package com.xcong.excoin.modules.okxNewPrice;

import cn.hutool.core.util.StrUtil;
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
import com.xcong.excoin.modules.okxNewPrice.okxpi.config.OKXAccount;
import com.xcong.excoin.modules.okxNewPrice.okxpi.config.enums.HttpMethod;
import com.xcong.excoin.modules.okxNewPrice.okxpi.config.utils.OKXContants;
import com.xcong.excoin.utils.dingtalk.DingTalkUtils;
import lombok.extern.slf4j.Slf4j;

import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.*;

/**
 * OKX 网格交易策略引擎 — 多空对冲网格。
 *
 * <h3>策略原理</h3>
 * 对齐 Gate 版本逻辑：以空仓基底入场价为价格基准，向上/向下各生成价格网格队列。
 * 价格触发网格层级时挂条件单，成交后自动挂止盈单。
 *
 * <h3>完整生命周期</h3>
 * <pre>
 *   startGrid() → WAITING_KLINE
 *     ↓
 *   onKline(首根K线) → OPENING → 异步市价双开基底（开多+开空）
 *     ↓
 *   onPositionUpdate() → 基底成交 → baseLongOpened && baseShortOpened
 *     ↓
 *   tryGenerateQueues() → generateShortQueue()+generateLongQueue()+updateGridElements()
 *     → 挂基座止损单 + state=ACTIVE
 *     ↓
 *   ACTIVE 状态每根K线:
 *     processShortGrid() + processLongGrid() → 匹配队列 → 挂条件单 → 订单成交后挂止盈
 *     ↓
 *   onPositionClose() → cumulativePnl 累加 → 检查停止条件
 * </pre>
 *
 * <h3>OKX vs Gate 差异</h3>
 * <ul>
 *   <li>OKX 使用 side(buy/sell)+posSide(long/short) 下单，而非 size 正负</li>
 *   <li>条件单使用 algo order (ordType=conditional)</li>
 *   <li>止盈止损通过 algo order 实现</li>
 * </ul>
 *
 * @author Administrator
 */
@Slf4j
public class OkxGridTradeService {

    public enum StrategyState {
        WAITING_KLINE, OPENING, ACTIVE, STOPPED
    }

    private final OkxConfig config;
    private final OkxTradeExecutor executor;
    private final OKXAccount okxAccount;

    private volatile StrategyState state = StrategyState.WAITING_KLINE;

    /** 空仓价格队列，降序排列（大→小） */
    private final List<BigDecimal> shortPriceQueue = Collections.synchronizedList(new ArrayList<>());
    /** 多仓价格队列，升序排列（小→大） */
    private final List<BigDecimal> longPriceQueue = Collections.synchronizedList(new ArrayList<>());

    /** 当前多仓条件单映射：algoId → 止盈价格 */
    private final Map<String, BigDecimal> currentLongOrderIds = Collections.synchronizedMap(new LinkedHashMap<>());
    /** 当前空仓条件单映射：algoId → 止盈价格 */
    private final Map<String, BigDecimal> currentShortOrderIds = Collections.synchronizedMap(new LinkedHashMap<>());

    /** 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;

    private volatile boolean shortActive = false;
    private volatile boolean longActive = false;

    private volatile BigDecimal lastKlinePrice;
    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 volatile BigDecimal initialPrincipal = BigDecimal.ZERO;

    public OkxGridTradeService(OkxConfig config, OKXAccount okxAccount) {
        this.config = config;
        this.okxAccount = okxAccount;
        this.executor = new OkxTradeExecutor(okxAccount, config.getInstId(), config.getTdMode());
    }

    // ---- 初始化 ----

    /**
     * 初始化策略环境：获取账户 → 清旧条件单 → 平已有仓位 → 设杠杆。
     */
    public void init() {
        try {
            // 1. 查询账户获取初始本金（仅取 USDT 合约账户余额）
            String balanceResp = executor.getBalance();
            if (balanceResp != null) {
                JSONObject json = JSON.parseObject(balanceResp);
                if ("0".equals(json.getString("code"))) {
                    JSONArray data = json.getJSONArray("data");
                    if (data != null && !data.isEmpty()) {
                        JSONObject accountData = data.getJSONObject(0);
                        JSONArray details = accountData.getJSONArray("details");
                        if (details != null) {
                            for (int i = 0; i < details.size(); i++) {
                                JSONObject detail = details.getJSONObject(i);
                                if ("USDT".equals(detail.getString("ccy"))) {
                                    String eq = detail.getString("eq");
                                    if (eq != null) {
                                        this.initialPrincipal = new BigDecimal(eq);
                                        log.info("[OKX] 初始本金(USDT合约): {} USDT", initialPrincipal);
                                    }
                                    break;
                                }
                            }
                        }
                    }
                }
            }

