package com.xcong.excoin.modules.gateApi;

import cn.hutool.core.collection.CollUtil;
import cn.hutool.core.util.StrUtil;
import com.xcong.excoin.utils.dingtalk.DingTalkUtils;
import io.gate.gateapi.ApiClient;
import io.gate.gateapi.ApiException;
import io.gate.gateapi.GateApiException;
import io.gate.gateapi.api.AccountApi;
import io.gate.gateapi.api.FuturesApi;
import io.gate.gateapi.models.*;
import lombok.extern.slf4j.Slf4j;

import java.io.IOException;
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.*;
import java.util.concurrent.atomic.AtomicInteger;

import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionClosesChannelHandler;
import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionsChannelHandler;

/**
 * 网格交易策略引擎 — 多空对冲网格。
 *
 * <h3>策略原理</h3>
 * 以空仓基底入场价（shortBaseEntryPrice）为价格基准，向上/向下各生成一个价格网格队列。
 * 价格触发网格层级时挂条件单，成交后自动挂止盈单。每笔止盈盈利 = step - minTick。
 *
 * <h3>完整生命周期</h3>
 * <pre>
 *   init() → 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()   ← 空仓价格队列（降序，从 shortBaseEntryPrice-step 向下）
 *     ├── generateLongQueue()    ← 多仓价格队列（升序，从 shortBaseEntryPrice+step 向上）
 *     ├── updateGridElements()   ← 构建 GridElement 列表 + TraderParam + 全局索引
 *     ├── 挂基座止盈单（ID=0 的 long/short takeProfit）
 *     └── 挂初始条件单（up=-1 多单, down=1 空单）
 *     ↓
 *   state = ACTIVE（每根K线反复执行以下循环）
 *     ↓
 *   onKline() → processLongGrid() + processShortGrid()
 *     ├── 匹配队列元素 → 队列补偿 → 保证金检查
 *     ├── 首元素方向：挂条件开仓单 → 订单ID + GridElement状态同步
 *     └── 反向守卫：在 downGrid 位置挂对向单（价格区间+trigger方向校验）
 *     ↓
 *   onOrderUpdate()  ← futures.orders / futures.autoorders 推送
 *     ├── 匹配止盈单ID → 清空止盈状态（已成交）
 *     └── 匹配挂单ID → 挂止盈条件单 → 止盈ID + GridElement状态同步
 *     ↓
 *   onPositionClose() → cumulativePnl 累加
 *     ├──  ≥ overallTp → STOPPED
 *     └──  ≤ -maxLoss → STOPPED
 * </pre>
 *
 * <h3>仓位线动态调整</h3>
 * <pre>
 *   onPositionUpdate() 中仓位均价变化后：
 *     longEntryPrice ↑ → 取消 高于 longEntryPrice 的空仓挂单（避免逆势空单）
 *     shortEntryPrice ↓ → 取消 低于 shortEntryPrice 的多仓挂单（避免逆势多单）
 * </pre>
 *
 * <h3>关键公式</h3>
 * <pre>
 *   step  = shortBaseEntryPrice × gridRate                      ← 网格绝对步长
 *   minTick = 10^(-priceScale)                                  ← 交易所最小价格单位
 *   多止盈 = gridPrice + (step - minTick)                       ← 多仓止盈价
 *   空止盈 = gridPrice - (step - minTick)                       ← 空仓止盈价
 *   单笔盈利 = (step - minTick) × contractMultiplier × quantity  ← USDT
 * </pre>
 *
 * <h3>线程模型</h3>
 * 所有 WS 回调（onKline/onPositionUpdate/onOrderUpdate 等）在 WS 回调线程中串行执行。
 * 下单/撤单操作提交到 GateTradeExecutor 的单线程池异步执行，避免阻塞 WS 线程。
 * stopGrid() 会将 state 设为 STOPPED，后续所有 WS 回调直接返回不再处理。
 *
 * @author Administrator
 */
@Slf4j
public class GateGridTradeService {

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

    /**
     * 止盈条件单 order_type：仓位计划止盈止损 — 平多仓（支持部分平仓，size&lt;0）。
     * 注意：不能用 close-long-position（仅支持全平且双仓需 auto_size），
     * 必须用 plan-close-long-position 以支持指定张数部分平仓。
     */
    private static final String ORDER_TYPE_CLOSE_LONG = "plan-close-long-position";
    /**
     * 止盈条件单 order_type：仓位计划止盈止损 — 平空仓（支持部分平仓，size&gt;0）。
     * 注意：不能用 close-short-position（仅支持全平且双仓需 auto_size），
     * 必须用 plan-close-short-position 以支持指定张数部分平仓。
     */
    private static final String ORDER_TYPE_CLOSE_SHORT = "plan-close-short-position";

    private final GateConfig config;
    private final GateTradeExecutor executor;
    private final FuturesApi futuresApi;
    private static final String SETTLE = "usdt";

    private volatile StrategyState state = StrategyState.WAITING_KLINE;

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

    /** 当前多仓条件单映射：订单ID → 止盈价格，订单成交后通过订单订阅推送匹配止盈 */
    private final Map<String, BigDecimal> currentLongOrderIds = Collections.synchronizedMap(new LinkedHashMap<>());
    /** 当前空仓条件单映射：订单ID → 止盈价格，订单成交后通过订单订阅推送匹配止盈 */
    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（仅记录，当前未被业务逻辑消费，保留以备后续使用） */
    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;

    /** 空头是否活跃（有仓位） */
    private volatile boolean shortActive = false;
    /** 多头是否活跃（有仓位） */
    private volatile boolean longActive = false;

    /** 当前已完成轮数，每次盈利重启时+1 */
    private volatile int currentRound = 0;

    /** 多头累计止损次数（始终递增，加仓订单成交后归零） */
    private volatile int accumulatedLongLossCount = 0;
    /** 空头累计止损次数（始终递增，加仓订单成交后归零） */
    private volatile int accumulatedShortLossCount = 0;
    /** 最近触发止损的多头网格ID */
    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;

    private volatile BigDecimal lastKlinePrice;
    private volatile BigDecimal markPrice = BigDecimal.ZERO;
    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 Long userId;
    private volatile BigDecimal initialPrincipal = BigDecimal.ZERO;
    private volatile GateKlineWebSocketClient wsClient;

    public GateGridTradeService(GateConfig config) {
        this.config = config;
        ApiClient apiClient = new ApiClient();
        apiClient.setBasePath(config.getRestBasePath());
        apiClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
        this.futuresApi = new FuturesApi(apiClient);
        this.executor = new GateTradeExecutor(apiClient, config.getContract());
    }

    // ---- 初始化 ----

    /**
     * 初始化策略环境。
     *
     * <h3>执行顺序</h3>
     * <ol>
     *   <li>获取用户 ID（用于私有频道订阅 payload）</li>
     *   <li>获取账户信息 → 记录初始本金</li>
     *   <li>如需要，切换为双向持仓模式</li>
     *   <li>如需要，调整持仓模式（single/dual）</li>
     *   <li>清除旧的止盈止损条件单</li>
     *   <li>平掉所有已有仓位</li>
     *   <li>设置杠杆倍数</li>
     * </ol>
     */
    public void init() {
        try {
            ApiClient detailClient = new ApiClient();
            detailClient.setBasePath(config.getRestBasePath());
            detailClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
            AccountDetail detail = new AccountApi(detailClient).getAccountDetail();
            this.userId = detail.getUserId();
            log.info("[Gate] 用户ID: {}", userId);

            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            this.initialPrincipal = new BigDecimal(account.getTotal());
            log.info("[Gate] 初始本金: {} USDT", initialPrincipal);

            futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
            log.info("[Gate] 旧条件单已清除");
            closeExistingPositions();

            //设置持仓模式为双向持仓
            Boolean inDualMode = account.getInDualMode();
            if (!inDualMode) {
                try {
                    futuresApi.setDualModeCall(SETTLE,true,null).execute();
                } catch (IOException e) {
                    e.printStackTrace();
                }
            }

            try {
                futuresApi.updateDualModePositionLeverageCall(
                        SETTLE, config.getContract(), config.getLeverage(),
                        null, null).execute();
            } catch (IOException e) {
                e.printStackTrace();
            }

            if (!config.getMarginMode().equals(account.getMarginMode())) {

                UpdateDualCompPositionCrossModeRequest updateDualCompPositionCrossModeRequest = new UpdateDualCompPositionCrossModeRequest();
                updateDualCompPositionCrossModeRequest.setMode(config.getMarginMode());
                updateDualCompPositionCrossModeRequest.setContract(config.getContract());
                try {
                    futuresApi.updateDualCompPositionCrossModeCall(SETTLE, updateDualCompPositionCrossModeRequest, null).execute();
                } catch (IOException e) {
                    e.printStackTrace();
                }
            }
            log.info("[Gate] 持仓模式: {} 余额: {}", config.getPositionMode(), account.getAvailable());
            log.info("[Gate] 杠杆: {}x {}", config.getLeverage(), config.getMarginMode());
        } catch (GateApiException e) {
            log.error("[Gate] 初始化失败, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
        } catch (ApiException e) {
            log.error("[Gate] 初始化失败, code:{}", e.getCode());
        }
    }

