使用自定义订单号确保与币安一致
This commit is contained in:
薇薇安
parent
a52b8c4738
commit
3d9f58f049
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@ -1538,8 +1538,17 @@ async def open_position_from_recommendation(
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raise HTTPException(status_code=500, detail=error_msg)
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def _order_is_sltp(o: dict, type_key: str = "type") -> bool:
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"""判断是否为止损/止盈类订单（含普通单与 Algo 条件单）"""
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t = str(o.get(type_key) or o.get("orderType") or "").upper()
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return t in ("STOP_MARKET", "TAKE_PROFIT_MARKET", "STOP", "TAKE_PROFIT")
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@router.post("/positions/sync")
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async def sync_positions(account_id: int = Depends(get_account_id)):
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async def sync_positions(
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account_id: int = Depends(get_account_id),
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only_recover_when_has_sltp: bool = Query(True, description="仅当该持仓存在止损/止盈单时才补建记录（用于区分系统单，减少手动单误建）"),
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):
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"""同步币安实际持仓状态与数据库状态"""
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try:
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logger.info("=" * 60)
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@ -1750,11 +1759,21 @@ async def sync_positions(account_id: int = Depends(get_account_id)):
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else:
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logger.info("✓ 数据库与币安状态一致，无需更新")
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# 4. 币安有仓但数据库无记录：从币安成交里取 orderId 并补建交易记录，便于在「订单记录」和统计中展示（含系统挂单/条件单）
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# 4. 币安有仓但数据库无记录：优先用「开仓订单 clientOrderId 前缀」判断是否系统单，仅对系统单补建
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missing_in_db = binance_symbols - db_open_symbols
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recovered_count = 0
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system_order_prefix = ""
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try:
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from database.models import TradingConfig
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system_order_prefix = (TradingConfig.get_value("SYSTEM_ORDER_ID_PREFIX", "", account_id=account_id) or "").strip()
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except Exception:
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pass
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if missing_in_db:
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logger.info(f"发现 {len(missing_in_db)} 个持仓在币安存在但数据库中没有记录: {', '.join(missing_in_db)}")
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if system_order_prefix:
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logger.info(f" → 仅对开仓订单 clientOrderId 前缀为「{system_order_prefix}」的持仓补建（系统单标识）")
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elif only_recover_when_has_sltp:
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logger.info(" → 仅对「存在止损/止盈单」的持仓补建记录（视为系统单），避免手动单误建")
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for symbol in missing_in_db:
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try:
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pos = next((p for p in binance_positions if p.get('symbol') == symbol), None)
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@ -1778,6 +1797,38 @@ async def sync_positions(account_id: int = Depends(get_account_id)):
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entry_order_id = same_side[0].get('orderId')
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except Exception as e:
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logger.debug(f"获取 {symbol} 成交记录失败: {e}")
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if system_order_prefix:
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if not entry_order_id:
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logger.debug(f" {symbol} 无法获取开仓订单号，跳过补建")
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continue
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try:
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order_info = await client.client.futures_get_order(symbol=symbol, orderId=int(entry_order_id), recvWindow=20000)
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cid = (order_info or {}).get("clientOrderId") or ""
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if not cid.startswith(system_order_prefix):
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logger.debug(f" {symbol} 开仓订单 clientOrderId={cid!r} 非系统前缀，跳过补建")
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continue
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except Exception as e:
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logger.debug(f" {symbol} 查询开仓订单失败: {e}，跳过补建")
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continue
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elif only_recover_when_has_sltp:
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has_sltp = False
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try:
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normal = await client.get_open_orders(symbol)
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for o in (normal or []):
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if _order_is_sltp(o, "type"):
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has_sltp = True
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break
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if not has_sltp:
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algo = await client.futures_get_open_algo_orders(symbol=symbol, algo_type="CONDITIONAL")
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for o in (algo or []):
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if _order_is_sltp(o, "orderType"):