            // 2. 清除旧条件单
            executor.cancelAllAlgoOrders();
            log.info("[OKX] 旧条件单已清除");

            // 3. 平掉已有仓位
            closeExistingPositions();

            // 4. 设置杠杆
            executor.setLeverage(config.getLeverage());

            log.info("[OKX] 初始化完成, 合约:{}, 杠杆:{}x", config.getInstId(), config.getLeverage());
        } catch (Exception e) {
            log.error("[OKX] 初始化失败", e);
        }
    }

    /**
     * 平掉当前合约的所有已有仓位。
     */
    private void closeExistingPositions() {
        try {
            String posResp = executor.getPositions();
            if (posResp == null) return;
            JSONObject json = JSON.parseObject(posResp);
            if (!"0".equals(json.getString("code"))) return;
            JSONArray data = json.getJSONArray("data");
            if (data == null || data.isEmpty()) {
                log.info("[OKX] 无已有仓位");
                return;
            }
            for (int i = 0; i < data.size(); i++) {
                JSONObject pos = data.getJSONObject(i);
                String instId = pos.getString("instId");
                if (!config.getInstId().equals(instId)) continue;
                String posSide = pos.getString("posSide");
                String posSz = pos.getString("pos");
                if (posSz == null || "0".equals(posSz)) continue;

                String side = "long".equals(posSide) ? "sell" : "buy";
                executor.marketClose(side, posSide, posSz);
                log.info("[OKX] 平已有仓位, posSide:{}, sz:{}, side:{}", posSide, posSz, side);
            }
        } catch (Exception e) {
            log.warn("[OKX] 平仓位异常", e);
        }
    }

    // ---- 启动/停止 ----

    public void startGrid() {
        if (state != StrategyState.WAITING_KLINE && state != StrategyState.STOPPED) {
            log.warn("[OKX] 策略已在运行中, state:{}", state);
            return;
        }
        state = StrategyState.WAITING_KLINE;
        cumulativePnl = BigDecimal.ZERO;
        unrealizedPnl = 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();
        currentLongOrderIds.clear();
        currentShortOrderIds.clear();

        // 每次重启重新获取当前本金，确保盈亏对比基准正确
        refreshInitialPrincipal();

        log.info("[OKX] 网格策略已启动, 当前本金: {} USDT", initialPrincipal);
    }

    /**
     * 重新获取当前账户权益作为初始本金。
     */
    private void refreshInitialPrincipal() {
        try {
            String balanceResp = executor.getBalance();
            if (balanceResp != null) {
                JSONObject json = JSON.parseObject(balanceResp);
                if ("0".equals(json.getString("code"))) {
                    JSONArray data = json.getJSONArray("data");
                    if (data != null && !data.isEmpty()) {
                        JSONObject accountData = data.getJSONObject(0);
                        JSONArray details = accountData.getJSONArray("details");
                        if (details != null) {
                            for (int i = 0; i < details.size(); i++) {
                                JSONObject detail = details.getJSONObject(i);
                                if ("USDT".equals(detail.getString("ccy"))) {
                                    String eq = detail.getString("eq");
                                    if (eq != null) {
                                        this.initialPrincipal = new BigDecimal(eq);
                                    }
                                    break;
                                }
                            }
                        }
                    }
                }
            }
        } catch (Exception e) {
            log.warn("[OKX] 获取初始化本金失败，使用旧值: {}", initialPrincipal);
        }
    }

