docs: 尾盘策略文档归集至 docs/crypto-tail-strategy/，前端链接同步

- 将尾盘策略相关文档移至 docs/crypto-tail-strategy/{zh,en}/
- 新增 docs/crypto-tail-strategy/README.md 目录说明
- 前端配置指南链接改为 docs/crypto-tail-strategy/${lang}/crypto-tail-strategy-user-guide.md

Co-authored-by: Cursor <cursoragent@cursor.com>

docs/crypto-tail-strategy/README.md

@@ -0,0 +1,32 @@
+# 尾盘策略文档 (Crypto Tail Strategy)
+
+本目录集中存放与 Polymarket 加密市场尾盘策略相关的文档。
+
+## 目录结构
+
+```
+crypto-tail-strategy/
+├── README.md           # 本说明
+├── crypto-tail-auto-spread-dynamic-coefficient.md   # 自动价差动态系数（中英通用）
+├── zh/                 # 中文文档
+│   ├── crypto-tail-strategy-user-guide.md    # 用户配置指南
+│   ├── crypto-tail-strategy-ui-spec.md       # UI 规格
+│   ├── crypto-tail-strategy-tasks.md         # 任务与验收
+│   ├── crypto-tail-strategy-flow.md          # 流程说明
+│   ├── crypto-tail-strategy-min-spread-flow.md  # 最小/最大价差流程
+│   └── crypto-tail-strategy-market-data.md   # 市场数据与周期
+└── en/                 # 英文文档
+    └── crypto-tail-strategy-user-guide.md    # User configuration guide
+```
+
+## 文档说明
+
+| 文档 | 说明 |
+|------|------|
+| **user-guide** (zh/en) | 面向用户的策略配置指南与 FAQ |
+| **ui-spec** (zh) | 前端列表、表单、时间窗口、触发记录等 UI 规格 |
+| **tasks** (zh) | 开发任务与验收项 |
+| **flow** (zh) | 策略整体流程 |
+| **min-spread-flow** (zh) | 价差过滤（最小/最大价差）流程 |
+| **market-data** (zh) | Gamma slug、周期、时间区间、价格判断等市场数据规则 |
+| **auto-spread-dynamic-coefficient** | 自动价差模式下动态系数计算说明 |

docs/crypto-tail-strategy/en/crypto-tail-strategy-user-guide.md

@@ -120,16 +120,24 @@ Cycle Start → Within Time Window → Price Enters Range → Auto Order
 - 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)
+### 3.5 Spread Filter (Advanced Feature)
 
-The minimum spread feature filters market volatility, only triggering when Binance BTC/USDC price movement reaches a certain magnitude.
+The spread filter controls whether to trigger based on Binance BTC/USDC K-line volatility. It supports two directions: **Minimum spread** and **Maximum spread**.
 
 | 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 |
+| **Spread Mode** | Choose spread validation method | ✅ | None / Fixed / Auto |
+| **Spread Direction** | Min spread (trigger when ≥) or Max spread (trigger when ≤) | ✅ | Min spread / Max spread |
+| **Spread Value** | Fill when using Fixed mode (unit: USDC) | Conditionally required | 30 |
 
-**Three Mode Explanations**:
+**Spread Direction**:
+
+- **Min spread**: Triggers only when Binance K-line spread **≥** the set value  
+  - Use when you want to trade only when volatility is "large enough" (avoid entering when volatility is too small).
+- **Max spread**: Triggers only when Binance K-line spread **≤** the set value  
+  - Use when you want to trade only when volatility is "small enough" (avoid entering when volatility is too high).
+
+**Three Spread Modes**:
 
 **Mode 1: None (NONE)**
 - No spread validation
@@ -137,26 +145,28 @@ The minimum spread feature filters market volatility, only triggering when Binan
 - **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
+- Set a fixed spread value (unit: USDC)
+- **Min spread**: Triggers when K-line spread ≥ set value  
+  - Example: Set 30, spread ≥ 30 → triggered ✅, spread < 30 → not triggered
+- **Max spread**: Triggers when K-line spread ≤ set value  
+  - Example: Set 50, spread ≤ 50 → triggered ✅, spread > 50 → not triggered
+- **Suitable for**: You have a clear spread threshold in mind
 
 **Mode 3: Auto (AUTO)**
-- System automatically calculates minimum spread based on historical 20 K-lines
+- System automatically calculates an effective spread from the last 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
+  4. Calculate average spread × 0.8 as effective spread
+- **Min spread**: Triggers when K-line spread ≥ effective spread  
+- **Max spread**: Triggers when K-line spread ≤ effective spread
+- **Suitable for**: Want automatic adjustment based on historical data without setting a specific value
 
 **Spread Explanation**:
-- Spread = |close price - open price|
+- Spread = |close price - open price| (Binance BTC/USDC for that K-line)
 - Example: Open price 50000, close price 50030, spread = 30
-- Larger spread indicates greater price volatility in that cycle
+- Larger spread means greater price volatility in that cycle
 
