a

trading_system/binance_client.py

@@ -3,6 +3,7 @@
 """
 import asyncio
 import logging
+import time
 from typing import Dict, List, Optional, Any
 from binance import AsyncClient, BinanceSocketManager
 from binance.exceptions import BinanceAPIException
@@ -66,6 +67,11 @@ class BinanceClient:
         self._semaphore = asyncio.Semaphore(10)  # 限制并发请求数
         self._price_cache: Dict[str, Dict] = {}  # WebSocket价格缓存 {symbol: {price, volume, changePercent, timestamp}}
         self._price_cache_ttl = 60  # 价格缓存有效期（秒）
+
+        # 持仓模式缓存（币安 U本位合约）：dualSidePosition=True => 对冲模式；False => 单向模式
+        self._dual_side_position: Optional[bool] = None
+        self._position_mode_checked_at: float = 0.0
+        self._position_mode_ttl: float = 60.0  # 秒，避免频繁调用接口
         
         # 隐藏敏感信息，只显示前4位和后4位
         api_key_display = f"{self.api_key[:4]}...{self.api_key[-4:]}" if self.api_key and len(self.api_key) > 8 else self.api_key
@@ -156,6 +162,14 @@ class BinanceClient:
                 
                 # 验证API密钥权限
                 await self._verify_api_permissions()
+
+                # 预热读取持仓模式（避免首次下单时才触发 -4061）
+                try:
+                    dual = await self._get_dual_side_position(force=True)
+                    mode = "HEDGE(对冲)" if dual else "ONE-WAY(单向)"
+                    logger.info(f"✓ 当前合约持仓模式: {mode}")
+                except Exception as e:
+                    logger.debug(f"读取持仓模式失败（可忽略，后续下单会再尝试）: {e}")
                 
                 return
                 
@@ -204,6 +218,96 @@ class BinanceClient:
                 logger.warning("请检查API密钥是否启用了合约交易权限")
             else:
                 logger.warning(f"⚠ API密钥验证时出现错误: {e}")
+
+    @staticmethod
+    def _to_bool(value: Any) -> Optional[bool]:
+        if value is None:
+            return None
+        if isinstance(value, bool):
+            return value
+        if isinstance(value, (int, float)):
+            return bool(value)
+        s = str(value).strip().lower()
+        if s in {"true", "1", "yes", "y"}:
+            return True
+        if s in {"false", "0", "no", "n"}:
+            return False
+        return None
+
+    async def _get_dual_side_position(self, force: bool = False) -> Optional[bool]:
+        """
+        获取币安合约持仓模式：
+        - True: 对冲模式（Hedge Mode，需要下单时传 positionSide=LONG/SHORT）
+        - False: 单向模式（One-way Mode，不应传 positionSide=LONG/SHORT）
+        """
+        if not self.client:
+            return None
+
+        now = time.time()
+        if not force and self._dual_side_position is not None and (now - self._position_mode_checked_at) < self._position_mode_ttl:
+            return self._dual_side_position
+
+        # python-binance: futures_get_position_mode -> {"dualSidePosition": true/false}
+        res = await self.client.futures_get_position_mode()
+        dual = self._to_bool(res.get("dualSidePosition") if isinstance(res, dict) else None)
+        self._dual_side_position = dual
+        self._position_mode_checked_at = now
+        return dual
+
+    async def _resolve_position_side_for_order(
+        self,
+        symbol: str,
+        side: str,
+        reduce_only: bool,
+        provided: Optional[str],
+    ) -> Optional[str]:
+        """
+        在对冲模式下，必须传 positionSide=LONG/SHORT。
+        - 开仓：BUY=>LONG, SELL=>SHORT
+        - 平仓(reduceOnly)：需要知道要减少的是 LONG 还是 SHORT
+        """
+        if provided:
+            ps = provided.strip().upper()
+            if ps in {"LONG", "SHORT"}:
+                return ps
+            if ps == "BOTH":
+                # 对冲模式下 BOTH 无效，这里按开仓方向兜底
+                return "LONG" if side.upper() == "BUY" else "SHORT"
+
+        side_u = side.upper()
+        if not reduce_only:
+            return "LONG" if side_u == "BUY" else "SHORT"
+
+        # reduceOnly 平仓：尝试从当前持仓推断（避免调用方漏传）
+        try:
+            positions = await self.client.futures_position_information(symbol=symbol)
+            nonzero = []
+            for p in positions or []:
+                try:
+                    amt = float(p.get("positionAmt", 0))
+                except Exception:
+                    continue
+                if abs(amt) > 0:
+                    nonzero.append((amt, p))
+
+            if len(nonzero) == 1:
+                amt, p = nonzero[0]
+                ps = (p.get("positionSide") or "").upper()
+                if ps in {"LONG", "SHORT"}:
+                    return ps
+                return "LONG" if amt > 0 else "SHORT"
+
+            # 多持仓：按平仓方向推断（SELL 通常平 LONG；BUY 通常平 SHORT）
+            if side_u == "SELL":
+                cand = next((p for amt, p in nonzero if amt > 0), None)
+                return (cand.get("positionSide") or "LONG").upper() if cand else "LONG"
+            if side_u == "BUY":
+                cand = next((p for amt, p in nonzero if amt < 0), None)
+                return (cand.get("positionSide") or "SHORT").upper() if cand else "SHORT"
+        except Exception as e:
+            logger.debug(f"{symbol} 推断 positionSide 失败: {e}")
+
+        return None
     