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has_sltp = True
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break
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except Exception as e:
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logger.debug(f"检查 {symbol} 止盈止损单失败: {e}")
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if not has_sltp:
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logger.debug(f" {symbol} 无止损/止盈单，跳过补建（视为非系统单）")
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continue
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if entry_order_id and hasattr(Trade, 'get_by_entry_order_id'):
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try:
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existing = Trade.get_by_entry_order_id(entry_order_id)
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@ -60,6 +60,9 @@ USER_VISIBLE_DEFAULTS = {
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"MAX_TOTAL_POSITION_PERCENT": {"value": 20.0, "type": "number", "category": "position", "description": "总仓位最大保证金占比（%）"},
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"AUTO_TRADE_ENABLED": {"value": True, "type": "boolean", "category": "risk", "description": "自动交易总开关：关闭后仅生成推荐，不会自动下单"},
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"MAX_OPEN_POSITIONS": {"value": 3, "type": "number", "category": "position", "description": "同时持仓数量上限"},
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"SYNC_RECOVER_MISSING_POSITIONS": {"value": True, "type": "boolean", "category": "position", "description": "同步时补建「币安有仓、DB 无记录」的交易记录（便于订单记录与统计）"},
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"SYNC_RECOVER_ONLY_WHEN_HAS_SLTP": {"value": True, "type": "boolean", "category": "position", "description": "仅当该持仓存在止损/止盈单时才补建（未配置 SYSTEM_ORDER_ID_PREFIX 时生效）"},
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"SYSTEM_ORDER_ID_PREFIX": {"value": "SYS", "type": "string", "category": "position", "description": "系统单标识：下单时写入 newClientOrderId 前缀，同步时仅对「开仓订单 clientOrderId 以此前缀开头」的持仓补建；设空则用「是否有止损止盈单」判断"},
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"MAX_DAILY_ENTRIES": {"value": 8, "type": "number", "category": "risk", "description": "每日最多开仓次数"},
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"TOP_N_SYMBOLS": {"value": 8, "type": "number", "category": "scan", "description": "每次扫描后优先处理的交易对数量"},
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"MIN_SIGNAL_STRENGTH": {"value": 8, "type": "number", "category": "scan", "description": "最小信号强度（0-10）"},
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@ -3,6 +3,7 @@
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"""
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import asyncio
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import logging
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import random
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import time
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from typing import Dict, List, Optional, Any
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from binance import AsyncClient, BinanceSocketManager
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@ -1429,6 +1430,13 @@ class BinanceClient:
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if position_side:
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logger.info(f"{symbol} 单向模式下忽略 positionSide={position_side}（避免 -4061）")
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# 开仓单写入自定义订单号前缀，便于同步时根据 clientOrderId 区分系统单（仅本系统开的仓才补建记录）
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if not reduce_only:
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prefix = (config.TRADING_CONFIG.get('SYSTEM_ORDER_ID_PREFIX') or '').strip()
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if prefix:
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# 币安 newClientOrderId 最长 36 字符，格式: PREFIX_timestamp_hex
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order_params['newClientOrderId'] = f"{prefix}_{int(time.time() * 1000)}_{random.randint(0, 0xFFFF):04x}"[:36]
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# 如果是平仓订单，添加 reduceOnly 参数
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# 根据币安API文档，reduceOnly 应该是字符串 "true" 或 "false"
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if reduce_only:
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@ -1470,7 +1478,12 @@ class BinanceClient:
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# 让 python-binance 重新生成，否则会报 -1022 Signature invalid
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retry_params.pop('timestamp', None)
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retry_params.pop('signature', None)
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# 重试时生成新的 newClientOrderId，避免与首次提交冲突
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if 'newClientOrderId' in retry_params:
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prefix = (config.TRADING_CONFIG.get('SYSTEM_ORDER_ID_PREFIX') or '').strip()
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if prefix:
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retry_params['newClientOrderId'] = f"{prefix}_{int(time.time() * 1000)}_{random.randint(0, 0xFFFF):04x}"[:36]
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if code == -4061:
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logger.error(f"{symbol} 触发 -4061（持仓模式不匹配），尝试自动兜底重试一次")
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if "positionSide" in retry_params:
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@ -306,6 +306,10 @@ DEFAULT_TRADING_CONFIG = {
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'ENTRY_MAX_DRIFT_PCT_RANGING': 0.3, # 震荡/弱趋势时允许的最大追价偏离
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'LIMIT_ORDER_OFFSET_PCT': 0.5, # 限价单偏移百分比（默认0.5%）
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'MIN_HOLD_TIME_SEC': 0, # 默认30分钟（1800秒），已取消
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# ===== 系统单标识（用于同步时区分本系统开仓 vs 手动开仓）=====
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# 下单时写入 newClientOrderId = SYSTEM_ORDER_ID_PREFIX_时间戳_随机，同步/补建时根据订单 clientOrderId 前缀判断是否系统单
