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薇薇安
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@ -1552,22 +1552,42 @@ class BinanceClient:
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if sp <= 0:
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if sp <= 0:
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return None
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return None
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# 触发方向约束：
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# 触发方向约束（避免立即触发）：
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# - long 止损：价格 <= stopPrice（stopPrice 应 < current）
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# - long 止损：价格 <= stopPrice（stopPrice 应 < current，至少差一个 min_step）
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# - short 止损：价格 >= stopPrice（stopPrice 应 > current）
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# - short 止损：价格 >= stopPrice（stopPrice 应 > current，至少差一个 min_step）
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# - long 止盈：价格 >= stopPrice（stopPrice 应 > current）
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# - long 止盈：价格 >= stopPrice（stopPrice 应 > current，至少差一个 min_step）
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# - short 止盈：价格 <= stopPrice（stopPrice 应 < current）
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# - short 止盈：价格 <= stopPrice（stopPrice 应 < current，至少差一个 min_step）
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if cp and cp > 0:
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if cp and cp > 0:
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if ttype == "STOP_MARKET":
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if ttype == "STOP_MARKET":
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if pd == "BUY" and sp >= cp:
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if pd == "BUY":
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sp = max(0.0, cp - min_step)
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# 做多止损：止损价必须 < 当前价，至少差一个 min_step
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if pd == "SELL" and sp <= cp:
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if sp >= cp:
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sp = cp + min_step
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# 如果止损价 >= 当前价，调整为当前价 - min_step（但这样止损太紧，可能不合理）
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# 更好的做法是：如果止损价太接近当前价，增加一个安全距离（例如 0.5%）
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safety_margin = max(min_step, cp * 0.005) # 至少 0.5% 的安全距离
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sp = max(0.0, cp - safety_margin)
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logger.warning(f"{symbol} [止损修正] BUY止损价({sp:.8f})太接近当前价({cp:.8f})，调整为 {sp:.8f}")
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elif pd == "SELL":
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# 做空止损：止损价必须 > 当前价，至少差一个 min_step
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if sp <= cp:
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# 如果止损价 <= 当前价，调整为当前价 + min_step（但这样止损太紧，可能不合理）
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# 更好的做法是：如果止损价太接近当前价，增加一个安全距离（例如 0.5%）
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safety_margin = max(min_step, cp * 0.005) # 至少 0.5% 的安全距离
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sp = cp + safety_margin
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logger.warning(f"{symbol} [止损修正] SELL止损价({sp:.8f})太接近当前价({cp:.8f})，调整为 {sp:.8f}")
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if ttype == "TAKE_PROFIT_MARKET":
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if ttype == "TAKE_PROFIT_MARKET":
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if pd == "BUY" and sp <= cp:
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if pd == "BUY":
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sp = cp + min_step
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# 做多止盈：止盈价必须 > 当前价，至少差一个 min_step
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if pd == "SELL" and sp >= cp:
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if sp <= cp:
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sp = max(0.0, cp - min_step)
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safety_margin = max(min_step, cp * 0.005)
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sp = cp + safety_margin
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logger.warning(f"{symbol} [止盈修正] BUY止盈价({sp:.8f})太接近当前价({cp:.8f})，调整为 {sp:.8f}")
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elif pd == "SELL":
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# 做空止盈：止盈价必须 < 当前价，至少差一个 min_step
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if sp >= cp:
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safety_margin = max(min_step, cp * 0.005)
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sp = max(0.0, cp - safety_margin)
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logger.warning(f"{symbol} [止盈修正] SELL止盈价({sp:.8f})太接近当前价({cp:.8f})，调整为 {sp:.8f}")
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# rounding 规则（提高命中概率，避免“显示等于入场价”的误差带来立即触发/永不触发）：
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# rounding 规则（提高命中概率，避免“显示等于入场价”的误差带来立即触发/永不触发）：
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# 止损：long 用 UP（更靠近当前价），short 用 DOWN
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# 止损：long 用 UP（更靠近当前价），short 用 DOWN
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@ -1158,24 +1158,107 @@ class PositionManager:
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except Exception as e:
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except Exception as e:
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logger.debug(f"{symbol} 取消旧保护单时出错（可忽略）: {e}")
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logger.debug(f"{symbol} 取消旧保护单时出错（可忽略）: {e}")
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# 获取当前价格（如果未提供）
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# 获取当前价格（如果未提供，优先使用标记价格 MARK_PRICE，因为止损单使用 MARK_PRICE）
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if current_price is None:
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if current_price is None:
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try:
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try:
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ticker = await self.client.get_ticker_24h(symbol)
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# 优先获取标记价格（MARK_PRICE），因为止损单使用 MARK_PRICE 作为触发基准
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if ticker:
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positions = await self.client.get_open_positions()
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current_price = ticker.get('price')
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position = next((p for p in positions if p['symbol'] == symbol), None)
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logger.debug(f"{symbol} 获取当前价格: {current_price}")
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if position:
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mark_price = position.get('markPrice')
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if mark_price and float(mark_price) > 0:
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current_price = float(mark_price)
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logger.debug(f"{symbol} 从持仓获取标记价格: {current_price}")
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else:
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# 如果没有标记价格，使用 ticker 价格
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ticker = await self.client.get_ticker_24h(symbol)
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if ticker:
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current_price = ticker.get('price')
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logger.debug(f"{symbol} 从ticker获取当前价格: {current_price}")
