coin/internal/logic/spot_binance_account.go

package logic

import (
	"context"
	"log"
	"strconv"
	"time"

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

// logSpotWatchConfigOnly 在 exchangeInfo 拉取失败时仍打印 yaml 中的标的与 OrderQty。
func logSpotWatchConfigOnly() {
	for _, w := range spotWatchesFromConfig() {
		log.Printf("logic: 现货标的(仅配置，未取到交易所规则) %s 每笔OrderQty=%.8f", w.Symbol, w.OrderQty)
	}
}

// refreshStepSizes 从 exchangeInfo 拉取各 symbol 的 LOT_SIZE.stepSize，供卖出数量格式化；
// 成功后按标的打印配置 OrderQty 与交易所最小量、步长、最小名义等。
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
	}
	bySymbol := make(map[string]binance.Symbol, len(info.Symbols))
	for i := range info.Symbols {
		s := info.Symbols[i]
		bySymbol[s.Symbol] = s
		lot := s.LotSizeFilter()
		if lot != nil && lot.StepSize != "" {
			stepSizes[s.Symbol] = lot.StepSize
		}
	}

	log.Printf("logic: 现货 SpotWatchList 与交易所最小交易量（exchangeInfo）")
	for _, w := range watch {
		minQty, step := "-", "-"
		marketMin := "-"
		minNotional := "-"
		s, ok := bySymbol[w.Symbol]
		if !ok {
			log.Printf("logic:   %s 配置OrderQty=%.8f | 交易所未返回该交易对规则", w.Symbol, w.OrderQty)
			continue
		}
		if lot := s.LotSizeFilter(); lot != nil {
			if lot.MinQuantity != "" {
				minQty = lot.MinQuantity
			}
			if lot.StepSize != "" {
				step = lot.StepSize
			}
		}
		if mls := s.MarketLotSizeFilter(); mls != nil && mls.MinQuantity != "" {
			marketMin = mls.MinQuantity
		}
		if nf := s.NotionalFilter(); nf != nil && nf.MinNotional != "" {
			minNotional = nf.MinNotional
		}
		log.Printf("logic:   %s 配置OrderQty=%.8f | LOT最小量=%s 步长=%s | 市价单最小基础量=%s | minNotional=%s",
			w.Symbol, w.OrderQty, minQty, step, marketMin, minNotional)
	}
	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
}

// balanceLocked 解析某资产下单冻结数量（Locked）。
func balanceLocked(balances []binance.Balance, asset string) float64 {
	for _, b := range balances {
		if b.Asset == asset {
			v, err := strconv.ParseFloat(b.Locked, 64)
			if err != nil {
				return 0
			}
			return v
		}
	}
	return 0
}

// startupSyncSpotHoldingFromBinance 启动时用已拉取的账户余额与 ListPrices 现价，按 SpotWatchList 将实际可用持仓与空仓/有仓状态对齐到内存并写库（与 processOne 一致以 Free 为可交易数量）。
func startupSyncSpotHoldingFromBinance(ctx context.Context, client *binance.Client, balances []binance.Balance) error {
	ctx, cancel := context.WithTimeout(ctx, 45*time.Second)
	defer cancel()
	watch := spotWatchesFromConfig()
	if len(watch) == 0 {
		return nil
	}
	symbols := make([]string, len(watch))
	for i, w := range watch {
		symbols[i] = w.Symbol
	}
	prices, err := client.NewListPricesService().Symbols(symbols).Do(ctx)
	if err != nil {
		return err
	}
	priceBySymbol := make(map[string]float64, len(prices))
	for _, p := range prices {
		v, err := strconv.ParseFloat(p.Price, 64)
		if err != nil {
			continue
		}
		priceBySymbol[p.Symbol] = v
	}

	portfolioMu.Lock()
	defer portfolioMu.Unlock()

	for _, w := range watch {
		px, ok := priceBySymbol[w.Symbol]
		if !ok {
			log.Printf("logic: 启动同步持仓 %s 未取到现价，跳过该标的", w.Symbol)
			continue
		}
		st := getOrCreateState(w.Base, w.Symbol)
		st.Symbol = w.Symbol

		free, err := balanceFree(balances, w.Base)
		if err != nil {
			return err
		}
		locked := balanceLocked(balances, w.Base)
		st.Quantity = free

		positionUSDT := free * px
		holdTh := spotHoldingThresholdUSDT(w, px)
		if positionUSDT < holdTh {
			st.DipAddsDone = 0
			st.DipLegLocked = false
			st.RallyLegLocked = false
			resetSpotTrail(st)
			st.OpenReboundLow = 0
			st.DipReboundLow = 0
			st.AvgCostUSDT = 0
			log.Printf("logic: 启动持仓同步 %s 可用=%.8f 冻结=%.8f 名义≈%.4f USDT（<%.4f USDT 视为空仓）已对齐库", w.Symbol, free, locked, positionUSDT, holdTh)
			continue
		}

		st.OpenReboundLow = 0
		if st.AvgCostUSDT <= 0 {
			st.AvgCostUSDT = px
		}
		log.Printf("logic: 启动持仓同步 %s 可用=%.8f 冻结=%.8f 名义≈%.4f USDT（≥%.4f USDT 有仓）数量与成本已对齐库", w.Symbol, free, locked, positionUSDT, holdTh)
	}

	if impl.DBService == nil {
		log.Printf("logic: 启动持仓同步完成（未配置数据库，仅内存）")
		return nil
	}
	if err := savePortfolioLocked(); err != nil {
		return err
	}
	log.Printf("logic: 启动持仓同步已写入数据库")
	return nil
}