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薇薇安
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@ -312,6 +312,9 @@ DEFAULT_TRADING_CONFIG = {
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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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# ===== 仅币安有仓时的监管策略 =====
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# 当 SYNC_CREATE_MANUAL_ENTRY_RECORD=False 时，仍对「仅币安有仓且存在止损/止盈条件单」的持仓接入监控并补建记录（多为系统单）
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'SYNC_MONITOR_BINANCE_POSITIONS_WITH_SLTP': True,
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}
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def _get_trading_config():
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@ -1293,6 +1293,21 @@ class PositionManager:
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q = round(q, qty_precision)
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return max(0.0, q)
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async def _symbol_has_sltp_orders(self, symbol: str) -> bool:
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"""该交易对在交易所是否存在止损/止盈类条件单（用于识别「可能为系统单」的持仓）。"""
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try:
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for o in (await self.client.get_open_orders(symbol)) or []:
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t = str(o.get("type") or "").upper()
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if t in ("STOP_MARKET", "TAKE_PROFIT_MARKET", "STOP", "TAKE_PROFIT"):
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return True
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for o in (await self.client.futures_get_open_algo_orders(symbol, algo_type="CONDITIONAL")) or []:
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t = str(o.get("orderType") or o.get("type") or "").upper()
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if t in ("STOP_MARKET", "TAKE_PROFIT_MARKET", "STOP", "TAKE_PROFIT"):
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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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async def _ensure_exchange_sltp_orders(self, symbol: str, position_info: Dict, current_price: Optional[float] = None) -> None:
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"""
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在币安侧挂止损/止盈保护单（STOP_MARKET + TAKE_PROFIT_MARKET）。
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@ -2844,22 +2859,6 @@ class PositionManager:
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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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@ -2907,7 +2906,7 @@ class PositionManager:
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# 无法获取订单或 cid 为空（历史单/未带前缀）时不视为手动单，继续补建
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else:
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# 未配置前缀时，用「是否有止损/止盈单」区分
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if sync_recover_only_has_sltp and not (await _symbol_has_sltp(symbol)):
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if sync_recover_only_has_sltp and not (await self._symbol_has_sltp_orders(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 is_clearly_manual:
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@ -3146,18 +3145,25 @@ class PositionManager:
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logger.info(f"本地持仓记录: {len(active_symbols)} 个 ({', '.join(active_symbols) if active_symbols else '无'})")
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# 仅为本系统已有记录的持仓启动监控；若未开启「同步创建手动开仓记录」，则不为「仅币安有仓」创建临时记录或监控
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# 例外：SYNC_MONITOR_BINANCE_POSITIONS_WITH_SLTP=True 时，对「仅币安有仓且存在止损/止盈单」的视为可监管（多为系统单），补建并监控
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only_binance = binance_symbols - active_symbols
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if only_binance and not sync_create_manual:
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logger.info(f"跳过 {len(only_binance)} 个仅币安持仓的监控（SYNC_CREATE_MANUAL_ENTRY_RECORD=False）: {', '.join(only_binance)}")
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monitor_binance_with_sltp = config.TRADING_CONFIG.get("SYNC_MONITOR_BINANCE_POSITIONS_WITH_SLTP", True)
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if only_binance and not sync_create_manual and not monitor_binance_with_sltp:
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logger.info(f"跳过 {len(only_binance)} 个仅币安持仓的监控（SYNC_CREATE_MANUAL_ENTRY_RECORD=False 且 SYNC_MONITOR_BINANCE_POSITIONS_WITH_SLTP=False）: {', '.join(only_binance)}")
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for position in positions:
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symbol = position['symbol']
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if symbol not in self._monitor_tasks:
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# 若不在 active_positions 且未开启「同步创建手动开仓记录」，不创建临时记录、不为其启动监控
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# 若不在 active_positions：要么开启「同步创建手动开仓」则全部接入，要么仅对「有止损/止盈单」的接入（视为系统单）
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if symbol not in self.active_positions:
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if not sync_create_manual:
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has_sltp = await self._symbol_has_sltp_orders(symbol) if monitor_binance_with_sltp else False
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should_create = sync_create_manual or (monitor_binance_with_sltp and has_sltp)
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if not should_create:
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continue
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logger.warning(f"{symbol} 在币安有持仓但不在本地记录中，可能是手动开仓，尝试创建记录...")
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if sync_create_manual:
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logger.warning(f"{symbol} 在币安有持仓但不在本地记录中，可能是手动开仓，尝试创建记录...")
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else:
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logger.info(f"{symbol} 仅币安有仓且存在止损/止盈单，按系统单接入监控并补建记录")
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try:
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entry_price = position.get('entryPrice', 0)
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position_amt = position['positionAmt']
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@ -3195,6 +3201,7 @@ class PositionManager:
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take_profit_pct=take_profit_pct_margin
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)
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entry_reason = 'manual_entry_temp' if sync_create_manual else 'sync_recovered'
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position_info = {
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'symbol': symbol,
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'side': side,
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@ -3207,13 +3214,33 @@ class PositionManager:
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'takeProfit': take_profit_price,
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'initialStopLoss': stop_loss_price,
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'leverage': leverage,
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'entryReason': 'manual_entry_temp',
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'entryReason': entry_reason,
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'atr': None,
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'maxProfit': 0.0,
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'trailingStopActivated': False
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}
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if not sync_create_manual and DB_AVAILABLE and Trade:
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try:
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notional = float(entry_price) * quantity
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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=leverage,
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entry_reason="sync_recovered",
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entry_order_id=None,
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notional_usdt=notional,
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margin_usdt=(notional / leverage) if leverage else None,
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account_id=self.account_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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)
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position_info['tradeId'] = trade_id
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except Exception as db_e:
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logger.debug(f"{symbol} 补建 DB 记录失败（不影响监控）: {db_e}")
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self.active_positions[symbol] = position_info
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logger.info(f"{symbol} 已创建临时持仓记录用于监控")
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logger.info(f"{symbol} 已创建持仓记录用于监控" + (" (已写入 DB)" if position_info.get("tradeId") else ""))
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# 也为“现有持仓”补挂交易所保护单（重启/掉线更安全）
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try:
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mp = None
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