diff --git a/api/server.go b/api/server.go
index 32d24c51..875aeae0 100644
--- a/api/server.go
+++ b/api/server.go
@@ -57,7 +57,7 @@ func corsMiddleware() gin.HandlerFunc {
// setupRoutes 设置路由
func (s *Server) setupRoutes() {
// 健康检查
- s.router.GET("/health", s.handleHealth)
+ s.router.Any("/health", s.handleHealth)
// API路由组
api := s.router.Group("/api")
diff --git a/trader/aster_trader.go b/trader/aster_trader.go
index 9aaf078c..b821be61 100644
--- a/trader/aster_trader.go
+++ b/trader/aster_trader.go
@@ -195,11 +195,11 @@ func (t *AsterTrader) formatQuantity(symbol string, quantity float64) (float64,
func (t *AsterTrader) formatFloatWithPrecision(value float64, precision int) string {
// 使用指定精度格式化
formatted := strconv.FormatFloat(value, 'f', precision, 64)
-
+
// 去除末尾的0和小数点（如果有）
formatted = strings.TrimRight(formatted, "0")
formatted = strings.TrimRight(formatted, ".")
-
+
return formatted
}
@@ -522,6 +522,11 @@ func (t *AsterTrader) GetPositions() ([]map[string]interface{}, error) {
// OpenLong 开多单
func (t *AsterTrader) OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
+ // 开仓前先取消所有挂单,防止残留挂单导致仓位叠加
+ if err := t.CancelAllOrders(symbol); err != nil {
+ log.Printf(" ⚠ 取消挂单失败(继续开仓): %v", err)
+ }
+
// 先设置杠杆
if err := t.SetLeverage(symbol, leverage); err != nil {
return nil, fmt.Errorf("设置杠杆失败: %w", err)
@@ -556,7 +561,7 @@ func (t *AsterTrader) OpenLong(symbol string, quantity float64, leverage int) (m
priceStr := t.formatFloatWithPrecision(formattedPrice, prec.PricePrecision)
qtyStr := t.formatFloatWithPrecision(formattedQty, prec.QuantityPrecision)
- log.Printf(" 📏 精度处理: 价格 %.8f -> %s (精度=%d), 数量 %.8f -> %s (精度=%d)",
+ log.Printf(" 📏 精度处理: 价格 %.8f -> %s (精度=%d), 数量 %.8f -> %s (精度=%d)",
limitPrice, priceStr, prec.PricePrecision, quantity, qtyStr, prec.QuantityPrecision)
params := map[string]interface{}{
@@ -584,6 +589,11 @@ func (t *AsterTrader) OpenLong(symbol string, quantity float64, leverage int) (m
// OpenShort 开空单
func (t *AsterTrader) OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
+ // 开仓前先取消所有挂单,防止残留挂单导致仓位叠加
+ if err := t.CancelAllOrders(symbol); err != nil {
+ log.Printf(" ⚠ 取消挂单失败(继续开仓): %v", err)
+ }
+
// 先设置杠杆
if err := t.SetLeverage(symbol, leverage); err != nil {
return nil, fmt.Errorf("设置杠杆失败: %w", err)
@@ -618,7 +628,7 @@ func (t *AsterTrader) OpenShort(symbol string, quantity float64, leverage int) (
priceStr := t.formatFloatWithPrecision(formattedPrice, prec.PricePrecision)
qtyStr := t.formatFloatWithPrecision(formattedQty, prec.QuantityPrecision)
- log.Printf(" 📏 精度处理: 价格 %.8f -> %s (精度=%d), 数量 %.8f -> %s (精度=%d)",
+ log.Printf(" 📏 精度处理: 价格 %.8f -> %s (精度=%d), 数量 %.8f -> %s (精度=%d)",
limitPrice, priceStr, prec.PricePrecision, quantity, qtyStr, prec.QuantityPrecision)
params := map[string]interface{}{
@@ -693,7 +703,7 @@ func (t *AsterTrader) CloseLong(symbol string, quantity float64) (map[string]int
priceStr := t.formatFloatWithPrecision(formattedPrice, prec.PricePrecision)
qtyStr := t.formatFloatWithPrecision(formattedQty, prec.QuantityPrecision)
- log.Printf(" 📏 精度处理: 价格 %.8f -> %s (精度=%d), 数量 %.8f -> %s (精度=%d)",
