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薇薇安 2026-01-19 22:59:02 +08:00
parent 5abd1c340c
commit f495815af6
3 changed files with 106 additions and 44 deletions
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43
backend/api/routes/account.py
View File

@ -143,20 +143,11 @@ async def _ensure_exchange_sltp_for_symbol(symbol: str):
except Exception:
raise HTTPException(status_code=400, detail=f"{symbol} 数据库缺少止损/止盈价，且无法回退计算，无法补挂")
# 5) 取消旧的保护单，避免重复
# 5) 取消旧的保护单（Algo 条件单），避免重复
try:
orders = await client.client.futures_get_open_orders(symbol=symbol)
for o in orders or []:
try:
if not isinstance(o, dict):
continue
otype = str(o.get("type") or "").upper()
if otype in {"STOP_MARKET", "TAKE_PROFIT_MARKET", "TRAILING_STOP_MARKET"}:
oid = o.get("orderId")
if oid:
await client.client.futures_cancel_order(symbol=symbol, orderId=int(oid))
except Exception:
continue
await client.cancel_open_algo_orders_by_order_types(
symbol, {"STOP_MARKET", "TAKE_PROFIT_MARKET", "TRAILING_STOP_MARKET"}
)
except Exception:
pass
@ -198,19 +189,22 @@ async def _ensure_exchange_sltp_for_symbol(symbol: str):
tp_round = "DOWN" if side == "BUY" else "UP"
close_side = "SELL" if side == "BUY" else "BUY"
# Algo 条件单使用 triggerPrice（不是 stopPrice）
sl_params = {
"algoType": "CONDITIONAL",
"symbol": symbol,
"side": close_side,
"type": "STOP_MARKET",
"stopPrice": _fmt(sl_price, sl_round),
"triggerPrice": _fmt(sl_price, sl_round),
"closePosition": True,
"workingType": "MARK_PRICE",
}
tp_params = {
"algoType": "CONDITIONAL",
"symbol": symbol,
"side": close_side,
"type": "TAKE_PROFIT_MARKET",
"stopPrice": _fmt(tp_price, tp_round),
"triggerPrice": _fmt(tp_price, tp_round),
"closePosition": True,
"workingType": "MARK_PRICE",
}
@ -218,31 +212,30 @@ async def _ensure_exchange_sltp_for_symbol(symbol: str):
sl_params["positionSide"] = "LONG" if side == "BUY" else "SHORT"
tp_params["positionSide"] = "LONG" if side == "BUY" else "SHORT"
sl_order = await client.client.futures_create_order(**sl_params)
tp_order = await client.client.futures_create_order(**tp_params)
sl_order = await client.futures_create_algo_order(sl_params)
tp_order = await client.futures_create_algo_order(tp_params)
# 再查一次未成交委托，确认是否真的挂上（并用于前端展示/排查）
open_orders = []
try:
oo = await client.client.futures_get_open_orders(symbol=symbol)
oo = await client.futures_get_open_algo_orders(symbol=symbol, algo_type="CONDITIONAL")
if isinstance(oo, list):
for o in oo:
try:
if not isinstance(o, dict):
continue
otype2 = str(o.get("type") or "").upper()
if otype2 in {"STOP_MARKET", "TAKE_PROFIT_MARKET", "TRAILING_STOP_MARKET"}:
otype2 = str(o.get("orderType") or o.get("type") or "").upper()
if otype2 in {"STOP_MARKET", "TAKE_PROFIT_MARKET", "TRAILING_STOP_MARKET", "STOP", "TAKE_PROFIT"}:
open_orders.append(
{
"orderId": o.get("orderId"),
"type": otype2,
"algoId": o.get("algoId"),
"orderType": otype2,
"side": o.get("side"),
"stopPrice": o.get("stopPrice"),
"price": o.get("price"),
"triggerPrice": o.get("triggerPrice"),
"workingType": o.get("workingType"),
"positionSide": o.get("positionSide"),
"closePosition": o.get("closePosition"),
"status": o.get("status"),
"algoStatus": o.get("algoStatus"),
"updateTime": o.get("updateTime"),
}
)