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

    // ---- K线回调 ----

    public void onKline(BigDecimal closePrice) {
        lastKlinePrice = closePrice;
        updateUnrealizedPnl();

        if (state == StrategyState.STOPPED) {
            executor.cancelAllAlgoOrders();
            closeExistingPositions();
            BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl);
            log.info("[OKX] 已实现:{}, 未实现:{}, 合计:{}", cumulativePnl, unrealizedPnl, totalPnl);
            startGrid();
            return;
        }

        if (state == StrategyState.WAITING_KLINE) {
            state = StrategyState.OPENING;
            log.info("[OKX] 首根K线到达，开基底仓位 多空各{}张...", config.getBaseQuantity());
            executor.openLong(config.getBaseQuantity(), (orderId) -> {
                OkxTraderParam baseLongTp = OkxTraderParam.builder().entryOrderId(orderId).build();
                config.setBaseLongTraderParam(baseLongTp);
            }, null);
            executor.openShort(config.getBaseQuantity(), (orderId) -> {
                OkxTraderParam baseShortTp = OkxTraderParam.builder().entryOrderId(orderId).build();
                config.setBaseShortTraderParam(baseShortTp);
            }, null);
            return;
        }

        if (state != StrategyState.ACTIVE) {
            return;
        }
        checkProfitAndReset();
    }

    // ---- 仓位推送回调 ----

    public void onPositionUpdate(String instId, String posSide, BigDecimal posSize, BigDecimal avgPx) {
        if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
            return;
        }

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

        if ("long".equals(posSide)) {
            if (hasPosition) {
                longActive = true;
                longEntryPrice = avgPx;
                if (!baseLongOpened) {
                    longPositionSize = posSize;
                    longBaseEntryPrice = avgPx;
                    baseLongOpened = true;
                    log.info("[OKX] 基底多成交价: {}", longBaseEntryPrice);
                    tryGenerateQueues();
                } else {
                    longPositionSize = posSize;
                }
            } else {
                if (longActive && state == StrategyState.ACTIVE) {
                    log.info("[OKX] 多仓持仓归零，重置策略");
                    handlePositionZeroAndReset("多仓");
                }
                longActive = false;
                longPositionSize = BigDecimal.ZERO;
            }
        } else if ("short".equals(posSide)) {
            if (hasPosition) {
                shortActive = true;
                shortEntryPrice = avgPx;
                if (!baseShortOpened) {
                    shortPositionSize = posSize;
                    shortBaseEntryPrice = avgPx;
                    baseShortOpened = true;
                    log.info("[OKX] 基底空成交价: {}", shortBaseEntryPrice);
                    tryGenerateQueues();
                } else {
                    shortPositionSize = posSize;
                }
            } else {
                if (shortActive && state == StrategyState.ACTIVE) {
                    log.info("[OKX] 空仓持仓归零，重置策略");
                    handlePositionZeroAndReset("空仓");
                }
                shortActive = false;
                shortPositionSize = BigDecimal.ZERO;
            }
        }
    }

    // ---- 平仓推送回调 ----

    public void onPositionClose(String side, BigDecimal pnl) {
        if (state == StrategyState.STOPPED) {
            return;
        }
        cumulativePnl = cumulativePnl.add(pnl);
        updateUnrealizedPnl();
        BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl);
        log.info("[OKX] 已实现:{}, 未实现:{}, 合计:{}", cumulativePnl, unrealizedPnl, totalPnl);
        if (totalPnl.compareTo(config.getMaxLoss().negate()) <= 0) {
            String logMsg = StrUtil.format("[OKX] 已达亏损风险值(合计{}), 已实现:{}, 未实现:{}",
                    totalPnl, cumulativePnl, unrealizedPnl);
            log.info(logMsg);
            DingTalkUtils.getDefault().sendActionCard("风险提醒", logMsg, config.getApiKey(), "");
        }
    }

    // ---- 订单/条件单推送回调 ----

    public void onOrderUpdate(String algoId, String state, String ordType) {
        if (!"filled".equals(state) && !"canceled".equals(state)) {
            return;
        }

        // 匹配止损单
        OkxGridElement byLongStopLoss = OkxGridElement.findByLongStopLossOrderId(algoId);
        if (byLongStopLoss != null) {
            handleLongStopLossTriggered(byLongStopLoss);
            return;
        }
        OkxGridElement byShortStopLoss = OkxGridElement.findByShortStopLossOrderId(algoId);
        if (byShortStopLoss != null) {
            handleShortStopLossTriggered(byShortStopLoss);
            return;
        }

