diff --git a/trading_system/position_manager.py b/trading_system/position_manager.py index b6c2c09..d9257af 100644 --- a/trading_system/position_manager.py +++ b/trading_system/position_manager.py @@ -539,6 +539,32 @@ class PositionManager: side = 'SELL' if position_amt > 0 else 'BUY' quantity = abs(position_amt) position_side = 'LONG' if position_amt > 0 else 'SHORT' + + # 二次校验：用币安实时持仓数量兜底，避免 reduceOnly 被拒绝（-2022） + live_amt = await self._get_live_position_amt(symbol, position_side=position_side) + if live_amt is None or abs(live_amt) <= 0: + logger.warning(f"{symbol} [平仓] 实时查询到持仓已为0，跳过下单并按已平仓处理") + # 复用“币安无持仓”的处理逻辑：走上面的分支 + position = None + # 触发上方逻辑：直接返回 updated/清理 + # 这里简单调用同步函数路径 + ticker = await self.client.get_ticker_24h(symbol) + exit_price = float(ticker['price']) if ticker else float(position.get('entryPrice', 0) if position else 0) + await self._stop_position_monitoring(symbol) + if symbol in self.active_positions: + del self.active_positions[symbol] + logger.info(f"{symbol} [平仓] 已清理本地记录（币安无持仓）") + return True + + # 以币安实时持仓数量为准（并向下截断到不超过持仓） + quantity = min(quantity, abs(live_amt)) + quantity = await self._adjust_close_quantity(symbol, quantity) + if quantity <= 0: + logger.warning(f"{symbol} [平仓] 数量调整后为0，跳过下单并清理本地记录") + await self._stop_position_monitoring(symbol) + if symbol in self.active_positions: + del self.active_positions[symbol] + return True logger.info( f"{symbol} [平仓] 下单信息: {side} {quantity:.4f} @ MARKET " @@ -738,6 +764,80 @@ class PositionManager: logger.warning(f"{symbol} [平仓] 清理本地记录时出错: {cleanup_error}") return False + + async def _get_live_position_amt(self, symbol: str, position_side: Optional[str] = None) -> Optional[float]: + """ + 从币安原始接口读取持仓数量（避免本地状态/缓存不一致导致 reduceOnly 被拒绝）。 + - 单向模式：通常只有一个 net 持仓 + - 对冲模式：可能同时有 LONG/SHORT，两条腿用 positionSide 区分 + """ + try: + if not getattr(self.client, "client", None): + return None + res = await self.client.client.futures_position_information(symbol=symbol) + if not isinstance(res, list): + return None + ps = (position_side or "").upper() + nonzero = [] + for p in res: + if not isinstance(p, dict): + continue + try: + amt = float(p.get("positionAmt", 0)) + except Exception: + continue + if abs(amt) <= 0: + continue + nonzero.append((amt, p)) + if not nonzero: + return 0.0 + if ps in ("LONG", "SHORT"): + for amt, p in nonzero: + pps = (p.get("positionSide") or "").upper() + if pps == ps: + return amt + # 如果没匹配到 positionSide，退化为按符号推断 + if ps == "LONG": + cand = next((amt for amt, _ in nonzero if amt > 0), None) + return cand if cand is not None else 0.0 + if ps == "SHORT": + cand = next((amt for amt, _ in nonzero if amt < 0), None) + return cand if cand is not None else 0.0 + # 没提供 position_side：返回净持仓（单向模式） + return sum([amt for amt, _ in nonzero]) + except Exception as e: + logger.debug(f"{symbol} 读取实时持仓失败: {e}") + return None + + async def _adjust_close_quantity(self, symbol: str, quantity: float) -> float: + """ + 平仓数量调整：只允许向下取整（避免超过持仓导致 reduceOnly 被拒绝）。 + """ + try: + symbol_info = await self.client.get_symbol_info(symbol) + except Exception: + symbol_info = None + + try: + q = float(quantity) + except Exception: + return 0.0 + + if not symbol_info: + return max(0.0, q) + + try: + step_size = float(symbol_info.get("stepSize", 0) or 0) + except Exception: + step_size = 0.0 + qty_precision = int(symbol_info.get("quantityPrecision", 8) or 8) + + if step_size and step_size > 0: + q = float(int(q / step_size)) * step_size + else: + q = round(q, qty_precision) + q = round(q, qty_precision) + return max(0.0, q) async def check_stop_loss_take_profit(self) -> List[str]: """ @@ -965,6 +1065,16 @@ class PositionManager: # 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' + # 二次校验并截断数量，避免 reduceOnly 被拒绝（-2022） + live_amt = await self._get_live_position_amt(symbol, position_side=close_position_side) + if live_amt is None or abs(live_amt) <= 0: + logger.warning(f"{symbol} 部分止盈：实时持仓已为0，跳过部分平仓") + continue + partial_quantity = min(partial_quantity, abs(live_amt)) + partial_quantity = await self._adjust_close_quantity(symbol, partial_quantity) + if partial_quantity <= 0: + logger.warning(f"{symbol} 部分止盈：数量调整后为0，跳过") + continue partial_order = await self.client.place_order( symbol=symbol, side=close_side, @@ -1692,18 +1802,17 @@ class PositionManager: Args: symbol: 交易对 """ - if symbol not in self._monitor_tasks: + # 幂等：可能会被多处/并发调用，先 pop 再处理，避免 KeyError + task = self._monitor_tasks.pop(symbol, None) + if task is None: return - - task = self._monitor_tasks[symbol] + if not task.done(): task.cancel() try: await task except asyncio.CancelledError: pass - - del self._monitor_tasks[symbol] logger.debug(f"已停止 {symbol} 的WebSocket监控") async def _monitor_position_price(self, symbol: str):