coin/internal/logic/spot_binance_open.go

package logic

import (
	"context"
	"fmt"
	"log"
	"strconv"

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

// trySpotInitialEntry 视为空仓时按配置 OrderQty（基础币）市价买入，数量按 LOT_SIZE 向下取整。
func trySpotInitialEntry(ctx context.Context, client *binance.Client, balances []binance.Balance, w spotSymbol, st *models.SpotPosition, price float64) error {
	want := w.OrderQty
	order, qtyStr, err := executeSpotMarketBuy(ctx, client, balances, w, price)
	if err != nil {
		return err
	}
	applyBuyFill(st, order)
	log.Printf("logic: %s 反弹≥%.2f%% 后初始建仓数量 %s (配置 %.8f), 成交均价约 %.4f", w.Symbol, buyReboundPct*100, qtyStr, want, st.AvgCostUSDT)
	return nil
}

// trySpotDipAdd 相对当前均价达到第 (DipAddsDone+1) 档跌幅（5%/15%/30%/50%）且未锁波段时，先等反弹 buyReboundPct 再按 OrderQty 买入；最多加仓 maxDipAdds 次。
func trySpotDipAdd(ctx context.Context, client *binance.Client, balances []binance.Balance, w spotSymbol, price float64, st *models.SpotPosition) error {
	if st.DipAddsDone >= maxDipAdds {
		return nil
	}
	cost := st.AvgCostUSDT
	if cost <= 0 {
		return nil
	}
	draw := dipAddDrawdowns[st.DipAddsDone]
	dipLine := cost * (1 - draw)
	if price > dipLine {
		st.DipReboundLow = 0
		return nil
	}
	if st.DipLegLocked {
		return nil
	}
	if !spotReboundReady(&st.DipReboundLow, price) {
		return nil
	}
	want := w.OrderQty
	order, qtyStr, err := executeSpotMarketBuy(ctx, client, balances, w, price)
	if err != nil {
		return err
	}
	applyBuyFill(st, order)
	st.DipAddsDone++
	st.DipLegLocked = true
	st.DipReboundLow = 0
	resetSpotTrail(st)
	log.Printf("logic: %s 第 %d 次超跌(跌幅%.0f%%)反弹≥%.2f%% 后加仓数量 %s (配置 %.8f), 新成本约 %.4f", w.Symbol, st.DipAddsDone, draw*100, buyReboundPct*100, qtyStr, want, st.AvgCostUSDT)
	return nil
}

// executeSpotMarketBuy 校验 USDT 后下市价买单（FULL），返回成交回报与已取整数量字符串。
func executeSpotMarketBuy(ctx context.Context, client *binance.Client, balances []binance.Balance, w spotSymbol, price float64) (*binance.CreateOrderResponse, string, error) {
	qtyStr, _, err := spotBuyQtyString(w)
	if err != nil {
		return nil, "", err
	}
	usdtFree, err := balanceFree(balances, "USDT")
	if err != nil {
		return nil, "", err
	}
	est := parseFloat(qtyStr) * price
	if usdtFree < est {
		return nil, "", fmt.Errorf("USDT 余额不足，约需 %.2f USDT（数量 %s × 价 %.6f）", est, qtyStr, price)
	}
	order, err := client.NewCreateOrderService().
		Symbol(w.Symbol).
		Side(binance.SideTypeBuy).
		Type(binance.OrderTypeMarket).
		Quantity(qtyStr).
		NewOrderRespType(binance.NewOrderRespTypeFULL).
		Do(ctx)
	if err != nil {
		return nil, "", err
	}
	return order, qtyStr, nil
}

// spotBuyQtyString 将配置的 OrderQty 按交易对 LOT_SIZE 向下取整为下单字符串；want 为配置原值。
func spotBuyQtyString(w spotSymbol) (qtyStr string, want float64, err error) {
	want = w.OrderQty
	step := spotLotStep(w.Symbol)
	ok := false
	qtyStr, ok, err = formatQtyToLotStep(want, step)
	if err != nil {
		return "", want, err
	}
	if !ok {
		return "", want, fmt.Errorf("%s: OrderQty=%g 按 LOT_SIZE(%s) 取整后为 0，请调大数量或检查交易对", w.Symbol, want, step)
	}
	return qtyStr, want, nil
}

// applyBuyFill 根据市价买单成交回报更新加权成本与数量（首笔建仓与加仓共用）。
func applyBuyFill(st *models.SpotPosition, order *binance.CreateOrderResponse) {
	execQty, _ := strconv.ParseFloat(order.ExecutedQuantity, 64)
	quote, _ := strconv.ParseFloat(order.CummulativeQuoteQuantity, 64)
	if execQty <= 0 || quote <= 0 {
		return
	}
	oldQty := st.Quantity
	oldCost := st.AvgCostUSDT
	newQty := oldQty + execQty
	if newQty <= 0 {
		return
	}
	if oldQty <= 0 || oldCost <= 0 {
		st.AvgCostUSDT = quote / execQty
	} else {
		st.AvgCostUSDT = (oldQty*oldCost + quote) / newQty
	}
	st.Quantity = newQty
	markSpotPortfolioDirty()
}