feat

2026-05-07 09:56:21 +08:00
parent 12ffcbef6a
commit 38c579145f
12 changed files with 560 additions and 222 deletions
--- a/internal/logic/boot.go
+++ b/internal/logic/boot.go
@@ -1,6 +1,6 @@
 package logic

-// Boot 阻塞运行 Binance 现货策略（建仓、下跌加仓、上涨减仓）；由 main 中 go 调用。
+// Boot 在独立协程中运行 Binance 现货轮询策略（反弹/布林开仓、分档加仓、跟踪止盈全平）；内部为死循环不返回。
 func Boot() {
 	runBinanceSpotStrategy()
 }
--- a/internal/logic/spot_binance.go
+++ b/internal/logic/spot_binance.go
@@ -1,19 +1,17 @@
-// Package logic 提供 Binance 现货策略；本文件为定时轮询（非 WebSocket）的建仓、超跌加仓与冲高减仓。
+// Package logic 提供 Binance 现货策略；本组文件为定时轮询（非 WebSocket）的建仓、超跌加仓与跟踪止盈全平。
 package logic

 import (
 	"context"
-	"errors"
 	"log"
 	"strconv"
+	"strings"
 	"sync"
 	"time"

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

 // 以下为可调参数，改数值即可调整策略行为（改后重新编译运行）。
@@ -21,40 +19,61 @@ const (
 	// pollInterval 两次完整轮询之间的间隔（拉余额、价格、判单、写库）
 	pollInterval = 60 * time.Second

-	// buyQuoteUSDT 每次市价买入使用的报价资产数量（USDT）
-	buyQuoteUSDT = 100.0
-	// dipPct 相对成本价的下跌比例，跌破则触发加仓（若本波未锁）
-	dipPct = 0.10
-	// profitPct 相对成本价的上涨比例，涨破则触发减仓（若本波未锁）
-	profitPct = 0.10
-	// sellFraction 上涨触发时，卖出当前可用基础资产的比例
-	sellFraction = 0.20
+	// maxDipAdds 相对当前均价最多加仓次数（不含首仓）
+	maxDipAdds = 4
+	// profitArmPct 浮盈达到该比例后进入「跟踪高点」：继续上涨不平仓，仅从高点回撤 trailPullbackPct 时全平
+	profitArmPct = 0.05
+	// trailPullbackPct 从跟踪期内最高价回撤本比例则触发市价全仓卖出
+	trailPullbackPct = 0.005

-	// minHoldUSDT 持仓市值低于此值（USDT）视为「无仓」，会先建首笔 100U
+	// minHoldUSDT 持仓市值低于此值（USDT）视为「无仓」，会按配置 OrderQty 市价买基础币建首笔
 	minHoldUSDT = 10.0
 	// minSellNotional 单笔卖出名义价值下限，低于则不下单（贴近交易所 minNotional）
 	minSellNotional = 10.0

 	// dipRecoverPct 超跌加仓后，现价需高于「成本×(1+本值)」才解除加仓锁，避免同一低位反复买
 	dipRecoverPct = 0.03
-	// rallyResetHighPct 冲高减仓后，现价需低于「成本×(1+本值)」才解除减仓锁，避免同一高位反复卖
-	rallyResetHighPct = 0.06
+	// buyReboundPct 开仓/加仓前须相对阶段低点反弹超过本比例才市价买入（持续创新低则不买）
+	buyReboundPct = 0.0039
 )

-// spotSymbol 把「账户里的资产名」和「交易对」绑在一起，避免硬编码散落各处。
+// spotSymbol 单标的运行时视图：基础资产、交易对、每笔买入的基础币数量（来自配置 SpotWatchList）。
 type spotSymbol struct {
-	Base   string // 如 BTC
-	Symbol string // 如 BTCUSDT
+	Base     string
+	Symbol   string  // 如 BTCUSDT
+	OrderQty float64 // 开仓与加仓共用（枚）
 }

-// watchList 策略监控的标的列表；增删币种时改此处即可。
-var watchList = []spotSymbol{
-	{"BTC", "BTCUSDT"},
-	{"ETH", "ETHUSDT"},
-	{"SOL", "SOLUSDT"},
-	{"XRP", "XRPUSDT"},
+// spotWatchesFromConfig 从 Spec.SpotWatchList 解析有效项；Symbol 空或 OrderQty≤0 的条目会被跳过。
+func spotWatchesFromConfig() []spotSymbol {
+	items := config.Spec.SpotWatchList
+	out := make([]spotSymbol, 0, len(items))
+	for _, it := range items {
+		sym := strings.TrimSpace(it.Symbol)
+		if sym == "" || it.OrderQty <= 0 {
+			continue
+		}
+		us := strings.ToUpper(sym)
+		out = append(out, spotSymbol{
+			Base:     spotBaseFromSymbol(us),
+			Symbol:   us,
+			OrderQty: it.OrderQty,
+		})
+	}
+	return out
 }

