diff --git a/YLErpDAL/Model/HengTaiModel/SwapUnwindReq.cs b/YLErpDAL/Model/HengTaiModel/SwapUnwindReq.cs
deleted file mode 100644
index 40aea13e..00000000
--- a/YLErpDAL/Model/HengTaiModel/SwapUnwindReq.cs
+++ /dev/null
@@ -1,67 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-
-namespace YLErp.Model.HengTaiModel
-{
-    public class SwapUnwindReq
-    {
-        public SwapUnwindReq() {
-            ACCTSWAP_TERMINATE = new SwapUnwindData();
-        }
-        public SwapUnwindData ACCTSWAP_TERMINATE {get;set;}
-    }
-    public class SwapUnwindData
-    {
-        /// <summary>
-        /// 客户交易号 
-        /// </summary>
-        public string CUSTORDID { get; set; }
-        /// <summary>
-        ///  返回的时候EXT_NO 对应推送的CUSTORDID
-        /// </summary>
-        public string EXT_NO { get; set; }
-        /// <summary>
-        /// 合约编号，推送不需要给，返回对应推送的EXT_NO
-        /// </summary>
-        public string CONTRACT_CODE { get; set; }
-        /// <summary>
-        /// 终止类型 全部终止 1 部分终止 0
-        /// </summary>
-        public string TERMINATE_TYPE { get; set; }
-        /// <summary>
-        /// 终止数量
-        /// </summary>
-        public string TERMINATE_COUNT { get; set; }
-        /// <summary>
-        /// 终止日期
-        /// </summary>
-        public string TERMINATE_DAY { get; set; }
-        /// <summary>
-        /// 支付日期
-        /// </summary>
-        public string PAY_DAY { get; set; }
-        /// <summary>
-        /// 资产端终止金额 不可为空
-        /// </summary>
-        public string ZCD_AMOUNT { get; set; }
-        /// <summary>
-        /// 固定端终止金额 不可为空
-        /// </summary>
-        public string GDD_AMOUNT { get; set; }
-        /// <summary>
-        /// 交易状态 不可为空 0新建，1审批中
-        /// </summary>
-        public string ORDSTATUS { get; set; }
-        /// <summary>
-        /// 固定端费用
-        /// </summary>
-        public string FIX_FEE { get; set; }
-        /// <summary>
-        /// 资产端费用
-        /// </summary>
-        public string ASSET_FEE { get; set;}
-    }
-}
diff --git a/YLErpDAL/Modules/SwapModule/FundingLegs/UnderlyingEntryFullPriceLeg.cs b/YLErpDAL/Modules/SwapModule/FundingLegs/UnderlyingEntryFullPriceLeg.cs
index 6838f7e0..a1294649 100644
--- a/YLErpDAL/Modules/SwapModule/FundingLegs/UnderlyingEntryFullPriceLeg.cs
+++ b/YLErpDAL/Modules/SwapModule/FundingLegs/UnderlyingEntryFullPriceLeg.cs
@@ -1,4 +1,4 @@
-using YLErp.DBModels;
+using YLErp.DBModels;
 
 namespace YLErp.Modules.SwapModule.FundingLegs;
 
@@ -7,7 +7,7 @@ namespace YLErp.Modules.SwapModule.FundingLegs;
 /// 计息基数 = 标的期初含费全价(PosiGrossPrice/EntryDirtyPrice) × 数量。
 /// "期初(Entry)"是关键——建仓时点的全价，非当前估值全价。
 /// 主路径 CalcNotionalByMode 公式与合约名义本金规模(2)相同；
-/// 差异在衡泰路径会乘 grossPrice 折算（SwapDealService.GetUnwindInterestsByHT），
+/// 衡泰回执折算路径（原 SwapDealService.GetUnwindInterestsByHT 乘 grossPrice 折算）已随死链清理移除；
 /// 以及 EOD 复利部分平仓后直接返回剩余本金（禁止反推，SwapEodPositionService:1458-1465）。
 /// </summary>
 public sealed class UnderlyingEntryFullPriceLeg : IFundingLegStrategy
diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index 69b0d9e5..7990a964 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -1,4 +1,4 @@
-using MoreLinq.Extensions;
+using MoreLinq.Extensions;
 using Newtonsoft.Json;
 using YLErp.BLL;
 using YLErp.BLL.Eod;
@@ -1696,153 +1696,6 @@ namespace YLErp.Modules.SwapModule
             return data.ValueAddedTax ?? 0;
         }
 
-        /// <summary>
-        /// 衡泰新增平仓事件
-        /// </summary>
-        /// <param name="td"></param>
-        /// <param name="valueDate"></param>
-        /// <param name="markClosePnl"></param>
-        /// <param name="unwindQty"></param>
-        /// <param name="allClose"></param>
-        public void AutoSwapUnwindFromConsumer(trade td, DateTime valueDate, DateTime payDate, decimal markClosePnl, decimal tradeinfFee, decimal interestAmount, decimal fee, decimal unwindQty, bool allClose)
-        {
-            List<int> eventTypes = new List<int>() { (int)SwapEventTypeEnum.平仓, (int)SwapEventTypeEnum.互换 };
-            var dealDate = valueDate;
