fix(account, binance_client, position_manager): 优化代码结构和异常处理
在多个模块中，调整了代码缩进和结构，提升了可读性和一致性。同时，增强了异常处理逻辑，确保在调用交易所API时能够正确捕获并记录错误信息。这一改动旨在提升系统的稳定性和风险控制能力，确保交易策略的有效性与安全性。
This commit is contained in:
薇薇安
parent
ff1d985859
commit
87c018594b
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@ -758,9 +758,9 @@ async def fetch_realtime_positions(account_id: int):
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matched = None
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for db_trade in db_trades:
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try:
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if abs(float(db_trade.get('entry_price', 0)) - entry_price) < 0.01:
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if abs(float(db_trade.get('entry_price', 0)) - entry_price) < 0.01:
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matched = db_trade
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break
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break
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except Exception:
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continue
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if matched is None:
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@ -938,8 +938,8 @@ async def close_position(symbol: str, account_id: int = Depends(get_account_id))
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# 兼容旧逻辑：如果原始接口异常，回退到封装方法
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if not nonzero_positions:
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try:
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positions = await client.get_open_positions()
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position = next((p for p in positions if p['symbol'] == symbol and float(p['positionAmt']) != 0), None)
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positions = await client.get_open_positions()
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position = next((p for p in positions if p['symbol'] == symbol and float(p['positionAmt']) != 0), None)
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if position:
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nonzero_positions = [(float(position["positionAmt"]), {"positionAmt": position["positionAmt"]})]
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except Exception:
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@ -1013,7 +1013,7 @@ async def close_position(symbol: str, account_id: int = Depends(get_account_id))
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if dual_side is None:
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if any(isinstance(p, dict) and (p.get("positionSide") in ("LONG", "SHORT")) for _, p in nonzero_positions):
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dual_side = True
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else:
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else:
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dual_side = False
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logger.info(f"{symbol} 持仓模式: {'HEDGE(对冲)' if dual_side else 'ONE-WAY(单向)'}")
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@ -1067,13 +1067,13 @@ async def close_position(symbol: str, account_id: int = Depends(get_account_id))
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oid = order.get("orderId")
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if oid:
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order_ids.append(oid)
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except Exception as order_error:
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error_msg = f"{symbol} 平仓失败：下单异常 - {str(order_error)}"
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logger.error(error_msg)
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logger.error(f" 错误类型: {type(order_error).__name__}")
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import traceback
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logger.error(f" 完整错误堆栈:\n{traceback.format_exc()}")
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raise HTTPException(status_code=500, detail=error_msg)
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except Exception as order_error:
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error_msg = f"{symbol} 平仓失败：下单异常 - {str(order_error)}"
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logger.error(error_msg)
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logger.error(f" 错误类型: {type(order_error).__name__}")
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import traceback
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logger.error(f" 完整错误堆栈:\n{traceback.format_exc()}")
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raise HTTPException(status_code=500, detail=error_msg)
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if not orders:
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raise HTTPException(status_code=400, detail=f"{symbol} 无可平仓的有效仓位（数量调整后为0或无持仓）")
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@ -1103,17 +1103,17 @@ async def close_position(symbol: str, account_id: int = Depends(get_account_id))
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try:
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# 1. 获取价格
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order_info = await client.client.futures_get_order(symbol=symbol, orderId=oid)
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if order_info:
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if order_info:
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p = float(order_info.get('avgPrice', 0)) or float(order_info.get('price', 0))
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if p <= 0 and order_info.get('fills'):
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total_qty = 0
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total_value = 0
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for fill in order_info.get('fills', []):
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qty = float(fill.get('qty', 0))
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price = float(fill.get('price', 0))
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total_qty += qty
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total_value += qty * price
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if total_qty > 0:
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total_qty = 0
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total_value = 0
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for fill in order_info.get('fills', []):
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qty = float(fill.get('qty', 0))
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price = float(fill.get('price', 0))
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total_qty += qty
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total_value += qty * price
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if total_qty > 0:
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p = total_value / total_qty
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if p > 0:
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exit_prices[oid] = p
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@ -1132,7 +1132,7 @@ async def close_position(symbol: str, account_id: int = Depends(get_account_id))
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exit_realized_pnls[oid] = total_realized_pnl
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exit_commissions[oid] = total_commission
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exit_commission_assets[oid] = "/".join(commission_assets) if commission_assets else None
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except Exception as e:
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except Exception as e:
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logger.warning(f"获取订单详情失败 (orderId={oid}): {e}")
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# 兜底：如果无法获取订单价格，使用当前价格
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@ -1150,8 +1150,8 @@ async def close_position(symbol: str, account_id: int = Depends(get_account_id))
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used_order_ids = set()
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for trade in open_trades:
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try:
