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trading_system/binance_client.py

@@ -1849,7 +1849,7 @@ class BinanceClient:
             logger.debug(f"  堆栈跟踪: {traceback.format_exc()}")
             return None
     
-    async def set_leverage(self, symbol: str, leverage: int = 10) -> bool:
+    async def set_leverage(self, symbol: str, leverage: int = 10) -> int:
         """
         设置杠杆倍数
         如果设置失败（比如超过交易对支持的最大杠杆），会自动降低杠杆重试
@@ -1859,41 +1859,44 @@ class BinanceClient:
             leverage: 杠杆倍数（可为 int 或 float，内部会转为 int）
 
         Returns:
-            是否成功
+            成功设置的杠杆倍数，如果失败返回 0
         """
-        leverage = int(leverage)  # 币安 API 要求整数；动态杠杆可能传入 float
+        target_leverage = int(leverage)  # 币安 API 要求整数
         symbol = self._resolve_api_symbol(symbol)
         if not symbol:
             logger.error(f"❌ 设置杠杆请求 symbol 为空")
-            import traceback
-            logger.error(f"  调用堆栈:\n{traceback.format_exc()}")
-            return False
+            return 0
 
+        # 定义降级尝试序列（如果目标杠杆失败，依次尝试这些标准倍数）
+        # 必须确保序列中的值小于 target_leverage
+        fallback_levels = [50, 20, 10, 5, 3, 2, 1]
+        
+        # 第一次尝试：目标杠杆
         try:
-            await self.client.futures_change_leverage(symbol=symbol, leverage=leverage)
-            logger.info(f"设置杠杆成功: {symbol} {leverage}x")
-            return True
+            await self.client.futures_change_leverage(symbol=symbol, leverage=target_leverage)
+            logger.info(f"设置杠杆成功: {symbol} {target_leverage}x")
+            return target_leverage
         except BinanceAPIException as e:
             error_msg = str(e).lower()
-            # 如果错误信息包含杠杆相关的内容，尝试降低杠杆
-            if 'leverage' in error_msg or 'invalid' in error_msg:
-                # 尝试降低杠杆（每次降低5倍，最低到1倍）
-                for reduced_leverage in range(leverage - 5, 0, -5):
-                    if reduced_leverage < 1:
-                        reduced_leverage = 1
-                    try:
-                        await self.client.futures_change_leverage(symbol=symbol, leverage=reduced_leverage)
-                        logger.warning(
-                            f"{symbol} 杠杆 {leverage}x 设置失败，已自动降低为 {reduced_leverage}x "
-                            f"(原因: {e})"
-                        )
-                        return True
-                    except BinanceAPIException:
-                        if reduced_leverage <= 1:
-                            break
+            logger.warning(f"设置杠杆 {target_leverage}x 失败: {e}，尝试降低杠杆...")
+            
+            # 如果是 leverage 相关错误，尝试降级
+            if 'leverage' in error_msg or 'invalid' in error_msg or 'max' in error_msg:
+                for fallback in fallback_levels:
+                    if fallback >= target_leverage:
                         continue
-            logger.error(f"设置杠杆失败: {symbol} {leverage}x, 错误: {e}")
-            return False
+                        
+                    try:
+                        await self.client.futures_change_leverage(symbol=symbol, leverage=fallback)
+                        logger.warning(
+                            f"{symbol} 杠杆降级成功: {target_leverage}x -> {fallback}x"
+                        )
+                        return fallback
+                    except BinanceAPIException:
+                        continue
+            
+            logger.error(f"设置杠杆最终失败: {symbol} (目标: {target_leverage}x)")
+            return 0
     
     def get_realtime_price(self, symbol: str) -> Optional[float]:
         """

trading_system/position_manager.py

@@ -215,7 +215,16 @@ class PositionManager:
                 return None
 
             # 设置杠杆（确保为 int，避免动态杠杆传入 float 导致 API/range 报错）
-            await self.client.set_leverage(symbol, int(leverage))
+            actual_leverage = await self.client.set_leverage(symbol, int(leverage))
+            
+            if actual_leverage <= 0:
+                logger.error(f"{symbol} 无法设置有效杠杆，跳过开仓")
+                return None
+            
+            # 使用实际生效的杠杆（可能被降级）
+            if actual_leverage != int(leverage):
+                logger.warning(f"{symbol} 杠杆被调整: {int(leverage)}x -> {actual_leverage}x")
+                leverage = actual_leverage
 
             # 计算仓位大小（传入实际使用的杠杆）
             # ⚠️ 优化：先估算止损价格，用于固定风险百分比计算
@@ -299,8 +308,11 @@ class PositionManager:
             if quantity is not None and adjusted_leverage is not None and adjusted_leverage != leverage:
                 logger.info(f"{symbol} 风险控制调整杠杆: {leverage}x -> {adjusted_leverage}x (适应宽止损)")
                 try:
-                    await self.client.set_leverage(symbol, int(adjusted_leverage))
-                    leverage = adjusted_leverage
+                    new_lev = await self.client.set_leverage(symbol, int(adjusted_leverage))
+                    if new_lev > 0:
+                        leverage = new_lev
+                    else:
+                        logger.warning(f"{symbol} 调整杠杆失败，保持 {leverage}x")
                 except Exception as e:
                     logger.error(f"{symbol} 调整杠杆失败: {e}，将使用原杠杆 {leverage}x 继续")