90
trading_system/binance_client.py
View File

@ -1298,6 +1298,45 @@ class BinanceClient:
logger.error(f"取消订单失败: {e}")
return False
# =========================
# Algo Orders（条件单/止盈止损/计划委托）
# 说明：币安在 2025-12 后将 USDT-M 合约的 STOP/TP/Trailing 等条件单迁移到 Algo 接口：
# - POST /fapi/v1/algoOrder
# - GET /fapi/v1/openAlgoOrders
# - DELETE /fapi/v1/algoOrder
# 如果仍用 /fapi/v1/order 下 STOP_MARKET/TAKE_PROFIT_MARKET + closePosition 会报 -4120。
# =========================
async def futures_create_algo_order(self, params: Dict[str, Any]) -> Optional[Dict[str, Any]]:
try:
# python-binance 内部会自动补 timestamp / signature
res = await self.client._request_futures_api("post", "algoOrder", True, data=params)
return res if isinstance(res, dict) else None
except Exception as e:
logger.warning(f"{params.get('symbol')} 创建 Algo 条件单失败: {e}")
return None
async def futures_get_open_algo_orders(self, symbol: Optional[str] = None, algo_type: str = "CONDITIONAL") -> List[Dict[str, Any]]:
try:
data: Dict[str, Any] = {}
if symbol:
data["symbol"] = symbol
if algo_type:
data["algoType"] = algo_type
res = await self.client._request_futures_api("get", "openAlgoOrders", True, data=data)
return res if isinstance(res, list) else []
except Exception as e:
logger.debug(f"{symbol or ''} 获取 openAlgoOrders 失败: {e}")
return []
async def futures_cancel_algo_order(self, algo_id: int) -> bool:
try:
_ = await self.client._request_futures_api("delete", "algoOrder", True, data={"algoId": int(algo_id)})
return True
except Exception as e:
logger.debug(f"取消 Algo 条件单失败 algoId={algo_id}: {e}")
return False
async def get_open_orders(self, symbol: str) -> List[Dict]:
"""
获取某交易对的未成交委托（用于防止重复挂保护单）。
@ -1336,6 +1375,33 @@ class BinanceClient:
except Exception:
return 0
async def cancel_open_algo_orders_by_order_types(self, symbol: str, order_types: set[str]) -> int:
"""
取消指定类型的“Algo 条件单”（openAlgoOrders）。
返回取消数量。
"""
try:
want = {str(t).upper() for t in (order_types or set())}
if not want:
return 0
orders = await self.futures_get_open_algo_orders(symbol=symbol, algo_type="CONDITIONAL")
cancelled = 0
for o in orders or []:
try:
if not isinstance(o, dict):
continue
otype = str(o.get("orderType") or o.get("type") or "").upper()
algo_id = o.get("algoId")
if algo_id and otype in want:
ok = await self.futures_cancel_algo_order(int(algo_id))
if ok:
cancelled += 1
except Exception:
continue
return cancelled
except Exception:
return 0
async def place_trigger_close_position_order(
self,
symbol: str,
@ -1422,32 +1488,34 @@ class BinanceClient:
stop_price_str = self._format_price_str_with_rounding(sp, symbol_info, rounding_mode)
# Algo 条件单接口使用 triggerPrice（不是 stopPrice）
params: Dict[str, Any] = {
"algoType": "CONDITIONAL",
"symbol": symbol,
"side": close_side,
"type": ttype,
"stopPrice": stop_price_str,
"closePosition": True,
"triggerPrice": stop_price_str,
"workingType": working_type,
"closePosition": True,
}
# 对冲模式：必须指定 positionSide
if dual is True:
params["positionSide"] = "LONG" if pd == "BUY" else "SHORT"
try:
return await self.client.futures_create_order(**params)
except BinanceAPIException as e:
code = getattr(e, "code", None)
# -4061: positionSide 不匹配 -> 兜底切换一次
if code == -4061:
# 走 Algo Order 接口（避免 -4120）
order = await self.futures_create_algo_order(params)
if order:
return order
# 兜底：对冲/单向模式可能导致 positionSide 误判，尝试切换一次
if dual is True:
retry = dict(params)
if "positionSide" in retry:
retry.pop("positionSide", None)
return await self.futures_create_algo_order(retry)
else:
retry = dict(params)
retry["positionSide"] = "LONG" if pd == "BUY" else "SHORT"
return await self.client.futures_create_order(**retry)
raise
return await self.futures_create_algo_order(retry)
except BinanceAPIException as e:
# 常见：Order would immediately trigger（止损/止盈价不在正确一侧）

9
trading_system/position_manager.py
View File

@ -656,7 +656,7 @@ class PositionManager:
oid = info0.get(k)
if oid:
try:
await self.client.cancel_order(symbol, int(oid))
await self.client.futures_cancel_algo_order(int(oid))
except Exception:
pass
info0.pop("exchangeSlOrderId", None)
@ -1090,7 +1090,7 @@ class PositionManager:
# 防重复：先取消旧的保护单（仅取消特定类型，避免误伤普通挂单）
try:
await self.client.cancel_open_orders_by_types(
await self.client.cancel_open_algo_orders_by_order_types(
symbol, {"STOP_MARKET", "TAKE_PROFIT_MARKET", "TRAILING_STOP_MARKET"}
)
except Exception:
@ -1114,11 +1114,12 @@ class PositionManager:
)
try:
position_info["exchangeSlOrderId"] = sl_order.get("orderId") if isinstance(sl_order, dict) else None
# Algo 接口返回 algoId
position_info["exchangeSlOrderId"] = sl_order.get("algoId") if isinstance(sl_order, dict) else None
except Exception:
position_info["exchangeSlOrderId"] = None
try:
position_info["exchangeTpOrderId"] = tp_order.get("orderId") if isinstance(tp_order, dict) else None
position_info["exchangeTpOrderId"] = tp_order.get("algoId") if isinstance(tp_order, dict) else None
except Exception:
position_info["exchangeTpOrderId"] = None