    /**
     * 平掉当前合约的所有已有仓位。
     *
     * <h3>平仓策略</h3>
     * <ul>
     *   <li>单向持仓：size=相反数，reduceOnly=true，市价 IOC 平仓</li>
     *   <li>双向持仓：size=0，close=false，autoSize=LONG/SHORT，reduceOnly=true，市价 IOC 全平</li>
     * </ul>
     *
     * <h3>注意事项</h3>
     * 双向持仓模式下必须使用 autoSize 参数，不能直接传负数 size，
     * 否则 Gate API 会拒绝（双向模式下空头 size 为负是正常的持仓方向）。
     */
    private void closeExistingPositions() {
        try {
            List<Position> positions = futuresApi.listPositions(SETTLE).execute();
            if (positions == null || positions.isEmpty()) { log.info("[Gate] 无已有仓位"); return; }
            for (Position pos : positions) {
                if (!config.getContract().equals(pos.getContract())) {
                    continue;
                }
                String sizeStr = pos.getSize();
                long size = Long.parseLong(sizeStr);
                if (size == 0) {
                    continue;
                }
                String closeSize = size > 0 ? String.valueOf(-size) : String.valueOf(Math.abs(size));
                Position.ModeEnum mode = pos.getMode();
                FuturesOrder closeOrder = new FuturesOrder();
                closeOrder.setContract(config.getContract());
                closeOrder.setPrice("0");
                closeOrder.setTif(FuturesOrder.TifEnum.IOC);
                closeOrder.setReduceOnly(true);
                if (mode != null && mode.getValue() != null && mode.getValue().contains("dual")) {
                    closeOrder.setSize("0");
                    closeOrder.setClose(false);
                    closeOrder.setAutoSize(size > 0 ? FuturesOrder.AutoSizeEnum.LONG : FuturesOrder.AutoSizeEnum.SHORT);
                } else {
                    closeOrder.setSize(closeSize);
                }
                closeOrder.setText("t-grid-init-close");
                futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
                log.info("[Gate] 平已有仓位, 方向:{}, size:{}, mode:{}", size > 0 ? "多" : "空", sizeStr, mode);
            }
        } catch (GateApiException e) {
            log.warn("[Gate] 平仓位失败, label:{}, msg:{}", e.getErrorLabel(), e.getMessage());
        } catch (Exception e) {
            log.warn("[Gate] 平仓位异常", e);
        }
    }

    // ---- 启动/停止 ----

    /**
     * 启动网格策略。重置所有状态变量和队列，进入 WAITING_KLINE 等待首根 K 线。
     * 仅当当前状态为 WAITING_KLINE 或 STOPPED 时才允许启动。
     */
    public void startGrid() {
        if (state != StrategyState.WAITING_KLINE && state != StrategyState.STOPPED) {
            log.warn("[Gate] 策略已在运行中, state:{}", state);
            return;
        }
        state = StrategyState.WAITING_KLINE;
        cumulativePnl = BigDecimal.ZERO;
        unrealizedPnl = BigDecimal.ZERO;
        markPrice = BigDecimal.ZERO;
        longEntryPrice = BigDecimal.ZERO;
        shortEntryPrice = BigDecimal.ZERO;
        longPositionSize = BigDecimal.ZERO;
        shortPositionSize = BigDecimal.ZERO;
        baseLongOpened = false;
        baseShortOpened = false;
        longActive = false;
        shortActive = false;
        accumulatedLongLossCount = 0;
        accumulatedShortLossCount = 0;
        lastLongStopLossGridId = Integer.MAX_VALUE;
        lastShortStopLossGridId = Integer.MAX_VALUE;
        shortPriceQueue.clear();
        longPriceQueue.clear();
        totalShortPriceQueue.clear();
        totalLongPriceQueue.clear();
        currentLongOrderIds.clear();
        currentShortOrderIds.clear();
        // 每次重启重新获取当前本金
        refreshInitialPrincipal();
        currentRound = 0;

        log.info("[Gate] 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 {
            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            this.initialPrincipal = new BigDecimal(account.getTotal());
        } catch (Exception e) {
            log.warn("[Gate] 获取初始化本金失败，使用旧值: {}", initialPrincipal);
        }
    }

    /**
     * 停止网格策略。取消所有条件单 → 关闭交易线程池。
     * 状态设为 STOPPED，K 线回调将直接返回不再处理。
     */
    public void stopGrid() {
        state = StrategyState.STOPPED;
        executor.cancelAllPriceTriggeredOrders();
        closeExistingPositions();
        executor.shutdown();
        log.info("[Gate] 策略已停止, 累计盈亏: {}", cumulativePnl);
    }

    // ---- K线回调 ----

    /**
     * K 线回调入口。由 {@link CandlestickChannelHandler} 在收到 WebSocket K 线推送时调用。
     *
     * <h3>处理流程</h3>
     * <ol>
     *   <li>更新 lastKlinePrice → 计算 unrealizedPnl（浮动盈亏）</li>
     *   <li>STOPPED → 直接返回（仅保留盈亏更新）</li>
     *   <li>WAITING_KLINE → 切换为 OPENING → 异步提交基底双开（开多+开空）</li>
     *   <li>OPENING → 等待仓位推送回调生成队列，此处返回</li>
     *   <li>ACTIVE → 执行 processShortGrid + processLongGrid</li>
     * </ol>
     *
     * <h3>注意</h3>
     * 基底双开下单提交到 GateTradeExecutor 的独立线程池中异步执行，
     * 成交状态由 onPositionUpdate 回调驱动，不阻塞 WS 回调线程。
     *
     * @param closePrice K 线收盘价（即当前最新成交价）
     */
    public void onKline(BigDecimal closePrice) {

//        log.info("当前价：{}", closePrice);

        lastKlinePrice = closePrice;

        //初始化0位置的开仓，并且用空的开仓价格，作为价格基准来划分网格
        if (state == StrategyState.WAITING_KLINE) {
            if (wsClient == null || !wsClient.areAllSubscribed()) {
                return;
            }

            state = StrategyState.OPENING;

            String size = config.getBaseQuantity();
            log.info("[Gate] 首根K线到达，开基底仓位 多空各{}张...", size);
            executor.openLong(size, (orderId) -> {
                TraderParam baseLongTp = TraderParam.builder()
                        .entryOrderId(orderId)
                        .build();
                config.setBaseLongTraderParam(baseLongTp);
            }, null);
            executor.openShort(negate(size), (orderId) -> {
                TraderParam baseShortTp = TraderParam.builder()
                        .entryOrderId(orderId)
                        .build();
                config.setBaseShortTraderParam(baseShortTp);
            }, null);
            return;
        }

        // 异步检查盈亏，避免 REST 调用阻塞 WS 心跳导致 Socket closed
        executor.submitTask(this::checkProfitAndReset);

        if (state == StrategyState.ACTIVE &&
                config.isPriceDriveEnabled() &&
                longActive == false &&
                    longPositionSize.compareTo(BigDecimal.ZERO) == 0){
            processShortGrid(closePrice);
        }


        if (state == StrategyState.ACTIVE &&
                config.isPriceDriveEnabled() &&
                shortActive == false &&
                        shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
            processLongGrid(closePrice);
        }
    }

    /** Gate 永续合约 taker 费率 0.05% */
    private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.001");
    private void checkProfitAndReset() {
        if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
            return;
        }
        try {

            BigDecimal target = initialPrincipal.add(config.getExpectedProfit());

            FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
            // 预估平仓手续费 = 持仓量 × 合约乘数 × 入场价 × taker费率
            BigDecimal multiplier = config.getContractMultiplier();
            BigDecimal longCloseFee = BigDecimal.ZERO;
            if (longPositionSize.compareTo(BigDecimal.ZERO) > 0 && longEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
                longCloseFee = longPositionSize.multiply(multiplier).multiply(longEntryPrice).multiply(TAKER_FEE_RATE);
            }
            BigDecimal shortCloseFee = BigDecimal.ZERO;
            if (shortPositionSize.compareTo(BigDecimal.ZERO) > 0 && shortEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
                shortCloseFee = shortPositionSize.multiply(multiplier).multiply(shortEntryPrice).multiply(TAKER_FEE_RATE);
            }
            BigDecimal estimatedCloseFee = longCloseFee.add(shortCloseFee);

            BigDecimal totalEquity = new BigDecimal(account.getTotal())
                    .add(new BigDecimal(account.getUnrealisedPnl()))
                    .subtract(estimatedCloseFee);

            if (totalEquity.compareTo(target) > 0) {
                currentRound++;
                int maxRounds = config.getRounds();
                log.info("[Gate] 盈亏达标(净权益{}→含手续费-{}=实际{}>目标{})，第{}轮完成",
                        new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl())),
                        estimatedCloseFee, totalEquity, target, currentRound);

                if (maxRounds > 0 && currentRound >= maxRounds) {
                    log.info("[Gate] 已达到运行轮数上限({})，策略停止", maxRounds);
                    stopGrid();
                    return;
                }

                log.info("[Gate] 重置策略，开始第{}轮...", currentRound);
                state = StrategyState.STOPPED;
                try {
                    futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
                } catch (ApiException e) {
                    e.printStackTrace();
                }
                closeExistingPositions();
                // 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
                executor.submitTask(() -> {
                    try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
                    // 注意：startGrid() 会将 currentRound 归零，这里需要保留
                    int savedRound = currentRound;
                    startGrid();
                    currentRound = savedRound;
                });
            }
        } catch (Exception e) {
            log.warn("[Gate] 盈亏检查失败", e);
        }
    }

