fix(config_manager, api, database, position_manager, user_data_stream): 增强配置管理和日志记录
在配置管理模块中，新增了 `ONLY_AUTO_TRADE_CREATES_RECORDS` 配置项，以控制自动开仓记录的写入行为。同时，在多个模块中优化了日志记录，确保在数据库操作和交易记录完善时提供更清晰的错误信息。这一改动旨在提升系统的稳定性和可维护性，确保交易策略的有效性与安全性。
This commit is contained in:
薇薇安
parent
ab100bdc23
commit
df2b8d6372
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@ -491,11 +491,17 @@ async def get_global_configs(
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"category": "strategy",
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"description": "是否启用移动止损（默认关闭，让利润奔跑）",
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},
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"ONLY_AUTO_TRADE_CREATES_RECORDS": {
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"value": True,
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"type": "boolean",
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"category": "position",
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"description": "为 True 时仅自动开仓写入 DB，不补建「仅币安有仓」；改为 False 并保持 SYNC_RECOVER_MISSING_POSITIONS=True 可使币安持仓与 DB 一致（补建缺失记录并挂 SL/TP）",
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},
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"SYNC_RECOVER_MISSING_POSITIONS": {
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"value": True,
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"type": "boolean",
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"category": "position",
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"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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"description": "同步时补建「币安有仓、DB 无记录」的交易记录（须 ONLY_AUTO_TRADE_CREATES_RECORDS=False 才生效）",
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},
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"SYNC_RECOVER_ONLY_WHEN_HAS_SLTP": {
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"value": True,
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@ -827,6 +827,7 @@ class ConfigManager:
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'MAX_DAILY_ENTRIES': eff_get('MAX_DAILY_ENTRIES', max_daily_default),
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# 同步/系统单标识（全局配置，账号可覆盖）
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'ONLY_AUTO_TRADE_CREATES_RECORDS': eff_get('ONLY_AUTO_TRADE_CREATES_RECORDS', True), # True=不补建「仅币安有仓」；False 时配合 SYNC_RECOVER 可补建
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'SYNC_RECOVER_MISSING_POSITIONS': eff_get('SYNC_RECOVER_MISSING_POSITIONS', True),
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'SYNC_RECOVER_ONLY_WHEN_HAS_SLTP': eff_get('SYNC_RECOVER_ONLY_WHEN_HAS_SLTP', True),
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'SYSTEM_ORDER_ID_PREFIX': eff_get('SYSTEM_ORDER_ID_PREFIX', 'SYS') or '',
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@ -888,7 +888,7 @@ class Trade:
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tuple(values)
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)
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except Exception as e:
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logger.warning(f"update_open_fields trade_id={trade_id} 失败: {e}")
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logger.error(f"[DB] update_open_fields trade_id={trade_id} 失败 (SL/TP 等未写入): {e}")
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@staticmethod
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def update_status(trade_id, status: str) -> bool:
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@ -899,7 +899,7 @@ class Trade:
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db.execute_update("UPDATE trades SET status = %s WHERE id = %s", (str(status).strip(), int(trade_id)))
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return True
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except Exception as e:
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logger.warning(f"update_status trade_id={trade_id} 失败: {e}")
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logger.error(f"[DB] update_status trade_id={trade_id} status={status} 失败: {e}")
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return False
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@staticmethod
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@ -1018,7 +1018,7 @@ class Trade:
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)
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return True
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except Exception as e:
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logger.warning(f"update_pending_to_filled 失败 client_order_id={client_order_id!r}: {e}")
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logger.error(f"[DB] update_pending_to_filled 失败 client_order_id={client_order_id!r} account_id={account_id}: {e}")
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return False
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@staticmethod
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60
docs/币安持仓与DB同步说明.md
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60
docs/币安持仓与DB同步说明.md
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@ -0,0 +1,60 @@
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# 币安持仓与 DB 同步说明