        // 匹配挂单 —— 条件单成交后：清空挂单状态 + 追挂止损 + 挂止盈单
        OkxGridElement shortGridElement = OkxGridElement.findByShortOrderId(algoId);
        if (shortGridElement != null && shortGridElement.isHasShortOrder()) {
            int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
            shortEntryTraderIdParam(shortGridElement, null, false);
            extendShortStopLoss(filledQty);
            log.info("[OKX] 空单成交 gridId:{}, qty:{}, 追挂止损", shortGridElement.getId(), filledQty);
            return;
        }
        OkxGridElement longGridElement = OkxGridElement.findByLongOrderId(algoId);
        if (longGridElement != null && longGridElement.isHasLongOrder()) {
            int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
            longEntryTraderIdParam(longGridElement, null, false);
            extendLongStopLoss(filledQty);
            log.info("[OKX] 多单成交 gridId:{}, qty:{}, 追挂止损", longGridElement.getId(), filledQty);
            return;
        }
    }

    // ---- 网格队列处理 ----

    private void tryGenerateQueues() {
        if (baseLongOpened && baseShortOpened) {
            generateShortQueue();
            generateLongQueue();
            updateGridElements();

            // 标记基座挂单
            OkxGridElement baseGridElement = OkxGridElement.findById(0);
            OkxTraderParam baseLongTp = config.getBaseLongTraderParam();
            baseGridElement.setLongOrderId(baseLongTp.getEntryOrderId());
            baseGridElement.setHasLongOrder(true);
            OkxTraderParam baseShortTp = config.getBaseShortTraderParam();
            baseGridElement.setShortOrderId(baseShortTp.getEntryOrderId());
            baseGridElement.setHasShortOrder(true);

            // 挂多仓止损 (id=-2 到 -11)，每格 quantity 张
            for (int id = -2; id >= -11; id--) {
                OkxGridElement elem = OkxGridElement.findById(id);
                if (elem == null) continue;
                BigDecimal triggerPrice = elem.getGridPrice();
                int finalId = id;
                executor.placeTakeProfit(triggerPrice.toString(), "sell", "long", config.getQuantity(),
                        profitId -> {
                            elem.setLongStopLossOrderId(profitId);
                            OkxGridElement.refreshIndices();
                            log.info("[OKX] 多仓止损已挂, gridId:{}, 触发价:{}, qty:{}, stopLossId:{}",
                                    finalId, triggerPrice, config.getQuantity(), profitId);
                        });
            }

            // 挂空仓止损 (id=2 到 11)，每格 quantity 张
            for (int id = 2; id <= 11; id++) {
                OkxGridElement elem = OkxGridElement.findById(id);
                if (elem == null) continue;
                BigDecimal triggerPrice = elem.getGridPrice();
                int finalId = id;
                executor.placeTakeProfit(triggerPrice.toString(), "buy", "short", config.getQuantity(),
                        profitId -> {
                            elem.setShortStopLossOrderId(profitId);
                            OkxGridElement.refreshIndices();
                            log.info("[OKX] 空仓止损已挂, gridId:{}, 触发价:{}, qty:{}, stopLossId:{}",
                                    finalId, triggerPrice, config.getQuantity(), profitId);
                        });
            }

            log.info("[OKX] 止损单已全部挂完, 空仓止损: 2~11, 多仓止损: -2~-11");
            state = StrategyState.ACTIVE;
        }
    }

    private void generateShortQueue() {
        shortPriceQueue.clear();
        int prec = config.getPriceScale();
        BigDecimal step = shortBaseEntryPrice.multiply(config.getGridRate()).setScale(prec, RoundingMode.HALF_UP);
        config.setStep(step);
        BigDecimal elem = shortBaseEntryPrice.subtract(step).setScale(prec, RoundingMode.HALF_UP);
        for (int i = 0; i < config.getGridQueueSize(); i++) {
            shortPriceQueue.add(elem);
            elem = elem.subtract(step).setScale(prec, RoundingMode.HALF_UP);
            if (elem.compareTo(BigDecimal.ZERO) <= 0) break;
        }
        shortPriceQueue.sort((a, b) -> b.compareTo(a));
        log.info("[OKX] 空队列:{}", shortPriceQueue);
    }

    private void generateLongQueue() {
        longPriceQueue.clear();
        int prec = config.getPriceScale();
        BigDecimal step = config.getStep();
        BigDecimal elem = shortBaseEntryPrice.add(step).setScale(prec, RoundingMode.HALF_UP);
        for (int i = 0; i < config.getGridQueueSize(); i++) {
            longPriceQueue.add(elem);
            elem = elem.add(step).setScale(prec, RoundingMode.HALF_UP);
        }
        longPriceQueue.sort(BigDecimal::compareTo);
        log.info("[OKX] 多队列:{}", longPriceQueue);
    }

    private void updateGridElements() {
        List<OkxGridElement> elements = new ArrayList<>();
        int shortSize = shortPriceQueue.size();
        int longSize = longPriceQueue.size();
        int prec = config.getPriceScale();
        BigDecimal step = config.getStep();
        String qty = config.getQuantity();

