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feat: 添加尾盘策略配置指南文档和前端链接

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- 新增中文和英文配置指南文档（docs/zh|en/crypto-tail-strategy-user-guide.md）
- 在尾盘策略列表页面添加配置指南链接按钮
- 根据用户语言自动跳转到对应语言的 GitHub 文档预览
- 添加多语言翻译键（中文简体/繁体/英文）

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# Crypto Tail Strategy Configuration Guide
## Part 1: What is Crypto Tail Strategy?
Crypto Tail Strategy is an automated trading strategy designed specifically for Polymarket crypto markets' **5-minute** or **15-minute** "Up or Down" markets.
**Core Logic**: Within a specified time window, when the market price enters your set price range, the system will automatically buy at a fixed price (0.99) without manual operation.
**Use Cases**:
- You want to capture price fluctuations at the end of market cycles
- You want to automate trading execution and avoid manual monitoring
- You have some judgment about market trends and want to set conditions for automatic triggering
---
## Part 2: How the Strategy Works
### 2.1 Basic Flow
```
Cycle Start → Within Time Window → Price Enters Range → Auto Order
```
1. **Cycle**: Each market runs on fixed cycles (5 minutes or 15 minutes)
- 5-minute market: Every 5 minutes is a cycle (e.g., 10:00, 10:05, 10:10...)
- 15-minute market: Every 15 minutes is a cycle (e.g., 10:00, 10:15, 10:30...)
2. **Time Window**: You can set a time period within the cycle
- Example: 15-minute market, set window to "3 minutes ~ 12 minutes"
- Meaning: Only triggers between the 3rd and 12th minute after cycle start
3. **Price Range**: Set the trigger price range
- Example: Minimum price 0.50, Maximum price 0.80
- Meaning: Only triggers when market price is between 0.50 ~ 0.80
4. **Auto Order**: After conditions are met, the system automatically buys at price 0.99
### 2.2 Important Limitations
- **Maximum one trigger per cycle**: Within the same cycle, even if conditions are met multiple times, only one order is placed
- **Fixed order price**: All orders are submitted at price 0.99
- **Requires separate wallet**: It's recommended to use a dedicated wallet for tail strategies to avoid conflicts with other operations (manual trading, copy trading, etc.)
---
## Part 3: Parameter Details
### 3.1 Basic Parameters
| Parameter | Description | Required | Example |
|-----------|-------------|----------|---------|
| **Account** | Select the wallet account for trading | ✅ | Account A |
| **Strategy Name** | Name your strategy for easy identification | ❌ | "BTC 15min Tail Strategy" |
| **Market** | Select the market to trade (5-minute or 15-minute) | ✅ | btc-updown-15m |
### 3.2 Cycle Settings
| Parameter | Description | Required | Example |
|-----------|-------------|----------|---------|
| **Cycle Length** | Automatically determined by selected market | ✅ | 15 minutes (900 seconds) |
| **Time Window Start** | Minutes after cycle start to begin monitoring | ✅ | 3 min 0 sec |
| **Time Window End** | Minutes after cycle start to stop monitoring | ✅ | 12 min 0 sec |
**Time Window Explanation**:
- 5-minute market: Can choose any time period within 0 ~ 5 minutes
- 15-minute market: Can choose any time period within 0 ~ 15 minutes
- **Start time must ≤ End time**
- Times outside the window won't trigger even if price conditions are met
**Example**:
- 15-minute market, window "3 min 0 sec ~ 12 min 0 sec"
- 0 ~ 3 minutes after cycle start: Not monitoring
- 3 ~ 12 minutes after cycle start: Monitoring price, triggers when conditions met
- 12 ~ 15 minutes after cycle start: Not monitoring
### 3.3 Price Range
| Parameter | Description | Required | Range | Example |
|-----------|-------------|----------|-------|---------|
| **Minimum Price (minPrice)** | Minimum trigger price | ✅ | 0 ~ 1 | 0.50 |
| **Maximum Price (maxPrice)** | Maximum trigger price | ❌ | 0 ~ 1, default 1 | 0.80 |
**Price Range Explanation**:
- Price range is a decimal between 0 ~ 1
- Only triggers when market price is within [Minimum Price, Maximum Price]
- If maximum price is not filled, defaults to 1.0 (triggers as long as price ≥ minimum price)
**Example**:
- Minimum price 0.50, Maximum price 0.80
- Price 0.45: Not triggered (below minimum)
- Price 0.60: Triggered ✅ (within range)
- Price 0.85: Not triggered (above maximum)
### 3.4 Investment Amount
| Parameter | Description | Required | Example |
|-----------|-------------|----------|---------|
| **Investment Mode** | Choose ratio or fixed amount | ✅ | Ratio / Fixed Amount |
| **Ratio (%)** | Percentage of account balance to invest | Conditionally required | 10% (Account has 100 USDC, invest 10 USDC) |
| **Fixed Amount (USDC)** | Fixed amount to invest each time | Conditionally required | 50 USDC |
**Investment Mode Explanation**:
**Mode 1: By Ratio (RATIO)**
- Each trigger invests a percentage of current available balance
- Example: Account has 100 USDC, set ratio to 10%
- 1st trigger: Invest 10 USDC
- 2nd trigger: If balance becomes 90 USDC, invest 9 USDC
- **Advantages**: Automatically adapts to account balance changes
- **Disadvantages**: Investment amount may vary each time
**Mode 2: Fixed Amount (FIXED)**
- Each trigger invests a fixed specified amount
- Example: Set fixed amount to 50 USDC
- Every trigger invests 50 USDC
- **Advantages**: Stable investment amount, easy to manage
- **Disadvantages**: Need to ensure sufficient account balance
**Notes**:
- Minimum order amount: At least 1 USDC
- If account balance is insufficient, order will fail and record failure reason
### 3.5 Minimum Spread (Advanced Feature)
The minimum spread feature filters market volatility, only triggering when Binance BTC/USDC price movement reaches a certain magnitude.
| Parameter | Description | Required | Example |
|-----------|-------------|----------|---------|
| **Minimum Spread Mode** | Choose spread validation method | ✅ | None / Fixed / Auto |
| **Minimum Spread Value** | Fill when using Fixed mode | Conditionally required | 30 |
**Three Mode Explanations**:
**Mode 1: None (NONE)**
- No spread validation
- Triggers as long as time window and price range conditions are met
- **Suitable for**: Not concerned about Binance price volatility, only watching Polymarket price
**Mode 2: Fixed (FIXED)**
- Set a fixed minimum spread value (unit: USDC)
- Only triggers when Binance BTC/USDC K-line spread (|close price - open price|) ≥ set value
- **Example**: Set to 30
- Binance K-line spread ≥ 30 in cycle: Triggered ✅
- Binance K-line spread < 30 in cycle: Not triggered
- **Suitable for**: You know the expected spread threshold
**Mode 3: Auto (AUTO)**
- System automatically calculates minimum spread based on historical 20 K-lines
- Calculation logic:
1. Get recent 20 K-lines (matching strategy cycle)
2. Filter by direction (Up direction only looks at rising K-lines, Down direction only looks at falling K-lines)
3. Remove outliers (using IQR method)
4. Calculate average spread × 0.8 as minimum spread
- **Suitable for**: Want automatic adjustment based on historical data, no manual setup needed
**Spread Explanation**:
- Spread = |close price - open price|
- Example: Open price 50000, close price 50030, spread = 30
- Larger spread indicates greater price volatility in that cycle
---
## Part 4: Configuration Examples
### Example 1: Simple Strategy (5-minute Market)
**Scenario**: In the last 2 minutes of a 5-minute market, if price is below 0.60, automatically buy 10 USDC
**Configuration**:
```
Account: Account A
Strategy Name: BTC 5min Simple Strategy
Market: btc-updown-5m
Time Window: 3 min 0 sec ~ 5 min 0 sec
Minimum Price: 0.00
Maximum Price: 0.60
Investment Mode: Fixed Amount
Fixed Amount: 10 USDC
Minimum Spread Mode: None
Enabled: On
```
**Explanation**:
- 0 ~ 3 minutes after cycle start: Not monitoring
- 3 ~ 5 minutes after cycle start: If price ≤ 0.60, automatically buy 10 USDC
---
### Example 2: Ratio Investment Strategy (15-minute Market)
**Scenario**: In the middle segment (5 ~ 10 minutes) of a 15-minute market, if price is between 0.40 ~ 0.70, invest 15% of account balance
**Configuration**:
```
