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fix(margin): correct position sizing formula to prevent insufficient margin errors

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## Problem
AI was calculating position_size_usd incorrectly, treating it as margin requirement instead of notional value, causing code=-2019 errors (insufficient margin).
## Solution
### 1. Updated AI prompts with correct formula
- **prompts/adaptive.txt**: Added clear position sizing calculation steps
- **prompts/nof1.txt**: Added English version with example
- **prompts/default.txt**: Added Chinese version with example
**Correct formula:**
1. Available Margin = Available Cash × 0.95 × Allocation % (reserve 5% for fees)
2. Notional Value = Available Margin × Leverage
3. position_size_usd = Notional Value (this is the value for JSON)
**Example:** $500 cash, 5x leverage → position_size_usd = $2,375 (not $500)
### 2. Added code-level validation
- **trader/auto_trader.go**: Added margin checks in executeOpenLong/ShortWithRecord
- Validates required margin + fees ≤ available balance before opening position
- Returns clear error message if insufficient
## Impact
- Prevents code=-2019 errors
- AI now understands the difference between notional value and margin requirement
- Double validation: AI prompt + code check
## Testing
- ✅ Compiles successfully
- ⚠️ Requires live trading environment testing
This commit is contained in:
ZhouYongyou
2025-11-04 18:44:07 +08:00
parent 4f7d21c581
commit 4e6b868531
4 changed files with 84 additions and 19 deletions
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15
prompts/nof1.txt
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@@ -45,10 +45,19 @@ You have exactly FOUR possible actions per decision cycle:
# POSITION SIZING FRAMEWORK
Calculate position size using this formula:
**IMPORTANT**: `position_size_usd` is the **notional value** (includes leverage), NOT margin requirement.
Position Size (USD) = Available Cash × Leverage × Allocation %
Position Size (Coins) = Position Size (USD) / Current Price
## Calculation Steps:
1. **Available Margin** = Available Cash × 0.95 × Allocation % (reserve 5% for fees)
2. **Notional Value** = Available Margin × Leverage
3. **position_size_usd** = Notional Value (this is the value for JSON)
4. **Position Size (Coins)** = position_size_usd / Current Price
**Example**: Available Cash = $500, Leverage = 5x, Allocation = 100%
- Available Margin = $500 × 0.95 × 100% = $475
- position_size_usd = $475 × 5 = **$2,375** ← Fill this value in JSON
- Actual margin used = $475, remaining $25 for fees
## Sizing Considerations