fix(cryptotail): 结算用 activity 取成交并优先 usdcSize 更新投入金额，尾盘调度与执行整理

- CryptoTailSettlementService: 实际成交从 Data API getUserActivity 获取，优先用 activity.usdcSize 更新 amountUsdc；仅匹配 type=TRADE，排除 REDEEM；先修正 triggerPrice/amountUsdc 再算 realizedPnl 并一次性写库
- CryptoTailStrategyExecutionService: 与结算/调度相关的整理与精简
- CryptoTailStrategyScheduler: 新增策略变更后触发一轮检查的调度

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

backend/src/main/kotlin/com/wrbug/polymarketbot/service/cryptotail/CryptoTailSettlementService.kt

@@ -1,14 +1,13 @@
 package com.wrbug.polymarketbot.service.cryptotail
 
 import com.wrbug.polymarketbot.api.GammaEventBySlugResponse
+import com.wrbug.polymarketbot.api.PolymarketDataApi
 import com.wrbug.polymarketbot.entity.CryptoTailStrategy
 import com.wrbug.polymarketbot.entity.CryptoTailStrategyTrigger
 import com.wrbug.polymarketbot.repository.AccountRepository
 import com.wrbug.polymarketbot.repository.CryptoTailStrategyRepository
 import com.wrbug.polymarketbot.repository.CryptoTailStrategyTriggerRepository
 import com.wrbug.polymarketbot.service.common.BlockchainService
-import com.wrbug.polymarketbot.service.common.PolymarketClobService
-import com.wrbug.polymarketbot.util.CryptoUtils
 import com.wrbug.polymarketbot.util.RetrofitFactory
 import com.wrbug.polymarketbot.util.gt
 import com.wrbug.polymarketbot.util.multi
@@ -29,7 +28,7 @@ import java.math.RoundingMode
 /**
  * 尾盘策略结算轮询服务
  * 定时扫描「状态成功但未结算」的触发记录，通过 Gamma 获取 conditionId、链上查询结算结果，计算收益并回写。
- * 收益优先使用 CLOB API 订单详情的实际成交价（price）与成交量（size_matched）计算；API 失败时回退为触发时的 amountUsdc + 固定价 0.99。
+ * 实际成交价与成交量使用 Data API 的 activity 接口获取（getUserActivity），比 CLOB getOrder 更准确；失败时回退为触发时的 amountUsdc + 固定价 0.99。
  */
 @Service
 class CryptoTailSettlementService(
@@ -37,9 +36,7 @@ class CryptoTailSettlementService(
     private val strategyRepository: CryptoTailStrategyRepository,
     private val accountRepository: AccountRepository,
     private val retrofitFactory: RetrofitFactory,
-    private val blockchainService: BlockchainService,
+    private val blockchainService: BlockchainService
-    private val clobService: PolymarketClobService,
-    private val cryptoUtils: CryptoUtils
 ) {
 
     private val logger = LoggerFactory.getLogger(CryptoTailSettlementService::class.java)
@@ -103,22 +100,22 @@ class CryptoTailSettlementService(
 
     /**
      * 处理单条触发记录：解析 conditionId -> 查链上结算 -> 若已结算则计算 pnl 并更新。
-     * 通过 copy() 生成新实体再 save，不直接修改原实体；有订单信息时用实际成交价与投入金额更新 triggerPrice、amountUsdc。
+     * 通过 copy() 生成新实体再 save，不直接修改原实体；实际成交价与投入金额从 Data API activity 获取并更新 triggerPrice、amountUsdc。
      * @return true 表示本条已结算并更新
      */
     private suspend fun settleOne(trigger: CryptoTailStrategyTrigger): Boolean {
         if (trigger.resolved) return false
         val strategy = strategyRepository.findById(trigger.strategyId).orElse(null) ?: return false
-        val fill = fetchOrderFill(trigger, strategy)
+        val conditionId = resolveConditionId(strategy, trigger) ?: return false
-        val (newTriggerPrice, newAmountUsdc) = if (fill != null && fill.first.gt(BigDecimal.ZERO) && fill.second.gt(BigDecimal.ZERO)) {
+        val fill = fetchActivityFill(trigger, strategy, conditionId)
-            val price = fill.first
+        val (newTriggerPrice, newAmountUsdc) = if (fill != null && fill.price.gt(BigDecimal.ZERO) && fill.size.gt(BigDecimal.ZERO)) {
-            val cost = price.multi(fill.second).setScale(pnlScale, RoundingMode.HALF_UP)
+            val amountUsdc = fill.usdcSize?.takeIf { it.gt(BigDecimal.ZERO) }
-            Pair(price, cost)
+                ?: fill.price.multi(fill.size).setScale(pnlScale, RoundingMode.HALF_UP)
+            Pair(fill.price, amountUsdc)
         } else {
             Pair(trigger.triggerPrice, trigger.amountUsdc)
         }
 
-        val conditionId = resolveConditionId(strategy, trigger) ?: return false
         val (_, payouts) = blockchainService.getCondition(conditionId).getOrNull() ?: run {
             if (fill != null) {
                 val updated = trigger.copy(triggerPrice = newTriggerPrice, amountUsdc = newAmountUsdc)
@@ -137,7 +134,12 @@ class CryptoTailSettlementService(
         if (winnerIndex < 0) return false
 
         val won = trigger.outcomeIndex == winnerIndex
-        val pnl = computePnlFromApiOrFallback(trigger, strategy, won)
+        val pnl = if (fill != null && fill.price.gt(BigDecimal.ZERO) && fill.size.gt(BigDecimal.ZERO)) {
+            if (won) newAmountUsdc.let { fill.size.subtract(it).setScale(pnlScale, RoundingMode.HALF_UP) }
+            else newAmountUsdc.negate().setScale(pnlScale, RoundingMode.HALF_UP)
+        } else {
+            computePnlFallback(trigger.amountUsdc, won)
+        }
         val now = System.currentTimeMillis()
 
         val updated = trigger.copy(
@@ -179,82 +181,73 @@ class CryptoTailSettlementService(
     }
 
     /**
-     * 优先用 CLOB API 订单详情的实际成交价与成交量计算收益；失败则用触发时的 amountUsdc + 固定价 0.99。
+     * Activity 匹配到的一条 TRADE 的成交数据：价格、数量、实际投入 USDC（接口 usdcSize）。
      */
-    private suspend fun computePnlFromApiOrFallback(
+    private data class ActivityFill(
-        trigger: CryptoTailStrategyTrigger,
+        val price: BigDecimal,
-        strategy: CryptoTailStrategy,
+        val size: BigDecimal,
-        won: Boolean
+        val usdcSize: BigDecimal?
-    ): BigDecimal {
+    )
-        val fill = fetchOrderFill(trigger, strategy)
-        return if (fill != null) {
-            val (price, sizeMatched) = fill
-            if (price.gt(BigDecimal.ZERO) && sizeMatched.gt(BigDecimal.ZERO)) {
-                computePnlFromFill(price, sizeMatched, won)
-            } else {
-                computePnlFallback(trigger.amountUsdc, won)
-            }
-        } else {
-            computePnlFallback(trigger.amountUsdc, won)
-        }
-    }
 
