From d2867ba98c6219b6cd918000115833b7a4630d35 Mon Sep 17 00:00:00 2001
From: discountry <feibilanceon@gmail.com>
Date: Mon, 6 Oct 2025 19:06:49 +0800
Subject: [PATCH] =?UTF-8?q?feat:=20=E6=9B=B4=E6=96=B0=E8=AE=A2=E5=8D=95?=
 =?UTF-8?q?=E5=8D=8F=E8=B0=83=E5=99=A8=E5=92=8C=20GRVT=20=E9=80=82?=
 =?UTF-8?q?=E9=85=8D=E5=99=A8=EF=BC=8C=E6=B7=BB=E5=8A=A0=E8=A7=A6=E5=8F=91?=
 =?UTF-8?q?=E7=B1=BB=E5=9E=8B=E6=94=AF=E6=8C=81=EF=BC=8C=E4=BC=98=E5=8C=96?=
 =?UTF-8?q?=E8=B6=8B=E5=8A=BF=E5=BC=95=E6=93=8E=E7=9A=84=E6=8D=9F=E7=9B=8A?=
 =?UTF-8?q?=E8=AE=A1=E7=AE=97=E9=80=BB=E8=BE=91?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 src/core/order-coordinator.ts |  1 +
 src/exchanges/grvt/gateway.ts |  2 +-
 src/exchanges/types.ts        |  1 +
 src/strategy/trend-engine.ts  | 23 +++++++++++++++--------
 4 files changed, 18 insertions(+), 9 deletions(-)

diff --git a/src/core/order-coordinator.ts b/src/core/order-coordinator.ts
index e56e603..bff87cc 100644
--- a/src/core/order-coordinator.ts
+++ b/src/core/order-coordinator.ts
@@ -242,6 +242,7 @@ export async function placeStopLossOrder(
     closePosition: "true",
     timeInForce: "GTC",
     quantity: roundQtyDownToStep(quantity, qtyStep),
+    triggerType: "STOP_LOSS",
   };
   // 部分交易所（例如 Paradex）要求 STOP_MARKET 同时提供 price 字段
   params.price = params.stopPrice;
diff --git a/src/exchanges/grvt/gateway.ts b/src/exchanges/grvt/gateway.ts
index cd4fff1..2412c1f 100644
--- a/src/exchanges/grvt/gateway.ts
+++ b/src/exchanges/grvt/gateway.ts
@@ -1337,7 +1337,7 @@ function buildUnsignedOrder(params: {
 
 function buildTriggerMetadata(params: CreateOrderParams): GrvtUnsignedOrder["metadata"]["trigger"] | undefined {
   if (params.type === "STOP_MARKET") {
-    const triggerType = params.side === "BUY" ? "TAKE_PROFIT" : "STOP_LOSS";
+    const triggerType = params.triggerType ?? (params.side === "BUY" ? "TAKE_PROFIT" : "STOP_LOSS");
     const stopPrice = params.stopPrice ?? params.activationPrice;
     if (!stopPrice) {
       throw new Error("GRVT stop orders require a stopPrice or activationPrice");
diff --git a/src/exchanges/types.ts b/src/exchanges/types.ts
index 6ff56c4..f41eeae 100644
--- a/src/exchanges/types.ts
+++ b/src/exchanges/types.ts
@@ -21,6 +21,7 @@ export interface CreateOrderParams {
   timeInForce?: TimeInForce;
   reduceOnly?: StringBoolean;
   closePosition?: StringBoolean;
+  triggerType?: "UNSPECIFIED" | "TAKE_PROFIT" | "STOP_LOSS";
 }
 
 export interface AsterAccountPosition {
diff --git a/src/strategy/trend-engine.ts b/src/strategy/trend-engine.ts
index 6c7254c..3364d11 100644
--- a/src/strategy/trend-engine.ts
+++ b/src/strategy/trend-engine.ts
@@ -509,10 +509,21 @@ export class TrendEngine {
     }
     this.entryPricePendingLogged = false;
     const direction = position.positionAmt > 0 ? "long" : "short";
+    const qtyAbs = Math.abs(position.positionAmt);
+    const depthBid = Number(this.depthSnapshot?.bids?.[0]?.[0]);
+    const depthAsk = Number(this.depthSnapshot?.asks?.[0]?.[0]);
+    const closeSidePriceRaw = direction === "long" ? depthBid : depthAsk;
+    const effectiveClosePrice = Number.isFinite(closeSidePriceRaw)
+      ? closeSidePriceRaw
+      : Number.isFinite(price)
+        ? price
+        : position.entryPrice;
     const pnl =
-      (direction === "long"
-        ? price - position.entryPrice
-        : position.entryPrice - price) * Math.abs(position.positionAmt);
+      qtyAbs > 0
+        ? (direction === "long"
+            ? effectiveClosePrice - position.entryPrice
+            : position.entryPrice - effectiveClosePrice) * qtyAbs
+        : 0;
     const unrealized = Number.isFinite(position.unrealizedProfit)
       ? position.unrealizedProfit
       : null;
@@ -671,11 +682,7 @@ export class TrendEngine {
     }
 
     const derivedLoss = pnl < -this.config.lossLimit;
-    const snapshotLoss = Boolean(
-      unrealized != null &&
-        unrealized < -this.config.lossLimit &&
-        pnl <= 0
-    );
+    const snapshotLoss = derivedLoss;
 
     if (derivedLoss || snapshotLoss) {
       const result = { closed: false, pnl };