Account: Account B
Strategy Name: BTC 15min Ratio Strategy
Market: btc-updown-15m
Time Window: 5 min 0 sec ~ 10 min 0 sec
Minimum Price: 0.40
Maximum Price: 0.70
Investment Mode: By Ratio
Ratio: 15%
Minimum Spread Mode: None
Enabled: On
```
**Explanation**:
- Assuming account balance is 100 USDC
- 5 ~ 10 minutes after cycle start: If price is between 0.40 ~ 0.70, automatically buy about 15 USDC (100 × 15%)
---
### Example 3: Strategy with Spread Filter (15-minute Market)
**Scenario**: In the latter segment (10 ~ 14 minutes) of a 15-minute market, if price is between 0.50 ~ 0.80 and Binance spread ≥ 50, invest 20 USDC
**Configuration**:
```
Account: Account C
Strategy Name: BTC 15min Spread Strategy
Market: btc-updown-15m
Time Window: 10 min 0 sec ~ 14 min 0 sec
Minimum Price: 0.50
Maximum Price: 0.80
Investment Mode: Fixed Amount
Fixed Amount: 20 USDC
Minimum Spread Mode: Fixed
Minimum Spread Value: 50
Enabled: On
```
**Explanation**:
- 10 ~ 14 minutes after cycle start: Only triggers when both conditions are met:
1. Price is between 0.50 ~ 0.80 ✅
2. Binance BTC/USDC spread ≥ 50 ✅
- If spread is only 30, won't trigger even if price condition is met
---
### Example 4: Auto Spread Strategy (15-minute Market)
**Scenario**: In the early segment (2 ~ 8 minutes) of a 15-minute market, if price is between 0.30 ~ 0.90, invest 20% of account balance, spread calculated automatically by system
**Configuration**:
```
Account: Account D
Strategy Name: BTC 15min Auto Spread Strategy
Market: btc-updown-15m
Time Window: 2 min 0 sec ~ 8 min 0 sec
Minimum Price: 0.30
Maximum Price: 0.90
Investment Mode: By Ratio
Ratio: 20%
Minimum Spread Mode: Auto
Enabled: On
```
**Explanation**:
- System automatically calculates minimum spread based on historical 20 K-lines
- 2 ~ 8 minutes after cycle start: Only triggers when both conditions are met:
1. Price is between 0.30 ~ 0.90 ✅
2. Binance BTC/USDC spread ≥ system-calculated minimum spread ✅
---
## Part 5: Frequently Asked Questions
### Q1: When will the strategy trigger?
**A**: All of the following conditions must be met simultaneously:
1. ✅ Current time is within the time window
2. ✅ Market price is within [Minimum Price, Maximum Price] range
3. ✅ This cycle hasn't triggered yet (maximum one trigger per cycle)
4. ✅ If minimum spread is set, Binance spread must also meet the condition
### Q2: Why didn't my strategy trigger?
**Possible reasons**:
1. **Time window incorrect**: Current time is not within the set time window
2. **Price not in range**: Market price is not within [Minimum Price, Maximum Price] range
3. **Already triggered this cycle**: This cycle has already triggered once, won't trigger again
4. **Spread not met**: If minimum spread is set, Binance spread hasn't reached the requirement
5. **Insufficient account balance**: Account balance is less than the set investment amount
6. **Strategy not enabled**: Check if strategy's enabled status is "On"
### Q3: What does "maximum one trigger per cycle" mean?
**A**: Within each cycle (5 minutes or 15 minutes), even if conditions are met multiple times, only one order is placed.
**Example**:
- 15-minute market, cycle starts at 10:00
- At 10:05, price meets condition, triggers order ✅
- At 10:08, price meets condition again, but won't place another order (already triggered this cycle)
- At 10:15, new cycle starts, can trigger again
### Q4: What's the difference between fixed amount and ratio?
**Fixed Amount**:
- Invests the same amount each trigger
- Example: Set 50 USDC, every trigger is 50 USDC
- Need to ensure sufficient account balance
**By Ratio**:
- Invests a percentage of account balance each trigger
- Example: Set 10%, when account has 100 USDC, invest 10 USDC, after balance becomes 90 USDC, next trigger invests 9 USDC
- Automatically adapts to balance changes
### Q5: What's the use of the minimum spread feature?
**A**: Minimum spread filters market volatility, only triggering when Binance BTC/USDC price movement reaches a certain magnitude.