     /**
-     * 通过 CLOB API 获取订单实际成交价与成交量；需 L2 认证（账户 API 凭证）。
+     * 通过 Data API activity 接口获取该触发对应的实际成交价、成交量与投入金额（比 CLOB getOrder 更准确）。
-     * 只有此接口成功返回有效 price/sizeMatched 时，结算才会更新 triggerPrice、amountUsdc（表现）；
+     * 只有此接口返回匹配的 TRADE 且 price/size 有效时，结算才会更新 triggerPrice、amountUsdc（表现）；投入金额优先用 activity 的 usdcSize。
-     * 否则只更新结算字段（resolved、realizedPnl 等），表现仍为触发时的值。
      */
-    private suspend fun fetchOrderFill(
+    private suspend fun fetchActivityFill(
         trigger: CryptoTailStrategyTrigger,
-        strategy: CryptoTailStrategy
+        strategy: CryptoTailStrategy,
-    ): Pair<BigDecimal, BigDecimal>? {
+        conditionId: String
-        val orderId = trigger.orderId?.takeIf { it.isNotBlank() } ?: run {
+    ): ActivityFill? {
-            logger.debug("尾盘结算未拉取订单: orderId 为空, triggerId=${trigger.id}")
-            return null
-        }
         val account = accountRepository.findById(strategy.accountId).orElse(null) ?: run {
-            logger.warn("尾盘结算未拉取订单: 账户不存在, triggerId=${trigger.id}, accountId=${strategy.accountId}")
+            logger.warn("尾盘结算未拉取 activity: 账户不存在, triggerId=${trigger.id}, accountId=${strategy.accountId}")
             return null
         }
-        if (account.apiKey == null || account.apiSecret == null || account.apiPassphrase == null) {
+        val user = account.proxyAddress
-            logger.warn("尾盘结算未拉取订单: 账户未配置 API 凭证, triggerId=${trigger.id}, accountId=${account.id}")
+        val triggerTimeSeconds = trigger.createdAt / 1000
-            return null
+        val start = triggerTimeSeconds - 120
-        }
+        val end = triggerTimeSeconds + 600
-        val apiSecret = try {
+        return try {
-            account.apiSecret?.let { cryptoUtils.decrypt(it) } ?: ""
+            val dataApi = retrofitFactory.createDataApi()
-        } catch (e: Exception) {
+            val response = dataApi.getUserActivity(
-            logger.debug("解密 apiSecret 失败: accountId=${account.id}", e)
+                user = user,
-            return null
+                type = listOf("TRADE"),
-        }
+                start = start,
-        val apiPassphrase = try {
+                end = end,
-            account.apiPassphrase?.let { cryptoUtils.decrypt(it) } ?: ""
+                limit = 50,
-        } catch (e: Exception) {
+                sortBy = "TIMESTAMP",
-            logger.debug("解密 apiPassphrase 失败: accountId=${account.id}", e)
+                sortDirection = "DESC"
-            return null
+            )
-        }
+            if (!response.isSuccessful || response.body() == null) {
-        val result = clobService.getOrder(
+                logger.warn("尾盘结算拉取 activity 失败: triggerId=${trigger.id}, code=${response.code()}")
-            orderId = orderId,
+                return null
-            apiKey = account.apiKey!!,
+            }
-            apiSecret = apiSecret,
+            val activities = response.body()!!
-            apiPassphrase = apiPassphrase,
+            // 只匹配 TRADE：返回里可能混有 REDEEM（outcomeIndex=999、price=0）等，需排除
-            walletAddress = account.walletAddress
+            val match = activities.firstOrNull { a ->
-        )
+                a.type == "TRADE" &&
-        return result.fold(
+                    a.conditionId == conditionId &&
-            onSuccess = { order ->
+                    a.outcomeIndex != null && a.outcomeIndex!! in 0..1 &&
-                val price = order.price.toSafeBigDecimal()
+                    a.outcomeIndex == trigger.outcomeIndex &&
-                val sizeMatched = order.sizeMatched.toSafeBigDecimal()
+                    a.side?.uppercase() == "BUY" &&
-                if (price.gt(BigDecimal.ZERO) && sizeMatched.gt(BigDecimal.ZERO)) {
+                    a.price != null && a.price!! > 0 &&
-                    Pair(price, sizeMatched)
+                    a.size != null && a.size!! > 0
-                } else {
+            } ?: run {
-                    logger.debug("尾盘结算订单无有效成交: triggerId=${trigger.id}, orderId=$orderId, price=$price, sizeMatched=$sizeMatched")
+                logger.debug("尾盘结算 activity 无匹配成交: triggerId=${trigger.id}, conditionId=$conditionId, outcomeIndex=${trigger.outcomeIndex}, 条数=${activities.size}")
-                    null
+                return null
-                }
+            }
-            },
+            val price = match.price!!.toSafeBigDecimal()
-            onFailure = { e ->
+            val size = match.size!!.toSafeBigDecimal()
-                logger.warn("尾盘结算拉取历史订单失败，触发价/投入金额不会更新: triggerId=${trigger.id}, orderId=$orderId, error=${e.message}")
+            val usdcSize = match.usdcSize?.toSafeBigDecimal()?.takeIf { it.gt(BigDecimal.ZERO) }
+            if (price.gt(BigDecimal.ZERO) && size.gt(BigDecimal.ZERO)) {
+                ActivityFill(price = price, size = size, usdcSize = usdcSize)
+            } else {
+                logger.debug("尾盘结算 activity 成交数据无效: triggerId=${trigger.id}, price=$price, size=$size")
                 null
             }
-        )
+        } catch (e: Exception) {
+            logger.warn("尾盘结算拉取 activity 异常，触发价/投入金额不会更新: triggerId=${trigger.id}, error=${e.message}")
+            null
+        }
     }
 
     /**

backend/src/main/kotlin/com/wrbug/polymarketbot/service/cryptotail/CryptoTailStrategyExecutionService.kt

@@ -15,8 +15,6 @@ import com.wrbug.polymarketbot.service.copytrading.orders.OrderSigningService
 import com.wrbug.polymarketbot.util.CryptoUtils
 import com.wrbug.polymarketbot.util.RetrofitFactory
 import com.wrbug.polymarketbot.util.fromJson
-import com.wrbug.polymarketbot.util.gt
-import com.wrbug.polymarketbot.util.multi
 import com.wrbug.polymarketbot.util.toSafeBigDecimal
 import kotlinx.coroutines.delay
 import kotlinx.coroutines.sync.Mutex
@@ -33,12 +31,6 @@ private const val TRIGGER_FIXED_PRICE = "0.99"
 /** 数量小数位数，与 OrderSigningService 的 roundConfig.size 一致 */
 private const val SIZE_DECIMAL_SCALE = 2
 
