feat(crypto-tail): 策略最小价差(无/固定/自动) + 前端默认与文案

- 后端: 最小价差 DB/Entity/DTO、Binance K线 REST+WS、自动价差 IQR 预计算与执行时校验
- 前端: 最小价差(自动-固定-无)，默认自动，label 旁 info 说明，选择自动不展示建议约
- i18n: minSpreadModeTip 说明不写死标的
- 文档: crypto-tail-strategy-min-spread-flow.md
- scripts: Binance K线拉取与 WS 示例

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

frontend/src/locales/en/common.json

@@ -1445,7 +1445,14 @@
       "create": "Create",
       "update": "Update",
       "timeWindowStartLEEnd": "Window start must not be greater than end",
-      "timeWindowExceed": "Time window must not exceed period length"
+      "timeWindowExceed": "Time window must not exceed period length",
+      "minSpreadMode": "Min spread",
+      "minSpreadModeTip": "Whether to place an order is based on the spread between open and close in the current period. Auto: system computes a suggested spread from the last 30 klines (updated each period); Fixed: you enter a value (e.g. 30), order only when spread ≥ that value; None: no spread check, order when price is in range.",
+      "minSpreadModeNone": "None",
+      "minSpreadModeFixed": "Fixed",
+      "minSpreadModeAuto": "Auto",
+      "minSpreadValue": "Min spread value (USDC)",
+      "minSpreadValuePlaceholder": "e.g. 30"
     },
     "redeemRequiredModal": {
       "title": "Configure Auto Redeem First",

frontend/src/locales/zh-CN/common.json

@@ -1444,7 +1444,14 @@
       "create": "创建",
       "update": "更新",
       "timeWindowStartLEEnd": "时间区间开始不能大于结束",
-      "timeWindowExceed": "时间区间不能超过周期长度"
+      "timeWindowExceed": "时间区间不能超过周期长度",
+      "minSpreadMode": "最小价差",
+      "minSpreadModeTip": "根据当前周期开盘价与收盘价的价差决定是否下单。自动：系统按历史 30 根 K 线计算建议价差（每周期更新）；固定：您输入一个数值（如 30），仅当价差 ≥ 该值时才下单；无：不校验价差，满足价格区间即下单。",
+      "minSpreadModeNone": "无",
+      "minSpreadModeFixed": "固定",
+      "minSpreadModeAuto": "自动",
+      "minSpreadValue": "最小价差数值 (USDC)",
+      "minSpreadValuePlaceholder": "如 30"
     },
     "redeemRequiredModal": {
       "title": "请先配置自动赎回",

frontend/src/locales/zh-TW/common.json

@@ -1445,7 +1445,14 @@
       "create": "創建",
       "update": "更新",
       "timeWindowStartLEEnd": "時間區間開始不能大於結束",
-      "timeWindowExceed": "時間區間不能超過週期長度"
+      "timeWindowExceed": "時間區間不能超過週期長度",
+      "minSpreadMode": "最小價差",
+      "minSpreadModeTip": "依當前週期開盤價與收盤價的價差決定是否下單。自動：系統依歷史 30 根 K 線計算建議價差（每週期更新）；固定：您輸入一個數值（如 30），僅當價差 ≥ 該值時才下單；無：不校驗價差，滿足價格區間即下單。",
+      "minSpreadModeNone": "無",
+      "minSpreadModeFixed": "固定",
+      "minSpreadModeAuto": "自動",
+      "minSpreadValue": "最小價差數值 (USDC)",
+      "minSpreadValuePlaceholder": "如 30"
     },
     "redeemRequiredModal": {
       "title": "請先配置自動贖回",

frontend/src/pages/CryptoTailStrategyList.tsx

@@ -16,9 +16,10 @@ import {
   Input,
   InputNumber,
   Radio,
-  Spin
+  Spin,
+  Tooltip
 } from 'antd'
-import { PlusOutlined, EditOutlined, UnorderedListOutlined } from '@ant-design/icons'
+import { PlusOutlined, EditOutlined, UnorderedListOutlined, InfoCircleOutlined } from '@ant-design/icons'
 import { useTranslation } from 'react-i18next'
 import { useMediaQuery } from 'react-responsive'
 import { apiService } from '../services/api'
@@ -107,6 +108,7 @@ const CryptoTailStrategyList: React.FC = () => {
       enabled: true,
       amountMode: 'RATIO',
       maxPrice: '1',
+      minSpreadMode: 'AUTO',
       windowStartMinutes: 0,
       windowStartSeconds: 0
     })
@@ -127,6 +129,8 @@ const CryptoTailStrategyList: React.FC = () => {
       maxPrice: record.maxPrice,
       amountMode: record.amountMode,
       amountValue: record.amountValue,
+      minSpreadMode: record.minSpreadMode ?? 'AUTO',
+      minSpreadValue: record.minSpreadValue ?? undefined,
       enabled: record.enabled
     })
     setFormModalOpen(true)
@@ -159,6 +163,8 @@ const CryptoTailStrategyList: React.FC = () => {
         maxPrice: v.maxPrice != null ? String(v.maxPrice) : undefined,
         amountMode: v.amountMode as string,
         amountValue: String(v.amountValue ?? 0),
+        minSpreadMode: (v.minSpreadMode as string) || 'AUTO',
+        minSpreadValue: v.minSpreadMode === 'FIXED' && v.minSpreadValue != null ? String(v.minSpreadValue) : (v.minSpreadMode === 'AUTO' && v.minSpreadValue != null ? String(v.minSpreadValue) : undefined),
         enabled: v.enabled !== false
       }
       if (editingId) {
@@ -171,6 +177,8 @@ const CryptoTailStrategyList: React.FC = () => {
           maxPrice: payload.maxPrice,
           amountMode: payload.amountMode,
           amountValue: payload.amountValue,
+          minSpreadMode: payload.minSpreadMode,
+          minSpreadValue: payload.minSpreadValue,
           enabled: payload.enabled
         })
         if (res.data.code === 0) {
@@ -181,7 +189,10 @@ const CryptoTailStrategyList: React.FC = () => {
           message.error(res.data.msg || t('common.failed'))
         }
       } else {
-        const res = await apiService.cryptoTailStrategy.create(payload)
+        const res = await apiService.cryptoTailStrategy.create({
+          ...payload,
+          minSpreadValue: payload.minSpreadMode === 'FIXED' ? payload.minSpreadValue : undefined
+        })
         if (res.data.code === 0) {
           message.success(t('common.success'))
           setFormModalOpen(false)
@@ -532,7 +543,7 @@ const CryptoTailStrategyList: React.FC = () => {
         destroyOnClose
       >
         <Alert type="warning" showIcon message={t('cryptoTailStrategy.form.walletTip')} style={{ marginBottom: 16 }} />
-        <Form form={form} layout="vertical" initialValues={{ amountMode: 'RATIO', maxPrice: '1', enabled: true }}>
+        <Form form={form} layout="vertical" initialValues={{ amountMode: 'RATIO', maxPrice: '1', minSpreadMode: 'AUTO', enabled: true }}>
           <Form.Item name="accountId" label={t('cryptoTailStrategy.form.selectAccount')} rules={[{ required: true }]}>
             <Select
               placeholder={t('cryptoTailStrategy.form.selectAccount')}
@@ -624,6 +635,45 @@ const CryptoTailStrategyList: React.FC = () => {
               )
             }
           </Form.Item>
+          <Form.Item
+            name="minSpreadMode"
+            label={
+              <Space size={4}>
+                <span>{t('cryptoTailStrategy.form.minSpreadMode')}</span>
+                <Tooltip title={t('cryptoTailStrategy.form.minSpreadModeTip')}>
+                  <InfoCircleOutlined style={{ color: '#999', cursor: 'help', fontSize: 14 }} />
+                </Tooltip>
+              </Space>
+            }
+          >
+            <Radio.Group>
+              <Radio value="AUTO">{t('cryptoTailStrategy.form.minSpreadModeAuto')}</Radio>
+              <Radio value="FIXED">{t('cryptoTailStrategy.form.minSpreadModeFixed')}</Radio>
+              <Radio value="NONE">{t('cryptoTailStrategy.form.minSpreadModeNone')}</Radio>
+            </Radio.Group>
+          </Form.Item>
+          <Form.Item
+            noStyle
+            shouldUpdate={(prev, curr) => prev.minSpreadMode !== curr.minSpreadMode}
+          >
+            {({ getFieldValue }) =>
+              getFieldValue('minSpreadMode') === 'FIXED' ? (
+                <Form.Item
+                  name="minSpreadValue"
+                  label={t('cryptoTailStrategy.form.minSpreadValue')}
+                  rules={[{ required: true }]}
+                >
+                  <InputNumber
+                    min={0}
+                    step={1}
+                    placeholder={t('cryptoTailStrategy.form.minSpreadValuePlaceholder')}
+                    style={{ width: '100%' }}
+                    stringMode
+                  />
+                </Form.Item>
+              ) : null
+            }
+          </Form.Item>
           <Form.Item name="enabled" valuePropName="checked">
             <Switch checkedChildren={t('common.enabled')} unCheckedChildren={t('common.disabled')} />
           </Form.Item>

frontend/src/services/api.ts

@@ -447,6 +447,8 @@ export const apiService = {
       maxPrice?: string
       amountMode: string
       amountValue: string
+      minSpreadMode?: string
+      minSpreadValue?: string | null
       enabled?: boolean
     }) =>
       apiClient.post<ApiResponse<import('../types').CryptoTailStrategyDto>>('/crypto-tail-strategy/create', data),
@@ -459,6 +461,8 @@ export const apiService = {
       maxPrice?: string
       amountMode?: string
       amountValue?: string
+      minSpreadMode?: string
+      minSpreadValue?: string | null
       enabled?: boolean
     }) =>
       apiClient.post<ApiResponse<import('../types').CryptoTailStrategyDto>>('/crypto-tail-strategy/update', data),
@@ -467,7 +471,9 @@ export const apiService = {
     triggers: (data: { strategyId: number; page?: number; pageSize?: number; status?: string }) =>
       apiClient.post<ApiResponse<{ list: import('../types').CryptoTailStrategyTriggerDto[]; total: number }>>('/crypto-tail-strategy/triggers', data),
     marketOptions: () =>
-      apiClient.post<ApiResponse<import('../types').CryptoTailMarketOptionDto[]>>('/crypto-tail-strategy/market-options', {})
+      apiClient.post<ApiResponse<import('../types').CryptoTailMarketOptionDto[]>>('/crypto-tail-strategy/market-options', {}),
+    autoMinSpread: (data: { intervalSeconds: number }) =>
+      apiClient.post<ApiResponse<import('../types').CryptoTailAutoMinSpreadResponse>>('/crypto-tail-strategy/auto-min-spread', data)
   },
   
   /**

frontend/src/types/index.ts

@@ -1051,6 +1051,10 @@ export interface CryptoTailStrategyDto {
   maxPrice: string
   amountMode: string
   amountValue: string
+  /** 最小价差模式: NONE, FIXED, AUTO */
+  minSpreadMode?: string
+  /** 最小价差数值（FIXED 时必填；AUTO 时可为计算值） */
+  minSpreadValue?: string | null
   enabled: boolean
   lastTriggerAt?: number
   /** 已实现总收益 USDC */
@@ -1063,6 +1067,12 @@ export interface CryptoTailStrategyDto {
   updatedAt: number
 }
 
+/** 自动最小价差计算响应 */
+export interface CryptoTailAutoMinSpreadResponse {
+  minSpreadUp: string
+  minSpreadDown: string
+}
+
 /**
  * 尾盘策略触发记录
  */