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薇薇安
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@ -316,19 +316,26 @@ class BinanceClient:
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# 提取数量精度信息
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quantity_precision = s.get('quantityPrecision', 8)
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# 从filters中提取minQty和stepSize
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# 从filters中提取minQty、stepSize和minNotional
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min_qty = None
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step_size = None
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min_notional = None
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for f in s.get('filters', []):
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if f['filterType'] == 'LOT_SIZE':
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min_qty = float(f.get('minQty', 0))
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step_size = float(f.get('stepSize', 0))
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break
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elif f['filterType'] == 'MIN_NOTIONAL':
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min_notional = float(f.get('notional', 0))
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# 如果没有从filters获取到minNotional，使用默认值5 USDT
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if min_notional is None or min_notional == 0:
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min_notional = 5.0
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info = {
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'quantityPrecision': quantity_precision,
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'minQty': min_qty or 0,
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'stepSize': step_size or 0
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'stepSize': step_size or 0,
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'minNotional': min_notional
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}
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# 缓存信息
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@ -416,7 +423,33 @@ class BinanceClient:
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logger.error(f"调整后的数量无效: {adjusted_quantity} (原始: {quantity})")
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return None
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logger.info(f"下单: {symbol} {side} {adjusted_quantity} (原始: {quantity}) @ {order_type}")
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# 获取当前价格以计算名义价值
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if price is None:
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ticker = await self.get_ticker_24h(symbol)
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if not ticker:
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logger.error(f"无法获取 {symbol} 的价格信息")
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return None
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current_price = ticker['price']
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else:
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current_price = price
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# 计算订单名义价值
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notional_value = adjusted_quantity * current_price
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min_notional = symbol_info.get('minNotional', 5.0) if symbol_info else 5.0
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logger.info(f"下单检查: {symbol} {side} {adjusted_quantity} (原始: {quantity}) @ {order_type}")
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logger.info(f" 当前价格: {current_price:.4f} USDT")
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logger.info(f" 订单名义价值: {notional_value:.2f} USDT")
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logger.info(f" 最小名义价值: {min_notional:.2f} USDT")
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# 检查名义价值是否满足最小要求
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if notional_value < min_notional:
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logger.warning(
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f"❌ {symbol} 订单名义价值不足: {notional_value:.2f} USDT < "
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f"最小要求: {min_notional:.2f} USDT"
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)
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logger.warning(f" 需要增加数量或提高仓位大小")
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return None
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if order_type == 'MARKET':
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order = await self.client.futures_create_order(
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@ -437,7 +470,7 @@ class BinanceClient:
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price=price
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)
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logger.info(f"下单成功: {symbol} {side} {adjusted_quantity} @ {order_type}")
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logger.info(f"下单成功: {symbol} {side} {adjusted_quantity} @ {order_type} (名义价值: {notional_value:.2f} USDT)")
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return order
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except BinanceAPIException as e:
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error_code = e.code if hasattr(e, 'code') else None
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@ -446,6 +479,11 @@ class BinanceClient:
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logger.error(f" 原始数量: {quantity}")
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if symbol_info:
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logger.error(f" 交易对精度: {symbol_info}")
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elif error_code == -4164:
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logger.error(f"下单失败 {symbol} {side}: 订单名义价值不足 - {e}")
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logger.error(f" 订单名义价值必须至少为 5 USDT (除非选择 reduce only)")
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if symbol_info:
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logger.error(f" 最小名义价值: {symbol_info.get('minNotional', 5.0)} USDT")
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else:
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logger.error(f"下单失败 {symbol} {side}: {e}")
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return None
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@ -252,14 +252,40 @@ class RiskManager:
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position_value = available_balance * position_percent
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logger.info(f" 计算仓位价值: {position_value:.2f} USDT ({position_percent*100:.1f}% of {available_balance:.2f})")
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# 确保仓位价值满足最小名义价值要求（币安要求至少5 USDT）
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min_notional = 5.0 # 币安合约最小名义价值
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if position_value < min_notional:
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logger.warning(f" ⚠ 仓位价值 {position_value:.2f} USDT < 最小名义价值 {min_notional:.2f} USDT")
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# 尝试增加仓位价值到最小名义价值，但不超过最大仓位限制
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max_allowed_value = available_balance * max_position_percent
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if min_notional <= max_allowed_value:
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position_value = min_notional
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logger.info(f" ✓ 调整仓位价值到最小名义价值: {position_value:.2f} USDT")
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else:
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logger.warning(
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f" ❌ 无法满足最小名义价值要求: "
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f"需要 {min_notional:.2f} USDT，但最大允许 {max_allowed_value:.2f} USDT"
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)
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return None
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# 计算数量（考虑合约的最小数量精度）
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quantity = position_value / current_price
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logger.info(f" 计算数量: {quantity:.4f} (价值: {position_value:.2f} / 价格: {current_price:.4f})")
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# 验证计算出的数量对应的名义价值
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calculated_notional = quantity * current_price
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if calculated_notional < min_notional:
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# 如果计算出的名义价值仍然不足，增加数量
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required_quantity = min_notional / current_price
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logger.warning(f" ⚠ 计算出的名义价值 {calculated_notional:.2f} USDT < {min_notional:.2f} USDT")
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logger.info(f" ✓ 调整数量从 {quantity:.4f} 到 {required_quantity:.4f}")
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quantity = required_quantity
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position_value = required_quantity * current_price
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# 检查是否通过风险控制
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logger.info(f" 检查仓位大小是否符合风险控制要求...")
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if await self.check_position_size(symbol, quantity):
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logger.info(f"✓ {symbol} 仓位计算成功: {quantity:.4f} (价值: {position_value:.2f} USDT)")
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logger.info(f"✓ {symbol} 仓位计算成功: {quantity:.4f} (价值: {position_value:.2f} USDT, 名义价值: {quantity * current_price:.2f} USDT)")
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return quantity
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else:
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logger.warning(f"❌ {symbol} 仓位检查未通过，无法开仓")
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