-/** 下单成功后拉取订单成交数据的短暂延迟（毫秒），便于交易所更新订单状态 */
-private const val FETCH_ORDER_AFTER_PLACE_DELAY_MS = 800L
-
-/** 存库时投入金额/触发价小数精度，与结算服务一致 */
-private const val FILL_AMOUNT_SCALE = 8
-
 /**
  * 周期内预置上下文：账户、解密凭证、费率、签名类型、CLOB 客户端；FIXED 模式含预签订单。
  * 触发时 RATIO 仅算 size 并签名提交，FIXED 直接提交预签订单。
@@ -258,10 +250,7 @@ class CryptoTailStrategyExecutionService(
                 ctx.preSignedOrderByOutcome != null -> {
                     val orderRequest = ctx.preSignedOrderByOutcome[outcomeIndex]
                     if (orderRequest != null) {
-                        submitOrderAndSaveRecord(
+                        submitOrderAndSaveRecord(ctx.clobApi, strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, amountUsdc, orderRequest)
-                            ctx.clobApi, strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, amountUsdc, orderRequest,
-                            ctx.account.apiKey, ctx.apiSecretDecrypted, ctx.apiPassphraseDecrypted, ctx.account.walletAddress
-                        )
                         return
                     }
                 }
@@ -287,10 +276,7 @@ class CryptoTailStrategyExecutionService(
                         orderType = "FAK",
                         deferExec = false
                     )
-                    submitOrderAndSaveRecord(
+                    submitOrderAndSaveRecord(ctx.clobApi, strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, amountUsdc, orderRequest)
-                        ctx.clobApi, strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, amountUsdc, orderRequest,
-                        ctx.account.apiKey, ctx.apiSecretDecrypted, ctx.apiPassphraseDecrypted, ctx.account.walletAddress
-                    )
                     return
                 }
             }
@@ -299,9 +285,6 @@ class CryptoTailStrategyExecutionService(
         placeOrderForTriggerSlowPath(strategy, periodStartUnix, marketTitle, tokenIds, outcomeIndex, triggerPrice)
     }
 
-    /**
-     * 下单并写触发记录。若传入账户 L2 凭证，下单成功后会拉取订单实际成交价与成交量，用真实触发价与投入金额写库，表现从首条记录起即正确。
-     */
     private suspend fun submitOrderAndSaveRecord(
         clobApi: PolymarketClobApi,
         strategy: CryptoTailStrategy,
@@ -310,11 +293,7 @@ class CryptoTailStrategyExecutionService(
         outcomeIndex: Int,
         triggerPrice: BigDecimal,
         amountUsdc: BigDecimal,
-        orderRequest: NewOrderRequest,
+        orderRequest: NewOrderRequest
-        apiKey: String? = null,
-        apiSecret: String? = null,
-        apiPassphrase: String? = null,
-        walletAddress: String? = null
     ) {
         var lastError: String? = null
         for (attempt in 1..maxRetryAttempts) {
@@ -323,17 +302,8 @@ class CryptoTailStrategyExecutionService(
                 if (response.isSuccessful && response.body() != null) {
                     val body = response.body()!!
                     if (body.success && body.orderId != null) {
-                        val (savePrice, saveAmount) = resolveFillPriceAndAmount(
+                        saveTriggerRecord(strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, amountUsdc, body.orderId, "success", null)
-                            orderId = body.orderId,
+                        logger.info("尾盘策略下单成功: strategyId=${strategy.id}, periodStartUnix=$periodStartUnix, outcomeIndex=$outcomeIndex, orderId=${body.orderId}")
-                            triggerPrice = triggerPrice,
-                            amountUsdc = amountUsdc,
-                            apiKey = apiKey,
-                            apiSecret = apiSecret,
-                            apiPassphrase = apiPassphrase,
-                            walletAddress = walletAddress
-                        )
-                        saveTriggerRecord(strategy, periodStartUnix, marketTitle, outcomeIndex, savePrice, saveAmount, body.orderId, "success", null)
-                        logger.info("尾盘策略下单成功: strategyId=${strategy.id}, periodStartUnix=$periodStartUnix, outcomeIndex=$outcomeIndex, orderId=${body.orderId}, triggerPrice=$savePrice")
                         return
                     }
                     lastError = body.errorMsg ?: "unknown"
@@ -350,41 +320,6 @@ class CryptoTailStrategyExecutionService(
         logger.warn("尾盘策略下单失败(已重试${maxRetryAttempts}次): strategyId=${strategy.id}, periodStartUnix=$periodStartUnix, reason=$lastError")
     }
 