**Scenario**:
- If market volatility is small (spread < set value), may not be worth trading
- By setting minimum spread, can avoid triggering when volatility is too small
**Three mode selection suggestions**:
- **None**: Not concerned about Binance price volatility, only watching Polymarket price
- **Fixed**: You know the expected spread threshold (e.g., at least 30 USDC movement is worth trading)
- **Auto**: Want automatic adjustment based on historical data, no manual setup needed
### Q6: Why is it recommended to use a separate wallet?
**A**: To avoid the following issues:
1. **Balance changes**: If wallet is also used for manual trading, balance changes may affect strategy execution
2. **Position conflicts**: Manual trading and strategy trading may conflict
3. **Management confusion**: Difficult to distinguish which orders are from strategy vs manual
**Recommendation**: Create a dedicated wallet, only for tail strategies.
### Q7: Why is the order price fixed at 0.99?
**A**: This is a design feature of the strategy:
- 0.99 is the highest price in the market (close to 1.0)
- Buying at the highest price ensures orders execute quickly
- Although buying price is higher, the strategy's core is capturing market volatility, not pursuing optimal price
### Q8: Does the strategy depend on auto-redeem functionality?
**A**: Yes, tail strategy depends on auto-redeem functionality.
**Reasons**:
- Strategy orders create positions after execution
- These positions need to be automatically redeemed after market settlement
- If auto-redeem is not configured, positions may not be redeemed in time
**Configuration Requirements**:
- Configure Builder API Key in "System Settings"
- Enable auto-redeem functionality
---
## Part 6: Important Notes
### 6.1 Account Requirements
- ✅ Account must have API Key, API Secret, API Passphrase configured
- ✅ Account must have sufficient USDC balance
- ✅ Recommended to use a dedicated wallet to avoid conflicts with other operations
### 6.2 Time Window Settings
- ⚠️ Start time must ≤ End time
- ⚠️ Time window cannot exceed cycle length (5-minute market ≤ 5 minutes, 15-minute market ≤ 15 minutes)
- ⚠️ Recommended to set reasonable time windows, avoid triggering at cycle start or end
### 6.3 Price Range Settings
- ⚠️ Minimum price must ≤ Maximum price
- ⚠️ Price range is a decimal between 0 ~ 1
- ⚠️ Recommended to set reasonable price ranges based on market conditions
### 6.4 Investment Amount Settings
- ⚠️ Minimum order amount: At least 1 USDC
- ⚠️ Ensure sufficient account balance to avoid order failures
- ⚠️ Ratio mode: Note the impact of account balance changes on investment amount
### 6.5 Minimum Spread Settings
- ⚠️ Fixed mode: Need to fill reasonable spread value (unit: USDC)
- ⚠️ Auto mode: System automatically calculates at cycle start, no manual setup needed
- ⚠️ Setting spread too large may make strategy difficult to trigger
### 6.6 Other Notes
- ⚠️ Strategy is enabled by default after creation, can disable "Enabled Status" if need to pause
- ⚠️ Maximum one trigger per cycle, set trigger conditions reasonably
- ⚠️ Strategy depends on auto-redeem functionality, ensure Builder API Key is configured
- ⚠️ Recommended to regularly check trigger records to understand strategy execution
---
## Part 7: Strategy Management
### 7.1 View Strategy List
On the "Crypto Tail Strategy" page, you can view all strategies:
- Strategy name
- Market information
- Time window
- Price range
- Investment mode
- Enabled status
- Last trigger time
- Statistics like total profit, win rate
### 7.2 View Trigger Records
Click on a strategy to view detailed trigger records:
- Trigger time
- Market price
- Investment amount
- Order ID
- Order status (success/fail)
- Settlement information (profit/loss, win rate, etc.)