    // ---- 仓位推送回调 ----

    /**
     * 仓位推送回调。由 {@link PositionsChannelHandler} 在收到 WebSocket 仓位更新时调用。
     *
     * <h3>处理逻辑</h3>
     * <ul>
     *   <li><b>有仓位 (size ≠ 0)</b>：
     *     <ul>
     *       <li>首次开仓（基底）：标记 baseOpened=true，记录基底入场价，双基底都成交后生成网格队列</li>
     *       <li>仓位净减少（size.abs() < 之前记录值）：止盈平仓后 → 检查反向条件单条件 →
     *           满足时以 entryPrice ± step 为止盈价挂反向市价单（订单ID + 止盈价存入 Map）</li>
     *     </ul>
     *   </li>
     *   <li><b>无仓位 (size = 0)</b>：清空活跃标记和持仓量</li>
     *   <li><b>Map 截断</b>：currentLongOrderIds / currentShortOrderIds 超过 5 个时，
     *       从 LinkedHashMap 头部删除最旧条目，保留最新 5 个</li>
     * </ul>
     *
     * @param contract   合约名称
     * @param mode       持仓模式（DUAL_LONG / DUAL_SHORT）
     * @param size       持仓张数（多头为正、空头为负）
     * @param entryPrice 当前持仓加权均价（交易所计算）
     */
    public void onPositionUpdate(String contract, Position.ModeEnum mode, BigDecimal size,
                                  BigDecimal entryPrice) {
        if (state == StrategyState.STOPPED || state == StrategyState.WAITING_KLINE) {
            return;
        }

        boolean hasPosition = size.abs().compareTo(BigDecimal.ZERO) > 0;
        if (state == StrategyState.OPENING){
            if (Position.ModeEnum.DUAL_LONG == mode && hasPosition && !baseLongOpened) {
                longActive = true;
                longPositionSize = size;
                longEntryPrice = entryPrice;
                longBaseEntryPrice = entryPrice;
                baseLongOpened = true;
                log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
                tryGenerateQueues();
            } else if (Position.ModeEnum.DUAL_SHORT == mode  && hasPosition && !baseShortOpened) {
                shortActive = true;
                shortPositionSize = size.abs();
                shortEntryPrice = entryPrice;
                shortBaseEntryPrice = entryPrice;
                baseShortOpened = true;
                log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
                tryGenerateQueues();
            }
        }

        if (state == StrategyState.ACTIVE){
            if (Position.ModeEnum.DUAL_LONG == mode) {
                if (hasPosition) {
                    longActive = true;
                    longPositionSize = size;
                    longEntryPrice = entryPrice;
                } else {

                    log.info("[Gate-0]多仓: {}", shortBaseEntryPrice);
                    longActive = false;
                    longPositionSize = BigDecimal.ZERO;
                    longEntryPrice = BigDecimal.ZERO;
                }
            } else if (Position.ModeEnum.DUAL_SHORT == mode) {
                if (hasPosition) {
                    shortActive = true;
                    shortPositionSize = size.abs();
                    shortEntryPrice = entryPrice;
                } else {

                    log.info("[Gate-0]空仓: {}", shortBaseEntryPrice);
                    shortActive = false;
                    shortPositionSize = BigDecimal.ZERO;
                    shortEntryPrice = BigDecimal.ZERO;
                }
            }
        }

        if (state == StrategyState.ACTIVE && shortActive == false && longActive == false) {
            try {
                futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
            } catch (ApiException e) {
                e.printStackTrace();
            }
            closeExistingPositions();

            state = StrategyState.STOPPED;
            // 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
            executor.submitTask(() -> {
                try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
                int savedRound = currentRound;
                startGrid();
                currentRound = savedRound;
            });
            log.info("[Gate] 重置策略");
            return;
        }
    }

    // ---- 平仓推送回调 ----

    /**
     * 平仓推送回调。由 {@link PositionClosesChannelHandler} 在收到平仓推送时调用。
     *
     * <h3>累加规则</h3>
     * cumulativePnl += pnl。止盈平仓时 pnl > 0，止损平仓时 pnl < 0。
     * 累加后检查停止条件：≥ overallTp 或 ≤ -maxLoss。
     *
     * @param contract 合约名称
     * @param side     平仓方向（"long" / "short"）
     * @param pnl      本次平仓的盈亏金额
     */
    public void onPositionClose(String contract, String side, BigDecimal pnl) {
        if (state == StrategyState.STOPPED) {
            return;
        }
        cumulativePnl = cumulativePnl.add(pnl);
        updateUnrealizedPnl();
        BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl);
        log.info("[Gate] 已实现:{}, 未实现:{}, 合计:{}",
                cumulativePnl, unrealizedPnl, totalPnl);
        if(totalPnl.compareTo(config.getMaxLoss().negate()) <= 0) {
            String logMessage = StrUtil.format("[Gate] 已达亏损风险值(合计{}), 已实现:{}, 未实现:{}",
                    totalPnl, cumulativePnl, unrealizedPnl);
            log.info(logMessage);

            DingTalkUtils.getDefault().sendActionCard("风险提醒", logMessage, config.getApiKey(), "");
        }
    }


    /**
     * 自动订单（条件单）状态变更回调。
     * 由 {@link com.xcong.excoin.modules.gateApi.wsHandler.handler.AutoOrdersChannelHandler}
     * 在收到 {@code futures.autoorders} 推送时调用。
     *
     * @param orderId   条件单 ID
     * @param status    订单状态（open / finished / cancelled）
     * @param reason    变更原因
     * @param orderType 订单类型（plan-close-long-position 等）
     */
    public void onAutoOrder(String orderId, String status, String reason, String orderType, String tradeId) {
        if (state == StrategyState.STOPPED) {
            return;
        }
        log.info("[Gate] 条件单状态变更, id:{}, status:{}, reason:{}, order_type:{}",
                orderId, status, reason, orderType);
        if (!"finished".equals(status)) {
            return;
        }

        GridElement longStopLossElem = GridElement.findByLongStopLossOrderId(orderId);
        if (longStopLossElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
            handleLongStopLossTriggered(longStopLossElem, orderId);
            return;
        }
        GridElement shortStopLossElem = GridElement.findByShortStopLossOrderId(orderId);
        if (shortStopLossElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
            handleShortStopLossTriggered(shortStopLossElem, orderId);
            return;
        }

        GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
        if (shortGridElement != null) {
            if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
                int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
                shortEntryTraderIdParam(shortGridElement, orderId, false);

                // 防重入：同一网格存在多个入场单且相近时间成交时，只处理第一次 extend，
                // 后续成交打标 pendingReExtend，延展完成后自动用最新仓位重挂一次。
                if (shortGridElement.isExtendStopLossInProgress()) {
                    shortGridElement.setPendingStopLossReExtend(true);
                    log.info("[Gate] 空单成交 gridId:{}, 止损追单已在进行中，标记待重挂, orderId:{}",
                            shortGridElement.getId(), orderId);
                    return;
                }
                shortGridElement.setExtendStopLossInProgress(true);

                lastShortStopLossGridId = Integer.MAX_VALUE;
                // [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
                int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
                extendShortStopLoss(posSize, shortGridElement.getId());
                // [Gate] 止盈挂单：超出基础仓位的部分，挂在多仓第一止损位
                if (config.isPlaceExcessTakeProfit()) {
                    placeExcessTakeProfit(posSize, false);
                }
                log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);



            }
        }
        GridElement longGridElement = GridElement.findByLongOrderId(orderId);
        if (longGridElement != null) {
            if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")){

                int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
                longEntryTraderIdParam(longGridElement, orderId, false);

                // 防重入：同一网格存在多个入场单且相近时间成交时，只处理第一次 extend，
                // 后续成交打标 pendingReExtend，延展完成后自动用最新仓位重挂一次。
                if (longGridElement.isExtendStopLossInProgress()) {
                    longGridElement.setPendingStopLossReExtend(true);
                    log.info("[Gate] 多单成交 gridId:{}, 止损追单已在进行中，标记待重挂, orderId:{}",
                            longGridElement.getId(), orderId);
                    return;
                }
                longGridElement.setExtendStopLossInProgress(true);

                lastLongStopLossGridId = Integer.MAX_VALUE;
                // [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
                int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
                extendLongStopLoss(posSize, longGridElement.getId());
                // [Gate] 止盈挂单：超出基础仓位的部分，挂在空仓第一止损位
                if (config.isPlaceExcessTakeProfit()) {
                    placeExcessTakeProfit(posSize, true);
                }
                log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

            }
        }
    }


    /**
     * 查询交易所当前持仓张数（绝对值）。加仓/开仓后重挂止盈止损时调用，
     * 绕过本地 WS 推送缓存避免时序竞态，直接拿到交易所权威数据。
     *
     * @param mode 持仓模式（DUAL_LONG / DUAL_SHORT）
     * @return 持仓张数（绝对值），查询失败返回 0
     */
    private int queryPositionSize(Position.ModeEnum mode) {
        Position p = queryPosition(mode);
        if (p != null) {
            return new BigDecimal(p.getSize()).abs().intValue();
        }
        return 0;
    }

    /**
     * 查询交易所当前持仓均价，绕过本地 WS 推送缓存避免时序竞态。
     *
     * @param mode 持仓模式（DUAL_LONG / DUAL_SHORT）
     * @return 持仓均价，无持仓或查询失败返回 BigDecimal.ZERO
     */
    private BigDecimal queryEntryPrice(Position.ModeEnum mode) {
        Position p = queryPosition(mode);
        if (p != null && p.getEntryPrice() != null) {
            return new BigDecimal(p.getEntryPrice());
        }
        return BigDecimal.ZERO;
    }

    /**
     * 查询指定模式的持仓对象。
     */
    private Position queryPosition(Position.ModeEnum mode) {
        try {
            List<Position> positions = futuresApi.listPositions(SETTLE).execute();
            if (positions != null) {
                for (Position p : positions) {
                    if (mode == p.getMode() && config.getContract().equals(p.getContract())) {
                        return p;
                    }
                }
            }
        } catch (Exception e) {
            log.warn("[Gate] 查询{}持仓失败", mode, e);
        }
        return null;
    }

    // ---- 网格队列处理 ----

    /**
     * 尝试生成网格队列。双基底（多+空）都成交后才触发：
     * <ol>
     *   <li>生成空仓价格队列（降序）和多仓价格队列（升序）</li>
     *   <li>挂初始多仓条件单（触发价 = 多仓队列首元素，rule=NUMBER_1 ≥触发价时开多），
     *       止盈价 = 触发价 + step，通过 onSuccess 回调将 orderId → 止盈价存入 currentLongOrderIds</li>
     *   <li>挂初始空仓条件单（触发价 = 空仓队列首元素，rule=NUMBER_2 ≤触发价时开空），
     *       止盈价 = 触发价 − step，通过 onSuccess 回调将 orderId → 止盈价存入 currentShortOrderIds</li>
     *   <li>状态切换为 ACTIVE</li>
     * </ol>
     */
    private void tryGenerateQueues() {
        if (baseLongOpened && baseShortOpened) {
            generateShortQueue();
            generateLongQueue();
            updateGridElements();