        // 空仓队列: id=-1, -2, ...
        for (int i = 0; i < shortSize; i++) {
            int id = -(i + 1);
            Integer upId = (i == 0) ? 0 : id + 1;
            Integer downId = (i == shortSize - 1) ? null : id - 1;
            BigDecimal price = shortPriceQueue.get(i);
            OkxTraderParam longParam = OkxTraderParam.builder()
                    .direction(OkxTraderParam.Direction.LONG)
                    .entryPrice(price).takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
            OkxTraderParam shortParam = OkxTraderParam.builder()
                    .direction(OkxTraderParam.Direction.SHORT)
                    .entryPrice(price).takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
            elements.add(OkxGridElement.builder().id(id).gridPrice(price).upId(upId).downId(downId)
                    .longTraderParam(longParam).shortTraderParam(shortParam).build());
        }

        // 位置 0: 基底价格
        {
            BigDecimal price = shortBaseEntryPrice;
            OkxTraderParam longParam = OkxTraderParam.builder()
                    .direction(OkxTraderParam.Direction.LONG)
                    .entryPrice(price).takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
            OkxTraderParam shortParam = OkxTraderParam.builder()
                    .direction(OkxTraderParam.Direction.SHORT)
                    .entryPrice(price).takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
            elements.add(OkxGridElement.builder().id(0).gridPrice(price)
                    .upId(shortSize > 0 ? 1 : null).downId(longSize > 0 ? -1 : null)
                    .longTraderParam(longParam).shortTraderParam(shortParam).build());
        }

        // 多仓队列: id=1, 2, ...
        for (int i = 0; i < longSize; i++) {
            int id = i + 1;
            Integer downId = (i == 0) ? 0 : id - 1;
            Integer upId = (i == longSize - 1) ? null : id + 1;
            BigDecimal price = longPriceQueue.get(i);
            OkxTraderParam longParam = OkxTraderParam.builder()
                    .direction(OkxTraderParam.Direction.LONG)
                    .entryPrice(price).takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
            OkxTraderParam shortParam = OkxTraderParam.builder()
                    .direction(OkxTraderParam.Direction.SHORT)
                    .entryPrice(price).takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP)).quantity(qty).build();
            elements.add(OkxGridElement.builder().id(id).gridPrice(price).upId(upId).downId(downId)
                    .longTraderParam(longParam).shortTraderParam(shortParam).build());
        }

        config.setGridElements(elements);
        log.info("[OKX] 网格元素列表已构建, 共{}个元素", elements.size());
    }

    // ---- 止损触发处理 ----

    /**
     * 多仓止损触发处理（Gate 模式逐步缩进）。
     * 止损触发后向基底方向缩进 1 格挂条件多单，数量 = |触发价 - 当前持仓均价| / 网格步长，取整。
     * 若 N>2，先取消上一步的旧挂单。
     */
    private void handleLongStopLossTriggered(OkxGridElement gridElement) {
        int gridId = gridElement.getId();
        int N = Math.abs(gridId);
        gridElement.setLongStopLossOrderId(null);
        log.info("[OKX] 多仓止损触发 gridId:{}, 逐步缩进", gridId);

        int newEntryGridId = -(N - 1);
        OkxGridElement newEntryGrid = OkxGridElement.findById(newEntryGridId);
        if (newEntryGrid == null) {
            OkxGridElement.refreshIndices();
            log.warn("[OKX] 多仓止损触发 gridId:{} 找不到入单网格({})", gridId, newEntryGridId);
            return;
        }

        if (N > 2) {
            int cancelGridId = -(N - 2);
            OkxGridElement cancelGrid = OkxGridElement.findById(cancelGridId);
            if (cancelGrid != null && cancelGrid.isHasLongOrder()) {
                executor.cancelAlgoOrder(cancelGrid.getLongOrderId(), oid -> {
                    longEntryTraderIdParam(cancelGrid, null, false);
                    log.info("[OKX] 多仓止损触发, 取消gridId:{}的多单", cancelGridId);
                });
            }
        }