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entry_price = float(trade['entry_price'])
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trade_quantity = float(trade['quantity'])
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entry_price = float(trade['entry_price'])
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trade_quantity = float(trade['quantity'])
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except Exception:
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continue
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@ -1171,24 +1171,24 @@ async def close_position(symbol: str, account_id: int = Depends(get_account_id))
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exit_price = fallback_exit_price or entry_price
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# 计算盈亏（数据库侧依旧按名义盈亏；收益率展示用保证金口径在前端/统计里另算）
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if trade['side'] == 'BUY':
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pnl = (exit_price - entry_price) * trade_quantity
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pnl_percent = ((exit_price - entry_price) / entry_price) * 100
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else:
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pnl = (entry_price - exit_price) * trade_quantity
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pnl_percent = ((entry_price - exit_price) / entry_price) * 100
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Trade.update_exit(
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trade_id=trade['id'],
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exit_price=exit_price,
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exit_reason='manual',
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pnl=pnl,
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pnl_percent=pnl_percent,
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if trade['side'] == 'BUY':
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pnl = (exit_price - entry_price) * trade_quantity
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pnl_percent = ((exit_price - entry_price) / entry_price) * 100
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else:
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pnl = (entry_price - exit_price) * trade_quantity
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pnl_percent = ((entry_price - exit_price) / entry_price) * 100
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Trade.update_exit(
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trade_id=trade['id'],
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exit_price=exit_price,
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exit_reason='manual',
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pnl=pnl,
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pnl_percent=pnl_percent,
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exit_order_id=chosen_oid,
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realized_pnl=exit_realized_pnls.get(chosen_oid),
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commission=exit_commissions.get(chosen_oid),
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commission_asset=exit_commission_assets.get(chosen_oid)
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)
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)
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logger.info(f"✓ 已更新数据库记录 trade_id={trade['id']} order_id={chosen_oid} (盈亏: {pnl:.2f} USDT, {pnl_percent:.2f}%)")
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logger.info(f"✓ {symbol} 平仓成功")
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@ -1839,15 +1839,15 @@ async def sync_positions(
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pass
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if not exit_price or exit_price <= 0:
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ticker = await client.get_ticker_24h(symbol)
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exit_price = float(ticker['price']) if ticker else entry_price
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ticker = await client.get_ticker_24h(symbol)
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exit_price = float(ticker['price']) if ticker else entry_price
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# 计算盈亏
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if trade['side'] == 'BUY':
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pnl = (exit_price - entry_price) * quantity
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else:
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pnl = (entry_price - exit_price) * quantity
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# 计算基于保证金的盈亏百分比
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leverage = float(trade.get('leverage', 10))
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entry_value = entry_price * quantity
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@ -282,7 +282,7 @@ class BinanceClient:
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# 连接前刷新API密钥（确保使用最新值，支持热更新）
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# 但如果 API 密钥为空（只用于获取公开行情），则跳过
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if self.api_key and self.api_secret:
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self._refresh_api_credentials()
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self._refresh_api_credentials()
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else:
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logger.info("BinanceClient: 使用公开 API（无需认证），只能获取行情数据")
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@ -322,7 +322,7 @@ class BinanceClient:
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# 验证API密钥权限（仅当提供了有效的 API key 时）
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if self.api_key and self.api_secret:
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await self._verify_api_permissions()
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await self._verify_api_permissions()
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else:
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logger.info("✓ 使用公开 API，跳过权限验证（只能获取行情数据）")
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@ -755,13 +755,13 @@ class BinanceClient:
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self._display_to_api_symbol.update(display_to_api)
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if display_to_api:
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logger.info(f"已映射 {len(display_to_api)} 个中文/非ASCII交易对到英文 symbol，均可正常下单")
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logger.info(f"获取到 {len(usdt_pairs)} 个USDT永续合约交易对")
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logger.info(f"获取到 {len(usdt_pairs)} 个USDT永续合约交易对")
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# 回写 DB 供下次使用
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try:
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await loop.run_in_executor(None, lambda: _save_exchange_info_to_db(exchange_info))
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except Exception as e:
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logger.debug("exchange_info 写入 DB 失败: %s", e)
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return usdt_pairs
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return usdt_pairs
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except asyncio.TimeoutError:
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if attempt < max_retries:
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@ -772,9 +772,9 @@ class BinanceClient:
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logger.error(f"获取交易对失败：{max_retries}次重试后仍然超时")
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return []
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except BinanceAPIException as e:
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except BinanceAPIException as e:
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logger.error(f"获取交易对失败（API错误）: {e}")
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return []
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return []
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except Exception as e:
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if attempt < max_retries:
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@ -870,7 +870,7 @@ class BinanceClient:
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from .market_ws_leader import KEY_KLINE_PREFIX
