From 2b7e26fd36820e602c34a8fac08f64085cf71103 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?=E8=96=87=E8=96=87=E5=AE=89?= <vivian@192.168.3.101>
Date: Fri, 16 Jan 2026 16:56:35 +0800
Subject: [PATCH] a

---
 trading_system/binance_client.py | 42 ++++++++++++++++++++++++++------
 1 file changed, 34 insertions(+), 8 deletions(-)

diff --git a/trading_system/binance_client.py b/trading_system/binance_client.py
index ab23e43..cc3fbee 100644
--- a/trading_system/binance_client.py
+++ b/trading_system/binance_client.py
@@ -754,17 +754,20 @@ class BinanceClient:
                     return None
             
             # 最终检查：确保调整后的保证金满足要求
-            if required_margin < min_margin_usdt:
+            # 对于平仓操作（reduce_only=True），跳过最终保证金检查
+            if reduce_only:
+                logger.info(f"  平仓操作：跳过最终保证金检查（保证金: {required_margin:.4f} USDT）")
+            elif required_margin < min_margin_usdt:
                 logger.error(
                     f"❌ {symbol} 订单保证金不足: {required_margin:.4f} USDT < "
                     f"最小保证金要求: {min_margin_usdt:.2f} USDT，拒绝下单"
                 )
                 return None
-            
-            logger.info(
-                f"  保证金检查通过: {required_margin:.4f} USDT >= "
-                f"最小要求: {min_margin_usdt:.2f} USDT (杠杆: {current_leverage}x)"
-            )
+            else:
+                logger.info(
+                    f"  保证金检查通过: {required_margin:.4f} USDT >= "
+                    f"最小要求: {min_margin_usdt:.2f} USDT (杠杆: {current_leverage}x)"
+                )
             
             # 构建订单参数
             order_params = {
@@ -775,9 +778,10 @@ class BinanceClient:
             }
             
             # 如果是平仓订单，添加 reduceOnly 参数
+            # 根据币安API文档，reduceOnly 应该是字符串 "true" 或 "false"
             if reduce_only:
-                order_params['reduceOnly'] = True
-                logger.debug(f"{symbol} 使用 reduceOnly=True 平仓订单")
+                order_params['reduceOnly'] = "true"  # 使用字符串格式，符合币安API要求
+                logger.info(f"{symbol} 使用 reduceOnly=true 平仓订单")
             
             if order_type == 'MARKET':
                 order = await self.client.futures_create_order(**order_params)
@@ -792,6 +796,8 @@ class BinanceClient:
             return order
         except BinanceAPIException as e:
             error_code = e.code if hasattr(e, 'code') else None
+            error_msg = str(e)
+            
             if error_code == -1111:
                 logger.error(f"下单失败 {symbol} {side}: 精度错误 - {e}")
                 logger.error(f"  原始数量: {quantity}")
@@ -802,8 +808,28 @@ class BinanceClient:
                 logger.error(f"  订单名义价值必须至少为 5 USDT (除非选择 reduce only)")
                 if symbol_info:
                     logger.error(f"  最小名义价值: {symbol_info.get('minNotional', 5.0)} USDT")
+            elif error_code == -2022:
+                # ReduceOnly Order is rejected - 可能是没有持仓或持仓方向不对
+                logger.error(f"下单失败 {symbol} {side}: ReduceOnly 订单被拒绝 - {e}")
+                logger.error(f"  可能的原因：")
+                logger.error(f"    1. 币安账户中没有该交易对的持仓")
+                logger.error(f"    2. 持仓方向与平仓方向不匹配")
+                logger.error(f"    3. 持仓数量不足")
+            elif "reduceOnly" in error_msg.lower() or "reduce only" in error_msg.lower():
+                logger.error(f"下单失败 {symbol} {side}: ReduceOnly 相关错误 - {e}")
+                logger.error(f"  错误码: {error_code}")
             else:
                 logger.error(f"下单失败 {symbol} {side}: {e}")
+                logger.error(f"  错误码: {error_code}")
+                logger.error(f"  下单参数: symbol={symbol}, side={side}, quantity={adjusted_quantity}, type={order_type}, reduceOnly={reduce_only}")
+            
+            return None
+        except Exception as e:
+            # 捕获其他异常
+            logger.error(f"下单失败 {symbol} {side}: 未知错误 - {e}")
+            logger.error(f"  错误类型: {type(e).__name__}")
+            import traceback
+            logger.error(f"  完整错误堆栈:\n{traceback.format_exc()}")
             return None
     
     async def cancel_order(self, symbol: str, order_id: int) -> bool: