From bd529d9041a5bec621124a5fd1a41223b72026ca Mon Sep 17 00:00:00 2001
From: WrBug <iwrbug@gmail.com>
Date: Sat, 14 Feb 2026 21:00:01 +0800
Subject: [PATCH] =?UTF-8?q?feat(cryptotail):=20=E5=B0=BE=E7=9B=98=E7=AD=96?=
 =?UTF-8?q?=E7=95=A5=E6=89=93=E5=8D=B0=E5=88=9D=E5=A7=8B=E4=BB=B7=E5=B7=AE?=
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- 周期开始预计算 AUTO 价差后打印 baseSpreadUp/baseSpreadDown
- 触发价差校验时打印初始价差、系数、有效最小价差、当前K线价差及是否通过

Co-authored-by: Cursor <cursoragent@cursor.com>
---
 .../CryptoTailOrderbookWsService.kt           |  8 ++++-
 .../CryptoTailStrategyExecutionService.kt     | 35 ++++++++++++++-----
 2 files changed, 34 insertions(+), 9 deletions(-)

diff --git a/backend/src/main/kotlin/com/wrbug/polymarketbot/service/cryptotail/CryptoTailOrderbookWsService.kt b/backend/src/main/kotlin/com/wrbug/polymarketbot/service/cryptotail/CryptoTailOrderbookWsService.kt
index ae696d9..8ee7315 100644
--- a/backend/src/main/kotlin/com/wrbug/polymarketbot/service/cryptotail/CryptoTailOrderbookWsService.kt
+++ b/backend/src/main/kotlin/com/wrbug/polymarketbot/service/cryptotail/CryptoTailOrderbookWsService.kt
@@ -236,7 +236,13 @@ class CryptoTailOrderbookWsService(
         scope.launch {
             for ((intervalSeconds, periodStartUnix) in autoPeriods) {
                 try {
-                    binanceKlineAutoSpreadService.computeAndCache(intervalSeconds, periodStartUnix)
+                    val pair = binanceKlineAutoSpreadService.computeAndCache(intervalSeconds, periodStartUnix)
+                    if (pair != null) {
+                        logger.info(
+                            "周期开始初始价差: interval=${intervalSeconds}s periodStartUnix=$periodStartUnix " +
+                                "baseSpreadUp=${pair.first.toPlainString()} baseSpreadDown=${pair.second.toPlainString()}"
+                        )
+                    }
                 } catch (e: Exception) {
                     logger.warn("周期开始预计算 AUTO 价差失败: interval=$intervalSeconds periodStartUnix=$periodStartUnix ${e.message}")
                 }
diff --git a/backend/src/main/kotlin/com/wrbug/polymarketbot/service/cryptotail/CryptoTailStrategyExecutionService.kt b/backend/src/main/kotlin/com/wrbug/polymarketbot/service/cryptotail/CryptoTailStrategyExecutionService.kt
index ad4b8e9..4f5a90e 100644
--- a/backend/src/main/kotlin/com/wrbug/polymarketbot/service/cryptotail/CryptoTailStrategyExecutionService.kt
+++ b/backend/src/main/kotlin/com/wrbug/polymarketbot/service/cryptotail/CryptoTailStrategyExecutionService.kt
@@ -188,19 +188,37 @@ class CryptoTailStrategyExecutionService(
             ?: return false
         val (openP, closeP) = oc
         val spreadAbs = closeP.subtract(openP).abs()
-        val effectiveMinSpread = when (mode) {
-            "FIXED" -> strategy.minSpreadValue?.takeIf { it > BigDecimal.ZERO }
-            "AUTO" -> computeAutoEffectiveMinSpread(strategy, periodStartUnix, outcomeIndex)
-            else -> null
+        when (mode) {
+            "FIXED" -> {
+                val effectiveMinSpread = strategy.minSpreadValue?.takeIf { it > BigDecimal.ZERO }
+                if (effectiveMinSpread == null || effectiveMinSpread <= BigDecimal.ZERO) return true
+                return spreadAbs >= effectiveMinSpread
+            }
+            "AUTO" -> {
+                val result = computeAutoEffectiveMinSpread(strategy, periodStartUnix, outcomeIndex) ?: return true
+                val effectiveMinSpread = result.effectiveMinSpread
+                if (effectiveMinSpread <= BigDecimal.ZERO) return true
+                val passed = spreadAbs >= effectiveMinSpread
+                logger.info(
+                    "尾盘价差校验: 初始价差(100%基准)=${result.baseSpread.toPlainString()} 系数=${result.coefficient.toPlainString()} " +
+                        "有效最小价差=${effectiveMinSpread.toPlainString()} 当前K线价差=${spreadAbs.toPlainString()} 通过=$passed"
+                )
+                return passed
+            }
+            else -> return true
         }
-        if (effectiveMinSpread == null || effectiveMinSpread <= BigDecimal.ZERO) return true
-        return spreadAbs >= effectiveMinSpread
     }
 
     /**
      * AUTO 模式：取 100% 基准价差，按窗口内毫秒进度计算动态系数（100%→50%）得到有效最小价差。
      */
-    private fun computeAutoEffectiveMinSpread(strategy: CryptoTailStrategy, periodStartUnix: Long, outcomeIndex: Int): BigDecimal? {
+    private data class AutoSpreadResult(
+        val baseSpread: BigDecimal,
+        val coefficient: BigDecimal,
+        val effectiveMinSpread: BigDecimal
+    )
+
+    private fun computeAutoEffectiveMinSpread(strategy: CryptoTailStrategy, periodStartUnix: Long, outcomeIndex: Int): AutoSpreadResult? {
         val baseSpread = binanceKlineAutoSpreadService.getAutoMinSpreadBase(strategy.intervalSeconds, periodStartUnix, outcomeIndex)
             ?: binanceKlineAutoSpreadService.computeAndCache(strategy.intervalSeconds, periodStartUnix)?.let { if (outcomeIndex == 0) it.first else it.second }
             ?: return null
@@ -217,7 +235,8 @@ class CryptoTailStrategyExecutionService(
                 .let { p -> maxOf(BigDecimal.ZERO, minOf(BigDecimal.ONE, p)) }
             BigDecimal.ONE.subtract(progress.multi("0.5"))
         }
-        return baseSpread.multi(coefficient).setScale(8, RoundingMode.HALF_UP)
+        val effectiveMinSpread = baseSpread.multi(coefficient).setScale(8, RoundingMode.HALF_UP)
+        return AutoSpreadResult(baseSpread, coefficient, effectiveMinSpread)
     }
 
     private suspend fun placeOrderForTrigger(