From 1e38b457f1cd063e851140e82fec20655bee2304 Mon Sep 17 00:00:00 2001
From: dongzp_book <90fanhua@gmail.com>
Date: Wed, 8 Jul 2026 23:47:17 +0800
Subject: [PATCH] =?UTF-8?q?=E7=8E=B0=E4=BB=B7=E9=AB=98=E4=BA=8E=E6=8C=82?=
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---
 .../trend/strategy/AutoGridStrategy.java      | 80 +++++++++++++++++--
 1 file changed, 74 insertions(+), 6 deletions(-)

diff --git a/src/main/java/com/sample/trend/strategy/AutoGridStrategy.java b/src/main/java/com/sample/trend/strategy/AutoGridStrategy.java
index a028324..120b0c1 100644
--- a/src/main/java/com/sample/trend/strategy/AutoGridStrategy.java
+++ b/src/main/java/com/sample/trend/strategy/AutoGridStrategy.java
@@ -35,12 +35,17 @@ import java.util.concurrent.CopyOnWriteArrayList;
  * <p>
  * 网格间距 = atr_multiplier × ATR，并限制在 [min_gap, max_gap] 区间。
  * 下方买单始终最多挂 1 笔：成交后再挂下一格，不会批量铺满网格。
+ * 若现价相对挂单价上行超过间距 × 1.5，撤单并按现价重新挂靠下一格，避免买单悬空。
  * 采用限价挂单买入，市价止盈卖出。
  * 网格间距变化时不撤销已有挂单，已成交仓位按最新间距计算止盈价。
  */
 public class AutoGridStrategy extends BaseStrategy {
 
     private static final String MARGIN_MODE = "crossed";
+    /**
+     * 现价高于挂单价超过「间距 × 该倍数」时，撤单重挂
+     */
+    private static final BigDecimal BUY_REBASE_MULTIPLIER = new BigDecimal("1.5");
 
     private final Logger logger = LoggerFactory.getLogger(AutoGridStrategy.class);
 
@@ -303,6 +308,7 @@ public class AutoGridStrategy extends BaseStrategy {
             checkPriceBounds();
             refreshGridGap(false);
             processTakeProfit();
+            rebaseStalePendingBuy();
             replenishBuyGrids();
             updateDashboard();
         } catch (Exception e) {
@@ -455,17 +461,79 @@ public class AutoGridStrategy extends BaseStrategy {
                 return;
             }
 
-            BigDecimal nextBuyPrice = alignPriceDown(currentPrice, currentGridGap);
-            if (nextBuyPrice.compareTo(currentPrice) >= 0) {
-                nextBuyPrice = nextBuyPrice.subtract(currentGridGap);
-            }
-
-            if (nextBuyPrice.compareTo(lowerBound) >= 0 && !hasBuyOrderAt(nextBuyPrice)) {
+            BigDecimal nextBuyPrice = calcBuyPriceBelowCurrent();
+            if (nextBuyPrice != null
+                    && nextBuyPrice.compareTo(lowerBound) >= 0
+                    && !hasBuyOrderAt(nextBuyPrice)) {
                 placeLimitBuyOrder(nextBuyPrice);
             }
         }
     }
 
+    /**
+     * 价格单边上行时，下方买单会悬空永远不成交。
+     * 当 现价 - 挂单价 > 间距 × 1.5 时，撤单并按现价重新对齐挂单（例：1532 / 间距 5 → 1530）。
+     */
+    private void rebaseStalePendingBuy() {
+        if (!canPlaceBuyOrders() || currentPrice == null || currentGridGap == null
+                || currentGridGap.compareTo(BigDecimal.ZERO) <= 0) {
+            return;
+        }
+
+        synchronized (tradeLock) {
+            if (pendingBuyOrders.isEmpty()) {
+                return;
+            }
+
+            GridBuyOrder pending = pendingBuyOrders.values().iterator().next();
+            BigDecimal distance = currentPrice.subtract(pending.buyPrice);
+            BigDecimal threshold = currentGridGap.multiply(BUY_REBASE_MULTIPLIER);
+            if (distance.compareTo(threshold) <= 0) {
+                return;
+            }
+
+            BigDecimal newPrice = calcBuyPriceBelowCurrent();
+            if (newPrice == null
+                    || newPrice.compareTo(lowerBound) < 0
+                    || newPrice.compareTo(pending.buyPrice) == 0) {
+                return;
+            }
+
+            try {
+                bitGetClient.cancelOrder(getSymbol(), pending.exchangeOrderId, pending.clientOrderId, null);
+                pendingBuyOrders.remove(priceKey(pending.buyPrice));
+                logger.info("买单距现价过远，撤单重挂：旧价={}，现价={}，间距={}，阈值={}，新价={}",
+                        pending.buyPrice, currentPrice, currentGridGap, threshold, newPrice);
+                submitAlarm("买单追价重挂",
+                        String.format("旧挂单价 %s，现价 %s，超过间距×1.5（%s），重挂至 %s",
+                                formatPrice(pending.buyPrice), formatPrice(currentPrice),
+                                formatPrice(threshold), formatPrice(newPrice)),
+                        AlarmLevel.INFO);
+                placeLimitBuyOrder(newPrice);
+            } catch (Exception e) {
+                logger.error("买单追价重挂失败，旧价={}", pending.buyPrice, e);
+                submitAlarm("买单追价重挂失败",
+                        String.format("旧价 %s：%s", formatPrice(pending.buyPrice), e.getMessage()),
+                        AlarmLevel.ERROR);
+            }
+        }
+    }
+
+    /**
+     * 现价向下对齐到网格，确保严格低于现价。
+     */
+    private BigDecimal calcBuyPriceBelowCurrent() {
+        if (currentPrice == null || currentGridGap == null
+                || currentGridGap.compareTo(BigDecimal.ZERO) <= 0) {
+            return null;
+        }
+        BigDecimal nextBuyPrice = alignPriceDown(currentPrice, currentGridGap);
+        if (nextBuyPrice.compareTo(currentPrice) >= 0) {
+            nextBuyPrice = nextBuyPrice.subtract(currentGridGap);
+        }
+        return normalizePrice(nextBuyPrice);
+    }
+
     /**
      * 买单成交后，挂「成交价再下一格」的限价买单。
      */