### 7.3 Edit Strategy
You can modify strategy parameters at any time:
- Time window
- Price range
- Investment mode
- Minimum spread settings
- Enabled status
**Note**: Modified strategies take effect in the next cycle.
### 7.4 Delete Strategy
After deleting a strategy:
- Strategy configuration is deleted
- Historical trigger records are retained
- Already placed orders are not affected
---
## Part 8: Summary
Crypto Tail Strategy is a powerful automated trading tool that can help you:
1. **Automated Trading**: No need for manual monitoring, system executes automatically
2. **Precise Control**: Precisely control trigger conditions through time windows and price ranges
3. **Flexible Configuration**: Supports both ratio and fixed amount investment modes
4. **Risk Filtering**: Filter market volatility through minimum spread feature
**Usage Recommendations**:
- For first-time users, start with simple strategies (no spread filter)
- After familiarizing, try adding spread filter features
- Regularly check trigger records, adjust strategy parameters based on actual situation
- Use a dedicated wallet to avoid conflicts with other operations
**Happy Trading!** 🚀
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# 尾盘策略配置指南
## 一、什么是尾盘策略？
尾盘策略是一种自动化交易策略，专门用于 Polymarket 加密市场的 **5分钟** 或 **15分钟** "Up or Down" 市场。
**核心逻辑**：在指定时间窗口内，当市场价格进入您设定的价格区间时，系统会自动以固定价格（0.99）买入，无需手动操作。
**适用场景**：
- 您希望捕捉市场在周期末段的价格波动
- 您想自动化执行交易，避免手动盯盘
- 您对市场走势有一定判断，希望设置条件自动触发
---
## 二、策略工作原理
### 2.1 基本流程
```
周期开始 → 时间窗口内 → 价格进入区间 → 自动下单
```
1. **周期**：每个市场按固定周期运行（5分钟或15分钟）
- 5分钟市场：每5分钟为一个周期（如 10:00、10:05、10:10...）
- 15分钟市场：每15分钟为一个周期（如 10:00、10:15、10:30...）
2. **时间窗口**：您可以在周期内设置一个时间段
- 例如：15分钟市场，设置窗口为「3分钟～12分钟」
- 表示：从周期开始后第3分钟到第12分钟之间才会触发
3. **价格区间**：设置触发价格范围
- 例如：最低价 0.50，最高价 0.80
- 表示：当市场价格在 0.50～0.80 之间时才会触发
4. **自动下单**：满足条件后，系统自动以 0.99 的价格买入
### 2.2 重要限制
- **每周期最多触发一次**：同一个周期内，即使多次满足条件，也只下单一次
- **固定下单价格**：所有订单都以 0.99 的价格提交
- **需要单独钱包**：建议使用专门的钱包运行尾盘策略，避免与其他操作（手动交易、跟单等）冲突
---
## 三、参数详细说明
### 3.1 基础参数
| 参数 | 说明 | 必填 | 示例 |
|------|------|------|------|
| **账户** | 选择用于交易的钱包账户 | ✅ | 账户A |
| **策略名称** | 给策略起个名字，方便识别 | ❌ | "BTC 15分钟尾盘策略" |
| **市场** | 选择要交易的市场（5分钟或15分钟） | ✅ | btc-updown-15m |
### 3.2 周期设置
| 参数 | 说明 | 必填 | 示例 |
|------|------|------|------|
| **周期长度** | 由选择的市场自动确定 | ✅ | 15分钟（900秒） |
| **时间窗口开始** | 从周期起点算起，多少分钟后开始监听 | ✅ | 3分0秒 |
| **时间窗口结束** | 从周期起点算起，多少分钟后停止监听 | ✅ | 12分0秒 |
**时间窗口说明**：
- 5分钟市场：可选 0～5 分钟内的任意时间段
- 15分钟市场：可选 0～15 分钟内的任意时间段
- **开始时间必须 ≤ 结束时间**
- 窗口外的时间即使价格满足也不会触发
**示例**：
- 15分钟市场，窗口「3分0秒 ～ 12分0秒」
- 周期开始后 0～3 分钟：不监听
- 周期开始后 3～12 分钟：监听价格，满足条件即触发
- 周期开始后 12～15 分钟：不监听
### 3.3 价格区间
| 参数 | 说明 | 必填 | 取值范围 | 示例 |
|------|------|------|----------|------|
| **最低价 (minPrice)** | 触发的最低价格 | ✅ | 0～1 | 0.50 |
| **最高价 (maxPrice)** | 触发的最高价格 | ❌ | 0～1，默认1 | 0.80 |
**价格区间说明**：
- 价格范围是 0～1 之间的小数
- 当市场价格在 [最低价, 最高价] 区间内时才会触发
- 如果不填最高价，默认使用 1.0（即只要价格 ≥ 最低价就触发）
**示例**：
- 最低价 0.50，最高价 0.80
- 价格 0.45：不触发（低于最低价）
- 价格 0.60：触发 ✅（在区间内）
- 价格 0.85：不触发（高于最高价）
### 3.4 投入金额
| 参数 | 说明 | 必填 | 示例 |
|------|------|------|------|
| **投入方式** | 选择按比例或固定金额 | ✅ | 按比例 / 固定金额 |
| **比例 (%)** | 按账户余额的百分比投入 | 条件必填 | 10%（账户有100 USDC，投入10 USDC） |
| **固定金额 (USDC)** | 每次固定投入的金额 | 条件必填 | 50 USDC |
**投入方式说明**：
**方式一：按比例 (RATIO)**
- 每次触发时，按账户当前可用余额的百分比投入
- 例如：账户有 100 USDC，设置比例 10%
- 第1次触发：投入 10 USDC
- 第2次触发：如果余额变为 90 USDC，投入 9 USDC
- **优点**：自动适应账户余额变化
- **缺点**：每次投入金额可能不同
**方式二：固定金额 (FIXED)**
- 每次触发时，固定投入指定金额
- 例如：设置固定金额 50 USDC
- 每次触发都投入 50 USDC
- **优点**：投入金额稳定，便于管理
- **缺点**：需要确保账户余额充足
**注意事项**：
- 最小下单金额：至少 1 USDC
- 如果账户余额不足，下单会失败并记录失败原因
### 3.5 最小价差（高级功能）
最小价差功能用于过滤市场波动，只在币安 BTC/USDC 价格波动达到一定幅度时才触发。
| 参数 | 说明 | 必填 | 示例 |
|------|------|------|------|
| **最小价差模式** | 选择价差校验方式 | ✅ | 无 / 固定 / 自动 |
| **最小价差值** | 固定模式时填写 | 条件必填 | 30 |
**三种模式说明**：
**模式一：无 (NONE)**
- 不进行价差校验
- 只要时间窗口和价格区间满足就触发
- **适合**：不关心币安价格波动，只看 Polymarket 价格
**模式二：固定 (FIXED)**
- 设置一个固定的最小价差值（单位：USDC）
- 当币安 BTC/USDC 的 K 线价差（|收盘价 - 开盘价|）≥ 设定值时，才触发
- **示例**：设置 30
- 周期内币安 K 线价差 ≥ 30：触发 ✅
- 周期内币安 K 线价差 < 30：不触发
- **适合**：您知道期望的价差阈值
**模式三：自动 (AUTO)**
- 系统根据历史 20 根 K 线自动计算最小价差
- 计算逻辑：
1. 获取最近 20 根 K 线（与策略周期一致）