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当出现「币安有仓、数据库没有 open 记录」时，仪表盘/持仓列表会显示这些仓位没有 `id`、`stop_loss_price`、`take_profit_price`，且点「补挂止盈止损」依赖接口侧用配置比例计算（已支持无 DB 补挂）。若希望**在 trading_system 里为这些仓位补建 DB 记录**，并自动挂止损止盈、纳入监控，需正确配置以下项。
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## 为何会“跳过补建”
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逻辑顺序：
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1. **ONLY_AUTO_TRADE_CREATES_RECORDS**（默认 `True`）
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为 True 时表示「只允许自动开仓写入 DB」，会**强制关闭**补建与手动开仓建记录，即：
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- `SYNC_RECOVER_MISSING_POSITIONS` 被置为 False
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- `SYNC_CREATE_MANUAL_ENTRY_RECORD` 被置为 False
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因此日志会看到“已跳过自动创建交易记录”。
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2. **SYNC_RECOVER_MISSING_POSITIONS**（默认 `True`）
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为 True 时，在**未**被上一条关闭的前提下，会对「币安有仓、DB 无 open」的 symbol 做**补建**：写 DB、挂 SL/TP、纳入监控。
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## 让币安持仓与 DB 一致（推荐配置）
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目标：让那 15 个（或更多）「仅币安有仓」的持仓在下次同步时自动写入 DB、挂止损止盈并进入监控。
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1. **ONLY_AUTO_TRADE_CREATES_RECORDS = False**
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允许同步/补建时创建 DB 记录（必改，否则补建永远关闭）。
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2. **SYNC_RECOVER_MISSING_POSITIONS = True**
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开启「补建缺失持仓」（通常已是 True，只要没被上一条覆盖即可）。
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3. 修改方式：
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- **推荐**：在**后台配置/仪表盘**的「持仓」类配置中，将 `ONLY_AUTO_TRADE_CREATES_RECORDS` 设为 `false`（保存后会写入 Redis，trading_system 下次拉取配置即生效）。
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- 或直接在 Redis / 数据库配置表中把 `ONLY_AUTO_TRADE_CREATES_RECORDS` 设为 false。
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- 若策略从本地 `config.py` 读配置，则在该处将 `ONLY_AUTO_TRADE_CREATES_RECORDS` 设为 False。
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4. **重启 trading_system** 或等待下一次持仓同步（例如定时 sync 或启动时 sync），即可对当前「币安有、DB 无」的持仓执行补建。
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补建时会：
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- 为每个 symbol 创建一条 open 交易记录（`entry_reason` 为 `sync_recovered` 或 `sync_recovered_unknown_origin`）；
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- 先读交易所已有止损/止盈（若有且已达保本则沿用），否则用配置的 `STOP_LOSS_PERCENT` / `TAKE_PROFIT_PERCENT` 计算并挂单；
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- 将仓位加入内存监控（保本/移动止损等）。
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## 可选配置
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- **SYNC_RECOVER_ONLY_WHEN_HAS_SLTP**（默认 True）
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未配置 `SYSTEM_ORDER_ID_PREFIX` 时：仅对「已有止损/止盈单」的持仓补建。若希望**无 SL/TP 的仓位也补建**，可设为 False。
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- **SYSTEM_ORDER_ID_PREFIX**
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若配置了系统单前缀（如 `SYS`），补建会尝试用开仓订单的 `clientOrderId` 识别是否为本系统单；无论是否带前缀，当前逻辑都会**一律补建并挂 SL/TP**（不再因“来历不明”或“无 SL/TP”跳过）。
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- **SYNC_CREATE_MANUAL_ENTRY_RECORD**（默认 False）
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仅当 `sync_recover` 为 False 时生效：为 True 时会对「仅币安有仓」走另一条「手动开仓」建记录分支。通常只要把 `ONLY_AUTO_TRADE_CREATES_RECORDS=False` 且 `SYNC_RECOVER_MISSING_POSITIONS=True` 即可，不必单独开这个。
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## 日志说明
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- 若看到：
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`因 ONLY_AUTO_TRADE_CREATES_RECORDS=True 已关闭补建，共 N 个仅币安持仓未写入 DB。`
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表示当前配置不允许补建，按上文把 `ONLY_AUTO_TRADE_CREATES_RECORDS` 设为 False 并保证 `SYNC_RECOVER_MISSING_POSITIONS=True` 即可。
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- 若看到：
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`→ 补建缺失持仓：一律写入 DB、自动挂止损止盈并纳入监控`
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表示补建已开启，下次同步会对缺失的 symbol 执行补建。
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@ -74,12 +74,20 @@ async def reconcile_pending_with_binance(client, account_id: int, limit: int = 5
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if ok:
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reconciled += 1
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logger.info(
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f"[账号{account_id}] pending 对账: {symbol} client_order_id={client_order_id!r} "
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f"[DB] [账号{account_id}] pending 对账: {symbol} client_order_id={client_order_id!r} "
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f"已完善为 open (orderId={order_id} 成交价={ap_f:.4f} 数量={z_f:.4f})"
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)
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else:
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logger.warning(
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f"[DB] [账号{account_id}] pending 对账完善失败 symbol={symbol} client_order_id={client_order_id!r} orderId={order_id} "
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f"(可能无对应 pending 或已非 pending 状态)"
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)
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except Exception as e:
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logger.debug(f"[账号{account_id}] pending 对账单条失败: {e}")
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logger.error(
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f"[DB] [账号{account_id}] pending 对账单条异常 symbol={symbol} client_order_id={client_order_id!r} "
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f"error_type={type(e).__name__} error={e}"
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)
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return reconciled
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except Exception as e:
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logger.debug(f"[账号{account_id}] pending 对账失败: {e}")
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logger.error(f"[DB] [账号{account_id}] pending 对账异常 error_type={type(e).__name__} error={e}")
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return 0
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@ -497,6 +497,7 @@ class PositionManager:
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pending_trade_id = None
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if DB_AVAILABLE and Trade:
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try:
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logger.info(f"[DB] {symbol} 写入 pending 记录 client_order_id={client_order_id!r} (保证与下单一致性)")
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pending_trade_id = Trade.create(
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symbol=symbol,
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side=side,
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@ -517,9 +518,17 @@ class PositionManager:
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entry_context=entry_context,
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status="pending",
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)
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logger.debug(f"{symbol} 已落库 pending 记录 (client_order_id={client_order_id!r}, id={pending_trade_id})")
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logger.info(f"[DB] {symbol} pending 已落库 id={pending_trade_id} client_order_id={client_order_id!r}")
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except Exception as e:
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logger.warning(f"{symbol} 创建 pending 记录失败: {e}")
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logger.error(
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f"[DB] {symbol} 创建 pending 记录失败，将导致后续无法按 client_order_id 完善，易产生补单: "
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f"client_order_id={client_order_id!r} error_type={type(e).__name__} error={e}"
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)
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_log_trade_db_failure(
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symbol=symbol, entry_order_id=None, side=side, quantity=quantity, entry_price=entry_price,
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account_id=self.account_id, reason="pending_create_failed",
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error_type=type(e).__name__, error_message=str(e)
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)
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pending_trade_id = None
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if not smart_entry_enabled:
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@ -538,7 +547,12 @@ class PositionManager:
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)
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if not order:
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if pending_trade_id and DB_AVAILABLE and Trade:
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Trade.update_status(pending_trade_id, "cancelled")
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try:
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ok = Trade.update_status(pending_trade_id, "cancelled")
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if not ok:
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logger.error(f"[DB] {symbol} 下单失败后更新 pending 为 cancelled 失败 trade_id={pending_trade_id}")
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except Exception as ex:
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logger.error(f"[DB] {symbol} 下单失败后更新 pending 为 cancelled 异常 trade_id={pending_trade_id} error={ex}")
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return None
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entry_order_id = order.get("orderId")
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if entry_order_id:
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@ -558,7 +572,12 @@ class PositionManager:
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)
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if not order:
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if pending_trade_id and DB_AVAILABLE and Trade:
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Trade.update_status(pending_trade_id, "cancelled")
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try:
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ok = Trade.update_status(pending_trade_id, "cancelled")
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if not ok:
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logger.error(f"[DB] {symbol} 智能入场首单失败后更新 pending 为 cancelled 失败 trade_id={pending_trade_id}")