+// spotBaseFromSymbol 由 USDT 现货交易对推导基础资产名（如 BTCUSDT → BTC）；非 *USDT 后缀则整体大写作为键。
+func spotBaseFromSymbol(symbolUpper string) string {
+	if strings.HasSuffix(symbolUpper, "USDT") && len(symbolUpper) > 4 {
+		return strings.TrimSuffix(symbolUpper, "USDT")
+	}
+	return symbolUpper
+}
+
+// dipAddDrawdowns[k] 为已完成 k 次加仓后，下一次加仓须达到的相对当前加权均价的跌幅（第 1 次 5%、第 2 次 15%…）。
+var dipAddDrawdowns = [...]float64{0.05, 0.15, 0.30, 0.50}
+
 var (
 	portfolioMu sync.Mutex // 保护 portfolio 与数据库写入，避免并发轮询（若以后拆协程）
 	portfolio   = models.NewSpotPortfolioSnapshot()
@@ -86,6 +105,10 @@ func runBinanceSpotStrategy() {
 		log.Printf("logic: Binance 账户未开启现货交易权限")
 		return
 	}
+	if len(spotWatchesFromConfig()) == 0 {
+		log.Printf("logic: SpotWatchList 未配置或无效，跳过现货策略")
+		return
+	}
 	log.Printf("logic: Binance 已连接，CanTrade=%v", acct.CanTrade)

 	if err := loadPortfolio(); err != nil {
@@ -105,82 +128,20 @@ func runBinanceSpotStrategy() {
 	}
 }

-// refreshStepSizes 从 exchangeInfo 拉取各 symbol 的 LOT_SIZE.stepSize，供卖出数量格式化。
-func refreshStepSizes(ctx context.Context, client *binance.Client) error {
-	syms := make([]string, 0, len(watchList))
-	for _, w := range watchList {
-		syms = append(syms, w.Symbol)
-	}
-	info, err := client.NewExchangeInfoService().Symbols(syms...).Do(ctx)
-	if err != nil {
-		return err
-	}
-	for _, s := range info.Symbols {
-		lot := s.LotSizeFilter()
-		if lot == nil || lot.StepSize == "" {
-			continue
-		}
-		stepSizes[s.Symbol] = lot.StepSize
-	}
-	return nil
-}
-
-// loadPortfolio 从 GORM 读入全表 spot_positions，填充内存 map（键为 BaseAsset）。
-func loadPortfolio() error {
-	portfolioMu.Lock()
-	defer portfolioMu.Unlock()
-	if impl.DBService == nil {
-		portfolio = models.NewSpotPortfolioSnapshot()
-		return nil
-	}
-	var rows []models.SpotPosition
-	if err := impl.DBService.Find(&rows).Error; err != nil {
-		return err
-	}
-	portfolio = models.NewSpotPortfolioSnapshot()
-	for i := range rows {
-		p := new(models.SpotPosition)
-		*p = rows[i]
-		portfolio.Positions[p.BaseAsset] = p
-	}
-	return nil
-}
-
-// savePortfolioLocked 将内存中各 SpotPosition 以 Save 写回数据库（有主键则更新，无则插入）。
-// 调用方必须已持有 portfolioMu。
-func savePortfolioLocked() error {
-	if impl.DBService == nil {
-		return nil
-	}
-	for _, st := range portfolio.Positions {
-		if st == nil {
-			continue
-		}
-		if err := impl.DBService.Save(st).Error; err != nil {
-			return err
-		}
-	}
-	return nil
-}
-
-// balanceFree 从账户余额列表里解析某资产的可用数量（Free 字段为字符串）。
-func balanceFree(balances []binance.Balance, asset string) (float64, error) {
-	for _, b := range balances {
-		if b.Asset == asset {
-			return strconv.ParseFloat(b.Free, 64)
-		}
-	}
-	return 0, nil
-}
-
-// spotTick 单次轮询：拉账户 + 批量现价 → 对每个 watchList 标的执行 processOne → 持久化到库。
+// spotTick 单次轮询：拉账户 + 批量现价 → 对每个配置标的执行 processOne → 持久化到库。
 func spotTick(ctx context.Context, client *binance.Client) error {
+	ctx, cancel := context.WithTimeout(ctx, 45*time.Second)
+	defer cancel()
+	watch := spotWatchesFromConfig()
+	if len(watch) == 0 {
+		return nil
+	}
 	acct, err := client.NewGetAccountService().Do(ctx)
 	if err != nil {
 		return err
 	}
-	symbols := make([]string, len(watchList))
-	for i, w := range watchList {
+	symbols := make([]string, len(watch))
+	for i, w := range watch {
 		symbols[i] = w.Symbol
 	}
 	prices, err := client.NewListPricesService().Symbols(symbols).Do(ctx)
@@ -199,7 +160,7 @@ func spotTick(ctx context.Context, client *binance.Client) error {
 	portfolioMu.Lock()
 	defer portfolioMu.Unlock()

