1

trading_system/config.py

@@ -312,6 +312,9 @@ DEFAULT_TRADING_CONFIG = {
     # ===== 系统单标识（用于同步时区分本系统开仓 vs 手动开仓）=====
     # 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
     'SYSTEM_ORDER_ID_PREFIX': 'SYS',
+    # ===== 仅币安有仓时的监管策略 =====
+    # 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）
+    'SYNC_MONITOR_BINANCE_POSITIONS_WITH_SLTP': True,
 }
 
 def _get_trading_config():

trading_system/position_manager.py

@@ -1293,6 +1293,21 @@ class PositionManager:
         q = round(q, qty_precision)
         return max(0.0, q)
 
+    async def _symbol_has_sltp_orders(self, symbol: str) -> bool:
+        """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）。"""
+        try:
+            for o in (await self.client.get_open_orders(symbol)) or []:
+                t = str(o.get("type") or "").upper()
+                if t in ("STOP_MARKET", "TAKE_PROFIT_MARKET", "STOP", "TAKE_PROFIT"):
+                    return True
+            for o in (await self.client.futures_get_open_algo_orders(symbol, algo_type="CONDITIONAL")) or []:
+                t = str(o.get("orderType") or o.get("type") or "").upper()
+                if t in ("STOP_MARKET", "TAKE_PROFIT_MARKET", "STOP", "TAKE_PROFIT"):
+                    return True
+        except Exception:
+            pass
+        return False
+
     async def _ensure_exchange_sltp_orders(self, symbol: str, position_info: Dict, current_price: Optional[float] = None) -> None:
         """
         在币安侧挂止损/止盈保护单（STOP_MARKET + TAKE_PROFIT_MARKET）。
@@ -2844,22 +2859,6 @@ 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)
 
-                def _order_is_sltp(o, type_key="type"):
-                    t = str(o.get(type_key) or o.get("orderType") or "").upper()
-                    return t in ("STOP_MARKET", "TAKE_PROFIT_MARKET", "STOP", "TAKE_PROFIT")
-
-                async def _symbol_has_sltp(sym):
-                    try:
-                        for o in (await self.client.get_open_orders(sym)) or []:
-                            if _order_is_sltp(o, "type"):
-                                return True
-                        for o in (await self.client.futures_get_open_algo_orders(sym, algo_type="CONDITIONAL")) or []:
-                            if _order_is_sltp(o, "orderType"):
-                                return True
-                    except Exception:
-                        pass
-                    return False
-
                 if sync_recover:
                     system_order_prefix = (config.TRADING_CONFIG.get("SYSTEM_ORDER_ID_PREFIX") or "").strip()
                     if system_order_prefix:
@@ -2907,7 +2906,7 @@ class PositionManager:
                                 # 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
                             else:
                                 # 未配置前缀时，用「是否有止损/止盈单」区分
-                                if sync_recover_only_has_sltp and not (await _symbol_has_sltp(symbol)):
+                                if sync_recover_only_has_sltp and not (await self._symbol_has_sltp_orders(symbol)):
                                     logger.debug(f"  {symbol} 无止损/止盈单，跳过补建")
                                     continue
                             if is_clearly_manual:
@@ -3146,18 +3145,25 @@ class PositionManager:
         logger.info(f"本地持仓记录: {len(active_symbols)} 个 ({', '.join(active_symbols) if active_symbols else '无'})")
         
         # 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
+        # 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
         only_binance = binance_symbols - active_symbols
-        if only_binance and not sync_create_manual:
+        monitor_binance_with_sltp = config.TRADING_CONFIG.get("SYNC_MONITOR_BINANCE_POSITIONS_WITH_SLTP", True)
-            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)}")
+        if only_binance and not sync_create_manual and not monitor_binance_with_sltp:
+            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)}")
         
         for position in positions:
             symbol = position['symbol']
             if symbol not in self._monitor_tasks:
-                # 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
+                # 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）
                 if symbol not in self.active_positions:
-                    if not sync_create_manual:
+                    has_sltp = await self._symbol_has_sltp_orders(symbol) if monitor_binance_with_sltp else False
+                    should_create = sync_create_manual or (monitor_binance_with_sltp and has_sltp)
+                    if not should_create:
                         continue
-                    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...")
+                    if sync_create_manual:
+                        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...")
+                    else:
+                        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")
                     try:
                         entry_price = position.get('entryPrice', 0)
                         position_amt = position['positionAmt']
@@ -3195,6 +3201,7 @@ class PositionManager:
                             take_profit_pct=take_profit_pct_margin
                         )
                         
+                        entry_reason = 'manual_entry_temp' if sync_create_manual else 'sync_recovered'
                         position_info = {
                             'symbol': symbol,
                             'side': side,
@@ -3207,13 +3214,33 @@ class PositionManager:
                             'takeProfit': take_profit_price,
                             'initialStopLoss': stop_loss_price,
                             'leverage': leverage,
-                            'entryReason': 'manual_entry_temp',
+                            'entryReason': entry_reason,
                             'atr': None,
                             'maxProfit': 0.0,
                             'trailingStopActivated': False
                         }
+                        if not sync_create_manual and DB_AVAILABLE and Trade:
+                            try:
+                                notional = float(entry_price) * quantity
+                                trade_id = Trade.create(
+                                    symbol=symbol,
+                                    side=side,
+                                    quantity=quantity,
+                                    entry_price=entry_price,
+                                    leverage=leverage,
+                                    entry_reason="sync_recovered",
+                                    entry_order_id=None,
+                                    notional_usdt=notional,
+                                    margin_usdt=(notional / leverage) if leverage else None,
+                                    account_id=self.account_id,
+                                    stop_loss_price=stop_loss_price,
+                                    take_profit_price=take_profit_price,
+                                )
+                                position_info['tradeId'] = trade_id
+                            except Exception as db_e:
+                                logger.debug(f"{symbol} 补建 DB 记录失败（不影响监控）: {db_e}")
                         self.active_positions[symbol] = position_info
-                        logger.info(f"{symbol} 已创建临时持仓记录用于监控")
+                        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 ""))
                         # 也为“现有持仓”补挂交易所保护单（重启/掉线更安全）
                         try:
                             mp = None