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except Exception as ex:
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logger.error(f"[DB] {symbol} 智能入场首单失败后更新 pending 为 cancelled 异常 trade_id={pending_trade_id} error={ex}")
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return None
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entry_order_id = order.get("orderId")
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if entry_order_id:
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@ -644,7 +663,12 @@ class PositionManager:
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)
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if not order:
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if pending_trade_id and DB_AVAILABLE and Trade:
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Trade.update_status(pending_trade_id, "cancelled")
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try:
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ok = Trade.update_status(pending_trade_id, "cancelled")
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if not ok:
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logger.error(f"[DB] {symbol} 追价下单失败后更新 pending 为 cancelled 失败 trade_id={pending_trade_id}")
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except Exception as ex:
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logger.error(f"[DB] {symbol} 追价下单失败后更新 pending 为 cancelled 异常 trade_id={pending_trade_id} error={ex}")
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self._pending_entry_orders.pop(symbol, None)
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return None
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entry_order_id = order.get("orderId")
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@ -837,22 +861,32 @@ class PositionManager:
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row = Trade.get_by_client_order_id(client_order_id, self.account_id)
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trade_id = row.get("id") if row else None
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if trade_id:
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Trade.update_open_fields(
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trade_id,
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stop_loss_price=stop_loss_price,
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take_profit_price=take_profit_price,
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take_profit_1=take_profit_1,
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take_profit_2=take_profit_2,
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notional_usdt=notional_usdt,
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margin_usdt=margin_usdt,
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entry_context=entry_context,
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atr=atr,
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)
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logger.info(f"✓ {symbol} 已完善 pending 记录 (ID: {trade_id}, 订单号: {entry_order_id}, 成交价: {entry_price:.4f}, 成交数量: {quantity:.4f})")
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try:
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Trade.update_open_fields(
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trade_id,
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stop_loss_price=stop_loss_price,
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take_profit_price=take_profit_price,
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take_profit_1=take_profit_1,
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take_profit_2=take_profit_2,
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notional_usdt=notional_usdt,
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margin_usdt=margin_usdt,
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entry_context=entry_context,
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atr=atr,
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)
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logger.info(f"[DB] {symbol} 已完善 pending→open (ID: {trade_id}, orderId: {entry_order_id}, 成交价: {entry_price:.4f}, 数量: {quantity:.4f})")
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except Exception as of_ex:
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logger.error(f"[DB] {symbol} 完善 open 字段失败 trade_id={trade_id} (SL/TP/notional 等未写入): {of_ex}")
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else:
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logger.error(
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f"[DB] {symbol} 完善 pending→open 失败，将走新建兜底或依赖补单: "
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f"client_order_id={client_order_id!r} entry_order_id={entry_order_id}"
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)
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elif row and str(row.get("status")) != "pending":
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logger.debug(f"[DB] {symbol} 已有非 pending 记录 status={row.get('status')}，将新建或跳过")
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if trade_id is None:
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# 无 pending 或未匹配到：走新建（兜底）
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logger.info(f"正在保存 {symbol} 交易记录到数据库...")