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'SYSTEM_ORDER_ID_PREFIX': 'SYS',
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}
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def _get_trading_config():
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@ -2780,7 +2780,6 @@ class PositionManager:
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logger.info("✓ 持仓状态同步完成，数据库与币安状态一致")
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# 5. 检查币安有但数据库没有记录的持仓（可能是本策略开仓后未正确落库、或其它来源）
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# 默认不再自动创建「手动开仓」记录，避免产生大量无 entry_order_id 的怪单（与币安实际订单对不上）
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missing_in_db = binance_symbols - db_open_symbols
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if missing_in_db:
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logger.info(
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@ -2788,13 +2787,119 @@ class PositionManager:
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f"{', '.join(missing_in_db)}"
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)
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sync_create_manual = config.TRADING_CONFIG.get("SYNC_CREATE_MANUAL_ENTRY_RECORD", False)
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if not sync_create_manual:
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sync_recover = config.TRADING_CONFIG.get("SYNC_RECOVER_MISSING_POSITIONS", True)
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sync_recover_only_has_sltp = config.TRADING_CONFIG.get("SYNC_RECOVER_ONLY_WHEN_HAS_SLTP", True)
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def _order_is_sltp(o, type_key="type"):
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t = str(o.get(type_key) or o.get("orderType") or "").upper()
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return t in ("STOP_MARKET", "TAKE_PROFIT_MARKET", "STOP", "TAKE_PROFIT")
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async def _symbol_has_sltp(sym):
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try:
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for o in (await self.client.get_open_orders(sym)) or []:
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if _order_is_sltp(o, "type"):
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return True
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for o in (await self.client.futures_get_open_algo_orders(sym, algo_type="CONDITIONAL")) or []:
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if _order_is_sltp(o, "orderType"):
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return True
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except Exception:
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pass
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return False
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if sync_recover:
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system_order_prefix = (config.TRADING_CONFIG.get("SYSTEM_ORDER_ID_PREFIX") or "").strip()
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if system_order_prefix:
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logger.info(f" → 补建「系统单」记录（仅当开仓订单 clientOrderId 前缀为 {system_order_prefix!r} 时创建）")
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else:
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logger.info(" → 补建「系统单」记录（仅当存在止损/止盈单时创建，避免手动单误建）" if sync_recover_only_has_sltp else " → 补建缺失持仓记录")
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for symbol in missing_in_db:
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try:
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binance_position = next((p for p in binance_positions if p.get("symbol") == symbol), None)
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if not binance_position or float(binance_position.get("positionAmt", 0)) == 0:
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continue
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position_amt = float(binance_position["positionAmt"])
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quantity = abs(position_amt)
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side = "BUY" if position_amt > 0 else "SELL"
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entry_price = float(binance_position.get("entryPrice", 0))
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notional = quantity * entry_price
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if notional < 1.0:
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continue
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entry_order_id = None
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try:
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recent = await self.client.get_recent_trades(symbol, limit=30)
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if recent:
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same_side = [t for t in recent if str(t.get("side", "")).upper() == side]
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if same_side:
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same_side.sort(key=lambda x: int(x.get("time", 0)), reverse=True)
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entry_order_id = same_side[0].get("orderId")
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except Exception:
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pass
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if system_order_prefix:
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if not entry_order_id:
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logger.debug(f" {symbol} 无法获取开仓订单号，跳过补建")
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continue
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try:
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order_info = await self.client.client.futures_get_order(symbol=symbol, orderId=int(entry_order_id), recvWindow=20000)
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cid = (order_info or {}).get("clientOrderId") or ""
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if not cid.startswith(system_order_prefix):
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logger.debug(f" {symbol} 开仓订单 clientOrderId={cid!r} 非系统前缀，跳过补建")