-	for _, w := range watchList {
+	for _, w := range watch {
 		px, ok := priceBySymbol[w.Symbol]
 		if !ok {
 			continue
@@ -233,147 +194,60 @@ func processOne(ctx context.Context, client *binance.Client, balances []binance.
 	st := getOrCreateState(w.Base, w.Symbol)
 	positionUSDT := free * price

-	// ---------- 分支一：视为空仓，首笔市价买 100 USDT ----------
-	if positionUSDT < minHoldUSDT {
-		st.DipLegLocked = false
-		st.RallyLegLocked = false
-		usdtFree, err := balanceFree(balances, "USDT")
-		if err != nil {
-			return err
-		}
-		if usdtFree < buyQuoteUSDT {
-			return errors.New("USDT 余额不足，无法建仓 100U")
-		}
-		order, err := client.NewCreateOrderService().
-			Symbol(w.Symbol).
-			Side(binance.SideTypeBuy).
-			Type(binance.OrderTypeMarket).
-			QuoteOrderQty(strconv.FormatFloat(buyQuoteUSDT, 'f', 2, 64)).
-			NewOrderRespType(binance.NewOrderRespTypeFULL).
-			Do(ctx)
-		if err != nil {
-			return err
-		}
-		applyBuyFill(st, order)
-		log.Printf("logic: %s 初始建仓约 %.2f USDT, 成交均价约 %.4f", w.Symbol, buyQuoteUSDT, st.AvgCostUSDT)
-		return nil
+	if positionUSDT >= minHoldUSDT {
+		st.OpenReboundLow = 0
+	}
+
+	if positionUSDT < minHoldUSDT {
+		st.DipAddsDone = 0
+		st.DipLegLocked = false
+		st.RallyLegLocked = false
+		resetSpotTrail(st)
+		if !spotReboundReady(&st.OpenReboundLow, price) {
+			return nil
+		}
+		err = trySpotInitialEntry(ctx, client, balances, w, st, price)
+		if err == nil {
+			st.OpenReboundLow = 0
+		}
+		return err
 	}

-	// 有仓但本地从未写过成本（例如手工转入），用当前价初始化成本，便于后续比例判断
 	if st.AvgCostUSDT <= 0 {
 		st.AvgCostUSDT = price
 	}
 	st.Quantity = free

-	// ---------- 分支二：相对成本下跌 dipPct，且本波未加仓过 → 再买 100 USDT ----------
-	dipLine := st.AvgCostUSDT * (1 - dipPct)
-	if price <= dipLine && !st.DipLegLocked {
-		usdtFree, err := balanceFree(balances, "USDT")
-		if err != nil {
-			return err
-		}
-		if usdtFree < buyQuoteUSDT {
-			return errors.New("USDT 余额不足，无法加仓 100U")
-		}
-		order, err := client.NewCreateOrderService().
-			Symbol(w.Symbol).
-			Side(binance.SideTypeBuy).
-			Type(binance.OrderTypeMarket).
-			QuoteOrderQty(strconv.FormatFloat(buyQuoteUSDT, 'f', 2, 64)).
-			NewOrderRespType(binance.NewOrderRespTypeFULL).
-			Do(ctx)
-		if err != nil {
-			return err
-		}
-		applyBuyFill(st, order)
-		st.DipLegLocked = true
-		log.Printf("logic: %s 下跌 %.0f%% 加仓 %.0f USDT, 新成本约 %.4f", w.Symbol, dipPct*100, buyQuoteUSDT, st.AvgCostUSDT)
+	if err := trySpotDipAdd(ctx, client, balances, w, price, st); err != nil {
+		return err
 	}
-	// 价格明显站回成本上方后，允许下一次「超跌加仓」
 	if st.DipLegLocked && price >= st.AvgCostUSDT*(1+dipRecoverPct) {
 		st.DipLegLocked = false
 	}

-	// ---------- 分支三：相对成本上涨 profitPct，且本波未减仓过 → 卖出 free 的 sellFraction ----------
-	profitLine := st.AvgCostUSDT * (1 + profitPct)
-	if price >= profitLine && !st.RallyLegLocked {
-		step := stepSizes[w.Symbol]
-		if step == "" {
-			step = "0.00001"
-		}
-		qtyStr, ok, err := formatQtyForSell(free*sellFraction, step)
-		if err != nil {
-			return err
-		}
-		if !ok || parseFloat(qtyStr)*price < minSellNotional {
-			return nil
-		}
-		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
-		}
-		st.RallyLegLocked = true
-		log.Printf("logic: %s 上涨 %.0f%% 减持 %.0f%%, 卖出数量 %s", w.Symbol, profitPct*100, sellFraction*100, qtyStr)
-	}
-	// 从高位回落靠近成本后，允许下一次「冲高减仓」
-	if st.RallyLegLocked && price <= st.AvgCostUSDT*(1+rallyResetHighPct) {
-		st.RallyLegLocked = false
+	if err := trySpotRallySell(ctx, client, w, price, st, free); err != nil {
+		return err
 	}

 	return 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
+// resetSpotTrail 清除跟踪止盈状态（空仓、加仓后成本变化时调用）。
+func resetSpotTrail(st *models.SpotPosition) {
+	st.TrailArmed = false
+	st.TrailPeakUSDT = 0
 }

