a

trading_system/binance_client.py

@@ -316,19 +316,26 @@ class BinanceClient:
                     # 提取数量精度信息
                     quantity_precision = s.get('quantityPrecision', 8)
                     
-                    # 从filters中提取minQty和stepSize
+                    # 从filters中提取minQty、stepSize和minNotional
                     min_qty = None
                     step_size = None
+                    min_notional = None
                     for f in s.get('filters', []):
                         if f['filterType'] == 'LOT_SIZE':
                             min_qty = float(f.get('minQty', 0))
                             step_size = float(f.get('stepSize', 0))
-                            break
+                        elif f['filterType'] == 'MIN_NOTIONAL':
+                            min_notional = float(f.get('notional', 0))
+                    
+                    # 如果没有从filters获取到minNotional，使用默认值5 USDT
+                    if min_notional is None or min_notional == 0:
+                        min_notional = 5.0
                     
                     info = {
                         'quantityPrecision': quantity_precision,
                         'minQty': min_qty or 0,
-                        'stepSize': step_size or 0
+                        'stepSize': step_size or 0,
+                        'minNotional': min_notional
                     }
                     
                     # 缓存信息
@@ -416,7 +423,33 @@ class BinanceClient:
                 logger.error(f"调整后的数量无效: {adjusted_quantity} (原始: {quantity})")
                 return None
             
-            logger.info(f"下单: {symbol} {side} {adjusted_quantity} (原始: {quantity}) @ {order_type}")
+            # 获取当前价格以计算名义价值
+            if price is None:
+                ticker = await self.get_ticker_24h(symbol)
+                if not ticker:
+                    logger.error(f"无法获取 {symbol} 的价格信息")
+                    return None
+                current_price = ticker['price']
+            else:
+                current_price = price
+            
+            # 计算订单名义价值
+            notional_value = adjusted_quantity * current_price
+            min_notional = symbol_info.get('minNotional', 5.0) if symbol_info else 5.0
+            
+            logger.info(f"下单检查: {symbol} {side} {adjusted_quantity} (原始: {quantity}) @ {order_type}")
+            logger.info(f"  当前价格: {current_price:.4f} USDT")
+            logger.info(f"  订单名义价值: {notional_value:.2f} USDT")
+            logger.info(f"  最小名义价值: {min_notional:.2f} USDT")
+            
+            # 检查名义价值是否满足最小要求
+            if notional_value < min_notional:
+                logger.warning(
+                    f"❌ {symbol} 订单名义价值不足: {notional_value:.2f} USDT < "
+                    f"最小要求: {min_notional:.2f} USDT"
+                )
+                logger.warning(f"  需要增加数量或提高仓位大小")
+                return None
             
             if order_type == 'MARKET':
                 order = await self.client.futures_create_order(
@@ -437,7 +470,7 @@ class BinanceClient:
                     price=price
                 )
             
-            logger.info(f"下单成功: {symbol} {side} {adjusted_quantity} @ {order_type}")
+            logger.info(f"下单成功: {symbol} {side} {adjusted_quantity} @ {order_type} (名义价值: {notional_value:.2f} USDT)")
             return order
         except BinanceAPIException as e:
             error_code = e.code if hasattr(e, 'code') else None
@@ -446,6 +479,11 @@ class BinanceClient:
                 logger.error(f"  原始数量: {quantity}")
                 if symbol_info:
                     logger.error(f"  交易对精度: {symbol_info}")
+            elif error_code == -4164:
+                logger.error(f"下单失败 {symbol} {side}: 订单名义价值不足 - {e}")
+                logger.error(f"  订单名义价值必须至少为 5 USDT (除非选择 reduce only)")
+                if symbol_info:
+                    logger.error(f"  最小名义价值: {symbol_info.get('minNotional', 5.0)} USDT")
             else:
                 logger.error(f"下单失败 {symbol} {side}: {e}")
             return None

trading_system/risk_manager.py

@@ -252,14 +252,40 @@ class RiskManager:
             position_value = available_balance * position_percent
             logger.info(f"  计算仓位价值: {position_value:.2f} USDT ({position_percent*100:.1f}% of {available_balance:.2f})")
             
+            # 确保仓位价值满足最小名义价值要求（币安要求至少5 USDT）
+            min_notional = 5.0  # 币安合约最小名义价值
+            if position_value < min_notional:
+                logger.warning(f"  ⚠ 仓位价值 {position_value:.2f} USDT < 最小名义价值 {min_notional:.2f} USDT")
+                # 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
+                max_allowed_value = available_balance * max_position_percent
+                if min_notional <= max_allowed_value:
+                    position_value = min_notional
+                    logger.info(f"  ✓ 调整仓位价值到最小名义价值: {position_value:.2f} USDT")
+                else:
+                    logger.warning(
+                        f"  ❌ 无法满足最小名义价值要求: "
+                        f"需要 {min_notional:.2f} USDT，但最大允许 {max_allowed_value:.2f} USDT"
+                    )
+                    return None
+            
             # 计算数量（考虑合约的最小数量精度）
             quantity = position_value / current_price
             logger.info(f"  计算数量: {quantity:.4f} (价值: {position_value:.2f} / 价格: {current_price:.4f})")
             
+            # 验证计算出的数量对应的名义价值
+            calculated_notional = quantity * current_price
+            if calculated_notional < min_notional:
+                # 如果计算出的名义价值仍然不足，增加数量
+                required_quantity = min_notional / current_price
+                logger.warning(f"  ⚠ 计算出的名义价值 {calculated_notional:.2f} USDT < {min_notional:.2f} USDT")
+                logger.info(f"  ✓ 调整数量从 {quantity:.4f} 到 {required_quantity:.4f}")
+                quantity = required_quantity
+                position_value = required_quantity * current_price
+            
             # 检查是否通过风险控制
             logger.info(f"  检查仓位大小是否符合风险控制要求...")
             if await self.check_position_size(symbol, quantity):
-                logger.info(f"✓ {symbol} 仓位计算成功: {quantity:.4f} (价值: {position_value:.2f} USDT)")
+                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)")
                 return quantity
             else:
                 logger.warning(f"❌ {symbol} 仓位检查未通过，无法开仓")