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fallback_client_order_id = (order.get("clientOrderId") if order else None) or client_order_id
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logger.info(f"[DB] {symbol} 无 pending 记录，新建 open 记录 client_order_id={fallback_client_order_id!r} entry_order_id={entry_order_id}")
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# 如果 REST 已获取到 entry_order_id，直接写入；否则留空，等待 WS 推送或后续同步补全
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trade_id = Trade.create(
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symbol=symbol,
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@ -893,7 +927,7 @@ class PositionManager:
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logger.info(f"✓ {symbol} 已通过 REST 补全 entry_order_id: {found_order_id}")
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break
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except Exception as e:
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logger.debug(f"{symbol} REST 补全 entry_order_id 失败: {e}")
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logger.warning(f"[DB] {symbol} REST 补全 entry_order_id 失败 trade_id={trade_id}: {e}")
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except Exception as e:
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logger.error(f"❌ 保存交易记录到数据库失败: {e}")
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logger.error(f" 错误类型: {type(e).__name__}")
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@ -906,14 +940,14 @@ class PositionManager:
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)
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return None
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elif not DB_AVAILABLE:
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logger.debug(f"数据库不可用，跳过保存 {symbol} 交易记录")
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logger.error(f"[DB] 数据库不可用，无法保存成交记录 symbol={symbol} entry_order_id={entry_order_id} client_order_id={client_order_id!r}，将依赖补单")
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_log_trade_db_failure(
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symbol=symbol, entry_order_id=entry_order_id, side=side,
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quantity=quantity, entry_price=entry_price, account_id=self.account_id,
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reason="DB_AVAILABLE=False"
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)
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elif not Trade:
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logger.warning(f"Trade模型未导入，无法保存 {symbol} 交易记录")
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logger.error(f"[DB] Trade 模型未导入，无法保存成交记录 symbol={symbol} entry_order_id={entry_order_id}，将依赖补单")
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_log_trade_db_failure(
|
||||
symbol=symbol, entry_order_id=entry_order_id, side=side,
|
||||
quantity=quantity, entry_price=entry_price, account_id=self.account_id,
|
||||
|
|
@ -3236,11 +3270,16 @@ class PositionManager:
|
|||
sync_recover = config.TRADING_CONFIG.get("SYNC_RECOVER_MISSING_POSITIONS", True)
|
||||
sync_recover_only_has_sltp = config.TRADING_CONFIG.get("SYNC_RECOVER_ONLY_WHEN_HAS_SLTP", True)
|
||||
# 订单统一由自动下单入 DB：同步/持仓 sync 不创建新记录，仅 WS 与自动开仓写库
|
||||
