diff --git a/decision/engine.go b/decision/engine.go index 149d4734..598658d1 100644 --- a/decision/engine.go +++ b/decision/engine.go @@ -309,9 +309,11 @@ func buildSystemPrompt(accountEquity float64, btcEthLeverage, altcoinLeverage in sb.WriteString("# 硬约束(风险控制)\n\n") sb.WriteString("1. 风险回报比: 必须 ≥ 1:3(冒1%风险,赚3%+收益)\n") sb.WriteString("2. 最多持仓: 3个币种(质量>数量)\n") - sb.WriteString(fmt.Sprintf("3. 单币仓位: 山寨%.0f-%.0f U(%dx杠杆) | BTC/ETH %.0f-%.0f U(%dx杠杆)\n", - accountEquity*0.8, accountEquity*1.5, altcoinLeverage, accountEquity*5, accountEquity*10, btcEthLeverage)) - sb.WriteString("4. 保证金: 总使用率 ≤ 90%\n\n") + sb.WriteString(fmt.Sprintf("3. 单币仓位: 山寨%.0f-%.0f U | BTC/ETH %.0f-%.0f U\n", + accountEquity*0.8, accountEquity*1.5, accountEquity*5, accountEquity*10)) + sb.WriteString(fmt.Sprintf("4. 杠杆限制: **山寨币最大%dx杠杆** | **BTC/ETH最大%dx杠杆** (⚠️ 严格执行,不可超过)\n", altcoinLeverage, btcEthLeverage)) + sb.WriteString("5. 保证金: 总使用率 ≤ 90%\n") + sb.WriteString("6. 开仓金额: 建议 **≥12 USDT** (交易所最小名义价值 10 USDT + 安全边际)\n\n") // 3. 输出格式 - 动态生成 sb.WriteString("#输出格式\n\n") @@ -670,6 +672,22 @@ func validateDecision(d *Decision, accountEquity float64, btcEthLeverage, altcoi if d.PositionSizeUSD <= 0 { return fmt.Errorf("仓位大小必须大于0: %.2f", d.PositionSizeUSD) } + + // ✅ 验证最小开仓金额(防止数量格式化为 0 的错误) + // Binance 最小名义价值 10 USDT + 安全边际 + const minPositionSizeGeneral = 12.0 // 10 + 20% 安全边际 + const minPositionSizeBTCETH = 60.0 // BTC/ETH 因价格高和精度限制需要更大金额(更灵活) + + if d.Symbol == "BTCUSDT" || d.Symbol == "ETHUSDT" { + if d.PositionSizeUSD < minPositionSizeBTCETH { + return fmt.Errorf("%s 开仓金额过小(%.2f USDT),必须≥%.2f USDT(因价格高且精度限制,避免数量四舍五入为0)", d.Symbol, d.PositionSizeUSD, minPositionSizeBTCETH) + } + } else { + if d.PositionSizeUSD < minPositionSizeGeneral { + return fmt.Errorf("开仓金额过小(%.2f USDT),必须≥%.2f USDT(Binance 最小名义价值要求)", d.PositionSizeUSD, minPositionSizeGeneral) + } + } + // 验证仓位价值上限(加1%容差以避免浮点数精度问题) tolerance := maxPositionValue * 0.01 // 1%容差 if d.PositionSizeUSD > maxPositionValue+tolerance { diff --git a/trader/binance_futures.go b/trader/binance_futures.go index 29cd42f6..8df2ff60 100644 --- a/trader/binance_futures.go +++ b/trader/binance_futures.go @@ -279,6 +279,17 @@ func (t *FuturesTrader) OpenLong(symbol string, quantity float64, leverage int) return nil, err } + // ✅ 检查格式化后的数量是否为 0(防止四舍五入导致的错误) + quantityFloat, parseErr := strconv.ParseFloat(quantityStr, 64) + if parseErr != nil || quantityFloat <= 0 { + return nil, fmt.Errorf("开倉數量過小,格式化後為 0 (原始: %.8f → 格式化: %s)。建議增加開倉金額或選擇價格更低的幣種", quantity, quantityStr) + } + + // ✅ 检查最小名义价值(Binance 要求至少 10 USDT) + if err := t.CheckMinNotional(symbol, quantityFloat); err != nil { + return nil, err + } + // 创建市价买入订单 order, err := t.client.NewCreateOrderService(). Symbol(symbol). @@ -322,6 +333,17 @@ func (t *FuturesTrader) OpenShort(symbol string, quantity float64, leverage int) return nil, err } + // ✅ 检查格式化后的数量是否为 0(防止四舍五入导致的错误) + quantityFloat, parseErr := strconv.ParseFloat(quantityStr, 64) + if parseErr != nil || quantityFloat <= 0 { + return nil, fmt.Errorf("开倉數量過小,格式化後為 0 (原始: %.8f → 格式化: %s)。建議增加開倉金額或選擇價格更低的幣種", quantity, quantityStr) + } + + // ✅ 检查最小名义价值(Binance 要求至少 10 USDT) + if err := t.CheckMinNotional(symbol, quantityFloat); err != nil { + return nil, err + } + // 创建市价卖出订单 order, err := t.client.NewCreateOrderService(). Symbol(symbol). @@ -748,6 +770,32 @@ func (t *FuturesTrader) SetTakeProfit(symbol string, positionSide string, quanti return nil } +// GetMinNotional 获取最小名义价值(Binance要求) +func (t *FuturesTrader) GetMinNotional(symbol string) float64 { + // 使用保守的默认值 10 USDT,确保订单能够通过交易所验证 + return 10.0 +} + +// CheckMinNotional 检查订单是否满足最小名义价值要求 +func (t *FuturesTrader) CheckMinNotional(symbol string, quantity float64) error { + price, err := t.GetMarketPrice(symbol) + if err != nil { + return fmt.Errorf("获取市价失败: %w", err) + } + + notionalValue := quantity * price + minNotional := t.GetMinNotional(symbol) + + if notionalValue < minNotional { + return fmt.Errorf( + "订单金额 %.2f USDT 低于最小要求 %.2f USDT (数量: %.4f, 价格: %.4f)", + notionalValue, minNotional, quantity, price, + ) + } + + return nil +} + // GetSymbolPrecision 获取交易对的数量精度 func (t *FuturesTrader) GetSymbolPrecision(symbol string) (int, error) { exchangeInfo, err := t.client.NewExchangeInfoService().Do(context.Background())