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else:
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# 如果没有持仓，使用 ticker 价格
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ticker = await self.client.get_ticker_24h(symbol)
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if ticker:
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current_price = ticker.get('price')
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logger.debug(f"{symbol} 从ticker获取当前价格: {current_price}")
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except Exception as e:
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except Exception as e:
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logger.warning(f"{symbol} 获取当前价格失败: {e}")
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logger.warning(f"{symbol} 获取当前价格失败: {e}")
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# 如果仍然没有当前价格，记录警告
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if current_price is None:
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logger.warning(f"{symbol} ⚠️ 无法获取当前价格，止损单可能无法正确验证触发条件")
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sl_order = await self.client.place_trigger_close_position_order(
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# 在挂止损单前，检查当前价格是否已经触发止损（避免 -2021 错误）
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symbol=symbol,
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if current_price and stop_loss:
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position_direction=side,
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try:
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trigger_type="STOP_MARKET",
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current_price_val = float(current_price)
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stop_price=stop_loss,
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stop_loss_val = float(stop_loss)
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current_price=current_price,
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entry_price_val = float(entry_price) if entry_price else None
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working_type="MARK_PRICE",
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)
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# 检查是否已经触发止损
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if side == "BUY":
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# 做多：当前价 <= 止损价，说明已触发止损
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if current_price_val <= stop_loss_val:
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logger.error(f"{symbol} ⚠️ 当前价格({current_price_val:.8f})已触发止损价({stop_loss_val:.8f})，无法挂止损单，应该立即平仓！")
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logger.error(f" 入场价: {entry_price_val:.8f if entry_price_val else 'N/A'}")
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logger.error(f" 建议: 立即手动平仓或等待WebSocket监控触发平仓")
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# 不挂止损单，依赖WebSocket监控立即平仓
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sl_order = None
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else:
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sl_order = await self.client.place_trigger_close_position_order(
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symbol=symbol,
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position_direction=side,
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trigger_type="STOP_MARKET",
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stop_price=stop_loss,
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current_price=current_price,
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working_type="MARK_PRICE",
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)
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elif side == "SELL":
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# 做空：当前价 >= 止损价，说明已触发止损
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if current_price_val >= stop_loss_val:
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logger.error(f"{symbol} ⚠️ 当前价格({current_price_val:.8f})已触发止损价({stop_loss_val:.8f})，无法挂止损单，应该立即平仓！")
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logger.error(f" 入场价: {entry_price_val:.8f if entry_price_val else 'N/A'}")
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logger.error(f" 建议: 立即手动平仓或等待WebSocket监控触发平仓")
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# 不挂止损单，依赖WebSocket监控立即平仓
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sl_order = None
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else:
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sl_order = await self.client.place_trigger_close_position_order(
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symbol=symbol,
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position_direction=side,
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trigger_type="STOP_MARKET",
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stop_price=stop_loss,
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current_price=current_price,
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working_type="MARK_PRICE",
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)
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else:
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sl_order = await self.client.place_trigger_close_position_order(
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symbol=symbol,
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position_direction=side,
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trigger_type="STOP_MARKET",
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stop_price=stop_loss,
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current_price=current_price,
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working_type="MARK_PRICE",
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)
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except Exception as e:
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logger.warning(f"{symbol} 检查止损触发条件时出错: {e}，继续尝试挂单")
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sl_order = await self.client.place_trigger_close_position_order(
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symbol=symbol,
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position_direction=side,
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trigger_type="STOP_MARKET",
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stop_price=stop_loss,
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current_price=current_price,
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working_type="MARK_PRICE",
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)
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else:
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sl_order = await self.client.place_trigger_close_position_order(
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symbol=symbol,
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position_direction=side,
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trigger_type="STOP_MARKET",
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stop_price=stop_loss,
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current_price=current_price,
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working_type="MARK_PRICE",
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)
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if sl_order:
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if sl_order:
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logger.info(f"{symbol} ✓ 止损单已成功挂到交易所: {sl_order.get('algoId', 'N/A')}")
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logger.info(f"{symbol} ✓ 止损单已成功挂到交易所: {sl_order.get('algoId', 'N/A')}")
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else:
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else:
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