            GridElement baseGridElement = GridElement.findById(0);
            TraderParam baseLongTraderParam = config.getBaseLongTraderParam();
            baseGridElement.setLongOrderId(baseLongTraderParam.getEntryOrderId());
            baseGridElement.setHasLongOrder(true);
            TraderParam baseShortTraderParam = config.getBaseShortTraderParam();
            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);
//            BigDecimal triggerPriceLong = tpElemLong.getGridPrice();
//            String sizeLong = config.getBaseQuantity();
//            executor.placeTakeProfit(
//                    triggerPriceLong,
//                    FuturesPriceTrigger.RuleEnum.NUMBER_1,
//                    ORDER_TYPE_CLOSE_LONG,
//                    negate(sizeLong),
//                    profitId -> {
//                        tpElemLong.setLongTakeProfitOrderId(profitId);
//                        GridElement.refreshIndices();
//                        log.info("[Gate] 多仓止盈已挂(gridId:{}多止盈), 触发价:{}, takeProfitId:{}",
//                                tpGridIdLong, triggerPriceLong, profitId);
//                    }
//            );
//
//
//            // 多仓止损对应的空仓止盈：空仓止盈挂在ID=-3
//            int tpGridIdShort = -3;
//            GridElement tpElemShort = GridElement.findById(tpGridIdShort);
//            BigDecimal triggerPriceShort = tpElemShort.getGridPrice();
//            String sizeShort = config.getBaseQuantity();
//            executor.placeTakeProfit(
//                    triggerPriceShort,
//                    FuturesPriceTrigger.RuleEnum.NUMBER_2,
//                    ORDER_TYPE_CLOSE_SHORT,
//                    sizeShort,
//                    profitId -> {
//                        tpElemShort.setShortTakeProfitOrderId(profitId);
//                        GridElement.refreshIndices();
//                        log.info("[Gate] 空仓止盈已挂(gridId:{}空止盈), 触发价:{}, takeProfitId:{}",
//                                tpGridIdShort, triggerPriceShort, profitId);
//                    }
//            );

//            int shortTime = 2;
//            GridElement elemShort = GridElement.findById(shortTime);
//            if (elemShort != null) {
//                BigDecimal triggerPrice = elemShort.getGridPrice();
//                String size = config.getBaseQuantity();
//                executor.placeTakeProfit(
//                        triggerPrice,
//                        FuturesPriceTrigger.RuleEnum.NUMBER_1,
//                        ORDER_TYPE_CLOSE_SHORT,
//                        size,
//                        profitId -> {
//                            elemShort.addShortStopLossOrderId(profitId);
//                            GridElement.refreshIndices();
//                            log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", shortTime, triggerPrice, profitId);
//                        }
//                );
//            }
//
//
//            int longTime = -2;
//            GridElement elemLong = GridElement.findById(longTime);
//            if (elemLong != null) {
//                BigDecimal triggerPrice = elemLong.getGridPrice();
//                String size = config.getBaseQuantity();
//                executor.placeTakeProfit(
//                        triggerPrice,
//                        FuturesPriceTrigger.RuleEnum.NUMBER_2,
//                        ORDER_TYPE_CLOSE_LONG,
//                        negate(size),
//                        profitId -> {
//                            elemLong.addLongStopLossOrderId(profitId);
//                            GridElement.refreshIndices();
//                            log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", longTime, triggerPrice, profitId);
//                        }
//                );
//            }

            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);
                        }
                );
            }



            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);
                        }
                );
            }

            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;
        }
    }

    /**
     * 更新基座止盈信息，将止盈价、订单ID等写入 TraderParam 并回填到 ID=0 的网格元素中。
     */
    private void longTakeProfitTraderIdParam(
            GridElement baseElement,String profitId, boolean flag
    ) {
        TraderParam tp = baseElement.getLongTraderParam();
        tp.setTakeProfitOrderId(profitId);
        tp.setTakeProfitPlaced(flag);
        baseElement.setLongTakeProfitOrderId(profitId);
        GridElement.refreshIndices();
    }
    private void shortTakeProfitTraderIdParam(
            GridElement baseElement,String profitId, boolean flag
    ) {
        TraderParam tp = baseElement.getShortTraderParam();
        tp.setTakeProfitOrderId(profitId);
        tp.setTakeProfitPlaced(flag);
        baseElement.setShortTakeProfitOrderId(profitId);
        GridElement.refreshIndices();
    }

    private void longEntryTraderIdParam(
            GridElement baseElement,String entryId,boolean flag
    ) {
        TraderParam tp = baseElement.getLongTraderParam();
        tp.setEntryOrderId(entryId);
        tp.setEntryOrderPlaced(flag);
        if (flag && entryId != null) {
            baseElement.addLongOrderId(entryId);
            baseElement.setHasLongOrder(true);
        } else if (!flag && entryId != null) {
            baseElement.removeLongOrderId(entryId);
            // 只有列表全部清空才关闭预置标志，避免还有未成交挂单时被 processGrid 误判
            baseElement.setHasLongOrder(baseElement.hasLongOrderIds());
        }
        GridElement.refreshIndices();
    }

    private void shortEntryTraderIdParam(
            GridElement baseElement, String entryId, boolean flag
    ) {
        TraderParam tp = baseElement.getShortTraderParam();
        tp.setEntryOrderId(entryId);
        tp.setEntryOrderPlaced(flag);
        if (flag && entryId != null) {
            baseElement.addShortOrderId(entryId);
            baseElement.setHasShortOrder(true);
        } else if (!flag && entryId != null) {
            baseElement.removeShortOrderId(entryId);
            // 只有列表全部清空才关闭预置标志，避免还有未成交挂单时被 processGrid 误判
            baseElement.setHasShortOrder(baseElement.hasShortOrderIds());
        }
        GridElement.refreshIndices();
    }

    /**
     * 生成空仓价格队列。
     * 以 shortBaseEntryPrice × gridRate 作为绝对步长 step，存到 config。
     * 第1个元素 = shortBaseEntryPrice − step，后续依次递减 step，共 gridQueueSize 个。
     * 队列降序排列（大→小），方便 processShortGrid 中从头遍历。
     */
    private void generateShortQueue() {
        shortPriceQueue.clear();
        totalShortPriceQueue.clear();
        totalLongPriceQueue.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);
                totalLongPriceQueue.add( elem);
                totalShortPriceQueue.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("[Gate] 空队列:{}", shortPriceQueue);
    }

    /**
     * 生成多仓价格队列。
     * 以 shortBaseEntryPrice + step 为首元素，后续依次递增 step，共 gridQueueSize 个。
     * 队列升序排列（小→大），方便 processLongGrid 中从头遍历。
     */
    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);
            totalLongPriceQueue.add( elem);
            totalShortPriceQueue.add( elem);
            elem = elem.add(step).setScale(prec, RoundingMode.HALF_UP);
        }
        longPriceQueue.sort(BigDecimal::compareTo);
        log.info("[Gate] 多队列:{}", longPriceQueue);
        totalShortPriceQueue.sort((a, b) -> b.compareTo(a));
        log.info("[Gate] 队列从大到小:{}", totalShortPriceQueue);
        totalLongPriceQueue.sort(BigDecimal::compareTo);
        log.info("[Gate] 队列从小到大:{}", totalLongPriceQueue);
    }

    /**
     * 根据当前多空价格队列同步构建网格元素列表，写入 config。
     *
     * <h3>ID 分配规则</h3>
     * <ul>
     *   <li>空仓队列：id 从 -1 自减（-1, -2, -3...），第一个元素 upId=0，最后一个 downId=null</li>
     *   <li>位置 0：gridPrice=shortBaseEntryPrice，upId=-1，downId=1，其数据在基座开仓时更新</li>
     *   <li>多仓队列：id 从 1 自增（1, 2, 3...），第一个元素 upId=0，最后一个 downId=null</li>
     * </ul>
     *
     * <h3>链表关系</h3>
     * 所有元素通过 upId/downId 串成一条双向链表：
     * ... → -3 → -2 → -1 → 0 → 1 → 2 → 3 → ...
     */
    private void updateGridElements() {
        List<GridElement> elements = new ArrayList<>();
        int shortSize = shortPriceQueue.size();
        int longSize = longPriceQueue.size();
        //根据精度转换成小数
        int prec = config.getPriceScale();
        BigDecimal step = config.getStep();
//        String qty = config.getBaseQuantity();
        String qty = config.getQuantity();

        // 空仓队列：id 从 -1 自减, shortPriceQueue[i] → id=-(i+1)
        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);
            TraderParam longParam = TraderParam.builder()
                    .direction(TraderParam.Direction.LONG)
                    .entryPrice(price)
                    .takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
                    .quantity(qty)
                    .build();
            TraderParam shortParam = TraderParam.builder()
                    .direction(TraderParam.Direction.SHORT)
                    .entryPrice(price)
                    .takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP))
                    .quantity(qty)
                    .build();
            elements.add(GridElement.builder()
                    .id(id)
                    .gridPrice(price)
                    .upId(upId)
                    .downId(downId)
                    .longTraderParam(longParam)
                    .shortTraderParam(shortParam)
                    .build());
        }

        // 位置 0：基底价格，数据在基座开仓时更新
        {
            BigDecimal price = shortBaseEntryPrice;
            TraderParam longParam = TraderParam.builder()
                    .direction(TraderParam.Direction.LONG)
                    .entryPrice(price)
                    .takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
                    .quantity(qty)
                    .build();
            TraderParam shortParam = TraderParam.builder()
                    .direction(TraderParam.Direction.SHORT)
                    .entryPrice(price)
                    .takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP))
                    .quantity(qty)
                    .build();
            elements.add(GridElement.builder()
                    .id(0)
                    .gridPrice(price)
                    .upId(longSize > 0 ? 1 : null)
                    .downId(shortSize > 0 ? -1 : null)
                    .longTraderParam(longParam)
                    .shortTraderParam(shortParam)
                    .build());
        }

        // 多仓队列：id 从 1 自增, longPriceQueue[i] → id=i+1
        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);
            TraderParam longParam = TraderParam.builder()
                    .direction(TraderParam.Direction.LONG)
                    .entryPrice(price)
                    .takeProfitPrice(price.add(step).setScale(prec, RoundingMode.HALF_UP))
                    .quantity(qty)
                    .build();
            TraderParam shortParam = TraderParam.builder()
                    .direction(TraderParam.Direction.SHORT)
                    .entryPrice(price)
                    .takeProfitPrice(price.subtract(step).setScale(prec, RoundingMode.HALF_UP))
                    .quantity(qty)
                    .build();
            elements.add(GridElement.builder()
                    .id(id)
                    .gridPrice(price)
                    .upId(upId)
                    .downId(downId)
                    .longTraderParam(longParam)
                    .shortTraderParam(shortParam)
                    .build());
        }

        config.setGridElements(elements);
        log.info("[Gate] 网格元素列表已构建, 共{}个元素 (空仓:{} 位置:0 多仓:{})", elements.size(), shortSize, longSize);
    }


    private void processShortGrid(BigDecimal currentPrice) {
        BigDecimal matched = BigDecimal.ZERO;
        synchronized (totalLongPriceQueue) {
            for (BigDecimal p : totalLongPriceQueue) {
                if (p.compareTo(currentPrice) >= 0) {
                    matched =  p;
                    break;
                }
            }
//            log.info("[Gate-1] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
            if (BigDecimal.ZERO.compareTo( matched) == 0) {
                return;
            }

            GridElement matchedUpGridElement = GridElement.findByPrice(matched);
            if (matchedUpGridElement != null){
                if (!matchedUpGridElement.isHasLongOrder()){
                    Integer upId = matchedUpGridElement.getUpId();
                    GridElement newEntryGrid = GridElement.findById(upId);

                    if (newEntryGrid != null) {

//                        String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
                        String quantity = String.valueOf(config.getBaseQuantity());
                        // 向下检查是否已有多单挂在更低价格网格，有则跳过（防止价格回升后重复挂单）
                        boolean hasLongOrderBelow = false;
                        GridElement checkDownCursor = GridElement.findById(newEntryGrid.getDownId());
                        while (checkDownCursor != null) {
                            if (checkDownCursor.isHasLongOrder()) {
                                hasLongOrderBelow = true;
                                log.info("[Gate] 多仓仓位归零 gridId:{}, 下方gridId:{}已有多单, 跳过本次挂单",
                                        newEntryGrid.getId(), checkDownCursor.getId());
                                break;
                            }
                            Integer nextDownId = checkDownCursor.getDownId();
                            checkDownCursor = nextDownId != null ? GridElement.findById(nextDownId) : null;
                        }

                        // 向上遍历取消所有遗留多单（跳过基础入场网格0）
                        GridElement cancelCursor = GridElement.findById(newEntryGrid.getUpId());
                        while (cancelCursor != null) {
                            if (cancelCursor.isHasLongOrder()) {
                                for (String longOrderId : new ArrayList<>(cancelCursor.getLongOrderIds())) {
                                    GridElement finalCancelCursor = cancelCursor;
                                    executor.cancelConditionalOrder(longOrderId, oid -> {
                                        longEntryTraderIdParam(finalCancelCursor, longOrderId, false);
                                        log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", finalCancelCursor.getId(), longOrderId);
                                    });
                                }
                            }
                            Integer nextUpId = cancelCursor.getUpId();
                            cancelCursor = nextUpId != null ? GridElement.findById(nextUpId) : null;
                        }
//                        log.info("[Gate-2] 多仓仓位归零 空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
                        if (!newEntryGrid.isHasLongOrder() && !hasLongOrderBelow) {
                            BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                            String size = quantity;
                            log.info("[Gate] 多仓仓位归零 gridId:{}, 挂{}基础张多单",
                                    newEntryGrid.getId(),  size);
                            newEntryGrid.getLongTraderParam().setQuantity(size);
                            placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                                    FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
                        }
                    }
                }
            }
        }

    }

    private void processLongGrid(BigDecimal currentPrice) {
        BigDecimal matched = BigDecimal.ZERO;
        synchronized (totalShortPriceQueue) {
            for (BigDecimal p : totalShortPriceQueue) {
                if (p.compareTo(currentPrice) <= 0) {
                    matched = p;
                    break;
                }
            }
//            log.info("[Gate-3] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
            if (BigDecimal.ZERO.compareTo( matched) == 0) {
                return;
            }

            GridElement matchedUpGridElement = GridElement.findByPrice(matched);
            if (matchedUpGridElement != null){
                if(!matchedUpGridElement.isHasShortOrder()){
                    Integer downId = matchedUpGridElement.getDownId();
                    GridElement newEntryGrid = GridElement.findById(downId);

                    if (newEntryGrid != null) {

//                        String quantity = String.valueOf((accumulatedShortLossCount + 1) * Integer.parseInt(config.getQuantity()));
//                        String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
                        String quantity = String.valueOf(config.getBaseQuantity());
                        // 向上检查是否已有空单挂在更高价格网格，有则跳过（防止价格回落后重复挂单）
                        boolean hasShortOrderAbove = false;
                        GridElement checkUpCursor = GridElement.findById(newEntryGrid.getUpId());
                        while (checkUpCursor != null) {
                            if (checkUpCursor.isHasShortOrder()) {
                                hasShortOrderAbove = true;
                                log.info("[Gate] 空仓仓位归零 gridId:{}, 上方gridId:{}已有空单, 跳过本次挂单",
                                        newEntryGrid.getId(), checkUpCursor.getId());
                                break;
                            }
                            Integer nextUpId = checkUpCursor.getUpId();
                            checkUpCursor = nextUpId != null ? GridElement.findById(nextUpId) : null;
                        }

                        // 向下遍历取消所有遗留空单（跳过基础入场网格0）
                        GridElement cancelCursor = GridElement.findById(newEntryGrid.getDownId());
                        while (cancelCursor != null) {
                            if (cancelCursor.isHasShortOrder()) {
                                for (String shortOrderId : new ArrayList<>(cancelCursor.getShortOrderIds())) {
                                    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);
                                    });
                                }
                            }
                            Integer nextDownId = cancelCursor.getDownId();
                            cancelCursor = nextDownId != null ? GridElement.findById(nextDownId) : null;
                        }
//                        log.info("[Gate-4] 空仓仓位归零 多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
                        if (!newEntryGrid.isHasShortOrder() && !hasShortOrderAbove){
                            BigDecimal triggerPrice = newEntryGrid.getGridPrice();
                            String size = quantity;
                            log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张多单",
                                    newEntryGrid.getId(),  size);
                            newEntryGrid.getShortTraderParam().setQuantity(size);
                            placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                                    FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
                        }

                    }
                }
            }
        }
    }

    // ========== 加仓计算 ==========

    /**
     * 根据 {@code stopLossCountMode} 计算当前有效的止损次数。
     * <ul>
     *   <li>{@code "single"}（单向）：返回该方向的累计止损次数</li>
     *   <li>{@code "dual"}（双向）：返回多空双向累计总次数</li>
     * </ul>
     *
     * @param isLong {@code true}=多仓方向，{@code false}=空仓方向
     * @return 有效止损次数
     */
    private int getEffectiveStopLossCount(boolean isLong) {
        if ("single".equals(config.getStopLossCountMode())) {
            return isLong ? accumulatedLongLossCount : accumulatedShortLossCount;
        }
        // "dual" — 双向总次数
        return accumulatedLongLossCount + accumulatedShortLossCount;
    }

    /**
     * 根据加仓配置计算止损追单时的实际下单量。
     * <p>公式：</p>
     * <pre>
     * divisor = addPositionInterval + 1
     * addMultiplier = floor(effectiveStopLossCount / divisor)
     * addQty = addMultiplier × addPositionQuantity
     * finalQty = min(baseQuantity + addQty, maxPositionPerSide > 0 ? maxPositionPerSide : ∞)
     * </pre>
     *
     * @param isLong {@code true}=多仓方向，{@code false}=空仓方向
     * @return 实际下单张数（字符串）
     */
    private String calculateEntryQuantity(boolean isLong) {
        int baseQty = Integer.parseInt(config.getBaseQuantity());
        int interval = config.getAddPositionInterval();
        int addQtyPerUnit = config.getAddPositionQuantity();
        int maxPerSide = config.getMaxPositionPerSide();

        int effectiveCount = getEffectiveStopLossCount(isLong);
        int startThreshold = config.getAddPositionStartThreshold();
        if (startThreshold > 0) {
            effectiveCount = Math.max(0, effectiveCount - startThreshold);
        }
        // divisor = interval + 1：interval=0→每次加仓, interval=1→每2次加仓(2,4,6...), interval=3→每4次加仓(4,8,12...)
        int divisor = interval + 1;
        int addMultiplier = interval >= 0 ? effectiveCount / divisor : 0;
        int addQty = addMultiplier * addQtyPerUnit;
        int totalQty = baseQty + addQty;

        if (maxPerSide > 0 && totalQty > maxPerSide) {
            totalQty = maxPerSide;
        }

        return String.valueOf(totalQty);
    }

    private void handleLongStopLossTriggered(GridElement gridElement, String orderId) {
        gridElement.removeLongStopLossOrderId(orderId);

        int gridId = gridElement.getId();
        boolean sameGrid = (gridId == lastLongStopLossGridId);
        if (sameGrid) {
            log.info("[Gate] 多仓止损触发 同网格, 忽略");
            return;
        }

        lastLongStopLossGridId = gridId;

        accumulatedLongLossCount++;
        log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
                gridId, accumulatedLongLossCount, sameGrid ? "(同网格)" : "");
        int newEntryGridId = gridId + 1;

        GridElement newEntryGrid = GridElement.findById(newEntryGridId);
        if (newEntryGrid == null) {
            log.warn("[Gate] 多仓止损触发 but gridId:{} 不存在", newEntryGridId);
            GridElement.refreshIndices();
            return;
        }

        // 止损追单：同一网格可有多笔挂单，不判断 isHasLongOrder，直接挂单
        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        String size = calculateEntryQuantity(true);
        log.info("[Gate] 多仓止损追单 有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}",
                getEffectiveStopLossCount(true), config.getBaseQuantity(), size, config.getStopLossCountMode());
        newEntryGrid.getLongTraderParam().setQuantity(size);
        placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
                FuturesPriceTrigger.RuleEnum.NUMBER_1, size);

        // 取消 gridId+2 位置的所有多单
        int cancelGridId = gridId + 2;
        GridElement cancelGrid = GridElement.findById(cancelGridId);
        if (cancelGrid != null && cancelGrid.isHasLongOrder()) {
            for (String cancelOrderId : new ArrayList<>(cancelGrid.getLongOrderIds())) {
                executor.cancelConditionalOrder(cancelOrderId, oid -> {
                    longEntryTraderIdParam(cancelGrid, cancelOrderId, false);
                    log.info("[Gate] 多仓止损触发, 取消gridId:{}的多单,{}", cancelGridId, cancelOrderId);
                });
            }
        }

    }

    private void handleShortStopLossTriggered(GridElement gridElement, String orderId) {
        gridElement.removeShortStopLossOrderId(orderId);

        int gridId = gridElement.getId();
        boolean sameGrid = (gridId == lastShortStopLossGridId);
        if (sameGrid) {
            log.info("[Gate] 空仓止损触发 同网格, 忽略");
            return;
        }
        lastShortStopLossGridId = gridId;
        accumulatedShortLossCount++;
        log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
                gridId, accumulatedShortLossCount, sameGrid ? "(同网格)" : "");
        int newEntryGridId = gridId - 1;

        GridElement newEntryGrid = GridElement.findById(newEntryGridId);
        if (newEntryGrid == null) {
            log.warn("[Gate] 空仓止损触发 but gridId:{} 不存在", newEntryGridId);
            GridElement.refreshIndices();
            return;
        }

        // 止损追单：同一网格可有多笔挂单，不判断 isHasShortOrder，直接挂单
        BigDecimal triggerPrice = newEntryGrid.getGridPrice();
        String size = calculateEntryQuantity(false);
        log.info("[Gate] 空仓止损追单 有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}",
                getEffectiveStopLossCount(false), config.getBaseQuantity(), size, config.getStopLossCountMode());
        newEntryGrid.getShortTraderParam().setQuantity(size);
        placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
                FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));

        // 取消 gridId-2 位置的所有空单
        int cancelGridId = gridId - 2;
        GridElement cancelGrid = GridElement.findById(cancelGridId);
        if (cancelGrid != null && cancelGrid.isHasShortOrder()) {
            for (String cancelOrderId : new ArrayList<>(cancelGrid.getShortOrderIds())) {
                executor.cancelConditionalOrder(cancelOrderId, oid -> {
                    shortEntryTraderIdParam(cancelGrid, cancelOrderId, false);
                    log.info("[Gate] 空仓止损触发, 取消gridId:{}的空单,{}", cancelGridId, cancelOrderId);
                });
            }
        }
    }

    // ========== 止盈/止损取消辅助方法 ==========

    /**
     * 止盈触发后检查跨度是否达至要求，满足条件则重启策略。
     *
     * <h3>跨度定义</h3>
     * {@code restartGridSpan} 表示多少倍的绝对步长 step（= 短基价 × gridRate）。
     *
     * <h3>判断逻辑</h3>
     * <ol>
     *   <li>多空双边均有持仓：longEntryPrice − shortEntryPrice > span × step</li>
     *   <li>仅持多仓：currentPrice − longEntryPrice > span × step</li>
     *   <li>仅持空仓：shortEntryPrice − currentPrice > span × step</li>
     * </ol>
     * restartGridSpan=0 时禁用此功能。重启复用仓位归零模式：取消全部条件单 → 平仓 → 延迟启动。
     */
    private void checkLastTakeProfitAndRestart() {
        int span = config.getRestartGridSpan();
        if (span <= 0) {
            return;
        }

        // 检查是否还有剩余止盈单，只有多空止盈全部清空才继续
        if (GridElement.getLongTakeProfitCount() > 0 || GridElement.getShortTakeProfitCount() > 0) {
            log.info("[Gate] 尚有未触发止盈单, 暂不检查跨度重启 longTpCount:{}, shortTpCount:{}",
                    GridElement.getLongTakeProfitCount(), GridElement.getShortTakeProfitCount());
            return;
        }

        BigDecimal step = config.getStep();
        if (step == null || step.compareTo(BigDecimal.ZERO) == 0) {
            return;
        }
        BigDecimal threshold = step.multiply(new BigDecimal(span));

        BigDecimal currentPrice = lastKlinePrice;
        if (currentPrice == null || currentPrice.compareTo(BigDecimal.ZERO) == 0) {
            return;
        }

        // 查交易所获取最新持仓均价和持仓量，不用本地缓存避免 WS 时序竞态
        Position longPos = queryPosition(Position.ModeEnum.DUAL_LONG);
        Position shortPos = queryPosition(Position.ModeEnum.DUAL_SHORT);
        boolean hasLong = longPos != null && Math.abs(Integer.parseInt(longPos.getSize())) > 0;
        boolean hasShort = shortPos != null && Math.abs(Integer.parseInt(shortPos.getSize())) > 0;
        BigDecimal longAvgPrice = (longPos != null && longPos.getEntryPrice() != null)
                ? new BigDecimal(longPos.getEntryPrice()) : BigDecimal.ZERO;
        BigDecimal shortAvgPrice = (shortPos != null && shortPos.getEntryPrice() != null)
                ? new BigDecimal(shortPos.getEntryPrice()) : BigDecimal.ZERO;

        boolean shouldRestart = false;
        String reason = "";

        if (hasLong && hasShort) {
            // 多空双边持仓：|多均价 − 空均价| > span × step
            BigDecimal gap = shortAvgPrice.subtract(longAvgPrice);
            if (gap.compareTo(threshold) >= 0) {
                shouldRestart = true;
                reason = StrUtil.format("双边跨度 |多均价:{} − 空均价:{}| = {} >= {} (span:{}×step:{})",
                        longAvgPrice, shortAvgPrice, gap, threshold, span, step);
            }
        } else if (hasLong) {
            // 仅持多仓：当前价 − 多均价 > span × step
            BigDecimal gap = currentPrice.subtract(longAvgPrice);
            if (gap.compareTo(threshold) >= 0) {
                shouldRestart = true;
                reason = StrUtil.format("多仓跨度 当前价:{} − 多均价:{} = {} > {} (span:{}×step:{})",
                        currentPrice, longAvgPrice, gap, threshold, span, step);
            }
        } else if (hasShort) {
            // 仅持空仓：空均价 − 当前价 > span × step
            BigDecimal gap = shortAvgPrice.subtract(currentPrice);
            if (gap.compareTo(threshold) >= 0) {
                shouldRestart = true;
                reason = StrUtil.format("空仓跨度 空均价:{} − 当前价:{} = {} > {} (span:{}×step:{})",
                        shortAvgPrice, currentPrice, gap, threshold, span, step);
            }
        }

        if (shouldRestart) {
            log.info("[Gate] 跨度已达要求 → {}，最后一个止盈触发策略重启", reason);
            try {
                futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
            } catch (ApiException ex) {
                log.warn("[Gate] 重启前清理条件单失败", ex);
            }
            closeExistingPositions();
            state = StrategyState.STOPPED;
            executor.submitTask(() -> {
                try { Thread.sleep(3000); } catch (InterruptedException ex) { Thread.currentThread().interrupt(); }
                startGrid();
            });
        }
    }

    /**
     * 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 cancelNearestLongStopLoss() {
        GridElement nearest = null;
        for (GridElement e : config.getGridElements()) {
            if (e.hasLongStopLossOrders()) {
                if (nearest == null || e.getId() > nearest.getId()) {
                    nearest = e;
                }
            }
        }
        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 finalNearest = nearest;
            executor.cancelConditionalOrder(slId, oid ->
                    log.info("[Gate] 止盈触发, 取消最近多仓止损 gridId:{}, orderId:{}", finalNearest.getId(), slId));
        }
    }

    /**
     * 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 cancelNearestShortStopLoss() {
        GridElement nearest = null;
        for (GridElement e : config.getGridElements()) {
            if (e.hasShortStopLossOrders()) {
                if (nearest == null || e.getId() < nearest.getId()) {
                    nearest = e;
                }
            }
        }
        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 finalNearest = nearest;
            executor.cancelConditionalOrder(slId, oid ->
                    log.info("[Gate] 止盈触发, 取消最近空仓止损 gridId:{}, orderId:{}", finalNearest.getId(), slId));
        }
    }

    /**
     * 取消所有多仓止盈 + 多仓止损订单（加仓后重建前清场）。
     */
    private void cancelAllLongTakeProfitsAndStopLosses() {
        for (GridElement e : config.getGridElements()) {
            String tpId = e.getLongTakeProfitOrderId();
            if (tpId != null) {
                e.getLongTraderParam().setTakeProfitPlaced(false);
                e.setLongTakeProfitOrderId(null);
                executor.cancelConditionalOrder(tpId, oid -> {});
            }
            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");
    }

    /**
     * 取消所有空仓止盈 + 空仓止损订单（加仓后重建前清场）。
     */
    private void cancelAllShortTakeProfitsAndStopLosses() {
        for (GridElement e : config.getGridElements()) {
            String tpId = e.getShortTakeProfitOrderId();
            if (tpId != null) {
                e.getShortTraderParam().setTakeProfitPlaced(false);
                e.setShortTakeProfitOrderId(null);
                executor.cancelConditionalOrder(tpId, oid -> {});
            }
            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");
    }

    /**
     * 首次挂单成交时，取消初始化阶段挂的所有止盈单（多+空），止损单保留不动。
     */
    private void cancelAllInitialTakeProfits() {


        GridElement tpElemLong = GridElement.findById(3);
        String longTpId = tpElemLong.getLongTakeProfitOrderId();
        if (longTpId != null) {
            longTakeProfitTraderIdParam(tpElemLong, null, false);
            executor.cancelConditionalOrder(longTpId, oid -> {});
        }

        GridElement tpElemShort = GridElement.findById(-3);
        String shortTpId = tpElemShort.getShortTakeProfitOrderId();
        if (shortTpId != null) {
            shortTakeProfitTraderIdParam(tpElemShort, null, false);
            executor.cancelConditionalOrder(shortTpId, oid -> {});
        }
        GridElement.refreshIndices();
        log.info("[Gate] 首次成交，取消所有初始化止盈单");
    }

    // ========== 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） ==========

    /**
     * 多仓止损追单 — 网格数量 = baseQuantity/quantity，从近到远分配。
     * aCount<0跳过, aCount=0→主=2, aCount=1→主=2,辅0=1, aCount>=2→主=aCount,辅依次填1
     */
    private void extendLongStopLoss(int filledQty, int gridId) {
        int qty = Integer.parseInt(config.getQuantity());
        int baseQty = Integer.parseInt(config.getBaseQuantity());
        int gridCount = baseQty / qty;
        GridElement entryElem = GridElement.findById(gridId);
        if (gridCount <= 0 || filledQty < qty) {
            // 早期返回需重置防重入标记
            if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
            return;
        }

        int totalOrders = filledQty / qty;
        int[] orders = new int[gridCount];

        if (gridCount == 1) {
            // 只有1个网格，全量挂在上面
            orders[0] = totalOrders;
        } else {
            // 最近网格(orders[0])挂剩余张数，其余每个网格各挂1张
            orders[0] = totalOrders - (gridCount - 1);
            if (orders[0] < 1) {
                // 订单数不够覆盖所有网格(理论上不会出现)，全量挂在最近网格
                orders[0] = totalOrders;
            } else {
                for (int i = 1; i < gridCount; i++) {
                    orders[i] = 1;
                }
            }
        }

        // 计算总订单数，用于异步回调完成时重置防重入标记
        int totalOrdersToPlace = 0;
        for (int i = 0; i < gridCount; i++) {
            if (orders[i] > 0) { totalOrdersToPlace += orders[i]; }
        }
        if (totalOrdersToPlace == 0) {
            if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
            return;
        }
        AtomicInteger remainCount = new AtomicInteger(totalOrdersToPlace);

        StringBuilder detail = new StringBuilder();
        for (int i = 0; i < gridCount; i++) {
            if (orders[i] > 0) {
                int sgId = gridId - 2 - i;
                placeStopLossOrders(sgId, orders[i], qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
                        ORDER_TYPE_CLOSE_LONG, true, remainCount, entryElem);
                if (detail.length() > 0) {
                    detail.append("  ");
                }
                detail.append(sgId).append("x").append(orders[i]);
            }
        }

        log.info("[Gate] 多仓追挂止损, 成交{}张, gridId:{}, 网格数:{}, 分配:{}",
                filledQty, gridId, gridCount, detail);
    }

    /**
     * 空仓止损追单 — 网格数量 = baseQuantity/quantity，从近到远分配。
     * aCount<0跳过, aCount=0→主=2, aCount=1→主=2,辅0=1, aCount>=2→主=aCount,辅依次填1
     */
    private void extendShortStopLoss(int filledQty, int gridId) {
        int qty = Integer.parseInt(config.getQuantity());
        int baseQty = Integer.parseInt(config.getBaseQuantity());
        int gridCount = baseQty / qty;
        GridElement entryElem = GridElement.findById(gridId);
        if (gridCount <= 0 || filledQty < qty) {
            // 早期返回需重置防重入标记
            if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
            return;
        }

        int totalOrders = filledQty / qty;
        int[] orders = new int[gridCount];

        if (gridCount == 1) {
            // 只有1个网格，全量挂在上面
            orders[0] = totalOrders;
        } else {
            // 最近网格(orders[0])挂剩余张数，其余每个网格各挂1张
            orders[0] = totalOrders - (gridCount - 1);
            if (orders[0] < 1) {
                // 订单数不够覆盖所有网格(理论上不会出现)，全量挂在最近网格
                orders[0] = totalOrders;
            } else {
                for (int i = 1; i < gridCount; i++) {
                    orders[i] = 1;
                }
            }
        }

        // 计算总订单数，用于异步回调完成时重置防重入标记
        int totalOrdersToPlace = 0;
        for (int i = 0; i < gridCount; i++) {
            if (orders[i] > 0) { totalOrdersToPlace += orders[i]; }
        }
        if (totalOrdersToPlace == 0) {
            if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
            return;
        }
        AtomicInteger remainCount = new AtomicInteger(totalOrdersToPlace);

        StringBuilder detail = new StringBuilder();
        for (int i = 0; i < gridCount; i++) {
            if (orders[i] > 0) {
                int sgId = gridId + 2 + i;
                placeStopLossOrders(sgId, orders[i], qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
                        ORDER_TYPE_CLOSE_SHORT, false, remainCount, entryElem);
                if (detail.length() > 0) {
                    detail.append("  ");
                }
                detail.append(sgId).append("x").append(orders[i]);
            }
        }

        log.info("[Gate] 空仓追挂止损, 成交{}张, gridId:{}, 网格数:{}, 分配:{}",
                filledQty, gridId, gridCount, detail);
    }

    /**
     * 延展完成后重挂止损（处理被跳过的入场单成交）。
     * 取消已有止损单并用最新仓位重新挂单，确保止损覆盖最新持仓数。
     */
    private void reExtendLongStopLoss(GridElement entryElem) {
        if (entryElem.isExtendStopLossInProgress()) {
            log.info("[Gate] 多仓重挂止损跳过, entryGridId:{}, 仍在进行中", entryElem.getId());
            return;
        }
        entryElem.setExtendStopLossInProgress(true);
        cancelAllLongTakeProfitsAndStopLosses();
        int latestPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
        log.info("[Gate] 多仓重挂止损, entryGridId:{}, 最新仓位:{}张", entryElem.getId(), latestPos);
        extendLongStopLoss(latestPos, entryElem.getId());
    }

    private void reExtendShortStopLoss(GridElement entryElem) {
        if (entryElem.isExtendStopLossInProgress()) {
            log.info("[Gate] 空仓重挂止损跳过, entryGridId:{}, 仍在进行中", entryElem.getId());
            return;
        }
        entryElem.setExtendStopLossInProgress(true);
        cancelAllShortTakeProfitsAndStopLosses();
        int latestPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
        log.info("[Gate] 空仓重挂止损, entryGridId:{}, 最新仓位:{}张", entryElem.getId(), latestPos);
        extendShortStopLoss(latestPos, entryElem.getId());
    }

    /**
     * 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,
                                      AtomicInteger remainCount,
                                      GridElement entryElement) {
        if (count <= 0) {
            return;
        }
        GridElement elem = GridElement.findById(gridId);
        if (elem == null) {
            log.warn("[Gate] 止损挂单位置不存在, gridId:{}", gridId);
            // 即使挂单位置不存在也需递减计数器，避免标志永不重置
            if (remainCount != null && entryElement != null) {
                for (int i = 0; i < count; i++) {
                    if (remainCount.decrementAndGet() == 0) {
                        entryElement.setExtendStopLossInProgress(false);
                        log.info("[Gate] {}止损追单全部完成(部分位置缺失), entryGridId:{}, 防重入标记已重置",
                                isLong ? "多仓" : "空仓", entryElement.getId());
                        // 检查待重挂请求
                        if (entryElement.isPendingStopLossReExtend()) {
                            entryElement.setPendingStopLossReExtend(false);
                            if (isLong) {
                                reExtendLongStopLoss(entryElement);
                            } else {
                                reExtendShortStopLoss(entryElement);
                            }
                        }
                    }
                }
            }
            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);
                        // 计数器归零时重置防重入标记，并检查是否有待重挂请求
                        if (remainCount != null && remainCount.decrementAndGet() == 0 && entryElement != null) {
                            entryElement.setExtendStopLossInProgress(false);
                            log.info("[Gate] {}止损追单全部完成, entryGridId:{}, 防重入标记已重置",
                                    isLong ? "多仓" : "空仓", entryElement.getId());
                            // 如果有被跳过的入场单成交，用最新仓位重挂一次止损
                            if (entryElement.isPendingStopLossReExtend()) {
                                entryElement.setPendingStopLossReExtend(false);
                                if (isLong) {
                                    reExtendLongStopLoss(entryElement);
                                } else {
                                    reExtendShortStopLoss(entryElement);
                                }
                            }
                        }
                    }
            );
        }
    }

    // ---- 工具 ----

    /**
     * 取反字符串数字。如 "1" → "-1"，"-2" → "2"。
     * 用于开空单时将正数张数转为负数。
     */
    private String negate(String qty) {
        return qty.startsWith("-") ? qty.substring(1) : "-" + qty;
    }

