fix(trend): use mark price for DCA trigger on gate_bot

Poll trend plans with mark price (same as UI) instead of ticker last, add get_symbol_mark_price to gate_bot, tolerate position API blips, and log DCA order failures.

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

crypto_monitor_gate_bot/app.py

@@ -4370,6 +4370,24 @@ def get_price(symbol):
     except:
         return None
 
+
+def get_symbol_mark_price(symbol):
+    """趋势补仓/标记价展示：优先 ticker.mark，与页面浮盈亏口径一致。"""
+    ex_sym = normalize_exchange_symbol(symbol)
+    try:
+        ensure_markets_loaded()
+        ticker = exchange.fetch_ticker(ex_sym)
+        m = _coerce_float(ticker.get("mark"), ticker.get("last"))
+        if m is None:
+            info = ticker.get("info") or {}
+            m = _coerce_float(info.get("mark_price"), info.get("last"))
+        if m is not None and m > 0:
+            return float(m)
+    except Exception:
+        pass
+    p = get_price(symbol)
+    return float(p) if p is not None else None
+
 # 获取5分钟K线收盘价
 def get_5m_close(symbol):
     try:

strategy_trend_register.py

@@ -686,6 +686,33 @@ def _trend_hit_take_profit(direction: str, mark_price: float, take_profit: float
     return tp < entry and pf <= tp
 
 
+def _trend_poll_price(m, sym: str, ex_sym: str, direction: str) -> Optional[float]:
+    """补仓/止盈判定用标记价（与页面「标记价」一致），无标记价时回退 last。"""
+    fn = getattr(m, "get_symbol_mark_price", None)
+    if callable(fn):
+        try:
+            px = fn(sym)
+            if px is not None and float(px) > 0:
+                return float(px)
+        except Exception:
+            pass
+    metrics_fn = getattr(m, "get_live_position_exchange_metrics", None)
+    if callable(metrics_fn):
+        try:
+            met = metrics_fn(ex_sym, direction)
+            if met and met.get("mark_price") is not None:
+                px = float(met["mark_price"])
+                if px > 0:
+                    return px
+        except Exception:
+            pass
+    px = m.get_price(sym)
+    try:
+        return float(px) if px is not None else None
+    except (TypeError, ValueError):
+        return None
+
+
 def _should_finalize_trend_flat(row, pos, plan_id: int, m) -> bool:
     """首仓后交易所报无仓：需过开仓宽限期 + 连续空仓轮询，避免误判止损。"""
     if pos is None:
@@ -736,20 +763,22 @@ def check_trend_pullback_plans(cfg: dict) -> None:
             sl = float(row["stop_loss"])
             tp = float(row["take_profit"])
             lev = int(row["leverage"] or 1)
-            p = m.get_price(sym)
-            if not p:
-                continue
-            pf = float(p)
-            last_p = row["last_mark_price"]
-            last_pf = float(last_p) if last_p is not None else pf
-            pos = m.get_live_position_contracts(ex_sym, direction)
-            if pos is None:
-                continue
             try:
                 local_open = float(row["order_amount_open"] or 0)
             except (TypeError, ValueError):
                 local_open = 0.0
-            if float(pos) <= 0 and local_open > 0:
+            pf = _trend_poll_price(m, sym, ex_sym, direction)
+            if pf is None:
+                continue
+            last_p = row["last_mark_price"]
+            last_pf = float(last_p) if last_p is not None else pf
+            pos = m.get_live_position_contracts(ex_sym, direction)
+            if pos is None:
+                if local_open > 0 and int(row["first_order_done"] or 0):
+                    pos = local_open
+                else:
+                    continue
+            elif float(pos) <= 0 and local_open > 0:
                 age = _trend_plan_open_age_sec(row, m)
                 if age < TREND_OPEN_GRACE_SEC * 2:
                     print(
@@ -791,8 +820,21 @@ def check_trend_pullback_plans(cfg: dict) -> None:
                         break
                     amt = float(m.exchange.amount_to_precision(ex_sym, leg_amounts[legs_done]))
                     if amt <= 0:
+                        print(
+                            f"[trend_pullback] dca skip plan={plan_id} leg={legs_done + 1} "
+                            f"amt_precision=0 raw={leg_amounts[legs_done]}",
+                            flush=True,
+                        )
+                        break
+                    try:
+                        add_resp = trend_market_add(cfg, ex_sym, direction, amt, lev)
+                    except Exception as e:
+                        print(
+                            f"[trend_pullback] dca order failed plan={plan_id} sym={sym} "
+                            f"leg={legs_done + 1} level={level} mark={pf} err={e}",
+                            flush=True,
+                        )
                         break
-                    add_resp = trend_market_add(cfg, ex_sym, direction, amt, lev)
                     fill_px = m.extract_trade_price_from_order(add_resp) or pf
                     old_avg = float(row["avg_entry_price"] or fill_px)
                     old_open = float(row["order_amount_open"] or 0)
@@ -812,6 +854,11 @@ def check_trend_pullback_plans(cfg: dict) -> None:
                     row = conn.execute(
                         "SELECT * FROM trend_pullback_plans WHERE id=?", (row["id"],)
                     ).fetchone()
+                    print(
+                        f"[trend_pullback] dca filled plan={plan_id} leg={legs_done} "
+                        f"fill={fill_px} avg={new_avg} open={old_open + amt}",
+                        flush=True,
+                    )
                     try:
                         trend_refresh_stop_only(cfg, ex_sym, direction, sl)
                     except Exception:

tests/test_trend_dca_pnl.py

@@ -17,6 +17,12 @@ def test_trend_dca_short_not_before_first_level():
     assert trend_dca_level_reached(direction, 0.3413, 0.3413)
 
 
+def test_trend_dca_long_mark_below_trigger():
+    direction = "long"
+    assert trend_dca_level_reached(direction, 0.344, 0.3465)
+    assert not trend_dca_level_reached(direction, 0.347, 0.3465)
+
+
 def test_trend_effective_margin_first_leg_only():
     plan = {
         "plan_margin_capital": 12.11,