        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        BigDecimal priceDiff = longEntryPrice.subtract(triggerPrice).abs();
        // 精度补偿：步长被setScale截断，priceDiff/step可能产生1.99998→Down截断为1的问题
        BigDecimal epsilon = new BigDecimal("0.00000001");
        int count = priceDiff.add(epsilon).divide(config.getStep(), 0, RoundingMode.DOWN).intValue();
        count = Math.max(1, count);
        int entryQty = count * Integer.parseInt(config.getQuantity());
        String size = String.valueOf(entryQty);
        log.info("[OKX] 多仓止损触发 gridId:{}, 在gridId:{}挂{}张多单(价差:{},步长:{},count:{},qty:{})",
                gridId, newEntryGridId, entryQty, priceDiff, config.getStep(), count, config.getQuantity());
        newEntryGrid.getLongTraderParam().setQuantity(size);
        placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice, size);
    }

    /**
     * 空仓止损触发处理（Gate 模式逐步缩进）。
     * 止损触发后向基底方向缩进 1 格挂条件空单，数量 = |触发价 - 当前持仓均价| / 网格步长，取整。
     * 若 N>2，先取消上一步的旧挂单。
     */
    private void handleShortStopLossTriggered(OkxGridElement gridElement) {
        int gridId = gridElement.getId();
        int N = gridId;
        gridElement.setShortStopLossOrderId(null);
        log.info("[OKX] 空仓止损触发 gridId:{}, 逐步缩进", gridId);

        int newEntryGridId = N - 1;
        OkxGridElement newEntryGrid = OkxGridElement.findById(newEntryGridId);
        if (newEntryGrid == null) {
            OkxGridElement.refreshIndices();
            log.warn("[OKX] 空仓止损触发 gridId:{} 找不到入单网格({})", gridId, newEntryGridId);
            return;
        }

        if (N > 2) {
            int cancelGridId = N - 2;
            OkxGridElement cancelGrid = OkxGridElement.findById(cancelGridId);
            if (cancelGrid != null && cancelGrid.isHasShortOrder()) {
                executor.cancelAlgoOrder(cancelGrid.getShortOrderId(), oid -> {
                    shortEntryTraderIdParam(cancelGrid, null, false);
                    log.info("[OKX] 空仓止损触发, 取消gridId:{}的空单", cancelGridId);
                });
            }
        }

        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        BigDecimal priceDiff = shortEntryPrice.subtract(triggerPrice).abs();
        // 精度补偿：步长被setScale截断，priceDiff/step可能产生1.99998→Down截断为1的问题
        BigDecimal epsilon = new BigDecimal("0.00000001");
        int count = priceDiff.add(epsilon).divide(config.getStep(), 0, RoundingMode.DOWN).intValue();
        count = Math.max(1, count);
        int entryQty = count * Integer.parseInt(config.getQuantity());
        String size = String.valueOf(entryQty);
        log.info("[OKX] 空仓止损触发 gridId:{}, 在gridId:{}挂{}张空单(价差:{},步长:{},count:{},qty:{})",
                gridId, newEntryGridId, entryQty, priceDiff, config.getStep(), count, config.getQuantity());
        newEntryGrid.getShortTraderParam().setQuantity(size);
        placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice, size);
    }

    private void extendLongStopLoss(int filledQty) {
        // filledQty 为本次新增止损张数 = count * quantity, 需要按 quantity 为粒度拆分为 count 个止损单
        int qty = Integer.parseInt(config.getQuantity());
        int stopLossCount = filledQty / qty;
        int furthestSlId = 0;
        for (OkxGridElement e : config.getGridElements()) {
            if (e.getLongStopLossOrderId() != null && e.getId() < furthestSlId) {
                furthestSlId = e.getId();
            }
        }
        if (furthestSlId == 0) furthestSlId = -11;
        log.info("[OKX] 多仓追挂止损, 当前最远止损gridId:{}, 追加{}单, 每单{}张", furthestSlId, stopLossCount, qty);
        for (int i = 0; i < stopLossCount; i++) {
            int newSlId = furthestSlId - i - 1;
            OkxGridElement elem = OkxGridElement.findById(newSlId);
            if (elem == null) continue;
            BigDecimal triggerPrice = elem.getGridPrice();
            int finalSlId = newSlId;
            executor.placeTakeProfit(triggerPrice.toString(), "sell", "long", config.getQuantity(),
                    profitId -> {
                        elem.setLongStopLossOrderId(profitId);
                        OkxGridElement.refreshIndices();
                        log.info("[OKX] 多仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
                    });
        }
    }

