAfterInit = true;
         shortPriceQueue.clear();
         longPriceQueue.clear();
         totalShortPriceQueue.clear();
@@ -594,21 +591,20 @@
             return;
         }
 
-        // [Gate-需求1] 多仓止盈触发:清空止盈状态 + 取消最远多仓止损 + 检查是否最后一个止盈
+        // [Gate-需求1] 多仓止盈触发:清空止盈状态 + 取消最近多仓止损
         GridElement longTpElem = GridElement.findByLongTakeProfitOrderId(orderId);
         if (longTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
             longTakeProfitTraderIdParam(longTpElem, null, false);
             log.info("[Gate] 多仓止盈触发 gridId:{}, orderId:{}", longTpElem.getId(), orderId);
-            cancelFarthestLongStopLoss();
-//            checkLastTakeProfitAndRestart();
+            cancelNearestLongStopLoss();
             return;
         }
-        // [Gate-需求1] 空仓止盈触发:清空止盈状态 + 取消最远空仓止损 + 检查是否最后一个止盈
+        // [Gate-需求1] 空仓止盈触发:清空止盈状态 + 取消最近空仓止损
         GridElement shortTpElem = GridElement.findByShortTakeProfitOrderId(orderId);
         if (shortTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
             shortTakeProfitTraderIdParam(shortTpElem, null, false);
             log.info("[Gate] 空仓止盈触发 gridId:{}, orderId:{}", shortTpElem.getId(), orderId);
-            cancelFarthestShortStopLoss();
+            cancelNearestShortStopLoss();
 //            checkLastTakeProfitAndRestart();
             return;
         }
@@ -631,11 +627,6 @@
             if (shortGridElement.isHasShortOrder() && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
                 int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
                 shortEntryTraderIdParam(shortGridElement, null, false);
-//                // 首次挂单成交,取消初始化阶段挂的所有止盈单
-//                if (firstFillAfterInit) {
-//                    cancelAllInitialTakeProfits();
-//                    firstFillAfterInit = false;
-//                }
                 // [Gate-需求2] 加仓后先撤空仓所有止盈+止损,再查交易所持仓后重挂
                 cancelAllShortTakeProfitsAndStopLosses();
                 // REST 查询可能因交易所延迟返回旧值,与 WS 本地缓存取最大值兜底
@@ -677,7 +668,7 @@
 //                    // 找多仓第一个(最近的)止损位置
 //                    int firstLongSlId = 0;
 //                    for (GridElement e : config.getGridElements()) {
-//                        if (e.getLongStopLossOrderId() != null) {
+//                        if (e.hasLongStopLossOrders()) {
 //                            if (firstLongSlId == 0 || e.getId() > firstLongSlId) {
 //                                firstLongSlId = e.getId();
 //                            }
@@ -713,11 +704,6 @@
 
                 int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
                 longEntryTraderIdParam(longGridElement, null, false);
-                // 首次挂单成交,取消初始化阶段挂的所有止盈单
-                if (firstFillAfterInit) {
-                    cancelAllInitialTakeProfits();
-                    firstFillAfterInit = false;
-                }
                 // [Gate-需求2] 加仓后先撤多仓所有止盈+止损,再查交易所持仓后重挂
                 cancelAllLongTakeProfitsAndStopLosses();
                 // REST 查询可能因交易所延迟返回旧值,与 WS 本地缓存取最大值兜底
@@ -759,7 +745,7 @@
 //                    // 找空仓第一个(最近的)止损位置
 //                    int firstShortSlId = 0;
 //                    for (GridElement e : config.getGridElements()) {
-//                        if (e.getShortStopLossOrderId() != null) {
+//                        if (e.hasShortStopLossOrders()) {
 //                            if (firstShortSlId == 0 || e.getId() < firstShortSlId) {
 //                                firstShortSlId = e.getId();
 //                            }
@@ -915,7 +901,7 @@
 //                        ORDER_TYPE_CLOSE_SHORT,
 //                        size,
 //                        profitId -> {
-//                            elemShort.setShortStopLossOrderId(profitId);
+//                            elemShort.addShortStopLossOrderId(profitId);
 //                            GridElement.refreshIndices();
 //                            log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", shortTime, triggerPrice, profitId);
 //                        }
@@ -934,7 +920,7 @@
 //                        ORDER_TYPE_CLOSE_LONG,
 //                        negate(size),
 //                        profitId -> {
-//                            elemLong.setLongStopLossOrderId(profitId);
+//                            elemLong.addLongStopLossOrderId(profitId);
 //                            GridElement.refreshIndices();
 //                            log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", longTime, triggerPrice, profitId);
 //                        }
@@ -956,7 +942,7 @@
                         ORDER_TYPE_CLOSE_SHORT,
                         size,
                         profitId -> {
-                            elem.setShortStopLossOrderId(profitId);
+                            elem.addShortStopLossOrderId(profitId);
                             GridElement.refreshIndices();
                             log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                         }
@@ -980,7 +966,7 @@
                         ORDER_TYPE_CLOSE_LONG,
                         negate(size),
                         profitId -> {
-                            elem.setLongStopLossOrderId(profitId);
+                            elem.addLongStopLossOrderId(profitId);
                             GridElement.refreshIndices();
                             log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
                         }
@@ -1304,7 +1290,7 @@
     }
 