     async def disconnect(self):
         """断开连接"""
@@ -682,7 +786,8 @@ class BinanceClient:
         quantity: float, 
         order_type: str = 'MARKET',
         price: Optional[float] = None,
-        reduce_only: bool = False
+        reduce_only: bool = False,
+        position_side: Optional[str] = None,
     ) -> Optional[Dict]:
         """
         下单
@@ -850,21 +955,58 @@ class BinanceClient:
                 'type': order_type,
                 'quantity': adjusted_quantity
             }
+
+            # 处理持仓模式（解决 -4061：position side 与账户设置不匹配）
+            # - 对冲模式：必须传 positionSide=LONG/SHORT
+            # - 单向模式：不要传 positionSide=LONG/SHORT（否则会 -4061）
+            dual = None
+            try:
+                dual = await self._get_dual_side_position()
+            except Exception as e:
+                logger.debug(f"{symbol} 获取持仓模式失败（稍后用重试兜底）: {e}")
+
+            if dual is True:
+                ps = await self._resolve_position_side_for_order(symbol, side, reduce_only, position_side)
+                if not ps:
+                    logger.error(f"{symbol} 对冲模式下无法确定 positionSide，拒绝下单以避免 -4061")
+                    return None
+                order_params["positionSide"] = ps
+            elif dual is False:
+                if position_side:
+                    logger.info(f"{symbol} 单向模式下忽略 positionSide={position_side}（避免 -4061）")
             
             # 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")
-            
+
-            if order_type == 'MARKET':
+            async def _submit(params: Dict[str, Any]) -> Dict[str, Any]:
-                order = await self.client.futures_create_order(**order_params)
+                if order_type == 'MARKET':
-            else:
+                    return await self.client.futures_create_order(**params)
                 if price is None:
                     raise ValueError("限价单必须指定价格")
-                order_params['timeInForce'] = 'GTC'
+                params = dict(params)
-                order_params['price'] = price
+                params['timeInForce'] = 'GTC'
-                order = await self.client.futures_create_order(**order_params)
+                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
+            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")
+                    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
+                    order = await _submit(retry_params)
+                else:
+                    raise
             
             logger.info(f"下单成功: {symbol} {side} {adjusted_quantity} @ {order_type} (名义价值: {notional_value:.2f} USDT)")
             return order
@@ -895,7 +1037,10 @@ class BinanceClient:
             else:
                 logger.error(f"下单失败 {symbol} {side}: {e}")
                 logger.error(f"  错误码: {error_code}")
-                logger.error(f"  下单参数: symbol={symbol}, side={side}, quantity={adjusted_quantity}, type={order_type}, reduceOnly={reduce_only}")
+                logger.error(
+                    f"  下单参数: symbol={symbol}, side={side}, quantity={adjusted_quantity}, type={order_type}, "
+                    f"reduceOnly={reduce_only}, positionSide={order_params.get('positionSide') if 'order_params' in locals() else None}"
+                )
             
             return None
         except Exception as e:

trading_system/position_manager.py

@@ -524,6 +524,7 @@ class PositionManager:
             position_amt = position['positionAmt']
             side = 'SELL' if position_amt > 0 else 'BUY'
             quantity = abs(position_amt)
+            position_side = 'LONG' if position_amt > 0 else 'SHORT'
             
             logger.info(
                 f"{symbol} [平仓] 下单信息: {side} {quantity:.4f} @ MARKET "
@@ -538,7 +539,8 @@ class PositionManager:
                     side=side,
                     quantity=quantity,
                     order_type='MARKET',
-                    reduce_only=True  # 平仓时使用 reduceOnly=True
+                    reduce_only=True,  # 平仓时使用 reduceOnly=True
+                    position_side=position_side,  # 兼容对冲模式（Hedge）：必须指定 LONG/SHORT
                 )
                 logger.debug(f"{symbol} [平仓] place_order 返回: {order}")
             except Exception as order_error:
@@ -948,11 +950,14 @@ class PositionManager:
                         try:
                             # 部分平仓
                             close_side = 'SELL' if position_info['side'] == 'BUY' else 'BUY'
+                            close_position_side = 'LONG' if position_info['side'] == 'BUY' else 'SHORT'
                             partial_order = await self.client.place_order(
                                 symbol=symbol,
                                 side=close_side,
                                 quantity=partial_quantity,
-                                order_type='MARKET'
+                                order_type='MARKET',
+                                reduce_only=True,  # 部分止盈必须 reduceOnly，避免反向开仓
+                                position_side=close_position_side,  # 兼容对冲模式：指定要减少的持仓方向
                             )
                             if partial_order:
                                 position_info['partialProfitTaken'] = True