    /**
     * 预设标志位后提交条件开仓单，防止异步回调导致的竞态重复挂单。
     *
     * <p>在调用 {@link GateTradeExecutor#placeConditionalEntryOrder} 之前同步设置
     * {@code isHasLongOrder / isHasShortOrder}，关闭 WS 线程与 Executor 线程之间的
     * 检查-下单时间窗口。API 失败时自动回滚标志位。
     *
     * @param gridElement 目标网格元素
     * @param isLong      true=多仓下单，false=空仓下单
     * @param triggerPrice 触发价
     * @param rule        触发规则
     * @param size        开仓张数
     */
    private void placeEntryOrderWithPreFlag(GridElement gridElement, boolean isLong,
                                             BigDecimal triggerPrice,
                                             FuturesPriceTrigger.RuleEnum rule,
                                             String size) {
        if (isLong) {
            gridElement.setHasLongOrder(true);
        } else {
            gridElement.setHasShortOrder(true);
        }
        executor.placeConditionalEntryOrder(triggerPrice, rule, size,
                orderId -> {
                    if (isLong) {
                        longEntryTraderIdParam(gridElement, orderId, true);
                    } else {
                        shortEntryTraderIdParam(gridElement, orderId, true);
                    }
                },
                () -> {
                    // 仅当列表为空（无其他有效订单）时才清预置标志，避免误伤其他并发挂单
                    if (isLong) {
                        if (!gridElement.hasLongOrderIds()) {
                            gridElement.setHasLongOrder(false);
                        }
                    } else {
                        if (!gridElement.hasShortOrderIds()) {
                            gridElement.setHasShortOrder(false);
                        }
                    }
                    GridElement.refreshIndices();
                    log.warn("[Gate] 条件单创建失败 gridId:{}, isLong:{}", gridElement.getId(), isLong);
                }
        );
    }

    /**
     * 根据持仓和当前价格计算未实现盈亏。
     *
     * <h3>正向合约公式</h3>
     * <pre>
     *   多仓: 持仓量 × 合约乘数 × (计价价格 − 开仓均价)
     *   空仓: 持仓量 × 合约乘数 × (开仓均价 − 计价价格)
     * </pre>
     * 计价价格由 {@link GateConfig.PnLPriceMode} 决定：LAST_PRICE 用最新成交价，MARK_PRICE 用标记价格。
     */
    private void updateUnrealizedPnl() {
        BigDecimal price = resolvePnlPrice();
        if (price == null || price.compareTo(BigDecimal.ZERO) == 0) {
            return;
        }
        BigDecimal multiplier = config.getContractMultiplier();
        BigDecimal longPnl = BigDecimal.ZERO;
        BigDecimal shortPnl = BigDecimal.ZERO;
        if (longPositionSize.compareTo(BigDecimal.ZERO) > 0 && longEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
            longPnl = longPositionSize.multiply(multiplier).multiply(price.subtract(longEntryPrice));
        }
        if (shortPositionSize.compareTo(BigDecimal.ZERO) > 0 && shortEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
            shortPnl = shortPositionSize.multiply(multiplier).multiply(shortEntryPrice.subtract(price));
        }
        unrealizedPnl = longPnl.add(shortPnl);

        log.info("[Gate] 未实现盈亏: {}", unrealizedPnl);
    }

    /**
     * 根据配置的 PnLPriceMode 返回计价价格。
     * MARK_PRICE 模式优先使用标记价格（外部注入），未注入时回退到最新成交价。
     *
     * @return 计价价格，可能为 null
     */
    private BigDecimal resolvePnlPrice() {
        if (config.getUnrealizedPnlPriceMode() == GateConfig.PnLPriceMode.MARK_PRICE
                && markPrice.compareTo(BigDecimal.ZERO) > 0) {
            return markPrice;
        }
        return lastKlinePrice;
    }

    /** @return 最新 K 线价格（每次 onKline 更新） */
    public BigDecimal getLastKlinePrice() { return lastKlinePrice; }
    /** 设置标记价格（外部注入，MARK_PRICE 模式时用于盈亏计算） */
    public void setMarkPrice(BigDecimal markPrice) { this.markPrice = markPrice; }
    /** @return 策略是否处于活跃状态（非 STOPPED 且非 WAITING_KLINE） */
    public boolean isStrategyActive() { return state != StrategyState.STOPPED && state != StrategyState.WAITING_KLINE; }
    /** @return 累计已实现盈亏（平仓推送驱动累加） */
    public BigDecimal getCumulativePnl() { return cumulativePnl; }
    /** @return 当前未实现盈亏（每根 K 线实时计算） */
    public BigDecimal getUnrealizedPnl() { return unrealizedPnl; }
    /** @return Gate 用户 ID（用于私有频道订阅 payload） */
    public Long getUserId() { return userId; }
    /** @return 当前策略状态 */
    public StrategyState getState() { return state; }
    /** 注入WS客户端，用于订阅状态检查 */
    public void setWsClient(GateKlineWebSocketClient wsClient) { this.wsClient = wsClient; }

    // ========== 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） */
    private GridElement findFirstLongStopLossGrid() {
        for (GridElement e : config.getGridElements()) {
            if (!e.getLongStopLossOrderIds().isEmpty()) return e;
        }
        return null;
    }

    /** 找到第一个有空仓止损单的网格（首个匹配即返回） */
    private GridElement findFirstShortStopLossGrid() {
        for (GridElement e : config.getGridElements()) {
            if (!e.getShortStopLossOrderIds().isEmpty()) return e;
        }
        return null;
    }

    /**
     * 挂单成交后，将超出基础仓位的部分挂止盈单，挂在对向仓位的第一止损位上。
     *
     * <p>遍历所有 GridElement，找到对向仓位第一个有止损单的网格作为止盈挂单位置。
     *
     * <p>例：空仓成交后持仓 8 张，基础 4 张 → 超出 4 张，
     * 找到多仓第一止损位（如 gridId=-2）→ 在该位置挂空仓止盈单。
     *
     * @param posSize  当前总持仓张数
     * @param isLong   true=多仓成交，false=空仓成交
     */
    private void placeExcessTakeProfit(int posSize, boolean isLong) {
        int baseQty = Integer.parseInt(config.getBaseQuantity());
        int excessQty = posSize - baseQty;
        if (excessQty <= 0) {
            return;
        }

        // 遍历找到对向仓位第一个有止损单的网格
        GridElement tpElem = isLong ? findFirstShortStopLossGrid() : findFirstLongStopLossGrid();
        if (tpElem == null) {
            log.warn("[Gate] {}止盈挂单失败：未找到对向仓止损位", isLong ? "多仓" : "空仓");
            return;
        }
        int tpGridId = tpElem.getId();

        BigDecimal triggerPrice = tpElem.getGridPrice();
        String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
        // 多仓止盈：价格≥触发价时平仓(NUMBER_1)；空仓止盈：价格≤触发价时平仓(NUMBER_2)
        FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
                : FuturesPriceTrigger.RuleEnum.NUMBER_2;
        String size = isLong ? negate(String.valueOf(excessQty)) : String.valueOf(excessQty);

//        if (isLong && tpElem.getLongTakeProfitOrderId() != null) {
//            executor.cancelConditionalOrder(tpElem.getLongTakeProfitOrderId(), oid -> {
//                longTakeProfitTraderIdParam(tpElem, null, false);
//                log.info("[Gate] 取消旧止盈, gridId:{}, orderId:{}", tpGridId, oid);
//            });
//        } else if (!isLong && tpElem.getShortTakeProfitOrderId() != null) {
//            executor.cancelConditionalOrder(tpElem.getShortTakeProfitOrderId(), oid -> {
//                shortTakeProfitTraderIdParam(tpElem, null, false);
//                log.info("[Gate] 取消旧止盈, gridId:{}, orderId:{}", tpGridId, oid);
//            });
//        }

        String finalSize = size;
        int finalTpGridId = tpGridId;
        executor.placeTakeProfit(triggerPrice, rule, orderType, size,
                profitId -> {
                    if (isLong) {
                        longTakeProfitTraderIdParam(tpElem, profitId, true);
                    } else {
                        shortTakeProfitTraderIdParam(tpElem, profitId, true);
                    }
                    log.info("[Gate] {}止盈挂单, gridId:{}, 触发价:{}, 数量:{}, takeProfitId:{}",
                            isLong ? "多仓" : "空仓", finalTpGridId, triggerPrice, finalSize, profitId);
                }
        );
    }

    /**
     * 在指定网格挂一笔对手止盈单（非满仓超额止盈，挂在止损触发位的下一格）。
     */
    private void placeTakeProfitAtGrid(GridElement tpElem, boolean isLong, int qty, int times) {
        BigDecimal triggerPrice = tpElem.getGridPrice();
        String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
        FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
                : FuturesPriceTrigger.RuleEnum.NUMBER_2;
        String size = isLong ? negate(String.valueOf(qty)) : String.valueOf(qty);
        int gridId = tpElem.getId();
        executor.placeTakeProfit(triggerPrice, rule, orderType, size,
                profitId -> {
                    if (isLong) {
                        longTakeProfitTraderIdParam(tpElem, profitId, true);
                    } else {
                        shortTakeProfitTraderIdParam(tpElem, profitId, true);
                    }
                    log.info("[Gate] 止损{}→对手超额止盈 gridId:{}, 量:{}, tpId:{}", times, gridId, qty, profitId);
                }
        );
    }

    /**
     * 挂对手盘止盈单：在对向仓位第一止损位挂止盈。
     * @param isLong true=挂多仓止盈(对空仓), false=挂空仓止盈(对多仓)
     */
    private void placeOpponentTakeProfit(boolean isLong, int tpQty, int times, int gridId) {
        GridElement tpElem = GridElement.findById(isLong ? gridId + 1 : gridId - 1);
        if (tpElem == null) {
            log.warn("[Gate] 对手止盈挂单失败：未找到止损位");
            return;
        }
        int tpGridId = tpElem.getId();
        BigDecimal triggerPrice = tpElem.getGridPrice();
        String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
        FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
                : FuturesPriceTrigger.RuleEnum.NUMBER_2;
        String size = isLong ? negate(String.valueOf(tpQty)) : String.valueOf(tpQty);
        executor.placeTakeProfit(triggerPrice, rule, orderType, size,
                profitId -> {
                    if (isLong) longTakeProfitTraderIdParam(tpElem, profitId, true);
                    else        shortTakeProfitTraderIdParam(tpElem, profitId, true);
                    log.info("[Gate] 止损次数{}→对手{}止盈 gridId:{}, 量:{}, tpId:{}",
                            times, isLong ? "多仓" : "空仓", tpGridId, size, profitId);
                }
        );
    }
}