 ---
 
@@ -176,7 +186,7 @@ Minimum Price: 0.00
 Maximum Price: 0.60
 Investment Mode: Fixed Amount
 Fixed Amount: 10 USDC
-Minimum Spread Mode: None
+Spread Mode: None
 Enabled: On
 ```
 
@@ -200,7 +210,7 @@ Minimum Price: 0.40
 Maximum Price: 0.70
 Investment Mode: By Ratio
 Ratio: 15%
-Minimum Spread Mode: None
+Spread Mode: None
 Enabled: On
 ```
 
@@ -224,15 +234,16 @@ Minimum Price: 0.50
 Maximum Price: 0.80
 Investment Mode: Fixed Amount
 Fixed Amount: 20 USDC
-Minimum Spread Mode: Fixed
-Minimum Spread Value: 50
+Spread Mode: Fixed
+Spread Direction: Min spread
+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 ✅
+  2. Spread direction is "Min spread" and Binance spread ≥ 50 ✅
 - If spread is only 30, won't trigger even if price condition is met
 
 ---
@@ -251,15 +262,16 @@ Minimum Price: 0.30
 Maximum Price: 0.90
 Investment Mode: By Ratio
 Ratio: 20%
-Minimum Spread Mode: Auto
+Spread Mode: Auto
+Spread Direction: Min spread
 Enabled: On
 ```
 
 **Explanation**:
-- System automatically calculates minimum spread based on historical 20 K-lines
+- System automatically calculates effective spread from the last 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 ✅
+  2. Spread direction is "Min spread" and Binance spread ≥ system-calculated effective spread ✅
 
 ---
 
@@ -271,7 +283,7 @@ Enabled: On
 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
+4. ✅ If spread filter is set, Binance spread and spread direction must both be satisfied
 
 ### Q2: Why didn't my strategy trigger?
 
@@ -279,7 +291,7 @@ Enabled: On
 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
+4. **Spread not met**: If spread filter is set, Binance spread or spread direction requirement is not satisfied
 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"
 
@@ -305,18 +317,22 @@ Enabled: On
 - 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?
+### Q5: What's the use of the spread filter feature?
 
-**A**: Minimum spread filters market volatility, only triggering when Binance BTC/USDC price movement reaches a certain magnitude.
+**A**: The spread filter decides whether to trigger based on Binance BTC/USDC K-line volatility. It supports two directions.
 
-**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
+**Min spread** (trigger when spread **≥** set value):
+- Avoids triggering when volatility is too small
+- Example: Set 30, only triggers when spread ≥ 30
+
+**Max spread** (trigger when spread **≤** set value):
+- Avoids triggering when volatility is too high (lower risk)
+- Example: Set 50, only triggers when spread ≤ 50
 
 **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
+- **Fixed**: You know the expected spread threshold (use with Min or Max spread direction)
+- **Auto**: Want effective spread calculated from historical data without setting a specific value
 
 ### Q6: Why is it recommended to use a separate wallet?
 
@@ -375,11 +391,12 @@ Enabled: On
 - ⚠️ 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
+### 6.5 Spread Filter 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
+- ⚠️ Spread direction: Min spread means "trigger when ≥"; Max spread means "trigger when ≤". Choose according to your need.
+- ⚠️ Fixed mode: Need to fill a reasonable spread value (unit: USDC)
+- ⚠️ Auto mode: System calculates effective spread within the window, no manual value needed
+- ⚠️ Overly strict spread (min spread too high or max spread too low) may make the strategy rarely trigger
 
 ### 6.6 Other Notes
 
@@ -420,7 +437,7 @@ You can modify strategy parameters at any time:
 - Time window
 - Price range
 - Investment mode
-- Minimum spread settings
+- Spread filter (mode, direction, value)
 - Enabled status
 
 **Note**: Modified strategies take effect in the next cycle.
@@ -441,7 +458,7 @@ 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
+4. **Risk Filtering**: Control volatility conditions through spread filter (min spread / max spread)
 
 **Usage Recommendations**:
 - For first-time users, start with simple strategies (no spread filter)

docs/crypto-tail-strategy/zh/crypto-tail-strategy-user-guide.md

@@ -120,16 +120,24 @@
 - 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）
+### 3.5 价差过滤（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。
+价差功能用于根据币安 BTC/USDC 的 K 线波动决定是否触发，支持「最小价差」与「最大价差」两种方向。
 
 | 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 |
+| **价差模式** | 选择价差校验方式 | ✅ | 无 / 固定 / 自动 |
+| **价差方向** | 最小价差（≥ 触发）或 最大价差（≤ 触发） | ✅ | 最小价差 / 最大价差 |
+| **价差值** | 固定模式时填写（单位：USDC） | 条件必填 | 30 |
 
-**三种模式说明**：
+**价差方向说明**：
+
+- **最小价差**：当币安 K 线价差 **≥** 设定值时才触发  
+  - 适合：只在波动「足够大」时交易（避免波动过小、不值得进场）
+- **最大价差**：当币安 K 线价差 **≤** 设定值时才触发  
+  - 适合：只在波动「足够小」时交易（避免波动过大、风险高）
+
+**三种价差模式**：
 
 **模式一：无 (NONE)**
 - 不进行价差校验
@@ -137,24 +145,26 @@
 - **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
+- 设置一个固定的价差值（单位：USDC）
+- **最小价差**：当 K 线价差 ≥ 设定值时触发  
+  - 示例：设定 30，价差 ≥ 30 触发 ✅，价差 < 30 不触发
+- **最大价差**：当 K 线价差 ≤ 设定值时触发  
+  - 示例：设定 50，价差 ≤ 50 触发 ✅，价差 > 50 不触发
+- **适合**：您有明确的价差阈值
 
 **模式三：自动 (AUTO)**
-- 系统根据历史 20 根 K 线自动计算最小价差
+- 系统根据历史 20 根 K 线自动计算基准价差
 - 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
+  4. 计算平均价差 × 0.8 作为有效价差
+- **最小价差**：K 线价差 ≥ 有效价差时触发  
+- **最大价差**：K 线价差 ≤ 有效价差时触发
+- **适合**：希望根据历史数据自动调整，无需手动设具体数值
 
 **价差说明**：
-- 价差 = |收盘价 - 开盘价|
+- 价差 = |收盘价 - 开盘价|（币安 BTC/USDC 当根 K 线）
 - 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
 
@@ -176,7 +186,7 @@
 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
+价差模式：无
 启用状态：开启
 ```
 