2. 按方向筛选（Up 方向只看上涨的 K 线，Down 方向只看下跌的 K 线）
3. 剔除异常值（使用 IQR 方法）
4. 计算平均价差 × 0.8 作为最小价差
- **适合**：希望根据历史数据自动调整，无需手动设置
**价差说明**：
- 价差 = |收盘价 - 开盘价|
- 例如：开盘价 50000，收盘价 50030，价差 = 30
- 价差越大，说明该周期内价格波动越大
---
## 四、配置示例
### 示例1：简单策略（5分钟市场）
**场景**：在 5 分钟市场的最后 2 分钟，如果价格低于 0.60，自动买入 10 USDC
**配置**：
```
账户：账户A
策略名称：BTC 5分钟简单策略
市场：btc-updown-5m
时间窗口：3分0秒 ～ 5分0秒
最低价：0.00
最高价：0.60
投入方式：固定金额
固定金额：10 USDC
最小价差模式：无
启用状态：开启
```
**说明**：
- 周期开始后 0～3 分钟：不监听
- 周期开始后 3～5 分钟：如果价格 ≤ 0.60，自动买入 10 USDC
---
### 示例2：比例投入策略（15分钟市场）
**场景**：在 15 分钟市场的中段（5～10分钟），如果价格在 0.40～0.70 之间，投入账户余额的 15%
**配置**：
```
账户：账户B
策略名称：BTC 15分钟比例策略
市场：btc-updown-15m
时间窗口：5分0秒 ～ 10分0秒
最低价：0.40
最高价：0.70
投入方式：按比例
比例：15%
最小价差模式：无
启用状态：开启
```
**说明**：
- 假设账户余额 100 USDC
- 周期开始后 5～10 分钟：如果价格在 0.40～0.70 之间，自动买入约 15 USDC（100 × 15%）
---
### 示例3：带价差过滤的策略（15分钟市场）
**场景**：在 15 分钟市场的后段（10～14分钟），如果价格在 0.50～0.80 之间，且币安价差 ≥ 50，投入 20 USDC
**配置**：
```
账户：账户C
策略名称：BTC 15分钟价差策略
市场：btc-updown-15m
时间窗口：10分0秒 ～ 14分0秒
最低价：0.50
最高价：0.80
投入方式：固定金额
固定金额：20 USDC
最小价差模式：固定
最小价差值：50
启用状态：开启
```
**说明**：
- 周期开始后 10～14 分钟：同时满足以下条件才触发
1. 价格在 0.50～0.80 之间 ✅
2. 币安 BTC/USDC 价差 ≥ 50 ✅
- 如果价差只有 30，即使价格满足也不会触发
---
### 示例4：自动价差策略（15分钟市场）
**场景**：在 15 分钟市场的前段（2～8分钟），如果价格在 0.30～0.90 之间，投入账户余额的 20%，价差由系统自动计算
**配置**：
```
账户：账户D
策略名称：BTC 15分钟自动价差策略
市场：btc-updown-15m
时间窗口：2分0秒 ～ 8分0秒
最低价：0.30
最高价：0.90
投入方式：按比例
比例：20%
最小价差模式：自动
启用状态：开启
```
**说明**：
- 系统会根据历史 20 根 K 线自动计算最小价差
- 周期开始后 2～8 分钟：同时满足以下条件才触发
1. 价格在 0.30～0.90 之间 ✅
2. 币安 BTC/USDC 价差 ≥ 系统计算的最小价差 ✅
---
## 五、常见问题
### Q1：策略什么时候会触发？
**A**：需要同时满足以下条件：
1. ✅ 当前时间在时间窗口内
2. ✅ 市场价格在 [最低价, 最高价] 区间内
3. ✅ 本周期尚未触发过（每周期最多触发一次）
4. ✅ 如果设置了最小价差，币安价差也需要满足条件
### Q2：为什么我的策略没有触发？
**可能原因**：
1. **时间窗口不对**：当前时间不在设定的时间窗口内
2. **价格不在区间**：市场价格不在 [最低价, 最高价] 范围内
3. **本周期已触发**：该周期已经触发过一次，不会再触发
4. **价差不满足**：如果设置了最小价差，币安价差未达到要求
5. **账户余额不足**：账户余额小于设定的投入金额
6. **策略未启用**：检查策略的启用状态是否为"开启"
### Q3：每周期最多触发一次是什么意思？
**A**：每个周期（5分钟或15分钟）内，即使多次满足条件，也只下单一次。
**示例**：
- 15分钟市场，周期从 10:00 开始
- 10:05 时价格满足条件，触发下单 ✅
- 10:08 时价格再次满足条件，但不会再次下单（本周期已触发）
- 10:15 开始新周期，可以再次触发
### Q4：固定金额和按比例有什么区别？
**固定金额**：
- 每次触发都投入相同金额
