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trading_system/binance_client.py

@@ -978,8 +978,16 @@ 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"  # 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")
+                # 实测：某些账户/模式下（尤其是对冲模式 + positionSide）会报：
+                # APIError(code=-1106): Parameter 'reduceonly' sent when not required.
+                # 因此：当我们已经明确指定 positionSide=LONG/SHORT 时，不再传 reduceOnly；
+                # 其余情况仍保留 reduceOnly 以避免反向开仓。
+                if order_params.get("positionSide") in {"LONG", "SHORT"}:
+                    logger.info(f"{symbol} 对冲模式平仓：已指定 positionSide，跳过 reduceOnly（避免 -1106）")
+                else:
+                    # python-binance 可以接受 bool；同时后面也做 -1106 自动兜底重试
+                    order_params['reduceOnly'] = True
+                    logger.info(f"{symbol} 使用 reduceOnly=true 平仓订单")
 
             async def _submit(params: Dict[str, Any]) -> Dict[str, Any]:
                 if order_type == 'MARKET':
@@ -991,19 +999,31 @@ class BinanceClient:
                 params['price'] = price
                 return await self.client.futures_create_order(**params)
 
-            # 提交订单；若遇到 -4061，则在“带/不带 positionSide”之间做一次兜底重试
+            # 提交订单；若遇到：
+            # -4061: positionSide 与账户模式不匹配 → 在“带/不带 positionSide”之间兜底切换重试
+            # -1106: reduceOnly not required → 去掉 reduceOnly 重试（避免自动平仓失败）
             try:
                 order = await _submit(order_params)
             except BinanceAPIException as e:
-                if getattr(e, "code", None) == -4061:
-                    logger.error(f"{symbol} 触发 -4061（持仓模式不匹配），尝试自动兜底重试一次")
+                code = getattr(e, "code", None)
+                if code in (-4061, -1106):
                     retry_params = dict(order_params)
-                    if "positionSide" in retry_params:
-                        retry_params.pop("positionSide", None)
-                    else:
-                        ps = await self._resolve_position_side_for_order(symbol, side, reduce_only, position_side)
-                        if ps:
-                            retry_params["positionSide"] = ps
+                    if code == -4061:
+                        logger.error(f"{symbol} 触发 -4061（持仓模式不匹配），尝试自动兜底重试一次")
+                        if "positionSide" in retry_params:
+                            retry_params.pop("positionSide", None)
+                        else:
+                            ps = await self._resolve_position_side_for_order(symbol, side, reduce_only, position_side)
+                            if ps:
+                                retry_params["positionSide"] = ps
+                    elif code == -1106:
+                        # 常见：Parameter 'reduceonly' sent when not required.
+                        msg = str(e).lower()
+                        if "reduceonly" in msg or "reduce only" in msg:
+                            logger.error(f"{symbol} 触发 -1106（reduceOnly 不被接受），去掉 reduceOnly 后重试一次")
+                            retry_params.pop("reduceOnly", None)
+                        else:
+                            raise
                     order = await _submit(retry_params)
                 else:
                     raise