if config.TRADING_CONFIG.get("ONLY_AUTO_TRADE_CREATES_RECORDS", True):
|
||||
only_auto_creates = config.TRADING_CONFIG.get("ONLY_AUTO_TRADE_CREATES_RECORDS", True)
|
||||
if only_auto_creates:
|
||||
sync_recover = False
|
||||
sync_create_manual = False
|
||||
if missing_in_db:
|
||||
logger.debug(f"[账号{self.account_id}] ONLY_AUTO_TRADE_CREATES_RECORDS=True，跳过补建/手动开仓创建 ({len(missing_in_db)} 个仅币安持仓)")
|
||||
logger.info(
|
||||
f"[账号{self.account_id}] 因 ONLY_AUTO_TRADE_CREATES_RECORDS=True 已关闭补建，"
|
||||
f"共 {len(missing_in_db)} 个仅币安持仓未写入 DB。"
|
||||
" 若要让币安与 DB 一致，请设 ONLY_AUTO_TRADE_CREATES_RECORDS=False 且 SYNC_RECOVER_MISSING_POSITIONS=True，然后重启或等待下次同步。"
|
||||
)
|
||||
|
||||
if sync_recover:
|
||||
system_order_prefix = (config.TRADING_CONFIG.get("SYSTEM_ORDER_ID_PREFIX") or "").strip()
|
||||
|
|
@ -3262,10 +3301,28 @@ class PositionManager:
|
|||
notional = quantity * entry_price
|
||||
if notional < 1.0:
|
||||
continue
|
||||
# 补建时尽量拿到 entry_order_id：优先按时间范围查开仓订单并用 clientOrderId 前缀锁定本系统单，避免拿错/拿不到
|
||||
# 补建时尽量拿到 entry_order_id：优先用 WS 缓存的 FILLED 消息（基于消息补建），否则按时间范围查开仓订单
|
||||
entry_order_id = None
|
||||
client_order_id_sync = None
|
||||
if system_order_prefix:
|
||||
try:
|
||||
rc = getattr(self.client, "redis_cache", None)
|
||||
if rc:
|
||||
cache_key = f"ats:filled_open_orders:{self.account_id}"
|
||||
cached = await rc.hget(cache_key, symbol)
|
||||
if cached and isinstance(cached, dict):
|
||||
cs = (cached.get("side") or "").strip().upper()
|
||||
ap = float(cached.get("avgPrice") or 0)
|
||||
eq = float(cached.get("executedQty") or 0)
|
||||
if (cs == side and ap > 0
|
||||
and abs(ap - entry_price) / max(entry_price, 1e-9) < 0.01
|
||||
and abs(eq - quantity) < 1e-6):
|
||||
entry_order_id = cached.get("orderId")
|
||||
client_order_id_sync = (cached.get("clientOrderId") or "").strip() or None
|
||||
if entry_order_id:
|
||||
logger.debug(f" {symbol} 补建从 WS 缓存 FILLED 取得 orderId={entry_order_id}, clientOrderId={client_order_id_sync!r}")
|
||||
except Exception as e:
|
||||
logger.debug(f" {symbol} 补建读 WS 缓存失败: {e}")
|
||||
if system_order_prefix and entry_order_id is None:
|
||||
try:
|
||||
end_ms = int(time.time() * 1000)
|
||||
start_ms = end_ms - (24 * 3600 * 1000)
|
||||
|
|
@ -3384,21 +3441,34 @@ class PositionManager:
|
|||
entry_time_ts = int(same_side[0].get("time", 0)) // 1000
|
||||
except Exception:
|
||||
pass
|
||||
trade_id = Trade.create(
|
||||
symbol=symbol,
|
||||
side=side,
|
||||
quantity=quantity,
|
||||
entry_price=entry_price,
|
||||
leverage=binance_position.get("leverage", 10),
|
||||
entry_reason=entry_reason_sync,
|
||||
entry_order_id=entry_order_id,
|
||||
client_order_id=client_order_id_sync,
|
||||
notional_usdt=notional,
|
||||
margin_usdt=(notional / float(binance_position.get("leverage", 10) or 10)) if float(binance_position.get("leverage", 10) or 0) > 0 else None,
|
||||
account_id=self.account_id,
|
||||
entry_time=entry_time_ts,
|
||||
)
|
||||
logger.info(f" ✓ {symbol} [状态同步] 已补建交易记录 (ID: {trade_id}, orderId: {entry_order_id or '-'}, entry_reason={entry_reason_sync})")
|
||||
try:
|
||||
trade_id = Trade.create(
|
||||
symbol=symbol,
|
||||
side=side,
|
||||
quantity=quantity,
|
||||
entry_price=entry_price,
|
||||
leverage=binance_position.get("leverage", 10),
|
||||
entry_reason=entry_reason_sync,
|
||||