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continue
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except Exception as e:
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logger.debug(f" {symbol} 查询开仓订单失败: {e}，跳过补建")
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continue
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elif sync_recover_only_has_sltp and not (await _symbol_has_sltp(symbol)):
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logger.debug(f" {symbol} 无止损/止盈单，跳过补建")
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continue
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if entry_order_id and hasattr(Trade, "get_by_entry_order_id"):
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try:
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if Trade.get_by_entry_order_id(entry_order_id):
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continue
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except Exception:
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pass
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trade_id = Trade.create(
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symbol=symbol,
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side=side,
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quantity=quantity,
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entry_price=entry_price,
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leverage=binance_position.get("leverage", 10),
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entry_reason="sync_recovered",
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entry_order_id=entry_order_id,
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notional_usdt=notional,
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margin_usdt=(notional / float(binance_position.get("leverage", 10) or 10)) if float(binance_position.get("leverage", 10) or 0) > 0 else None,
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account_id=self.account_id,
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)
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logger.info(f" ✓ {symbol} [状态同步] 已补建交易记录 (ID: {trade_id}, orderId: {entry_order_id or '-'})")
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ticker = await self.client.get_ticker_24h(symbol)
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current_price = ticker["price"] if ticker else entry_price
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lev = float(binance_position.get("leverage", 10))
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stop_loss_pct = config.TRADING_CONFIG.get("STOP_LOSS_PERCENT", 0.08)
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if stop_loss_pct is not None and stop_loss_pct > 1:
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stop_loss_pct = stop_loss_pct / 100.0
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take_profit_pct = config.TRADING_CONFIG.get("TAKE_PROFIT_PERCENT", 0.15)
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if take_profit_pct is not None and take_profit_pct > 1:
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take_profit_pct = take_profit_pct / 100.0
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if not take_profit_pct:
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take_profit_pct = (stop_loss_pct or 0.08) * 2.0
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stop_loss_price = self.risk_manager.get_stop_loss_price(entry_price, side, quantity, lev, stop_loss_pct=stop_loss_pct)
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take_profit_price = self.risk_manager.get_take_profit_price(entry_price, side, quantity, lev, take_profit_pct=take_profit_pct)
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position_info = {
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"symbol": symbol, "side": side, "quantity": quantity, "entryPrice": entry_price,
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"changePercent": 0, "orderId": entry_order_id, "tradeId": trade_id,
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"stopLoss": stop_loss_price, "takeProfit": take_profit_price, "initialStopLoss": stop_loss_price,
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"leverage": lev, "entryReason": "sync_recovered", "atr": None, "maxProfit": 0.0, "trailingStopActivated": False,
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}
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self.active_positions[symbol] = position_info
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if self._monitoring_enabled:
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await self._start_position_monitoring(symbol)
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except Exception as e:
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logger.warning(f" ✗ {symbol} [状态同步] 补建失败: {e}")
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elif not sync_create_manual:
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logger.info(
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" → 已跳过自动创建交易记录（SYNC_CREATE_MANUAL_ENTRY_RECORD=False）。"
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" 若确认为本策略开仓可检查开仓时是否保存了 entry_order_id；若为手动开仓且需纳入列表可设该配置为 True。"
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" → 已跳过自动创建交易记录（SYNC_CREATE_MANUAL_ENTRY_RECORD=False, SYNC_RECOVER_MISSING_POSITIONS 未开启）。"
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" 若确认为本策略开仓可开启 SYNC_RECOVER_MISSING_POSITIONS=True（仅补建有止损止盈单的）。"
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)
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else:
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# 为手动开仓的持仓创建数据库记录并启动监控（仅当显式开启时）
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elif sync_create_manual:
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# 为手动开仓的持仓创建数据库记录并启动监控（仅当显式开启且未走上面的「补建系统单」时）
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for symbol in missing_in_db:
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try:
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# 获取币安持仓详情
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