diff --git a/trading_system/position_manager.py b/trading_system/position_manager.py index 0611d78..aa3268b 100644 --- a/trading_system/position_manager.py +++ b/trading_system/position_manager.py @@ -1274,6 +1274,47 @@ class PositionManager: logger.error(f" 持仓方向: {side}") logger.error(f" ⚠️ 警告: 没有交易所级别的止损保护,如果系统崩溃或网络中断,可能无法及时止损!") logger.error(f" 💡 建议: 检查止损价格计算是否正确,或手动在币安界面设置止损") + + # ⚠️ 关键修复:止损单挂单失败后,立即检查当前价格是否已触发止损 + # 如果已触发,立即执行市价平仓,避免亏损扩大 + if current_price and stop_loss: + try: + current_price_val = float(current_price) + stop_loss_val = float(stop_loss) + entry_price_val = float(entry_price) if entry_price else None + + # 检查是否已触发止损 + should_close = False + if side == "BUY": + # 做多:当前价 <= 止损价,触发止损 + if current_price_val <= stop_loss_val: + should_close = True + elif side == "SELL": + # 做空:当前价 >= 止损价,触发止损 + if current_price_val >= stop_loss_val: + should_close = True + + if should_close: + entry_price_str = f"{entry_price_val:.8f}" if entry_price_val is not None else 'N/A' + logger.error("=" * 80) + logger.error(f"{symbol} ⚠️ 止损单挂单失败,但当前价格已触发止损,立即执行市价平仓保护!") + logger.error(f" 当前价格: {current_price_val:.8f}") + logger.error(f" 止损价格: {stop_loss_val:.8f}") + logger.error(f" 入场价格: {entry_price_str}") + logger.error(f" 持仓方向: {side}") + logger.error(f" 价格偏离: {abs(current_price_val - stop_loss_val):.8f} ({abs(current_price_val - stop_loss_val)/stop_loss_val*100:.2f}%)") + logger.error("=" * 80) + # 立即执行市价平仓 + if await self.close_position(symbol, reason='stop_loss'): + logger.info(f"{symbol} ✓ 止损平仓成功(止损单挂单失败后的保护措施)") + return + else: + # 未触发止损,但需要增强WebSocket监控 + logger.warning(f"{symbol} ⚠️ 止损单挂单失败,当前价格未触发止损,将依赖WebSocket监控") + logger.warning(f" 当前价格: {current_price_val:.8f}, 止损价格: {stop_loss_val:.8f}") + logger.warning(f" 价格距离止损: {abs(current_price_val - stop_loss_val):.8f} ({abs(current_price_val - stop_loss_val)/stop_loss_val*100:.2f}%)") + except Exception as e: + logger.warning(f"{symbol} 检查止损触发条件时出错: {e},继续依赖WebSocket监控") # 在挂止盈单前,检查当前价格是否已经触发止盈 if current_price and take_profit: