a

trading_system/market_scanner.py

@@ -281,11 +281,19 @@ class MarketScanner:
         # 使用标准WebSocket
         try:
             if self.client.socket_manager:
-                async with self.client.socket_manager.futures_socket(symbol.lower()) as stream:
+                async with self.client.socket_manager.futures_ticker_socket(symbol.lower()) as stream:
                     async for msg in stream:
-                        if 'data' in msg:
-                            price = float(msg['data']['c'])  # 最新价格
-                            await callback(symbol, price)
+                        try:
+                            # futures_ticker_socket 返回的数据格式：{'e': '24hrTicker', 's': 'BTCUSDT', 'c': '50000.00', ...}
+                            if 'c' in msg:  # 'c' 是当前价格
+                                price = float(msg['c'])
+                                await callback(symbol, price)
+                            elif 'data' in msg and 'c' in msg['data']:
+                                price = float(msg['data']['c'])
+                                await callback(symbol, price)
+                        except (KeyError, ValueError, TypeError) as e:
+                            logger.debug(f"解析 {symbol} 价格数据失败: {e}")
+                            continue
         except Exception as e:
             logger.error(f"监控 {symbol} 价格失败: {e}")
     

trading_system/position_manager.py

@@ -872,8 +872,8 @@ class PositionManager:
                     logger.info(f"{symbol} 持仓已不存在，停止监控")
                     break
                 
-                # 使用WebSocket订阅价格流
-                async with self.client.socket_manager.futures_socket(symbol.lower()) as stream:
+                # 使用WebSocket订阅价格流（使用futures_ticker_socket订阅单个交易对）
+                async with self.client.socket_manager.futures_ticker_socket(symbol.lower()) as stream:
                     logger.debug(f"{symbol} WebSocket连接已建立，开始接收价格更新")
                     retry_count = 0  # 连接成功，重置重试计数
                     
@@ -882,14 +882,19 @@ class PositionManager:
                             logger.info(f"{symbol} 持仓已不存在，停止监控")
                             break
                         
-                        if 'data' in msg:
-                            try:
-                                current_price = float(msg['data']['c'])  # 最新价格
+                        try:
+                            # futures_ticker_socket 返回的数据格式：{'e': '24hrTicker', 's': 'BTCUSDT', 'c': '50000.00', ...}
+                            if 'c' in msg:  # 'c' 是当前价格
+                                current_price = float(msg['c'])
                                 # 立即检查止损止盈
                                 await self._check_single_position(symbol, current_price)
-                            except (KeyError, ValueError, TypeError) as e:
-                                logger.debug(f"{symbol} 解析价格数据失败: {e}")
-                                continue
+                            elif 'data' in msg and 'c' in msg['data']:
+                                # 兼容其他可能的数据格式
+                                current_price = float(msg['data']['c'])
+                                await self._check_single_position(symbol, current_price)
+                        except (KeyError, ValueError, TypeError) as e:
+                            logger.debug(f"{symbol} 解析价格数据失败: {e}, 消息: {msg}")
+                            continue
                 
             except asyncio.CancelledError:
                 logger.info(f"{symbol} 监控任务已取消")