-    /**
-     * 下单成功后拉取订单实际成交价与成交量；需 L2 凭证。失败或无效则返回传入的 triggerPrice、amountUsdc。
-     */
-    private suspend fun resolveFillPriceAndAmount(
-        orderId: String,
-        triggerPrice: BigDecimal,
-        amountUsdc: BigDecimal,
-        apiKey: String?,
-        apiSecret: String?,
-        apiPassphrase: String?,
-        walletAddress: String?
-    ): Pair<BigDecimal, BigDecimal> {
-        if (apiKey.isNullOrBlank() || apiSecret.isNullOrBlank() || apiPassphrase.isNullOrBlank() || walletAddress.isNullOrBlank()) {
-            return Pair(triggerPrice, amountUsdc)
-        }
-        delay(FETCH_ORDER_AFTER_PLACE_DELAY_MS)
-        val result = clobService.getOrder(
-            orderId = orderId,
-            apiKey = apiKey!!,
-            apiSecret = apiSecret!!,
-            apiPassphrase = apiPassphrase!!,
-            walletAddress = walletAddress!!
-        )
-        return result.getOrNull()?.let { order ->
-            val price = order.price.toSafeBigDecimal()
-            val sizeMatched = order.sizeMatched.toSafeBigDecimal()
-            if (price.gt(BigDecimal.ZERO) && sizeMatched.gt(BigDecimal.ZERO)) {
-                val cost = price.multi(sizeMatched).setScale(FILL_AMOUNT_SCALE, RoundingMode.HALF_UP)
-                Pair(price, cost)
-            } else {
-                Pair(triggerPrice, amountUsdc)
-            }
-        } ?: Pair(triggerPrice, amountUsdc)
-    }
-
     /** 无预置上下文时的完整流程：固定价格 0.99，账户/解密/费率/签名在触发时执行 */
     private suspend fun placeOrderForTriggerSlowPath(
         strategy: CryptoTailStrategy,
@@ -458,10 +393,7 @@ class CryptoTailStrategyExecutionService(
             orderType = "FAK",
             deferExec = false
         )
-        submitOrderAndSaveRecord(
+        submitOrderAndSaveRecord(clobApi, strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, amountUsdc, orderRequest)
-            clobApi, strategy, periodStartUnix, marketTitle, outcomeIndex, triggerPrice, amountUsdc, orderRequest,
-            account.apiKey, apiSecret, apiPassphrase, account.walletAddress
-        )
     }
 
     private suspend fun fetchEventBySlug(slug: String): Result<GammaEventBySlugResponse> {

backend/src/main/kotlin/com/wrbug/polymarketbot/service/cryptotail/CryptoTailStrategyScheduler.kt

@@ -0,0 +1,37 @@
+package com.wrbug.polymarketbot.service.cryptotail
+
+import com.wrbug.polymarketbot.event.CryptoTailStrategyChangedEvent
+import kotlinx.coroutines.CoroutineScope
+import kotlinx.coroutines.Dispatchers
+import kotlinx.coroutines.SupervisorJob
+import kotlinx.coroutines.launch
+import kotlinx.coroutines.runBlocking
+import org.slf4j.LoggerFactory
+import org.springframework.context.event.EventListener
+import org.springframework.stereotype.Component
+
+/**
+ * 尾盘策略：策略创建/更新/启用后立即触发一轮检查（由 WebSocket 订单簿持续监听，此处仅做创建/更新后的一次补充）。
+ */
+@Component
+class CryptoTailStrategyScheduler(
+    private val executionService: CryptoTailStrategyExecutionService
+) {
+
+    private val logger = LoggerFactory.getLogger(CryptoTailStrategyScheduler::class.java)
+
+    private val scope = CoroutineScope(Dispatchers.Default + SupervisorJob())
+
+    @EventListener
+    fun onStrategyChanged(event: CryptoTailStrategyChangedEvent) {
+        scope.launch {
+            try {
+                runBlocking {
+                    executionService.runCycle()
+                }
+            } catch (e: Exception) {
+                logger.error("尾盘策略变更后立即执行异常: ${e.message}", e)
+            }
+        }
+    }
+}