-            var tradeExtend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == td.id);
-            td.trade_extend = tradeExtend;
-            var position = DbContext.swap_position.Where(x => !string.IsNullOrEmpty(x.UnderlyingCode) && x.IsInitial && !x.Invalid).FirstOrDefault();
-            var preDealDate = GetPreDealDate(td.id, dealDate, eventTypes);
-            swap_flow_event floatEvent = new swap_flow_event();
-            UnwindData unwindData = new UnwindData();
-            unwindData.CloseType = 2;
-            unwindData.StartDate = td.TradeDate.Value;
-            if (preDealDate.HasValue)
-            {
-                unwindData.StartDate = preDealDate.Value;
-            }
-            unwindData.ValueDate = dealDate;
-            floatEvent.EventDate = dealDate;
-            unwindData.UnwindDate = QdpCalendarHelper.GetNonHoliday(dealDate.AddDays(1));
-            floatEvent.UnwindDate = unwindData.UnwindDate;
-            floatEvent.PayDate = payDate;
-            unwindData.PayDate = floatEvent.PayDate;
-            floatEvent.SwapTradeId = td.id;
-            floatEvent.SwapTradeNo = td.TradeNumber;
-            unwindData.SwapTradeId = td.id;
-            unwindData.StructureType = td.StructureType;
-            unwindData.NotionalValue = Convert.ToDecimal(td.OriginalStockEqvNotional ?? 0);
-            unwindData.NotionalQty = position.PosiQuantity;
-            unwindData.PosiNotionalValue = Convert.ToDecimal(td.StockEqvNotional);
-            unwindData.PositionQty = Convert.ToDecimal(td.TradeAmount);
-            unwindData.AnnualDays = tradeExtend == null ? 365 : tradeExtend.ExtendObj.AnnualDays;
-            unwindData.CloseMethod = allClose ? (int)CloseMethodEnum.全部平仓 : (int)CloseMethodEnum.部分平仓;
-            unwindData.ClosePercent = allClose ? 1 : unwindQty / unwindData.NotionalQty;
-            unwindData.CloseNotionalValue = allClose ? unwindData.PosiNotionalValue : unwindQty;
-            unwindData.CloseQty = allClose ? unwindData.PositionQty : unwindQty;
-            if (position != null)
-            {
-                decimal floatRatio = position.PosiDirection == 1 ? 1m : -1m;
-                floatEvent.PositionId = position.id;
-                floatEvent.EventType = (int)SwapEventTypeEnum.平仓;
-                floatEvent.EventReason = "接口合约终止交易";
-                floatEvent.DividendIn = 0;
-                floatEvent.UnderlyingCode = position.UnderlyingCode;
-                floatEvent.UnderlyingInstrumentType = position.UnderlyingInstrumentType;
-                floatEvent.CloseFee = 0;
-                floatEvent.BeforeCloseFee = position.PosiTradingFee + position.PosiTradingFeePending;
-                floatEvent.PayDirection = position.PosiDirection;
-                floatEvent.PosiGrossPrice = position.PosiGrossPrice;
-                floatEvent.PosiNetPrice = position.PosiNetPrice;
-                floatEvent.TradingAmountNetAvg = position.PosiNetNoFeePrice;
-                floatEvent.TradingFeePending = position.PosiTradingFeePending * unwindData.ClosePercent;
-                floatEvent.TradingFee = tradeinfFee - floatEvent.TradingFeePending;
-                floatEvent.MarkClosePnl = markClosePnl;
-                floatEvent.TradingAmount = floatEvent.Quantity * floatEvent.ContractSize;
-                floatEvent.PositionType = position.PositionType;
-                floatEvent.Quantity = position.PosiQuantity;
-                floatEvent.PositionQty = 0;
-                floatEvent.ContractSize = position.ContractSize;
-                floatEvent.DataState = (int)SwapFlowDateStateEnum.完成;
-                floatEvent.InterestMode = position.InterestMode;
-                floatEvent.TradingAmount = unwindData.CloseQty;
-                floatEvent.ClientId = td.ClientId;
-                floatEvent.OptLog = "衡泰同步";
-                floatEvent.SetOpt(UserInfo);
-            }
-            unwindData.FlowEvents.Add(floatEvent);
-            var interestPositions = GetUnwindInterestsByHT(unwindData, td, interestAmount, fee);
-            unwindData.FlowEvents.AddRange(interestPositions);
-            CalcCloseAmount(unwindData);
-            DealUnwind(unwindData, td, "合约终止接口回执");
-        }
-        private List<swap_flow_event> GetUnwindInterestsByHT(UnwindData unwindData, trade td, decimal interestAmount, decimal fee)
-        {
-            List<swap_flow_event> interests = new List<swap_flow_event>();
-            var allpositions = DbContext.swap_position.Where(x => x.SwapTradeId == unwindData.SwapTradeId && !x.Invalid && x.IsInitial && x.PosiDirection > 0).ToList();
-            var position = allpositions.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode)).FirstOrDefault();
-            if (position == null)
-            {
-                return interests;
-            }
-            var grossPrice = allpositions.Where(x => x.PosiDirection > 0).FirstOrDefault()?.PosiGrossPrice ?? 0;
-            var _closePosiNotionalValue = unwindData.CloseNotionalValue;
-            var _posiNotionalValue = unwindData.PosiNotionalValue;
-            var newClosePercent = unwindData.ClosePercent;
-            foreach (var item in allpositions)
-            {
-                var positionClone = item.Clone();
-                var swapIntervalToday = position.SwapIntervalList.OrderByDescending(o => o.Date).FirstOrDefault();
-                if (item.InterestMode == (int)InterestModeEnum.固定值)
-                {
-                    _closePosiNotionalValue = item.InterestPrincipalFix;
-                    _posiNotionalValue = item.InterestPrincipalFix;
-                    newClosePercent = 1m;
-                }
-                else if (item.InterestMode == (int)InterestModeEnum.标的期初全价)
-                {
-                    _closePosiNotionalValue = _posiNotionalValue * grossPrice * newClosePercent;
-                    _posiNotionalValue = _posiNotionalValue * grossPrice;
-                }
-                else if (MarginModes.Contains(item.InterestMode))
-                {
-                    _closePosiNotionalValue = 0;
-                    positionClone.InterestDirection = MarginCalc.FlipDirection(position.InterestDirection);
-                }
-                decimal rate = item.InterestRateDefault;
-                if (swapIntervalToday != null)//当日无适用观察日
-                {
-                    rate = swapIntervalToday.Rate;
-                }
-                swap_flow_event interest = new swap_flow_event();
-                interest.SwapTradeId = td.id;
-                interest.SwapTradeNo = td.TradeNumber;
-                interest.EventType = (int)SwapEventTypeEnum.平仓;
-                interest.EventReason = "衡泰同步平仓";
-                interest.EventDate = unwindData.ValueDate;
-                interest.PositionId = item.id;
-                interest.InterestDirection = positionClone.InterestDirection;
-                interest.InterestRate = rate;
-                interest.InterestPrincipal = _closePosiNotionalValue;
-                interest.InterestSwapInterval = item.InterestSwapInterval;
-                interest.InterestMode = item.InterestMode;
-                interest.FloatRate = item.FloatRate;
-                interest.DataState = (int)SwapFlowDateStateEnum.完成;
-                interest.ClientId = td.ClientId;
-                interest.UnwindDate = unwindData.ValueDate;
-                interest.PayDate = unwindData.PayDate;
-                if (position != null && item.id == position.id)
-                {
-                    interest.InterestAmount = interestAmount;
-                    interest.TdInterestAmount = interestAmount;
-                    interest.InterestClosePnL = interestAmount;
-                    interest.InterestFee = fee;
-                }
-                UpdateDbOption(interest);
-                interests.Add(interest);
-            }
-
-            return interests;
-        }
         private void DealUnwind(UnwindData unwindData, trade td, string actionMsg = "系统操作_自动平仓")
         {
             int clientCashId = AddClientCashInCashOut(td, Convert.ToDouble(-unwindData.SwapRealizedPnL), ClientCashInCashOut.系统操作_平仓费, unwindData.ValueDate);