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shared_key = f"{KEY_KLINE_PREFIX}{symbol.upper()}:{interval.lower()}"
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# 使用较长的 TTL，因为这是共享缓存，多个账号都会使用
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ttl_map = {
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ttl_map = {
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'1m': 60, '3m': 120, '5m': 180, '15m': 300, '30m': 600,
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'1h': 900, '2h': 1800, '4h': 3600, '6h': 5400, '8h': 7200, '12h': 10800, '1d': 21600
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}
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@ -1292,7 +1292,7 @@ class BinanceClient:
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f"获取持仓: 过滤掉 {len(skipped_low)} 个名义价值 < {min_notional} USDT 的仓位 {skipped_low}，"
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"与仪表板不一致时可设 POSITION_MIN_NOTIONAL_USDT=0 或更小"
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)
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return open_positions
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return open_positions
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except (asyncio.TimeoutError, BinanceAPIException) as e:
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last_error = e
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# 如果是API异常，检查是否是网络相关或服务器错误
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@ -1389,7 +1389,7 @@ class BinanceClient:
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if isinstance(cached, dict) and ("tickSize" not in cached or "pricePrecision" not in cached):
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logger.info(f"{symbol} symbol_info 缓存缺少 tickSize/pricePrecision，自动刷新一次")
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else:
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return cached
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return cached
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# 2. 降级到进程内存（仅当 Redis 不可用时会有数据）
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if symbol in self._symbol_info_cache:
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cached_mem = self._symbol_info_cache[symbol]
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@ -1873,8 +1873,8 @@ class BinanceClient:
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position = positions[0]
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# 优先使用 API 返回的 leverage，不再限制必须有持仓
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leverage_bracket = position.get('leverage')
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if leverage_bracket:
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current_leverage = int(leverage_bracket)
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if leverage_bracket:
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current_leverage = int(leverage_bracket)
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except Exception as e:
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logger.debug(f"无法获取 {symbol} 的杠杆信息，使用默认值: {current_leverage}x ({e})")
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@ -2099,7 +2099,7 @@ class BinanceClient:
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if reduce_only:
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logger.warning(f"下单被拒绝 {symbol} {side}: ReduceOnly(-2022)（可能仓位已为0/方向腿不匹配），将由上层做幂等处理")
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else:
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logger.error(f"下单失败 {symbol} {side}: ReduceOnly 订单被拒绝 - {e}")
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logger.error(f"下单失败 {symbol} {side}: ReduceOnly 订单被拒绝 - {e}")
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elif "reduceOnly" in error_msg.lower() or "reduce only" in error_msg.lower():
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logger.error(f"下单失败 {symbol} {side}: ReduceOnly 相关错误 - {e}")
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logger.error(f" 错误码: {error_code}")
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@ -2677,8 +2677,8 @@ class BinanceClient:
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else:
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logger.error(f"设置杠杆请求超时 ({symbol} {target_leverage}x)，已重试 2 次仍失败")
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return 0
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except BinanceAPIException as e:
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error_msg = str(e).lower()
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except BinanceAPIException as e:
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error_msg = str(e).lower()
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logger.warning(f"设置杠杆 {target_leverage}x 失败: {e}，尝试降低杠杆...")
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# 如果是 leverage 相关错误，尝试降级
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if 'leverage' in error_msg or 'invalid' in error_msg or 'max' in error_msg:
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@ -2687,12 +2687,12 @@ class BinanceClient:
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continue
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try:
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await self.client.futures_change_leverage(symbol=symbol, leverage=fallback)
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logger.warning(
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logger.warning(
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f"{symbol} 杠杆降级成功: {target_leverage}x -> {fallback}x"
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)
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return fallback
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except (TimeoutError, asyncio.TimeoutError, BinanceAPIException):
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continue
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continue
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logger.error(f"设置杠杆最终失败: {symbol} (目标: {target_leverage}x)")
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return 0
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@ -3563,18 +3563,18 @@ class PositionManager:
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)
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logger.info(f" {symbol} [补建-手动] 使用交易所已有止损（保本/移动）sl={stop_loss_price}，不覆盖为初始止损 {initial_stop_loss}")
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else:
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stop_loss_price = self.risk_manager.get_stop_loss_price(
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entry_price, side, quantity, leverage,
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stop_loss_pct=stop_loss_pct_margin
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)
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stop_loss_price = self.risk_manager.get_stop_loss_price(
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entry_price, side, quantity, leverage,
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stop_loss_pct=stop_loss_pct_margin
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)
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initial_stop_loss = stop_loss_price
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if tp_from_ex is not None:
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take_profit_price = tp_from_ex
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else:
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take_profit_price = self.risk_manager.get_take_profit_price(
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entry_price, side, quantity, leverage,
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take_profit_pct=take_profit_pct_margin
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)
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take_profit_price = self.risk_manager.get_take_profit_price(
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entry_price, side, quantity, leverage,
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take_profit_pct=take_profit_pct_margin
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)
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position_info = {
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'symbol': symbol,
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