    private void extendShortStopLoss(int filledQty) {
        int qty = Integer.parseInt(config.getQuantity());
        int stopLossCount = filledQty / qty;
        int furthestSlId = 0;
        for (OkxGridElement e : config.getGridElements()) {
            if (e.getShortStopLossOrderId() != null && e.getId() > furthestSlId) {
                furthestSlId = e.getId();
            }
        }
        if (furthestSlId == 0) furthestSlId = 11;
        log.info("[OKX] 空仓追挂止损, 当前最远止损gridId:{}, 追加{}单, 每单{}张", furthestSlId, stopLossCount, qty);
        for (int i = 0; i < stopLossCount; i++) {
            int newSlId = furthestSlId + i + 1;
            OkxGridElement elem = OkxGridElement.findById(newSlId);
            if (elem == null) continue;
            BigDecimal triggerPrice = elem.getGridPrice();
            int finalSlId = newSlId;
            executor.placeTakeProfit(triggerPrice.toString(), "buy", "short", config.getQuantity(),
                    profitId -> {
                        elem.setShortStopLossOrderId(profitId);
                        OkxGridElement.refreshIndices();
                        log.info("[OKX] 空仓止损追加, gridId:{}, 触发价:{}, stopLossId:{}", finalSlId, triggerPrice, profitId);
                    });
        }
    }

    // ---- 辅助方法 ----

    private void longTakeProfitTraderIdParam(OkxGridElement baseElement, String profitId, boolean flag) {
        OkxTraderParam tp = baseElement.getLongTraderParam();
        tp.setTakeProfitOrderId(profitId);
        tp.setTakeProfitPlaced(flag);
        baseElement.setLongTakeProfitOrderId(profitId);
        OkxGridElement.refreshIndices();
    }

    private void shortTakeProfitTraderIdParam(OkxGridElement baseElement, String profitId, boolean flag) {
        OkxTraderParam tp = baseElement.getShortTraderParam();
        tp.setTakeProfitOrderId(profitId);
        tp.setTakeProfitPlaced(flag);
        baseElement.setShortTakeProfitOrderId(profitId);
        OkxGridElement.refreshIndices();
    }

    private void longEntryTraderIdParam(OkxGridElement baseElement, String entryId, boolean flag) {
        OkxTraderParam tp = baseElement.getLongTraderParam();
        tp.setEntryOrderId(entryId);
        tp.setEntryOrderPlaced(flag);
        baseElement.setHasLongOrder(flag);
        baseElement.setLongOrderId(entryId);
        OkxGridElement.refreshIndices();
    }

    private void shortEntryTraderIdParam(OkxGridElement baseElement, String entryId, boolean flag) {
        OkxTraderParam tp = baseElement.getShortTraderParam();
        tp.setEntryOrderId(entryId);
        tp.setEntryOrderPlaced(flag);
        baseElement.setHasShortOrder(flag);
        baseElement.setShortOrderId(entryId);
        OkxGridElement.refreshIndices();
    }

    private void placeEntryOrderWithPreFlag(OkxGridElement gridElement, boolean isLong,
                                             BigDecimal triggerPrice, String size) {
        if (isLong) {
            gridElement.setHasLongOrder(true);
        } else {
            gridElement.setHasShortOrder(true);
        }
        String side = isLong ? "buy" : "sell";
        String posSide = isLong ? "long" : "short";
        executor.placeConditionalEntryOrder(triggerPrice.toString(), side, posSide, size,
                orderId -> {
                    if (isLong) {
                        longEntryTraderIdParam(gridElement, orderId, true);
                    } else {
                        shortEntryTraderIdParam(gridElement, orderId, true);
                    }
                },
                () -> {
                    if (isLong) {
                        gridElement.setHasLongOrder(false);
                        gridElement.setLongOrderId(null);
                    } else {
                        gridElement.setHasShortOrder(false);
                        gridElement.setShortOrderId(null);
                    }
                    OkxGridElement.refreshIndices();
                    log.warn("[OKX] 条件单创建失败，回滚标志位 gridId:{}, isLong:{}", gridElement.getId(), isLong);
                }
        );
    }

