From f3089fdf7f35f8a081b39e32a7db30c8eedd2489 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=E8=96=87=E8=96=87=E5=AE=89?= Date: Fri, 20 Feb 2026 17:14:44 +0800 Subject: [PATCH] =?UTF-8?q?fix(binance=5Fclient):=20=E5=A2=9E=E5=BC=BA?= =?UTF-8?q?=E9=94=99=E8=AF=AF=E5=A4=84=E7=90=86=E4=B8=8E=E6=AD=A2=E7=9B=88?= =?UTF-8?q?=E4=BB=B7=E6=A0=A1=E9=AA=8C=E9=80=BB=E8=BE=91?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit 在 `binance_client.py` 中新增了对特定错误代码的处理，确保在遇到 -4509 和 -4061 错误时能够正确抛出异常。同时，优化了止盈价的合理性校验，确保在无法获取当前价格时，止盈价不低于 0.01，避免因错误数据导致的挂单被拒，提升了交易逻辑的稳定性与风险控制能力。 --- trading_system/binance_client.py | 56 +++++++++++++++++++++----------- 1 file changed, 37 insertions(+), 19 deletions(-) diff --git a/trading_system/binance_client.py b/trading_system/binance_client.py index 806e23b..62e4094 100644 --- a/trading_system/binance_client.py +++ b/trading_system/binance_client.py @@ -2226,6 +2226,9 @@ class BinanceClient: except (ConnectionError, TimeoutError) as e: logger.debug(f"{symbol} WS 条件单失败（{e}），回退到 REST") except Exception as e: + code = getattr(e, "code", None) + if code in (-4509, -4061): + raise BinanceAPIException(None, 400, json.dumps({"code": code, "msg": str(e)})) logger.debug(f"{symbol} WS 条件单异常: {e}，回退到 REST") # 回退到 REST（原有逻辑） @@ -2246,6 +2249,8 @@ class BinanceClient: return None except BinanceAPIException as e: error_code = e.code if hasattr(e, 'code') else None + if error_code in (-4509, -4061): + raise # 让 place_trigger_close_position_order 统一打一条 warning，不在此处刷日志 error_msg = str(e) trigger_type = params.get('type', 'UNKNOWN') logger.error(f"{symbol} ❌ 创建 Algo 条件单失败({trigger_type}): {error_msg}") @@ -2402,6 +2407,14 @@ class BinanceClient: cp = float(current_price) if current_price is not None else None except Exception: cp = None + # 止盈单校验需要当前价；若未传入则拉取一次，避免错误 triggerPrice（如 0.001）导致 -4509 + if (cp is None or cp <= 0) and ttype == "TAKE_PROFIT_MARKET": + try: + ticker = await self.get_ticker_24h(symbol) + if ticker and ticker.get("lastPrice"): + cp = float(ticker["lastPrice"]) + except Exception: + pass tick = 0.0 pp = 8 @@ -2421,25 +2434,30 @@ class BinanceClient: return None # 触发价合理性：止盈价不能偏离当前价过远（避免错误数据导致挂单被拒或 -4509） - if cp and cp > 0 and ttype == "TAKE_PROFIT_MARKET": - if pd == "SELL": - # 做空止盈：触发价应 < 当前价，且不应低于当前价的 1%（避免错用成 0.001 等错误数值） - if sp >= cp: - pass # 下方会做“止盈修正” - elif sp < cp * 0.01: - logger.warning( - f"{symbol} [止盈校验] SELL 止盈价 {sp:.8f} 远低于当前价 {cp:.8f}，疑似数据错误，跳过挂单" - ) - return None - else: - # 做多止盈：触发价应 > 当前价，且不应超过当前价的 100 倍 - if sp <= cp: - pass - elif sp > cp * 100: - logger.warning( - f"{symbol} [止盈校验] BUY 止盈价 {sp:.8f} 远高于当前价 {cp:.8f}，疑似数据错误，跳过挂单" - ) - return None + if ttype == "TAKE_PROFIT_MARKET": + if cp and cp > 0: + if pd == "SELL": + if sp >= cp: + pass + elif sp < cp * 0.01: + logger.warning( + f"{symbol} [止盈校验] SELL 止盈价 {sp:.8f} 远低于当前价 {cp:.8f}，疑似数据错误，跳过挂单" + ) + return None + else: + if sp <= cp: + pass + elif sp > cp * 100: + logger.warning( + f"{symbol} [止盈校验] BUY 止盈价 {sp:.8f} 远高于当前价 {cp:.8f}，疑似数据错误，跳过挂单" + ) + return None + elif sp < 0.01: + # 无当前价时：多数 USDT 合约价格 > 0.01，过小触发价视为错误（如 0.001573） + logger.warning( + f"{symbol} [止盈校验] 止盈价 {sp:.8f} 过小且无法获取当前价，疑似数据错误，跳过挂单" + ) + return None # 触发方向约束（避免立即触发）： # - long 止损：价格 <= stopPrice（stopPrice 应 < current，至少差一个 min_step）