entry_order_id=entry_order_id,
|
||||
client_order_id=client_order_id_sync,
|
||||
notional_usdt=notional,
|
||||
margin_usdt=(notional / float(binance_position.get("leverage", 10) or 10)) if float(binance_position.get("leverage", 10) or 0) > 0 else None,
|
||||
account_id=self.account_id,
|
||||
entry_time=entry_time_ts,
|
||||
)
|
||||
logger.info(f" ✓ [DB] {symbol} [状态同步] 补建记录已落库 ID={trade_id} orderId={entry_order_id or '-'} entry_reason={entry_reason_sync}")
|
||||
except Exception as create_ex:
|
||||
logger.error(
|
||||
f" [DB] {symbol} [状态同步] 补建写入 DB 失败，该持仓将无法纳入监控: "
|
||||
f"orderId={entry_order_id} error_type={type(create_ex).__name__} error={create_ex}"
|
||||
)
|
||||
_log_trade_db_failure(
|
||||
symbol=symbol, entry_order_id=entry_order_id, side=side, quantity=quantity,
|
||||
entry_price=entry_price, account_id=self.account_id,
|
||||
reason="sync_recover_create_failed",
|
||||
error_type=type(create_ex).__name__, error_message=str(create_ex)
|
||||
)
|
||||
raise
|
||||
ticker = await self.client.get_ticker_24h(symbol)
|
||||
current_price = ticker["price"] if ticker else entry_price
|
||||
lev = float(binance_position.get("leverage", 10))
|
||||
|
|
@ -3455,9 +3525,8 @@ class PositionManager:
|
|||
logger.warning(f" ✗ {symbol} [状态同步] 补建失败: {e}")
|
||||
elif not sync_create_manual:
|
||||
logger.info(
|
||||
f"[账号{self.account_id}] → 已跳过自动创建交易记录（SYNC_CREATE_MANUAL_ENTRY_RECORD=False, "
|
||||
"SYNC_RECOVER_MISSING_POSITIONS 未开启）。"
|
||||
" 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）。"
|
||||
f"[账号{self.account_id}] → 已跳过自动创建交易记录（SYNC_RECOVER_MISSING_POSITIONS 未开启或 ONLY_AUTO_TRADE_CREATES_RECORDS=True）。"
|
||||
" 若要让币安持仓与 DB 一致：设 ONLY_AUTO_TRADE_CREATES_RECORDS=False、SYNC_RECOVER_MISSING_POSITIONS=True，重启或等待下次同步。"
|
||||
)
|
||||
elif sync_create_manual:
|
||||
# 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）
|
||||
|
|
@ -3510,21 +3579,33 @@ class PositionManager:
|
|||
except Exception:
|
||||
pass
|
||||
# 创建数据库记录（显式传入 account_id、真实开仓时间）
|
||||
trade_id = Trade.create(
|
||||
symbol=symbol,
|
||||
side=side,
|
||||
quantity=quantity,
|
||||
entry_price=entry_price,
|
||||
leverage=binance_position.get('leverage', 10),
|
||||
entry_reason='manual_entry', # 标记为手动开仓
|
||||
entry_order_id=entry_order_id,
|
||||
notional_usdt=notional,
|
||||
margin_usdt=(notional / float(binance_position.get('leverage', 10) or 10)) if float(binance_position.get('leverage', 10) or 0) > 0 else None,
|
||||
account_id=self.account_id,
|
||||
entry_time=entry_time_ts,
|
||||
)
|
||||
|
||||
logger.info(f"{symbol} [状态同步] ✓ 数据库记录已创建 (ID: {trade_id})")
|
||||
try:
|
||||
trade_id = Trade.create(
|
||||
symbol=symbol,
|
||||
side=side,
|
||||
quantity=quantity,
|
||||
entry_price=entry_price,
|
||||
leverage=binance_position.get('leverage', 10),
|
||||
entry_reason='manual_entry', # 标记为手动开仓
|
||||
entry_order_id=entry_order_id,
|
||||
notional_usdt=notional,
|
||||
margin_usdt=(notional / float(binance_position.get('leverage', 10) or 10)) if float(binance_position.get('leverage', 10) or 0) > 0 else None,
|
||||
account_id=self.account_id,
|
||||
entry_time=entry_time_ts,
|
||||
)
|
||||
logger.info(f"[DB] {symbol} [状态同步] 手动开仓记录已落库 ID={trade_id} orderId={entry_order_id or '-'}")
|
||||
except Exception as create_ex:
|
||||
logger.error(
|
||||