     private void handleLongStopLossTriggered(GridElement gridElement) {
-        gridElement.setLongStopLossOrderId(null);
+        gridElement.clearLongStopLossOrderIds();
 
         accumulatedLongLossCount++;
         int gridId = gridElement.getId();
@@ -1386,7 +1372,7 @@
     }
 
     private void handleShortStopLossTriggered(GridElement gridElement) {
-        gridElement.setShortStopLossOrderId(null);
+        gridElement.clearShortStopLossOrderIds();
 
         accumulatedShortLossCount++;
         int gridId = gridElement.getId();
@@ -1566,48 +1552,50 @@
     }
 
     /**
-     * 取消最远的多仓止损订单。
-     * 多仓止损在 gridId 负方向,最远 = id 最小。
+     * 取消最近的多仓止损订单(A 位置,gridId 最大即最接近 0)。
+     * 多仓止损在 gridId 负方向,A = gridId-2,是三个位置中 ID 最大(最接近 0)的那个。
      */
-    private void cancelFarthestLongStopLoss() {
-        GridElement farthest = null;
+    private void cancelNearestLongStopLoss() {
+        GridElement nearest = null;
         for (GridElement e : config.getGridElements()) {
-            if (e.getLongStopLossOrderId() != null) {
-                if (farthest == null || e.getId() < farthest.getId()) {
-                    farthest = e;
+            if (e.hasLongStopLossOrders()) {
+                if (nearest == null || e.getId() > nearest.getId()) {
+                    nearest = e;
                 }
             }
         }
-        if (farthest != null) {
-            String slId = farthest.getLongStopLossOrderId();
-            farthest.setLongStopLossOrderId(null);
+        if (nearest != null && nearest.hasLongStopLossOrders()) {
+            List<String> ids = nearest.getLongStopLossOrderIds();
+            String slId = ids.get(0); // 取第一个(最早加入的 = A 位置第一单)
+            nearest.removeLongStopLossOrderId(slId);
             GridElement.refreshIndices();
-            GridElement finalFarthest = farthest;
+            GridElement finalNearest = nearest;
             executor.cancelConditionalOrder(slId, oid ->
-                    log.info("[Gate] 止盈触发, 取消最远多仓止损 gridId:{}, orderId:{}", finalFarthest.getId(), slId));
+                    log.info("[Gate] 止盈触发, 取消最近多仓止损 gridId:{}, orderId:{}", finalNearest.getId(), slId));
         }
     }
 
     /**
-     * 取消最远的空仓止损订单。
-     * 空仓止损在 gridId 正方向,最远 = id 最大。
+     * 取消最近的空仓止损订单(A 位置,gridId 最小即最接近 0)。
+     * 空仓止损在 gridId 正方向,A = gridId+2,是三个位置中 ID 最小(最接近 0)的那个。
      */
-    private void cancelFarthestShortStopLoss() {
-        GridElement farthest = null;
+    private void cancelNearestShortStopLoss() {
+        GridElement nearest = null;
         for (GridElement e : config.getGridElements()) {
-            if (e.getShortStopLossOrderId() != null) {
-                if (farthest == null || e.getId() > farthest.getId()) {
-                    farthest = e;
+            if (e.hasShortStopLossOrders()) {
+                if (nearest == null || e.getId() < nearest.getId()) {
+                    nearest = e;
                 }
             }
         }
-        if (farthest != null) {
-            String slId = farthest.getShortStopLossOrderId();
-            farthest.setShortStopLossOrderId(null);
+        if (nearest != null && nearest.hasShortStopLossOrders()) {
+            List<String> ids = nearest.getShortStopLossOrderIds();
+            String slId = ids.get(0); // 取第一个(最早加入的 = A 位置第一单)
+            nearest.removeShortStopLossOrderId(slId);
             GridElement.refreshIndices();
-            GridElement finalFarthest = farthest;
+            GridElement finalNearest = nearest;
             executor.cancelConditionalOrder(slId, oid ->
-                    log.info("[Gate] 止盈触发, 取消最远空仓止损 gridId:{}, orderId:{}", finalFarthest.getId(), slId));
+                    log.info("[Gate] 止盈触发, 取消最近空仓止损 gridId:{}, orderId:{}", finalNearest.getId(), slId));
         }
     }
 