- 例如：设置 50 USDC，每次都是 50 USDC
- 需要确保账户余额充足
**按比例**：
- 每次触发时按账户余额的百分比投入
- 例如：设置 10%，账户有 100 USDC 时投入 10 USDC，余额变为 90 USDC 后下次投入 9 USDC
- 自动适应余额变化
### Q5：最小价差功能有什么用？
**A**：最小价差用于过滤市场波动，只在币安 BTC/USDC 价格波动达到一定幅度时才触发。
**场景**：
- 如果市场波动很小（价差 < 设定值），可能不值得交易
- 通过设置最小价差，可以避免在波动过小时触发
**三种模式选择建议**：
- **无**：不关心币安价格波动，只看 Polymarket 价格
- **固定**：您知道期望的价差阈值（例如：至少波动 30 USDC 才值得交易）
- **自动**：希望根据历史数据自动调整，无需手动设置
### Q6：为什么建议使用单独的钱包？
**A**：避免以下问题：
1. **余额变化**：如果钱包同时用于手动交易，余额变化可能影响策略执行
2. **仓位冲突**：手动交易和策略交易可能产生冲突
3. **管理混乱**：难以区分哪些订单是策略产生的，哪些是手动产生的
**建议**：创建一个专门的钱包，只用于尾盘策略。
### Q7：下单价格为什么是固定的 0.99？
**A**：这是策略的设计特点：
- 0.99 是市场中的最高价格（接近 1.0）
- 以最高价买入可以确保订单快速成交
- 虽然买入价格较高，但策略的核心是捕捉市场波动，而非追求最优价格
### Q8：策略需要依赖自动赎回功能吗？
**A**：是的，尾盘策略依赖自动赎回功能。
**原因**：
- 策略下单后会形成仓位
- 这些仓位需要在市场结算后自动赎回
- 如果未配置自动赎回，仓位可能无法及时赎回
**配置要求**：
- 在「系统设置」中配置 Builder API Key
- 开启自动赎回功能
---
## 六、注意事项
### 6.1 账户要求
- ✅ 账户必须配置 API Key、API Secret、API Passphrase
- ✅ 账户必须有足够的 USDC 余额
- ✅ 建议使用专门的钱包，避免与其他操作冲突
### 6.2 时间窗口设置
- ⚠️ 开始时间必须 ≤ 结束时间
- ⚠️ 时间窗口不能超出周期长度（5分钟市场 ≤ 5分钟，15分钟市场 ≤ 15分钟）
- ⚠️ 建议设置合理的时间窗口，避免在周期开始或结束时触发
### 6.3 价格区间设置
- ⚠️ 最低价必须 ≤ 最高价
- ⚠️ 价格范围是 0～1 之间的小数
- ⚠️ 建议根据市场情况设置合理的价格区间
### 6.4 投入金额设置
- ⚠️ 最小下单金额：至少 1 USDC
- ⚠️ 确保账户余额充足，避免下单失败
- ⚠️ 按比例模式：注意账户余额变化对投入金额的影响
### 6.5 最小价差设置
- ⚠️ 固定模式：需要填写合理的价差值（单位：USDC）
- ⚠️ 自动模式：系统会在周期开始时自动计算，无需手动设置
- ⚠️ 价差设置过大可能导致策略难以触发
### 6.6 其他注意事项
- ⚠️ 策略创建后默认启用，如需暂停可以关闭"启用状态"
- ⚠️ 每周期最多触发一次，请合理设置触发条件
- ⚠️ 策略依赖自动赎回功能，请确保已配置 Builder API Key
- ⚠️ 建议定期查看触发记录，了解策略执行情况
---
## 七、策略管理
### 7.1 查看策略列表
在「尾盘策略」页面可以查看所有策略：
- 策略名称
- 市场信息
- 时间窗口
- 价格区间
- 投入方式
- 启用状态
- 最后触发时间
- 总收益、胜率等统计信息
### 7.2 查看触发记录
点击策略可以查看详细的触发记录：
- 触发时间
- 市场价格
- 投入金额
- 订单ID
- 订单状态（成功/失败）
- 结算信息（盈亏、胜率等）
### 7.3 编辑策略
可以随时修改策略参数：
- 时间窗口
- 价格区间
- 投入方式
- 最小价差设置
- 启用状态
**注意**：修改后的策略会在下一个周期生效。
### 7.4 删除策略
删除策略后：
- 策略配置会被删除
- 历史触发记录会保留
- 已下单的订单不受影响
---
## 八、总结
尾盘策略是一个强大的自动化交易工具，可以帮助您：
1. **自动化交易**：无需手动盯盘，系统自动执行
2. **精准控制**：通过时间窗口和价格区间精确控制触发条件
3. **灵活配置**：支持比例和固定金额两种投入方式
4. **风险过滤**：通过最小价差功能过滤市场波动
**使用建议**：
- 初次使用建议从简单策略开始（无价差过滤）
- 熟悉后再尝试添加价差过滤功能
- 定期查看触发记录，根据实际情况调整策略参数
- 使用专门的钱包，避免与其他操作冲突
**祝您交易顺利！** 🚀