+ log.Printf(" 📏 精度处理: 价格 %.8f -> %s (精度=%d), 数量 %.8f -> %s (精度=%d)",
limitPrice, priceStr, prec.PricePrecision, quantity, qtyStr, prec.QuantityPrecision)
params := map[string]interface{}{
@@ -717,6 +727,12 @@ func (t *AsterTrader) CloseLong(symbol string, quantity float64) (map[string]int
}
log.Printf("✓ 平多仓成功: %s 数量: %s", symbol, qtyStr)
+
+ // 平仓后取消该币种的所有挂单(止损止盈单)
+ if err := t.CancelAllOrders(symbol); err != nil {
+ log.Printf(" ⚠ 取消挂单失败: %v", err)
+ }
+
return result, nil
}
@@ -770,7 +786,7 @@ func (t *AsterTrader) CloseShort(symbol string, quantity float64) (map[string]in
priceStr := t.formatFloatWithPrecision(formattedPrice, prec.PricePrecision)
qtyStr := t.formatFloatWithPrecision(formattedQty, prec.QuantityPrecision)
- log.Printf(" 📏 精度处理: 价格 %.8f -> %s (精度=%d), 数量 %.8f -> %s (精度=%d)",
+ log.Printf(" 📏 精度处理: 价格 %.8f -> %s (精度=%d), 数量 %.8f -> %s (精度=%d)",
limitPrice, priceStr, prec.PricePrecision, quantity, qtyStr, prec.QuantityPrecision)
params := map[string]interface{}{
@@ -794,6 +810,12 @@ func (t *AsterTrader) CloseShort(symbol string, quantity float64) (map[string]in
}
log.Printf("✓ 平空仓成功: %s 数量: %s", symbol, qtyStr)
+
+ // 平仓后取消该币种的所有挂单(止损止盈单)
+ if err := t.CancelAllOrders(symbol); err != nil {
+ log.Printf(" ⚠ 取消挂单失败: %v", err)
+ }
+
return result, nil
}
diff --git a/web/src/components/EquityChart.tsx b/web/src/components/EquityChart.tsx
index 3a90f628..4022c112 100644
--- a/web/src/components/EquityChart.tsx
+++ b/web/src/components/EquityChart.tsx
@@ -60,7 +60,10 @@ export function EquityChart({ traderId }: EquityChartProps) {
);
}
- if (!history || history.length === 0) {
+ // 过滤掉无效数据：total_equity为0或小于1的数据点（API失败导致）
+ const validHistory = history?.filter(point => point.total_equity > 1) || [];
+
+ if (!validHistory || validHistory.length === 0) {
return (
{t('accountEquityCurve', language)}
@@ -76,12 +79,12 @@ export function EquityChart({ traderId }: EquityChartProps) {
// 限制显示最近的数据点（性能优化）
// 如果数据超过2000个点，只显示最近2000个
const MAX_DISPLAY_POINTS = 2000;
- const displayHistory = history.length > MAX_DISPLAY_POINTS
- ? history.slice(-MAX_DISPLAY_POINTS)
- : history;
+ const displayHistory = validHistory.length > MAX_DISPLAY_POINTS
+ ? validHistory.slice(-MAX_DISPLAY_POINTS)
+ : validHistory;
- // 计算初始余额（使用第一个数据点，如果无数据则从account获取，最后才用默认值）
- const initialBalance = history[0]?.total_equity
+ // 计算初始余额（使用第一个有效数据点，如果无数据则从account获取，最后才用默认值）
+ const initialBalance = validHistory[0]?.total_equity
|| account?.total_equity
|| 100; // 默认值改为100，与常见配置一致
@@ -250,12 +253,13 @@ export function EquityChart({ traderId }: EquityChartProps) {
}}
/>
50 ? false : { fill: '#F0B90B', r: 3 }}
activeDot={{ r: 6, fill: '#FCD535', stroke: '#F0B90B', strokeWidth: 2 }}
+ connectNulls={true}
/>
@@ -277,12 +281,12 @@ export function EquityChart({ traderId }: EquityChartProps) {
{t('historicalCycles', language)}
-
{history.length} {t('cycles', language)}
+
{validHistory.length} {t('cycles', language)}
{t('displayRange', language)}
- {history.length > MAX_DISPLAY_POINTS
+ {validHistory.length > MAX_DISPLAY_POINTS
? `${t('recent', language)} ${MAX_DISPLAY_POINTS}`
: t('allData', language)
}