    private void updateUnrealizedPnl() {
        if (lastKlinePrice == null || lastKlinePrice.compareTo(BigDecimal.ZERO) == 0) return;
        BigDecimal multiplier = config.getCtVal();
        BigDecimal longPnl = BigDecimal.ZERO;
        BigDecimal shortPnl = BigDecimal.ZERO;
        if (longPositionSize.compareTo(BigDecimal.ZERO) > 0 && longEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
            longPnl = longPositionSize.multiply(multiplier).multiply(lastKlinePrice.subtract(longEntryPrice));
        }
        if (shortPositionSize.compareTo(BigDecimal.ZERO) > 0 && shortEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
            shortPnl = shortPositionSize.multiply(multiplier).multiply(shortEntryPrice.subtract(lastKlinePrice));
        }
        unrealizedPnl = longPnl.add(shortPnl);
        log.info("[OKX] 未实现盈亏: {}", unrealizedPnl);
    }

    private boolean isMarginSafe() {
        try {
            String balanceResp = executor.getBalance();
            if (balanceResp == null) return true;
            JSONObject json = JSON.parseObject(balanceResp);
            if (!"0".equals(json.getString("code"))) return true;
            JSONArray data = json.getJSONArray("data");
            if (data == null || data.isEmpty()) return true;
            JSONObject detail = data.getJSONObject(0);
            String imr = detail.getString("imr");
            if (imr == null) return true;
            BigDecimal margin = new BigDecimal(imr);
            if (initialPrincipal.compareTo(BigDecimal.ZERO) == 0) return true;
            BigDecimal ratio = margin.divide(initialPrincipal, 4, RoundingMode.HALF_UP);
            log.debug("[OKX] 保证金比例: {}/{}={}", margin, initialPrincipal, ratio);
            return ratio.compareTo(config.getMarginRatioLimit()) < 0;
        } catch (Exception e) {
            log.warn("[OKX] 查保证金失败，默认放行", e);
            return true;
        }
    }

    private void checkProfitAndReset() {
        try {
            String balanceResp = executor.getBalance();
            if (balanceResp == null) return;
            JSONObject json = JSON.parseObject(balanceResp);
            if (!"0".equals(json.getString("code"))) return;
            JSONArray data = json.getJSONArray("data");
            if (data == null || data.isEmpty()) return;
            JSONObject detail = data.getJSONObject(0);
            String upl = detail.getString("upl");
            String availEq = detail.getString("availEq");
            if (upl == null || availEq == null) return;
            BigDecimal unrealisedPnl = new BigDecimal(upl);
            BigDecimal available = new BigDecimal(availEq);
            BigDecimal totalEquity = unrealisedPnl.add(available);
            BigDecimal target = initialPrincipal.add(config.getExpectedProfit());
            log.info("[OKX] 盈亏检查 upl:{}, availEq:{}, 合计:{}, 目标:{}", unrealisedPnl, available, totalEquity, target);
            if (totalEquity.compareTo(target) > 0) {
                log.info("[OKX] 盈亏达标({}>{})，重置策略", totalEquity, target);
                state = StrategyState.STOPPED;
                closeExistingPositions();
                executor.cancelAllAlgoOrders();
                startGrid();
            }
        } catch (Exception e) {
            log.warn("[OKX] 盈亏检查失败", e);
        }
    }

    private void handlePositionZeroAndReset(String direction) {
        state = StrategyState.STOPPED;
        executor.cancelAllAlgoOrders();
        closeExistingPositions();
        startGrid();
    }

    // ---- getters ----
    public BigDecimal getLastKlinePrice() { return lastKlinePrice; }
    public boolean isStrategyActive() { return state != StrategyState.STOPPED && state != StrategyState.WAITING_KLINE; }
    public BigDecimal getCumulativePnl() { return cumulativePnl; }
    public BigDecimal getUnrealizedPnl() { return unrealizedPnl; }
    public StrategyState getState() { return state; }
}