refactor(smart_executor): split monolithic executor into clean service modules

- Extract 7 focused services from smart_executor.py:
  - trade_common: constants, timezone, logging, dry-run state
  - file_utils: file locking + atomic JSON helpers
  - smart_executor_parser: argparse + legacy argument compatibility
  - execution_state: decision deduplication (executions.json)
  - portfolio_service: positions.json + exchange reconciliation
  - exchange_service: ccxt wrapper, balances, order prep
  - trade_execution: buy/sell/rebalance/hold actions
- Turn smart_executor.py into a thin backward-compatible facade
- Fix critical dry-run bug: module-level DRY_RUN copy caused real orders
  in dry-run mode; replace with mutable dict + is_dry_run() function
- Fix dry-run polluting positions.json: skip save_positions() when dry-run
- Fix rebalance dry-run budget: use sell_order cost instead of real balance
- Add full legacy CLI compatibility for old --decision HOLD --dry-run style

src/coinhunter/services/exchange_service.py

@@ -0,0 +1,125 @@
+"""Exchange helpers (ccxt, markets, balances, order prep)."""
+import math
+import os
+
+import ccxt
+
+from ..runtime import get_runtime_paths, load_env_file
+from .trade_common import log
+
+PATHS = get_runtime_paths()
+
+
+def load_env():
+    load_env_file(PATHS)
+
+
+def get_exchange():
+    load_env()
+    api_key = os.getenv("BINANCE_API_KEY")
+    secret = os.getenv("BINANCE_API_SECRET")
+    if not api_key or not secret:
+        raise RuntimeError("缺少 BINANCE_API_KEY 或 BINANCE_API_SECRET")
+    ex = ccxt.binance(
+        {
+            "apiKey": api_key,
+            "secret": secret,
+            "options": {"defaultType": "spot", "createMarketBuyOrderRequiresPrice": False},
+            "enableRateLimit": True,
+        }
+    )
+    ex.load_markets()
+    return ex
+
+
+def norm_symbol(symbol: str) -> str:
+    s = symbol.upper().replace("-", "").replace("_", "")
+    if "/" in s:
+        return s
+    if s.endswith("USDT"):
+        return s[:-4] + "/USDT"
+    raise ValueError(f"不支持的 symbol: {symbol}")
+
+
+def storage_symbol(symbol: str) -> str:
+    return norm_symbol(symbol).replace("/", "")
+
+
+def fetch_balances(ex):
+    bal = ex.fetch_balance()["free"]
+    return {k: float(v) for k, v in bal.items() if float(v) > 0}
+
+
+def build_market_snapshot(ex):
+    try:
+        tickers = ex.fetch_tickers()
+    except Exception:
+        return {}
+    snapshot = {}
+    for sym, t in tickers.items():
+        if not sym.endswith("/USDT"):
+            continue
+        price = t.get("last")
+        if price is None or float(price) <= 0:
+            continue
+        vol = float(t.get("quoteVolume") or 0)
+        if vol < 200_000:
+            continue
+        base = sym.replace("/", "")
+        snapshot[base] = {
+            "lastPrice": round(float(price), 8),
+            "price24hPcnt": round(float(t.get("percentage") or 0), 4),
+            "highPrice24h": round(float(t.get("high") or 0), 8) if t.get("high") else None,
+            "lowPrice24h": round(float(t.get("low") or 0), 8) if t.get("low") else None,
+            "turnover24h": round(float(vol), 2),
+        }
+    return snapshot
+
+
+def market_and_ticker(ex, symbol: str):
+    sym = norm_symbol(symbol)
+    market = ex.market(sym)
+    ticker = ex.fetch_ticker(sym)
+    return sym, market, ticker
+
+
+def floor_to_step(value: float, step: float) -> float:
+    if not step or step <= 0:
+        return value
+    return math.floor(value / step) * step
+
+
+def prepare_buy_quantity(ex, symbol: str, amount_usdt: float):
+    from .trade_common import USDT_BUFFER_PCT
+
+    sym, market, ticker = market_and_ticker(ex, symbol)
+    ask = float(ticker.get("ask") or ticker.get("last") or 0)
+    if ask <= 0:
+        raise RuntimeError(f"{sym} 无法获取有效 ask 价格")
+    budget = amount_usdt * (1 - USDT_BUFFER_PCT)
+    raw_qty = budget / ask
+    qty = float(ex.amount_to_precision(sym, raw_qty))
+    min_amt = (market.get("limits", {}).get("amount", {}) or {}).get("min") or 0
+    min_cost = (market.get("limits", {}).get("cost", {}) or {}).get("min") or 0
+    if min_amt and qty < float(min_amt):
+        raise RuntimeError(f"{sym} 买入数量 {qty} 小于最小数量 {min_amt}")
+    est_cost = qty * ask
+    if min_cost and est_cost < float(min_cost):
+        raise RuntimeError(f"{sym} 买入金额 ${est_cost:.4f} 小于最小成交额 ${float(min_cost):.4f}")
+    return sym, qty, ask, est_cost
+
+
+def prepare_sell_quantity(ex, symbol: str, free_qty: float):
+    sym, market, ticker = market_and_ticker(ex, symbol)
+    bid = float(ticker.get("bid") or ticker.get("last") or 0)
+    if bid <= 0:
+        raise RuntimeError(f"{sym} 无法获取有效 bid 价格")
+    qty = float(ex.amount_to_precision(sym, free_qty))
+    min_amt = (market.get("limits", {}).get("amount", {}) or {}).get("min") or 0
+    min_cost = (market.get("limits", {}).get("cost", {}) or {}).get("min") or 0
+    if min_amt and qty < float(min_amt):
+        raise RuntimeError(f"{sym} 卖出数量 {qty} 小于最小数量 {min_amt}")
+    est_cost = qty * bid
+    if min_cost and est_cost < float(min_cost):
+        raise RuntimeError(f"{sym} 卖出金额 ${est_cost:.4f} 小于最小成交额 ${float(min_cost):.4f}")
+    return sym, qty, bid, est_cost