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薇薇安 2026-02-13 19:03:17 +08:00
parent 80485e7271
commit 78dcba0c34
2 changed files with 43 additions and 11 deletions
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11
trading_system/binance_client.py
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@ -1777,6 +1777,9 @@ class BinanceClient:
if dual is True:
retry = dict(params)
retry.pop("positionSide", None)
# 关键修复：重试时必须清除之前的 timestamp 和 signature
retry.pop("timestamp", None)
retry.pop("signature", None)
logger.debug(f"{symbol} 重试1: 移除 positionSide（对冲模式 -> 单向模式）")
retry_order = await self.futures_create_algo_order(retry)
if retry_order:
@ -1785,6 +1788,9 @@ class BinanceClient:
else:
retry = dict(params)
retry["positionSide"] = "LONG" if pd == "BUY" else "SHORT"
# 关键修复：重试时必须清除之前的 timestamp 和 signature
retry.pop("timestamp", None)
retry.pop("signature", None)
logger.debug(f"{symbol} 重试1: 添加 positionSide={retry['positionSide']}（单向模式 -> 对冲模式）")
retry_order = await self.futures_create_algo_order(retry)
if retry_order:
@ -1819,9 +1825,10 @@ class BinanceClient:
logger.error(f" 原因: 订单名义价值不足（至少需要 5 USDT）")
elif error_code == -2022:
logger.error(f" 原因: ReduceOnly 订单被拒绝（可能没有持仓或持仓方向不对）")
elif "immediately trigger" in error_msg.lower() or "would immediately trigger" in error_msg.lower():
elif error_code == -2021 or "immediately trigger" in error_msg.lower() or "would immediately trigger" in error_msg.lower():
logger.error(f" 原因: 触发价格会导致立即触发（止损/止盈价不在正确一侧）")
logger.error(f" 建议: 检查止损/止盈价格计算是否正确")
# 关键修复：将此异常抛出，让上层调用者（如 PositionManager）决定是否立即执行市价平仓
raise e
elif "position" in error_msg.lower():
logger.error(f" 原因: 持仓相关问题（可能没有持仓或持仓方向不匹配）")

43
trading_system/position_manager.py
View File

@ -1419,7 +1419,33 @@ class PositionManager:
working_type="MARK_PRICE",
)
except Exception as e:
# 检查是否是 -2021 (立即触发)
error_msg = str(e)
if "-2021" in error_msg or "immediately trigger" in error_msg:
logger.error(f"{symbol} ⚠️ 止损单会立即触发(-2021)，视为已触发止损，立即执行市价平仓")
await self.close_position(symbol, reason='stop_loss')
return
logger.warning(f"{symbol} 检查止损触发条件时出错: {e}，继续尝试挂单")
try:
sl_order = await self.client.place_trigger_close_position_order(
symbol=symbol,
position_direction=side,
trigger_type="STOP_MARKET",
stop_price=stop_loss,
current_price=current_price,
working_type="MARK_PRICE",
)
except Exception as retry_e:
retry_msg = str(retry_e)
if "-2021" in retry_msg or "immediately trigger" in retry_msg:
logger.error(f"{symbol} ⚠️ 重试挂止损单会立即触发(-2021)，立即执行市价平仓")
await self.close_position(symbol, reason='stop_loss')
return
logger.error(f"{symbol} 重试挂止损单失败: {retry_e}")
sl_order = None
else:
try:
sl_order = await self.client.place_trigger_close_position_order(
symbol=symbol,
position_direction=side,
@ -1428,15 +1454,14 @@ class PositionManager:
current_price=current_price,
working_type="MARK_PRICE",
)
else:
sl_order = await self.client.place_trigger_close_position_order(
symbol=symbol,
position_direction=side,
trigger_type="STOP_MARKET",
stop_price=stop_loss,
current_price=current_price,
working_type="MARK_PRICE",
)
except Exception as e:
error_msg = str(e)
if "-2021" in error_msg or "immediately trigger" in error_msg:
logger.error(f"{symbol} ⚠️ 止损单会立即触发(-2021)，视为已触发止损，立即执行市价平仓")
await self.close_position(symbol, reason='stop_loss')
return
logger.error(f"{symbol} 挂止损单失败: {e}")
sl_order = None
if sl_order:
logger.info(f"{symbol} ✓ 止损单已成功挂到交易所: {sl_order.get('algoId', 'N/A')}")