@@ -200,7 +210,7 @@
 最高价：0.70
 投入方式：按比例
 比例：15%
-最小价差模式：无
+价差模式：无
 启用状态：开启
 ```
 
@@ -224,15 +234,16 @@
 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
+价差模式：固定
+价差方向：最小价差
+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 ✅
+  2. 价差方向为「最小价差」且币安价差 ≥ 50 ✅
 - 如果价差只有 30，即使价格满足也不会触发
 
 ---
@@ -251,15 +262,16 @@
 最高价：0.90
 投入方式：按比例
 比例：20%
-最小价差模式：自动
+价差模式：自动
+价差方向：最小价差
 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
+- 系统会根据历史 20 根 K 线自动计算有效价差
 - 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 ✅
+  2. 价差方向为「最小价差」且币安价差 ≥ 系统计算的有效价差 ✅
 
 ---
 
@@ -271,7 +283,7 @@
 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
+4. ✅ 如果设置了价差过滤，币安价差与价差方向需同时满足条件
 
 ### Q2：为什么我的策略没有触发？
 
@@ -279,7 +291,7 @@
 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
+4. **价差不满足**：如果设置了价差过滤，币安价差或价差方向未满足要求
 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"
 
@@ -305,18 +317,22 @@
 - 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？
+### Q5：价差过滤功能有什么用？
 
-**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。
+**A**：价差过滤根据币安 BTC/USDC 的 K 线波动决定是否触发，支持两种方向。
 
-**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
+**最小价差**（价差 ≥ 设定值才触发）：
+- 波动太小时不触发，避免在波动不足时进场
+- 例如：设定 30，只有价差 ≥ 30 才触发
+
+**最大价差**（价差 ≤ 设定值才触发）：
+- 波动太大时不触发，避免在波动过大、风险高时进场
+- 例如：设定 50，只有价差 ≤ 50 才触发
 
 **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
+- **固定**：您知道期望的价差阈值（配合最小/最大价差方向使用）
+- **自动**：希望根据历史数据自动计算有效价差，无需手动设具体数值
 
 ### Q6：为什么建议使用单独的钱包？
 
@@ -375,11 +391,12 @@
 - ⚠️ 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
+### 6.5 价差过滤设置
 
+- ⚠️ 价差方向：最小价差为「≥ 触发」，最大价差为「≤ 触发」，请按需求选择
 - ⚠️ 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
+- ⚠️ 自动模式：系统会在周期内按窗口进度自动计算有效价差，无需手动设置
+- ⚠️ 价差设定过严（最小价差设得过大或最大价差设得过小）可能导致策略难以触发
 
 ### 6.6 其他注意事项
 
@@ -420,7 +437,7 @@
 - 时间窗口
 - 价格区间
 - 投入方式
-- 最小价差设置
+- 价差过滤（模式、方向、数值）
 - 启用状态
 
 **注意**：修改后的策略会在下一个周期生效。
@@ -441,7 +458,7 @@
 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
+4. **风险过滤**：通过价差过滤（最小价差/最大价差）控制波动条件
 
 **使用建议**：
 - 初次使用建议从简单策略开始（无价差过滤）