This article applies mathematical probability theory to statistical algorithms to conduct game analysis on the relevant marketing decisions of foreign trade cross-border e-commerce. We build a theoretical framework for the collaborative development of SMEs and cross-border e-commerce platforms. At the same time, build a trustworthy transaction margin mechanism for cross-border e-commerce transactions in a fuzzy market environment. The participation of the blockchain big data platform can promote the development of foreign trade cross-border e-commerce toward a more transparent and healthy partnership.