refactor: enhance order handling and tracking in GridEngine

- Introduced a clientOrderId system for better order identification.
- Updated order creation logic to ensure unique clientOrderIds.
- Improved order cancellation methods to maintain accurate current orders.
- Added tests for new clientOrderId functionality and level state tracking.
- Ensured that desired orders have an intent field set for clarity.
- Enhanced snapshot functionality to include level states for grid lines.

src/core/order-coordinator.ts

@@ -134,6 +134,7 @@ type PlaceOrderOptions = {
   skipDedupe?: boolean;
   slPrice?: number;
   tpPrice?: number;
+  clientOrderId?: string;
 };
 
 export async function placeOrder(
@@ -180,6 +181,7 @@ export async function placeOrder(
       closePosition,
       slPrice: opts?.slPrice,
       tpPrice: opts?.tpPrice,
+      clientOrderId: opts?.clientOrderId,
     });
     pendings[type] = String(order.orderId);
     log("order", `挂限价单: ${side} @ ${priceNum} 数量 ${quantity} reduceOnly=${reduceOnly}${opts?.slPrice ? ` sl=${opts.slPrice}` : ""}`);

src/exchanges/aster/gateway.ts

@@ -815,6 +815,7 @@ export class AsterRestClient {
     if (params.activationPrice !== undefined) payload.activationPrice = params.activationPrice;
     if (params.callbackRate !== undefined) payload.callbackRate = params.callbackRate;
     if (params.quantity !== undefined) payload.quantity = Math.abs(params.quantity);
+    if (params.clientOrderId !== undefined) payload.newClientOrderId = params.clientOrderId;
 
     // Aster rejects reduceOnly/closePosition for certain order types (e.g. STOP/TRAILING).
     // Keep the behavior exchange-specific by stripping them here for Aster.

src/exchanges/binance/gateway.ts

@@ -487,6 +487,9 @@ export class BinanceGateway {
     if (params.callbackRate != null) {
       extra.callbackRate = params.callbackRate;
     }
+    if (params.clientOrderId != null) {
+      extra.newClientOrderId = params.clientOrderId;
+    }
 
     if (market.kind === "perp") {
       if (params.reduceOnly != null) {

src/exchanges/dry-run-adapter.ts

@@ -130,10 +130,10 @@ export class DryRunExchangeAdapter implements ExchangeAdapter {
 
 function createSyntheticOrder(params: CreateOrderParams, counter: number): Order {
   const now = Date.now();
-  const orderId = `dry-run-${now}-${counter}`;
+  const orderId = params.clientOrderId ?? `dry-run-${now}-${counter}`;
   return {
     orderId,
-    clientOrderId: orderId,
+    clientOrderId: params.clientOrderId ?? orderId,
     symbol: params.symbol,
     side: params.side,
     type: params.type,

src/exchanges/order-handlers.ts

@@ -45,6 +45,9 @@ function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent):
   if (intent.closePosition !== undefined) {
     params.closePosition = toStringBoolean(intent.closePosition);
   }
+  if (intent.clientOrderId !== undefined) {
+    params.clientOrderId = intent.clientOrderId;
+  }
   return params;
 }
 

src/exchanges/order-schema.ts

@@ -9,6 +9,7 @@ export interface BaseOrderIntent {
   reduceOnly?: boolean;
   closePosition?: boolean;
   timeInForce?: TimeInForce | "GTX";
+  clientOrderId?: string;
 }
 
 export interface LimitOrderIntent extends BaseOrderIntent {

src/exchanges/types.ts

@@ -27,6 +27,7 @@ export interface CreateOrderParams {
   triggerType?: "UNSPECIFIED" | "TAKE_PROFIT" | "STOP_LOSS";
   slPrice?: number;
   tpPrice?: number;
+  clientOrderId?: string;
 }
 
 export interface AccountPosition {

src/strategy/common/grid-storage.ts

@@ -5,6 +5,19 @@ import type { GridDirection } from "../../config";
 const DATA_DIR = process.env.GRID_DATA_DIR?.trim() || path.resolve("data");
 const GRID_FILE = path.resolve(DATA_DIR, "grid-record.json");
 
+/** State of a single grid level */
+export type LevelState = "idle" | "filled" | "exit_placed";
+
+export interface StoredLevelInfo {
+  state: LevelState;
+  /** The grid level index where ENTRY was filled */
+  sourceLevel: number;
+  /** The grid level index where EXIT is targeted (closeTarget) */
+  targetLevel: number | null;
+  /** The orderId of the EXIT order on exchange (if exit_placed) */
+  exitOrderId?: string;
+}
+
 export interface StoredGridState {
   symbol: string;
   lowerPrice: number;
@@ -13,8 +26,8 @@ export interface StoredGridState {
   orderSize: number;
   maxPositionSize: number;
   direction: GridDirection;
-  longExposure: Record<string, number>;
-  shortExposure: Record<string, number>;
+  /** Per-level state: key is level index string */
+  levels: Record<string, StoredLevelInfo>;
   updatedAt: number;
 }