-// formatQtyForSell 将「计划卖出数量」按 stepSize 向下取整，满足 Binance LOT_SIZE；过小则返回 ok=false。
-func formatQtyForSell(qty float64, stepSize string) (string, bool, error) {
-	if qty <= 0 {
-		return "", false, nil
+// spotReboundReady 用 *latch 跟踪阶段低价：创新低则只下移 latch 不通过；现价相对 latch 反弹≥buyReboundPct 时返回 true。
+// *latch≤0 时锚定 latch=price 并返回 false（首根 K 不直接买）。
+func spotReboundReady(latch *float64, price float64) bool {
+	if *latch <= 0 {
+		*latch = price
+		return false
 	}
-	step, err := decimal.NewFromString(stepSize)
-	if err != nil {
-		return "", false, err
+	if price < *latch {
+		*latch = price
+		return false
 	}
-	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
+	return price >= *latch*(1+buyReboundPct)
 }
--- a/internal/logic/spot_binance_account.go
+++ b/internal/logic/spot_binance_account.go
@@ -0,0 +1,79 @@
+package logic
+
+import (
+	"context"
+	"strconv"
+
+	"git.apinb.com/quant/coin/internal/impl"
+	"git.apinb.com/quant/coin/internal/models"
+	"github.com/adshao/go-binance/v2"
+)
+
+// refreshStepSizes 从 exchangeInfo 拉取各 symbol 的 LOT_SIZE.stepSize，供卖出数量格式化。
+func refreshStepSizes(ctx context.Context, client *binance.Client) error {
+	watch := spotWatchesFromConfig()
+	syms := make([]string, 0, len(watch))
+	for _, w := range watch {
+		syms = append(syms, w.Symbol)
+	}
+	info, err := client.NewExchangeInfoService().Symbols(syms...).Do(ctx)
+	if err != nil {
+		return err
+	}
+	for _, s := range info.Symbols {
+		lot := s.LotSizeFilter()
+		if lot == nil || lot.StepSize == "" {
+			continue
+		}
+		stepSizes[s.Symbol] = lot.StepSize
+	}
+	return nil
+}
+
+// loadPortfolio 从 GORM 读入全表 spot_positions，填充内存 map（键为 BaseAsset）。
+func loadPortfolio() error {
+	portfolioMu.Lock()
+	defer portfolioMu.Unlock()
+	if impl.DBService == nil {
+		portfolio = models.NewSpotPortfolioSnapshot()
+		return nil
+	}
+	var rows []models.SpotPosition
+	if err := impl.DBService.Find(&rows).Error; err != nil {
+		return err
+	}
+	portfolio = models.NewSpotPortfolioSnapshot()
+	for i := range rows {
+		p := new(models.SpotPosition)
+		*p = rows[i]
+		portfolio.Positions[p.BaseAsset] = p
+	}
+	return nil
+}
+
+// savePortfolioLocked 将内存中各 SpotPosition 以 Save 写回数据库（有主键则更新，无则插入）。
+// 调用方必须已持有 portfolioMu。
+func savePortfolioLocked() error {
+	if impl.DBService == nil {
+		return nil
+	}
+	for _, st := range portfolio.Positions {
+		if st == nil {
+			continue
+		}
+		if err := impl.DBService.Save(st).Error; err != nil {
+			return err
+		}
+	}
+	return nil
+}
+
+// balanceFree 从账户余额列表里解析某资产的可用数量（Free 字段为字符串）。
+func balanceFree(balances []binance.Balance, asset string) (float64, error) {
+	for _, b := range balances {
+		if b.Asset == asset {
+			return strconv.ParseFloat(b.Free, 64)
+		}
+	}
+	return 0, nil
+}
--- a/internal/logic/spot_binance_close.go
+++ b/internal/logic/spot_binance_close.go
@@ -0,0 +1,95 @@
+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 || parseFloat(qtyStr)*price < minSellNotional {
+		return nil
+	}
+	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)
+	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
+}
--- a/internal/logic/spot_binance_open.go
+++ b/internal/logic/spot_binance_open.go
@@ -0,0 +1,121 @@
+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
+}