@@ -1621,11 +1609,10 @@
                 e.setLongTakeProfitOrderId(null);
                 executor.cancelConditionalOrder(tpId, oid -> {});
             }
-            String slId = e.getLongStopLossOrderId();
-            if (slId != null) {
-                e.setLongStopLossOrderId(null);
+            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盈+止损");
@@ -1641,11 +1628,10 @@
                 e.setShortTakeProfitOrderId(null);
                 executor.cancelConditionalOrder(tpId, oid -> {});
             }
-            String slId = e.getShortStopLossOrderId();
-            if (slId != null) {
-                e.setShortStopLossOrderId(null);
+            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盈+止损");
@@ -1674,206 +1660,89 @@
         log.info("[Gate] 首次成交,取消所有初始化止盈单");
     }
 
-    // ========== 止损追单 ==========
+    // ========== 止损追单(新逻辑:3 个固定位置,每个位置挂多个 1 张止损单) ==========
 
-    private void extendLongStopLoss(int filledQty,int gridId) {
-        int furthestSlId = 0;
-        for (GridElement e : config.getGridElements()) {
-            if (e.getLongStopLossOrderId() != null && e.getId() < furthestSlId) {
-                furthestSlId = e.getId();
-            }
-        }
+    /**
+     * 多仓止损追单 — 3 个固定位置,从近到远分配合约。
+     * A(gridId-2): (filledQty/qty - 2) 个独立止损单,每个 qty 张
+     * B(gridId-3): 1 个止损单,qty 张
+     * C(gridId-4): 1 个止损单,qty 张
+     * 注意:多仓止损在 gridId 负方向,触发价 ≤ 网格价。
+     */
+    private void extendLongStopLoss(int filledQty, int gridId) {
+        int qty = Integer.parseInt(config.getQuantity());
+        int aCount = Math.max(0, filledQty / qty - 2);
+        log.info("[Gate] 多仓追挂止损, 成交{}张, gridId:{}, A({})x{}  B({})x1  C({})x1",
+                filledQty, gridId, gridId - 2, aCount, gridId - 3, gridId - 4);
 