f"[DB] {symbol} [状态同步] 手动开仓写入 DB 失败: "
|
||||
f"orderId={entry_order_id} error_type={type(create_ex).__name__} error={create_ex}"
|
||||
)
|
||||
_log_trade_db_failure(
|
||||
symbol=symbol, entry_order_id=entry_order_id, side=side, quantity=quantity,
|
||||
entry_price=entry_price, account_id=self.account_id,
|
||||
reason="manual_entry_create_failed",
|
||||
error_type=type(create_ex).__name__, error_message=str(create_ex)
|
||||
)
|
||||
continue
|
||||
|
||||
# 创建本地持仓记录（用于监控）
|
||||
ticker = await self.client.get_ticker_24h(symbol)
|
||||
|
|
|
|||
|
|
@ -543,18 +543,44 @@ class UserDataStream:
|
|||
client_order_id, self.account_id, order_id, ap_f, z_f
|
||||
)
|
||||
if updated:
|
||||
logger.info(f"UserDataStream: 开仓成交已完善 client_order_id={client_order_id!r} orderId={order_id} symbol={symbol!r} 成交价={ap_f} 数量={z_f}")
|
||||
logger.info(f"[DB] UserDataStream: 开仓 FILLED 已完善 pending→open client_order_id={client_order_id!r} orderId={order_id} symbol={symbol!r} 成交价={ap_f} 数量={z_f}")
|
||||
else:
|
||||
logger.debug(f"UserDataStream: 开仓成交完善失败（可能无 pending 记录或已完善）client_order_id={client_order_id!r} orderId={order_id}")
|
||||
logger.warning(
|
||||
f"[DB] UserDataStream: 开仓 FILLED 完善失败（无 pending 或已完善，易导致补单）"
|
||||
f" client_order_id={client_order_id!r} orderId={order_id} symbol={symbol!r}"
|
||||
)
|
||||
else:
|
||||
# 无 clientOrderId 时用 orderId 兜底：若该 symbol+account 下仅有一条 pending 且无 entry_order_id，则用本订单号完善
|
||||
updated = Trade.update_pending_by_entry_order_id(symbol, self.account_id, order_id, ap_f, z_f)
|
||||
if updated:
|
||||
logger.info(f"UserDataStream: 开仓成交已用 orderId 兜底完善 orderId={order_id} symbol={symbol!r} 成交价={ap_f} 数量={z_f}")
|
||||
logger.info(f"[DB] UserDataStream: 开仓 FILLED 已用 orderId 兜底完善 orderId={order_id} symbol={symbol!r} 成交价={ap_f} 数量={z_f}")
|
||||
else:
|
||||
logger.debug(f"UserDataStream: 开仓订单 FILLED 但无 clientOrderId，且兜底未匹配到唯一 pending orderId={order_id} symbol={symbol!r}")
|
||||
logger.warning(
|
||||
f"[DB] UserDataStream: 开仓 FILLED 无 clientOrderId 且兜底未匹配到 pending orderId={order_id} symbol={symbol!r}，将依赖补单"
|
||||
)
|
||||
except Exception as ex:
|
||||
logger.warning(f"UserDataStream: 开仓成交完善失败 orderId={order_id}: {ex}")
|
||||
logger.error(
|
||||
f"[DB] UserDataStream: 开仓 FILLED 完善 DB 异常 symbol={symbol!r} orderId={order_id} client_order_id={client_order_id!r} "
|
||||
f"error_type={type(ex).__name__} error={ex}"
|
||||
)
|
||||
# 开仓 FILLED 写入缓存，供补建时优先基于消息匹配（避免仅依赖 REST 历史）
|
||||
try:
|
||||
rc = getattr(self.client, "redis_cache", None)
|
||||
if rc and symbol:
|
||||
side = (o.get("S") or "").strip().upper()
|
||||
cache_key = f"ats:filled_open_orders:{self.account_id}"
|
||||
payload = {
|
||||
"orderId": order_id,
|
||||
"clientOrderId": client_order_id,
|
||||
"side": side,
|
||||
"avgPrice": ap_f,
|
||||
"executedQty": z_f,
|
||||
"time_ms": event_time_ms or int(time.time() * 1000),
|
||||
}
|
||||
await rc.hset(cache_key, symbol, payload, ttl=86400 * 2)
|
||||
logger.debug(f"UserDataStream: 开仓 FILLED 已写入缓存 symbol={symbol!r} orderId={order_id} 供补建使用")
|
||||
except Exception as ex:
|
||||
logger.debug(f"UserDataStream: 开仓 FILLED 写缓存失败 orderId={order_id}: {ex}")
|
||||
else:
|
||||
# 平仓成交（reduceOnly）：优先从 Redis 取 entry_order_id（ALGO_UPDATE 可能先到并已缓存）
|
||||
exit_entry_order_id = None
|
||||
|
|
|
|||
Loading…
Reference in New Issue
Block a user