a

trading_system/binance_client.py

@@ -569,6 +569,48 @@ class BinanceClient:
         
         return adjusted
     
+    def _adjust_quantity_precision_up(self, quantity: float, symbol_info: Dict) -> float:
+        """
+        向上取整调整数量精度，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（向上取整）
+        """
+        import math
+        
+        if not symbol_info:
+            # 如果没有交易对信息，向上取整到3位小数
+            return round(math.ceil(quantity * 1000) / 1000, 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向上取整
+        if step_size > 0:
+            # 向上取整到stepSize的倍数
+            adjusted = math.ceil(quantity / step_size) * step_size
+        else:
+            # 否则按照精度向上取整
+            multiplier = 10 ** quantity_precision
+            adjusted = math.ceil(quantity * multiplier) / multiplier
+        
+        # 确保不小于最小数量
+        if min_qty > 0 and adjusted < min_qty:
+            adjusted = min_qty
+        
+        # 最终精度调整
+        adjusted = round(adjusted, quantity_precision)
+        
+        if adjusted != quantity:
+            logger.info(f"数量向上取整调整: {quantity} -> {adjusted} (精度: {quantity_precision}, stepSize: {step_size}, minQty: {min_qty})")
+        
+        return adjusted
+    
     async def place_order(
         self, 
         symbol: str, 
@@ -667,12 +709,32 @@ class BinanceClient:
                 # 调整数量以满足最小保证金要求
                 if current_price > 0:
                     new_quantity = required_notional_value / current_price
-                    # 调整到符合精度要求
+                    # 先尝试向下取整调整
                     adjusted_quantity = self._adjust_quantity_precision(new_quantity, symbol_info)
                     # 重新计算名义价值和保证金
                     notional_value = adjusted_quantity * current_price
                     required_margin = notional_value / current_leverage
                     
+                    # 如果调整后保证金仍然不足，使用向上取整
+                    if required_margin < min_margin_usdt:
+                        logger.warning(
+                            f"  ⚠ 向下取整后保证金仍不足: {required_margin:.4f} USDT < {min_margin_usdt:.2f} USDT"
+                        )
+                        adjusted_quantity = self._adjust_quantity_precision_up(new_quantity, symbol_info)
+                        # 重新计算名义价值和保证金
+                        notional_value = adjusted_quantity * current_price
+                        required_margin = notional_value / current_leverage
+                        
+                        # 再次检查保证金
+                        if required_margin < min_margin_usdt:
+                            logger.error(
+                                f"  ❌ 调整后保证金仍不足: {required_margin:.4f} USDT < {min_margin_usdt:.2f} USDT"
+                            )
+                            logger.error(
+                                f"  💡 建议: 增加账户余额或降低杠杆倍数，才能满足最小保证金要求"
+                            )
+                            return None
+                    
                     logger.info(
                         f"  ✓ 调整数量: {quantity:.4f} -> {adjusted_quantity:.4f}, "
                         f"名义价值: {notional_value:.2f} USDT, "
@@ -682,6 +744,14 @@ class BinanceClient:
                     logger.error(f"  ❌ 无法获取 {symbol} 的当前价格，无法调整订单大小")
                     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:
+                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)"