coin/internal/logic/spot_binance_close.go

package logic

import (
	"context"
	"log"
	"strconv"

	"git.apinb.com/quant/coin/internal/models"
	"github.com/adshao/go-binance/v2"
	"github.com/shopspring/decimal"
)

// trySpotRallySell 跟踪止盈：浮盈≥profitArmPct 后记录阶段最高价，不在该涨幅直接平仓；
// 仅当现价从本轮高点回撤≥trailPullbackPct 时市价卖出全部可用基础资产。
func trySpotRallySell(ctx context.Context, client *binance.Client, w spotSymbol, price float64, st *models.SpotPosition, free float64) error {
	cost := st.AvgCostUSDT
	if cost <= 0 {
		return nil
	}
	armLine := cost * (1 + profitArmPct)

	if !st.TrailArmed {
		if price >= armLine {
			st.TrailArmed = true
			st.TrailPeakUSDT = price
		}
		return nil
	}

	if price > st.TrailPeakUSDT {
		st.TrailPeakUSDT = price
	}
	sellLine := st.TrailPeakUSDT * (1 - trailPullbackPct)
	if price >= sellLine {
		return nil
	}

	qtyStr, ok, err := formatQtyToLotStep(free, spotLotStep(w.Symbol))
	if err != nil {
		return err
	}
	if !ok {
		log.Printf("logic: %s 跟踪止盈回撤触发但可卖数量按 LOT 步长取整为 0（free=%.12f），解除跟踪；dust 请手工或下轮余额变化后再管", w.Symbol, free)
		resetSpotTrail(st)
		markSpotPortfolioDirty()
		return nil
	}
	nominal := parseFloat(qtyStr) * price
	if nominal < minSellNotional {
		log.Printf("logic: %s 跟踪止盈：卖出名义约 %.4f USDT 低于参考门槛 %.2f，仍尝试市价可卖尽卖", w.Symbol, nominal, minSellNotional)
	}
	order, err := client.NewCreateOrderService().
		Symbol(w.Symbol).
		Side(binance.SideTypeSell).
		Type(binance.OrderTypeMarket).
		Quantity(qtyStr).
		NewOrderRespType(binance.NewOrderRespTypeFULL).
		Do(ctx)
	if err != nil {
		return err
	}
	sold, _ := strconv.ParseFloat(order.ExecutedQuantity, 64)
	st.Quantity = free - sold
	if st.Quantity < 0 {
		st.Quantity = 0
	}
	peak := st.TrailPeakUSDT
	resetSpotTrail(st)
	markSpotPortfolioDirty()
	log.Printf("logic: %s 从跟踪高点 %.6f 回撤≥%.1f%% 全平, 卖出数量 %s", w.Symbol, peak, trailPullbackPct*100, qtyStr)
	return nil
}

// spotLotStep 返回交易对 LOT_SIZE 步长；未加载 exchangeInfo 时用保守默认。
func spotLotStep(symbol string) string {
	if s := stepSizes[symbol]; s != "" {
		return s
	}
	return "0.00001"
}

// formatQtyToLotStep 将数量按 stepSize 向下取整，满足 Binance LOT_SIZE（买卖共用）；过小则返回 ok=false。
func formatQtyToLotStep(qty float64, stepSize string) (string, bool, error) {
	if qty <= 0 {
		return "", false, nil
	}
	step, err := decimal.NewFromString(stepSize)
	if err != nil {
		return "", false, err
	}
	q := decimal.NewFromFloat(qty)
	n := q.Div(step).Floor()
	out := n.Mul(step)
	if out.LessThanOrEqual(decimal.Zero) {
		return "", false, nil
	}
	return out.String(), true, nil
}

func parseFloat(s string) float64 {
	v, _ := strconv.ParseFloat(s, 64)
	return v
}