a

trading_system/binance_client.py

@@ -476,7 +476,8 @@ class BinanceClient:
         side: str, 
         quantity: float, 
         order_type: str = 'MARKET',
-        price: Optional[float] = None
+        price: Optional[float] = None,
+        reduce_only: bool = False
     ) -> Optional[Dict]:
         """
         下单
@@ -528,24 +529,27 @@ class BinanceClient:
                 logger.warning(f"  需要增加数量或提高仓位大小")
                 return None
             
+            # 构建订单参数
+            order_params = {
+                'symbol': symbol,
+                'side': side,
+                'type': order_type,
+                'quantity': adjusted_quantity
+            }
+            
+            # 如果是平仓订单，添加 reduceOnly 参数
+            if reduce_only:
+                order_params['reduceOnly'] = True
+                logger.debug(f"{symbol} 使用 reduceOnly=True 平仓订单")
+            
             if order_type == 'MARKET':
-                order = await self.client.futures_create_order(
+                order = await self.client.futures_create_order(**order_params)
-                    symbol=symbol,
-                    side=side,
-                    type='MARKET',
-                    quantity=adjusted_quantity
-                )
             else:
                 if price is None:
                     raise ValueError("限价单必须指定价格")
-                order = await self.client.futures_create_order(
+                order_params['timeInForce'] = 'GTC'
-                    symbol=symbol,
+                order_params['price'] = price
-                    side=side,
+                order = await self.client.futures_create_order(**order_params)
-                    type='LIMIT',
-                    timeInForce='GTC',
-                    quantity=adjusted_quantity,
-                    price=price
-                )
             
             logger.info(f"下单成功: {symbol} {side} {adjusted_quantity} @ {order_type} (名义价值: {notional_value:.2f} USDT)")
             return order

trading_system/position_manager.py

@@ -280,13 +280,24 @@ class PositionManager:
                 f"(持仓数量: {position_amt:.4f})"
             )
             
-            # 平仓
+            # 平仓（使用 reduceOnly=True 确保只减少持仓，不增加反向持仓）
+            try:
+                logger.debug(f"{symbol} [平仓] 调用 place_order: {side} {quantity:.4f} @ MARKET (reduceOnly=True)")
                 order = await self.client.place_order(
                     symbol=symbol,
                     side=side,
                     quantity=quantity,
-                order_type='MARKET'
+                    order_type='MARKET',
+                    reduce_only=True  # 平仓时使用 reduceOnly=True
                 )
+                logger.debug(f"{symbol} [平仓] place_order 返回: {order}")
+            except Exception as order_error:
+                logger.error(f"{symbol} [平仓] ❌ 下单失败: {order_error}")
+                logger.error(f"   下单参数: symbol={symbol}, side={side}, quantity={quantity:.4f}, order_type=MARKET")
+                logger.error(f"   错误类型: {type(order_error).__name__}")
+                import traceback
+                logger.error(f"   完整错误堆栈:\n{traceback.format_exc()}")
+                raise  # 重新抛出异常，让外层捕获
             
             if order:
                 logger.info(f"{symbol} [平仓] ✓ 平仓订单已提交 (订单ID: {order.get('orderId', 'N/A')})")
@@ -351,13 +362,48 @@ class PositionManager:
                     f"(原因: {reason})"
                 )
                 return True
+            else:
+                # place_order 返回 None，说明下单失败
+                logger.error(f"{symbol} [平仓] ❌ 下单返回 None，可能的原因：")
+                logger.error(f"   1. 订单名义价值不足（小于最小要求）")
+                logger.error(f"   2. 数量精度调整后为 0 或负数")
+                logger.error(f"   3. 无法获取价格信息")
+                logger.error(f"   4. 其他下单错误（已在 place_order 中记录）")
+                logger.error(f"   持仓信息: {side} {quantity:.4f} @ MARKET")
+                
+                # 尝试获取更多诊断信息
+                try:
+                    symbol_info = await self.client.get_symbol_info(symbol)
+                    ticker = await self.client.get_ticker_24h(symbol)
+                    if ticker:
+                        current_price = ticker['price']
+                        notional_value = quantity * current_price
+                        min_notional = symbol_info.get('minNotional', 5.0) if symbol_info else 5.0
+                        logger.error(f"   当前价格: {current_price:.4f} USDT")
+                        logger.error(f"   订单名义价值: {notional_value:.2f} USDT")
+                        logger.error(f"   最小名义价值: {min_notional:.2f} USDT")
+                        if notional_value < min_notional:
+                            logger.error(f"   ⚠ 订单名义价值不足，无法平仓")
+                except Exception as diag_error:
+                    logger.warning(f"   无法获取诊断信息: {diag_error}")
                 
                 return False
             
         except Exception as e:
             logger.error(f"{symbol} [平仓] ❌ 平仓失败: {e}")
+            logger.error(f"   错误类型: {type(e).__name__}")
             import traceback
-            logger.error(f"   错误详情:\n{traceback.format_exc()}")
+            logger.error(f"   完整错误堆栈:\n{traceback.format_exc()}")
+            
+            # 尝试清理本地记录（即使平仓失败）
+            try:
+                await self._stop_position_monitoring(symbol)
+                if symbol in self.active_positions:
+                    del self.active_positions[symbol]
+                    logger.info(f"{symbol} [平仓] 已清理本地持仓记录")
+            except Exception as cleanup_error:
+                logger.warning(f"{symbol} [平仓] 清理本地记录时出错: {cleanup_error}")
+            
             return False
     
     async def check_stop_loss_take_profit(self) -> List[str]: