feat(binance_client, config): 添加单向持仓模式配置以优化交易逻辑
在 `binance_client.py` 中引入了 `ONE_WAY_POSITION_ONLY` 配置，确保在单向持仓模式下不传递 `positionSide`，避免对冲模式检测。同时，更新了 `config.py`，新增该配置项以支持该功能，提升了交易策略的灵活性与风险控制能力。
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薇薇安
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@ -600,7 +600,13 @@ class BinanceClient:
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获取币安合约持仓模式：
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- True: 对冲模式（Hedge Mode，需要下单时传 positionSide=LONG/SHORT）
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- False: 单向模式（One-way Mode，不应传 positionSide=LONG/SHORT）
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若配置 ONE_WAY_POSITION_ONLY=True，直接返回 False，不请求 API。
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"""
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one_way_only = bool(config.TRADING_CONFIG.get("ONE_WAY_POSITION_ONLY", True))
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if one_way_only:
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self._dual_side_position = False
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return False
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if not self.client:
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return None
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@ -2372,11 +2378,13 @@ class BinanceClient:
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"""
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try:
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symbol_info = await self.get_symbol_info(symbol)
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one_way_only = bool(config.TRADING_CONFIG.get("ONE_WAY_POSITION_ONLY", True))
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dual = None
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try:
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dual = await self._get_dual_side_position()
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except Exception:
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dual = None
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if not one_way_only:
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try:
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dual = await self._get_dual_side_position()
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except Exception:
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dual = None
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pd = (position_direction or "").upper()
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if pd not in {"BUY", "SELL"}:
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@ -2471,70 +2479,31 @@ class BinanceClient:
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"closePosition": True,
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}
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# 对冲模式：必须指定 positionSide
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# ⚠️ 优化：如果对冲模式检测失败（dual is None），先尝试不传 positionSide（单向模式），失败再尝试传 positionSide
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if dual is True:
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# 单向持仓模式（ONE_WAY_POSITION_ONLY）：不传 positionSide；否则按检测结果处理
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if not one_way_only and dual is True:
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params["positionSide"] = "LONG" if pd == "BUY" else "SHORT"
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elif dual is None:
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# 对冲模式检测失败：先尝试单向模式（不传 positionSide），如果失败再尝试对冲模式
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logger.debug(f"{symbol} 对冲模式检测失败（dual=None），先尝试单向模式（不传 positionSide）")
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# 走 Algo Order 接口（避免 -4120）
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order = await self.futures_create_algo_order(params)
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if order:
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return order
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# 兜底：对冲/单向模式可能导致 positionSide 误判，尝试切换一次
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logger.warning(f"{symbol} 首次挂保护单失败，尝试切换 positionSide 重试...")
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if dual is True:
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# 仅在对冲模式且未配置 ONE_WAY_POSITION_ONLY 时，尝试移除 positionSide 重试一次
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if not one_way_only and dual is True:
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logger.warning(f"{symbol} 首次挂保护单失败，尝试移除 positionSide 重试...")
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retry = dict(params)
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retry.pop("positionSide", None)
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# 关键修复：重试时必须清除之前的 timestamp 和 signature
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retry.pop("timestamp", None)
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retry.pop("signature", None)
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logger.debug(f"{symbol} 重试1: 移除 positionSide（对冲模式 -> 单向模式）")
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retry_order = await self.futures_create_algo_order(retry)
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if retry_order:
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logger.info(f"{symbol} ✓ 重试成功（移除 positionSide）")
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return retry_order
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elif dual is False:
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# 单向模式首次失败：尝试添加 positionSide（可能是对冲模式但检测失败）
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retry = dict(params)
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retry["positionSide"] = "LONG" if pd == "BUY" else "SHORT"
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# 关键修复：重试时必须清除之前的 timestamp 和 signature
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retry.pop("timestamp", None)
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retry.pop("signature", None)
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logger.debug(f"{symbol} 重试1: 添加 positionSide={retry['positionSide']}（单向模式 -> 对冲模式）")
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retry_order = await self.futures_create_algo_order(retry)
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if retry_order:
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logger.info(f"{symbol} ✓ 重试成功（添加 positionSide）")
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return retry_order
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elif dual is None:
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# 对冲模式检测失败：先尝试单向模式失败后，再尝试对冲模式
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retry = dict(params)
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if "positionSide" in retry:
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retry.pop("positionSide", None)
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retry.pop("timestamp", None)
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retry.pop("signature", None)
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logger.debug(f"{symbol} 重试1: 移除 positionSide（对冲模式检测失败 -> 单向模式）")
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retry_order = await self.futures_create_algo_order(retry)
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if retry_order:
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logger.info(f"{symbol} ✓ 重试成功（移除 positionSide）")
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return retry_order
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else:
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retry["positionSide"] = "LONG" if pd == "BUY" else "SHORT"
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retry.pop("timestamp", None)
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retry.pop("signature", None)
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logger.debug(f"{symbol} 重试2: 添加 positionSide={retry['positionSide']}（单向模式失败 -> 对冲模式）")
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retry_order = await self.futures_create_algo_order(retry)
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if retry_order:
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logger.info(f"{symbol} ✓ 重试成功（添加 positionSide）")
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return retry_order
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# 如果还是失败，记录详细参数用于调试
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logger.error(f"{symbol} ❌ 所有重试都失败，保护单挂单失败")
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logger.error(f"{symbol} ❌ 保护单挂单失败")
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logger.error(f" 参数: {params}")
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logger.error(f" 对冲模式: {dual}（None 表示无法读取持仓模式，请检查网络或 API 权限）")
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if not one_way_only:
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logger.error(f" 对冲模式: {dual}（None 表示无法读取持仓模式，请检查网络或 API 权限）")
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return None
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except BinanceAPIException as e:
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@ -186,6 +186,7 @@ DEFAULT_TRADING_CONFIG = {
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'AUTO_TRADE_ENABLED': True, # 自动交易总开关
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'MAX_OPEN_POSITIONS': 4, # 同时持仓数量上限（总仓位12% / 单笔1.5% = 最多4个）
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'MAX_DAILY_ENTRIES': 15, # 每日最多15笔（快速验证模式：提高上限以快速验证策略）
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'ONE_WAY_POSITION_ONLY': True, # 账号固定为单向持仓模式，不传 positionSide，不检测对冲模式（避免 -4061）
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'MAX_POSITION_PERCENT': 0.20, # 单笔仓位上限20%（作为风控熔断，实际仓位由固定风险模型决定）
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'MAX_TOTAL_POSITION_PERCENT': 0.80, # 总仓位80%（避免满仓，留有余地）
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