-//        int interval  = 1;
-//        if (furthestSlId == 0) {
-//            furthestSlId = gridId;
-//            interval = 2;
-//        }
-//        int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
-//        log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
-//        for (int i = 0; i < stopLossCount; i++) {
-//            int newSlId = furthestSlId - i - interval;
-//            GridElement elem = GridElement.findById(newSlId);
-//            if (elem == null) {
-//                continue;
-//            }
-//            BigDecimal triggerPrice = elem.getGridPrice();
-//            int finalSlId = newSlId;
-//            executor.placeTakeProfit(
-//                    triggerPrice,
-//                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
-//                    ORDER_TYPE_CLOSE_LONG,
-//                    negate(config.getQuantity()),
-//                    profitId -> {
-//                        elem.setLongStopLossOrderId(profitId);
-//                        GridElement.refreshIndices();
-//                        log.info("[Gate] 多仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
-//                    }
-//            );
-//        }
-
-        int parseInt = Integer.parseInt(config.getQuantity());
-        int total = filledQty - parseInt;
-        if (total > parseInt) {
-            String firstNum = String.valueOf(total);
-            log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, 2);
-            int newSlId = gridId - 2;
-            GridElement elem = GridElement.findById(newSlId);
-            if (elem != null) {
-                BigDecimal triggerPrice = elem.getGridPrice();
-                int finalSlId = newSlId;
-                executor.placeTakeProfit(
-                        triggerPrice,
-                        FuturesPriceTrigger.RuleEnum.NUMBER_2,
-                        ORDER_TYPE_CLOSE_LONG,
-                        negate(firstNum),
-                        profitId -> {
-                            elem.setLongStopLossOrderId(profitId);
-                            GridElement.refreshIndices();
-                            log.info("[Gate] 多仓止损追加, gridId:{}, 触发价:{}, 数量:{}, stopLossId:{}", finalSlId, triggerPrice, firstNum, profitId);
-                        }
-                );
-            }
-            int newSecendSlId = gridId - 3;
-            GridElement elemSecend = GridElement.findById(newSecendSlId);
-            if (elemSecend != null) {
-                BigDecimal triggerPrice = elemSecend.getGridPrice();
-                int finalSlId = newSecendSlId;
-                executor.placeTakeProfit(
-                        triggerPrice,
-                        FuturesPriceTrigger.RuleEnum.NUMBER_2,
-                        ORDER_TYPE_CLOSE_LONG,
-                        negate(config.getQuantity()),
-                        profitId -> {
-                            elemSecend.setLongStopLossOrderId(profitId);
-                            GridElement.refreshIndices();
-                            log.info("[Gate] 多仓止损追加, gridId:{}, 触发价:{}, 数量:{}, stopLossId:{}", finalSlId, triggerPrice, config.getQuantity(), profitId);
-                        }
-                );
-            }
-        }
-        if (total == parseInt){
-            String firstNum = config.getQuantity();
-            log.info("[Gate] 多仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, 1);
-            int newSlId = gridId - 2;
-            GridElement elem = GridElement.findById(newSlId);
-            if (elem != null) {
-                BigDecimal triggerPrice = elem.getGridPrice();
-                int finalSlId = newSlId;
-                executor.placeTakeProfit(
-                        triggerPrice,
-                        FuturesPriceTrigger.RuleEnum.NUMBER_2,
-                        ORDER_TYPE_CLOSE_LONG,
-                        negate(firstNum),
-                        profitId -> {
-                            elem.setLongStopLossOrderId(profitId);
-                            GridElement.refreshIndices();
-                            log.info("[Gate] 多仓止损追加, gridId:{}, 触发价:{}, 数量:{}, stopLossId:{}", finalSlId, triggerPrice, firstNum, profitId);
-                        }
-                );
-            }
-        }
-
+        // A 位置:挂 aCount 个独立止损单
+        placeStopLossOrders(gridId - 2, aCount, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
+                ORDER_TYPE_CLOSE_LONG, true);
+        // B 位置:挂 1 个
+        placeStopLossOrders(gridId - 3, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
+                ORDER_TYPE_CLOSE_LONG, true);
+        // C 位置:挂 1 个
+        placeStopLossOrders(gridId - 4, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
+                ORDER_TYPE_CLOSE_LONG, true);
     }
 
+    /**
+     * 空仓止损追单 — 3 个固定位置,从近到远分配合约。
+     * A(gridId+2): (filledQty/qty - 2) 个独立止损单,每个 qty 张
+     * B(gridId+3): 1 个止损单,qty 张
+     * C(gridId+4): 1 个止损单,qty 张
+     * 注意:空仓止损在 gridId 正方向,触发价 ≥ 网格价。
+     */
     private void extendShortStopLoss(int filledQty, int gridId) {
-        int furthestSlId = 0;
-        for (GridElement e : config.getGridElements()) {
-            if (e.getShortStopLossOrderId() != null && e.getId() > furthestSlId) {
-                furthestSlId = e.getId();
-            }
-        }
+        int qty = Integer.parseInt(config.getQuantity());
+        int aCount = Math.max(0, filledQty / qty - 2);
+        log.info("[Gate] 空仓追挂止损, 成交{}张, gridId:{}, A({})x{}  B({})x1  C({})x1",
+                filledQty, gridId, gridId + 2, aCount, gridId + 3, gridId + 4);
 
-//        int interval  = 1;
-//        if (furthestSlId == 0) {
-//            furthestSlId = gridId;
-//            interval = 2;
-//        }
-//        int stopLossCount = filledQty / Integer.parseInt(config.getQuantity());
-//        log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, stopLossCount);
-//        for (int i = 0; i < stopLossCount; i++) {
-//            int newSlId = furthestSlId + i + interval;
-//            GridElement elem = GridElement.findById(newSlId);
-//            if (elem == null) {
-//                continue;
-//            }
-//            BigDecimal triggerPrice = elem.getGridPrice();
-//            int finalSlId = newSlId;
-//            executor.placeTakeProfit(
-//                    triggerPrice,
-//                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
-//                    ORDER_TYPE_CLOSE_SHORT,
-//                    config.getQuantity(),
-//                    profitId -> {
-//                        elem.setShortStopLossOrderId(profitId);
-//                        GridElement.refreshIndices();
-//                        log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
-//                    }
-//            );
-//        }
+        // A 位置:挂 aCount 个独立止损单
+        placeStopLossOrders(gridId + 2, aCount, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
+                ORDER_TYPE_CLOSE_SHORT, false);
+        // B 位置:挂 1 个
+        placeStopLossOrders(gridId + 3, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
+                ORDER_TYPE_CLOSE_SHORT, false);
+        // C 位置:挂 1 个
+        placeStopLossOrders(gridId + 4, 1, qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
+                ORDER_TYPE_CLOSE_SHORT, false);
+    }
 
-        int parseInt = Integer.parseInt(config.getQuantity());
-        int total = filledQty - parseInt;
-        if (total > parseInt) {
-            String firstNum = String.valueOf(total);
-            log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, 2);
-            int newSlId = gridId + 2;
-            GridElement elem = GridElement.findById(newSlId);
-            if (elem != null) {
-                BigDecimal triggerPrice = elem.getGridPrice();
-                int finalSlId = newSlId;
-                executor.placeTakeProfit(
-                        triggerPrice,
-                        FuturesPriceTrigger.RuleEnum.NUMBER_1,
-                        ORDER_TYPE_CLOSE_SHORT,
-                        firstNum,
-                        profitId -> {
-                            elem.setShortStopLossOrderId(profitId);
-                            GridElement.refreshIndices();
-                            log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, 数量:{}, stopLossId:{}", finalSlId, triggerPrice, firstNum, profitId);
-                        }
-                );
-            }
-            int newSecendSlId = gridId + 2;
-            GridElement elemSecend = GridElement.findById(newSecendSlId);
-            if (elemSecend != null) {
-                BigDecimal triggerPrice = elemSecend.getGridPrice();
-                int finalSlId = newSecendSlId;
-                executor.placeTakeProfit(
-                        triggerPrice,
-                        FuturesPriceTrigger.RuleEnum.NUMBER_1,
-                        ORDER_TYPE_CLOSE_SHORT,
-                        config.getQuantity(),
-                        profitId -> {
-                            elemSecend.setShortStopLossOrderId(profitId);
-                            GridElement.refreshIndices();
-                            log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, 数量:{}, stopLossId:{}", finalSlId, triggerPrice, config.getQuantity(), profitId);
-                        }
-                );
-            }
+    /**
+     * 在指定网格位置挂 count 个独立止损单,每个 size 张。
+     */
+    private void placeStopLossOrders(int gridId, int count, int qty,
+                                      FuturesPriceTrigger.RuleEnum rule,
+                                      String orderType, boolean isLong) {
+        if (count <= 0) {
+            return;
         }
-        if (total == parseInt) {
-            String firstNum = config.getQuantity();
-            log.info("[Gate] 空仓追挂止损, 当前最远止损gridId:{}, 成交{}张, 追加{}个止损单", furthestSlId, filledQty, 1);
-            int newSlId = gridId + 2;
-            GridElement elem = GridElement.findById(newSlId);
-            if (elem != null) {
-                BigDecimal triggerPrice = elem.getGridPrice();
-                int finalSlId = newSlId;
-                executor.placeTakeProfit(
-                        triggerPrice,
-                        FuturesPriceTrigger.RuleEnum.NUMBER_1,
-                        ORDER_TYPE_CLOSE_SHORT,
-                        firstNum,
-                        profitId -> {
-                            elem.setShortStopLossOrderId(profitId);
-                            GridElement.refreshIndices();
-                            log.info("[Gate] 空仓止损追加, gridId:{}, 触发价:{}, 数量:{}, stopLossId:{}", finalSlId, triggerPrice, firstNum, profitId);
-                        }
-                );
-            }
+        GridElement elem = GridElement.findById(gridId);
+        if (elem == null) {
+            log.warn("[Gate] 止损挂单位置不存在, gridId:{}", gridId);
+            return;
         }
-
+        BigDecimal triggerPrice = elem.getGridPrice();
+        for (int i = 0; i < count; i++) {
+            String size = isLong ? negate(String.valueOf(qty)) : String.valueOf(qty);
+            int finalGridId = gridId;
+            int finalI = i;
+            executor.placeTakeProfit(
+                    triggerPrice, rule, orderType, size,
+                    profitId -> {
+                        if (isLong) {
+                            elem.addLongStopLossOrderId(profitId);
+                        } else {
+                            elem.addShortStopLossOrderId(profitId);
+                        }
+                        GridElement.refreshIndices();
+                        log.info("[Gate] {}止损追加, gridId:{}, 触发价:{}, 第{}单, stopLossId:{}",
+                                isLong ? "多仓" : "空仓", finalGridId, triggerPrice, finalI + 1, profitId);
+                    }
+            );
+        }
     }
 
     // ---- 工具 ----

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