{Object.entries(presets).map(([key, preset]) => (
))}
diff --git a/trading_system/binance_client.py b/trading_system/binance_client.py
index b7f513b..477ffa6 100644
--- a/trading_system/binance_client.py
+++ b/trading_system/binance_client.py
@@ -38,6 +38,7 @@ class BinanceClient:
self.socket_manager: Optional[BinanceSocketManager] = None
self.unicorn_manager: Optional[UnicornWebSocketManager] = None
self.use_unicorn = config.TRADING_CONFIG.get('USE_UNICORN_WEBSOCKET', True)
+ self._symbol_info_cache: Dict[str, Dict] = {} # 缓存交易对信息
async def connect(self, timeout: int = None, retries: int = None):
"""
@@ -294,6 +295,97 @@ class BinanceClient:
logger.error(f"获取持仓信息失败: {e}")
return []
+ async def get_symbol_info(self, symbol: str) -> Optional[Dict]:
+ """
+ 获取交易对的精度和限制信息
+
+ Args:
+ symbol: 交易对
+
+ Returns:
+ 交易对信息字典，包含 quantityPrecision, minQty, stepSize 等
+ """
+ # 先检查缓存
+ if symbol in self._symbol_info_cache:
+ return self._symbol_info_cache[symbol]
+
+ try:
+ exchange_info = await self.client.futures_exchange_info()
+ for s in exchange_info['symbols']:
+ if s['symbol'] == symbol:
+ # 提取数量精度信息
+ quantity_precision = s.get('quantityPrecision', 8)
+
+ # 从filters中提取minQty和stepSize
+ min_qty = None
+ step_size = None
+ for f in s.get('filters', []):
+ if f['filterType'] == 'LOT_SIZE':
+ min_qty = float(f.get('minQty', 0))
+ step_size = float(f.get('stepSize', 0))
+ break
+
+ info = {
+ 'quantityPrecision': quantity_precision,
+ 'minQty': min_qty or 0,
+ 'stepSize': step_size or 0
+ }
+
+ # 缓存信息
+ self._symbol_info_cache[symbol] = info
+ logger.debug(f"获取 {symbol} 精度信息: {info}")
+ return info
+
+ logger.warning(f"未找到交易对 {symbol} 的信息")
+ return None
+ except Exception as e:
+ logger.error(f"获取 {symbol} 交易对信息失败: {e}")
+ return None
+
+ def _adjust_quantity_precision(self, quantity: float, symbol_info: Dict) -> float:
+ """
+ 调整数量精度，使其符合币安要求
+
+ Args:
+ quantity: 原始数量
+ symbol_info: 交易对信息
+
+ Returns:
+ 调整后的数量
+ """
+ if not symbol_info:
+ # 如果没有交易对信息，使用默认精度（3位小数）
+ return round(quantity, 3)
+
+ quantity_precision = symbol_info.get('quantityPrecision', 8)
+ step_size = symbol_info.get('stepSize', 0)
+ min_qty = symbol_info.get('minQty', 0)
+
+ # 如果有stepSize，按照stepSize调整
+ if step_size > 0:
+ # 向下取整到stepSize的倍数（使用浮点数除法）
+ adjusted = float(int(quantity / step_size)) * step_size
+ else:
+ # 否则按照精度调整
+ adjusted = round(quantity, quantity_precision)
+
+ # 确保不小于最小数量
+ if min_qty > 0 and adjusted < min_qty:
+ # 如果小于最小数量，尝试向上取整到最小数量
+ if step_size > 0:
+ adjusted = min_qty
+ else:
+ adjusted = round(min_qty, quantity_precision)
+ logger.warning(f"数量 {quantity} 小于最小数量 {min_qty}，调整为 {adjusted}")
+
+ # 最终精度调整
+ adjusted = round(adjusted, quantity_precision)
+
+ if adjusted != quantity:
+ logger.info(f"数量精度调整: {quantity} -> {adjusted} (精度: {quantity_precision}, stepSize: {step_size}, minQty: {min_qty})")
+
+ return adjusted
+
async def place_order(
self,
symbol: str,
@@ -316,12 +408,22 @@ class BinanceClient:
订单信息
"""
try:
+ # 获取交易对精度信息并调整数量
+ symbol_info = await self.get_symbol_info(symbol)
+ adjusted_quantity = self._adjust_quantity_precision(quantity, symbol_info)
+
+ if adjusted_quantity <= 0:
+ logger.error(f"调整后的数量无效: {adjusted_quantity} (原始: {quantity})")
+ return None
+
+ logger.info(f"下单: {symbol} {side} {adjusted_quantity} (原始: {quantity}) @ {order_type}")
+
if order_type == 'MARKET':
order = await self.client.futures_create_order(
symbol=symbol,
side=side,
type='MARKET',
- quantity=quantity
+ quantity=adjusted_quantity
)
else:
if price is None:
@@ -331,14 +433,21 @@ class BinanceClient:
side=side,
type='LIMIT',
timeInForce='GTC',
- quantity=quantity,
+ quantity=adjusted_quantity,
price=price
)
- logger.info(f"下单成功: {symbol} {side} {quantity} @ {order_type}")
+ logger.info(f"下单成功: {symbol} {side} {adjusted_quantity} @ {order_type}")
return order
except BinanceAPIException as e:
- logger.error(f"下单失败 {symbol} {side}: {e}")
+ error_code = e.code if hasattr(e, 'code') else None
+ 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}")
+ if symbol_info:
+ logger.error(f" 交易对精度: {symbol_info}")
+ else:
+ logger.error(f"下单失败 {symbol} {side}: {e}")
return None
async def cancel_order(self, symbol: str, order_id: int) -> bool: